GIIISLA IN F. NIAXWELL-HY ACCT.
For the Period 9/1/12 to 9/30112
Adjusted Tax Cost Unrealized Est. Annual Income
Mice Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
RRI ENERGY INC 108.64 15,030.00 16296 00 15,112.50 1.183.50 1,181.25 5.75%
77/8% JUN 15 2017 347.80
DTD 06/13/2007
74971X-AC-1 B•/63
SERVICE CORP INTL 118.48 20,000.00 23.291 40 21,700.00 1,591.40 1.400.00 3.20%
7% JUN 15 2017 412.22
DTD 06/15/2006
MULTI CPN
81756543F-0 BB-/BA3
SMITHFIELD FOODS INC 112.75 10,000.00 11,275.00 10.475.00 800.00 775.00 4.72%
SR NOTES 73/4% JUL 1 2017 193.75
DID 6/22/2007
832248-A0-1 B6B1
PINNACLE ENTERTAINMENT 108.50 10,000.00 10,850.00 10,850.00 862.50 6.54%
8 5/8% AUG 01 2017 143.75
DTD 02/01/2010
723456-AK-5 BB- /61
CHESAPEAKE ENERGY CORP 103.91 15,000.00 15,585.75 15,975.00 (389.25) 975.00 5.57%
6 1/2% AUG 15 2017 124.57
DTD 8/16/2005
165167-BS-5 BB- /BA3
CCO HMOS LLC CAP CORP 109.31 9,000.00 9,838.08 9,495.00 343.08 652.50 5.14%
71/4%0C1302017 273.68
DID 09/27/2010
1248EP-A0-6 BB- /61
WINDSTREAM CORP 112.50 20,000.00 22,500.00 21,450.00 1,050.00 1,575.00 5.05%
7 7/8% NOV 01 2017 656.24
DID 10/08/2009
973811ALAJ-3 B /BA3
J.P, Morgan Page 8 of 24
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050493
Chase
CONFIDENTIAL SDNY_GM_00319691
EFTA01522903