IXED INCOME (ID: 053773-AL-1) 2,000.000 109.30 (2,185.00) 3/5 3/8 Purchase AVIS BUDGET CAR RENTAL 9 5/8% MAR 15 2018 DTD 03/10/2010 • 109.50 FIRST UNION CAPITAL MARKETS (ID: 053773-AL-1) 1,000.000 109.50 (1,095.00) 3/7 3/12 Purchase BOISE PAPER HDG CO ISSR 8% APR 01 2020 DTD 03/19/2010 G 111.00 FIRST UNION C

e Date Selection Method Settled Sates/Maturities/Redemptions 2/27 Sale 3/1 High Cost CASCADES INC 7 3/4% DEC 15 2017 DTD 12/03/2009 /a 103.50 FIRST UNION CAPITAL MARKETS (ID: 146900-AG-0) (5,000.000) 103.50 5.175.00 (5,237.50) (62.50) S. 3/9 3/9 Redemption Pro Rata CIT GROUP INC 7% MAY 01 2017 DTD 11/04/2009

KETS CORPORATION (ID: 74733V-AB-6) 3/27 Purchase OEP RESOURCES INC 5 3/8% OCT 01 2022 DTD 2,000.000 99.50 (1,990.00) 3/30 03/01/2012 @ 99.50 FIRST UNION CAPITAL MARKETS (ID: 74733V-AB-6) 3/27 Purchase QEP RESOURCES INC 5 3/8% OCT 01 2022 DID 2,000.000 99.30 (1,985.00) 3/30 03/01/2012 @ 99.25 SUNTRUST CAPITAL

XED INCOME (ID: 492914-ASS) 4/17 Purchase KEY ENERGY SERVICES INC 63/4% MAR 01 2021 DTD 2,000.000 102.50 (2,050.00) 4/20 03/04/2011 @ 102 50 FIRST UNION CAPITAL MARKETS (ID: 492914-AS-5) Total Settled Securities Purchased ($19,710.00) JP Morgan Page 21 of 21 Confidential Treatment Requested by JPMorgan Chase

D INCOME (ID: 471109-AB-4) 1,000.000 111.50 (1.115.00) 5/14 5)17 Purchase JARDEN CORP SR SUB NOTES 7 1/2% MAY 1 2017 DTD 2/13/2037 0 111.50 FIRST UNION CAPITAL MARKETS (ID: 471109-AB-4) 1,000.000 111.50 (1,115.00) 5)16 5/21 Purchase CROWN AMEFt/CAP CORP III 61/4% FEB 01 2921 01D 08/01/2011 0 108.75 JEFFERIE

RADE DATE 07/19/12 (ID: 88033G-BP-4) 7/26 Accrued Int Paid BURGER KING CORP 9 7/8% OCT 15 2018 DTD 5,000.000 0.028 (138.52) 10/19/2010 0115.25 FIRST UNION CAPITAL MARKETS 0.00 TRADE DATE 07/23/12 (ID: 121207-AA-2) 7/27 Accrued IM Paid AMKOR TECHNOLOGIES INC 6 518% JUN 01 2021 DTD 5,000.000 0.01 (50.61) 05/20/2

et Cost Settled Securities Purchased 11/9 Purchase ARCELORMITTAL 6 1/4% FEB 25 2022 OTD 02/28/2012 2,000.000 99.625 (1892.50) 11/19 C 99.625 FIRST UNION CAPITAL MARKETS (ID: 03938L-AX-2) 11/14 Purchase ARCELORMITTAL 9.85% JUN 01 2019 DTD 05120/2009 6,000.000 115.375 (6,922.50) 11/19 • 115.375 RBC CAPITAL MAR

888536-AT-0) (1,000.000) 99.875 998.75 (1,037.50) (38.75) L 1/28 Sale SUPERVALU INC 8% MAY 01 2016 DTD 05/07/2009 (a 1/31 High Cost 99.875 FIRST UNION CAPITAL MARKETS (ID: 888536-AT-0) (1.000.000) 99.875 998.75 (1,037.50) (38.75) L Total Settled Sales/Maturities/Redemptions $21,997.50 ($22,350.00) ($352.6

RSCH & COMPANY (ID: 003687-AB-6) 3,000.000 115.75 (3,472.50) • 1/31 2/5 Purchase LAMAR MEDIA CORP 5.875% FEB 01 2022 DTD 07/27/2012 e 110.50 FIRST UNION CAPITAL MARKETS (ID: 513075-BB-6) 3,000.000 110.50 (3,315.00) • 1/31 2/5 Purchase LAMAR MEDIA CORP 5.875% FEB 01 2022 DTD 07/27/2012 e 110.375 MLPFS INC/FIX

ROUP SECURITIES, LLC (ID: 570506-AM-7) 5/7 Purchase HOLOGIC INC 6.250% 08/01/2020 DTD 03/22/2013 @ 2,000.000 109.825 (2,192.50) 5110 109.625 FIRST UNION CAPITAL MARKETS (ID: 436440-AF-8) 5/14 Purchase ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 5,000 000 106.802 (5,340.10) 5/17 12/04/2012 e 106.802 MORGAN

-AIN-9) 7/8 Sale ARCELORMITTAL 9.85% JUN 01 2019 DTD 05/20/2009 (6,000.000) 118.813 7,128.78 (8,922.50) 206.28 S 7/11 High Cost ej 118.813 FIRST UNION CAPITAL MARKETS (ID: 03938L-AM-8) 7/8 Sale SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 (20,000.000) 104.75 20,950.00 (17,385.00) 2,683.57 L 7/11 High

A-7) 7/8 Sale BURGER KING CORP 9 7/8% OCT 15 2018 DTD (5,000.000) 111.58 5,579.00 (5.762.50) (183.50) S 7/11 High Cost 10/19/2010 @ 111.58 FIRST UNION CAPITAL MARKETS (ID: 121207-A42) 7/8 Sale FELCOR LODGING LP 6 3/4% JUN 01 2019 DM (5,000.000) 104.05 5,202.50 (5,057.50) 145.00 L 7/11 High Cost 05/10/20

8 Sale NIELSEN FINANCE LLC/CO 7 3/4% OCT 15 2018 DTD (10,000.000) 107.75 10,77560 (11.040.00) (265.00) L 7/11 High Cost 04/15/2011 @ 107.75 FIRST UNION CAPITAL MARKETS (ID: 654090-AY-8) 7/8 Sale CONSTELLATION BRANDS INC 7 1/4% MAY 15 2017 DTD (15,000.000) 112.50 16,875.00 (16,500.00) 375.00 L 7/11 High Co

AB4) 7/9 Sale REGAL CINEMAS CORP 85/8% JUL 15 2019 DM (5,000.000) 107.25 5,362.50 (5,640.00) (277.50) S 7/12 High Cost 07/15/2009 @ 107.25 FIRST UNION CAPITAL MARKETS (ID: 758753-AD-9) 7/9 Sale SERVICE CORP INTL 7% JUN 15 2017 DTD 06/15/2006 (20,000.000) 110.125 22,025.00 (21,700.00) 325.00 1 7/12 High C

8 DTD 06/15/2011 STEP CPN PARTIAL ISSUE CALLED @ 108.00 (ID: 12513G-AW-9) EFTA01574394 ARCELORMITTAL 9.85% JUN 01 2019 DTD 05/20/2009 @ 118.813 FIRST UNION CAPITAL MARKETS (ID: 03938L-AM-6) SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 @ 104.75 UBS SECURITIES LLC (ID: 852061-AD-2) PINNACLE ENTERTAINMENT 8 5/8% AUG

1304%W-9) (2,000.000) 108.00 2,160.00 (2237.50) (77.50) S 7/8 7/11 Sale High Cost ARCELORMITTAL 9.85% JUN 01 2019 DTD 05/20/2009 0 118.813 FIRST UNION CAPITAL MARKETS (ID: 03938L-AM-6) (6,000.000) 118.813 7,128.78 (6.922.50) 206.28 S 7/8 7/11 Sale High Cost SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006