,106.74 (1,499.83) 4,316.25 9.56% 83/4% JUN 15 2012 3,370.17 UM 08/20/2009 HELD BY EUROCLEAR ISIN:XS0448421157 SEDOL:B435Z93 459058-9B-1 NA !AAA BRL Total Non-US Fixed Income 419,716,000.000 694.220.16 898,876.49 (84,868.34) 37,362.86 8.16% 33,370.17 Page 11 of 31 Confidential Treatment

4 50,106.74 (776.60) 4,368.93 9.44% 83/4% JUN 15 2012 191.48 UM 08/20/2009 HELD BY EUROCLEAR ISINXS0448421157 SEDOL:B435Z93 459058-9B-I NA !AAA BRL Total Non-US Fixed Income 419,715,000.000 $96,160.29 $98,876.49 ($2,716.20) $7.470.00 7.84% $191.48 JP Morgan Page 11 of 28 Confidential T