N LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD 08/04/2010 983130•AR4 BBB /BM 110.50 10,000.00 11,050.00 10,950.00 100.00 775.00 357.38 6.21% NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 629377-BJ-0 BB-/B1 103.00 15,000.00 15,450.00 15,637.50 (187.50) 1,237.50 515.62 7.78% BALL CORP SR NOTES

D 05/18/2010 2,000.000 107.50 (2,150.00) 7/14 0 107.50 BARCLAYS CAPITAL INC FIXED INCOME FACE VALUE 2,000.00 (ID: 881904-AM-0) 7/12 Purchase NRG ENERGY INC 8 1/4% SEP 01 2020 DTD 15.000.000 104.30 (15,637.50) 7/15 03/01/2011 0 104.25 BARCLAYS CAPITAL INC FIXED INCOME FACE VALUE 15,000.00 (ID: 62937

N LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD 08/04/2010 983130•AR4 BBB /BM 109.25 10,000.00 10,925.00 10,950.00 (25.00) 775.00 34.44 6.38% NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/012011 629377-BJ-0 BB-/B1 101.00 15,000.00 15,150.00 15,637.50 (487.50) 1,237.50 622.18 8.09% BALL CORP SR NOTE

N LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 D7008/04/2010 983130•AR4 BBB /BM 105.00 10,000.00 10,500.00 10,950.00 (450.00) 775.00 99.02 6.98% NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/012011 629377-BJ-0 BB-/B1 94.50 15,000.00 14,175.00 15,637.50 (1,482.50) 1,237.50 103.12 9.16% BALL CORP SR NOT

te Interest METROPCS WIRELESS INC SR NOTES 7 7/8% SEP 01 2018 DTD 09/21/2010 (ID: 591709-AK-8) 15,000.000 0.039 590.63 9/1 Corporate Interest NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 (ID: 629377-B.I-0) 15,000.000 0.041 618.75 9/1 Corporate Interest RITE AID CORP 71/2% MAR 01 2017 DTD 02/21/2

10/31/11 Pnce Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income NRG ENERGY INC 103.50 15,000.00 15,525.00 15,637.50 (112.50) 1,237.50 7.69% 8 1/4% SEP 01 2020 206.25 DTD 03/01/2011 6293774U-0 88- /B1 BALL CORP 107.7

S VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD 08/04/2010 983130-AR-6 BBB /BA2 107.75 10,000.00 10,775.00 10,950.00 (175.00) 775.00 228.19 6.56% NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 629377-BJ-0 BB- /B1 98.50 15,000.00 14,775.00 15,637.50 (862.50) 1,237.50 309.37 8.49% J.P Morgan Page 12

LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DID 08/04/2010 963130-AR-6 BBB /BA2 113.00 10,000.00 11,300.00 10,950.00 350.00 775.00 357.38 5.80% NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 829377-8J-0 BB- /B1 98.50 15,000.00 14,775.00 15,637.50 (862.50) 1,237.50 515.62 8.50% BALL CORP SR NOT

ate Interest METROPCS WIRELESS INC SR NOTES 77/8% SEP 01 2018 DTD 09/21/2010 (ID: 59170941K-6) 15,000.000 0.039 590.63 3/1 Corporate Interest NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 (ID: 629377-BJ-0) 15,000.000 0.041 618.75 3/1 Corporate Interest RITE AID CORP 712% MAR 01 2017 DTD 02121/200

LAS VEGAS LLC CORP 110.50 10.000.00 11,050.00 10,950.00 100.00 775.00 6.11% 7 3/4% AUG 15 2020 163.61 DTD 08/04/2010 983130-AR-6 BBB /BA2 NRG ENERGY INC 100.25 15,000.00 15,037.50 15,837.50 (600.00) 1,237.50 8.20% 81/4% SEP 01 2020 20625 DTD 03/01/2011 62937743J-0 BB- /B1 BALL CORP 110.50

31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 629377-BJ-0 BB- /B1 107.63 15,000.00 18,143.75 15,637.50 506.25 1,237.50 515.62 7.00% BALL CORP SR NOTE

/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est Annual Income Yield Original Cost Accrued Interest US Fixed Income NRG ENERGY INC 108.25 15,030.00 18,237.50 15,837.50 600.00 1,237.50 6.89% 81/4% SEP 01 2020 622.18 DTD 03/01/2011 629377-8J-0 BB- /B1 BALL CORP 110.75

LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DID 08/04/2010 963130-AR-6 BBB /8A2 111.25 10,000.00 11,125.00 10,950.00 175.00 775.00 99.02 5.94% NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 629377-8J-0 BB- /B1 109.31 15,000.00 16,398.60 15,637.50 759.30 1,237.50 103.12 6.71% BALL CORP SR NOTE

te Interest METROPCS WIRELESS INC SR NOTES 7 7/8% SEP 01 2018 DTD 09/21/2010 (ID: 591709•AK•6) 15,000.000 0.039 500.63 9/4 Corporate Interest NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 (ID: 62937743)-0) 15,000.000 0.041 618.75 9/4 Corporate Interest RITE AID CORP 712% MAR 01 2017 DID 02/21/200

AS VEGAS LLC CORP 112.55 10,000.00 11,255.20 10,950.00 305.20 775.00 5.73% 7 3/4% AUG 15 2020 163.61 DTD 08/04/2010 983130-AR-6 BBB /E1A2 NRG ENERGY INC 110.00 15,000.00 18,500.00 15,637 50 862.50 1,237.50 6.59% 8 1/4% SEP 01 2020 206.25 DTD 03/01/2011 629377-8J-0 BB- /B1 BALL CORP 110.00

NN LAS VEGAS LLC CORP 114.38 10,000.00 11,437.50 Immo) 487.50 775.00 5.44% 7 3/4% AUG 15 2020 228.19 DTD 08/04/2010 983130-AR-6 BBB /E1A2 NRG ENERGY INC 110.75 15,000.00 16,612.50 15 637 50 975.00 1,237.50 6.46% 8 1/4% SEP 01 2020 309.37 DTD 03/01/2011 629377-BJ-0 EM- /B1 BALL CORP 109.25

12/31/12 Pnce Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income NRG ENERGY INC 112.00 15,000.00 18,800.00 15.837.50 1,162.50 1,237.50 6.25% 8 1/4% SEP 01 2020 412.50 DTD 03/01/2011 62937743J-013B- /II1 BALL CORP 110

LAS VEGAS LLC CORP 113.50 10 000 00 11,350.00 10,950.00 400.00 775.00 5.53% 7 3/4% AUG 15 2020 357.36 DTD 08/04/2010 963130-ARM BBB /BA2 NRG ENERGY INC 113.25 15,000.00 16,987.50 15,637.50 1,350.00 1,237.50 6.04% 8 1/4% SEP 01 2020 515.62 DID 03/01/2011 629377-BJ-0 BB- /81 ALLTANT TECHSYS

LAS VEGAS LLC CORP 112.31 10.000.00 11,231.00 10,950.00 281.00 775.00 5.70% 7 3/4% AUG 15 2020 34.44 DTD 08/04/2010 983130-AR-6 BBB /BA2 NRG ENERGY INC 113.25 15.000 00 18,987.50 15,637 50 1,350.00 1,237.50 8.03% 8 1/4% SEP 01 2020 811.86 DTD 03/01/2011 829377-8J-0 88- /81 ALLIANT TECNSYS

N LAS VEGAS LLC CORP 114.70 10 000 00 11,470.00 10,950.00 520.00 775.00 5.29% 73/4% AUG 15 2020 163.61 DTD 08/04/2010 963130-ARM BBB /BA2 NRG ENERGY INC 113.85 15,000.00 17,077.50 15,637.50 1,440.00 1,237.50 5.89% 8 1/4% SEP 01 2020 206.25 DID 03/01/2011 629377-BJ-0 BB- /B1 ALLIANT TECHSYS