.50 FIRST UNION CAP MKTSMHEAT FIRST TRADE DATE 07/05/11 FACE VALUE 10,000.00 (ID: 983130-AR-6) 10,000.000 0.031 (307.85) 7/11 Accrued IM Pak' SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9/2012006 @ 106.00 MORGAN STANLEY & CO. INCORPORATED TRADE DATE 07/06/11 FACE VALUE 10.000.000 0.019 (188.89) 10,

ST HOTELS & RESORTS LP 6 3/4% JUN 01 2016 DTD 041042006 44106E-8AS /BA1 102.25 18030.00 10,225.00 10,375.00 (150.00) 675.00 168.75 6.19% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9/202006 81180R-AE-2 BB+ IBA1 101.50 10,000.00 10,150.00 10,800.00 (450.00) 680.00 283.33 6.45% HANESBRANDS

TELS & RESORTS LP 103.50 10,000.00 10,350.00 10,375.00 (25.00) 675.00 5.87% 6 3/4% JUN 01 2016 281.25 DTD 04/04/2006 44108E-BA-5 BB+ /BA1 SEAGATE TECHNOLOGY HDD H 104.50 10.00000 10,450.00 10,600.00 (150.00) 680.00 5.74% SR NOTES 6.80% OCT 1 2016 56.66 DTD 9/20/2006 81180R-AE-2 BB4 /BAI SPRINT NEXTE

ate Interest FRONTIER COMMUNICATIONS SR NOTES 81/8% OCT 01 2018 DM 10/01/2039 (ID: 35908A-AB-4) 20.000.000 0.041 812.50 10/3 Foreign Interest SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DM 9/20/2006 (ID: 81180R-AE-2) 10,000.000 0.034 340.00 10/3 Corporate Interest US STEEL CORP SR NOTES 7 3/8% APR 01

HOTELS & RESORTS LP 6 3/4% JUN 01 2016 DTD 041042006 44106E-BAS BB. /BA1 102.88 10030.00 10,287.50 10,375.00 (87.50) 675.00 337.50 6.01% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9/20/2006 81180R-AE-2 BB. /BA1 103.00 10,000.00 10,300.00 10,600.00 (300.00) 680.00 113.33 6.07% SPRINT NEX

/BA1 BANK OF AMERICA CORP 92.59 5,000.00 4,629.60 4,581.50 48.10 187.50 5.62% 3 3/4% JUL 12 2016 88.02 DTD 07/12/2011 06051G-EK-1 /BAA SEAGATE TECHNOLOGY HDD H 107.00 10100.00 10,700.00 10,600.00 100.00 680.00 5.12% SR NOTES 6.80% OCT 1 2016 170.00 DID 9/20/2006 81180R-AE-2 BB+ /BAI SPRINT NEXTEL

.85% BANK OF AMERICA CORP 33/4% JUL 12 2016 DID 07/12/2011 06051G-EK-1 A- /BAA 98.47 5,000.00 4,923.30 4,581.50 341.80 187.50 9.89 4.13% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9/20/2006 81180R-AE-2 BB« /BA1 109.25 10,000.00 10,925.00 10,600.00 325.00 880.00 226.66 4.58% SPRINT NEXTE

+ /BA1 BANK OF AMERICA CORP 98.83 5,000.00 4,941 .45 4,581.50 359.95 187.50 4.04% 33/4% JUL 122018 25.52 OTC 07/12/2011 06051G-EK-1 /BM SEAGATE TECHNOLOGY HDD H 111.25 10.000 00 11,125.00 10,60000 525.00 680.00 4.09% SR NOTES 6.80% OCT 1 2016 283.33 DTD 9/20/2006 81180R-AE-2 BB+ MA1 SPRINT NEXTEL

/BA1 BANK OF AMERICA CORP 100.50 5,000 00 5,024.90 4,581.50 443,40 187.50 3.62% 33/4% JUL 122016 41.14 DTD 07/1212011 060510-EK-1 A-/BAA SEAGATE TECHNOLOGY HDD H 110.25 10.000 00 11,025.00 10,600.00 425.00 680.00 4 27 % SR NOTES 6.8016 OCT 1 2016 341.88 DTD 9i20/2006 81180R-AE-2 138+ /13A1 JP Morga

+ /BA1 BANK OF AMERICA CORP 99.57 spoo.00 4,978.50 4,581.50 397.00 187.50 3.88% 33/4% JUL 122016 56 77 DTD 07/1212011 060510-EK-1 A-/BAA SEAGATE TECHNOLOGY HDD H 111.00 10.000.00 11,100.00 10,600.00 500.00 680.00 4 06% SR NOTES 6.80% OCT 1 2016 56.66 DTD 9/20/2006 81180R-AE-2 88+ /SA1 JP Morgan Pa

rate Interest FRONTIER COMMUNICATIONS SR NOTES 81/8% OCT 01 2018 DM 10/01/2039 (ID: 35906A-AB-4) 20.000.000 0.041 812.50 4/2 Foreign Interest SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 920/2005 (ID: 81180R-AE-2) 10,000.000 0.034 340.00 4/2 Corporate Interest US STEEL CORP SR NOTES 7 3/8% APR 01 2

30112 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9/20/2006 81180R-AE-2 BB+ /BA1 111.13 10,030.00 11,112.50 10,600.00 512.50 680.00 170.00 3.93% SPRINT NEX7E

.92% BANK OF AMERICA CORP 3 3/4% JUL 12 2016 DTD 07/12/2011 06051G-EK-1 A- /BM 104.62 5,000.00 5,230.75 4,58150 649.25 187.50 25.52 249% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 91202006 81180R-AE-2 BB• 1BA1 110.63 10,000.00 11,062.50 10,600.00 462.50 680.00 283.33 3.96% SPRINT NEXTEL

0% BANK OF AMERICA CORP 3 3/4% JUL 12 2016 DM 07/12/2011 06051G-EK-1 A- /BAA 106.43 5,000.00 5.321.40 4,581.50 739.90 187.50 41.14 1.98% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9,20,2006 81180R-AE-2 BB+ /BAI 111.42 10,000.00 11,141.80 10,600.00 541.80 680.00 340.00 3.70% J.P Morgan

/BAA BANK OF AMERICA CORP 106.91 5,000.00 5,345.55 4,581.50 764.05 187.50 1.81% 33/4% JUL 122016 56 77 DTD 07/1212011 06051GEK-1 A-/BAA SEAGATE TECHNOLOGY HDD H 111.00 10,000.00 11,100.00 10,600.00 500.00 680.00 3 75,x, SR NOTES 6.80% OCT 1 2016 56.66 DTD 920/2008 81180R-AE-2 138+ 43A1 JP Morgan

10/1 Corporate Interest QEP RESOURCES INC 5 3/8% OCT 01 2022 DTD 03/01/2012 (ID: 74733V-AB-6) 20.000.000 0.031 827.08 10/1 Foreign Interest SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DID 9/202006 (ID: 81180R-AE-2) 10.000.000 0.034 340.00 10/1 Corporate Interest US STEEL CORP SR NOTES 7 3/8% APR 01

11/30/12 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest FiNetI Income SEAGATE TECHNOLOGY HDD H 111.13 10,000.00 11,112.50 10,500.00 512.50 680.00 3.66% SR NOTES 6.B0% OCT 1 2016 113.33 DTD 920;2006 81180R-AE-2 BB+ /BAI SPRINT NEXTEL

5.91% BANK OF AMERICA CORP 33/4% JUL 122016 DTD 07/12/2011 06051GEK-1 A-/BAA 106.70 5,000.00 5.335.05 4,581.50 753.55 187.50 9.89 1.74% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 920/2006 81180R-AE-2 88+ MA1 113.29 10.000.00 11.328.60 10,600.00 728.60 680.00 226.66 2.95% JP Morgan Pag

B• /BA2 BANK OF AMERICA CORP 106.69 5,000.00 5,334.70 4581 50 753.20 187.50 1.64% 33/4% JUL 122016 41.14 OTO 07/12/2011 06051G-EK-1 /BM SEAGATE TECHNOLOGY HDD H 11125 10,000.00 11,325.00 10,60000 725.00 680.00 2.80% SR NOTES 6.80% OCT 1 2016 341.88 DTD 9/20/2006 81180R-AE-2 BB+ /BA1 SPRINT NEXTEL

T HOTELS & RESORTS LP 6 3/4% JUN 01 2016 DTD 041042006 44106E-8A-5 /BA1 103.13 10,030.00 10,312.50 10,375.00 (62.50) 675.00 112.50 5.99% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9/202006 81180R-AE-2 BB+ IBA1 106.00 10,000.00 10,600.00 10,600.00 680.00 226.66 5.45% HANESBRANDS INC 8% D