E 12/02/2011 MATURITY DEAL 41129331 JPMORGAN CHASE BANK TRADE DATE 07/13/11 AS OF 12/02/11 (ID: CFCONT-GM-6) 12/9 12/9 12/9 12/9 12/12 12/15 FX Fwd Contract FX Fwd Contract FX Fwd Contract FX Fwd Contract Corporate Interest Foreign Dividend SETTLE FORWARD CURRENCY CONTRACT BUY INR SELL USD CONTRACT

OWS Type Settle Date Selection Method 1/3 1/3 1/12 1/18 1/18 1/18 1/24 1/27 1/30 Corporate Interest Interest Income Corporate Interest FX Fwd Contract FX Fwd Contract Accrued Int Paid Accrued Int Recd Spot FX Interest Income Total Inflows & Outflows Description AMERICAN CAPITAL LTD 8.96% DEC

E 12/02/2011 MATURITY DEAL 41129331 JPMORGAN CHASE BANK TRADE DATE 07/13/11 AS OF 12/02/11 (ID: CFCONT-GM-6) 12/9 12/9 12/9 12/9 12/12 12/15 FX Fwd Contract FX Fwd Contract FX Fwd Contract FX Fwd Contract Corporate Interest Foreign Dividend SETTLE FORWARD CURRENCY CONTRACT BUY INR SELL USD CONTRACT

MORGAN SECURITIES LLC (BIDL) TRADE DATE 08/13/12 FACE VALUE 3,412,000.00 (ID: 576434-EY-6) 8/22 8/23 8/23 8/27 8/27 8/27 Corporate Interest FX Fwd Contract FX Fwd Contract Corporate Interest Corporate Interest Corporate Interest AMERICAN CAPITAL LTD 8.96% DEC 31 2013 DTD 06/28/2010 (ID: 02503Y-AF-0

0-AK-4) 12/17 12/17 12/17 12/18 12/18 12/19 12/19 12/26 Interest Income Div Domest Corporate Interest Foreign Interest Foreign Interest FX Fwd Contract Spot FX Corporate Interest REGIONS FINANCIAL CORP PFD 6.375% PERPETUAL @ 0.19479 PER SHARE (ID: 7591EP-30-8) GENERAL ELEC CAP CORP 7.125% DEC 15

C ACCT. For the Period 2/1/12 to 2/29/12 INFLOWS & OUTFLOWS Type Settle Date Selection Method 2/6 2/6 2/6 2/10 2/10 2/15 2/15 2/27 2/27 FX Fwd Contract FX Fwd Contract Spot FX Accrued Int Paid Corporate Interest Accrued Int Paid Corporate Interest Accrued Int Paid Accrued Int Recd Total Infl

DEC 25 2034 DTD 12/01/2004 @ 72.75 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 09/13/12 FACE VALUE 3,275,000.00 (ID: 949779-AD-4) 9/21 9/21 9/24 FX Fwd Contract Spot FX Accrued Int Paid SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL USD CONTRACT RATE : 13.212400000 TRADE 8/17/12 VALUE 9/21/12 (ID: OMXNPR-

Selection Method 3/1 3/1 3/1 3/5 3/6 3/6 3/12 3/15 3/15 Corporate Interest Interest Income Div Domest Accrued Int Recd FX Fwd Contract FX Fwd Contract Corporate Interest Foreign Dividend Spot FX Description AMERICAN AXLE & MFG INC 7 7/8% MAR 1 2017 DTD 2/27/2007 (ID: 02406P-AF-7) DEPOSIT SWEE

0.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 04/02/12 FACE VALUE 8,000,000.00 (ID: 81743P-AH-9) 6/11 6/11 6/11 6/11 6/12 6/15 6/20 6/20 FX Fwd Contract FX Fwd Contract Corporate Interest Corporate Interest Corporate Interest Foreign Dividend Corporate Interest Corporate Interest SETTLE FORWAR

nding relieving assets from your Portfolio Activity Detail - Mexican INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 7/23 7/23 FX Fwd Contract Spot FX Total Inflows & Account Description SETTLE FORWARD CURRENCY CONTRACT USD CONTRACT RATE : 13.735000000 VALUE 7/23/12 (ID: OMXNPR-AA-7)

d 3/1/13 to 3/31/13 Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 3/12 3/12 3/29 FX Fwd Contract FX Fwd Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL CAD CONTRACT RATE : 93.384900000 TRADE 2/07/13 VALUE 3/12/13 (ID: OCAD

he Period 4/1/13 to 4/30/13 Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 4/8 4/8 FX Fwd Contract FX Fwd Contract Total Inflows & Outflows SECURITIES TRANSFERRED IN/OUT Notes: Settle Date Selection Method Securities Transferred Out 4/22 Fr

lection Method Income 10/1 10/28 Interest Income Foreign Interest Total Income Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 10/8 10/8 10/8 10/8 FX Fwd Contract FX Fwd Contract Spot FX Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1

PANY INC OGB: JPMCLEARING CORP METROTECH CENTER REF: SOUTHERN TRUST COMPANY INC TRN: 0835600331JJ Foreign Exchange - Inflows Spot FX 11/5 11/8 FX Fwd Contract Quantity Cost Amount 80,428.15 SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.594600000 DEAL 11/01/13 (2,000,000.000 ) (3,

CE OF $5,395,628.58 AS OF 09/01/13 Quantity Cost Per Unit Amount Amount 45.15 Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 9/3 9/3 9/3 9/3 9/9 FX Fwd Contract FX Fwd Contract FX Fwd Contract FX Fwd Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY USD S

antity Cost Per Unit Amount Amount 19.27 Type Settle Date Selection Method Foreign Exchange - Inflows Spot FX 8/22 8/26 8/26 8/26 8/30 FX Fwd Contract Spot FX Spot FX Spot FX Description SPOT CURRENCY TRANSACTION - SELL BUY USD SELL JPY EXCHANGE RATE 97.340000000 DEAL 08/20/13 VALUE 08/22/13

Selection Method Income 2/3 2/21 Interest Income Interest Income Total Income Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 2/6 2/10 2/12 2/12 Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 102.820000000 TRADE 1/30/14 VALUE 2/06/14 (I

LANCE OF $981,513.01 AS OF 01/01/14 Quantity Cost Per Unit Amount Amount 8.13 Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 1/17 1/31 FX Fwd Contract Total Foreign Exchange - Inflows Type Settle Date Selection Method Foreign Exchange - Outflows Spot FX 1/17 Descr

LANCE OF $802,489.52 AS OF 12/01/13 Quantity Cost Per Unit Amount Amount 6.49 Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 12/6 12/6 12/20 12/20 FX Fwd Contract FX Fwd Contract FX Fwd Contract Total Foreign Exchange - Inflows Description SETTLE FORWARD CURRENCY

E 12/02/2011 MATURITY DEAL 41129331 JPMORGAN CHASE BANK TRADE DATE 07/13/11 AS OF 12/02/11 (ID: CFCONT-GM-6) 12/9 12/9 12/9 12/9 12/12 12/15 FX Fwd Contract FX Fwd Contract FX Fwd Contract FX Fwd Contract Corporate Interest Foreign Dividend SETTLE FORWARD CURRENCY CONTRACT BUY INR SELL USD CONTRACT