EFTA01522701.pdf
MAXWELL-HY ACCT.
For the Period 1/1/12 to 1/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
JARDEN CORP 107.25 10,000.00 10,725.00 10,487.50 237.50 75000 5.87%
SR SUB NOTES 71/2% MAY 1 2017 187.50
DTD 2/13/2007
471109-AB-4 B /B2
CONSTELLATION BRANDS INC 112.00 15,000.00 16,800.00 16,500.00 300.00 1.087.50 4.66%
71/4% MAY 15 2017 229.57
DTD 11/15/2007
21036P-AF-5 BB• /BA2
INGLES MARKETS INC 109.50 10,000.00 10,950.00 10,775.00 175.00 887.50 6.71%
8 7/8% MAY 15 2017 187.36
DTD 05/12/2009
457030-AG-9 BB-/B1
RRI ENERGY INC 92.75 25,000.00 23,187.50 25,187.50 (2,000.00) 1,968.75 9.63%
7 7/8% JUN 152017 251.55
DID 06/132007
74971X-AC-1 B /B3
SERVICE CORP INTL 111.00 20,000.00 22,200.00 21,700.00 500.00 1,400.00 4.86%
7%JUN 15 2017 178.88
DTD 06/15/2006
MULTI CPN
817565-BF-0 BB- /BA3
SMITHFIELD FOODS INC 113.13 10,000.00 11,312.50 10,475.00 837.50 775.00 4.96%
SR NOTES 7 3/4% JUL 1 2017 64.58
DTD 6/22/2007
832248-AO-1 BB- /B2
PINNACLE ENTERTAINMENT 107.50 10,000.00 10,750.00 10,850.00 (100.00) 862.50 6.98%
8 5/816 AUG 01 2017 433.64
DID 02/010010
723456-AK-5 BB 1B1
J.P.Morgan Page 8 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050273
Chase
CONFIDENTIAL SDNY_GM_00319471
EFTA01522701
For the Period 1/1/12 to 1/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
JARDEN CORP 107.25 10,000.00 10,725.00 10,487.50 237.50 75000 5.87%
SR SUB NOTES 71/2% MAY 1 2017 187.50
DTD 2/13/2007
471109-AB-4 B /B2
CONSTELLATION BRANDS INC 112.00 15,000.00 16,800.00 16,500.00 300.00 1.087.50 4.66%
71/4% MAY 15 2017 229.57
DTD 11/15/2007
21036P-AF-5 BB• /BA2
INGLES MARKETS INC 109.50 10,000.00 10,950.00 10,775.00 175.00 887.50 6.71%
8 7/8% MAY 15 2017 187.36
DTD 05/12/2009
457030-AG-9 BB-/B1
RRI ENERGY INC 92.75 25,000.00 23,187.50 25,187.50 (2,000.00) 1,968.75 9.63%
7 7/8% JUN 152017 251.55
DID 06/132007
74971X-AC-1 B /B3
SERVICE CORP INTL 111.00 20,000.00 22,200.00 21,700.00 500.00 1,400.00 4.86%
7%JUN 15 2017 178.88
DTD 06/15/2006
MULTI CPN
817565-BF-0 BB- /BA3
SMITHFIELD FOODS INC 113.13 10,000.00 11,312.50 10,475.00 837.50 775.00 4.96%
SR NOTES 7 3/4% JUL 1 2017 64.58
DTD 6/22/2007
832248-AO-1 BB- /B2
PINNACLE ENTERTAINMENT 107.50 10,000.00 10,750.00 10,850.00 (100.00) 862.50 6.98%
8 5/816 AUG 01 2017 433.64
DID 02/010010
723456-AK-5 BB 1B1
J.P.Morgan Page 8 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050273
Chase
CONFIDENTIAL SDNY_GM_00319471
EFTA01522701