otal 3,000,000.000 $2,967,097.39 SS INVTSGM BH GTD SR NT Security Identifier A29866AB5 REG S ISM* USA29866AB53 7250%04/03/24 BIE DTD 04103(1458 P Rating BB- 10/31/17 2,000,000 000 99.0650 DEUTSCHE BANK AG NTS ISINI US25S25AM33 4296% 05/24/28 ENE DTO 05/24/13 FOREIGN SECURITY 1ST CPN DTE 224/22 cu

BBI3 12/03/15 2.469.000 000 88.0930 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECSISINO US539439AG42 7,500%04127188 WE DTD 04/0711161 P Rating 88- 04/10114'A° 1,903,000.000 1023910 Security Identifier: 842400FU2 2,997,261.33 94.0000 Original Cost Basis: 52,992,564.97 Security Identifi

porate Bonds BUCKEYE PARTNERS L P FIXED TO RIG RATE Security Identifier:13230AM NT 6.375% 0122178 WE OTC 0/22J13CALLABLE0/22123Noody Rating BM 68 P Rating 8B 01/25/18 1,000,000.000 101.8730 1,018,728.01 81.2470 812.47000 206.258.01 28.156.25 63,750.00 7.84% Original Cost Basis 81,015,756.00

continued) Corporate Bonds (continued) LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECSISNIUS539439A642 7.500%04/27188 B/ E DTD 041071,131 P Rating B8- 04110/14 ..332 1,903,000 000 102 3910 CITIGROUP INC FXD RT SR NT PERP DEP RECPT 5.950% 0815/88 WE DTD 081415 CALLABLEOB/15/20 Q 10.0001toody

) Corporate Bonds (continued) CITIGROUP INC FAD RT SR NT PERP DEP RECPT 5.950%081S/88 WEDTD08/12/Ei CALLABLE 0818120 Q 90.000M oody Raling BA2 68 P Rating BB- 08106/15 3,000,000.000 100.0000 Tot al Corporate Bonds 23.972.000 000_ TOTAL FIXED INCOM E 23,972,000.000 Date Acquired EQUITIES Common

porate Bonds BUCKEYE PARTNERS L P FIXED TO RIG RATE Security Identifier:13230AM NT 6.375% 0122178 WE OTO 0/22J13CALLABLE0/22123Noody Rating BM 68 P Rating 8B 01/25/18 1,000,000.000 101.8730 1,018,728.01 81.2470 812.47000 206.258.01 28.156.25 63,750.00 7.84% Original Cost Basis:61613.756.00

g BBB- 12103/15 2.469.000 000 88.0930 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECSISINO US539439AG42 7.500%04/27188 B/E DTD 041071%81 P Rating 88- 04/10114'A° 1,903,000.000 102.3910 Security Identifier: 2,997,261.33 94.0000 Original Cost Basis: $2,992,564.97 Security Identifier: 4 2

d) Corporate Bonds (continued) SOUTHERN CAUF EDISON CO PREF SER E 6250% 0717/62 WE DID 071712 CALLABLE02101220 M O N O M o o d y Rating 8M1St. P Rating BBB- 01730112 ..332 3,000,000.000 99.8970 2.996.920.25 106.0110 3.180.330.00 183.409.75 15.615.00 187.500.00 5 89% Original Cost Basis: 62

st FIXED INCOM E (continued) Corporate Bonds (continued) J3,5 INV TS GM Bli GTD SR NT REG S 'SINS USA29866AB53 7250% 04103124 BlE DTD 04/03/65 8 P Rating 10/31/I7 2.000.000.000 99.0650 DEUTSCHE BANK AG NTS ISM* UO62541133 4 296% 05124128 8/E MD05/24/B FORBGN SECURITY ST CPN DIE 11241131loody Rati

,140,000.000 $1,516,248.56 LLOYDS 768 BK PLC EURO ISSUE MEDIUM TERM NOTES151NR XS0717735822 9.875% 12/16/21 RIG DTO 12/16/11 Moody Rating Bat SS P Rating BBB- 12/04113 '.3.17 1,500.000 000 107 6770 Adjusted Cost Basis Drallsre Rant Pnwile *Mahn &Waren Mu Caen., 6 ,0‘p Des-bOX la* SelloneraC Yo

/12 %It" 1,000,000.000 102 1820 EARTHUNK INC GM SR NT FULLY EXCHANGED CUSP FROM 27032 IA88 8.875% 05115119 DIE DID 05117/11 CALLABLE 05/15115 58 P Rating CCC+ 10122112 '.12,13 400,000.000 102.5310 10123112 '.12.13 600,000.000 102.3550 Total Nonoovered 1,000,000.000 Total 1,000,000.000 8010/1

B8- 01/30112'.3.12 3,000,000300 99.7920 BARCLAYS BK PLC CONTINGENT CAP NT ISA US06739FHK03 7.750% 04110123 BIE DID 0/110/13 CALLABLE 04110118 58 P Rating 884 04/03/13 '.12.13 300,000.000 100 0000 801199nCSF30,15 Monied Cost Basis Destine 8.m PO, lir *Aria Ma ria,....,, Marais Conran Comp Deauh

12/03115 • 2,469,000.000 88.0930 5LLOYDS8ANKING GROUP PLC FXD RATE RESET ADM. TIER 1SECS 'SINS US539439AG42 7.500% 04/27/88 B/E DTD 04107/14S/1 P Rating BB- Please Provide • 1.903.000.000 NIA CITIGROUP INC FXD RT SR NT PERP DEP RECPT 5.950% 08/t/88 81E DTD 08112/4 CALLABLE0815120Q D0.00014 oody R

Face Value: 560,678.350 Corporate Bonds BARCLAYS BK PLC CONTINGENT CAP NT ISIN$ US06739FHK037.750% 04/10/23 B/E DTD 04113/I CALLABLE 04I 13/1358 P Rating BB+ 04/03/13 " 2'13 300.000.000 100.0000 ,PM ORGAN CHASE 8 CO DEP SHSREPSTG 113TH PFD SERIFIXED TO FLTG RT BD 7900% 04/29/49 WE OTD 04/23/08M o

00.000 Total 1,410,000.000 LLOYDS TSB 8K PLC EURO ISSUE MEDIUM TERM NOTES IMO XS0717735822 9.875% 12/16/21 RIG DTD 12116)11 Moody Rating Bat SS P Rating BBB- 12104/13'.3.12 1,500,000.000 107 6100 BARCLAYS 8K PLC CONTINGENT CAP NT ISINS1.936739FF K03 7.750% 01/ 10123 B/E DTD 04110113 CALLABLE 04/1

108,680.090 Corporate Bonds PEABODY ENERGY CORP SR NT 7.375% 11/01116 WE DTO 10112/06 LITIPLE GUARANTORS 1ST CPA DTE 05101/07 Moody Rating 63 38 P Rating BR Security Identifier: 704649AES 05110/11 'MA 1.200.000 .000 104 5260 1,251.306.06 105 0000 1.260.000.00 IPAYM ENT INC GTD SR NT 10.250% 05