EFTA01522852

GIIISLAINE MAXWELL-HY For the Perkod 7/1/12 to 7/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Eat. Annual Income Yield Original Cost Accrued Interest US Fixed Income CKE RESTAURANTS INC 114.02 7,000.00 7,981.61 7,735.00 246.61 796.25 8.34% 11 3/8% JUL 15 2018 35.38 DTD 07/17./2010 12581E-AK-1 B- /B2 hETROPCS WIRELESS INC 107.00 15,000.00 16,050.00 16,012.50 37.50 1,181.25 6.46% SR NOTES 7 7/8% SEP 01 2018 492.18 DID 09/21/2010 591709-AK-6 B /82 FRONTIER COMMUNICATIONS 109.50 20,000.00 21,900.00 21,950.00 (50.00) 1,625.00 6.24% SR NOTES 8 1/8% OCT 01 2018 541.66 DTD 10/01/2009 35906A-AB-4 B8 /BA2 BURGER KING CORP 114.00 5,000.00 5,700.00 5,762.50 (62.50) 493.75 7.05% 9 7/8% OCT 15 2018 145.38 DTD 10/19/2010 121207-AA-2 El-/B3 NIELSEN FINANCE LLC/CO 112.28 10,000.00 11,227.60 11,040.00 187.60 775.00 5.39% 7 3/4% OCT 15 2018 228.19 DTD 04/15/2011 654090-AY-8 B8482 DAVITA INC 106.38 10,000.00 10,637.50 10,200.00 437.50 637.50 5.17% 6 3/8% NOV 01 2018 159.37 DID 10/20/2010 23918K-AL-2 NR /82 TENET HEALTHCARE CORP 108.25 5,000.00 5,412.65 5,400.00 12.65 312.50 4.71% 6.25% NOV 01 2018 78.12 DTD 11/21/2011 88033G-8P-4B6481 J.P, Morgan Page 10 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050437 SDNY_GM_00319635 EFTA01522852