EFTA01522905

GIIISLA INF. NIAXWELL-HY ACCT For the Period 9/1/12 to 9/30112 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 07/17./2010 12561E-AK-1 B- /B2 116.07 7,000.00 8,124.97 7,735.00 389.97 796.25 168.09 7.86% hETROPCS WIRELESS INC SR NOTES 7 7/8% SEP 01 2018 DID 09/21/2010 591709-AK-6 B /B2 108.00 15,000.00 16,200.00 16,012.50 187.50 1,181.25 98.43 6.24% FRONTIER COMMUNICATIONS SR NOTES 8 1/8% OCT 01 2018 DTD 10/01/2009 35906A-AB-4 BB /BA2 113.00 20,000.00 22,600.00 21,950.00 650.00 1,625.00 812.50 5.55% BURGER KING CORP 9 7/8% OCT 15 2018 DTD 10/19/2010 121207-AA-2 B /B3 116.30 5,000.00 5,815.15 5,762.50 52.65 493.75 227.67 6.56% NIELSEN FINANCE LLC/CO 7 3/4% OCT 15 2018 DTD 04/15/2011 654090-AY-8 B8482 113.05 10,000.00 11,305.30 11,040.00 265.30 775.00 357.36 5.20% DAVITA INC 6 3/896 NOV 01 2018 DTD 10/20/2010 23918K-AL-2 NR /82 107.00 10,000.00 10,700.00 10,200.00 500.00 637.50 265.62 5.02% TENET HEALTHCARE CORP 6.25% NOV 01 2018 DTD 11/2112011 86033G.BP-4 8B-/B1 110.38 5,000.00 5,518.75 5,400.00 118/5 312.50 13020 4.29% J.P, Morgan Page 10 of 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050495 SDNY_GM_00319693 EFTA01522905