EFTA01522556.pdf
MAXWELL-HY ACCT.
For the Period 7/I/Il to 7/31/11
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
RRI ENERGY INC 100.50 26030.00 25,125.00 25,187.50 (62.50) 1968.75 7.76%
77/8% JUN 15 2017 251.55
DTD 06/132007
74971X-AC-1 B /83
SERVICE CORP INTL 108.50 20,000.00 21700.00 21700.00 1,400.00 5.30%
7% JUN 15 2017 178.88
DTD 06/15/2006
MULTI CPN
817565-BFA BB- /BA3
SMITHFIELD FOODS INC 105.75 10,000.00 10,575.00 10,475.00 100.00 775.00 6.56%
SR NOTES 73/4% JUL 1 2017 64.58
DID 8/22/2007
832248-A0-1 El+ 1B3
PINNACLE ENTERTAINMENT 108.75 10,000.00 10,875.00 10,850.00 25.00 862.50 6.82%
8 5/8% AUG 01 2017 433.64
DTD 02/01/2010
723456-AK-5 BB /B1
CHESAPEAKE ENERGY CORP 108.75 15,000.00 16,312.50 15,975.00 337.50 975.00 4.81%
6 1/2% AUG 15 2017 44958
DTD 8/162005
1651037-BS-5 BB« /BA3
CCO HUMS LLC CAP CORP 105.50 15,000.00 15,825.00 15,825.00 1,087.50 8.17%
7 1/4% OCT 30 2017 274.89
DID 09/272010
1248EP-A0-8 BB- /B1
WINDSTREAM CORP 108.88 20,000.00 21,375.00 21,450.00 (75.00) 1,57600 8.52%
7 7/8% NOV 01 2017 393.74
DID 10/08/2009
97381WAJ-3 /BA3
J.P Morgan Page 8 of 35
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050117
Chase
CONFIDENTIAL SDNY_GM_00319315
EFTA01522556
For the Period 7/I/Il to 7/31/11
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
RRI ENERGY INC 100.50 26030.00 25,125.00 25,187.50 (62.50) 1968.75 7.76%
77/8% JUN 15 2017 251.55
DTD 06/132007
74971X-AC-1 B /83
SERVICE CORP INTL 108.50 20,000.00 21700.00 21700.00 1,400.00 5.30%
7% JUN 15 2017 178.88
DTD 06/15/2006
MULTI CPN
817565-BFA BB- /BA3
SMITHFIELD FOODS INC 105.75 10,000.00 10,575.00 10,475.00 100.00 775.00 6.56%
SR NOTES 73/4% JUL 1 2017 64.58
DID 8/22/2007
832248-A0-1 El+ 1B3
PINNACLE ENTERTAINMENT 108.75 10,000.00 10,875.00 10,850.00 25.00 862.50 6.82%
8 5/8% AUG 01 2017 433.64
DTD 02/01/2010
723456-AK-5 BB /B1
CHESAPEAKE ENERGY CORP 108.75 15,000.00 16,312.50 15,975.00 337.50 975.00 4.81%
6 1/2% AUG 15 2017 44958
DTD 8/162005
1651037-BS-5 BB« /BA3
CCO HUMS LLC CAP CORP 105.50 15,000.00 15,825.00 15,825.00 1,087.50 8.17%
7 1/4% OCT 30 2017 274.89
DID 09/272010
1248EP-A0-8 BB- /B1
WINDSTREAM CORP 108.88 20,000.00 21,375.00 21,450.00 (75.00) 1,57600 8.52%
7 7/8% NOV 01 2017 393.74
DID 10/08/2009
97381WAJ-3 /BA3
J.P Morgan Page 8 of 35
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050117
Chase
CONFIDENTIAL SDNY_GM_00319315
EFTA01522556