EFTA01522850.pdf
MAXWELL-HY ACCT.
For the Period 7/1/1210 7/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Mice Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
RRI ENERGY INC 105.00 15,000.00 15,750.00 15,112.50 637.50 1,181.25 6.65%
77/8% JUN 15 2017 150.93
DTD 06/13/2007
74971X-AC-1 B•/83
SERVICE CORP INTL 112.89 20,000.00 22,577.80 21,700.00 877.80 1400.03 4.06%
7% JUN 15 2017 178.88
DTD 08/15/2006
MULTI CPN
81756541F-0 BB-/BA3
SMITHFIELD FOODS INC 111.60 10,000.00 11,159.70 10.475.00 68470 775.00 5.05%
SR NOTES 73/4% JUL 1 2017 64.58
DID 8/22/2007
832248-A0-1 BBBI
PINNACLE ENTERTAINMENT 109.00 10,000.00 10,900.00 10,850.00 50.00 862.50 6.49%
8 5/8% AUG 01 2017 433.64
DTD 02/01/2010
723458-AK-5 BB- /B1
CHESAPEAKE ENERGY CORP 100.50 15,000.00 15,075.00 15,975.00 (900.00) 975.00 6.38%
61/2% AUG 15 2017 449.58
DTD 8/16/2005
165167-BS-5 BB- /BA3
CCO HMOS LLC CAP CORP 110.13 9,000.00 9,911.25 9,495.00 416.25 652.50 5.03%
71/4% OCT 30 2017 184.93
DID 09/27/2010
1248EP-A04 BB- /81
WINDSTREAM CORP 110.00 20,000.00 22,000.00 21,450.00 550.00 1575.00 5.84%
7 7/8% NOV 01 2017 393.74
DID 10/08/2009
973811ALAJ-3 B /BA3
J.P. Morgan Page 8 of 26
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050435
Chase
CONFIDENTIAL SDNY_GM_00319633
EFTA01522850
For the Period 7/1/1210 7/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Mice Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
RRI ENERGY INC 105.00 15,000.00 15,750.00 15,112.50 637.50 1,181.25 6.65%
77/8% JUN 15 2017 150.93
DTD 06/13/2007
74971X-AC-1 B•/83
SERVICE CORP INTL 112.89 20,000.00 22,577.80 21,700.00 877.80 1400.03 4.06%
7% JUN 15 2017 178.88
DTD 08/15/2006
MULTI CPN
81756541F-0 BB-/BA3
SMITHFIELD FOODS INC 111.60 10,000.00 11,159.70 10.475.00 68470 775.00 5.05%
SR NOTES 73/4% JUL 1 2017 64.58
DID 8/22/2007
832248-A0-1 BBBI
PINNACLE ENTERTAINMENT 109.00 10,000.00 10,900.00 10,850.00 50.00 862.50 6.49%
8 5/8% AUG 01 2017 433.64
DTD 02/01/2010
723458-AK-5 BB- /B1
CHESAPEAKE ENERGY CORP 100.50 15,000.00 15,075.00 15,975.00 (900.00) 975.00 6.38%
61/2% AUG 15 2017 449.58
DTD 8/16/2005
165167-BS-5 BB- /BA3
CCO HMOS LLC CAP CORP 110.13 9,000.00 9,911.25 9,495.00 416.25 652.50 5.03%
71/4% OCT 30 2017 184.93
DID 09/27/2010
1248EP-A04 BB- /81
WINDSTREAM CORP 110.00 20,000.00 22,000.00 21,450.00 550.00 1575.00 5.84%
7 7/8% NOV 01 2017 393.74
DID 10/08/2009
973811ALAJ-3 B /BA3
J.P. Morgan Page 8 of 26
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050435
Chase
CONFIDENTIAL SDNY_GM_00319633
EFTA01522850