CMISLAINE. %IAXWELL-HY ACCT.
For the Period 8/I/Il to 8/31/11
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantly Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
CASCADES INC 97.00 10,030.00 9,700.00 10,475.00 (775.00) 775.00 8.37%
7 3/4% DEC 15 2017 163.61
DTD 12/032008
148900,ASO /BA3
CLEAR CHANNEL WORLDWIDE 107.00 10,000.00 10,700.00 11.000.00 (300.00) 925.00 7.82%
9 1/4% DEC 15 2017 195.27
DTD 06/15/2010
184510-AD-0 B /B2
CABLEVISION SYSTEMS CORP 103.50 10,000.00 10,350.00 10,775.00 (425.00) 775.00 7.08%
SR NOTES 73/4% APR 15 2018 292.77
DTD 04/15/2010
12686C-AZ-2 B+ /81
ALLBRITTC/N COMMUNICATION 97.25 10,000.00 9,725.00 10,300.00 (575.00) 800.00 8.54%
8% MAY 15 2018 235.58
DID 04130/2010
016745-AL-5 B /B2
CKE RESTAURANTS NC 106.38 10,000.00 10,637.50 11,050.00 (412.50) 1,137.50 10.06%
11 3/8% JUL 15 2018 145.34
DTD 07/12./2010
12581E.AK1 B• /B2
METROPCS WIRELESS INC 101.38 15,000.00 15,206.25 16,012.50 (806.25) 1,181.25 7.62%
SR NOTES 7 7/8% SEP 01 2018 593.89
DID 09/212010
591709-AK-6 B /62
FRONTIER COMMUNICATIONS 10318 20,000.00 20,675.00 21,950.00 (1,275.00) 1,625.00 7.50%
SR NOTES 8 1/8% OCT 01 2018 677.08
DID 10/01/2009
35906A-AB-4 BB /BA2
J.P Morgan Page 9 of 16
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050158
Chase
CONFIDENTIAL SDNY_GM_00319356
EFTA01522595