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