EFTA01522612.pdf

GIIISLA IN E %IAXWELL-HY ACCT. For the Period 9/1/11 to 9/30/11 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income RRI ENERGY INC 92.00 25,030.00 23.000.00 25,187.50 (2,187.50) 1,968.75 9.73% 77/8% JUN 15 2017 579.67 DTD 05/132007 74971X-AC-1 B /B3 SERVICE CORP INTL 103.50 20,000.00 20,700 00 21,700.00 (1,000.00) 1.400.00 6.26% 7% JUN 15 2017 412.22 DTD 06/15/2006 MULTI CPN 817565•BF-0 BB-/BA3 SMITHFIELD FOODS INC 102.75 10,000.00 10,275.00 10.475.00 (200.00) 775.00 7.15% SR NOTES 73/4% JUL 1 2017 193.75 DID 8/22/2007 832248-A0-1 B+ 1B2 PINNACLE ENTERTAINMENT 100.75 10,000.00 10,075.00 10,650.00 (775.00) 862.50 8.46% 8 5/8% AUG 01 2017 143.75 DTD 02/01/2010 723456-AK-5 BB /B1 CHESAPEAKE ENERGY CORP 103.50 15,000.00 15,525.00 15,975.00 (450.00) 975.00 5.79% 6 1/2% AUG 15 2017 124.57 DTD 8/152005 165167-BS-5 BB+ /BA3 CCO HUMS LLC CAP CORP 100.00 15,000.00 15,000.00 15,825.00 (825.00) 1,087.50 7.25% 7 1/4% OCT 30 2017 456.13 DID 09/272010 1248EP-A0-5 BB- /81 WINDSTREAM CORP 101.25 20,000.00 20,250.00 21,450.00 (1,200.00) 1,575.00 7.81% 7 7/8% NOV 01 2017 656.24 DTD 10/08/2009 973811ALAJ-3 B+ /BA3 J.P Morgan Page 8 of 16 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050177 Chase CONFIDENTIAL SDNY_GM_00319375 EFTA01522612