EFTA01522902

GIIISLA IN F. NIAXWELL-HY ACCT. For the Period 9/1/12 to 9/30/12 Mice Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 852061-AD-2 B. /B3 103.75 20000.00 20,750.00 17,385.00 3.365.00 1,200.00 400.00 4.99% HANESBRANDS NC 8% DEC 152016 DTD 12/10/2009 410345-AF-913B- /B1 110.75 10,000.00 11,075.00 10,825.00 250.00 800.00 235.55 5.12% RITE MD CORP 712% MAR 01 2017 DTD 02/212007 767754-BL-7 B-/CAA 103.00 20,000.00 20,600.00 20,150.00 450.00 1.500.00 125.00 6.70% AIRCASTLE LTD 6.75% APR 15 2017 DTD 06/06/2012 009280-AF-8 BB+ /BA3 108.83 3,000.00 3,258.75 3,177.50 81.25 202.50 64.68 4.62% JARDEN CORP SR SUB NOTES 712% MAY 1 2017 DTD 2/13/2007 471109-AB-4 B /52 115.00 15,000.00 17,250.00 16,052.50 1,197.50 1,125.00 468.75 3.89% CONSTELLATION BRANDS INC 71/4% MAY 15 2017 DTD 11/152007 21038P-AF-5 BB. /BM 117.13 15,000.00 17,568.75 16,500.00 1,088.75 1,087.50 410.82 3.23% INGLES MARKETS INC 8 7/8% MAY 15 2017 DTD 05/12/2009 457030-AG-9 BB- /61 108.04 10,000.00 10,803.50 10,775.00 28.50 887.50 335.27 8.82% J.P.Morgan Page 7 of 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050492 SDNY_GM_00319690 EFTA01522902