.50 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 07/11/11 FACE VALUE 2,000.00 (ID: 681904-AM-0) 2.000.000 0.009 (18.51) 7115 Accrued Int Paid NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 a 104.25 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 07/12/11 FACE VALUE 15,000.00 (ID: 629377-8J-0) 15,000.000 0.0

261.11 7/12 Accrued Int Recd CIT GROUP INC 51/4% MAR 15 2018 DTD 03/15/2012 (ID: 125581-GL-6) 20.000.000 0.017 341.25 7/12 Accrued Int Recd NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 (ID: 62937743.1.0) 15.000.000 0.03 450.31 7/12 Accrued Int Reed CITYCENTER HLDGS/FINANCE 75/8% JAN 15 2016 DID 07

M 03/15/2012 (20,000.000) 103.50 20,700.00 (20,140.00) 580.00 1 7/12 High Cost € 103.50 MORGAN STANLEY & CO. LW (ID: 125581-G14) 7/9 Sale NRG ENERGY INC 81/4% SEP 01 2020 DTD (15,000.000) 108.00 16,200.00 (15.637.50) 562.50 L 7/12 High Cost 03/01/2011 @ 108.00 MORGAN STANLEY & CO. LLC (ID: 6293774