EFTA01522596

Gli ISLA IN E MAXWELL-HY ACCT. For the Period 8/1/11 to 8/31/11 Price Quantity Vakte Adjusted Tax Cost Unrealized Gain/loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income DAVITA INC 6 3/8% NOV 01 2018 DTD 10/20/2010 23918K-AL-2 B /B2 98.25 10,030.00 9,825.00 10,200.00 (375.00) 637.50 212.50 6.68% CSC HOLDINGS LLC 85/8% FEB 15 2019 DTD 02/12/2009 128307-AC-1 BB /8A3 110.25 10,000.00 11,025.00 11,425.00 (400.00) 862.50 38.33 6.85% HCA INC 8 1/2% APR 15 2019 DTD 04/15/2010 404119-BF-5 BB /BA3 109.00 20,030.00 21,800.00 22,250.00 (450.00) 1,700.00 64222 6.96% SPRINT CAPITAL CORP 6.90% MAY 1 2019 DID 5/6/99 852060-AG-7 BB- /B1 98.50 20,000.00 19,700.00 20,800.00 (1,100.00) 1,380.00 460.00 7.16% FOREST OIL CORPORATION 7 1/4% JUN 15 2019 DTD 12/15/2007 346091-AZ-4 B /B1 99.00 20,000.00 19,800.00 20,400.00 (600.00) 1,450.00 306.10 7.42% LIMITED BRANDS INC 81/2% JUN 15 2019 DID 12/15/2009 532716-AR-8 BB• /BM 112.63 20,000.00 22,525.00 23,000.00 (475.00) 1,700.00 358.88 6.41% DISH DBS CORP 7 7/8% SEP 01 2019 DTD 08/17/2009 25470X-AB-1 BB- /BA3 106.25 15,000.00 15,937.50 16,462.50 (525.00) 1,181.25 593.89 8.85% J.P. Morgan Page 10 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050159 SDNY_GM_003 19357 EFTA01522596