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 CONSOL ENERGY INC 8 1/4% APR 01 2020 MD 10/01/2010 20854P-AF-6 BB /81 107.50 15,030.00 16,125.00 18,556.25 (431.25) 1,237.50 515.62 7.07% US STEEL CORP SR NOTES 73/8% APR 01 2020 DTD 03/19/2010 912909-AF-5 13B /8A2 94.75 15,000.00 14,212.50 15,656.25 (1,443.75) 1,106.25 460.93 8.24% CF INDUSTRIES INC 71/8% MAY 01 2020 DTD 041232010 12527G-AB-9 BB+ /BM 114.50 10,000.00 11,450.00 11,675.00 (225.00) 712.50 237.50 5.04% OMNICARE INC 73/4% JUN 01 2020 DTD 05/18/2010 681904-AM-0 BB /BA3 102.00 15,000.00 15,300.00 18,320.00 (1,020.00) 1,162.50 290.62 7.43% WYNN LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD 08/04/2010 983130•AR4 BBB /BM 109.25 10,000.00 10,925.00 10,950.00 (25.00) 775.00 34.44 6.38% NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/012011 629377-BJ-0 BB-/B1 101.00 15,000.00 15,150.00 15,637.50 (487.50) 1,237.50 622.18 8.09% BALL CORP SR NOTES 63/4% SEP 15 2020 DTD 03/22/2010 058498-AP-1 BB+ /11A1 105.00 15,000.00 15,750.00 16,050.00 (300.00) 1,012.50 466.87 8.02% J.P Morgan Page 12 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050161 SDNY_GM_003 19359 EFTA01522598