Gli ISLA IN E MAXWELL-HY ACCT.
For the Period 8/1/11 to 8/31/11
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Vakte Original Cost Gain/loss Accrued Interest Yield
US Fixed Income
DAVITA INC 98.25 10,030.00 9,825.00 10,200.00 (375.00) 637.50 6.68%
6 3/8% NOV 01 2018 212.50
DTD 10/20/2010
23918K-AL-2 B /B2
CSC HOLDINGS LLC 110.25 10,000.00 11,025.00 11,425.00 (400.00) 862.50 6.85%
85/8% FEB 15 2019 38.33
DTD 02/12/2009
128307-AC-1 BB /8A3
HCA INC 109.00 20,030.00 21,800.00 22,250.00 (450.00) 1,700.00 6.96%
8 1/2% APR 15 2019 64222
DTD 04/15/2010
404119-BF-5 BB /BA3
SPRINT CAPITAL CORP 98.50 20,000.00 19,700.00 20,800.00 (1,100.00) 1,380.00 7.16%
6.90% MAY 1 2019 460.00
DID 5/6/99
852060-AG-7 BB- /B1
FOREST OIL CORPORATION 99.00 20,000.00 19,800.00 20,400.00 (600.00) 1,450.00 7.42%
7 1/4% JUN 15 2019 306.10
DTD 12/15/2007
346091-AZ-4 B /B1
LIMITED BRANDS INC 112.63 20,000.00 22,525.00 23,000.00 (475.00) 1,700.00 6.41%
81/2% JUN 15 2019 358.88
DID 12/15/2009
532716-AR-8 BB• /BM
DISH DBS CORP 106.25 15,000.00 15,937.50 16,462.50 (525.00) 1,181.25 8.85%
7 7/8% SEP 01 2019 593.89
DTD 08/17/2009
25470X-AB-1 BB- /BA3
J.P. Morgan Page 10 of 16
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050159
Chase
CONFIDENTIAL SDNY_GM_00319357
EFTA01522596