EFTA01522909.pdf

GHISLA INF: NIAXWELL-HY ACCT For the Period 9/1/12 to 9/30/12 Adjusted Tax Cost Unrealized Est. Annual Income Mice Quantity Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income RANGE RESOURCES CORP 110.63 9,00800 9,95697 9,720.00 236.97 607.50 5.09% 83/4% AUG 01 2020 101.25 DTD 08/122010 75281A-AL-3 BB /8A3 WYNN LAS VEGAS LLC CORP 111.25 10,000.00 11,125.00 10,950.00 175.00 775.00 5.94% 7 3/4% AUG 15 2020 99.02 DID 08/04/2010 963130-AR-6 BBB /8A2 NRG ENERGY INC 109.31 15,000.00 16,398.60 15,637.50 759.30 1,237.50 6.71% 81/4% SEP 01 2020 103.12 DTD 03/01/2011 629377-8J-0 BB- /B1 BALL CORP 110.00 15,000.00 16,500.00 18,050.00 450.00 1,012.50 5.20% SR NOTES 6 3/4% SEP 15 2020 45.00 DTD 03/22/2010 058498-AP-1 BBB /BM ARCH COAL INC 84.25 3,000.00 2,527.50 3,090.00 (562.50) 217.50 10.17% 71/4% OCT 01 2020 108.75 DID 08/09/2010 039380-AC-4 B- /B3 BE AEROSPACE INC 110.25 15,000.00 16,537.50 18,012,50 525.00 1,031.25 5.29% SR NOTES 6 7/8% OCT 01 2020 515.62 DTD 09/16/2010 055381-AR-8 BB /BA2 ENERGY TRANSFER EQUITY 113.43 20,000.00 22,685.20 21,450.00 1.235.20 1,500.00 5.42% 7 1/2% OCT 15 2020 691.66 DTD 09/20/2010 29273V-AC-4 BB /BA2 J.P Morgan Page 14 of 24 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050499 Chase CONFIDENTIAL SDNY_GM_00319697 EFTA01522909