OLOGIES INC 6 5/8% JUN 01 2021 DID 5,000.000 98.50 (4,925.00) 7/27 05/20/2011 O 98.50 MLPFS INC/FIXED INCOME (ID: 031652-8E-9) 7/23 Purchase CITYCENTER HLDGS/FINANCE 75/8% JAN 15 2016 DID 5,000.000 105.50 (5,275.00) 7/27 07/15/2011 0 105.50 MLPFS INC/FIXED INCOME (ID: 178760-AB-0) 7/24 Purchase REGAL CINE

. /BA3 LENNAR CORPORATION 107.00 10,000.00 10,700.00 9,905.00 795.00 560.00 2.59% 5.6% MAY 31 2015 46.66 DTD 4/282005 526057-AS-3 B. /81 CITYCENTER HLDGS/FINANCE 107.00 5,000.00 5,350.00 5.275.00 75.00 381.25 5 11% 75/8% JAN 15 2016 175.79 DTD 07/15/2011 178760-AB-0 B /81 D R HORTON INC 111.50 10

/BA3 LENNAR CORPORATION 107.75 10,000.00 10,775.00 9.905.00 870.00 560.00 2.17% 5.6% MAY 31 2015 93.33 DTD 428/2005 526057-AS-3 BB- /8A3 CITYCENTER HLDGS/FINANCE 107.94 5,000.00 5,396.85 5.275.00 121.85 381.25 4.72% 75/8% JAN 152018 16.94 DTD 07/15/2011 178760-AB-0 B /B1 J.P.Morgan Page 5 of 25 C

/8A3 LENNAR CORPORATION 106.75 10,000.00 10,875.00 9.905.00 770.00 560.00 2 49 5.6% MAY 31 2015 140.00 DTD 428/2005 526057-AS-3 BB- /BAS CITYCENTER HLDGS/FINANCE 107.00 5,000.00 5,350.00 5.275.00 75.00 381.25 4.98% 75/6% JAN 152016 48.71 DTD 07/15/2011 178780-AB-0 B /111 J.P.Morgan Page 5 of 25 C

LENNAR CORPORATION 107.13 10,000.00 10,712.50 9,905.00 807.50 560.00 2 08•X, 5.6% MAY 31 2015 233.33 DTD 4/28/2005 526057-AS-3 BB- /BA3 CITYCENTER HLDGS/FINANCE 107.56 5,000.00 5,378.10 5275.00 103.10 381.25 4.62% 7 5/8% JAN 152016 112.25 DTD 07/15/2011 178760-AB-0 II /B1 JP Morgan Page 5 of 26

.33% LENNAR CORPORATION 5.6% MAY 31 2015 DTD 428/2005 526057-AS-3 BB- /BA3 105.75 10,000.00 10,575.00 9,905.00 670.00 560.00 46.68 2.50% CITYCENTER HLDGS/FINANCE 7 5/8% JAN 15 2016 DTD 07/15/2011 178760-AB-0 B /111 105.50 5,000.00 5,275.00 5.275.00 381 25 175 79 5.28% J.P.Morgan Page 5 of 30 Confi

41.25 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 07/15/2011 (ID: 178780-AB-0) 5,000.000 0.037 187.45 7/12 Accrued IM Recd UNITED RENTALS NORTH AM 9 1/4% DEC 15 2019 DTD

K SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 780097-AP-6 BB+ /BA3 LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 B+ /B2 CITYCENTER HLDGS/FINANCE 7 5/8% JAN 15 2016 DTD 07/15/2011 178760-AB-0 B /B1 Page 5 of 24 107.00 5,000.00 5,350.00 EFTA01573832 5,275.00 75.00 381.25 80.48 5.27

SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 780097-AP-6 BB+ /BA3 LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 BB- /BA3 CITYCENTER HLDGS/FINANCE 7 5/8% JAN 15 2016 DTD 07/15/2011 178760-AB-0 B /B1 105.50 5,000.00 5,275.00 5,275.00 381.25 175.79 5.28% 101.05 10,000.00 EFTA01574303

SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 780097-AP-6 BB+ /BA3 LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 BB- /BA3 CITYCENTER HLDGS/FINANCE 7 5/8% JAN 15 2016 DTD 07/15/2011 178760-AB-0 B /B1 107.56 5,000.00 5,378.10 5,275.00 103.10 381.25 112.25 4.62% 104.22 10,000.00 10,42

SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 780097-AP-6 BB+ /BA3 LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 BB- /BA3 CITYCENTER HLDGS/FINANCE 7 5/8% JAN 15 2016 DTD 07/15/2011 178760-AB-0 B /B1 107.00 5,000.00 5,350.00 5,275.00 75.00 381.25 48.71 4.98% 104.35 EFTA01574090 10,

SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 780097-AP-6 BB+ /BA3 LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 BB- /BA3 CITYCENTER HLDGS/FINANCE 7 5/8% JAN 15 2016 DTD 07/15/2011 178760-AB-0 B /B1 D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB- /BA2 111.75 10,000.00

4.99 37,992.49 4,002.50 $41,994.99 $0.00 $3.79 $0.26 US Fixed Income LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 8+ /B2 CITYCENTER HLDGS/FINANCE 7 5/8% JAN 15 2016 DTD 07/15/2011 178760-AB-0 B /B1 D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB- /BA2 Page 5 of 23 110.8

SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 780097-AP-6 BB+ /BA3 LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 BB- /BA3 CITYCENTER HLDGS/FINANCE 7 5/8% JAN 15 2016 DTD 07/15/2011 178760-AB-0 B /B1 D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB- /BA2 111.25 10,000.00

/BA3 LENNAR CORPORATION 107.25 10.000.00 10.725 00 9,905.00 820.00 560.00 2.67% 5.6% MAY 31 2015 233.33 DTD 4/28/2005 526057-AS-313+/51 CITYCENTER HLDGS/FINANCE 106.72 5.000.00 5,336.15 5,275.00 61.15 381.25 5.31% 7 5M% JAN 15 2016 112.25 DM 07/15/2011 178760-AB-0 B /B1 J.P.Morgan Page 5 of 23 S