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
CONSOL ENERGY INC 107.50 15,030.00 16,125.00 18,556.25 (431.25) 1,237.50 7.07%
8 1/4% APR 01 2020 515.62
MD 10/01/2010
20854P-AF-6 BB /81
US STEEL CORP 94.75 15,000.00 14,212.50 15,656.25 (1,443.75) 1,106.25 8.24%
SR NOTES 73/8% APR 01 2020 460.93
DTD 03/19/2010
912909-AF-5 13B /8A2
CF INDUSTRIES INC 114.50 10,000.00 11,450.00 11,675.00 (225.00) 712.50 5.04%
71/8% MAY 01 2020 237.50
DTD 041232010
12527G-AB-9 BB+ /BM
OMNICARE INC 102.00 15,000.00 15,300.00 18,320.00 (1,020.00) 1,162.50 7.43%
73/4% JUN 01 2020 290.62
DTD 05/18/2010
681904-AM-0 BB /BA3
WYNN LAS VEGAS LLC CORP 109.25 10,000.00 10,925.00 10,950.00 (25.00) 775.00 6.38%
7 3/4% AUG 15 2020 34.44
DTD 08/04/2010
983130•AR4 BBB /BM
NRG ENERGY INC 101.00 15,000.00 15,150.00 15,637.50 (487.50) 1,237.50 8.09%
81/4% SEP 01 2020 622.18
DTD 03/012011
629377-BJ-0 BB-/B1
BALL CORP 105.00 15,000.00 15,750.00 16,050.00 (300.00) 1,012.50 8.02%
SR NOTES 63/4% SEP 15 2020 466.87
DTD 03/22/2010
058498-AP-1 BB+ /11A1
J.P Morgan Page 12 of 16
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050161
Chase
CONFIDENTIAL SDNY_GM_00319359
EFTA01522598