NIAXWELL-HY ACCT For the Period 9/1/12 to 9/30/12 Price Quantity Vakte Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income D R HORTON INC 6 1/2% APR 15 2016 DTD 04117/2006 23331A-A2-2 BB-/8A2 111.44 10,030.00 11,143.70 10,495.00 648.70 650.00 299.72 3.06% HEALTH MANAGEMENT ASSOCIATION 6 1/8% APR 15 2016 DTD 04/21/2006 421933-AH-5 BB- /NR 109.04 10,000.00 10,903.90 10,400.00 503.90 612.50 282.43 3.39% SUPERVALU INC 8% MAY 01 2016 DTD 05/07/2009 8611536-AT-0 B- /CAA 89.50 10,000.00 8,950.00 10,375.00 (1,425.00) 800.00 333.33 11.66% CRICICET COMMUNICATIONS INC 7 3/4% MAY 15 2016 DID 11/152009 226566-AK-3 B+ /BA2 105.68 15,000.00 15,881.25 18,050.00 (168.75) 1,162.50 439.15 5.92% HOST HOTELS & RESORTS LP 6 3/4% JUN 01 2016 DTD 04/04/2008 44108E-BA-5 BB+ /13A1 102.75 8,000.00 8,220.00 8,300.00 (80.00) 540.00 180.00 5.90% BANK OF AMERICA CORP 3 3/4% JUL 12 2016 DM 07/12/2011 06051G-EK-1 A- /BAA 106.43 5,000.00 5.321.40 4,581.50 739.90 187.50 41.14 1.98% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9,20,2006 81180R-AE-2 BB+ /BAI 111.42 10,000.00 11,141.80 10,600.00 541.80 680.00 340.00 3.70% J.P Morgan Page 8 of 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050491 SDNY_GM_003 19689 EFTA01522901