EFTA01522703.pdf

IN E. MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Overtly Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income ALLBRITTON COMMUNICATION 103.25 10,000.00 10,325.00 10,300.00 25.00 800.00 7.34% 8% MAY 15 2018 168.88 DTD 04130/2010 016745-AL-5 B /82 CKE RESTAURANTS NC 113.50 9,000.00 10,215.00 9,945.00 270.00 1,023.75 8.60% 11 3/8% JUL 15 2018 45.49 DTD 07/12/2010 12561E-AK-1 5- /132 METROPCS WIRELESS INC 105.50 15,000.00 15,825.00 16,012.50 (187.50) 1,181.25 6.82% SR NOTES 7 7/8% SEP 01 2018 492.18 DTD 09/21/2010 591709-AK-6 B /B2 FRONTIER COMMUNICATIONS 99.75 20,000.00 19,950.00 21,950.00 (2,000.00) 1,625.00 817% SR NOTES 81/8% OCT 01 2018 541.66 DTD 10/01/2009 35906A-A84 BB /BA2 NIELSEN FINANCE LLC/CO 111.38 10,000.00 11,137.50 11,040.00 97.50 775.00 5.68% 7 3/4% OCT 15 2018 228.19 DTD 04/15/2011 654090-AY-8 BB- 432 DAVITA INC 105.25 10,000.00 10,525.00 10,200.00 325.00 637.50 5.43% 6 3/8% NOV 01 2018 159.37 DTD 10/20/2010 23918K-AL-2 B /B2 CSC HOLDINGS LLC 116.75 10,000.00 11,675.00 11,425.00 250.00 862.50 5.70% 85/8% FEB 15 2019 397.70 DTD 02/12/2009 126307-AC-1 BB /BA.3 J.P, Morgan Page 10 of 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050275 Chase CONFIDENTIAL SDNY_GM_00319473 EFTA01522703