' 12/2 1.05 BARCLAYS CAPITAL LE (ID: 03265410-5) 11/21 Purchase ANALOG DEVICES INC 5 34.34 618.14 BROKERAGE 18.000 34.371 (618.68) 12/2 0.54 MORGAN STANLEY & CO. INCORPORATED (ID: 032654-10-5) 11/22 Purchase ANALOG DEVICES INC @ 33.31 499.63 BROKERAGE 15.000 33.338 (500.07) • 122 0.44 MORGAN STANLEY &

6-10-8) 2/2 Sale KELLOGG CO • 50.5874 2.124.67 BROKERAGE 1.26 (42.000) 50.556 2,123.37 (Z227.72) (104.35) S 2/7 High Cost TAX 8/OR SEC .04 MORGAN STANLEY & CO. INCORPORATED (ID: 487836-10-8) 212 Sale KELLOGG COO 50.0842 200.34 BROKERAGE 0.08 TAX (4.000) 50.063 200.25 (212.16) (11.91) S 2/7 High Co

S INTERNATIONAL (ID: 032654-10-5) 4/24 Purchase THE TRAVELERS COMPANIES INC. @ 63.4118 1,268.24 20.000 63.432 (1,268.64) 4/27 BROKERAGE 0.40 MORGAN STANLEY & CO. INCORPORATED (ID: 89417E-10-9) 4/24 Purchase THE TRAVELERS COMPANIES INC. @ 63.32 253.26 4.000 63.35 (253.40) 4/27 BROKERAGE 0.12 CANTOR FIT

03 PULSE TRADING LLC (ID: 89417E-10-9) 4/26 Purchase THE TRAVELERS COMPANIES INC. 4 63.8979 127.80 2.000 63.92 (127.84) • 5/1 BROKERAGE 0.04 MORGAN STANLEY & CO. INCORPORATED (ID: 89417E-10-9) 4/26 Purchase THE TRAVELERS COMPANIES INC. ♦g 63.90 127.80 2.000 63.93 (127.88) • 5/1 BROKERAGE 0.06 MERRILL

y Per Unit Amount Market Cost Sett 'e Date Settled Securities Purchased 10/5 Purchase 10/11 BLACKROCK INC O 189.91241,329.39 BROKERAGE 0.14 MORGAN STANLEY & CO. INCORPORATED (ID: 09247X-10-1) 7.000 189.933 (1,329.53) 1045 10/11 Purchase BLACKROCK INC @ 188.651 373.30 BROKERAGE 0.04 CITIGROUP GLOBAL M

LYNCH PIERCE FENNER & SMIT (ID: 149123-10-1) 6/21 Purchase CATERPILLAR INC O 82.8841 18,90836 BROKERAGE 204.000 82.904 (18,912.44) 6/28 4.08 MORGAN STANLEY & CO. LLC (ID: 149123-10-1) 6/24 Purchase CATERPILLAR INC 42 81.4977 9,046.24 BROKERAGE 111.000 81.518 (9,048.46) 6/27 2.22 UBS SECURITIES LLC (ID:

DIT SUISSE FIRST BOSTON LLC (ID: 149123-10-1) 69.000 82259 (5,675.90) * 6/27 Purchase 7/2 CATERPILLAR INC C 82.9312 11,693.30 BROKERAGE 2.82 MORGAN STANLEY & CO. LLC (ID: 149123-10-1) 141.000 82.951 (11,696.12) * 6/27 Purchase 7/2 CATERPILLAR INC (a 82.905 580.34 BROKERAGE 0.14 UQUIDNET INC (ID: 149123

) 823 Sale WALGREEN CO 0 56.4563 10,105.68 BROKERAGE 3.58 (179.000) 56.435 10,101.92 (8,876.04) 1,225.88 S 9/26 High Cost TAX 8/OR SEC .18 MORGAN STANLEY & CO. LLC (ID: 931422-10-9) 9/23 Sale WALGREEN CO 0 56.5318 3,165.78 BROKERAGE 1.12 (56.000) 56.511 3,164.60 (2.776.88) 387.74 S 9/26 High Cost

Per Unit Amount Market Cost Settle Date Type Settled Securities Purchased 1/7 Purchase 1110 TARGET CORP @ 62.8747 12,388.32 BROKERAGE 2.96 MORGAN STANLEY & CO. LLC (ID: 87612E-10-8) 197.000 62.89 (12,389.28) 1/7 Purchase 1110 TARGET CORP a 62.98972,015.67 BROKERAGE 0.48 ROC CAPITAL MARKETS CORPORATIO

GLOBAL MKTS INC (ID: 674599-10-5) 334.000 95.39 (31,860.13) 2/18 2/21 Purchase OCCIDENTAL PETROLEUM CORP 6 96.0089 10,945.01 BROKERAGE 1.71 MORGAN STANLEY & CO. LLC (ID: 674599-10-5) 114000 96.024 (10,948.72) Total Settled Securities Purchased ($90.782.97) J.P.Morgan Page 13 of 13 Confidential Treatm

VALUE 4,000.00 (ID: 459745-GF-6) 4000.000 0.006 (23.33) 7/12 Acaued Int Paid INTL LEASE FINANCE CORP 81/4% DEC 15 2020 DID 12/07/2010 110.25 MORGAN STANLEY & CO. INCORPORATED TRADE DATE 0707/11 FACE VALUE 4,000.00 (ID: 459745-GF-6) 4,000.000 0.006 (24.75) 7/12 Acaued Int Paid FRONTIER COMMUNICATIONS SR

VALUE 10,000.00 (ID: 471109•AB4) 10,000.000 0.015 (150.00) 7/13 Accrued Int Paid WEYERHAEUSER CO 7 3/8% OCT 01 2019 DTD 10/01/2009 @ 115.097 MORGAN STANLEY & CO. INCORPORATED TRADE DATE 07/08/11 FACE VALUE 10,000.00 (ID: 962166-BV-5) 10,000.000 0.021 (208.96) 7/13 Accrued Int Paid NEWFIELD EXPLORATION

tled Securities Purchased 7/11 Purchase CONSTELLATION BRANDS INC 71/4% MAY 15 2017 OTD 15,000 000 110.00 (16,500.00) 7/14 11/15/2007 0 110.00 MORGAN STANLEY & CO. INCORPORATED FACE VALUE 15,000.00 (ID: 21036P-AF-5) 7/11 Purchase STEEL DYNAMICS INC 7.75% APR 15 2016 DTD 15.000.000 105.80 (15,862.50) 7/1

E 10,000.00 (ID: 3453974Z-8) 10,000.000 107.80 (10,775.00) 7/6 7/11 Purchase ENERGY TRANSFER EQUITY 71/2% OCT 15 2020 DTD 09/20/2010 0 107.25 MORGAN STANLEY & CO. INCORPORATED FACE VALUE 20,000.00 (ID: 29273V-AC-4) 20.000.000 107.30 (21,450.00) 7/6 7/11 Purchase INGLES MARKETS INC 87/8% MAY 15 2017 ND

LC FACE VALUE 15,000.00 (ID: 553030-AD-2) 7/6 Purchase DAVITA INC 6 3/8% NOV 01 2018 DTD 10/20/2010 10,000.000 10200 (10,200.00) 7/11 102.00 MORGAN STANLEY & CO. INCORPORATED FACE VALUE 10,000.00 (ID: 23918K-AL-2) 7/8 Purchase INTL LEASE FINANCE CORP 81/4% DEC 15 2020 DID 4,000.000 110.00 (4.400.00) 7/

Settled Securities Purchased 10/31 11/3 Purchase NIELSEN FINANCE LW/CO 7 3/4% OCT 15 2018 OW 8,003.000 110.50 (8,830.00) • 04/15/2011 110.50 MORGAN STANLEY & CO. INCORPORATED (ID: 654090-AY-8) 11/1 Purchase NIELSEN FINANCE LW/CO 7 3/4% OCT 15 2018 DTD 2,000.000 110.30 (2.205.00) 11/4 04/15/2011 fit 11

demptions 511 Sale ARCH COAL INC 7 1/4% OCT 01 2020 DID 08/09/2010 (2,000.000) 89.30 1,785.00 (2,060.00) (275.00) S 514 High Cost 02 89.25 MORGAN STANLEY & CO. INCORPORATED (ID: 039380-AC-4) 5/1 Sale ARCH COAL INC 71/4% OCT 01 2020 DTD 08/0912010 (2,000.000) 89.30 1,786.25 (2,050.00) (273.75) S 5/4

.19 06/13/2007 (ID: 74971X-AC-1) 5,30 Accrued Int Paid COVANTA HOLDING CORP 6 3/8% OCT 01 2022 DID 1,000.000 0.013 (12.57) 03/19/2012 103.25 MORGAN STANLEY & CO. 0.00 INCORPORATED TRADE DATE 05/24/12 (ID: 22282E-AE-2) Total Income $6,818.70 TRADE ACTIVITY Note: S indicates Short Term Realized Gain/Loss

unt Market Cost Settle Date Settled Securities Purchased 5/14 5117 Purchase CROWN AMER/CAP CORP III 6114% FEB 01 2021 DID 08/01/2011 0 109.00 MORGAN STANLEY & CO. INCORPORATED (ID: 22818Val3-3) 2,000.000 109.00 (2,160.00) 5/14 5/17 Purchase CINEMARK USA INC 85/8% JUN 15 2019 DID 12/15/2009 fa 112.00 CR

(c) Name of the marketer: MORGAN STANLEY & CO. LLC (d) If the marketer is registered with the SEC, its file number (e.g., 801-, 8-, or 866-): 8 - 15869 and CRD Number (if any): 8209 (e) Locat