GIIISLA IN E. MAXWELL-HY ACCT.
For the Period 6/1/12 to 6/30112
Adjusted Tax Cost Unrealized Est. Annual Income
Pike Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
RRI ENERGY INC 93.00 15,000.00 13,950 00 15,112.50 (1,162.50) 1,181.25 9.68%
77/8% JUN 15 2017 52.50
DTD 06/132007
74971X-AC-1 B-/63
SERVICE CORP INTL 111.25 20,000.00 22.250 00 21,700.00 550.00 1,400.00 4.44%
7% JUN 15 2017 62.22
DTD 06/15/2006
MULTI CPN
817565-F3F-0 BB- /BA3
SMITHFIELD FOODS INC 110.63 10,000.00 11,062.50 10.475.00 587.50 775.00 5.30%
SR NOTES 73/4% JUL 1 2017 387.50
DID 6/22/2007
832248-A0-1 BBIB2
PINNACLE ENTERTAINMENT 106.75 10,000.00 10,875.00 10,850.00 25.00 882.50 6.57%
85/8% AUG 01 2017 359.37
DTD 02/01/2010
723456-AK-5 BB-/B7
CHESAPEAKE ENERGY CORP 99.50 15,000.00 14,925.00 15,975.00 (1,050.00) 975.00 6.61%
6 1/2% AUG 15 2017 368.32
DTD 8/16/2005
165167-BS-5 BB- /BA3
CCO HMOS LLC CAP CORP 109.00 9,000.00 9,810.00 9,495.00 315.00 652.50 5.29%
71/4%0C1302017 110.55
DID 09/272010
1248EP-A0-6 BB- /81
WINDSTREAM CORP 109.00 20,000.00 21,800.00 21,450.00 350.00 1,575.00 5.88%
7 7/8% NOV 01 2017 262.50
DTD 10/08/2009
973811ALAJ-3 B+ /BA3
J.P, Morgan Page 8 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050405
Chase
CONFIDENTIAL SDNY_GM_00319603
EFTA01522823