% 08/01/2020 DTD 03/22/2013 @ 2,000.000 109.825 (2,192.50) 5110 109.625 FIRST UNION CAPITAL MARKETS (ID: 436440-AF-8) 5/14 Purchase ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 5,000 000 106.802 (5,340.10) 5/17 12/04/2012 e 106.802 MORGAN STANLEY 8 CO. LLC (ID: 780099-CE-5) 5/14 Purchase MGM RE

5.47% PVH CORP 4.500% 12/15/2022 DTD 12/20/2012 693856-M4 BB /BA3 96.00 5,000.00 4,800.00 5,005.00 (205.00) 225.00 10.00 5.04% ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012 780099-CE-5 BB+ /BA2 95.83 5,000.00 4,791.50 5,340.10 (548.60) 306.25 13.61 6.73% JP Morgan Page 18 of 3

Accrued IM Reed AMERICAN INTL GROUP 8.175% MAY 15 2058 DTD 06/15/2009 (ID: 026874-8S-5) 15,000.000 0.013 194.16 7/12 Accrued IM Recd ROYAL BX SCOTLND GRP PLC 8.125% 12/15/2022 DTD 12/04/2012 (ID: 780099-CE-6) 5,000.000 0.005 22.97 7/12 Accrued IM Reed SEAGATE HDD CAYMAN 6 7/8% MAY 01 2020 DTD 05/01

18,337.50 (16,428.75) 1,906.75 1 7/12 High Cost 05/15/2009 (D 122.25 BARCLAYS CAPITAL INC FIXED INCOME (ID: 026874-BS-5) 7/9 Sale ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD (5,000.000) 96.50 4,825.00 (5,340.10) (515.10) S 7/12 High Cost 12/04/2012 a 96.50 CMGROUP GLOBAL MARKETS INC/SALOM (I