(ill ISI,A IN E 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
CAPITAL ONE CAPITAL IV 100.63 20,000.00 20,125.00 20,275.00 (150.00) 1,349.00 6.69%
6.745% FEB 17 2037 614.54
DTD 02/05/2007
140422-AA-4 BBB /BM
AMERICAN INTL GROUP 96.50 15,000.00 14,475.00 16,428.75 (1,953.75) 1226.25 8.48%
8.175% MAY 15 2058 258.87
DTD 05/15/2009
0268748$-5 BBB 43AA
Total US Fixed Income $988,341.80 $890,262.71 ($1,920.91) $71,769.00 6.68%
$18,269.46
J.P.Morgan Page 15 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050280
Chase
CONFIDENTIAL SDNY_GM_00319478
EFTA01522708