(51-04) 6/11 Accrued Int Real RRI ENERGY INC 7 7/8% JUN 15 2017 DTD 06/13/2007 (ID: 74971X-AC-1) 1,000100 0.039 38.50 6/15 Accrued Int Paid FELCOR LODGING LP 63(4% JUN 01 2019 DTD 05/10/2011 el 100.75 MLPFS INC/FIXED INCOME TRADE DATE 06/12(12 (ID: 314300-BB-2) 3,000.000 0.00 0.003 (7.R 6/15 Foreig

0.01 20.17 Accrued Int Real NAVISTAR INTL CORP SR NOTES 8114% NOV 01 2021 DTD 10/28/2009 (ID: 63934E-AM-0) 0.01 20.17 6120 Accrued Int Paid FELCOR LODGING LP 6 3/4% JUN 01 2019 DTD 05/10/2011 101.75 CITIGROUP GLOBAL MARKETS INCISALOM TRADE DATE 06/15/12 (ID: 314300.88.2) 2,000.000 0.00 0.004 (7.13)

DSTREAM PT 6.125% JUL 15 2022 DTD 01/11/2012 fa 98.25 MLPFS INC/FIXED INCOME (ID: 16524R-AE-3) 2,000.000 98.30 (1,985.00) 6/12 6/15 Purchase FELCOR LODGING LP 6 3(4% JUN 01 2019 DM 05/10/2011 (a 101/75 MLPFS INC/FIXED INCOME (ID: 314300-BB-2) 3,000.000 100.80 (3,022.50) 6/15 6/20 Purchase FELCOR LO

70 5.49% RCA INC 81/2% APR 15 2019 DID 04/15/2010 404119-BF-5 BB /BA3 112.94 20,000.00 22,587.40 22,250.00 337.40 1,700.00 500.54 6.12% FELCOR LODGING LP 6 3/4% JUN 01 2019 DTD 05/10/2011 314300-BB-2 B- /B2 103.00 5,000.00 5,150.00 5,057.50 92.50 337.50 56.25 6.20% CINE MARK USA INC 858% J

d Income HCA INC 8 1/2% APR 15 2019 DTD 04/15/2010 404119-8F-5 BB /8A3 112.88 20,000.00 22,575.00 22,250.00 325.00 1,700.00 642.22 6.11% FELCOR LODGING LP 6 3/4% JUN 01 2019 DTD 05/10/2011 314300-BB-2 B-/B2 107.11 5,000.00 5,355.30 5,057.50 297.80 337.50 84.37 5.47% CINEMAFtK USA INC 8 5/8%

-1 BB+ /BA3 HCA INC 112.47 20000 00 22,493.60 22,250.00 243.60 1,700.00 8.13% 8 1/2% APR 15 2019 75.54 DM 04/15/2010 404119-BF-5 BB /BA3 FELCOR LODGING LP 106.59 5.000 00 5,329.25 5,057.50 271.75 337.50 5.54% 6 3/4% JUN 01 2019 140.62 DTD 06/10/2011 314300-BB-2 B-/82 CINEMARK USA INC 111 .0

BB+ /BA3 HCA INC 112.38 20,000.00 22,475.00 22,250.00 225.00 1,700.00 6.12% 8 1/2% APR 15 2019 217.22 DID 04/15/2010 404119-BF-5 BB /BA3 FELCOR LODGING LP 105.25 5.000 00 5,262.50 5,057.50 205.00 337.50 5.77% 6 3/4% JUN 01 2019 168.75 DID 05/10/2011 314300-BB-2 Et- /B2 AFtCELORMITTAL 117.73

xed Income MCA INC 8 1/2% APR 15 2019 DID 04/15/2010 404119-8F-5 BB /BM 111.44 20,000.00 22,287 40 22,250.00 37.40 1,700.00 358.88 6.27% FELCOR LODGING LP 8 3/4% JUN 01 2019 DTD 05/102011 31430Q-BB-2 B-/HR 106.25 5,000.00 5,312.50 5,057.50 255.00 337.50 28.12 5.58% AFCCELORMITTAL 9.85% JUN

orate Interest COVANTA HOLDING CORP SR NOTES 7 1/4% DEC 01 2020 DM 1201/2010 (ID: 22282E-AD-4) 3,000.000 0.036 108.75 12/3 Corporate Interest FELCOR LODGING LP 6 3/4% JUN 01 2019 DM 05/10/2011 (ID: 314300-BB-2) 5,000.000 0.034 168.75 12/3 Corporate Interest HOST HOTELS 8 RESORTS LP 6 314% JUN 01 2016

1 BB+ /BA3 HCA INC 111.75 20 000 00 22,350.00 22,250 00 100.00 1,700.00 6.19% 812% APR 15 2019 500.54 Dit 04/15/2010 404119-BF-5 BB /BA3 FELCOR LODGING LP 107.50 5,000.00 5.375.00 5,057.50 317.50 337.50 5.34% 63/4% JUN 01 2019 56.25 DTD 05/10/2011 31430Q-BB-2 B- /NR ARCELORIVaTrAL 125.79 6

+ 1BA3 RCA INC 110.75 20,000.00 22,150.00 22,250.00 (100.00) 1,700.00 6.35% 8 1/2% APR 15 2019 642.22 DTD 04/15/2010 404119-8F-5 BB /BA3 FELCOR LODGING LP 107.50 5,000.00 5,374.75 5,057.50 317.25 337.50 5.32% 6 3/4% JUN 01 2019 84.37 010 05/10/2011 3143004B-2 B-/NR ARCELORMTTAL 125.93 6,00

Income MCA INC 110.50 20.000.00 22,100.00 22,250.00 (150.00) 1,700.00 6.38% 8 1/2% APR 15 2019 783.88 DID 04/15/2010 404119-8F-5 BB /BA3 FELCOR LODGING LP 109.00 5.000.00 5,450.00 5,057.50 392.50 337.50 5.03% 8 3/4% JUN 01 2019 112.50 DTD 05/102011 314300-BB-2 B-/NR ARCELORMITTAL 126.38 6.

Income RCA INC 110.63 20.000.00 22,125.00 22,250.00 (125.00) 1,700.00 6.33% 8 1/2% APR 15 2019 75.54 DID 04/15/2010 404119-8F-5 BB /BA3 FELCOR LODGING LP 109.50 5,000.00 5,475.00 5,057.50 417.50 337.50 4.92% 63/4% JUN 01 2019 140.62 DTD 05/10/2011 31430Q-BB-2 B-/NR ARCELORMTTAL 126.72 6,0

Income HCA INC 109.38 20.000.00 21,875.00 22,250.00 (375.00) 1,700.00 6.55% 8 1/2% APR 15 2019 217.22 DID 04/15/2010 404119-8F-5 BB /BM FELCOR LODGING LP 107.00 5,000.00 5,350.00 5,057.50 292.50 337.50 5.37% 83/4% JUN 01 2019 189.68 DID 05/102011 314300-BB-2 B- /NR AFCCELORMITTAL 124.06 6

-AL-8 NR /BA2 NOKIA CORP 98.44 5,000.00 4,921.85 4.912.50 9.35 288.75 5.69% 5 3/8% MAY 15 2019 34.34 DTD 06/07/2009 654902-AB-1 BB- /BA3 FELCOR LODGING LP 104.25 5,000.00 5,212.50 5,057.50 155.00 337.50 5.89% 6 3/4% JUN 01 2019 28.12 DID 05/10/2011 31430Q-BB-2 B- /NR AFtCELORMITTAL 118.60

7117 7/11 Accrued IM Reed BURGER KING CORP 9 7/8% OCT 15 2018 DTD 10/19/2010 (ID: 121207-AA-2) 5,000.000 0.024 117.95 7/11 Accrued IM Reed FELCOR LODGING LP 63!4% JUN 01 2019 DID 06/10/2011 (ID: 3143004B-2) 5,000.000 0.006 37.50 7/11 Accrued IM Reed HCA INC 812% APR 15 2019 DID 041152010 (ID: 4041

(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 05/10/2011 • 104.05 FIRST UNION CAPITAL MARKETS (ID: 31

riod 6/1/10 to 6/30/10 Note: P indicates position adjusted for Pending Trade Activity. Fixed Income Detail Quantity US Fixed Income - Taxable P FELCOR LODGING LP 10% OCT 01 2014 DTD 10/01/2009 31430Q-BA-4 B- /B2 FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 345397-VN-0 B- /BA3 CIT GRO

riod 6/1/10 to 6/30/10 Note: P indicates position adjusted for Pending Trade Activity. Fixed Income Detail Quantity US Fixed Income - Taxable P FELCOR LODGING LP 10% OCT 01 2014 DTD 10/01/2009 31430Q-BA-4 B- /B2 FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 345397-VN-0 B- /BA3 CIT GRO

d Income HCA INC 8 1/2% APR 15 2019 DTD 04/15/2010 40411941F-5 BB /8A3 112.00 20,000.00 22,400.00 22,250.00 150.00 1,700.00 358.88 6.30% FELCOR LODGING LP 6 3/4% JUN 01 2019 DTD 05/10/2011 314300-B5-2 6-/B2 102.38 5,000.00 5,118.75 5,057.50 61.25 337.50 28.12 6.32% CINEMAFtK USA INC 8 5/8%