82005 Q 98.00 BANC OF AMERICA SEC LLC TRADE DATE 07/11/11 FACE VALUE 3,000.00 (ID: 526057-AS-3) 3,000.000 0.007 (20.07) 7/14 Accrued Int Paid D R HORTON INC 61/2% APR 152016D7D 04117rnve Q 104.50 FIRST UNION CAP MKTSANHEAT FIRST TRADE DATE 07/11/11 FACE VALUE 1,000.00 (ID: 23331A-AZ-2) 1,000.000 0.01

6/15/2006 20,000.000 108.50 (21,700.00) 7/15 MULTI CPN 0 108.50 BANC OF AMERICA SEC LLC FACE VALUE 20,000.00 (ID: 81756543F-0) 7/12 Purchase D R HORTON INC 81/2% APR 15 2016 DTD 9,000.000 105.00 (9,450.00) 7/15 04/17/2006 0 105.00 CANTOR FITZGERALD I MORTGAGE BACKE FACE VALUE 9,000.00 (ID: 23331A-

riod 10/1/11 to loam' Settle Date Type Description Quantity Per Unit Amount Amount Selection Method Cost Income 10/17 Corporate Interest D R HORTON INC 612% APR 15 2016 DTD 04/17/2008 (ID: 23331A-AZ-2) 10,000.000 0.033 325.00 10/17 Corporate Interest ENERGY TRANSFER EQUITY 712% OCT 15 2020 DTD

COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD 07/252007 125430-AF-7 B /83 102.75 9,00000 9247.50 9,80526 (557.76) 798.75 301.74 7.98% D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB- 18A3 102.25 10,000.00 10,225.00 10,495.00 (270.00) 650.00 83.05 5.91% HEALTH MANAGEMENT

COMMUNITY HEALTH SYSTEMS 103.25 9,000.00 9,292.50 9805.28 (512.76) 783.75 7.80% 87/8% JUL 15 2015 368.30 DTD 07/25/2C07 125430-AF-7 B /B3 D R HORTON INC 103.63 10,000.00 10,382.50 10,495.00 (132.50) 850.00 5.54% 8 1/2% APR 15 2016 137.22 DTD 04/17/2006 23331A-AZ-2 BB- /BA3 HEALTH MANAGEMEN

COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD 07/252007 125430-AF-7 B /83 104.00 9,00000 9,360.00 9,80526 (445.26) 798.75 35.49 7.54% D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB-/8A3 106.75 10,000.00 10,675.00 10,495.00 180.00 650.00 191.38 4.71% HEALTH MANAGEMENT A

OMMUNITY HEALTH SYSTEMS 104.75 9,000.00 9,427.50 9,805.26 (377.76) 798.75 7.28% 8 7/8% JUL 15 2015 102.06 DTD 0725/2007 12543D-AF-7 B /83 D R HORTON INC 108.00 10.030.00 10,800.00 10,495.00 305.00 650.00 4.36% 6 1/2% APR 15 2016 245.55 OTO 04/17/2006 23331A-AZ-2 BB- /BA3 HEALTH MANAGEMENT

B2 COMMUNITY HEALTH SYSTEMS 10163 4000.00 4.145.00 4.35709 (212 89) 355.00 760% 87/8% JUL 15 2015 74.94 DTD 07/25/2007 12543D-AF-7 B /B3 D R HORTON INC 109.50 10000.00 10050.00 10,495.00 455.00 650.00 3 93'X, 6 1/2% APR 15 2016 299.72 DTD 04/17/2006 23331A-AZ-2 BB. /BA2 J.P. Morgan Page

nterest CABLEVISION SYSTEMS CORP SR NOTES 7 3/4% APR 15 2018 DID 04/15/2010 (ID: 12686C-AZ-2) 10,000.000 0.039 387.50 4/16 Corporate Interest D R HORTON INC 612% APR 15 2016 DID 04/17/2006 (ID: 23331A-AZ-2) 10.000.000 0.033 325.00 4/16 Corporate Interest ENERGY TRANSFER EQUITY 7 1/2% OCT 15 2020 DT

30/12 Price Quantity Vakte Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income D R HORTON INC 6 1/2% APR 15 2016 DID 04117/2006 23331A-A2-2 BB-/8A2 108.25 10,030.00 10,825.00 10,495.00 330.00 650.00 137.22 4.12% HEALTH MANAGEMENT A

32 CITTCENTER IILDGStFINANCE 105.75 5,00000 5287.50 5,275.00 12.50 381.25 5.76% 7 5/8% JAN 15 2016 16.94 DTD 07/152011 178760-AB-0 B /61 D R HORTON INC 110.00 10,000.00 11,000.00 10,495.00 505.00 650.00 3.59% 6 1/2% APR 15 2016 191.38 DTD 041172006 23331A-AZ-2 BB- /BA2 J.P.Morgan Page So

% CITYCENTER IILDGS/FINANCE 7 5/8% JAN 15 2016 DTD 07/152011 178760-AB-0 B/B1 106.53 5,000.00 5,326.35 5,275.00 51.35 381.25 48.71 5.48% D R HORTON INC 8 1/2% APR 15 2018 DTD 041172008 23331A-AZ-2 BB- /BA2 110.89 10,000.00 11,089.30 10,495.00 594.30 850.00 245.55 3.28% J.P.Morgan Page 5

30/12 Price Quantity Vakte Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income D R HORTON INC 6 1/2% APR 15 2016 DTD 04117/2006 23331A-A2-2 BB-/8A2 111.44 10,030.00 11,143.70 10,495.00 648.70 650.00 299.72 3.06% HEALTH MANAGEMENT A

10/31/12 Pnce Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income D R HORTON INC 111.50 10,000.00 11,149.90 10,495.00 654.90 650.00 2.97% 6 1/2% APR 15 2016 28.88 DTD 04/172006 23331A-AZ-2 BB- /BA2 HEALTH MANAGEMENT AS

CITYCENTER HLDGS/FINANCE 107.00 5,000.00 5,350.00 5.275.00 75.00 381.25 5 11% 75/8% JAN 15 2016 175.79 DTD 07/15/2011 178760-AB-0 B /81 D R HORTON INC 111.50 10,000.00 11,150.00 10,495.00 655.00 650.00 2 81 % 61/2% APR 15 2016 137.22 DTD 04/17/2006 23331A-AZ-2 BB• /BA2 JP Morgan Page 7

/31/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB- /BA2 112.25 10900.00 11,225.00 10,495.00 730.00 650.00 191.38 2.50% HEALTH MANAGEMENT A

/28/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income D R HORTON INC 110.76 10.000.00 11,076.30 10,495.00 581.30 650.00 2.87% 6 1/2% APR 15 2016 245.55 DTD 04/172= 23331A-AZ-2 BB- /BA2 HEALTH MANAGEMENT ASS

27% CITYCENTER HLDOS/FINANCE 7 5/8% JAN 15 2016 DTD 07/15/2011 178760-AB-0 B 107.75 5,000.00 5,387.50 5,275.00 112.50 381.25 80.48 4.63% D R HORTON INC 61/2% APR 15 2016 DTD 04/17/2006 23331A•AZ•2 BB• IBA2 111.75 10,000.00 11,175.00 10,495.00 680.00 650.00 299.72 2.46% JP Morgan Page 5 o

4/30/13 Prim Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income D R HORTON INC 111.75 10.000.00 11,175.00 10,495.00 680.00 650.00 2.36% 6 1/2% APR 15 2016 28.88 DTD 04/17/2006 23331A-AZ-2 BB-/BA2 HEALTH MANAGEMENT AS

UNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD 07/252007 12543D-AF-7 B /B3 103.38 15,000.00 15,506.25 15,525.00 (18.75) 1,331.25 59.16 7.86% D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB-/8A3 104.50 10,000.00 10,450.00 10,495.00 (45.00) 650.00 191.38 5.40% HEALTH MANAGEMENT