GHISLA IN E NIAXWELL-HY ACCT.
For the Period 6/1/12 to 6/30/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
AMERICAS PART FIN CORP 100.50 7,000.00 7.035.00 N/A n N/A 455.00 6.42%
SR NOTES 6 1/2% MAY 20 2021 51.81
DID 01/20/2011
030981-AF-1 NA /BA3
IRON MOUNTAIN INC 108.50 15,000.00 16,275.00 15,900.00 375.00 1,256.25 7.09%
8 3/8% AUG 15 2021 474.57
DTD 08/10/2009
48284P-AM-6 B. /B1
CCO HLDGS LLC/CAP CORP 107.00 6,000.00 6,420.00 5,970.00 450.00 397.50 5.67%
6 5/8% JAN 26 2012 172.24
DTD 01/31/2022
1248EP-AX-1 BB-B1
CHESAPEAKE MIDSTREAM PT 98.00 4,000.00 3,920.00 3,930.00 (10.00) 245.00 6.40%
6.125% JUL 15 2022 115.69
DID 01/11/2012
16524R-AE-3 BB• /BA3
COVANTA HOLDING CORP 105.70 7,000.00 7,398.93 7,210.00 188.93 446.25 5.83%
6 3/8% OCT 01 2022 126.43
DTD 03/19/2012
22282E-AE-2 B+ /BA3
QEP RESOURCES INC 100.25 20,000.00 20,050.00 19,861.25 188.75 1,075.00 5.34%
5 3/8% OCT 01 2022 358.32
DID 03/01/2012
74733V-AB-6 BB+ A3A1
FORD MOTOR COMPANY 125.25 10,000.00 12,525.00 11,475.00 1,050.00 745.00 5.32%
GLOBAL LANDMARK SECURITIES NOTES 341.45
7.45% JUL 16 2031
DID 7/16/99
345370-CA-6 BB+ /BAA
J.P Morgan Page 15 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050412
Chase
CONFIDENTIAL SDNY_GM_00319610
EFTA01522830