/31/12 Pdce Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income AMERICAS PART FIN CORP SR NOTES 6 1/2% MAY 20 2021 DTD 01/20/2011 030981.AF.1 NA /BA3 96.75 7%00.00 6,772.50 N/A ^ N/A 455.00 13.90 6.99% IRON MOUNTAIN INC 8 3

30/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income AMERICAS PART FIN CORP SR NOTES 6 1/2% MAY 20 2021 DID 01/20/2011 030981-AF-1 NA /BA3 100.50 7,000.00 7.035.00 N/A n N/A 455.00 51.81 6.42% IRON MOUNTAIN INC 8

KEY ENERGY SERVICES INC 6 3/4% MAR 01 2021 DTD 03/04/2011 492914-AS-5 BB- /91 103.69 5,000.00 5,184.55 5,127.50 57.05 337.50 169.68 6.19% AMERICAS PART FIN CORP SR NOTES 612% MAY 20 2021 DTD 01/20/2011 030981-AF-1 NR tBA3 105.25 7,000.00 7,367.50 N/A ° N/A 455.00 127.65 5.73% AMKOR TECHNOLOGIES IN

5 BB- /B1 DELPHI CORP 110.00 5,000.00 5,500.00 5,545.00 (45.00) 306.25 4.68% 6.125% MAY 15 2021 13.61 DM 05/07/2012 24713E-AF-4 BB+ /BA2 AMERICAS PART FIN CORP 106.03 7,000.00 7,422.10 N/A " N/A 455.00 5.60% SR NOTES 612% MAY 20 2021 13.90 DID 01/20/2011 030981-AF-1 NR /BA3 JP Morgan Page 15 of

1)/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income AMERICAS PART FIN CORP 100.50 7,000.00 7,035.00 WA N/A 455.00 6.42% SR NOTES 6 1/2% MAY 202021 51.81 DTD 01/20/2011 030981-AF-1 NA /8A3 IRON MOUNTA/N INC 108.5

ed Income DELPHI CORP 112.00 5,000.00 5,600.00 5,545.00 55.00 306.25 4.34% 6.125% MAY 15 2021 141.21 DTD 05/07/2012 24713E-AF-4 BB+ /BA1 AMERICAS PART FIN CORP 109.25 7,000.00 7,647.50 7,157.50 490.00 455.00 5.09% SR NOTES 61/2% MAY 20 2021 203.48 DTD 01/20/2011 030981-AF-1 NR /BA3 AMKOR TECHNOLO