EFTA01522558

Gli ISLA INE MAXWELL-HY ACCT For the Period 7/1/11 to 7/31/11 Price Quantity Value 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 102.13 10,030.00 10,212.50 10,200.00 12.50 637.50 159.37 6.01 % CSC HOLDINGS LLC 8 5/8% FEB 15 2019 DTD 02/12/2009 128307-AC-I BB /8A3 114.50 10,000.00 11,450.00 11,425.00 25.00 862.50 397.70 6.19% HCA INC 81/2% APR 15 2019 DTD 04/15/2010 404119-BF-5 BB /8A3 110.25 20,000.00 22,050.00 22,250.00 (200.00) 1,700.00 500.54 6.77% SPRINT CAPITAL CORP 6.90% MAY 1 2019 DID 5/6/99 852060-AG-7 BB- /81 102.25 20,000.00 20,450.00 20,800.00 (350.00) 1,380.00 345.00 6.52% FOREST OIL CORPORATION 7 1/4% JUN 15 2019 DTD 12/15/2007 346091-AZ-4 BB- /B1 104.00 20,000.00 20,800.00 20,400.00 400.00 1,450.00 185.26 6.59% LIMITED BRANDS INC 81/2% JUN 15 2019 DID 12/15/2009 532716-AR-8 BB+ /BM 115.00 20,000.00 23,000.00 23,000.00 1,700.00 217.22 6.07% DISH DBS CORP 7 7/8% SEP 01 2019 DTD 08/17/2009 25470X-AB-1 BB- /BA3 109.88 15,000.00 16,481.25 16,482.50 18.75 1181.25 492.18 8.30% J.P. Morgan Page 10 of 35 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050119 SDNY_GM_00319317 EFTA01522558