Gli ISLA IN E MAXWELL-HY ACCT.
For the Period 9/1/11 to 9/30/11
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/loss Accrued Interest Yield
US Fixed Income
CONSOL ENERGY INC 105.25 15,000.00 15,787.50 18,556.25 (768.75) 1,237.50 7.41%
8 1/4% APR 01 2020 618.75
MD 10/01/2010
20854P-AF-6 BB /81
US STEEL CORP 90.00 15,000.00 13,500.00 15,656.25 (2,156.25) 1.106.25 9.09%
SR NOTES 73/8% APR 01 2020 553.12
DTD 03/19/2010
912909-AF-5 138 /8A2
CF INDUSTRIES INC 113.88 10,000.00 11,387.50 11,675.00 (287.50) 712.50 5.11%
71/8% MAY 01 2020 296.87
DM 04/23/2010
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%
7 3/4% JUN 01 2020 387.49
DTD 05/18/2010
681904-AM-0 BB /BA3
WYNN LAS VEGAS LLC CORP 105.00 10,000.00 10,500.00 10,950.00 (450.00) 775.00 6.98%
7 3/4% AUG 15 2020 99.02
D7008/04/2010
983130•AR4 BBB /BM
NRG ENERGY INC 94.50 15,000.00 14,175.00 15,637.50 (1,482.50) 1,237.50 9.16%
81/4% SEP 01 2020 103.12
DTD 03/012011
629377-BJ-0 BB-/B1
BALL CORP 103.50 15,000.00 15,525.00 16,050.00 (525.00) 1,012.50 8.23%
SR NOTES 63/4% SEP 15 2020 45.00
DM 03/22/2010
058498-AP-1 BB+ /11A1
J.P Morgan Page 12 of 16
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050181
Chase
CONFIDENTIAL SDNY_GM_00319379
EFTA01522616