99 fa 114.75 BANC OF AMERICA SEC LLC TRADE DATE 07/05/11 FACE VALUE 10,000.00 (ID: 345370-CA-6) 10,000.000 0.036 (355.94) 7/8 Acaued Int Paid CHESAPEAKE ENERGY CORP 61/2% AUG 15 2017 DTD 8/16/2005 @ 106.50 GREENWICH CAPITAL MARKETS INC TRADE DATE 07/05111 FACE VALUE 15,000.00 (ID: 165167-B5-5) 15,000.000 0.0

NACLE ENTERTAINMENT 104.25 10,000.00 10,425.00 10,650.00 (425.00) 862.50 7.71% 8 5/8% AUG 01 2017 71.87 DTD 02/01(2010 723456-AK-5 BB /B1 CHESAPEAKE ENERGY CORP 104.25 15,000.00 15,637.50 15,975.00 (337.50) 975.00 5.65% 6 1/2% AUG 15 2017 43.32 DTD 8/16/2005 165167-BS-5 BB« /BA3 CCO HUMS LLC CAP C

8/15 Corporate Interest CSC HOLDINGS LLC 85/8% FEB 15 2019 DTD 02/12/2009 (ID: 1213307-AC-1) 10,000.000 0.043 431.25 8/15 Corporate Interest CHESAPEAKE ENERGY CORP 61/2% AUG 15 2017 DTD 8/182005 (ID: 18518743S-5) 15,000.000 0.033 487.50 8/15 Corporate Interest IRON MOUNTAIN INC 83/8% AUG 15 2021 DTD 06/1

ACLE ENTERTAINMENT 100.75 10,000.00 10,075.00 10,650.00 (775.00) 862.50 8.46% 8 5/8% AUG 01 2017 143.75 DTD 02/01/2010 723456-AK-5 BB /B1 CHESAPEAKE ENERGY CORP 103.50 15,000.00 15,525.00 15,975.00 (450.00) 975.00 5.79% 6 1/2% AUG 15 2017 124.57 DTD 8/152005 165167-BS-5 BB+ /BA3 CCO HUMS LLC CAP C

CLE ENTERTAINMENT 106.75 10,000.00 10,675.00 10,850.00 (175.00) 862.50 7 17 x, 8 5/8% AUG 01 2017 215.62 DTD 02/012010 723456-AK-5 BB /B1 CHESAPEAKE ENERGY CORP 107.50 15,000.00 18,125.00 15,975.00 150.00 975.00 4 99 6 1t2% AUG 152017 205.83 DTD 8/16/2005 1651674S-5 BB+ /BA3 JP Morgan Page 8 of 1

NACLE ENTERTAINMENT 105.00 10,000.00 10,500.00 10,850.00 (350.00) 862.50 7.52% 85/8% AUG 01 2017 287.50 DTD 02/01/2010 723456,AK-5 BB /B1 CHESAPEAKE ENERGY CORP 104.50 15,000.00 15,875.00 15,975.00 (300.00) 975.00 5.57% 612% AUG 15 2017 287.07 DTD 8/16/2005 165167-BS-5 BB• /BA3 CCO HLDOS LLC CAP C

1/31/12 Mice Quart* Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income CHESAPEAKE ENERGY CORP 103.00 15,000.00 15,450.00 15,975.00 (525.00) 975.00 5.86% 8 1/2% AUG 15 2017 449.58 DTD 8/16/2005 165167-BS-5 BB+ /BA3 CCO HLOGS LLC CAP

2/15 Corporate Interest CSC HOLDINGS LLC 85/8% FEB 15 2019 DM 02/12/2009 (ID: 126307-AC-1) 10,000.000 0.043 431.25 2/15 Corporate Interest CHESAPEAKE ENERGY CORP 812% AUG 15 2017 DID 8/16/2005 (ID: 165167-BS-5) 15,000.000 0.033 487.50 2/15 Corporate Interest IRON MOUNTAIN INC 8 3/8% AUG 15 2021 DTD 15,

NNACLE ENTERTAINMENT 85/8% AUG 01 2017 DTD 02/01/2010 7234513-AK-5 BB- /81 109.00 10,000.00 10,900.00 10,850.00 50.00 882.50 143.75 6.59% CHESAPEAKE ENERGY CORP 6 1/2% AUG 15 2017 DTD 8/16/2005 165167-BS-5 88+ /BA3 106.50 15,000.00 15,975.00 15,975.00 975.00 124.57 5.10% CCO HLDGS LLC CAP CORP 7 1/4

NNACLE ENTERTAINMENT 109.50 10,000.00 10,950.00 10,850.00 100.00 862.50 6.46% 8 5/8% AUG 01 2017 215.62 DTD 0201/2010 723456-AK-5 BB- /81 CHESAPEAKE ENERGY CORP 99.75 15,000.00 14,962.50 15,975.00 (1,012.50) 975.00 6.55% 612% AUG 15 2017 205.83 DTD 8/18/2005 165167-BS-5 88 /BA3 CCO HLDGS LLC CAP C

5.36% 6.65% PINNACLE ENTERTAINMENT 8 5/8% AUG 01 2017 DTD 02/01/2010 723456•AK5 BB- /81 108.50 10,000.00 10,850.00 10,850.00 862.50 28750 CHESAPEAKE ENERGY CORP 6 1/2% AUG 15 2017 DTD 8/16/2005 165167-8S-5 BB- /6A3 95.00 15,000.00 14,250.00 15,975.00 (1,725.00) 975.00 287.07 7.68% CCO HLDGS LLC CAP

PINNACLE ENTERTAINMENT 106.75 10,000.00 10,875.00 10,850.00 25.00 882.50 6.57% 85/8% AUG 01 2017 359.37 DTD 02/01/2010 723456-AK-5 BB-/B7 CHESAPEAKE ENERGY CORP 99.50 15,000.00 14,925.00 15,975.00 (1,050.00) 975.00 6.61% 6 1/2% AUG 15 2017 368.32 DTD 8/16/2005 165167-BS-5 BB- /BA3 CCO HMOS LLC CAP

NNACLE ENTERTAINMENT 109.00 10,000.00 10,900.00 10,850.00 50.00 862.50 6.49% 8 5/8% AUG 01 2017 433.64 DTD 02/01/2010 723458-AK-5 BB- /B1 CHESAPEAKE ENERGY CORP 100.50 15,000.00 15,075.00 15,975.00 (900.00) 975.00 6.38% 61/2% AUG 15 2017 449.58 DTD 8/16/2005 165167-BS-5 BB- /BA3 CCO HMOS LLC CAP C

NACLE ENTEFtTIUNMENT 8 5/8% AUG 01 2017 DTD 02001/2010 723456-AK-5 BB- /B1 109.75 10,000.00 10,975.00 10,850.00 125.00 862.50 71.87 6.29% CHESAPEAKE ENERGY CORP 6 1/2% AUG 15 2017 DTD 8/16/2005 165167-BS-5 BB- /BAS 103.00 15,000.00 15,450.00 15,975.00 (525.00) 975.00 43.32 5.79% CCO HLDGS LLC CAP CO

8/15 Corporate Interest CSC HOLDINGS LLC 85/8% FEB 15 2019 DID 02/12/2009 (ID: 126307-AC-1) 10.000.000 0.043 431.25 8/15 Corporate Interest CHESAPEAKE ENERGY CORP 61/2% AUG 15 2017 DTD 8/16/2005 (ID: 165167-8S-5) 15,000.000 0.033 487.50 8/15 Corporate Interest IRON MOUNTAIN INC 83/8% AUG 15 2021 DM 08/1

B1 PINNACLE ENTERTAINMENT 108.50 10,000.00 10,850.00 10,850.00 862.50 6.54% 8 5/8% AUG 01 2017 143.75 DTD 02/01/2010 723456-AK-5 BB- /61 CHESAPEAKE ENERGY CORP 103.91 15,000.00 15,585.75 15,975.00 (389.25) 975.00 5.57% 6 1/2% AUG 15 2017 124.57 DTD 8/16/2005 165167-BS-5 BB- /BA3 CCO HMOS LLC CAP

NNACLE ENTERTAINMENT 8 5/8% AUG01 2017 0Th 02/01/2010 723456-AK-5 BB-181 107.75 10,000.00 10,775.00 10,850.00 (75.00) 862.50 215.62 6.69% CHESAPEAKE ENERGY CORP 61/2% AUG 15 2017 DM 8/16/2005 165167-EIS-5 BB- /BA3 105.50 15,000.00 15,825.00 15,975.00 (150.00) 975.00 205.83 5.19% CCO HLDGS LLC CAP

ACLE ENTERTAINMENT 107.50 10,000.00 10,750.00 10,850.00 (100.00) 862.50 6.72% 8 5/8% AUG 01 2017 287.50 DTD 02/012010 723456-AK-5 BB- /B1 CHESAPEAKE ENERGY CORP 106.25 15,000.00 15,937.50 15,975.00 (37.50) 975.00 4 99(a, 6 1f2% AUG 152017 287.07 DTD 8/16/2005 165167.BS-5 BB- /BA3 JP Morgan Page 8

CLE ENTERTAINMENT 107.25 10,725.00 10,850.00 (125.00) 862.50 6.76% 10,000.00 8 5/8% AUG 01 2017 359.37 DTD 02/01/2010 723456-AK-5 BB- /B1 CHESAPEAKE ENERGY CORP 105.50 15,000.00 16,275.00 15,975.00 300.00 975.00 4 44% 6 1/2% AUG 15 2017 368.32 DTD 8/16/2005 165187-8S-5 BB- /BA3 CCO MD« LLC CAP COR

INNACLE ENTERTAINMENT 108.75 10,000.00 10,875.00 10,850.00 25.00 862.50 6.82% 8 5/8% AUG 01 2017 433.64 DTD 02/01/2010 723456-AK-5 BB /B1 CHESAPEAKE ENERGY CORP 108.75 15,000.00 16,312.50 15,975.00 337.50 975.00 4.81% 6 1/2% AUG 15 2017 44958 DTD 8/162005 1651037-BS-5 BB« /BA3 CCO HUMS LLC CAP COR