ICRO DEVICES 7 3/4% AUG 01 2020 DTD 08/04/2010 0 103.25 GOLDMAN SACHS & CO. (ID: 007903-AU-1) 4,000.000 103.30 (4,130.00) 9/20 Purchase 9/25 ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/06/2004 0 103.20 GREENWICH CAPITAL MARKETS INC (ID: 780097-AP-6) 5,000.000 103.20 (5,160.00) 9/20 Purchase 9/26 CB

or the Period 9/1/12 to 9/30/12 Type Settle Date Selection Method Description Quantity Cost Amount Interest Purchased 9/25 Accrued Int Paid ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12106/2004 § 103.20 GREENWICH CAPITAL MARKETS INC TRADE DATE 09120112 (ID: 780097-AP-6) 0 00 9/26 Accrued Int Paid CB ST

/30/12 Trade Date Est. Settle Date Type Description Per Unit Quantity Amount Market Cost Pending Securities Purchased 103.75 9/28 Purchase ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 (2,075.00) 10f3 DTD 12/08/2004 (ID: 780097-AP-8) 2,000.000 Total Pending Securities Purchased J.P. Morgan (54,143.25) Page

08 2015 DTD 12/08/2004 0 103.4375 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 09/27/12 (ID: 780097-AP-6) 0.00 (23.57) 10/3 Accrued Int Paid ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DID 12108/2004 @ 103.75 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 0928/12 (ID: 780397-AP4) 0.00 (23115) Total Interest Pur

0 (3,090.00) • • Trade Date Se —iTeMW Type Description Quantity Per Unit Amount Market Cost Settled Securities Purchased 9/27 Purchase ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 10/3 DTD 12108/2004 (p 103.4375 BARCLAYS CAPITAL INC FIXED INCOME (ID: 780097-AP-8) 2,000.000 103.40 (2,088.75) 9/28 Purcha

3.483.21 AS OF 01/01/13 1/2 Corporate Interest CAPITAL ONE CAPITAL IV 6.745% FEB 17 2037 DID 02/05/2007 (ID: 140422-AA-4) 1/8 Foreign Interest ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 (ID: 780097-AP-6) 1/10 Accrued Int Paid MGM RESORTS INTL 6.825% 12/15/2021 DTD 12/2012012 @ 101.75 MLPFS INC/FI

2018 DTD 04/302011 110.00 DEUTSCHE BANK ALEX BROWN TRADE DATE 06/24/13 (ID: 254423-AB-2) 2,000.000 0.00 0.015 (30.08) 7/8 Foreign Interest ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DID 12/06/2004 (ID: 780097-AP4) 10.000.000 0.025 252.50 7/11 Accrued Int Recd ARCELORMITTAL 9.85% JUN 01 2019 DTD 05/202009

ost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield US Fixed Income ALLY FINANCIAL INC 24.54 8 1/2% PFD 02005N-30-8 NA /CAA ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 780097-AP-6 BB+ /BA3 HCA INC 6 1/2% FEB 15 2016 DTD 2/8/2006 404119-AR-0 B- /B3 CIT GROUP INC 144A 7% MAY 0

6/12 (ID: OSGDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL SGD EXCHANGE RATE 1.246400000 DEAL 02/02/12 VALUE 02/06/12 (ID: OSGDPR-AA-5) ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 @ 96.60 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 02/07/12 (ID: 780097-AP-6) CIT GROUP INC 144A 7% MAY 02 2016 J

1 1,099,726.08 $1,099,726.09 (22,426.51) ($22,426.51) $0.00 0.00% US Fixed Income ALLY FINANCIAL INC 24.46 8 1/2% PFD 02005N-30-8 NA /CAA ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 EFTA01540070 780097-AP-6 BB+ /BA3 HCA INC 6 1/2% FEB 15 2016 DTD 2/8/2006 404119-AR-0 B- /B3 AMERICAN AXLE

Fixed Income ALLY FINANCIAL INC 23.24 8 1/2% PFD 02005N-30-8 NA /CAA AMERICAN CAPITAL LTD 8.96% DEC 31 2013 DTD 06/28/2010 02503Y-AF-0 B /NR ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 780097-AP-6 BB+ /BA3 HCA INC 6 1/2% FEB 15 2016 DTD 2/8/2006 404119-AR-0 B- /B3 CIT GROUP INC 144A 7% MAY 0

19-AR-1) ADVANCE MICRO DEVICES 7 3/4% AUG 01 2020 DTD 08/04/2010 @ 103.00 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 09/20/12 (ID: 007903-AU-1) ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 @ 103.25 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 09/20/12 (ID: 780097-AP-6) 9/28 Accrued Int Paid Total I

/12 @ .01% RATE ON AVG COLLECTED BALANCE OF $43,483.21 AS OF 01/01/13 CAPITAL ONE CAPITAL IV 6.745% FEB 17 2037 DTD 02/05/2007 (ID: 140422-AA-4) ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 (ID: 780097-AP-6) MGM RESORTS INTL 6.625% 12/15/2021 DTD 12/20/2012 @ 101.75 MLPFS INC/FIXED INCOME TRADE DATE 0

/26/12 (ID: 24713E-AF-4) $8,380.72 Quantity Cost 2,000.000 0.00 Per Unit Amount 0.028 Amount (56.49) Amount (4,181.32) Accrued Int Paid ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 @ 103.4375 BARCLAYS CAPITAL INC (23.57) 0.00 FIXED INCOME TRADE DATE 09/27/12 (ID: 780097-AP-6) 10/3 Accrued

EP CPN (ID: 12513G-AW-9) DINEEQUITY INC 9 1/2% OCT 30 2018 DTD 04/30/2011 @ 110.00 DEUTSCHE BANK ALEX BROWN TRADE DATE 06/24/13 (ID: 254423-AB-2) ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 (ID: 780097-AP-6) ARCELORMITTAL 9.85% JUN 01 2019 DTD 05/20/2009 (ID: 03938L-AM-6) SPRINT NEXTEL CORP 6% DEC 1 2

ES 73/4% AUG 01 2020 DTD 08/04/2010 @ 103.00 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 09/20/12 (ID: 007903-AU-1) 0.00 9/27 Accrued Int Paid ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 @ 103.25 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 09/20/12 (ID: 780097-AP-6) 0.00 9/28 Accrued Int Paid A

/2 Corporate Interest CAPITAL ONE CAPITAL IV 6.745% FEB 17 2037 DTD 02/05/2007 (ID: 140422-AA-4) 20.000.000 0.025 505.88 1M Foreign Interest ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 (ID: 780097-AP-6) 10,000.000 0.025 252.50 1/10 Accrued Ini Paid MGM RESORTS INTL 6.625% 12/15/2021 DTD 12202

018 DTD 04/30/2011 @ 110.00 DEUTSCHE BANK ALEX BROWN TRADE DATE 06/24/13 (ID: 254423-AB-2) 2.000.000 0.00 0.015 (30.08) 7/8 Foreign Interest ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 (ID: 780097-AP-6) 10,000.000 0.025 252.50 7/11 Accrued Int Reed ARCELORMITTAL 9.85% JUN 01 2019 DTD 05/20/200