EFTA01522862

CHISLA IN El MA XNV F. WHY ACCT. For the Period 7/1/1210 7/31/12 Type Quantity Per Unk Settle Date Selection Method Description Cost Amount Amount Income 7116 Corporate Interest CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 9,000.000 0.057 511.88 07/12/2010 (ID: 12561E-AK-I) 7/16 Corporate Interest CHESAPEAKE MIDSTREAM PT 6.125% JUL 15 2022 DTD 4,000.000 0.031 125.22 01/11/2012 (ID: 16524R-AE-3) 7/16 Corporate Interest FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES 10,000.000 0.037 372.50 NOTES 7.45% JUL 16 2031 DID 7/16199 (ID: 345370-CA-6) 7/16 Corporate Interest PIONEER NATURAL RESOURCE 71/2% JAN 15 2020 DTD 20,000.000 0.038 750.00 11/30/2009 (ID: 723787-AJ-6) 7/16 Accrued IM Reed FORD MOTOR CREDIT CO NOTES 7% OCT 12013 DID 1,000.000 0.02 20.42 9/23/2033 (ID: 345397-TZ-6) 7/16 Accrued IM Recd FORD MOTOR CREDIT CO NOTES 7% OCT 12013 DTD 2,000.000 0.02 *83 9/23/2003 (ID: 3453974Z-6) 7/18 Corporate Interest COMMUNITY HEALTH SYSTEMS 8.875% JUL 15 2015 DID 4,000.000 0.001 2.96 07/25/2007 TENDER OFFER - EXPIRATION DATE 7/17/2012 HOLDERS RECEIVE $1006.00 IN TENDER PROCEEDS PLUS $0.739583 INTEREST PLUS AN EARLY TENDER PAYMENT OF $20.00 PER 1000 PRINCIPAL AMOUNT ELECTED TO TENDER OF COMMUNITY HEALTH SYSTEMS CUSIP 1254.3DAF7. (ID: 12599B-LF-2) 7118 Cash Receipt COMMUNITY HEALTH SYSTEMS 8.875% JUL 15 2015 DID 4,000.000 0.02 80.00 07/292007 TENDER OFFER - EXPIRATION DATE 7/17/2012 HOLDERS RECEIVE $1006.00 IN TENDER PROCEEDS PLUS $0.739583 INTEREST PLUS AN EARLY TENDER PAYMENT OF $20.00 PER 1000 PRINCIPAL AMOUNT ELECTED TO TENDER OF COMMUNITY HEALTH SYSTEMS CUSIP 12543DAF7. (ID: 125998-15-2) 7/19 Accrued Int Reed CASCADES INC 73/4% DEC 15 2017 DTD 12/03/2009 3,000.000 0.007 21.96 (ID: 146900-AG-0) J.P. Morgan Page 20 of 26 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050447 Chase CONFIDENTIAL SDNY_GM_00319645 EFTA01522862