Gli ISLA IN E MAXWELL-HY ACCT.
For the Period 7/1/11 lo 7/31111
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/loss Accrued Interest Yield
US Fixed Income
CONSOL ENERGY INC 111.25 15,030.00 16,887.50 16,556.25 131.25 1,237.50 6.53%
8 1/4% APR 01 2020 412.50
MD 10/01/2010
20854P-AF-6 BB /B1
US STEEL CORP 103.88 15,000.00 15,581.25 15,656.25 (75.00) 1,106.25 6.77%
SR NOTES 73/8% APR 01 2020 368.74
DTD 03/19/2010
912909-AF-5 BB /BA2
CF INDUSTRIES INC 117.25 10,000.00 11,725.00 11,875.00 50.00 712.50 4.70%
71/8% MAY 01 2020 178.12
DTD 04123/2010
12527G-AB-9 BB+ /BM
OMNICARE INC 109.00 15,000.00 16,350.00 16,320.00 30.00 1,182.50 8.40%
7 3/4% JUN 01 2020 193.74
DTD 05/18/2010
681904-AM-0 BB /BA3
WYNN LAS VEGAS LLC CORP 110.50 10,000.00 11,050.00 10,950.00 100.00 775.00 6.21%
7 3/4% AUG 15 2020 357.38
DTD 08/04/2010
983130•AR4 BBB /BM
NRG ENERGY INC 103.00 15,000.00 15,450.00 15,637.50 (187.50) 1,237.50 7.78%
81/4% SEP 01 2020 515.62
DTD 03/01/2011
629377-BJ-0 BB-/B1
BALL CORP 107.00 15,000.00 16,050.00 16,050.00 1,012.50 5.75%
SR NOTES 63/4% SEP 15 2020 382.50
DTD 03/22/2010
058498-AP-1 BB+ /11A1
J.P Morgan Page 12 of 35
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050121
Chase
CONFIDENTIAL SDNY_GM_00319319
EFTA01522560