NYSE Listed and NYSE Traded Bonds

Bonds list as of05 Dec 2012 for trading on 06 Dec 2012

Symbol
A13 A15 A17 A20 A22 AA/18 AA/28 AA13A AA17 AA18A AA19 AA20 AA21 AA22 AA27 AA37 AAP20 AAP22 ABB/17 ABB/22 ABB/42 ABC15 ABC19 ABC21 ABG17 ABT14 ABT15 ABT16 ABT17 ABT19 ABT20 ABT37 ABT39 ABT40 ABX/13

Name
Agilent Technologies Inc. 2.50% Sr Unsecured 7/15/13 AGILENT TECHNOLOGIES INC SR NT 5.5% 09/14/15 Agilent Technologies 6.5% SR NTS 11/1/17 Agilent Technologies Inc. 5.0% Sr Nts 07/15/20 AGILENT TECHNOLOGIES INC 3.2% 10/01/22 Aluminum Co of America 6.5% NTS 6/15/18 Aluminum Co of America 6.75% NTS 1/15/28 Alcoa Inc. 6% SR NTS 7/15/13 Alcoa Inc 5.55% NTS 2/1/17 Alcoa Inc. 6.75% SR NTS 7/15/18 ALCOA INC NT 5.72% 02/23/2019 ALCOA INC. 6.15% SR NTS 08/15/20 ALCOA INC. 5.4% SR NTS 04/15/21 ALCOA INC NT 5.87% 02/23/2022 Alcoa Inc 5.9% NTS 2/1/27 Alcoa Inc 5.95% NTS 2/1/37 ADVANCE AUTO PARTS INC. 5.75% 05/01/20 Advance Auto Parts Inc. 4.50% 01/15/22 ABB FINANCE USA INC 1.625% 05/08/17 ABB FINANCE USA INC 2.875% 05/08/22 ABB FINANCE USA INC 4.375% 05/08/42 AmerisourceBergen 5.875% NTS 9/15/15 AMERISOURCEBERGEN CORP SR NT 4.875% 11/15/19 AMERISOURCEBERGEN CORP 3.50% SR NTS 11/15/21 Asbury Automotive Group 7.625% GTD NTS 3/15/17 Abbott Laboratories 4.350% NTS 03/15/14 called for redemption ABBOTT LABS FIXED RT 2.7% 05/27/2015 called for redemption Abbott Laboratories 5.875% NTS 05/15/16 called for redemption Abbott Laboratories 5.6% SR NTS 11/30/17 called for redemption ABBOTT LABS SR NT 5.125% 04/01/19 ABBOTT LABS FIXED RT 4.125% 05/27/2020 Abbott Laboratories 6.15% SR NTS 11/30/37 ABBOTT LABS SR NT 6% 04/01/39 ABBOTT LABS FIXED RT NT 5.3% 05/27/2040 Barrick Gold Finance 6.125% GTD NTS 9/15/13

IssueType
Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US

Listed/Traded* Previous Close

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $126.880 28 Dec 2011 $105.710 26 Oct 2012 $117.330 09 Nov 2011 $122.640 26 Oct 2012 $120.490 26 Sep 2012 $109.060 09 Dec 2011 $104.000 30 Nov 2012 $106.150 22 Feb 2012 $109.250 13 Jun 2012 $115.720 21 Sep 2012 $106.400 09 Aug 2012 $110.040 08 Feb 2012 $104.300 23 Nov 2012 $105.650 04 Sep 2012 $103.830 18 Oct 2012 $100.120 07 Nov 2012

ABX/14 ABX/15 ABX/18 ABX/20 ABX/21 ABX/33 ABX/34 ABX/35 ABX/38 ABX/39 ABX/41 ABX16 ABX19 ABX22 ABX34A ACE/14 ACE/15A ACE/15 ACE/17 ACE/18 ACE/29 ACE/36 ACI20 ADI14 ADI16 ADM13 ADM17 ADM18 ADM27A ADM27 ADM29 ADM31 ADM32 ADM35 ADM38 ADM97 AEB13 AEB15 AEE/13A AEE/13 AEE/14 AEE/15 AEE/16A AEE/16B

Barrick Gold Finance 4.875% NTS 11/15/14 Placer Dome Inc 7.750% NTS 06/15/15 Barrick NA Finance 6.8% GTD NTS 9/15/18 BARRICK AUSTRALIA FIN PTY LTD GTD NT 4.95% 01/15/20 BARRICK NA FINANCE LLC 4.40% 05/30/21 PLACER DOME INC DEB 6.375% 03/01/33 Barrick Gold Finance 5.8% NTS 11/15/34 PLACER DOME INC DEB 6.45% 10/15/35 Barrick NA Finance 7.5% GTD NTS 9/15/38 BARRICK AUSTRALIA FIN PTY LTD GTD NT 5.95% 10/15/39 BARRICK NA FINANCE LLC 5.70% 05/30/41 BARRICK GOLD CORP 2.90% 05/30/16 BARRICK GOLD CORP SR NT 6.95% 04/01/19 BARRICK GOLD CORP 3.85% 4/1/22 BARRICK GOLD CORP NT 5.8% 11/15/34 ACE INA Holdings 5.875% GTD NTS 6/15/14 ACE INA Holding 2.6% 11/23/15 Ace INA Holdings 5.6% GTD NTS 5/15/15 ACE INA Holdings 5.7% GTD NTS 2/15/17 ACE INA Holdings 5.8% NTS 3/15/18 ACE INA Holdings 8.875% GTD NTS 8/15/29 Ace INA Holdings 6.7% SR NTS 5/15/36 Arch Coal Inc. 7.25% Sr Nts 10/1/20 ANALOG DEVICES 5.0% SR NTS 07/01/14 Analog Devices, Inc. 3.00% 04/15/16 Archer-Daniels-Midland Co 7.125% DEB 03/01/13 Archer-Daniels-Midland Co 8.375% DEB 04/15/17 Archer Daniels Midland 5.45% NTS 3/15/18 Archer-Daniels-Midland Co 6.750% DEB 12/15/27 Archer-Daniels-Midland Co 7.500% DEB 03/15/27 Archer-Daniels-Midland Co 6.625% DEB 05/01/29 Archer-Daniels-Midland Co 7.000% DEB 02/01/31 Archer-Daniels-Midland Co 5.935% DEB 10/01/32 Archer-Daniels-Midland 5.375% NTS 9/15/35 Archer Daniels Midlands 6.45% SR NTS 1/15/38 Archer-Daniels-Midland 6.95% DEBS 12/15/97 AEGON N V SR NT 4.75% 06/01/13 AEGON N V SR NT 4.625% 12/01/15 CENTRAL ILLINOIS LIGHT 8.875% SR NTS 12/15/13 Union Electric Co 4.650% 1ST 10/01/13 Union Electric Co 5.500% NTS 05/15/14 Union Electric Co 4.750% 1ST 04/01/15 AMEREN UN ELEC SR SEC NT 5.4% 02/01/16 CENTRAL ILL LT CO SR NT 6.2% 06/15/16

Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $133.020 16 Feb 2012 $136.220 22 Nov 2011 $110.720 14 Sep 2011

$120.070 04 Oct 2011

$121.010 20 Jul 2011 $106.960 07 Nov 2012

$89.750 01 Aug 2012

AEE/16 AEE/17A AEE/17B AEE/18A AEE/18B AEE/18C AEE/18D AEE/18 AEE/19 AEE/20A AEE/20 AEE/22 AEE/28 AEE/29 AEE/32 AEE/34 AEE/36A AEE/36 AEE/37 AEE/39 AEE14 AEH/20 AEP/13A AEP/13B AEP/13C AEP/13 AEP/14A AEP/14 AEP/15A AEP/15B AEP/15C AEP/15D AEP/15 AEP/16A AEP/16 AEP/17A AEP/17 AEP/18A AEP/18 AEP/19A AEP/19B AEP/19 AEP/20 AEP/21A

Illinois Power 6.25% NTS 6/15/16 UNION ELEC CO SR SEC NT 6.4% 06/15/17 ILLINOIS POWER CO SR SECD 6.125% 11/15/17 UNION ELEC CO SR SEC NT 6% 04/01/18 AMERENENERGY GENERATING CO SR NT 7% 04/15/18 UNION ELEC CO SR SEC NT 18 08/01/18 ILLINOIS POWER CO SR NT 9.75% 11/15/18 Illinois Power 6.25% SR NTS 4/1/18 Union Electric 6.7% 1st MTG 2/1/19 AMERENENERGY GENERATING CO SR NT-I 6.3% 04/01/20 Union Electric Co 5.000% NTS 02/01/20 AMEREN-ILLINOIS CO. 2.7% 09/01/22 Central Illinois Public Service 6.125% SEC NTS 12/15/28 Cilcorp Inc. 9.375% SR NTS 10/15/29 AMERENENERGY GENERATING CO SR NT-F 7.95% 06/01/2032 Union Electric Co 5.500% 1ST 03/15/34 AMEREN ILL CO SR NT 6.7% 06/15/36 Central Illinois Public Service 6.7% SEC NTS 6/15/36 AMEREN UN ELEC SR SECD NT5.3% 08/01/37 UNION ELECTRIC CO 8.45 SR NTS 03/15/39 AMEREN CORP SR NT 8.875% 05/15/14 Aegon Funding 5.75% BDS 12/15/20 Ohio Power 5.75% SR NTS 9/1/13 COLUMBUS SOUTHERN PWR CO SR NT-A 5.5% 03/01/13 AEP TEX NORTH CO SR NT 5.5% 03/01/13 Ohio Power Co. 5.5% SR NTS 2/15/13 Ohio Power Co. 4.85% SR NTS 1/15/14 Indiana Michigan Power 5.050% SR NTS 11/15/14 SOUTHWESTERN ELEC PWR CO SR NT-C 5.375% 04/15/15 SOUTHWESTERN ELEC PWR CO SR NT-D 4.9% 07/01/15 INDIANA MICH PWR CO SR NT-G 5.65% 12/01/15 APPALACHIAN POWER CO. 3.4% 05/24/2015 Appalachian Power 4.95% SR NTS 2/1/15 Public Service Oklahoma 6.15% SR NTS 8/1/16 Ohio Power Co. 6% SR NTS 6/1/16 Southwestern Electric Power 5.55% SR NTS 01/15/17 Appalachian Power 5% SR NTS 6/1/17 Columbus Southern Power 6.05% SR NTS 5/1/18 Southwestern Electric Power 5.875% SR NTS 3/1/18 INDIANA-MICHIGAN POWER 7.0% SR NTS 03/15/19 PUBLIC SERVICE CO OKLA SR NT 5.15% 12/01/19 Southwestern Electric Power 6.45% SR NTS 1/15/19 APPALACHIAN PWR CO SR NT 7.95% 01/15/20 PUBLIC SERVICE OKLAHOMA 4.4% SR NTS 02/01/21

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$123.620 10 Oct 2012

$98.250 20 Nov 2012

$120.070 03 Aug 2012 $126.710 11 Sep 2012 $96.500 06 Mar 2012

$90.620 26 Sep 2012

$111.240 26 Sep 2012

$115.970 19 Sep 2011

AEP/21B AEP/21 AEP/22 AEP/32 AEP/33A AEP/33B AEP/33C AEP/33D AEP/33 AEP/35A AEP/35 AEP/36A AEP/36 AEP/37A AEP/37B AEP/37 AEP/38 AEP/40 AEP15 AEP17 AEP22 AES/13 AES/14 AES/25 AES14 AES15 AES17 AES20 AET13 AET16 AET17A AET17 AET18 AET20 AET21 AET22 AET23 AET26 AET36A AET36 AET37 AET42A AET42 AF17 AFF/23 AFF/25 AFF/26 AFF/97 AFG19 AFL15

Appalachian Power Company 4.60% 03/30/21 OHIO PWR CO SR NT 5.375% 10/01/21 Southwestern Elec Power Co. 3.55% 02/15/22 KENTUCKY POWER CO SR NT 5.625% 12/01/32 Ohio Power Co. 6.6% SR NTS 2/15/33 Ohio Power Co. 6.375% SR NTS 7/15/33 AEP TEX CENT CO SR NT-B 6.65% 02/15/33 COLUMBUS SOUTHERN PWR CO SR NT-B 6.6% 03/01/33 Appalachian Power 5.95% BDS 5/15/33 COLUMBUS SOUTHERN PWR CO SR NT-F 5.85% 10/01/35 Appalachian Power 5.8% SR NTS 10/1/35 APPALACHIAN PWR CO SR NT-N AMBAC 36 04/01/36 Appalachian Power 6.375% BDS 4/1/36 INDIANA MICH PWR CO SR NT-H 6.05% 03/15/37 PUBLIC SERVICE CO OKLA SR NT-G 6.625% 11/15/37 Appalachian Power 6.7% SR NTS 8/15/37 Appalachian Power 7% NTS 4/1/38 SOUTHWESTERN ELEC PWR CO SR NT-H 6.2% 03/15/40 American Electric Power 5.250% NTS 06/01/15 Called for Redemption American Electric Power 1.65% 12/15/2017 American Electric Power 2.95% 12/15/2022 Dayton Power & Light 5.125% due 10/1/13 AES GENER S A SR NT 7.5% 03/25/14 AES IRONWOOD LLC SR SECD 8.857% 11/30/2025 AES Corp 7.75% SR NTS 3/1/14 AES Corp 7.75% SR NTS 10/15/15 AES Corp 8% SR NTS 10/15/17 AES CORP SR NT 8% 06/01/20 AETNA INC DEB 6.75% 09/15/13 Aetna Inc (NEW) 6% SR NTS 06/15/16 AETNA INC. 1.5% 11/15/17 AETNA INC. 1.75% 05/15/17 Aetna Inc. 6.5% NTS 9/15/18 AETNA INC 3.95% SR NTS 09/01/20 Aetna Inc. 4.125% 06/01/21 AETNA INC 2.75% 11/15/22 AETNA INC DEB 7.25% 08/15/23 AETNA INC GTD DEB 7.625% 08/15/26 AETNA INC GTD DEB 6.97% 08/15/36 Aetna Inc (NEW) 6.625% SR NTS 06/15/36 Aetna Inc. 6.75% SR NTS 12/15/37 AETNA INC. 4.125% 11/15/42 AETNA INC. 4.50% 05/15/42 Astoria Financial Corp 5.00% 06/19/17 SUNAMERICA INC DEB 8.125% 04/28/23 SUNAMERICA INC MTN BE FR 7.05% 12/01/25 SUNAMERICA INC MTN BE FR 7.00% 02/13/26 SUNAMERICA INC DEB 5.6% 07/31/97 AMERICAN FINL GROUP INC OHIO SR NT 9.875% 06/15/2019 AFLAC INC SR NT 3.45% 08/15/2015

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $102.000 05 Oct 2011 $106.500 22 Nov 2011 $109.000 15 Nov 2011 $107.250 24 Apr 2012 $107.620 09 Apr 2012

$124.000 12 Mar 2012

$126.660 19 Jan 2012

AFL17 AFL19 AFL22 AFL39 AFL40 AGN16 AGN20 AGO34 AGP19 AGU17 AGU19 AGU22 AGU27 AGU36 AGU41 AHL14 AHL20 AIG/13A AIG/13B AIG/13C AIG/13D AIG/13R AIG/13S AIG/14 AIG/15A AIG/15 AIG/16A AIG/16 AIG/17B AIG/17 AIG/19A AIG/19 AIG/20 AIG/22A AIG/22 AIG/25 AIG/29 AIG13A

AIG13 AIG14 AIG15A AIG15

AFLAC INC. 2.65% 02/15/17 AFLAC INC SR NT 8.5% 05/15/19 AFLAC INC. 4.00% 02/15/22 AFLAC INC. 6.9% SR NTS 12/17/39 AFLAC INC SR NT 6.45% 08/15/2040 Allergan Inc. 5.75% SR NTS 4/1/16 ALLERGAN INC FIXED RT NT 3.375% 09/15/2020 ASSURED GTY US HLDGS INC SR NT 7% 06/01/34 AMERIGROUP CORP 7.50% SR NTS 11/15/19 Agrium Inc 7.700% DEB 02/01/17 Agrium Inc. 6.75% SR NTS 1/15/19 AGRIUM INC 3.15% 10/01/22 Agrium Inc 7.800% DEB 02/01/27 Agrium Inc 7.125% DEB 05/23/36 AGRIUM INC FIXED RT DEB 6.125% 01/15/2041 ASPEN INS HLDGS LTD SR NT 6% 08/15/14 ASPEN INS HLDGS LTD SR NT 6% 12/15/2020 INTERNATIONAL LEASE FIN MTN BE FR 5.25% 01/10/13 INTERNATIONAL LEASE FIN MTN BE FR 6.375% 03/25/13 INTERNATIONAL LEASE FIN CORP NT 5.875% 05/01/13 INTERNATIONAL LEASE FIN MTN BE FR 5.625% 09/20/13 INTERNATIONAL LEASE FINANCE CORP 6.625% NTS 11/15/13 AMERICAN GEN FIN MEDTM SRNT BE FR 5.85% 06/01/2013 INTERNATIONAL LEASE FIN MTN BE FR 5.65% 06/01/14 INTL LEASE FINANCE CORP 4.875% SR NTS 04/01/15 American General Finance 5.4% NTS 12/1/15 INTL LEASE FINANCE CORP 5.75% SR NTS 05/15/16 AMERICAN GEN FIN MEDTM SRNT BE FR 5.75% 09/15/2016 INTL LEASE FINANCE CORP 8.875% SR NTS 09/01/17 American General Finance 6.5% BDS 9/15/17 INTL LEASE FINANCE CORP 5.875% SR NTS 04/01/19 INTL LEASE FINANCE CORP 6.25% SR NTS 05/15/19 INTL LEASE FINANCE CORP. 8.25% SR NTS 12/15/20 INTL LEASE FINANCE CORP 5.875% 08/15/22 INTL LEASE FINANCE CORP. 8.625% 01/15/22 American General Corp 7.5% due 7/15/25 AMERICAN GENERAL CORP SR NT 6.625% 02/15/29 AMERICAN INTERNATIONAL GROUP INC, NEW YORK, NY SR NT 5.9% 12/15/2013 American Intl Group 4.250% NTS 05/15/13 AMERICAN INTL GROUP 3.65% SR NTS 01/15/14 American Int'l Group, Inc 2.375% 08/24/15 AMERICAN INTL GROUP INC NT 5.05% 10/01/2015

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$95.990 26 Feb 2011 $110.200 05 Aug 2011 $106.260 04 Aug 2011

$135.460 25 Oct 2012

$102.000 28 Sep 2012 $101.000 29 Jul 2011 $97.380 19 Sep 2011 $104.000 29 Jun 2012 $95.500 15 Jun 2012 $101.500 29 Apr 2011

$80.000 06 Jun 2012 $95.000 28 Oct 2011

$117.880 31 Jul 2012 $82.000 02 Aug 2012

$90.500 07 Dec 2011 $118.500 03 Aug 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded

$100.480 15 Sep 2011 $103.000 14 Jul 2011

$107.000 18 Jul 2012

AIG16A

AMERICAN INTL GROUP 4.875% 09/15/16 AIG16 American Intl Group 5.6% NTS 10/18/16 AIG17A AMERICAN INTL GROUP 3.80% 03/22/17 AIG17 American International Group 5.45% MTNs 05/18/2017 AIG18A AMERICAN TOWER CORP SR NT 7.25% 05/15/2019 AIG18 American International Group 5.85% MTNs 1/16/18 AIG20 AMERICAN INTL GROUP 6.4% SR NTS 12/15/20 AIG22 AMERICAN INTL GROUP 4.875% 06/01/22 AIG36A AMERICAN INTL GROUP INC NT 8.25% 08/15/2018 AIG36 AMERICAN INTL GROUP INC NT 6.25% 05/01/2036 AIG37 AMERICAN INTL GROUP 6.25% JR SUB 03/15/37 AIG58 AMERICAN INTL GROUP 8.175% JR SUB DEBS 05/15/58 AIG67BP AMERICAN INTL GROUP BRITISH POUNDS FIXED TO FLOATING RATE DEBS DUE 3/15/67 AIG67EU AMERICAN INTL GROUP FIXFLOATING RATE EUROS DUE 3/15/67 AIQ16 ALLIANCE HEALTHCARE SVCS INC SR NT 8% 12/01/2016 AIZ14 Assurant Inc 5.625% SR NTS 02/15/14 AIZ34 Assurant Inc 6.750% SR NTS 02/15/34 AKO.A27 EMBOTELLADORA ANDINA SA 7 5/8 % NOTES 1997-1.10.27 GLOBAL 7.625% 10/01/2027 AKO.A97 EMBOTELLADORA ANDINA S A DEB DTD 10/03/97 7.875% 10/01/2097 AKS20 AK STEEL CORP 7.625% 05/15/20 ALB20 ALBEMARLE CORP SR NT 4.5% 12/15/2020 ALJ/14 ALON REFNG KROTZ SPRINGS INC SR NT 13.5% 10/15/14 ALL/13 Allstate Life Global 5.375% MTNs 4/30/13 ALL13 Allstate Corp 7.500% DEB 06/15/13 ALL14A ALLSTATE CORP SR NT 6.2% 05/16/14 ALL14 Allstate Corp 5.000% SR NTS 08/15/14 ALL18 Allstate Corp 6.750% SR DEB 05/15/18 ALL19 ALLSTATE CORP SR NT 7.45% 05/16/19 ALL32 Allstate Corp 6.125% SR NTS 12/15/32 ALL33 Allstate Corp 5.350% SR NTS 06/01/33 ALL35 Allstate Corp 5.55% SR NTS 5/9/35 ALL36 Allstate Corp 5.95% SR NTS 04/01/36 ALL38 Allstate Corp 6.900% SR DEB 05/15/38 ALL42 ALLSTATE CORP 5.2% SR NTS 01/15/42 ALLY-B14 ALLY FINANCIAL INC. 4.50% 02/11/14 ALLYALLY FINANCIAL INC. 8.3% 02/12/15 B15A ALLY-B15 Ally Financial Inc. 4.625% 06/26/15 ALLY-B16 Ally Financial Inc 3.125% 01/15/2016 ALLYALLY FINANCIAL INC. 6.25% B17A 12/01/17 ALLY-B17 Ally Financial Inc. 5.50% 02/15/17 ALLYALLY FINANCIAL INC. 8.0% B20A 03/15/20 ALLY-B20 ALLY FINANCIAL INC. L 7.50% 09/15/20 ALP16 Alabama Power 5.2% SR NTS 1/15/16 ALP17A Alabama Power 5.5% SR NTS 10/15/17 ALP19 Alabama Power 5.125% SR NTS 2/15/19

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Non-US Currency Denominated Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE $116.890 10 Oct 2012 $99.250 22 Nov 2011 $112.650 30 Nov 2012 $116.500 16 Feb 2012 $93.000 22 Nov 2011 $80.000 16 Nov 2011 $89.250 08 Dec 2011 $99.500 23 Sep 2011 $106.890 14 Sep 2012

NYSE Traded Traded Traded Traded $74.880 24 Apr 2012 $104.500 19 Jan 2012 $103.000 18 Jan 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $103.000 03 Jul 2012 $106.110 07 Oct 2011 $89.500 03 Oct 2012

$110.740 03 Nov 2011

$96.880 15 Apr 2011

ALP22 ALP33A ALP33 ALP35 ALR16A

ALR16 ALR18 ALU28 ALU29 AM21 AM28 AMD17 AMD20 AMP15 AMP19 AMP20 AMT15 AMT17 AMT18 AMT19 AMT20 AMT21 AMT22 AMX14 AMX15A AMX15 AMX16 AMX17 AMX19 AMX20 AMX22 AMX35 AMX37 AMX40 AMX42 AN18 ANR/14 ANR19 ANR21 ANT14A

Alabama Power 5.875% SR NTS 12/1/22 Alabama Power 5.6% SR NTS 3/15/33 Alabama Power 5.7% SR NTS 2/15/33 Alabama Power 5.65% SR NTS 3/15/35 INVERNESS MEDICAL INNOVATIONS 7.875% SR NTS 02/01/16 ALLERE INC.. 9.00% SUB NTS 05/15/16 ALERE INC SR SUB NT 8.625% 10/01/2018 LUCENT TECHNOLOGIES INC DEB 6.5% 01/15/28 LUCENT TECHNOLOGIES INC DEB 6.45% 03/15/29 American Greetings 7.375% 12/1/21 American Greetings Corp 6.100% NTS 08/01/28 ADVANCED MICRO DEVICES INC SR NT 8.125% 12/15/2017 ADVANCED MICRO DEVICES INC SR NT 7.75% 08/01/2020 Ameriprise Financial 5.65% due 11/15/15 AMERIPRISE FINL INC SR NT 7.3% 06/28/19 AMERIPRISE FINL INC SR NT 5.3% 03/15/20 AMERICAN TOWER CORP SR NT 4.625% 04/01/15 AMERICAN TOWER CORP SR NT 7% 10/15/17 INVESCO LTD SR NT 5.375% 02/27/2013 Called for Redemption AMERICAN TOWER CORP FIXED RT SR NT 4.5% 01/15/2018 AMERICAN TOWER CORP 5.05% SR NTS 09/01/20 AMERICAN TOWER CORP. 5.90% 11/01/21 AMERICAN TOWER CORP. 4.7% SR NTS 03/15/22 AMERICA MOVIL SAB DE CV GTD SR 5.5% 03/01/14 AMERICA MOVIL SAB DE CV GTD SR NT 3.625% 03/30/2015 America Movil SA 5.75% NTS 1/15/15 AMERICA MOVIL, S.A.B. DE C.V. 2.375% SR NTS 09/08/16 America Movil SA 5.625% GTD NTS 11/15/17 AMERICA MOVIL SAB DE CV GTD SR NT 5% 10/16/2019 AMERICA MOVIL SAB DE CV GTD SR NT 5% 03/30/2020 America Movil S.A.B de C.V 3.125% 07/16/22 America Movil SA 6.375% NTS 3/1/35 America Movil SA 6.125% GTD NTS 11/15/37 AMERICA MOVIL SAB DE CV GTD SR NT 6.125% 03/30/2040 America Movil S.A.B de C.V 4.375% 07/16/42 AUTONATION INC. 6.75% Company Guarnt 04/15/2018 FOUNDATION PA COAL CO GTD SR NT7.25% 08/01/14 Alpha Natural Resources, Inc. 6.00% 06/01/19 Alpha Natural Resources, Inc. 6.25% 06/01/21 ABBEY NATIONAL TREASURY SERVICES PLC FLOATING RATE NTS 1.85375% 04/25/14

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded NYSE Traded Traded Traded NYSE Traded Traded Traded Traded NYSE $86.760 11 Jun 2012 $89.500 21 Sep 2012 $108.000 07 Jun 2012 $110.650 09 Aug 2011 $101.000 15 Dec 2011 $101.370 19 Oct 2011 $105.410 28 Nov 2011 $116.380 26 Mar 2012 $92.500 22 Oct 2012 $101.000 03 Oct 2012 $66.250 30 Nov 2012 $65.250 17 Oct 2012

ANT14 ANT16 AOI16 AON12 AON15 AON16 AON20 AON27 AON40 APA/15 APA/29 APA13A APA13 APA17A APA17 APA18A APA18 APA19 APA21 APA22 APA23 APA26A APA26 APA37 APA40 APA42 APA43 APA47 APA96 APC/24 APC/27 APC/31A APC/31 APC14A APC14 APC16 APC17 APC19A APC19 APC27 APC28 APC29 APC36 APC39

ABBEY NATIONAL TREASURY SERVICES PLC 2.875% 04/25/14 ABBEY NATIONAL TREASURY SERVICES PLC 4.000% NTS 04/27/16 ALLIANCE ONE INTL INC. 10% 07/15/16 Aon Corporation 7.375% SR NTS 12/14/12 AON CORP FIXED RT SR NT 5% 09/30/2020 AON CORP 3.125% SR NTS 05/27/16 ARCH COAL INC SR NT 8.75% 08/01/2016 AON CORP FIXED RT SR NT 6.25% 09/30/2040 AON CORP FIXED RT SR NT 3.5% 09/30/2015 Apache Finance Canada 4.375% GTD NTS 5/15/15 APACHE FINANCE CAN 7.75% NTS 12/15/2029 Apache Corp 6% NTS 9/15/13 Apache Corporation 5.25% SR NTS 4/15/13 APACHE CORP 1.75% SR NTS 04/15/17 Apache Corporation 5.625% NTS 1/15/17 Apache Corp 6.9% NTS 9/15/18 Apache Corporation 7.000% SR NTS 02/01/18 Apache Corporation 7.625% SR NTS 07/01/19 APACHE CORP 3.625% SR NTS 02/01/21 APACHE CORP. 3.25% 04/15/22 Apache Corporation 2.625% 01/15/2023 Apache Corporation 7.950% NTS 04/15/26 Apache Corporation 7.700% DEB 03/15/26 Apache Corporation 6% NTS 1/15/37 APACHE CORP 5.1% SR NTS 09/01/40 APACHE CORP 5.25% SR NTS 02/01/42 APACHE CORP. 4.75% 04/15/43 Apache Corporation 7.375% DEB 08/15/47 APACHE CORP DEB 7.625% 11/01/96 Kerr-McGee 6.95% due 7/1/24 Kerr-McGee 7.125% due 10/15/27 Anadarko Finance 7.5% due 5/1/2031 Kerr-McGee 7.875% due 9/15/31 ANADARKO PETE CORP SR NT 5.75% 06/15/14 ANADARKO PETE CORP SR NT 7.625% 03/15/14 Anadarko Petroleum 5.95% SR NTS 9/15/16 ANADARKO PETROLEUM CORP 6.375% SR NTS 09/15/17 ANADARKO PETE CORP SR NT 6.95% 06/15/19 ANADARKO PETE CORP SR NT 8.7% 03/15/19 Anadarko Petroleum Corp 7.000% DEB 11/15/27 Anadarko Petroleum Corp 6.625% DEB 01/15/28 Anadarko Petroleum Corp 7.200% DEB 03/15/29 Anadarko Petroleum 6.45% SR NTS 9/15/36 ANADARKO PETE CORP SR NT 7.95% 06/15/39

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$99.500 13 Feb 2012 $103.360 06 Sep 2012 $102.000 15 Nov 2012

$100.290 22 Sep 2011 $95.500 18 Jul 2012

$105.600 04 Oct 2011 $108.330 31 Jul 2012

$126.050 27 Dec 2011 $106.750 15 Sep 2011

$116.080 27 Sep 2011

$108.230 23 Nov 2011 $114.540 27 Jul 2011 $115.000 19 Jul 2012 $121.730 31 Oct 2012 $119.260 09 Jan 2012 $129.900 10 Nov 2011

$115.510 29 Jun 2012

APC40 APC96A APC96 APD13 APD16A APD16 APD19 APD21A APD21 APD26B APD26C APD26 APH14 APH22 APL18 APU/20 APU/22 APU19 ARG13 ARG14 ARG15 ARG16 ARG22 ARW13 ARW15A ARW18 ARW20 ARW21A ARW27 ASH/27 ATI/25 ATI19 ATI21 ATK20 ATO/41 ATO14 ATO17 ATO19 ATO28 ATO34 ATW20 AU/20 AU/22

ANADARKO PETROLEUM CORPORATION SR NT 6.2% 03/15/40 ANADARKO PETE CORP DEB 7.25% 11/15/96 ANADARKO PETE CORP NT 7.73% 09/15/96 Air Products & Chemicals 4.15% SR NTS 2/1/13 Air Products & Chemicals 2.00% 08/02/16 AIR PRODS & CHEM INC MTNS BE FR 7.25% 04/15/2016 AIR PRODS & CHEMS INC SR NT 4.375% 08/21/19 AIR PRODUCTS & CHEMICALS 3.0% SR NTS 11/03/21 AIR PRODUCTS & CHEMICALS INC 8 3/4% 4/15/21 AIR PRODS & CHEM INC MTNS BE FR 7.56% 05/29/2026 AIR PRODS & CHEM INC MTNS BE FR 7.80% 06/15/2026 Air Products & Chemicals 7.340% DEB 06/15/26 AMPHENOL CORP NEW SR NT 4.75% 11/15/14 Amphenol Corporation 4.00% 02/01/22 ATLAS PIPELINE PARTNERS L P SR NT 8.75% 06/15/18 Amerigas Finance LLC 6.75% 05/20/20 Amerigas Finance LLC 7.00% 05/20/22 Amerigas Part/Fin Corp 6.25% 08/20/19 AIRGAS INC SR NT 2.85% 10/01/13 AIRGAS INC GTD SR NT 4.5% 09/15/14 AIRGAS INC. 3.25% SR NTS 10/01/15 AIRGAS INC 2.95% SR NTS 06/15/16 Airgas Inc. 2.9% 11/15/22 Arrow Electronics 6.875% NTS 07/01/13 ARROW ELECTRONIC INC. 3.375% SR NTS 11/01/15 Arrow Electronics 6.875% SR DEB 06/01/18 ARROW ELECTRS INC NT 6% 04/01/20 ARROW ELECTRONICS INC NT 5.125% 03/01/2021 Arrow Electronics 7.500% SR DEB 01/15/27 HERCULES INC DEB 6.6% 08/01/2027 ALLEGHENY LUDLUM CORP DEB 6.95% 12/15/25 ALLEGHENY TECHNOLOGIES 9.375% SR NTS 06/01/19 ALLEGHENY TECHNOLOGIES 5.95% SR NTS 01/15/21 ALLIANT TECHSYSTEMS INC SR SUB NT 6.875% 09/15/2020 Atmos Energy Corp. 5.50% 06/15/41 Atmos Energy Corp 4.950% SR NTS 10/15/14 ATMOS ENERGY CORP SR NT 6.35% 06/15/17 ATMOS ENERGY 8.50% SR NTS 03/15/19 ATMOS ENERGY CORP 6 3/4% DEB 07/15/2028 Atmos Energy Corp 5.950% SR NTS 10/15/34 Atwood Oceanics Inc. 6.50% 02/1/20 Anglogold Ashanti Holdings PLC 5.375% NTS 4/15/2020 AngloGold Ashanti Holdings plc 5.125% Notes 08/01/22

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded NYSE NYSE

$121.030 16 Jul 2012

$103.870 04 Nov 2011

$105.660 25 Jul 2011

$104.000 30 Apr 2012 $101.750 24 Apr 2012

$108.000 23 Aug 2011

$103.220 14 Nov 2012

$112.940 20 Nov 2012 $102.900 09 Aug 2011

$97.800 01 Dec 2011

AU/40 AV15 AVA18 AVA19 AVA35 AVB13 AVB14 AVB16 AVB20 AVB21 AVB22 AVP13A AVP13 AVP14 AVP18A AVP18 AVP19 AVT14 AVT15 AVT16 AVT20 AVT22 AVY13 AVY20A AVY20 AVY25A AVY25 AVY33 AWH16 AWH20 AWK/17 AWK/37 AWK/38A AWK/38 AWR/29 AWR/30 AWR/31 AWR/41 AXE/15A AXE/15 AXE/19 AXL17 AXL19 AXL22 AXP/12A AXP/12

Anglogold Ashanti Holdings PLC. 6.5% Notes Due 4/15/2040 AVAYA INC. 9.75% 11/01/15 Avista Corp. 5.95% 1st MTG NTS 6/1/18 Avista Corp 5.450% 1ST 12/01/19 Avista Corp 6.25% 1st mtg 12/1/35 AvalonBay Communities 4.95% NTS 3/15/13 AvalonBay Communities 5 3/8% NTS 4/15/14 AvalonBay Communities 5.75% MTNS 9/15/16 AVALONBAY COMMUNITIES 6.1% SR NTS 03/15/20 AVALONBAY COMMUNITIES 3.95% SR NTS 01/15/21 AVALONBAY COMMUNITIES INC 2.95% 09/15/2022 Avon Products 4.8% NTS 3/1/13 Avon Products Inc 4.625% NTS 05/15/13 AVON PRODS INC NT 5.625% 03/01/14 Avon Products 5.75% NTS 3/1/18 Avon Products Inc 4.200% NTS 07/15/18 AVON PRODS INC NT 6.5% 03/01/19 Avnet Incorporated 5.875% NTS 3/15/14 Avnet Incorporated 6% NTS 9/1/2015 Avnet Incorporated 6.625% NTS 09/15/16 AVNET INC. 5.875% SR NTS 06/15/20 AVNET INC 4.875% 12/01/22 Avery Dennison 4.875% NTS 1/15/13 AVERY DENNISON CO MTN BE FR 7.56 % 06/01/2020 AVERY DENNISON CORP SR NT 5.375% 04/15/20 AVERY DENNISON CO MTN BE FR 7.54% 05/26/2025 AVERY DENNISON CO MTN BE FR 7.56% 05/23/2025 Avery Dennison 6% BDS 1/15/33 Allied World Assurance 7.5% due 8/1/16 ALLIED WORLD 5.50% SR NTS 11/15/20 American Water Capital 6.085% SR NTS 10/15/17 American Water Capital 6.593% SR NTS 10/15/37 AMERICAN WATER 8.25% SR NTS 12/01/38 American Water Capital 10% SR Monthly NTS 12/1/38 SOUTHERN CALIFORNIA WTR CO MTN FR 6.59% 01/25/29 SOUTHERN CALIFORNIA WTR CO MTN FR 7.875% 12/01/30 SOUTHERN CALIF WTR CO NT 7.23% 12/15/31 Gold State Water Co. 6.00% SR NTS 04/15/41 ANIXTER INC GTD SR NT 10% 03/15/14 Anixter Inc. 5.95% GTD NTS 3/1/15 ANIXTER INC. 0.625% 05/01/19 American Axle & Mfg. 7.875% GTD NTS 3/1/17 AMERICAN AXLE & MFG INC. 7.75% 11/15/19 AMERICAN AXLE & MFG INC 6.625% 10/15/2022 AMERICAN EXPRESS CR CORP INTER FR 2.5% 12/15/12 AMERICAN EXPRESS CR CORP INTER FR 2.5% 12/15/12

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$99.130 03 Dec 2012 $90.000 17 Oct 2012

$107.340 27 Oct 2011

$105.000 14 Sep 2012 $107.750 30 Apr 2012

AXP/13A AXP/13B AXP/13C AXP/13D AXP/13 AXP/14A AXP/14 AXP/15A AXP/15B AXP/15C AXP/15D AXP/15E AXP/15F AXP/15 AXP/16 AXP/17A AXP/17B AXP/17 AXP13 AXP14 AXP16 AXP17 AXP18 AXP19 AXP38 AXP66 AXS/20 AXS14 AYR18 AZN/23 AZN14 AZN17 AZN19 AZN37 AZN42 AZO13 AZO14 AZO15A AZO15 AZO16 AZO18 AZO20 AZO22 AZO23

American Express Credit 7.3% MTNs 8/20/13 AMERICAN EXPRESS BK FSB MTN FR 5.5% 04/16/2013 AMERICAN EXPRESS CR CORP INTER FR 6.25% 09/15/13 AMERICAN EXPRESS CR CORP INTER FR 6.25% 09/15/13 American Express Credit 5.875% MTNs 5/2/13 AMERICAN EXPRESS CR CORP INTER FR 3.5% 12/15/14 AMERICAN EXPRESS CREDIT CO 5.125% SR NTS 08/25/14 AMERICAN EXPRESS CR CORP INTER FR 6.9% 09/15/15 AMERICAN EXPRESS CR CORP INTER FR 6.65% 09/15/15 AMERICAN EXPRESS CR CORP INTER FR 6.65% 09/15/15 Amer Express Credit Corp. 2.75% Medium-Term Sr Nts, Series D 09/15/15 AMERICAN EXPRESS CREDIT 1.75% 06/12/15 AMERICAN EXPR CENTURION .875% 11/13/15 American Express Credit 5.3% NTS 12/2/15 AMERICAN EXPRESS CREDIT 2.8% SR NTS 09/19/16 AMERICAN EXPRESS CENTURION MTN FR 5.95% 06/12/2017 AMERICAN EXPRESS CENTURION 6.00% 09/13/17 AMERICAN EXPRESS BK FSB MTN FR 6% 09/13/2017 American Express Co 4.875% NTS 07/15/13 AMERICAN EXPRESS CO SR NT 7.25% 05/20/14 American Express Co 5.5% SR NTS 9/12/16 American Express 6.15% SR NTS 8/28/17 American Express 7% SR NTS 3/19/18 AMERICAN EXPRESS CO SR NT 8.125% 05/20/19 American Express 8.15% SR NTS 3/19/38 American Express Co 6.8% VAR NTS 9/1/66 AXIS SPECIALTY FINANCE LLC SR NT 5.875% 06/01/20 AxisCapital 5.75% NTS 12/1/14 AIRCASTLE LTD SR NT 9.75% 08/01/2018 ZENECA WILMINGTON INC GTD DEB 7% 11/15/23 ASTRAZENECA PLC 5.40% NTS 06/01/2014 Astrazeneca 5.9% SR NTS 9/15/17 ASTRAZENECA PLC 1.95% 09/18/19 Astrazeneca PLC 6.45% SR NTS 9/15/37 ASTRAZENECA PLC 4.00% 09/18/42 AutoZone Inc 4.375% SR NTS 06/01/13 AUTOZONE INC SR NT 6.5% 01/15/14 AUTOZONE INC. 5.75% SR NTS 01/15/15 AutoZone Inc 5.500% SR NTS 11/15/15 Autozone Inc. 6.95% SR NTS 6/15/16 AUTOZONE INC SR NT 7.125% 08/01/18 AUTOZONE INC. 4.0% SR NTS 11/15/20 AUTOZONE INC 3.7% 04/15/22 AUTOZONE INC. 2.875% 01/15/23

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded

$108.490 03 Jan 2012 $106.160 22 Aug 2011

$106.000 24 Oct 2011

$108.100 24 Oct 2012

$101.060 26 Oct 2011

$109.980 31 Oct 2012 $113.750 26 Aug 2011 $115.930 03 Nov 2011 $126.680 01 Oct 2012 $127.280 20 Oct 2011 $137.410 05 Dec 2011

$108.210 05 Oct 2012 $122.240 24 Sep 2012 $101.930 11 Oct 2012 $126.300 08 Aug 2011 $104.470 06 Nov 2012 $112.220 29 Aug 2011

$112.690 03 May 2012

BA/13A BA/13 BA/14 BA/16 BA/18 BA12A BA13A BA14A BA14 BA15 BA16 BA19A BA19 BA20 BA21 BA24 BA25 BA31A BA31 BA33 BA38 BA39 BA40 BA42 BA43A BA43 BAC/13A BAC/13B BAC/13D BAC/13 BAC/14A BAC/14C BAC/14 BAC/15A BAC/15B BAC/15C BAC/15D BAC/15E BAC/15 BAC/16A BAC/16C BAC/16 BAC/17A BAC/17B BAC/17C BAC/17D BAC/17E BAC/18A BAC/18B BAC/18C

Boeing Capital Corp 5.800% SR NTS 01/15/13 BOEING CAP CORP INTERNOTES FR 4.75% 05/15/13 BOEING CAP CORP SR MTN BE FR 7.58% 05/15/2014 Boeing Capital Corp. 2.125% 08/15/16 Boeing Capital Corp. 2.90% 08/15/18 MCDONNELL DOUGLAS FIN SRMTN BE FR 7.375% 12/18/2012 Boeing Company 5.125% NTS 02/15/13 BOEING CAPITAL CORP 3.25% SR NTS 10/27/14 BOEING CO 5.0% SR NTS 03/15/14 BOEING CO SR NT 3.5% 02/15/15 BOEING CO SR NT 3.75% 11/20/16 BOEING CAPITAL CORP 4.7% SR NTS 10/27/19 BOEING CO 6.0% NTS 03/15/19 BOEING CO SR NT 4.875% 02/15/20 Boeing Company 8.750% DEB 08/15/21 Boeing Company 7.950% DEB 08/15/24 Boeing Company 7.250% DEB 06/15/25 Boeing Company 8.625% DEB 11/15/31 Boeing Company 8.750% DEB 09/15/31 Boeing Company 6.125% NTS 02/15/33 Boeing Company 6.625% DEBS 02/15/38 BOEING CO 6.875% SR NTS 03/15/39 BOEING CO SR NT 5.875% 02/15/40 BOEING CO DEB 7.5% 08/15/42 Boeing Company 6.875% DEB 10/15/43 Boeing Company 7.875% DEB 04/15/43 Merrill Lynch 6.15% NTS 4/25/13 MBNA CORP SR MTN BE FR 6.125% 03/01/2013 COUNTRYWIDE HOME LOANS MTN BE FR 6.73% 04/17/13 Merrill Lynch 5.45% NTS 2/5/13 Merrill Lynch & Co Inc 5% NTS 2/3/14 MERRILL LYNCH CO INC MTN BE FR 4.9325% 10/28/14 Merrill Lynch & Co Inc 5.45% MTNs 7/15/14 NationsBank Corp 7.75% NTS 8/15/15 Merrill Lynch & Co Inc 5.3% NTS 9/30/2015 MERRILL LYNCH CO INC MTN BE FR 4.7725% 06/16/15 NCNB CORP SUB NT 10.2% 07/15/15 MBNA CORP SR MTN BE FR 5% 06/15/2015 Merrill Lynch & Co Inc 5% MTNs 1/15/2015 NationsBank Corp 7.8% NTS 9/15/16 Countrywide Financial 6.25% NTS 5/15/16 Merrill Lynch 6.05% NTS 5/16/16 Merrill Lynch 6.4% NTS 8/28/17 BANK AMER CHRLT NC MTN SB FR 5.3% 03/15/17 BANK AMER CHRLT NC MTN FR 6.1% 06/15/17 MERRILL LYNCH & CO INC BRL$ 10.71% 03/08/2017 MERRILL LYNCH & CO INC SUB NT 5.7% 05/02/2017 Merrill Lynch & Co Inc 6.875% NTS 11/15/18 Merrill Lynch & Co Inc 0% NTS 09/25/18 Merrill Lynch 6.875% NTS 4/25/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $104.740 30 Sep 2011 $91.690 12 Dec 2011 $94.610 29 Nov 2011 $107.190 20 Sep 2012 $110.500 09 Mar 2012 $100.070 16 Aug 2011 $109.550 19 Nov 2012 $117.590 16 Oct 2012 $94.440 15 Nov 2011 $98.750 19 Jan 2012 $100.620 21 Dec 2011 $97.580 29 Sep 2011 $106.520 16 Aug 2011

$114.000 12 Sep 2011

BAC/18D BAC/18 BAC/19 BAC/20 BAC/23 BAC/24 BAC/25 BAC/26A BAC/26C BAC/27A BAC/27 BAC/28A BAC/28B BAC/28C BAC/28 BAC/29A BAC/29B BAC/29 BAC/30 BAC/31A BAC/31 BAC/34 BAC/35A BAC/35 BAC/36B BAC/36 BAC/37A BAC/37 BAC/38A BAC/PF BAC/PG BAC13A BAC13D BAC13 BAC14H BAC14I BAC14 BAC15A BAC15C BAC15D

COUNTRYWIDE HOME LOANS MTN BE CALL 6.% 01/24/18 Merrill Lynch & Co Inc 6.500% NTS 07/15/18 MERRILL LYNCH & CO INC NT 8.4% 11/01/19 COUNTRYWIDE FINL CORP MTN BK CALL 5.25% 05/27/20 COUNTRYWIDE HOME LOANS MTN BE FR 6% 05/16/23 NATIONSBANK CORP MTN SUB NT BE FR 8.57% 11/15/24 NationsBank Corp. 7.25% NTS 10/15/25 COUNTRYWIDE FINL CORP MTN BK CALL 6% 03/16/26 MERRILL LYNCH & CO INC SUB NT 6.22% 09/15/2026 COUNTRYWIDE CAP III SB CAP-B 8.05% 06/15/27 MBNA CAPITAL B FR CAP SEC SER B 02/01/27 Fleet Financial 6.875% SUB DEBS 1/15/28 NationsBank Corp 6.8% NTS 3/15/28 Merrill Lynch & Co Inc 6.750% NTS 06/01/28 Fleet Financial 6.7% SUB DEBS 7/15/28 COUNTRYWIDE HOME LOANS MTN BE FR 6.2% 07/16/29 COUNTRYWIDE HOME LOANS MTN BE FR 6% 07/23/29 COUNTRYWIDE HOME LOANS MTN BE CALL 6.15% 06/25/29 COUNTRYWIDE FINL CORP MTN BK CALL 6% 11/22/30 COUNTRYWIDE FINL CORP MTN BK CALL 5.8% 01/27/31 COUNTRYWIDE FINL CORP MTN BK FR 5.75% 01/24/31 MERRILL LYNCH CO INC MTN BE FR 6.05% 06/01/34 COUNTRYWIDE FINL CORP MTN BK CALL 5% 12/14/35 COUNTRYWIDE FINL CORP MTN BK FR 6% 11/14/35 BANK AMER CHRLT NC MTN FR 6% 10/15/36 COUNTRYWIDE FINL CORP MTN BK CALL 6% 02/08/36 MERRILL LYNCH & CO INC SUB NT 6.11% 01/29/2037 NationsBank Corp. 6.975% NTS 3/7/37 MERRILL LYNCH & CO INC SUB NT 7.75% 05/14/2038 BAC CAPITAL TRUST XIII FLT PFD HITS BAC CAPITAL TRUST XIV FIXED-TO -FLT PFD HITS Bank of America Corp 4.750% SUB NTS 08/15/13 Bank of America Corp. 4.90% 05/01/13 Bank of America Corp 4.875% SR NTS 01/15/13 BANK OF AMERICA CORPORATION NT 5.375% 06/15/2014 Bank of America Corp. 7.375% 05/15/14 Bank of America Corp 5.125% SR NTS 11/15/14 BANK AMER CORP SR INTNOTES BE FR 4.05% 02/15/15 BANK AMER CORP SR INTNOTES BE FR 4.4% 03/15/15 BANK AMER CORP SR INTNOTES BE FR 4.2% 03/15/15

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded $100.110 12 Aug 2011 $100.560 03 Jan 2012 $101.630 19 Sep 2011 $99.380 23 Sep 2011 $104.420 04 Jan 2012 $98.750 23 Sep 2011 $95.500 26 Apr 2012 $95.470 16 Nov 2011 $88.080 22 Nov 2011

$97.280 09 Jan 2012

BAC15E BAC15J BAC15K BAC15L BAC15M BAC15 BAC16B BAC16C BAC16E BAC16F BAC16G BAC16H BAC16I BAC16J BAC16K BAC16 BAC17A BAC17C BAC17D BAC17E BAC17F BAC17 BAC18D BAC18H BAC18I BAC18J BAC18K BAC18L BAC18 BAC19A BAC19C BAC19D BAC19E BAC19I BAC19K BAC19 BAC20D BAC20E BAC21A BAC21 BAC22

BANK AMER CORP SR INTNOTES BE FR 4.25% 05/15/15 BANK OF AMERICA CORP 4.75% SR NTS 08/01/15 BANK OF AMERICA CORP. 3.70% SR NTS 09/01/15 Bank of America Corp. 4.50% 04/01/15 BANK OF AMERICA CORP 1.50% 10/09/15 Bank of America Corp 5.250% SR NTS 12/01/15 BANK AMER CORP SR INTNOTES BE FR 4.75% 02/15/16 BANK AMER CORP SR INTNOTES BE FR 4.35% 02/15/16 BANK AMER CORP SR INTNOTES BE FR 5.45% 09/15/16 BANK AMER CORP SR INTNOTES BE FR 5.15% 09/15/16 Bank Of America Corp. 3.625% 03/17/16 BANK OF AMERICA CORP 6.50% SR NTS 08/01/16 BANK OF AMERICA CORP 5.75% 08/15/16 Bank Of America Corp. 3.75% 07/12/16 BANK OF AMERICA CORP 5.625% SR NTS 10/14/16 Bank of America Corp 6% NTS 06/15/16 BANK AMER CORP SR INTNOTES BE FR 5% 03/15/17 BANK AMER CORP SR INTNOTES BE FR 5.25% 10/15/17 BANK OF AMERICA CORPORATION SUB NT 5.42% 03/15/2017 BANK OF AMERICA CORP 6.0% SR NTS 09/01/17 BANK OF AMERICA CORP 5.75% SR NTS 12/01/17 BANK AMER CORP SR INTNOTES BE FR 4.9% 02/15/17 BANK AMER CORP SR INTNOTES BE FR 5.35% 03/15/18 BANK AMER CORP SUB INTNTS BE FR 6.25% 08/15/18 BANK AMER CORP SUB INTNTS BE FR 6.35% 09/15/18 BANK AMER CORP SR INTNOTES BE FR 5.25% 11/15/18 BANK AMER CORP SR INTNOTES BE FR 5.25% 11/15/18 BANK OF AMERICA CORP 5.65% SR NTS 05/01/18 BANK AMER CORP SUB INTNTS BE CALL 5.45% 01/15/18 Bank of America Corp 5.430% SR NTS 03/23/19 BANK AMER CORP SR INTNOTES BE FR 5.8% 02/15/19 BANK AMER CORP SR INTNOTES BE FR 5.4% 02/15/19 BANK AMER CORP SR INTNOTES BE FR 5.2% 02/15/19 BANK OF AMERICA CORPORATION SUB NT 5.49% 03/15/2019 Bank of America Corp. 7.625% 06/01/19 Bank of America Corp 5.600% SR NTS 03/17/19 BANK AMER CORP SR INTNOTES BE FR 5.5% 03/15/20 Bank of America Corp. 5.625% 07/01/20 Bank of America Corp. 5.00% SR NTS 05/13/21 BANK OF AMERICA CORP. 5.875% SR NTS 01/05/21 Bank of America Corp. 5.70% 01/24/22

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $118.570 05 Dec 2012 $98.420 30 Jan 2012 $118.990 19 Oct 2012 $119.350 02 Oct 2012 $127.460 29 Nov 2012 $95.810 05 Jan 2012 $100.500 20 Apr 2011 $101.620 22 Mar 2012 $96.000 28 Dec 2011 $111.690 06 Sep 2012 $100.260 19 Mar 2012 $112.640 18 Jul 2012 $102.230 06 Mar 2012 $99.570 10 Apr 2012 $97.740 18 Jan 2012 $95.860 28 Nov 2011 $95.650 12 Dec 2011 $96.000 12 Jan 2012 $107.120 23 Oct 2012

$103.990 25 Jun 2012

BAC27H BAC29E BAC29K BAC29 BAC30A BAC30B BAC34 BAC35 BAC37C BAC37H BAC37I

BAC37J

BAC37K BAC38A BAC38B BAC38C BAC38D BAC38E BAC38F BAC38G BAC38H BAC38I BAC38J BAC38K BAC38L BAC38 BAC42 BAM/33 BAM17 BAX13 BAX14 BAX15 BAX18 BAX19 BAX20 BAX22 BAX28 BAX37

BANK AMER CORP SUB INTNTS BE CALL 6.65% 07/15/27 BANK AMER CORP SUB INTNTS BE CALL 5.9% 07/15/29 BANK AMER CORP SUB INTNTS BE CALL 5.5% 10/15/29 BANK AMER CORP SUB INTNTS BE CALL 5.5% 01/15/29 BANK AMER CORP SUB INTNTS BE CALL 5.6% 08/15/30 BANK AMER CORP SUB INTNTS BE CALL 5.5% 08/15/30 BANK AMER CORP SUB INTNTS BE FR 6% 07/15/34 BANK AMER CORP SUB INTNTS BE CALL 6% 12/15/35 BANK AMER CORP SUB INTNTS BE CALL 6.05% 06/15/37 BANK AMER CORP SUB INTNTS BE CALL 6.35% 12/15/37 BANK AMER CORP SUB INTNTS BE CALL 6.15% 12/15/37 called for redemption BANK AMER CORP SUB INTNTS BE CALL 6.12% 12/15/37 called for redemption BANK OF AMERICA CORP 6.50% 09/15/37 BANK AMER CORP SUB INTNTS BE CALL 6.15% 03/15/38 BANK AMER CORP SUB INTNTS BE CALL 6% 03/15/38 BANK AMER CORP SUB INTNTS BE CALL6.375% 06/15/38 BANK AMER CORP SUB INTNTS BE CALL 6.5% 06/15/38 BANK AMER CORP SUB INTNTS BE CALL 6.5% 06/15/38 BANK AMER CORP SUB INTNTS BE CALL 6.25% 06/15/38 BANK AMER CORP SUB INTNTS BE CALL 7% 08/15/38 BANK AMER CORP SUB INTNTS BE CALL 7% 08/15/38 BANK AMER CORP SUB INTNTS BE CALL 7% 08/15/38 BANK AMER CORP SUB INTNTS BE CALL 6.9% 08/15/38 BANK AMER CORP SUB INTNTS BE CALL 6.9% 09/15/38 BANK AMER CORP SUB INTNTS BE CALL 6.8% 09/15/38 BANK AMER CORP SUB INTNTS BE FR 6.05% 02/15/38 BANK OF AMER CRP 5.875% 02/07/42 BRASCAN CORP DEB 7.375% 03/01/33 BROOKFIELD ASSET MGMT INC NT 5.8% 04/25/17 BAXTER INTL INC SR NT 1.8% 03/15/13 BAXTER INTL 4.0% SR NTS 03/01/14 Baxter International 4.625% NTS 03/15/15 Baxter International 5.375% NTS 6/1/18 BAXTER INTL INC SR NT 4.5% 08/15/19 BAXTER INTL INC SR NT 4.25% 03/15/20 BAXTER INTERNATIONAL INC. 2.4% 08/15/22 Baxter International 6.625% DEB 02/15/28 Baxter International 6.25% SR NTS 12/1/37

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

Corporate Bonds

Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $95.500 23 Feb 2012 $126.230 17 Oct 2012

BAX42

BAXTER INTERNATIONAL INC. 3.65% 08/15/42 BBG16 BARRETT BILL CORP SR NT 9.875% 07/15/16 BBG19 BILL BARRETT CORP. 7.625% 10/01/19 BBG22 BILL BARRETT CORP 7.0% 10/15/22 BBT13A BB&T CORPORATION SR NT 3.375% 09/25/13 BBT13 BRANCH BKG & TR CO NC MTN BE FR 4.875% 01/15/13 BBT14A BB&T CORPORATION 2.05% 04/28/14 BBT14 BB&T CORPORATION SR NT 5.7% 04/30/14 BBT15 BB&T Corp 5.200% SUB NTS 12/23/15 BBT16A BRANCH BKG & TR CO WILSON N C CALL5.625% 09/15/2016 BBT16B BB&T CORPORATION 3.2% NTS 03/15/16 BBT16 BB&T CORP 3.95% SR NTS 04/29/16 BBT17A BB&T CORPORATION 2.15% 03/22/17 BBT17 BB&T Corp 4.9% SUB NTS 6/30/17 BBT19A BB&T CORP SB NT 5.25% 11/01/2019 BBT19 BB&T CORPORATION SR NT 6.85% 04/30/19 BBVA/14A BBVA U.S. SENIOR, S.A. UNIPERSONAL FLOATING RATE SR NTS 05/16/14 BBVA/14 BBVA U.S. SENIOR , S.A. UNIPERSONAL 3.250% FIXED RATE SR NTS 05/16/14 BBVA/15 BBVA US SENIOR SA UNIPER 4.664% 10/9/15 BBVA/17 COMPASS BK BIRMINGHAM ALA NT 6.4% 10/01/2017 BBVA/19 BBV INTL FIN LTD GTD SUB NT 7% 12/01/2025 BBVA/20 COMPASS BK BIRMINGHAM ALA SB NT 5.5% 04/01/20 BBVA/26 COMPASS BK BIRMINGHAM ALA SB BK NT 5.9% 04/01/2026 BBVAPRC BBVA International Fixed to Floating Rate GTD Preferred BBY13 BEST BUY INC NT 6.75% 07/15/13 BBY16 BEST BUY COMPANY, INC. 3.75% 03/15/16 BBY21 Best Buy Company Inc. 5.50% 03/15/21 BC23 Brunswick Corp 7.375% DEB 09/01/23 BC27 Brunswick Corp 7.125% NTS 08/01/27 BCR16 CR BARD INC. 2.875% SR NTS 01/15/16 BCR18 CR BARD INC 1.375% 01/15/2018 BCR21 CR BARD INC. 4.4% SR NTS 01/15/21 BCR26 Bard (CR) Inc 6.700% NTS 12/01/26 BCS/20 BARCLAYS BANK PLC 5.140% LOWER TIER 2 NTS 10/14/20 BCS13 BARCLAYS BK PLC SR NT 2.5% 01/23/2013 BCS14A Barclays Bank PLC. 2.375% 01/13/14 BCS14 BARCLAYS BK PLC SR NT 5.2% 07/10/2014 BCS15A BARCLAYS BANK PLC 3.90% 04/07/15 BCS15 Barclays Bank PLC 2.75% 02/23/15 BCS16 BARCLAYS BK PLC SR NT 5% 09/22/2016 BCS19 BARCLAYS BK PLC SR NT 6.75% 05/22/2019 BCS20A BARCLAYS BK PLC MTN FR 5% 04/21/20 BCS20 BARCLAYS BANK PLC SR NT 5.125% 01/08/2020 BCS35 BARCLAYS BANK PLC 5.01% NTS 11/30/2035

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE $102.370 21 Jul 2011 $105.870 23 Sep 2011 $109.000 03 Oct 2011 $103.000 19 Oct 2011

$103.880 07 Oct 2011

$111.290 26 Jul 2011

$108.220 10 Aug 2011

Corporate Bonds

NYSE

$97.000 07 Aug 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Convertible Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US

Traded Traded Traded Traded Traded NYSE Traded Traded NYSE Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE $108.070 09 Jul 2012 $108.250 27 Sep 2011 $95.750 11 Apr 2012 $82.840 03 Dec 2012 $97.750 03 Jul 2012

$102.750 10 Sep 2012 $100.110 14 Sep 2011 $100.000 09 Sep 2011 $103.030 16 Dec 2011 $103.240 11 Jul 2012

$108.000 13 Jul 2012 $108.160 22 Nov 2011

BDN/14 BDN/15 BDN/16 BDN/17 BDN/18 BDX13 BDX16 BDX18 BDX20 BDX21 BDX27 BDX28 BDX29 BDX39 BDX40 BEAM13 BEAM14 BEAM16 BEAM17 BEAM21 BEAM22 BEAM23 BEAM28 BEAM36 BEC/26 BEN15 BEN17 BEN20 BEN22 BF.A14 BF.A16 BG/13 BG/14 BG/15 BG/16 BG/17A BG/17 BG/19 BGG20 BGS18 BHI/24 BHI18A BHI18 BHI29

Brandywine Operating 5.4% due 11/1/14 BRANDYWINE OPER PARTNERSHIP L GTD NT 7.5% 05/15/15 BRANDYWINE OPER PARTNERSHIP L GTD NT 6% 04/01/2016 Brandywine Oper Partners 5.7% GTD 5/1/17 Brandywine Oper Partners 4.95% 04/15/18 Becton Dickinson & Co 4.550% NTS 04/15/13 BECTON DICKINSON 1.75% SR NTS 11/08/16 Becton Dickinson & Co 4.900% NTS 04/15/18 BECTON DICKINSON 3.25% SR NTS 11/12/20 BECTON DICKINSON 3.125% SR NTS 11/08/21 Becton Dickinson & Co 7.000% DEB 08/01/27 Becton Dickinson & Co 6.700% DEB 08/01/28 BECTON DICKINSON & CO NT 5% 05/15/19 BECTON DICKINSON & CO NT 6% 05/15/39 BECTON DICKINSON 5.0% SR NTS 11/12/40 BEAM Inc 4.875% NTS 12/01/13 BEAM INC CR SENS 6.375% 06/15/14 BEAM Inc 5.375% NTS 1/15/16 BEAM INC 17 1.875% 05/15/17 BEAM INC 8 5/8% DEBS 11/15/21 BEAM INC 22 3.25% 05/15/22 BEAM INC 7 7/8% DEB 01/15/2023 BEAM Inc 6.625% DEB 07/15/28 BEAM Inc 5.875% NTS 1/15/36 Beckman Instrument 7.05% DEBS 6/1/26 FRANKLIN RES INC NT 3.125% 05/20/2015 FRANKLIN RESOURCES INC. 1.375% 09/15/17 FRANKLIN RES INC NT 4.625% 05/20/2020 FRANKLIN RESOURCES INC. 2.8% 09/15/22 BROWN FORMAN CORP NT 5% 02/01/2014 BROWN FORMAN CORP NT 2.5% 01/15/2016 Bunge Ltd Finance 5.875% GTD NTS 5/15/13 Bunge Ltd Finance 5.35% GTD NTS 4/15/14 Bunge Ltd Finance 5.1% GTD NTS 7/15/15 BUNGE Limited Finance 4.10% 03/15/16 BUNGE LIMITED FINANCE CO. 3.2% 06/15/17 Bunge NA Finance 5.9% GTD NTS 4/1/17 BUNGE LIMITED FINANCE CO. 8.50% 06/15/2019 BRIGGS & STRATTON CORP 6.875% 12/15/20 B & G FOODS INC NEW SR NT 7.625% 01/15/18 WESTERN ATLAS INC DEB 8.55% 06/15/24 Baker Hughes 7.5% SR NTS 11/15/18 BJ Services 6% NTS 6/1/18 Baker Hughes 6.875% SR NTS 1/15/29

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $110.380 14 Sep 2012 $122.560 15 Mar 2012

$109.700 09 Mar 2011 $106.060 25 Mar 2011

$102.310 18 Jul 2012

BHI40 BHP/13A BHP/13B BHP/13 BHP/14A BHP/14 BHP/15A BHP/15 BHP/16A BHP/16 BHP/17A BHP/17 BHP/19 BHP/21 BHP/22 BHP/26 BHP/33 BHP/42 BHP14 BHP15 BHP18 BIO16 BIO20 BK/14A BK/14 BK/16 BK/18 BK/P BK13A BK13 BK14 BK15A BK15B BK15 BK16A BK16 BK17A BK17 BK19 BK20

BAKER HUGHES INC 5.125% SR NTS 09/15/40 BHP Finance USA 6.75% DEBS 11/1/13 WMC FIN USA LTD GTD NT 5.125% 05/15/13 BHP Finance USA 4.8% GTD NTS 4/15/13 BHP Billiton Fin USA LTD 1.125% 11/21/14 BHP BILLITON FIN USA LTD GTD SR NT 5.5% 04/01/14 BHP BILLITON FIN USA LTD 1.0% 02/24/15 BHP Finance USA 5.25% GTD NTS 12/15/15 BHP Billiton Fin USA LTD 1.875% 11/21/16 BHP Finance USA 7.25% GTD NTS 3/1/16 BHP BILLITON FIN USA LTD 1.625% 02/24/17 BHP Billiton Finance 5.4% NTS 3/29/17 BHP BILLITON FIN USA LTD GTD SR NT 6.5% 04/01/19 BHP Billiton Fin USA LTD 3.25% 11/21/21 BHP BILLITON FIN USA LTD 2.875% 02/24/22 BHP Finance USA 6.42% GTD NTS 3/1/26 WMC FIN USA LTD GTD NT 6.25% 05/15/33 BHP BILLITON FIN USA LTD 4.125% 02/24/42 PETROHAWK ENERGY CORP GTD SRNT 10.5% 08/01/14 PETROHAWK ENERGY CORP SR NT 7.875% 06/01/2015 PETROHAWK ENERGY CORP GTD SR NT 7.25% 08/15/2018 BIO RAD LABS INC SR SUB NT 8% 09/15/16 BIO RAD LABORATORIES INC SR NT 4.875% 12/15/2020 MELLON FDG CORP SB NT 5% 12/01/14 MELLON FDG CORP SR NT 5.2% 05/15/14 MELLON BANK N A SB BK NT 5.45% 04/01/2016 MELLON FDG CORP SUB NT 5.5% 11/15/18 Mellon Capital IV Fixed-to-Float Capital Securities BANK NEW YORK MTN BK ENT FR 4.5% 04/01/13 Bank of New York Mellon 5.125% SR NTS 8/27/13 BANK NEW YORK MTN BK ENT FR 4.3% 05/15/14 BANK OF NY MELLON 2.95% SR NTS 06/18/15 BANK NEW YORK MTN BK ENT SR NT 3.1% 01/15/15 Bank of New York 4.95% MTN 3/15/15 BANK OF NEW YORK MELLON 2.5% 01/15/2016 BANK OF NEW YORK MELLON 2.3% 07/28/16 BANK OF NEW YORK MELLON 2.40% 01/17/17 Bank of New York 5.5% NTS 12/1/17 BANK NEW YORK MTN BK ENT FR 5.45% 05/15/19 BANK NEW YORK MTN BK ENT SR NT 4.6% 01/15/20

Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $109.450 19 Jan 2012 $102.180 16 Nov 2011 $100.860 08 Dec 2011 $107.040 23 Dec 2011 $82.750 26 Apr 2012 $106.260 02 Oct 2012 $107.500 29 Nov 2012 $105.500 08 Nov 2012 $114.250 26 Sep 2011 $110.000 10 Nov 2011 $102.000 20 Nov 2012 $118.730 02 Oct 2012 $127.990 23 Oct 2012 $106.850 18 Oct 2012 $103.970 09 Nov 2012 $103.490 19 Oct 2012

$106.700 13 Oct 2011 $105.680 05 Dec 2011 $101.160 27 Jul 2012 $111.820 25 Jul 2011 $100.700 19 Nov 2012

BK21A BK21B BK23A BK32

BK33A BK33 BKH/39 BKH14 BKH20 BLC16 BLC27A BLC27 BLK12 BLK14 BLK15 BLK17 BLK19 BLK21 BLK22 BLL16 BLL19 BLL20 BLL21 BLL22 BMA17 BMO/13 BMO/15 BMO/17 BMO14 BMO17 BMR/16 BMR/22 BMS14 BMS19 BMS21 BMY13 BMY17 BMY18 BMY22 BMY23 BMY26 BMY36 BMY38 BMY42 BMY97

BANK OF NEW YORK MELLON 4.15% NTS 02/01/21 Bank Of New York Mellon 3.55% 09/23/21 BANK NEW YORK INC SB CORENOTES CALL 6% 08/15/23 BANK NEW YORK INC SB CORENOTES CALL 6% 12/15/32 Called for Redemption BANK NEW YORK INC SB CORENOTES CALL 6.1% 08/15/33 BANK NEW YORK INC SB CORENOTES CALL 6.15% 08/15/33 BLACK HILLS POWER INC. 6.125% 11/01/39 BLACK HILLS CORP SR NT 9% 05/15/14 Black Hills Corp 5.875% Sr Unsecured 07/15/20 BELO CORP SR NT 8% 11/15/16 Belo (AH) Corp 7.250% SR DEB 09/15/27 Belo (AH) Corp 7.750% SR DEB 06/01/27 BLACKROCK INC NT 2.25% 12/10/12 BLACKROCK INC NT 3.5% 12/10/14 BLACKROCK INC 1.375% 06/01/15 Blackrock Inc. 6.25% NTS 9/15/17 BLACKROCK INC NT 5% 12/10/19 BLACKROCK INC. 4.25% SR NTS 05/24/21 BLACKROCK INC 3.375% 06/01/22 BALL CORP SR NT 7.125% 09/01/16 BALL CORP SR NT 7.375% 09/01/19 BALL CORP SR NT 6.75% 09/15/20 BALL CORP GTD FIXED RT SR NT 5.75% 05/15/2021 BALL CORP 5.0% SR NTS 03/15/22 BANCO MACRO S A NT 8.5% 02/01/2017 BANK MONTREAL QUE FIXED RT SR NT, SER A 2.125% 06/28/2013 M&I MARSHALL & ILSLEY BK MTNBE FR 4.85% 06/16/2015 M&I MARSHALL & ILSLEY BK MTNBE FR 5% 01/17/17 Bank of Montreal 1.75% SR NTS 04/29/14 BANK OF MONTREAL 2.50% 01/11/17 BIOMED REALTY LP 3.85% 04/15/16 Biomed Realty LP 4.25% 07/15/22 BEMIS INC NT 5.65% 08/01/14 BEMIS INC NT 6.8% 08/01/19 BEMIS COMPANY INC. 4.50% 10/15/21 Bristol-Myers Squibb 5.25% SR NTS 08/15/13 BRISTOL-MEYERS SQUIBB CO. .875% 08/01/17 Bristol-Myers Squibb 5.45% NTS 5/1/18 BRISTOL-MEYERS SQUIBB CO. 2.0% 08/01/22 Bristol-Myers Squibb Co 7.150% DEB 06/15/23 Bristol-Myers Squibb Co 6.800% DEB 11/15/26 Bristol-Myers Squibb Co 5.875% BDS 11/15/36 Bristol-Myers Squibb 6.125% NTS 5/1/38 BRISTOL-MEYERS SQUIBB CO. 3.25% 08/01/42 Bristol-Myers Squibb Co 6.875% DEBS 08/1/2097

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $101.290 08 Dec 2011 $114.240 26 Jul 2012 $107.670 16 Aug 2011

$93.000 20 Jul 2011

$107.000 16 Dec 2011

$109.000 14 Jun 2012 $106.000 29 Sep 2011 $107.500 06 Jun 2012 $103.000 15 May 2012

$107.510 16 Nov 2012 $121.310 19 Nov 2012

$97.110 10 Oct 2012 $123.380 02 Mar 2011

$93.470 05 Oct 2012

BNI/47SD BNI/47 BNI20K BNI20L BNI20N BNI20O BNI20P BNI45 BNS13A BNS13 BNS15A BNS15 BNS16 BNS17 BNS21 BP/13B BP/13C BP/13 BP/14A BP/14B BP/14 BP/15A BP/15B BP/15 BP/16A BP/16 BP/17A BP/17 BP/19 BP/20 BP/21A BP/21 BP/22A BP/22B BP/22 BP/31A BP/31 BP/32 BP16

NORTHERN PACIFIC RY 3% STAMPED 1/1/47 NORTHERN PACIFIC RY 3% 1/1/47 BURLINGTON NORTHERN R.R. 6.55% SER K 1/1/20 BURLINGTON NORTHERN R.R. 3.80% SER L 1/1/20 BURLINGTON NORTHERN 8.15% SER N 1/1/20 BURLINGTON NORTHERN R.R. 6.55% SER O 1/1/20 BURLINGTON NORTHERN R.R. 8.15% SER P 1/1/20 BURLINGTON NORTHERN R.R. 3.20% SER M 1/1/45 BANK NOVA SCOTIA 2.375% SR NTS 12/17/13 BANK OF NOVA SCOTIA 2.25% SR NTS 01/22/13 BANK OF NOVA SCOTIA. 2.05% 10/07/2015 BANK OF NOVA SCOTIA 3.4% SR NTS 01/22/15 Bank of Nova Scotia 2.90% 03/29/16 BANK OF NOVA SCOTIA 2.55% 01/12/17 Bank of Nova Scotia 4.375% 01/13/21 BP CAPITAL MARKETS P.L.C. FLOATING RATE GTD NTS 06/06/13 BP CAPITAL MARKETS P.L.C. FLOATING RATE GTD NTS 12/06/13 BP Capital Markets PLC 5.25% SR NTS 11/7/13 BP CAPITAL MARKETS P.L.C. 0.9095% 03/11/14 BP CAPITAL MARKETS P.L.C. 1.70% GTD NTS 12/05/14 BP CAPITAL MARKETS PLC 3.625% GTD NTS 05/08/14 BP Capital Markets p.l.c. 3.125% Guaranteed Notes due 2015 BP CAPITAL MARKETS PLC 0.7% 11/06/15 BP CAPITAL MARKETS P.L.C.3.875% GTD NTS 03/10/15 BP CAPITAL MARKETS P.L.C. 3.20% GTD NTS 03/11/16 ATLANTIC RICHFIELD CO DEB 9.875% 03/01/16 BP CAPITAL MARKETS PLC 1.375% 11/06/17 BP CAPITAL MARKETS PLC. 1.846% 05/05/17 BP CAPITAL MARKETS P.L.C. 4.75% GTD NTS 03/10/19 BP Capital Markets p.l.c. 4.50% Guaranteed Notes due 2020 BP CAPITAL MARKETS P.L.C. 4.742% GTD NTS 03/11/21 Atlantic Richfield Co 9.000% DEB 04/01/21 BP CAPITAL MARKETS PLC. 3.245% 05/06/22 BP CAPITAL MARKETS PLC 2.5% 11/06/22 Atlantic Richfield Co 8.250% DEB 02/01/22 Atlantic Richfield Co 9.125% DEB 08/01/31 Atlantic Richfield Co 9.000% DEB 05/01/31 Atlantic Richfield Co 8.750% DEB 03/01/32 BP CAPITAL MARKETS P.L.C. 2.248% GTD NTS 11/01/16

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded NYSE NYSE NYSE NYSE NYSE Traded NYSE NYSE Traded Traded Traded Traded NYSE $101.330 06 Jan 2012 $105.950 16 Nov 2012 $99.300 16 Nov 2012 $102.720 01 Nov 2012 $110.180 28 Nov 2011 $108.320 28 Nov 2011 $118.030 29 Nov 2012 $106.820 04 Jan 2012 $105.210 13 Dec 2011 $103.020 01 Dec 2011 $108.150 10 Aug 2011 $99.800 01 Dec 2011 $104.330 30 Nov 2011 $104.150 04 Aug 2011 $65.000 12 Oct 2011 $116.500 14 Nov 2011 $72.000 15 Aug 2012

$103.730 19 Jul 2011

BP21 BPL13 BPL14 BPL17 BPL18 BPL19 BPL21 BPL33 BR17 BRE13 BRE17 BRE21 BRE23 BRI18 BRK.B/13B BRK.B/13C BRK.B/13D BRK.B/13 BRK.B/14A BRK.B/14 BRK.B/15A BRK.B/15 BRK.B/17A BRK.B/18 BRK.B/19 BRK.B/21A BRK.B/21B BRK.B/21C BRK.B/21 BRK.B/22A BRK.B/22B BRK.B/22C BRK.B/22D BRK.B/22E BRK.B/22F BRK.B/22G BRK.B/22 BRK.B/36A BRK.B/36 BRK.B/37C

BP CAPITAL MARKETS P.L.C. 3.561% GTD NTS 11/01/21 Buckeye Partners LP 4.625% NTS 07/15/13 Buckeye Partners LP 5.300% NTS 10/15/14 BUCKEYE PARTNERS L P NT 5.125% 07/01/2017 BUCKEYE PARTNERS L P SR NT 6.05% 01/15/2018 BUCKEYE PARTNERS L P NT 5.5% 08/15/2019 BUCKEYE PARTNERS LP 4.875% SR NTS 02/01/21 BUCKEYE PARTNERS L P NT 6.75% 08/15/2033 Broadridge Financial 6.125% SR NTS 6/1/17 BRE Properties 7.125% NTS 02/15/13 BRE PROPERTIES INC NT 5.5% 03/15/17 BRE PROPERTIES INC 5.2% SR NTS 03/15/21 BRE PROPERTIES INC 3.375% 01/15/2023 BRITISH TRANSCO FIN.INC 6.625% NTS 06/01/18 BERKSHIRE HATHAWAY FIN 5 % GTD NTS 08/15/13 PACIFICORP SECD MTN-BOOK ENTRY FR 8.13% 01/22/2013 Berkshire Hathaway Finance Corp 4.50% due 1/15/13 Berkshire Hathaway Finance 4.625% GTD NTS 10/15/13 Berkshire Hathaway Finance Corp 1.50% due 1/10/14 Berkshire Hathaway Finance 5.1% NTS 7/15/14 Berkshire Hathaway 2.45% 12/15/15 Berkshire Hathaway Finance 4.85% GTD NTS 1/15/15 BERKSHIRE HATHAWAY FIN 1.60% 05/15/17 BERKSHIRE HATHAWAY FIN 5.4% GTD NTS 05/15/18 BURLINGTON NORTH SANTA FE 4.7% SR NTS 10/01/19 BERKSHIRE HATHAWAY FIN 4.25% 01/15/21 Pacificorp 3.85% 06/15/21 BURLINGTON NORTH SANTA FE 3.45% SR NTS 09/15/21 PACIFICORP SECD MTN-BOOK ENTRY FR 8.53% 12/16/2021 PACIFICORP SECD MTN-BOOK ENTRY FR 8.05% 09/14/2022 PACIFICORP SECD MTN-BOOK ENTRY FR 8.05% 09/01/2022 PACIFICORP SECD MTN-BOOK ENTRY FR 8.12% 09/09/2022 PACIFICORP 2.95% 02/01/22 BURLINGTN NORTH SANTA FE 3.05% 03/15/22 BERKSHIRE HATHAWAY FIN 3.00% 05/15/22 BURLINGTON NORTH SANTA FE 3.05% 09/01/22 PACIFICORP MTN AMBAC 8.05% 09/01/22 PACIFICORP 6.1% 08/01/36 MidAmerican Energy Holdings 6.125% 04/01/36 BURLINGTON NORTH SANTA FE 6.15% SR NTS 05/01/37

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$102.870 20 Dec 2011

$104.220 13 Nov 2012

$106.560 23 Dec 2011

$107.300 27 Oct 2011

$108.210 20 Dec 2011

$102.140 22 Nov 2011

$118.560 14 Oct 2011 $120.230 12 Oct 2011

BRK.B/37 BRK.B/40A BRK.B/40 BRK.B/41A BRK.B/41B BRK.B/41 BRK.B/42A BRK.B/42B BRK.B/42 BRK.B13A BRK.B13D BRK.B14 BRK.B15A BRK.B16 BRK.B17 BRK.B18A BRK.B19 BRK.B21 BRK.B22 BRK.B25 BRK.B34 BRK.B37B BRK.B42C BRY14 BRY20 BRY22 BSX14 BSX15 BSX16 BSX17 BSX20 BSX40 BT/13 BT/15 BT/18 BTH13 BTU16 BTU20 BTU26 BUD/14A

BUD/14

MIDAMERICAN ENERGY HLDGS 5.95% SR NTS 05/15/37 Berkshire Hathaway 5.75% 05/01/40 Berkshire Hathaway 5.75% 01/15/40 BURLINGTON NORTH SANTA FE. 5.05% 03/01/2041 BURLINGTON NORTH SANTA FE 5.4% SR NTS 06/01/41 BURLINGTON NORTH SANTA FE 4.95% 09/15/41 BURLINGTN NORTH SANTA FE 4.4% 03/15/42 BERKSHIRE HATHAWAY FIN 4.40% 05/15/42 PACIFICORP 4.1% 02/01/42 BERKSHIRE HATHAWAY FINGTD NTS 4.6% 05/15/13 BERKSHIRE HATHAWAY INC DEL SR FIXED RT NT 2.125% 02/11/2013 Lubrizol Corp 5.500% SR NTS 10/01/14 BERKSHIRE HATHAWAY INC DEL FIXED RT SR NT 3.2% 02/11/2015 BERKSHIRE HATHAWAY INC. 2.2% 08/15/16 BERKSHIRE HATHAWAY 1.9% SR NTS 01/31/17 MIDAMERICAN ENERGY HLDGS 5.75% SR NTS 04/01/18 LUBRIZOL CORP 8.875% NTS 02/01/19 BERKSHIRE HATHAWAY INC. 3.75% 08/15/21 BERKSHIRE HATHAWAY 3.4% SR NTS 01/31/22 Lubrizol Corp 7.250% DEB 06/15/25 Lubrizol Corp 6.500% SR DEB 10/01/34 MIDAMERICAN ENERGY HLDGS 6.50% SR NTS 09/15/37 BURLINGTON NORTH SANTA FE 4.375% 09/01/42 BERRY PETROLEUM CO 10.25% SR NTS 06/01/14 BERRY PETE CO SR NT 6.75% 11/01/2020 BERRY PETROLEUM CO 6.375% 09/15/22 Boston Scientific Corp 5.450% NTS 06/15/14 BOSTON SCIENTIFIC CORP 4.50% SR NTS 01/15/15 Boston Scientific Corp 6.4% SR NTS 6/15/16 Boston Scientific Corp 5.125% NTS 01/12/17 BOSTON SCIENTIFIC CORP 6.0% SR NTS 01/15/20 BOSTON SCIENTIFIC CORP 7.375% SR NTS 01/15/40 BRITISH TELECOMMUNICATIONS PLC SR NT 5.15% 01/15/2013 BRITISH TELECOM PLC 2.0% 06/22/15 BRITISH TELECOMMUNICATIONS PLC SR NT 5.95% 01/15/2018 Blyth Industries Inc 5.500% SR NTS 11/01/13 Peabody Energy 7.375% SR NTS 11/1/16 PEABODY ENERGY CORP 6.50% 09/15/20 Peabody Energy 7.875% SR NTS 11/1/26 ANHEUSER- BUSCH INBEV WORLDWIDE INC. 0.609% FLOATING RATE 07/14/14 Anheuser-Busch Inbev Worldwide Inc. 1.50% 07/14/14

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE $112.000 17 Jan 2012 $104.000 04 May 2012 $110.000 22 Oct 2012 $105.720 25 Jul 2011 $107.360 27 Sep 2012 $113.500 08 Aug 2011 $97.000 26 Sep 2011

$109.520 12 Aug 2011

$105.490 31 Oct 2011 $102.130 01 Dec 2011

$105.000 21 Oct 2011 $98.560 23 Nov 2011

$103.270 23 Sep 2011

Corporate Bonds

NYSE

$101.870 07 Nov 2012

BUD/15C

BUD13A BUD13 BUD14A BUD14 BUD15A BUD15B BUD15D BUD15E BUD15 BUD16A BUD16 BUD17A BUD17 BUD18A BUD18 BUD19A BUD19B BUD19 BUD20A BUD20 BUD21 BUD22 BUD27 BUD28 BUD30 BUD31 BUD32 BUD33 BUD36 BUD37 BUD39 BUD40 BUD41 BUD42A BUD42 BUD43 BWA/19 BWA/29 BWA16

ANHEUSER-BUSCH INBEV WORLWIDE INC. 9.75% NOTES 11/17/15 Anheuser Busch 2.50% 03/26/13 ANHEUSER BUSCH COS INC NT 4.375% 01/15/13 ANHEUSER-BUSCH INBEV SA/NV 01/27/14 ANHEUSER BUSCH COS INC NT 4.95% 01/15/14 ANHEUSER BUSCH COS INC NT 4.625% 02/01/15 ANHEUSER BUSCH INBEV WORLDWIDE SR NT 4.125% 01/15/15 ANHEUSER BUSCH INBEV WOR. 3.625% 04/15/2015 Anheuser-Busch InBev Worldwide Inc. 0.800% 07/15/15 ANHEUSER BUSCH COS INC NT 5% 01/15/15 ANHEUSER-BUSCH INBEV SA/NV 2.875% NTS 02/15/16 ANHEUSER BUSCH COS INC NT 5.05% 10/15/16 Anheuser-Busch InBev Worldwide Inc. 1.375% 07/15/17 ANHEUSER BUSCH COS INC NT 5.6% 03/01/17 ANHEUSER BUSCH COS INC NT 4.5% 04/01/18 ANHEUSER BUSCH COS INC NT 5.5% 01/15/18 Anheuser Busch 7.75% 01/15/19 ANHEUSER-BUSCH INBEV 6.875% 11/15/19 ANHEUSER BUSCH COS INC NT 5% 03/01/19 Anheuser Busch 5.00% 04/15/20 ANHEUSER BUSCH INBEV WORLDWIDE SR NT 5.375% 01/15/20 ANHEUSER-BUSCH INBEV SA/NV 4.375% NTS 02/15/21 Anheuser-Busch InBev Worldwide Inc. 2.50% 07/15/22 ANHEUSER BUSCH COS INC DEB 6.75% 12/15/27 ANHEUSER BUSCH COS INC DEB 6.5% 01/01/28 ANHEUSER BUSCH COS INC DEB 7.55% 10/01/30 ANHEUSER BUSCH COS INC DEB 6.8% 01/15/31 ANHEUSER BUSCH COS INC DEB 6.8% 08/20/32 ANHEUSER BUSCH COS INC NT 5.95% 01/15/33 ANHEUSER BUSCH COS INC DEB 5.75% 04/01/36 ANHEUSER BUSCH COS INC DEB 6.45% 09/01/37 Anheuser Busch 8.20% 01/15/39 ANHEUSER BUSCH INBEV WORLDWIDE SR NT 6.375% 01/15/40 ANHEUSER BUSCH COS INC DEB 6% 11/01/41 Anheuser-Busch InBev Worldwide Inc. 3.75% 07/15/42 ANHEUSER BUSCH COS INC DEB 6.5% 05/01/42 ANHEUSER BUSCH COS INC DEB 6.5% 02/01/43 Borg Warner Automotive 8.000% NTS 10/01/19 Borg Warner Automotive 7.125% NTS 02/15/29 Borg Warner 5.75% SR NTS 11/1/16

Corporate Bonds

NYSE

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded NYSE Traded Traded Traded Traded NYSE Traded NYSE Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded

$102.120 14 Sep 2011

$104.190 07 Oct 2011

$101.250 06 Nov 2012

$115.760 19 Sep 2011 $116.970 28 Oct 2011 $117.800 12 Oct 2012 $100.370 20 Nov 2012

$157.810 07 Nov 2011 $133.600 07 Dec 2011

BWA20 BWP16 BWP17 BWP18 BWP19 BWP23 BXP15A BXP15 BXP18 BXP19 BXP20 BXP21 BXP23 BYD14 BYD16 BZH/16 BZH15 BZH18 C/12B C/15A C/15B C/18 C/25 C/29A C/36Y C/37A C/37B C/37 C/67BP C12F C13A C13B C13C C13D C13 C14A C14B C14C C14 C15A C15B C15C C15D

BORGWARNER INC SR NT 4.625% 09/15/2020 Boardwalk Pipeline 5.875% 11/15/2016 Boardwalk Pipeline 5.50% 02/01/2017 Boardwalk Pipeline 5.20% 06/01/2018 Boardwalk Pipeline 5.75% 09/15/2019 BOARDWALK PIPELINE LP 3.375% 02/01/23 BOSTON PPTYS LTD PARTNERSHIP SR NT 5% 06/01/15 BOSTON PPTYS LTD PARTNERSHIP SR NT 5.625% 04/15/15 BOSTON PROPERTIES LP 3.7% SR NTS 11/15/18 BOSTON PPTYS LTD PARTNERSHIP SR NT 5.875% 10/15/19 BOSTON PPTYS LTD PARTNERSHIP SR NT 5.625% 11/15/20 BOSTON PROPERTIES LP 4.125% SR NTS 05/15/21 BOSTON PROPERTIES LP 3.85% 02/01/23 Boyd Gaming 6.75% SR NTS 4/15/14 Boyd Gaming 7.125% SR NTS 2/1/16 Beazer Homes USA 8.125% GTD NTS 6/15/16 Beazer Homes USA 6.875% GTD NTS 7/15/15 BEAZER HOMES USA INC SR NT 9.125% 06/15/18 CITIGROUP FUNDING INC 2.25% FDIC GTD 12/10/12 COMMERCIAL CREDIT CO NT 6.625% 06/01/15 CITICORP MTN SUB BE FR 6.88% 12/18/2015 Associates Corp of NA 6.95% DEBS 11/1/2018 COMMERCIAL CREDIT CO NT 7.875% 02/01/25 CITIGROUP GLOBAL MKTS HLDGS CALL 6% 07/15/29 CITIGROUP CAP III 7 5/8% TR PFD SEC 12/1/36 ASSOCIATES CORP NORTH AMER SR DEB 5.96% 05/15/37 CITIGROUP FDG INC RETAIL MTNS MTN 6% 06/22/37 called for redemption CITIGROUP FDG INC RETAIL MTNS CALL 5.75% 05/15/37 Citigroup Capital XVIII Fixed to Floating Rate Enhanced TruPS CITIBANK NA 1.75% FDIC GTD 12/28/12 Citigroup Inc. 6.5% SR NTS 8/19/13 CITIGROUP INC EURO GLBL NT 13 11/12/13 CITIGROUP INC GLBL NT 5.85% 07/02/2013 CITIGROUP INC FIXED RT SR NTS 6% 12/13/2013 Citigroup Inc. 5.5% SR NTS 4/11/13 Citigroup Inc. 5% sub notes due 9/15/2014 CITIGROUP INC 6.375% SR NTS 08/12/14 CITIGROUP INC SR NT 5.5% 10/15/14 Citigroup Inc 5.125% NTS 05/05/14 Citigroup Inc 4.875% SUB NTS 05/07/15 Citigroup Inc 4.7% SR NTS 05/29/15 CITIGROUP INC SR NT 6.01% 01/15/15 CITIGROUP INC. 4.75% SR NTS 05/19/15

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $106.480 30 Sep 2011 $105.000 09 Aug 2011 $102.610 02 Sep 2011 $108.890 25 Sep 2012 $107.990 11 Oct 2012 $105.520 25 Sep 2012 $104.190 09 Aug 2012 $100.640 15 Dec 2011 $105.360 05 Jan 2012 $104.860 24 Apr 2012 $106.510 16 Aug 2011 $90.000 26 Sep 2011 $99.250 17 Sep 2012 $110.890 09 Aug 2011 $100.790 19 Aug 2011

$100.350 13 Aug 2012 $99.000 20 Jul 2012

C15E C15F C15 C16A C16B C16 C17A C17B C17C C17 C18 C19 C20 C22 C25A C25B C25 C28 C32 C33A C33 C34 C36 C37 C38 C39 C42 C98 CABCO32 CAG14 CAG15 CAG17 CAG18 CAG19 CAG21 CAG22 CAG26 CAG27 CAG28 CAG30 CAH/16 CAH/26 CAH13 CAH15 CAH16 CAH17A CAH17B CAH17 CAH20 CAH22 CAM15 CAM18

CITIGROUP INC. 4.587% SR NTS 12/15/15 CITIGROUP INC. 2.65% SR NTS 03/02/15 Citigroup Inc. 2.25% 08/07/15 CITIGROUP INC GLBL NT 5.85% 08/02/16 Citigroup Inc. 3.953% 06/15/16 Citigroup Inc 5.3% SR NTS 1/7/16 Citigroup Inc. 6% NTS 8/15/17 Citigroup Inc. 6.125% NTS 11/21/17 CITIGROUP INC. 4.45% SR NTS 01/10/17 Citigroup Inc 5.5% SUB NTS 02/15/17 Citigroup Inc. 6.125% SR NTS 5/15/18 CITIGROUP INC SR NT 8.5% 05/22/19 Citigroup 5.375% Sr Nts 8/9/20 CITIGROUP INC 4.50% 01/14/22 Citigroup Inc 6.875% NTS 06/01/25 Citigroup Inc 7.000% NTS 12/01/25 Citigroup Inc 7.875% NTS 05/15/25 Citigroup Inc 6.625% NTS 01/15/28 Citigroup Inc 6.625% SUB NTS 06/15/32 Citigroup Inc 6.000% SUB NTS 10/31/33 Citigroup Inc 5.875% SUB NTS 02/22/33 Citigroup Inc 5.850% NTS 12/11/34 CITIGROUP INC SUB NT 6.125% 08/25/2036 Citigroup Inc. 5.875% SR NTS 5/29/37 Citigroup Inc. 6.875% SR NTS 3/5/38 CITIGROUP INC SR NT 8.125% 07/15/39 Citigroup Inc. 5.875% 01/30/42 CITIGROUP INC NT 6.875% 02/15/98 CORPORATE ASSET BACKED PRN TR CERT 04/01/32 CONAGRA FOODS INC 5.875% NTS 04/15/14 CONAGRA FOODS INC 1.35% 09/10/15 CONAGRA FOODS INC SR NT 5.819% 06/15/17 CONAGRA FOODS INC 2.1% 03/15/18 CONAGRA FOODS INC 7.0% NTS 04/15/19 ConAgra Inc 9.750% SUB NTS 03/01/21 CONAGRA FOODS INC 3.25% 09/15/22 ConAgra Inc 7.125% SR NTS 10/01/26 ConAgra Inc 6.700% SR NTS 08/01/27 ConAgra Inc 7.000% SR NTS 10/01/28 ConAgra Inc 8.25% NTS 9/15/30 Allegiance Corp. 7.8% NTS 10/15/16 Allegiance Corp. 7% NTS 10/15/26 Cardinal Health Inc. 5.5% NTS 6/15/13 Cardinal Health Inc 4.000% NTS 06/15/15 Cardinal Health Inc. 5.8% SR NTS 10/15/16 Cardinal Health 6% SR NTS 6/15/17 CARDINAL HEALTH INC 1.90% 06/15/17 Cardinal Health Inc 5.85% BDS 12/15/17 CARDINAL HEALTH INC FIXED RT 4.625% 12/15/2020 CARDINAL HEALTH INC 3.20% 06/15/22 CAMERON INTL CORP 1.60% 04/30/15 Cameron International 6.375% SR NTS 7/15/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$101.260 05 Jan 2012

$102.560 18 Oct 2012

$100.970 16 Nov 2011 $107.620 25 Oct 2011 $104.870 21 Nov 2011 $110.470 26 Oct 2012 $110.410 26 Nov 2012 $105.460 14 Dec 2011 $119.000 18 Nov 2011 $118.240 03 Dec 2012 $112.870 05 Dec 2012

$100.050 01 Mar 2012 $104.750 10 Nov 2011 $95.090 01 Sep 2011 $101.110 14 Nov 2011 $109.890 20 Sep 2011 $126.850 14 Nov 2011

$100.000 01 Jun 2011

$121.510 06 Nov 2012

CAM21 CAM22 CAM38 CAM41 CAMW21 CAST13A CAST13B CAST14B CAST14C CAST15A CAST15B CAST15D CAST16A CAST17A CAST17B CAST17E CAST17F CAST17G CAST18A CAST18B CAST18D CAST19A CAST19C CAST19D CAST19E CAST19G CAST19K CAST19M CAST19N CAST20A CAST20B CAST20C CAST20D CAST21A CAST21C CAST21E CAST21F CAST21G CAST21H

CAMERON INTERNATIONAL CORP 4.50% SR NTS 06/01/21 CAMERON INTL CORP 3.60% 04/30/22 Cameron International 7% SR NTS 7/15/38 CAMERON INTERNATIONAL CORP 5.95% SR NTS 06/01/41 METRO WTR REF BDS SO CAL A93 5 3/4% 07/01/21 CAL ST PUB W LS RV BDS A93 5 1/4% 12/1/13 CAL ST PUB W LS RV BDS A93 5.25% 12/01/13 CAL ST PUB W LS RV BDS A93 5 1/2% 6/1/14 CAL ST GO 6.00% BDS 10/01/14

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Revenue Bonds Revenue Bonds Revenue Bonds Revenue Bonds

Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE $104.130 17 Oct 2012

General Obligation Bonds CAL ST GO 5.50% BDS 04/01/15 General Obligation Bonds CAL ST PUB W LS RV BDS D93 5.25% Revenue Bonds 06/01/15 CAL ST GO 6.00% BDS 10/01/15 General Obligation Bonds CAL ST PUB W LS RV BDS B96 5 5/8% Revenue Bonds 03/1/16 CAL ST PUB W LS RV BDS 97A 5.90% Revenue Bonds 04/01/17 CAL ST PUB W LS RV BDS A91 6.50% Revenue Bonds 09/01/17 CAL ST BD 5.25% 10/01/2017 Revenue Bonds CAL ST GO 5.75% BDS 11/01/17 General Obligation Bonds CAL ST GO 7.00% BDS 11/01/17 General Obligation Bonds CAL ST GO 6.00% BDS 05/01/18 General Obligation Bonds CAL ST GO 4.75% BDS 09/01/18 General Obligation Bonds CAL ST PUB W LS RV BDS A93 5.50% Revenue Bonds 12/01/18 CAL ST GO 5.75% BDS 03/01/19 General Obligation Bonds CAL ST PUB W LS RV BDS B96 5 5/8% Revenue Bonds 03/01/19 CAL ST GO 5.50% BDS 04/01/19 General Obligation Bonds CAL ST GO 6.00% BDS 08/01/19 General Obligation Bonds CAL ST GO 6.25% BDS 10/01/19 General Obligation Bonds CAL ST PUB WORKS 5.60% BDS Revenue Bonds 11/1/2019 CAL ST PUB W LS RV BDS A93 5.00% Revenue Bonds 12/01/19 CAL ST PUB W LS RV BDS B97 Revenue Bonds 5.375% 12/01/2019 CAL ST GO 5.50% BDS 03/01/20 General Obligation Bonds CAL ST GO 6.00% BDS 05/01/20 General Obligation Bonds CAL ST GO 7.00% BDS 11/01/20 General Obligation Bonds CAL ST PUB 5.250% BDS 11/01/2020 Revenue Bonds CAL ST GO 5.25% BDS 06/01/2021 General Obligation Bonds CAL ST GO 5.60% BDS 09/01/21 General Obligation Bonds CAL ST PUB W LS RV BDS 98B 5% Revenue Bonds 09/01/21 CAL ST GO 6.00% BDS 10/01/21 General Obligation Bonds CAL ST GO 5.625% BDS 10/01/2021 General Obligation Bonds CAL ST GO 4.50% BDS 12/01/2021 General Obligation Bonds

CAST22A

General Obligation Bonds CAST22C CAL ST GO 5.50% BDS 10/01/22 General Obligation Bonds CAST22D CAL ST GO 5.00% BDS 11/01/22 General Obligation Bonds CAST23B CAL ST GO 5.75% BDS 03/01/23 General Obligation Bonds CAST23C CAL ST GO 5.90% BDS 04/01/23 General Obligation Bonds CAST23E CAL ST GO 4.75% BDS 09/01/23 General Obligation Bonds CAST23F CAL ST GO 5.625% BDS 10/01/2023 General Obligation Bonds CAST23PR CAL ST GO 5% BDS 10/01/23 General Obligation Bonds CAST24A CAL ST GO 4.75% BDS 02/01/2024 General Obligation Bonds CAST24B CAL ST GO 6.00% BDS 05/01/24 General Obligation Bonds CAST24C CAL ST GO 6.00% BDS 08/01/24 General Obligation Bonds CAST24E CAL ST GO 5.500% BDS 9/1/2024 General Obligation Bonds CAST24F CAL ST GO 5.625% BDS 09/01/24 General Obligation Bonds CAST24G CAL ST GO 5.875% BDS 10/1/2024 General Obligation Bonds CAST24H CAL ST GO 7.10% BDS 11/01/24 General Obligation Bonds CAST24I CAL ST PUB W LS RV BDS A99 5.75% Revenue Bonds 11/01/24 CAST24J CAL ST GO 4.50% BDS 12/01/2024 General Obligation Bonds CAST24L CAL ST GO 5.75% BDS 12/1/2024 General Obligation Bonds CAST25A CAL ST GO RFD 5% BDS 02/01/25 General Obligation Bonds CAST25B CAL ST GO 5.90% BDS 03/01/25 General Obligation Bonds CAST25C CAL ST GO 5.500% NTS 6/1/2025 General Obligation Bonds CAST26A CAL ST GO 5.625 BDS 05/01/2026 General Obligation Bonds CAST26B CAL ST GO 5.375% BDS 06/01/2026 General Obligation Bonds CAST26C CAL ST GO 5.625% BDS 10/01/2026 General Obligation Bonds CAST26D CAL ST GO RFD 4.25% BDS General Obligation 10/01/2026 Bonds CAST27PV CAL ST GO 5 1/8% BDS 10/01/27 General Obligation Bonds CAST28A CAL ST GO 5.500% NTS 6/1/2028 General Obligation Bonds CAST28C CAL ST GO RFD 4.50% BDS General Obligation 10/01/2028 Bonds CAST29A CAL ST GO 4.75% BDS 02/01/2029 General Obligation Bonds CAST29D CAL ST GO 5.500% BDS 9/1/2029 General Obligation Bonds CAST29E CAL ST 5.30% VET BDS 12/01/2029 Revenue Bonds CAST30B CAL ST GO 5.75% BDS 05/01/2030 General Obligation Bonds CAST30C CAL ST GO 5.650% NTS 6/1/2030 General Obligation Bonds CAST30F CAL ST 5.375% BDS 12/1/2030 Revenue Bonds CAT/12A Caterpillar Financial Services 4.85% Corporate Bonds MTNs 12/7/12 CAT/12H CATERPILLAR FINL CORP Corporate Bonds PWRNTSBE FR 6% 12/15/12 CAT/12I CATERPILLAR FINL CORP Corporate Bonds PWRNTSBE FR 5.8% 12/15/12 CAT/12J CATERPILLAR FINL SVCS MTNS BE Corporate Bonds NT 1.9% 12/17/12 CAT/13A Caterpillar Financial Services 4.9% MTNs Corporate Bonds 8/15/13

CAL ST GO 4.75% BDS 02/01/2022

NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded $101.640 24 Aug 2011

$105.700 17 Aug 2011

CAT/13B CAT/13C CAT/13D CAT/13E CAT/13F CAT/13G CAT/13H CAT/13I CAT/13J CAT/13K CAT/13 CAT/14A CAT/14B CAT/14 CAT/15A CAT/15B CAT/15C CAT/15D CAT/15 CAT/16C CAT/16D CAT/16 CAT/17A CAT/17B CAT/17 CAT/18A CAT/18 CAT/19 CAT/27A CAT13 CAT14A CAT14 CAT15 CAT16 CAT17 CAT18 CAT21A CAT21 CAT22 CAT23 CAT28 CAT31 CAT35 CAT36

Caterpillar Financial 6.2% MTNs 9/30/13 Caterpillar Financial SE 2.0% nts 4/05/13 CATERPILLAR FINL CORP PWRNTSBE FR 5.05% 02/15/13 CATERPILLAR FINL CORP PWRNTSBE FR 5% 02/15/13 CATERPILLAR FINL CORP PWRNTSBE FR 5.75% 03/15/13 CATERPILLAR FINL CORP PWRNTSBE FR 5.65% 04/15/13 CATERPILLAR FINL CORP PWRNTSBE FR 4.75% 05/15/13 CATERPILLAR FINL CORP PWRNTSBE FR 4.4% 05/15/13 CATERPILLAR FINL CORP PWRNTSBE FR 4.25% 08/15/13 CATERPILLAR FINANCIAL 1.55% NTS 12/20/13 Caterpillar Financial Services 4.25% MTNs 2/8/13 CATERPILLAR FINANCIAL SE 6.125% SR NTS 02/17/14 CATERPILLAR FINANCIAL 1.65% SR NTS 04/01/14 Caterpillar Finl Svs 4.600% MT SER F 01/15/14 Caterpillar Finl Svs 4 5/8% due 6/1/2015 CATERPILLAR FINANCIAL SE 2.75% NTS 06/24/15 CATERPILLAR FINANCIAL SE 1.05% SR NTS 03/26/15 CATERPILLAR FINANCIAL SE 0.7% 11/6/15 Caterpillar Finl Svs 4.750% MT SER F 02/17/15 CATERPILLAR FINANCIAL 2.65% NTS 04/01/16 CATERPILLAR FINANCIAL SE 2.05% 08/01/16 Caterpillar Finl Svs 5.5% NTS 3/15/16 CATERPILLAR FINANCIAL SE 1.75% SR NTS 03/24/17 CATERPILLAR FINANCIAL SE 1.25% 11/6/17 Caterpillar Financial 5.85% MTNs 9/1/17 Caterpillar Financial 7.05% MTNs 10/1/18 Caterpillar Financial Services 5.45% MTNs 4/15/18 CATERPILLAR FINL 7.15% SR NTS 02/15/19 CATERPILLAR FINL CORP PWRNTSBE CALL 6.2% 08/15/27 CATERPILLAR INC. 7.0% NTS 12/15/13 CATERPILLAR INC. 1.375% SR NTS 05/27/14 Caterpillar Inc. 1.375% 05/20/14 Caterpillar Inc. 0.95% 06/26/15 Caterpillar Inc. 5.7% NTS 8/15/16 Caterpillar Inc. 1.50% 06/26/17 CATERPILLAR INC 7.9% NTS 12/15/18 CATERPILLAR INC. 3.9% SR NTS 05/27/21 CATERPILLAR INC 9 3/8% DEB 03/15/21 Caterpillar Inc. 2.60% 06/26/22 CATERPILLAR INC 8% DEB 2/15/23 Caterpillar Inc 6.625% SR DEB 07/15/28 Caterpillar Inc 7.300% DEB 05/01/31 CATERPILLAR INC 5.30% NTS 09/15/2035 Caterpillar Inc. 6.05% NTS 8/15/36

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded NYSE Traded Traded NYSE Traded

$109.310 04 Jan 2012 $101.800 23 Aug 2011

$101.640 05 Jan 2012 $105.460 29 Jul 2011 $111.250 28 Nov 2011 $101.900 08 Aug 2011

$104.570 03 Aug 2011 $101.510 02 Dec 2011

$127.250 04 Aug 2011 $114.800 18 Jul 2011 $128.360 08 Aug 2011

$101.300 19 Dec 2011 $101.630 14 Dec 2011

$102.100 05 Nov 2012 $108.350 18 Nov 2011

CAT38 CAT41 CAT42 CAT97 CB13 CB18A CB18 CB31 CB37 CB38 CBB/28 CBB15 CBB17 CBB18 CBB20 CBB23A

CBB23C

CBB23 CBG/20 CBG17 CBS/14 CBS/18 CBS/30 CBS/33 CBS17 CBS19 CBS21 CBS40 CBS42 CBT16 CBT18 CBT22 CBT27A CCE/15 CCE/20 CCE13A CCE13 CCE14 CCE15 CCE16 CCE17 CCE19 CCE21A CCE21

CATERPILLAR INC. 8.25% NTS 12/15/38 CATERPILLAR INC. 5.2% SR NTS 05/27/41 Caterpillar Inc. 6.95% SR NTS 5/1/42 Caterpillar Inc. 7.375% SR NTS 3/1/97 Chubb Corporation 5.200% NTS 04/01/13 Chubb Corp. 5.75% SR NTS 5/15/18 Chubb Corporation 6.600% DEB 08/15/18 Chubb Corporation 6.800% DEB 11/15/31 Chubb Corp 6% SR NTS 5/11/37 Chubb Corp. 6.5% SR NTS 5/15/38 Cincinnati Bell Tel 6.3% GTD NTS 12/1/28 Cincinnati Bell 7% SR NTS 2/15/15 CALLED FOR REDEMPTION CINCINNATI BELL INC. 8.25% 10/15/17 CINCINNATI BELL INC NEW SR SB NT 8.75% 03/15/18 CINCINNATI BELL INC. 8.375% 10/15/20 CINCINNATI BELL TEL CO MTN BE CALL 7.2% 11/29/ CALLED FOR REDEMPTION CINCINNATI BELL TEL CO MTN BE CALL 7.18% 12/15/23 CALLED FOR REDEMPTION Cincinnati Bell 7.25% NTS 6/15/23 CB RICHARD ELLIS SERVICE 6.625% 10/15/20 CB RICHARD ELLIS SVCS INC GTD SR SB NT 17 06/15/17 WESTINGHOUSE CR CORP NT 8.875% 06/14/14 Viacom Corp 4.625% SR NTS 05/15/18 Viacom Corp 7.875% SR DEB 07/30/30 Viacom Corp 5.500% SR DEB 05/15/33 CBS CORP 1.95% 07/01/17 CBS CORP 8.875% 05/15/19 CBS CORP 4.3% 02/15/21 CBS CORP 5.9% 10/15/40 CBS CORP 4.85% 07/01/42 CABOT CORP SR NT 5% 10/01/16 CABOT CORP 2.55% 01/15/18 CABOT CORP 3.7% 07/15/22 CABOT CORP MED TERM NTS BK ENT FR 7.28% 10/21/27 INTERNATIONAL CCE INC NT 2.125% 09/15/2015 INTERNATIONAL CCE INC FIXED RT 3.5% 09/15/2020 COCA-COLA ENTERPRISES INC NEW NT 1.125% 11/12/2013 COCA COLA ENTERPRISES INC NT 5% 08/15/13 Coca Cola Enterprises 7.375% NTS 3/3/14 COCO-COLA ENERPRISES 4.25% SR NTS 03/01/15 COCA-COLA ENTERPRISES 2.0% SR NTS 08/19/16 Coca Cola Enterprises 7.125% DEB 08/01/17 COCA-COLA ENTERPRISES 4.50% SR NTS 08/15/19 COCA-COLA ENTERPRISES 3.25% SR NTS 08/19/21 COCA-COLA ENTERPRISES 4.50% SR NTS 09/01/21

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $118.000 08 Dec 2011 $81.000 11 Apr 2011 $101.630 21 Aug 2012 $98.500 12 Oct 2011 $101.500 30 Nov 2012 $90.500 05 Oct 2011 $121.270 31 May 2012 $142.000 07 May 2012

Corporate Bonds

Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $100.250 16 Dec 2011 $106.000 16 Dec 2011 $95.910 14 Jul 2011 $129.760 16 Sep 2011 $103.740 19 Dec 2011 $104.360 14 Sep 2011 $113.850 06 Sep 2012

CCE22A CCE22 CCE23 CCE26A CCE26 CCE28 CCE36 CCE38 CCE98 CCGBP29 CCH13 CCH15 CCI15 CCI17 CCK26 CCK96 CCL17 CCL23 CCL28 CE/21 CE/22 CF18 CF20 CFN14 CFN19 CGV15 CGV16 CGV17 CHD15 CHD22 CHG/19 CHG/31 CHG/35 CHG/37 CHH20 CHH22 CHK13J CHK15K CHK17 CHK18A CHK18B CHK19

Coca Cola Enterprises 8.000% DEB 09/15/22 Coca Cola Enterprises 8.500% DEB 02/01/22 Coca Cola Enterprises 6.750% DEB 09/15/23 Coca Cola Enterprises 6.950% DEB 11/15/26 Coca Cola Enterprises 7.000% DEB 10/01/26 Coca Cola Enterprises 6.750% DEB 09/15/28 Coca Cola Enterprises 6.700% DEB 10/15/36 Coca Cola Enterprises 6.750% DEB 01/15/38 Coca Cola Enterprises 7% DEBS 05/15/98 COMCAST CORP 5.50% NTS 11/23/29 COCA-COLA HBC FIN B V NT 5.125% 09/17/13 COCA-COLA HBC FIN B V NT 5.5% 09/17/15 CROWN CASTLE INTL CORP 9.0% SR NTS 01/15/15 CROWN CASTLE INTL CORP 7.125% ST NTS 11/19/17 CROWN CORK & SEAL 7.375% DEB 12/15/26 CROWN CORK & SEAL 7.50% DEB 12/15/2096 CARNIVAL CORP. CCL 1.875 12/15/17 CARNIVAL CORP 7.20% DEB 10/01/23 Carnival Corp 6.650% DEB 01/15/28 Celanese US Holdings LLC 5.875% SR NTS 06/15/21 CELANESE US HOLDINGS LLC 4.625% 11/15/22 CF INDUSTRIES INC 6.875% SR NTS 05/01/18 CF INDUSTRIES INC 7.125% SR NTS 05/01/20 CAREFUSION CORP SR NT 5.125% 08/01/2014 CAREFUSION CORP SR NT 6.375% 08/01/2019 CGG VERITAS SR NT 7.5% 05/15/15 CGG VERITAS SR NT 9.5% 05/15/2016 CGG VERITAS SR NT 7.75% 05/15/17 CHURCH & DWIGHT INC SR NT 3.35% 12/15/2015 CHURCH & DWIGHT CO INC. 2.875% 10/01/22 CENTRAL HUDSON GAS&ELEC MTN BE FR 5.05% 11/04/19 CENTRAL HUDSON GAS&ELEC MTN BE FR 5.764% 11/17/31 CENTRAL HUDSON GAS&ELEC MTN BE FR 5.84% 12/05/35 CENTRAL HUDSON GAS&ELEC MTN BE FR 5.804% 03/23/37 CHOICE HOTELS INTL 5.7% 08/28/20 Choice Hotels Intl Inc. 5.75% 07/01/22 CHEASAPEAKE ENERGY CORP 7.625 NTS 07/15/2013 CHESAPEAKE ENERGY CORP 9.50% SR NTS 02/15/15 CHESAPEAKE ENERGY CORP 6.50 NTS 08/15/2017 Chesapeake Energy 7.25% SR NTS 12/15/18 CHESAPEAKE ENERGY CORP 6.875% 08/15/18 Chesapeake Energy Corp. 6.775% 03/15/19

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded NYSE NYSE Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE $99.750 23 Apr 2012 $103.750 14 Feb 2012 $99.750 05 Mar 2012 $122.260 19 Nov 2012 $126.000 05 Oct 2012 $105.500 11 Aug 2011 $106.000 20 Jun 2011 $107.550 29 Aug 2012 $126.750 03 Oct 2011

$105.750 07 Dec 2011 $112.750 19 Jan 2012

CHK20A CHK20 CHK21 CHK35 CHK37A CHK37

CHK38 CI16 CI17 CI18 CI19 CI20A CI20 CI21 CI22 CI23A CI23 CI27 CI36 CI41 CI42 CIB16 CIB17 CIB20 CIB21 CIB22 CIT17A CIT17 CIT18 CIT20 CIT22 CKH19 CL13 CL14A CL14EU CL15 CL16 CL17 CL20 CL25 CL28 CLF20A CLF20 CLF21 CLF40

CHESAPEAKE ENERGY CORP 6.625% SR NTS 08/15/20 CHESAPEAKE ENERGY CORP 6.875 NTS 11/15/2020 CHESAPEAKE ENERGY CORP 6.125% SR NTS 02/15/21 CHESAPEAKE ENERGY CORP 2.75 NTS 11/15/2035 Chesapeake Energy 2.5% Contigent Conv SR NTS 5/15/37 CHESAPEAKE ENERGY CORPORATION 2.50% Conv.Sr.Notes 5/15/37 Chesapeake Energy 2.25% Contingent Conv SR NTS 12/15/38 CIGNA CORP 2.75% SR NTS 11/15/16 CIGNA CORP NT 5.375% 03/15/17 CIGNA Corp 6.35% SR NTS 3/15/18 CIGNA CORP 8.50% SR NTS 05/01/19 CIGNA CORP SR NT 5.125% 06/15/2020 CIGNA CORP 4.375% SR NTS 12/15/20 CIGNA CORP 4.50% SR NTS 03/15/21 CIGNA CORP 4.0% SR NTS 02/15/22 CIGNA Corp 7.650% NTS 03/01/23 CIGNA Corp 8.300% NTS 01/15/23 CIGNA Corp 7.875% DEB 05/15/27 CIGNA Corp 6.15% NTS 11/15/36 CIGNA CORP 5.5875% SR NTS 03/15/41 CIGNA CORP 5.375% SR NTS 02/15/42 BANCOLUMBIA S.A. 4.250% SR NTS 01/12/16 Bancolombia SA 6.875% SUB NTS 5/25/17 Bancolombia S.A. 6.125% 05968LAB8 Bancolombia S.A. 5.950% Senior Notes Due 2021 06/03/21 BANCOLOMBIA SA 5.125% 09/11/22 CIT GROUP INC. 4.25% 08/15/17 CIT GROUP INC. 5.00% 05/15/17 CIT GROUP INC. 5.25% SR NTS 03/15/18 CIT GROUP INC. 5.375% 05/15/20 CIT GROUP INC. 5.0% 08/15/22 SEACOR HOLDINGS INC SR NT 7.375% 10/01/19 Colgate-Palmolive 4.2% NTS 5/15/13 Colgate-Palmolive Company 1.25% SR NTS 05/01/14 Colgate-Palmolive 4.75% EUROs 6/13/14

Corporate Bonds Corporate Bonds Corporate Bonds Convertible Bond Convertible Bond Convertible Bond

NYSE NYSE NYSE NYSE NYSE NYSE

$101.000 03 Feb 2012

$100.630 09 Mar 2012

Convertible Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $99.080 15 Nov 2011 $107.100 05 Sep 2012 $98.690 13 Sep 2012 $92.990 05 Dec 2012 $106.250 13 Oct 2011 $118.000 26 Jan 2012

$105.860 13 Mar 2012

$107.000 24 Sep 2012

$104.500 11 Oct 2012

Non-US Currency Denominated COLGATE PALMOLIVE CO 3.15% SR Corporate Bonds NTS 08/05/15 COLGATE PALMOLIVE CO MTNS BE Corporate Bonds FR 5.2% 11/07/16 Colgate-Palmolive Company 2.625% SR Corporate Bonds NTS 05/01/17 COLGATE-PALMOLIVE CO 2.95% SR Corporate Bonds NTS 11/01/20 COLGATE PALMOLIVE CO MTNS BE Corporate Bonds FR 7.6% 05/19/25 COLGATE PALMOLIVE CO MTNS BE Corporate Bonds FR 6.45% 06/16/28 CLIFFS NATURAL RESOURCES 4.8% Corporate Bonds SR NTS 10/01/20 CLIFFS NATURAL RESOURCES INC Corporate Bonds SR NT 5.9% 03/15/20 CLIFFS NATURAL RESOURCES SR Corporate Bonds NT 4.875% 04/1/21 CLIFFS NATURAL RESOURCES Corporate Bonds 6.25% SR NTS 10/01/40

CLH16

CLEAN HARBORS INC SR 1LIEN7.625% 08/15/16 CLI/17 Mack-Cali Realty LP 2.50% 12/15/17 CLI13 Mack-Cali Realty 4.6% NTS 6/15/13 CLI14 Mack-Cali Realty 5.125% NTS 2/15/14 CLI15 Mack-Cali Realty 5.125% due 1/15/15 CLI16 Mack-Cali Realty 5.8% BDS 1/15/16 CLI19 MACK-CALI REALTY CORP 7.75% SR NTS 08/15/19 CLI22 MACK-CALI REALTY LP 4.50% SR NTS 04/18/22 CLP/13 COLONIAL RLTY LTD PARTNERSHIP SR NT 6.15% 04/15/13 CLP/14 COLONIAL RLTY LTD PARTNERSHIP SR NT 6.25% 06/15/14 CLP/15 Colonial Realty LP 5.5% NTS 10/1/15 CLP/16 COLONIAL RLTY LTD PRTNRSHP DEL SR NT 6.05% 09/01/16 CLR19 CONTINENTAL RESOURCES INC SR NT 8.25% 10/01/19 CLR20 CONTINENTAL RES INC SR NT 7.375% 10/01/2020 CLX13 Clorox Co 5% SR NTS 3/1/13 CLX15A CLOROX CO DEL SR NT 3.55% 11/01/15 CLX15 Clorox Co 5% NTS 01/15/15 CLX17 Clorox Co 5.95% NTS 10/15/17 CLX21 CLOROX CO 3.8% SR NTS 11/15/21 CLX22 CLOROX COMPANY 3.05% 09/15/22 CM/13 CANADIAN IMPERIAL BK COMM TORONTO ONT FIXED RT SR NT 1.45% 09/13/2013 CM/15 CANADIAN IMPERIAL BK COMM TORONTO ONT SR NT FIXED RT 2.35% 12/11/2015 CM15 CANADIAN IMPERIAL BANK 0.90% 10/01/15 CMA/17 COMERICA BK DETRIOT MICH SR NT 5.2% 08/22/2017 CMA15A Comerica Inc 4.800% SUB NTS 05/01/15 CMA15 COMERICA INC SR NT 3% 09/16/2015 CMA16 COMERICA BANK SUB NT 5.75% 11/21/2016 CMA24 COMERICA BANK SUB NT 8.375% 07/15/2024 CMA26 COMERICA BANK SUB NT 7.875% 09/15/26 CMC13 Commercial Metals Co 5.625% SR NTS 11/15/13 CMC17 COMMERCIAL METALS CO NT 6.5% 07/15/17 CMC18 Commercial Metals 7.35% NTS 8/15/18 CMCSA/13 AT&T BROADBAND CORP 8.375% NTS 3/15/2013 CMCSA/22 AT&T BROADBAND CORP 9.455% NTS 11/15/2022 CMI27 CUMMINS INC DEB 6.75% 02/15/27 CMI28 CUMMINS INC DEB 7.125% 03/01/28 CMI98 CUMMINS INC DEB 5.65% 03/01/98 CMP14 COMPASS MINERALS INTL INC SR NT 8% 06/01/2019 CMS/14 Consumers Energy Co 6.000% NTS 02/15/14 CMS/15 Consumers Energy Co 5.000% 1ST 03/15/15 CMS/16 Consumers Energy Co 5.500% NTS 08/15/16 CMS/17 Consumers Energy Co 5.150% 1ST 02/15/17 CMS/18A CONSUMERS ENERGY CO SR NT-A AMBAC 18 03/01/18 CMS/18 Consumers Energy 6.875% 1st MTG 3/1/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$105.500 30 Jan 2012

$112.500 28 Feb 2012

Corporate Bonds

Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $101.250 30 Jan 2012 $108.790 09 Dec 2011 $140.250 08 Jun 2011

CMS/19A CMS/19 CMS/20 CMS/22 CMS/35 CMS14 CMS15A CMS15 CMS17 CMS18 CMS19 CMS20 CMS22 CNA14 CNA16 CNA18 CNA20 CNA21 CNA23 CNC14 CNC17 CNH/13 CNH/16 CNI13 CNI14 CNI16A CNI16 CNI17 CNI18A CNI18 CNI19 CNI21 CNI22 CNI23 CNI28 CNI31 CNI34 CNI36A CNI36 CNI37 CNI42 CNI96

CONSUMERS ENERGY CO. 6.7% 09/15/19 Consumers Energy Co 6.125% 1st Mtg 3/15/19 Consumers Energy Co 5.650% 1ST 04/15/20 CONSUMERS ENERGY CO. 2.85% 05/15/22 Consumers Energy 5.8% 1st MTG 9/15/35 CMS Energy Corporation 2.75% 05/15/14 CMS ENERGY CORP 4.25% SR NTS 09/30/15 CMS Energy 6.875% SR NTS 12/15/15 CMS Energy 6.55% SR NTS 7/17/17 CMS ENERGY CORP SR NT 5.05% 02/15/2018 CMS ENERGY CORP SR NT 8.75% 06/15/19 CMS ENERGY CORP SR NT 6.25% 02/01/20 CMS ENERGY CORP 5.05% SR NTS 03/15/22 CNA Financial 5.850% NTS 12/15/14 CNA Financial 6.5% NTS 8/15/16 CNA Financial 6.950% NTS 01/15/18 CNA FINL CORP FIXED RT NT 5.875% 08/15/2020 CNA Financial Corp. 5.75% 08/15/21 CNA Financial 7.250% DEB 11/15/23 CENTENE CORP DEL SR NT 7.25% 04/01/14 Centene Corporation 5.75% 06/01/17 CASE NEW HOLLAND INC. 7.75% 09/01/13 CASE CORP NT DTD 01/16/1996 7.25% 01/15/2016 CANADIAN NATL RY CO NT 4.4% 03/15/13 Canadian National Railway 4.95% SR NTS 1/15/14 Canadian Natl Railway 1.45% 12/15/16 CANADIAN NATL RY CO NT 5.8% 06/01/16 Canadian National Railway 5.85% BDS 11/15/17 Canadian National Railway 5.55% SR NTS 5/15/18 Canadian National Railway 6.8% NTS 7/15/18 CANADIAN NATL RY CO NT 5.55% 03/01/19 CANADIAN NTL RAILWAY 2.85% SR NTS 12/15/21 Canadian National Railway 2.25% 11/15/22 CANADIAN NATL RY CO DEB 7.625% 05/15/23 Canadian National Railway 6.9% NTS 7/15/28 CANADIAN NATL RY CO DEB 7.375% 10/15/31 CANADIAN NATL RY CO DEB 6.25% 08/01/34 CANADIAN NATL RY CO PUT RSET SECS 36 07/15/36 Canadian National Railway 6.2% NTS 6/1/36 Canadian National Railway 6.375% DEBS 11/15/37 Canadian National Railway 3.50% 11/15/42 ILLINOIS CENT RR CO DEB 7.7% 09/15/96

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $108.810 14 Apr 2011 $110.500 15 Jun 2012 $107.660 04 Aug 2011 $111.400 29 Nov 2012

$115.070 30 Jul 2012

CNK/19 CNL/13 CNL/15 CNL/18 CNL/35 CNL/40 CNP/13 CNP/14B CNP/17A CNP/18 CNP/21 CNP/33 CNP/37A CNP/37 CNP15 CNP16 CNP17 CNP18 CNQ13 CNQ14A CNQ14 CNQ16 CNQ17 CNQ18 CNQ21 CNQ32 CNQ33 CNQ35 CNQ37 CNQ38 CNQ39 CNW/34 CNW18 COF/13 COF/14A COF/14 COF/19 COF/28 COF13 COF14A COF14

CINEMARK USA INC SR NT 8.625% 06/15/19 CLECO Power 5.375% NTS 5/1/13 CLECO Power 4.95% NTS 7/15/15 CLECO Power 6.65% SR NTS 6/15/18 Cleco Power LLC 6.5% NTS 12/1/35 CLECO POWER LLC 6.0% SR NTS 12/01/40 CENTERPOINT ENERGY RESOURCES SR NT 7.875% 04/01/13 CENTERPOINT ENERGY RES CORP SR NT 5.95% 01/15/14 Centerpoint Energy Resources 6.125% SR NTS 11/1/17 Centerpoint Energy Resources 6% SR NTS 5/15/18 RELIANT ENERGY INC 9.150% NTS 03/15/2021 CENTERPOINT ENERGY 6.950% NTS 3/15/2033 Centerpoint Energy Resources 6.625% SR NTS 11/1/37 Centerpoint Energy Resources 6.25% NTS 2/1/37 Centerpoint Energy Inc 6.850% SR NTS 06/01/15 Centerpoint Energy Inc 6.15% NTS 05/01/16 Centerpoint Energy Inc 5.95% NTS 2/1/17 Centerpoint Energy 6.5% SR NTS 5/1/18 CANADIAN NAT RES LTD NT 5.15% 02/01/13 CANADIAN NATURAL RESOURCES 1.45% SR NTS 11/14/14 Canadian Natural Resources 4.9% NTS 12/1/14 Canadian Natural Resources 6% NTS 8/15/16 Canadian Natural Resources 5.7% NTS 5/15/17 CANADIAN NAT RES LTD NT 5.9% 02/01/18 CANADIAN NATURAL RESOURCES 3.45% SR NTS 11/15/2021 Canadian Natural Resources 7.2% NTS 1/15/32 Canadian Natural Resources 6.45% SR NTS 6/30/33 Canadian Natural Resources 5.85% BDS 2/1/35 Canadian Natural Resources 6.5% BDS 2/15/37 Canadian Natural Resources 6.25% NTS 3/15/38 CANADIAN NAT RES LTD NT 6.75% 02/01/39 CNF INC SR DEB 6.7% 05/01/34 CON-WAY INC SR NT 7.25% 01/15/18 CAPITAL ONE BK MTN BE FR SB 6.5% 06/13/13 CAPITAL ONE BK MTN BE FR 5.125% 02/15/2014 Hibernia Corp 5.350% SUB NTS 05/01/14 Capital One Bank 8.80% 07/15/19 RELIANCE CAP TR I GTD CAPB8.17% 05/01/28 called for redemption Capital One Financial 6.250% SR NTS 11/15/13 CAPITAL ONE FINANCIAL CO. 2.125% SR NTS 07/15/14 CAPITAL ONE FINL CORP SR NT 7.375% 05/23/14

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Bonds Corporate Bonds

Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $109.990 04 Jan 2012 $121.880 22 Sep 2011 $129.040 03 Nov 2011 $123.190 18 Nov 2011 $124.650 18 Oct 2011 $106.870 28 Nov 2012

COF15A COF15B COF15 COF16A COF16 COF17A COF17 COF21 COL13 COL19 COL21 COP/13 COP/16 COP/17 COP/21 COP/23 COP/25 COP/26 COP/27 COP/29A COP/29B COP/29 COP/30 COP/31A COP/31B COP/31 COP/36 COP/47 COP13A COP14 COP15 COP18A COP18 COP19 COP20 COP32 COP38 COP39 COV/15 COV/22 COV13 COV17

CAPITAL ONE FINANCIAL CO 2.15% SR NTS 03/23/15 CAPITAL ONE FINANCIAL CO 1% 11/06/15 Capital One Financial 5.500% SR NTS 06/01/15 CAPITAL ONE FINANCIAL CO 3.15% SR NTS 07/15/16 Capital One Financial 6.15% SUB NTS 9/1/16 Capital One Financial 6.75% SR NTS 9/15/17 Capital One Financial 5.250% SR NTS 02/21/17 CAPITAL ONE FINANCIAL CO. 4.75% SR NTS 07/15/21 Rockwell Collins Inc 4.750% NTS 12/01/13 ROCKWELL COLLINS INC SR NT 5.25% 07/15/19 Rockwell Collins, Inc. 3.1% 11/15/21 LOUISIANA LD & EXPL CO DEB 7.625% 04/15/13 CONOCOPHILLIPS CANADA 5.625% 10/15/2016 GULF CDA RES LTD SR NT 8.25% 03/15/17 Burlington Resources Inc 9.125% DEB 10/01/21 LOUISIANA LD & EXPL CO DEB 7.65% 12/01/23 Burlington Resources Inc 8.200% DEB 03/15/25 Burlington Resources Inc 6.875% DEB 02/15/26 TOSCO CORP DEB 7.8% 01/01/27 Conoco Inc. 6.95% NTS 4/15/29 Burlington Resources Inc 7.375% DEB 03/01/29 PHILLIPS PETROLEUM 7% DEB 03/30/2029 TOSCO CORP NT 8.125% 02/15/30 BURLINGTON RES FIN CO GTD NT 7.2% 08/15/31 BURLINGTON RES FIN CO GTD NT 7.4% 12/01/31 Conoco Funding 7.25% GTD 10/15/31 CONOCOPHILLIPS CDA FDG CO II GTD NT 5.95% 10/15/36 TOSCO CORP DEB 7.9% 01/01/47 CONOCOPHILLIPS AUS FDG CO NT 5.5% 04/15/13 CONOCO PHILLIPS 4.75% NTS 02/01/14 CONOCOPHILLIPS GTD 4.6% 01/15/15 ConocoPhillips 5.2% GTD NTS 5/15/18 PHILLIPS PETROLEUM 6.65% DEBS 7/15/18 CONOCO PHILLIPS 5.75% NTS 02/01/19 CONOCOPHILLIPS GTD NT 6% 01/15/20 Conoco Phillips 5.900% NTS 10/15/32 ConocoPhillips 5.9% GTD NTS 5/15/38 CONOCO PHILLIPS 6.50% NTS 02/01/39 COVIDIEN INTL FINANCE SA 1.35% 05/29/15 COVIDIEN INTL FINANCE SA 3.20% 06/15/22 COVIDIEN INTL FINANCE SA 1.875% 06/15/13 Covidien International 6% GTD NTS 10/15/17

Corporate Bonds Corporate Bonds Corporate Bonds Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded $150.420 27 Jul 2012 $130.110 30 Nov 2012 $131.780 22 Jul 2011 $142.660 03 Oct 2012 $115.000 29 Jul 2011 $104.050 02 Dec 2011 $117.530 07 Nov 2011 $106.410 27 Nov 2012

$140.990 27 Nov 2012

$107.630 17 Aug 2011 $109.190 27 Jul 2011 $110.940 03 Jan 2012 $119.810 13 Sep 2012

$123.700 27 Nov 2012 $128.090 30 Nov 2012 $126.340 13 Sep 2012 $134.890 05 Oct 2012 $145.070 26 Sep 2012

COV20 COV37 CP/18 CP/19 CP/31 CP/33 CP/40 CP21 CP22 CP23 CP37 CP42 CPB13 CPB14 CPB17 CPB19 CPB21A CPB21 CPB22 CPB42 CPE16 CPT13 CPT15 CPT17 CPT21 CPT23 CQB14 CR13 CR36 CRH/13 CRH/16A CRH/16 CRH/18 CRH/21 CRH/33 CRK17 CRK19 CRK20 CRP20 CRS13 CRS18 CRS21 CS/13A CS/13

COVIDIEN INTL FINANCIAL SA 4.2% 06/15/20 Covidien International 6.55% GTD NTS 10/15/37 Canadian Pacific RR 6.5% NTS 5/15/18 CANADIAN PAC RY CO NEW NT 7.25% 05/15/19 CANADIAN PAC RY CO NEW DEB 7.125% 10/15/31 CANADIAN PAC RY CO NEW SR NT 5.75% 03/15/33 CANADIAN PACIFIC RY CO 4% PERPETUAL Canadian Pacific Ltd 9.45% DEBS 8/1/21 CANADIAN PACIFIC RAILWAY 4.50% SR NTS 01/15/22 CANADIAN PACIFIC RR CO 4.45% SR NTS 03/15/23 Canadian Pacific RR Co 5.95% NTS 5/15/37 CANADIAN PACIFIC RAILWAY 5.75% SR NTS 01/15/42 Campbell Soup Co 4.875% NTS 10/01/13 CAMPBELL SOUP CO 3.375% SR NTS 08/15/14 CAMPBELL SOUP CO NT 3.05% 07/15/2017 CAMPBELL SOUP CO 4.50% NTS 02/15/19 Campbell Soup Company 4.25% 04/15/21 CAMPBELL SOUP CO DEB 8.875% 05/01/21 CAMPBELL SOUP CO. 2.50% 08/02/22 CAMPBELL SOUP CO. 3.8% 08/02/42 CALLON PETE CO DEL SR NT 13% 09/15/16 Camden Property Trust 5.375% NTS 12/15/13 Camden Property Trust 5% NTS 06/15/15 Camden Property Trust 5.7% SR NTS 5/15/17 CAMDEN PROPERTY TRUST 4.625% SR NTS 06/15/21 CAMDEN PROPERTY TRUST 4.875% SR NTS 06/15/23 CHIQUITA BRANDS INTL INC SR NT 7.5% 11/01/14 Crane Company 5.500% NTS 09/15/13 Crane Company 6.55% BDS 11/15/36 CRH America 5.3% GTD NTS 10/15/13 CRH AMERICA INC. 4.125% GTD NTS 01/15/16 CRH America 6% NTS 9/30/16 CRH America 8.125% NTS 7/15/18 CRH AMERICA INC. 5.75% GTD NTS 01/15/21 CRH America 6.4% GTD NTS 10/15/33 COMSTOCK RES INC GTDSR NT8.375% 10/15/17 COMSTOCK RESOURCES INC. 7.25% 04/01/19 COMSTOCK RESOURCES INC 9.50% 06/15/20 LINCOLN NATIONAL CORP 6.25% SR NTS 02/15/20 Carpenter Technology 6.625% SR NTS 5/15/13 CARPENTER TECH CORP MTN BE FR 6.99% 04/20/18 Carpenter Technology 5.2% 07/15/21 CS FIRST BOSTON NY BRH SR MTN SR NT 5% 05/15/2013 CREDIT SUISSE USA INC NT 5.5% 08/15/13

Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $107.220 16 Aug 2011 $100.500 25 Jun 2012 $106.020 08 Aug 2011 $109.280 25 Jul 2012 $106.120 22 Nov 2011 $67.500 29 Feb 2012 $132.350 26 Oct 2011 $121.810 28 Nov 2012 $126.110 03 Dec 2012 $134.540 14 Nov 2012

$98.500 14 Oct 2011

CS/14A CS/14B CS/14 CS/15A CS/15B CS/15 CS/16A CS/16B CS/16 CS/18 CS/19 CS/20 CS/32 CS20 CSC15 CSC18 CSC22 CSL16 CSL20 CSPA

CSPB CSX/20 CSX/43 CSX13A CSX13 CSX14 CSX15 CSX17A CSX17 CSX18 CSX19 CSX20 CSX21A CSX21 CSX22A CSX22 CSX27B CSX27 CSX28 CSX36 CSX37 CSX38 CSX40 CSX41 CSX42 CSX43 CSX44 CTB19

CREDIT SUISSE NEW YORK BRANCH SR NT 5.5% 05/01/2014 CREDIT SUISSE NEW YORK 2.2% 01/14/2014 Credit Suisse First Bstn 5.125% NTS 01/15/14 Credit Suisse First Bstn 5 1/8% NTS 08/15/15 CREDIT SUISSE NEW YORK BRANCH SR NT 3.5% 03/23/2015 Credit Suisse First Bstn 4.875% NTS 01/15/15 Credit Suisse First Bstn 5.85% SR NTS 8/16/16 DONALDSON LUFKIN JENRE MTN BE PUT 5.625% 02/15/16 Credit Suisse First Bstn 5.375% NTS 3/2/16 CREDIT SUISSE NY BRH SUB NT 6% 02/15/18 CREDIT SUISSE NEW YORK BRANCH SR NT 5.3% 08/13/2019 CREDIT SUISSE NEW YORK BRANCH SUB NT 5.4% 01/14/20 Credit Suisse First Bstn 7.125% NTS 07/15/32 Credit Suisse NY 4.375% 08/05/20 COMPUTER SCIENCES CORP 2.50% 09/15/15 COMPUTER SCIENCES CORP SR NT 6.5% 03/15/18 COMPUTER SCIENCES CORP 4.45% 09/15/22 Carlisle Cos Inc 6.125% NTS 8/15/16 CARLISLE COS INC NT 5.125% 12/15/2020 CREDIT SUISSE FIXED TO FLOATING RATE TIER 1 CAPITAL NTS CREDIT SUISSE FLT RATE TIER 1 CAPITAL NTS CSX TRANSN INC DEB 9.75% 06/15/20 CSX TRANSN INC DEB 7.875% 05/15/43 CSX Corp 5.75% SR NTS 3/15/13 CSX Corp 5.500% NTS 08/01/13 CSX Corp 5.300% NTS 02/15/14 CSX Corp 6.25% NTS 4/1/15 CSX Corp. 5.6% NTS 5/1/17 CSX Corp 7.900% DEB 05/01/17 CSX Corp 6.25% SR NTS 3/15/18 CSX CORP 7.375% NTS 02/01/19 CSX CORP 3.7% SR NTS 10/30/20 CSX CORP 4.25% SR NTS 06/01/21 CSX CORP MEDTERM NTS BK EN FR 9.87% 02/12/2021 CSX Corp 8.100% DEB 09/15/22 CSX Corp 8.625% DEB 05/15/22 CSX Corp 7.250% DEB 05/01/27 CSX Corp 7.950% DEB 05/01/27 CSX Corp 6.8% MTNS 12/1/28 CSX Corp 6% NTS 10/1/36 CSX Corp 6.15% NTS 5/1/37 CSX Corp. 7.45% NTS 4/1/38 CSX CORP FIXED RT NT 6.22% 04/30/2040 CSX CORP 5.50% SR NTS 04/15/41 CSX CORP 4.75% SR NTS 05/30/42 CSX CORP 4.4% SR NTS 03/01/43 CSX CORP 4.1% 03/15/44 COOPER TIRE & RUBR CO NT 8% 12/15/19

Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE $95.370 07 Oct 2011 $99.620 12 Oct 2011 $116.950 25 Sep 2012 $97.640 05 Dec 2011 $102.070 03 Nov 2011 $108.610 27 Jul 2011 $99.940 16 Sep 2011 $107.220 10 Aug 2011

$106.750 28 Feb 2012

Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$115.090 26 Jul 2011

$118.390 08 Nov 2011 $124.400 29 Jul 2011

$107.900 21 Jul 2011

$109.500 20 Jul 2012

CTB27 CTL/13A CTL/16 CTL/19 CTL/21A CTL/21 CTL/23 CTL/25A CTL/25 CTL/26A CTL/26 CTL/28A CTL/28 CTL/30A CTL/30 CTL/31 CTL/33A CTL/33 CTL/35 CTL/36 CTL/43 CTL13 CTL14A CTL15B CTL15 CTL16 CTL17A CTL17B CTL17 CTL19 CTL21 CTL22 CTL39 CUBE22 CUK/27 CVA20 CVC/14 CVC/18A CVC17 CVC18A CVC18 CVC20 CVC22 CVE/19 CVE/30 CVE/31A

COOPER TIRE & RUBR CO NT 7.625% 03/15/27 CAROLINA TEL & TELEG CO DEB 6.75% 08/15/13 EMBARQ CORP NT 7.082% 06/01/2016 CENTEL CAPITAL CORP DEB 9% 10/15/19 QWEST CORP. 6.7%5 12/01/21 QWEST CAP FDG INC GTD NT 7.625% 08/03/21 US West Communications 7.5% DEBS 6/15/23 CENTURY TEL ENTERPRISES INC NT -D 7.2% 12/01/25 US West Communications 7.25% SR NTS 9/15/25 US WEST COMM 7.2% SR NTS 11/10/26 US West Communications 7.2% DEBS 11/10/26 US WEST CAPITAL FUNDING 6.875% 07/15/28 CENTURY TEL ENTERPRISES INC DB-G 6.875% 01/15/28 NORTHWESTERN BELL TELEPHONE 7.75% SR NTS 05/01/30 MOUNTAIN STS TEL & TELEG CO DEB 7.375% 05/01/30 QWEST CAP FDG INC NT 7.75% 02/15/31 US WEST COMMUNICATIONS INC DEB MBIA6.875% 09/15/33 US West Communications 6.875% DEBS 9/15/33 Qwest Corp 7.25% DEBS 10/15/35 EMBARQ CORP NT 7.995% 06/01/36 Qwest Corp 7.125% DEBS 11/15/43 CenturyTel Inc 5.5% SR NTS 4/1/13 Qwest Corp 7.5% SR NTS 10/1/14 Qwest Corp 7.625% SR NTS 6/15/15 CenturyTel Inc 5.000% SR NTS 02/15/15 QWEST CORP NT 8.375% 05/01/16 CenturyTel Inc 6% SR NTS 4/1/17 CenturyLink, Inc. 5.15% 06/15/17 Qwest Corp 6.5% SR NTS 6/1/17 CENTURYTEL INC SR NT-Q 6.15% 09/15/19 CenturyLink, Inc. 6.45% 06/15/21 CENTURYLINK, INC. 5.8% SR NTS 03/15/22 CENTURYTEL INC SR NT-P 7.6% 09/15/39 CUBESMART LP 4.8% 07/15/22 P & O PRINCESS CRUISES P L C GTD DEB 7.875% 06/15/2027 COVANTA HLDG CORP SR NT 7.25% 12/01/2020 CSC HOLDINGS LLC. 8.50% 04/15/14 CSC Holdings 7.625% DEBS 7/15/18 CABLEVISION SYS CORP SR NT 8.625% 09/15/2017 CABLEVISION SYS CORP SR NT 7.75% 04/15/18 CSC Holdings 7.875% DEBS 2/15/18 CABLEVISION SYS CORP SR NT 8% 04/15/20 CABLEVISION SYSTEMS CORP 5.875% 09/15/22 ENCANA CORP SR NT 6.5% 05/15/19 ALBERTA ENERGY LTD NT 8.125% 09/15/30 ALBERTA ENERGY LTD NT 7.375% 11/01/31

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$98.000 07 Feb 2012

$100.590 12 Oct 2011

$110.500 15 Feb 2012

$97.000 28 Sep 2011 $97.250 22 Jun 2011 $95.750 14 Jun 2011

$106.000 25 Oct 2012

$97.500 01 Sep 2011

$109.530 28 Aug 2012

$112.500 18 Aug 2011 $114.500 30 Jun 2011 $119.510 04 Oct 2012

$107.350 24 Jul 2012 $106.160 23 Feb 2012 $97.790 13 Jun 2012 $100.910 20 Aug 2012

$107.000 05 Oct 2011 $113.250 27 Jul 2012 $116.750 10 Oct 2012 $103.000 07 Jun 2012 $110.500 15 Jun 2012 $110.000 18 Jul 2012

$121.490 04 Jan 2012

CVE/31 CVE14 CVE19 CVE22 CVE39 CVE42 CVH14 CVH15 CVH17 CVH21 CVO/18 CVO13 CVS/14 CVS/16 CVS15 CVS17 CVS19 CVS20 CVS21 CVS22 CVS27 CVS37 CVS39 CVS41 CVX/20 CVX/21A CVX/21 CVX/31 CVX/32A CVX/32 CVX/33 CVX/43 CVX14 CVX17 CVX19 CVX22 CWH14 CWH15A CWH15 CWH16 CWH17 CWH18 CWH20 CXO17

PANCANADIAN PETE LTD NT 7.2% 11/01/31 CENOVUS ENERGY INC. 4.50% SR NTS 09/15/14 CENOVUS ENERGY INC 5.70% 10/15/19 CENOVUS ENERGY INC. 3.0% 08/15/22 CENOVUS ENERGY INC SR NT 6.75% 11/15/2039 CENOVUS ENERGY INC. 4.45% 09/15/42 Coventry Health 6.3% SR NTS 8/15/14 Coventry Health 6.125% SR NTS 1/15/15 Coventry Health 5.95% NTS 3/15/17 COVENTRY HEALTH CARE INC. 5.45% NTS 06/15/21 CENVEO CORP. 8.875% 02/01/18 CENVEO CORP SR SB NT7.875% 12/01/13 CVS Corporation 4.875% NTS 09/15/14 CVS Corporation 6.125% SR NTS 8/15/16 CVS CAREMARK CORP SR NT FIXED RT 3.25% 05/18/2015 CVS Caremark 5.75% SR NTS 6/1/17 CVS CAREMARK CORPORATION SR NT 6.6% 03/15/19 CVS CAREMARK CORP FIXED RT SR NT 4.75% 05/18/2020 CVS Caremark Corporation 4.125% SR NTS 05/15/21 CVS CAREMARK CORP 2.75% 12/01/2022 CVS Caremark 6.25% SR NTS 6/1/27 CVS CAREMARK 6.302% JR SUB 06/01/37 CVS CAREMARK 6.125% SR NTS 09/15/39 CVS Caremark Corporation 5.75% 05/15/41 Texaco Capital 9.75% due 3/15/2020 TEXACO CAP INC MTNS B E FR 8.875% 02/15/21 Texaco Capital 8.875% due 9/1/2021 Texaco Capital 8.625% due 11/15/2031 Texaco Capital 8.625% due 4/1/2032 Texaco Capital 8% due 8/1/2032 TEXACO CAP INC MTNS B E FR 7.84% 02/15/33 Texaco Capital 7.5% due 3/1/2043 CHEVRON CORP 3.95% SR NTS 03/03/14 CHEVRON CORP. CVX 1.104% 12/5/17 CHEVRON CORP 4.95% SR NTS 03/03/19 CHEVRON CORP. CVX 2.355 12/5/22 HRPT Properties Trust 5.750% SR NTS 02/15/14 HRPT Properties Trust 5.75% NTS 11/1/15 HRPT Properties Trust 6.400% SR NTS 02/15/15 HRPT Properties Trust 6.250% SR NTS 08/15/16 HRPT PPTYS TR SR NT 6.25% 06/15/2017 HRPT Properties Trust 6.65% NTS 1/15/18 COMMONWEALTH REIT 5.875% SR NTS 09/15/20 CONCHO RES INC SR NT 8.625% 10/01/17

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $109.460 04 Oct 2012 $110.090 17 Oct 2012 $119.500 01 May 2012 $114.330 28 Jul 2011 $119.780 26 Nov 2012 $127.590 21 Nov 2012 $110.160 22 Aug 2011 $108.070 29 Aug 2011

$111.200 23 Feb 2012

$90.500 20 Nov 2012 $99.500 12 Oct 2012 $110.000 29 Feb 2012 $117.070 14 Dec 2011

$133.290 06 Nov 2012 $115.460 09 Nov 2011 $142.000 02 May 2011

$139.500 12 May 2011

$135.000 22 Jun 2011

$108.110 21 Oct 2011

CXO21 CXO22A CXO22 CXO23 CXW14 CXW17 CYH/13 CYH20 CYN13 CYN20 CYT13 CYT15 CYT17 D/13A D/13B D/14A D/14 D/15 D/16 D/17A D/17 D/18 D/19 D/22 D/36 D/37A D/37 D/38 D13 D14A D14 D15A

D15 D16A D16B D16 D17A D17 D18 D19A

CONCHO RESOURCES INC. 7.0% SR NTS 01/15/21 CONCHO RESOURCES INC. 5.50% SR NTS 10/01/22 CONCHO RESOURCES INC. 6.50% 01/15/22 CONCHO RESOURCES INC. 5.50% 04/01/23 Corrections Corp. 6.75% NTS 1/31/14 CALLED FOR REDEMPTION CORRECTIONS CORP AMER NEW GTD SRNT 7.75% 06/01/17 TRIAD HOSPS INC SR SUB NT 7% 11/15/2013 CHS/COMMUNITY HEALTH SYS 7.125% 07/15/20 CITY NATL CORP SR NT 5.125% 02/15/13 CITY NATL CORP SR NT 5.25% 09/15/2020 Cytec Industries Inc 4.6% NTS 7/1/13 Cytec Industries Inc 6% NTS 10/1/15 CYTEC INDUSTRIES ,INC. 8.95% SR NTS 07/01/17 Virginia Electric & Power 4.750% NTS 03/01/13 CONSOLIDATED NAT GAS CO DEB 6.625% 12/01/13 CONSOLIDATED NAT GAS CO SR NT -04A 5% 12/01/14 CONSOLIDATED NAT GAS CO SR NT 5% 03/01/14 Virginia Electric & Power 5.250% NTS 12/15/15 Virginia Elec & Power 5.4% NTS due 1/15/16 VIRGINIA ELEC & PWR CO SR NT-A 7.25% 10/15/17 Virginia Elec & Power 5.95% SR NTS 9/15/17 Virginia Electric & Power 5.4% SR NTS 4/30/18 VIRGINIA ELEC & PWR CO SR NT09A 5% 06/30/19 VIRGINIA ELECTRIC & POWER CO 2.95% SR NTS 01/15/22 Virginia Elec & Power 6% NTS due 1/15/36 Virginia Electric & Power 6.35% SR NTS 11/30/37 Virginia Electric & Power 6% SRNTS 5/15/37 Virginia Electric & Power 8.875% SR NTS 11/15/38 Dominion Resources Inc 5.000% SR NTS 03/15/13 DOMINION RESOURCES INC. 1.8% SR NTS 03/15/14 Dominion Resources 7.195% due 9/15/2014 DOMINION RES INC VA NEW FIXED RT SR NT 2010 SER A 2.25% 09/01/2015 Dominion Resources 5.15% due 7/15/2015 Dominion Resources 5.6% SR NTS 11/15/16 Dominion Resources Inc. 1.95% 08/15/16 Dominion Resources Inc 5.200% SR NTS 01/15/16 DOMINION RESOURCES INC 1.4% 09/15/17 Dominion Resources 6% NTS 11/30/17 Dominion Resources 6.4% NTS 6/15/18 DOMINION RES INC VA NEW SR NT 5.2% 08/15/19

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $101.650 29 Jul 2011 $122.130 23 Aug 2011 $165.800 23 Sep 2011 $106.380 15 Nov 2012 $102.500 27 Jul 2011 $105.750 03 Aug 2012 $101.500 08 Nov 2012

$109.030 14 Nov 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded

D19 D21 D22 D27 D31 D32 D33A D33 D35 D38 D41 D42 DAL20 DAN19 DAN21 DB/15A DB/15 DB/17 DB13A DB13 DB14 DB15 DB16 DB38 DD13A DD13B DD13 DD14A DD14B DD14 DD15A DD15 DD16A DD16B DD16 DD18 DD19 DD20 DD21A DD21

Dominion Resources 8.875% SR NTS 1/15/19 DOMINION RESOURCES INC. 4.45% SR NTS 03/15/21 DOMINION RESOURCES INC 2.75% 09/15/22 CONSOLIDATED NAT GAS CO SR DEB 6.8% 12/15/2027 DOMINION RES CAP TR III GTD CAP SECD 31 01/15/31 Dominion Resources Inc 6.75% SR NTS 12/15/32 Dominion Resources Inc 5.25% SR NTS 08/1/33 Dominion Resources Inc 6.300% SR NTS 03/15/33 Dominion Resources 5.95% due 6/15/2035 Dominion Resources 7% NTS 6/15/38 DOMINIOIN RESOURCES INC. 4.9% SR NTS 08/01/41 DOMINION RESOURCES INC 4.05% 09/15/42 DELTA AIR LINES 4.75% 05/07/20 DANA HOLDING CORP 6.50% SR NTS 02/15/19 DANA HOLDING CORP 6.75% SR NTS 02/15/21 DEUTSCHE BANK FINANCIAL LLC 5.375% 03/02/15 BANKERS TR CORP SUB DEB 7.5% 11/15/15 Deutsche Bank AG London 6% SR NTS 9/1/17 DEUTSCHE BK AG SR NT 4.875% 05/20/13 DEUTSCHE BK AG SR NT 2.375% 01/11/13 DEUTSCHE BK AG SR NT 3.875% 08/18/14 DEUTSCHE BK AG SR NT 3.45% 03/30/15 DEUTSCHE BANK AG 3.25% SR NTS 01/11/16 DEUTSCHE BK AG CALL NT 6% 03/11/38 E.I Dupont de Nemours 5% NTS 1/15/13 Dupont (E.I.) de Nemours 5% NTS 7/15/13 du Pont (EI) de Nemours 4 1/8% NTS 3/6/2013 DUPONT (E.I.) NEMOUR 5.875% NTS 01/15/2014 E.I. DuPont de Nemours 1.75% 03/25/14 du Pont (EI) de Nemours 4.875% NTS 04/30/14 DU PONT E I DE NEMOURS & CO SR NT 3.25% 01/15/15 E.I. DU PONT DE NEMOURS 4.75% NTS 03/15/15 DUPONT EI NEMOUR 1.95% SR NTS 01/15/16 E.I. DuPont de Nemours 2.75% 04/01/16 E.I DuPont de Nemours 5.25% NTS 12/15/16 Dupont (E.I.) de Nemours 6% SR NTS 7/15/18 DU PONT E I DE NEMOURS & CO SR NT 5.75% 03/15/19 DU PONT E I DE NEMOURS & CO SR NT 4.625% 01/15/20 E.I. DuPont de Nemours 4.25% 04/01/21 DUPONT EI NEMOUR 3.625% SR NTS 01/15/21

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $102.510 15 Aug 2011 $110.700 08 Aug 2011 $106.880 25 Oct 2011 $109.020 14 Nov 2012 $101.460 09 Aug 2011 $105.350 24 Oct 2011 $116.510 27 Nov 2012 $121.530 20 Jan 2012 $120.270 22 Nov 2011 $118.870 15 Oct 2012 $112.970 22 Dec 2011 $110.380 09 Oct 2012 $111.620 22 Nov 2011 $106.060 15 Jul 2011 $101.240 04 Aug 2011 $105.630 05 Aug 2011 $103.360 01 Jul 2011 $102.320 04 Aug 2011 $117.880 06 Oct 2011

$96.500 23 Aug 2011

DD28 DD36 DD41 DDR15 DDR16 DDR17 DDR18B DDR18C DDR20 DDR22 DDS18A DDS18 DDS23 DDS26 DDS27 DDS28 DE/12B DE/13A DE/13B DE/13C DE/13 DE/14 DE/15A DE/15B DE/15C DE/15 DE/16A DE/16 DE/17A DE/17B DE/17 DE/18A DE/18 DE/19 DE/20 DE/23 DE/31 DE14 DE19 DE21 DE22A DE22 DE28 DE29

du Pont (EI) de Nemours 6.500% DEB 01/15/28 E.I DuPont de Nemours 5.6% NTS 12/15/36 DUPONT EI NEMOUR 4.9% 01/15/41 Developers Diversified 5.500% NTS 05/01/15 DEVELOPERS DIVERSIFIED RLTY CO NT 9.625% 03/15/16 DEVELOPERS DIVERSIFIED RLTY CO NT 7.5% 04/01/17 DEVELOPERS DIV RLTY CORP MTNBE FR 7.5% 07/15/18 DEVELOPERS DIVERSIFIED 4.75% SR NTS 04/15/18 DEVELOPERS DIVERSIFIED 7.875% SR NTS 09/01/20 DDR CORP 4.625% 07/15/22 Dillards Inc. 7.13% NTS 8/1/18 Dillards Inc. 6.625% NTS 1/15/18 Dillards Dept. Stores 7.875% NTS 1/1/23 Dillards Dept. Stores 7.75% DEBS 7/15/26 Dillards Dept. Stores 7.75% NTS 5/15/27 DILLARDS INC DEB 7% 12/01/28 John Deere Capital 4.95% MTNs 12/17/12 Deere Capital (John) Corp. 4.5% MTNs 4/3/13 Deere (John) Capital 4.9% NTS 9/9/13 JOHN DEERE CAPITAL CORP 1.875% NTS 06/17/13 Deere (John) Capital 5.1% GLB NTS 01/15/13 JOHN DEERE CAPITAL CORP 1.6% SR NTS 03/03/14 JOHN DEERE CAP CORP 0.875% 04/17/15 JOHN DEERE CAPITAL CORP .95% 06/29/15 JOHN DEERE CAPITAL CORP 0.7% 09/04/15 DEERE JOHN CAP CORP MTNS BE SR NT 2.95% 03/09/15 JOHN DEERE CAPITAL CORP 1.85% 09/15/16 JOHN DEERE CAPITAL CORP 2.25% NTS 06/07/16 JOHN DEERE CAPITAL CORP 2.8% SR NTS 09/18/17 JOHN DEERE CAPITAL CORP 1.2% 10/10/17 John Deere Capital Corp. 5.5% NTS 4/13/17 Deere (John) Capital 5.75% NTS 9/10/18 Deere Capital (John) Corp 5.35% MTNs 4/3/18 JOHN DEERE CAPITAL CORP 2.25% 04/17/19 JOHN DEERE CAPITAL CORP 1.7% 01/15/20 JOHN DEERE CAPITAL CORP 2.8% 01/27/23 DEERE & CO NT 7.125% 03/03/31 Deere & Company 6.950% GLB NTS 04/25/14 DEERE & CO 4.375% SR NTS 10/16/19 JOHN DEERE CAPITAL CORP 3.9% SR NTS 07/12/21 DEERE & COMPANY 2.6% 06/08/22 DEERE & CO 8 1/2% DEBS 01/09/22 DEERE& CO 6.55% DEBS 10/1/28 DEERE & CO 5.375%SR NTS 10/16/29

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE Traded

$112.530 26 Oct 2011 $131.910 08 Nov 2012 $115.670 16 Aug 2012

$120.580 03 Dec 2012

$107.000 15 Jun 2012

$108.500 12 Oct 2012

$100.400 07 Nov 2012 $104.820 06 Jan 2012 $108.230 17 Aug 2011 $101.210 12 Sep 2012 $104.880 29 Nov 2011 $101.700 14 Dec 2011 $100.460 24 Sep 2012 $101.200 29 Nov 2012

$105.420 26 Sep 2011 $100.400 21 Oct 2011 $103.130 14 Dec 2011 $107.050 27 Jul 2012 $100.990 07 Nov 2012 $118.750 28 Sep 2012 $124.160 23 Jul 2012 $119.810 02 Aug 2012 $103.810 30 Nov 2012

$103.540 04 Dec 2012 $139.790 13 Dec 2011 $116.110 03 Aug 2011 $116.940 09 Oct 2012 $114.830 31 Jul 2012 $103.240 16 Oct 2012

$122.050 14 Nov 2011

DE30 DE42 DEG/27 DEG/31 DEG14 DEG17 DEG19 DEO/13 DEO/17 DEO/18 DEO/20 DEO/22 DEO/42 DEO13A DEO14 DEO15A DEO15 DEO16 DEO17 DEO36 DF/17 DF16 DFS17 DFS19 DG17 DGX15 DGX16 DGX17 DGX20 DGX21 DGX37 DGX40 DHI13 DHI14A DHI14B DHI14 DHI15 DHI16A DHI16 DHI17 DHI22 DHR14 DHR16 DHR18 DHR19 DIS/21

Deere & Company 8.100% DEB 05/15/30 DEERE & COMPANY 3.9% 06/09/42 FOOD LION INC NT 8.05% 04/15/27 DELHAIZE AMER INC DEB 9% 04/15/31 DELHAIZE GROUP SA SR NT 5.875% 02/01/14 DELHAIZE GROUP SA SR NT 6.5% 06/15/17 DELHAIZE GROUP 4.125% SR NTS 04/10/19 DIAGEO FINANCE 5.5% NTS 4/1/13 DIAEGO CAPITAL PLC 1.50% 05/11/17 DIAGEO CAP PLC MTN BE FR 4.85% 05/15/18 DIAGEO CAPITAL PLC 4.828% NTS 07/15/20 DIAGO INVESTMENT CORP 2.875% 05/11/22 DIAGO INVESTMENT CORP 4.25% 05/11/42 Diageo Capital 5.2% NTS 1/30/13 Diageo Plc 7.375% GTD NTS 1/15/14 DIAGEO FINANCE B.V. 3.25% NTS 01/15/15 DIAGEO FINANCE B V 5.30% NTS 10/28/2015 DIAGEO CAPITAL 5.5% NTS 9/30/16 Diageo Capital PLC 5.75% NTS 10/23/17 DIAGEO CAPITAL 5.875% NTS 9/30/2036 Dean Holdings 6.9% SR NTS 10/15/17 Dean Foods 7% GTD NTS 6/1/16 DISCOVER FINL SVCS SR NT 6.45% 06/12/17 DISCOVER FINANCIAL SVS 10.25% NTS 07/15/2019 DOLLAR GENERAL CORP 4.125% 07/15/17 Quest Diagnostics Inc 5.45% SR NTS 11/1/15 QUEST DIAGNOSTIC INC. 3.20% 04/01/16 Quest Diagnostic 6.4% SR NTS 7/1/17 QUEST DIAGNOSTICS INC SR NT 4.75% 01/30/20 QUEST DIAGNOSTIC INC. 4.70% 04/01/21 Quest Diagnostic 6.95% SR NTS 7/1/37 QUEST DIAGNOSTICS INC SR NT 5.75% 01/30/40 D.R. Horton 6.875% SR NTS 5/1/2013 D.R. Horton 5.625% SR NTS 9/15/2014 D.R. Horton 6.125% notes 1/15/2014 D.R. HORTON, INC. 2.00% SR NTS 05/15/14 D.R. Horton 5 1/4% notes 2/15/2015 D.R. Horton 5.625% SR NTS 1/15/2016 D.R. Horton 6.5% notes 4/15/2016 D. R. HORTON INC. 4.75% 05/15/17 D.R. HORTON INC 4.375% 09/15/22 DANAHER CORP 1.3% SR NTS 06/23/14 DANAHER CORP 2.3% SR NTS 06/23/16 DANAHER CORP DEL SR NT 5.625% 01/15/18 DANAHER CORP 5.4% SR NTS 03/01/19 CAPITAL CITIES ABC INC DEB 8.75% 08/15/21

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Closed-End Fund Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded NYSE NYSE Traded NYSE Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$104.210 03 Oct 2012

$112.490 30 Sep 2011

$114.040 26 Jul 2011

$99.000 16 May 2012

$105.500 30 Nov 2012 $112.500 01 Mar 2012

$105.210 12 Jul 2011

$109.670 02 Nov 2011 $106.000 07 Jun 2011

$105.000 20 Jul 2011

DIS13 DIS14A DIS14 DIS15 DIS16A DIS16 DIS17A DIS17B DIS17C DIS17 DIS19 DIS21A DIS21 DIS22 DIS32 DIS41A DIS41 DIS42 DIS93 DLR21 DLR22 DLX12 DLX14 DLX15 DNB15 DNB17 DNB22 DNR/16 DNR13

DNR16 DNR20 DNR21 DO14 DO15 DO39 DOLE13 DOLE14 DOV15 DOV18 DOV21 DOV28 DOV35 DOV38 DOV41 DOW/13

WALT DISNEY CO 4.50% NOTES 12/15/13 WALT DISNEY COMPANY 0.875% 12/01/2014 Walt Disney 6.2% NTS due 6/20/14 WALT DISNEY COMPANY/THE 0.45% 12/01/2015 WALT DISNEY COMPANY 1.35% SR NTS 08/16/16 Walt Disney 5.625% NTS 9/15/16 Walt Disney 6% SR NTS 7/17/17 WALT DISNEY COMPANY/THE 1.125% 02/15/17 WALT DISNEY COMPANY/THE 1.1% 12/01/2017 Walt Disney 5 7/8% NTS due 12/15/17 WALT DISNEY CO 5.50% NTS 03/15/19 WALT DISNEY COMPANY 2.75% SR NTS 08/16/21 The Walt Disney Company 3.75% 06/01/21 WALT DISNEY COMPANY/THE 2.35% 12/01/2022 Walt Disney 7% NTS due 3/1/32 WALT DISNEY COMPANY 4.125% 12/01/2041 WALT DISNEY COMPANY 4.375% SR NTS 08/16/41 WALT DISNEY COMPANY/THE 3.7% 12/01/2042 DISNEY WALT CO DEB 7.55% 07/15/93 DIGITAL REALTY TRUST LP 5.25% 03/15/21 DIGITAL REALTY TRUST LP 3.625% 10/01/22 Deluxe Corp 5.000% SR NTS 12/15/12 Deluxe Corp 5.125% SR NTS 10/01/14 Deluxe Corp 7.375% SR NTS 6/1/15 DUN & BRADSTREET CORP DEL NEW SR NT 2.875% 11/15/2015 Dun & Bradstreet Corp 3.25% 12/01/2017 Dun & Bradstreet Corp 4.375% 12/01/2022 ENCORE ACQUISITION CO GTD SR SB 9.5% 05/01/16 DENBURY RES INC DEL SR SB NT 7.5% 04/01/13 CALLED FOR REDEMPTION DENBURY RES INC SR SB NT 9.75% 03/01/16 DENBURY RES INC DEL SR SUB NT8.25% 02/15/20 DENBURY RESOURCES INC. 6.375% 08/15/21 Diamond Offshore Drilling 5.150% NTS 09/01/14 Diamond Offshore Drilling 4.875% SR NTS 7/1/15 DIAMOND OFFSHORE DRILL 5.7% NTS 10/15/39 DOLE FOOD INC DEB 8.75% 07/15/13 DOLE FOOD CO INC NEW SR NT 13.875% 03/15/14 Dover Corp 4.875% NTS 10/15/15 Dover Corp 5.45% NTS 3/15/18 DOVER CORP 4.3% SR NTS 03/01/21 Dover Corp 6.650% DEB 06/01/28 Dover Corp 5.375% NTS 10/15/35 Dover Corp. 6.6% BDS 3/15/2038 DOVER CORP 5.375% SR NTS 03/01/41 ROHM & HAAS CO NT 5.6% 03/15/13

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $105.120 14 Nov 2011 $98.760 12 Oct 2011

$119.830 24 Jan 2012 $106.560 12 Oct 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $110.450 12 Oct 2011 $111.500 14 Mar 2012 $104.000 25 May 2012

$111.500 08 Nov 2012 $110.200 06 Aug 2012 $120.160 14 Nov 2012

DOW/17 DOW/25A DOW/25 DOW/29 DOW/96 DOW13A DOW13E DOW13F DOW13G DOW13H DOW13 DOW14H DOW14 DOW15D DOW15E DOW15 DOW16B DOW16E DOW16H DOW18 DOW19E DOW19 DOW20B DOW20 DOW21A DOW21B DOW21 DOW22 DOW23 DOW29 DOW39 DOW41 DOW42 DOW4M DPM15 DPM17 DPS12 DPS13 DPS16

DPS18 DPS19 DPS20

ROHM & HAAS CO NT 6% 09/15/17 UNION CARBIDE CORP DEB 6.79% 06/01/2025 Union Carbide 7.5% NTS 6/1/25 ROHM & HAAS CO DEB 7.85% 07/15/29 UNION CARBIDE CORP DEB 7.75% 10/01/2096 DOW CHEM CO SR INTERNOTES FR 5.3% 03/15/13 DOW CHEM CO SR INTERNOTES CALL 5.9% 08/15/13 DOW CHEM CO SR INTERNOTES CALL 5.6% 08/15/13 DOW CHEM CO SR INTERNOTES CALL 5.5% 08/15/13 DOW CHEM CO SR INTERNOTES CALL 5.5% 08/15/13 DOW CHEMICAL 6.85% DEB 8/15/13 DOW CHEM CO SR INTERNOTES CALL 5.8% 08/15/14 DOW CHEMICAL CO 7.6% NTS 05/15/14 DOW CHEM CO SR INTERNOTES CALL 6.2% 08/15/15 DOW CHEM CO SR INTERNOTES CALL 6% 08/15/15 DOW CHEMICAL CO 5.9% SR NTS 02/15/15 DOW CHEM CO SR INTERNOTES CALL 6.65% 08/15/16 DOW CHEM CO SR INTERNOTES CALL 5.1% 12/15/16 DOW CHEMICAL CO./THE 2.50% SR NTS 02/15/16 Dow Chemical 5.7% NTS 5/15/18 DOW CHEM CO SR INTERNOTES CALL 7.45% 08/15/19 DOW CHEMICAL CO 8.55% NTS 05/15/19 DOW CHEM CO FIXED RT NT 4.25% 11/15/2020 DOW CHEM CO MED TRM NTS BK ENT FR 7.75% 09/15/20 Dow Chemical Co 8.850% DEB 09/15/21 Dow Chemical Co/The 4.125% 11/15/21 Dow Chemical Co 9.000% DEB 04/01/21 DOW CHEMICAL CO./THE 3.0% 11/15/22 Dow Chemical Co 7.375% DEB 03/01/23 Dow Chemical Co 7.375% DEB 11/01/29 DOW CHEMICAL CO 9.4% NTS 05/15/39 Dow Chemical Co/The 5.25% 11/15/41 DOW CHEMICAL CO./THE 4.375% 11/15/42 DOW CHEM CO SR INTERNOTES CALL 4.1% 12/15/14 DCP MIDSTREAM OPERATING 3.25% 10/01/15 DCP MID STREAM OPERATING 2.50% 12/01/17 DR PEPPER SNAPPLE GROUP 2.35% 12/21/12 DR PEPPER SNAPPLE GROUP INC SR NT 6.12% 05/01/13 DR PEPPER SNAPPLE GROUP INC GTD FIXED RATE SR NT 2.9% 01/15/2016 DR PEPPER SNAPPLE GROUP INC SR NT 6.82% 05/01/18 DR PEPPER SNAPPLE GROUP 2.6% 01/15/19 DR Pepper Snapple Group, Inc. 2.00% 01/15/20

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$113.490 25 Oct 2011

$134.940 23 Sep 2011

$113.170 07 Dec 2011

$110.910 20 Dec 2011

$100.800 30 Dec 2011 $110.750 21 Oct 2011

$133.070 29 Jun 2012 $110.770 19 Nov 2012

$108.930 24 Sep 2012 $99.140 19 Nov 2012

$128.000 19 Mar 2012 $156.340 31 Aug 2011 $103.790 22 Dec 2011

$104.210 04 Aug 2011

Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded $98.890 14 Nov 2011

DPS21 DPS22 DPS38 DRE/12A DRE/13A DRE/13 DRE/14 DRE/16 DRE/17 DRE/18 DRE/19 DRE/20 DRE/22A DRE/22 DRI16 DRI17 DRI21 DRI22 DRI35 DRI37 DRL16 DRL17 DRL22 DTE/13 DTE/14 DTE/15A DTE/15 DTE/16 DTE/18 DTE/19 DTE/20 DTE/21 DTE/22 DTE/32 DTE/33 DTE/35 DTE/36 DTE/37 DTE/41 DTE/42 DTE14 DTE33 DTV29 DUK/13A DUK/13B DUK/13

DR PEPPER SNAPPLE GROUP 3.2% 11/15/21 DR Pepper Snapple Group, Inc. 2.70% 11/15/22 DR PEPPER SNAPPLE GROUP INC SR NT 7.45% 05/01/38 DUKE RLTY LTD PARTNERSHIP NEW SR NT 7.375% 02/15/15 Duke Realty LP 6.25% SR NTS 5/15/13 Duke Realty LP 4.625% SR NTS 05/15/13 Duke Realty LP 5.400% NTS 08/15/14 Duke Realty LP 5.5% NTS 3/1/16 Duke Realty LP 5.95% SR NTS 2/15/17 Duke Realty LP 6.5% SR NTS 1/15/18 DUKE RLTY LTD PARTNERSHIP NEW SR NT 8.25% 08/15/19 DUKE RLTY LTD PARTNERSHIP NEW SR NT 6.75% 03/15/20 DUKE REALTY LP 3.875% 10/15/22 DUKE REALTY LP 4.375% 06/15/22 DARDEN RESTAURANTS INC 7 1/8% DEB 02/01/2016 Darden Restaurants 6.2% SR NTS 10/15/17 Darden Restaurants, Inc. 4.50% 10/15/21 DARDEN RESTAURANT INC 3.35% 11/01/22 Darden Restaurants 6% notes 8/15/2035 Darden Restaurants 6.8% SR NTS 10/15/37 DORAL FINL CORP SR NT 7.65% 03/26/16 DORAL FINL CORP SECD NT 7.1% 04/26/17 DORAL FINL CORP SECD NT 7.15% 04/26/22 Detroit Edison 6.4% 1st Mtg 10/1/13 Detroit Edison 5.4% 1st Mtg 8/1/14 DETROIT EDISON CO SR AMBAC 4.8% 02/15/15 Detroit Edison 4.8% SR NTS 2/15/15 DTE ENERGY CO SR NT 6.35% 06/01/16 Detroit Edison 5.6% SR NTS 6/15/18 MICHIGAN CONS GAS CO SR NT-E 5% 10/01/19 DETROIT EDISON COMPANY 3.45% 10/01/20 DETROIT EDISON 3.9% 06/01/21 DETROIT EDISON COMPANY 2.65% 06/15/22 Detroit Edison 6.35% SR NTS 10/15/32 MICHIGAN CONS GAS CO SR NT 5.7% 03/15/33 Detroit Edison 5.45% SR NTS 2/15/35 Detroit Edison 6.625% 1st Mtg 6/1/36 Detroit Edison 5.7% 1st Mtg 10/1/37 DETROIT EDISON 4.25% 09/01/41 DETROIT EDISON COMPANY 3.95% 06/15/42 DTE ENERGY CO 7.625% SR NTS 05/15/14 DTE Energy Corp 6.375% SR NTS 04/15/33 DIRECTV HOLDINGS LLC/DIRECTV FINANCING CO., INC. 4.375% 09/14/29 DUKE ENERGY OHIO INC. 2.1% 06/15/13 DUKE ENERGY CAROLINAS 5.75% 1st mtg nts 11/15/13 PSI Energy Inc 5.000% DEB 09/15/13

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded

$110.500 01 Feb 2012 $115.830 21 Oct 2011

DUK/14A DUK/14 DUK/16A DUK/16 DUK/18A DUK/18B DUK/18 DUK/19A DUK/19 DUK/21 DUK/25 DUK/33A DUK/33 DUK/35 DUK/37 DUK/38A DUK/38B DUK/38 DUK/40 DUK/41 DUK/42A DUK/42 DUK13 DUK14 DUK15A DUK15 DUK16 DUK17 DUK18 DUK21 DUK22 DUK28 DUK32 DVA18 DVA20 DVA22 DVN/18 DVN/27 DVN/31 DVN14 DVN16 DVN17 DVN19

UNION LT HEAT & PWR CO DEB 5% 12/15/14 DUKE ENERGY CORP 3.95% SR NTS 09/15/14 Duke Energy Carolinas 1.75% 12/15/16 PSI ENERGY INC DEB 6.05% 06/15/16 Duke Energy Carolinas 5.1% 1st Mtg 4/15/18 DUKE ENERGY CAROLINAS 7% 1st Mtg Nts 11/15/218 Duke Energy Carolinas 5.25% 1st MTG NTS 1/15/18 DUKE ENERGY OHIO INC. 5.45% 04/01/2019 DUKE ENERGY CORP 5.05% SR NTS 09/15/19 Duke Energy Carolinas 3.90% 06/15/21 Cincinnati Gas & Elec 6.900% DEB 06/01/25 Cincinnati Gas & Elec 5.375% SER B 06/15/33 Cincinnati Gas & Elec 5.400% SER A 06/15/33 PSI Energy 6.12% bonds due 10/15/35 Duke Energy Carolinas 6.1% SR NTS 6/1/37 Duke Energy Carolinas 6.05% 1st Mtg 4/15/38 Duke Energy Indiana 6.35% 1st MTG 8/15/38 Duke Energy Carolinas 6% 1st MTG NTS 1/15/38 DUKE ENERGY CAROLINAS 5.3% 02/15/2040 Duke Energy Carolinas 4.25% 12/15/41 DUKE ENERGY CAROLINAS 4.0% 09/30/2042 DUKE ENERGY INDIANA INC. 4.2% 03/15/42 Duke Energy Corp. 5.65% SR NTS 6/15/13 DUKE ENERGY CORP 6.3% SR NTS 02/01/14 DUKE ENERGY CORP NEW SR NT 3.35% 04/01/15 Duke Energy Corp 5.300% 1ST 10/01/15 DUKE ENERGY CORP 2.15% SR NTS 11/15/16 DUKE ENERGY CORP 1.625% 08/15/17 Duke Energy Corp. 6.25% SR NTS 6/15/18 DUKE ENERGY CORP 3.55% 09/15/21 DUKE ENERGY CORP 3.05% 08/15/22 Duke Energy Corp 6.000% SR NTS 12/01/28 Duke Energy Corp 6.450% SR NTS 10/15/32 DAVITA INC. 6.375% 11/01/18 DAVITA INC. 6.625% 11/01/20 DAVITA INC 5.75% 08/15/22 OCEAN ENERGY INC SR NT 8.25% 07/01/18 SEAGULL ENERGY CORP SR NT 7.5% 09/15/27 Devon Financing 7.875% due 9/30/31 DEVON ENERGY CORP 5.625% SR NTS 01/15/14 DEVON ENERGY CORPORATION.2.4% SR NTS 07/15/16 DEVON ENERGY CORPORATION 1.875% 05/15/17 DEVON ENERGY CORP 6.3% SR NTS 01/15/19

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $144.560 03 Nov 2011 $103.070 07 Nov 2011 $112.020 16 Jun 2011 $105.280 26 Oct 2011 $117.380 17 Oct 2011 $109.750 15 Nov 2012 $115.900 09 Mar 2012

$130.220 04 May 2012 $108.000 12 Apr 2011

$113.500 02 Aug 2011

$108.250 30 Nov 2012

$101.770 16 Sep 2011 $102.500 07 Nov 2012

DVN21 DVN22 DVN32 DVN41 DVN42 EAT14 EC19 ECA/14 ECA13 ECA17 ECA21 ECA34 ECA37 ECA38 ECA41 ECL14 ECL15 ECL16 ECL21 ECL41 ED/27 ED13A ED13 ED14A ED14 ED15 ED16A ED16 ED18A ED18 ED19 ED33A ED33 ED34 ED35A ED35 ED36A ED36B ED36C ED36 ED37 ED38 ED39 ED42

DEVON ENERGY CORPORATION 4.0% SR NTS 07/15/21 DEVON ENERGY CORPORATION 3.25% 05/15/22 Devon Energy 7.95% DEBS 4/15/32 DEVON ENERGY CORPORATION 5.6% SR NTS 07/15/41 DEVON ENERGY CORPORATION 4.75% 05/15/42 Brinker International 5.750% NTS 06/01/14 ECOPETROL S.A. 7.625% NTS 07/23/2019 Encana Holding Fin 5.8% GTD NTS 5/1/14 Encana Corp 4.75% SR NTS 10/15/13 Encana Corp 5.9% NTS 12/1/17 ENCANA CORP 3.9% SR NTS 11/15/21 Encana Corp 6.5% BDS 8/15/34 Encana Corp. 6.625% SR NTS 8/15/37 Encana Corp 6.5% NTS 2/1/38 ENCANA CORP 5.15% 11/15/41 Ecolab Inc. 2.375% 12/08/14 Ecolab Inc. 4.875% NTS 2/15/15 Ecolab Inc. 3.00% 12/08/16 Ecolab Inc. 4.35% 12/08/21 Ecolab Inc. 5.50% 12/08/41 ORANGE & ROCKLAND UTILS INC DEB 6.5% 12/01/27 Consolidated Edison NY 3.850% SER A 06/15/13 Consolidated Edison NY 4.875% DEB 02/01/13 CONS EDISON CO OF NY 5.55% SR NTS 04/01/2014 Consolidated Edison NY 4.700% SER A 02/01/14 Consolidated Edison 5 3/8% NTS 12/15/15 CONSOLIDATED EDISON CO N Y INC DEB-06C 5.5% 09/15/16 Consolidated Edison of NY 5.3% NTS 12/1/16 CON EDISON NY 7.125% SR NTS 12/1/18 Consolidated Edison of NY 5.85% DEBS 4/1/18 CONS EDISON CO OF NY 6.65% SR NTS 04/01/19 Consolidated Edison NY 5.100% SER A 06/15/33 Consolidated Edison NY 5.875% SER A 04/01/33 Consolidated Edison NY 5.700% SER A 02/01/34 Consolidated Edison 5.25% bonds 7/1/35 Consolidated Edison NY 5.300% SER A 03/01/35 Consolidated Edison of NY 6.2% NTS 6/15/36 Consolidated Edison of NY 5.7% NTS 12/1/36 CONSOLIDATED EDISON CO N Y INC DEB AMBAC 5.7% 12/01/36 Consolidated Edison of NY 5.85% DEBS 3/15/36 Consolidated Edison 6.3% DEBS 8/15/37 Consolidated Edison of NY 6.75% DEBS 4/1/38 CONSOLIDATED EDISON CO N Y INC DEB09-C 5.5% 12/01/39 CONS EDISON CO OF NY 4.2% 03/15/42

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $114.740 14 Sep 2011 $120.500 09 Apr 2012 $120.610 27 Sep 2011

$117.070 14 Nov 2011

$113.000 24 Feb 2012 $116.010 09 Dec 2011

$113.350 07 Nov 2012 $123.720 13 Nov 2012

EDE13 EDE18 EDE33 EDE35 EDE37 EDE40 EE22 EE35 EE38 EEP13 EEP14 EEP16 EEP18 EEP19 EEP20 EEP21 EEP33 EEP34 EEP38 EEP40 EFX14 EFX17 EFX28 EFX37 EGN/15 EGN/20 EGN/35 EGN/37 EGN13 EGN21 EGN22 EGN28 EIB17 EIX/13 EIX/14A EIX/14 EIX/15 EIX/16A EIX/16 EIX/17 EIX/18 EIX/19A EIX/19 EIX/21 EIX/26

Empire District Electric 4.500% NTS 06/15/13 Empire District Electric 6.375% 1st Mtg 6/1/18 EMPIRE DIST ELEC CO SR NT 6.7% 11/15/33 EMPIRE DIST ELEC CO SR NT 5.8% 07/01/35 Empire District Electric 5.875% MTG NTS 4/1/37 EMPIRE DISTRICT ELEC CO 5.2% 09/01/40 EL PASO ELEC CO. EE 3.3 12/15/22 El Paso Electric 6% SR NTS 5/15/35 El Paso Electric 7.5% SR NTS 3/15/38 Enbridge Energy Ptrns LP 4.750% NTS 06/01/13 Enbridge Energy Ptrns LP 5.350% NTS 12/15/14 Enbridge Energy Ptrns LP 5.875% NTS 12/15/16 Enbridge Energy Partners 6.5% SR NTS 4/15/18 ENBRIDGE ENERGY PARTNERS 9.875% SR NTS 03/01/19 ENBRIDGE ENERGY PARTNERS 5.2% 03/15/20 ENBRIDGE ENERGY 4.20% 09/15/21 Enbridge Energy Ptrns LP 5.950% NTS 06/01/33 Enbridge Energy Ptrns LP 6.300% NTS 12/15/34 Enbridge Energy Partners 7.5% SR NTS 4/15/38 ENBRIDGE ENERGY PARTNERS L P FIXED RATE NTS 5.5% 09/15/2040 EQUIFAX INC SR NT 4.45% 12/01/14 Equifax Inc. 6.3% SR NTS 7/1/17 Equifax Inc 6.900% DEB 07/01/28 Equifax Inc. 7% NTS 7/1/37 Alabama Gas 5.368% NTS 12/1/15 Alabama Gas 5.2% SR NTS 1/15/20 Alabama Gas 5.7% SR NTS 1/15/35 Alabama Gas 5.9% MTNs 1/15/37 Energen Corp. 5% SR NTS 10/1/13 ENERGEN CORP 4.625% SR NTS 09/01/21 ENERGEN CORP MTNS BE FR 7.32% 07/28/22 Energen Corp. 7.125% MTNs 2/15/28 EUROPEAN INVESTMENT BANK 4.875% NTS 1/17/17 EDISON MISSION ENERGY SR NT 7.5% 06/15/13 Southern California Edison 5.75% 1st Mtg 3/15/14 Southern California Edison 5% 1/15/14 Southern California Edison 4.65% 4/1/15 EDISON MISSION ENERGY SR NT 7.75% 06/15/16 Southern California Edison 5% 1/15/16 EDISON MISSION ENERGY SR NT 7% 05/15/17 Southern California Edison 5.5% 1st Mtg 8/15/18 HOMER CITY FDG LLC SR SEC BD 10/01/2019 EDISON MISSION ENERGY SR NT 7.2% 05/15/19 SOUTHERN CAL EDISION 3.875% 06/01/21 HOMER CITY FDG LLC SR SECD NT 10/01/2026

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $59.000 11 Apr 2012 $113.590 28 Nov 2012 $47.500 20 Nov 2012 $110.500 09 Apr 2012

$50.000 03 Dec 2012 $113.230 19 Oct 2012 $50.000 09 Oct 2012

EIX/27 EIX/29 EIX/34 EIX/35 EIX/36A EIX/36 EIX/37 EIX/38 EIX/40 EIX/41 EIX17 EKPT13A EKPT13B EKPT13 EKPT14 EKPT15 EKPT16 EKPT17 EL17 EL22 EL33 EL37 EL42 EMN15 EMN17 EMN18 EMN19 EMN21 EMN22 EMN24A EMN24 EMN27 EMN42 EMR13A EMR13 EMR14 EMR15A EMR15 EMR16 EMR17 EMR18

EDISON MISSION ENERGY SR NT 7.625% 05/15/27 Southern California Edison 6.65% NTS 4/1/29 Southern California Edison 6% due 1/15/34 Southern California Edison 5.35% due 7/15/35 Southern California Edison 5.625% due 2/1/36 Southern California Edison 5.55% due 1/15/36 Southern California Edison 5.55% due 1/15/37 Southern California Edison 5.95% 1st REF MTG 2/1/38 SOUTHERN CAL EDISON 4.50% 09/01/40 Southern Cal Edison 3.9% 12/01/41 EDISON INTERNATIONAL 3.75% SR NTS 09/15/17 EKSPORTFINANS ASA FLOATING RATE NTS 10/07/13 EKSPORTFINANS ASA FLOATING RATE NTS 04/05/13 EKSPORTIFINANS ASA 1.875% NTS 04/02/13 EKSPORTFINANS ASA 3.0-% BENCHMARK DUE 11/17/2014 EKSPORTFINANS ASA 2.00% NTS 09/15/15 Eksportfinans ASA 2.375% Benchmark due May 25, 2016 Eksportfinans A/S 5.5% NTS 6/26/17 Estee Lauder 5.55% SR NTS 5/15/17 ESTEE LAUDER CO INC. 2.35% 08/15/22 Estee Lauder 5.75% SR NTS 10/15/33 Estee Lauder 6% SR NTS 5/15/37 ESTEE LAUDER CO INC. 3.7% 08/15/42 EASTMAN CHEMICAL CO. 3.0% 12/15/15 EASTMAN CHEMICAL CO 2.40% 06/01/17 Eastman Chemical Co 6.300% NTS 11/15/18 EASTMAN CHEM CO NT 5.5% 11/15/19 EASTMAN CHEMICAL CO. 4.50% NTS 01/15/21 EASTMAN CHEMICAL CO 3.60% 08/15/22 Eastman Chemical Co 7.625% DEB 06/15/24 Eastman Chemical Co 7.250% DEB 01/15/24 Eastman Chemical Co 7.600% DEB 02/01/27 EASTMAN CHEMICAL CO 4.80% 09/01/42 Emerson Electric Co 5.625% NTS 11/15/2013 Emerson Electric Co 4.5% NTS 5/1/2013 Emerson Electric Co 5.000% NTS 12/15/14 EMERSON ELEC CO NT 4.125% 04/15/15 Emerson Electric Co 4 3/4% notes 10/15/2015 Emerson Electric Co 5.125% NTS 12/1/16 Emerson Electric 5.375% NTS due 10/15/2017 EMERSON ELEC CO NT 5.25% 10/15/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$50.500 02 Aug 2012

$137.490 15 Aug 2012

$114.100 14 Jul 2011 $114.970 07 Sep 2012

$108.250 19 Oct 2012

$128.040 02 Nov 2011

$100.290 30 Jun 2011 $105.820 16 Oct 2012

EMR19A EMR19 EMR20 EMR32 EMR39A EMR39 ENB14 ENB15 ENB17 ENH15 ENH34 ENI/13 ENI/15 ENI/27 ENI/37 ENI14 ENI16 ENI26 ENR22 EOC97

EOG/28 EOG13A EOG13 EOG16 EOG17 EOG18 EOG19 EOG20 EOG21 EP/16A EP/17A EP/17 EP/18A EP/18 EP/22 EP/26 EP/27 EP/28 EP/31 EP/32A EP/32 EP/37A EP/37

EMERSON ELEC CO NT 5% 04/15/19 EMERSON ELECTRIC CO 4.875% NTS 10/15/19 EMERSON ELEC CO NT 4.25% 11/15/20 Emerson Electric Co 6.000% NTS 08/15/32 EMERSON ELEC CO NT 5.25% 11/15/39 EMERSON ELEC CO NT 6.125% 04/15/39 Enbridge Inc. 5.8% SR NTS 6/15/14 Enbridge Inc. 4.9% NTS 3/1/15 Enbridge Inc. 5.6% SR NTS 4/1/17 Endurance Specialty Holdings 6.15% NTS 10/15/15 Endurance Specialty Holdings 7% BDS 7/15/34 EMPRESA NACIONAL DE ELECTRICID NT 8.35% 08/01/13 EMPRESA NACIONAL DE ELECTRICID NT 8.625% 08/01/15 EMPRESA NACIONAL DE ELCTRCIDAD NT 7.875% 02/01/27 EMPRESA NACIONAL DE ELCTRCIDAD NT 7.325% 02/01/37 ENERSIS S A NT 7.375% 01/15/14 ENERSIS S.A. 7.40% NTS 12/1/16 ENERSIS S.A. 6.60% NTS 12/1/26 ENERGIZER HOLDINGS INC 4.70% 05/24/22 EMPRESA NACIONAL DE ELECTRICIDAD CHILE NT 8.125% 02/01/2097 Enron Oil & Gas 6.65% SR NTS 4/1/28 EOG Resources 6.125% NTS 10/1/13 EOG RES INC FIXED RT SR NT 2.95% 06/01/2015 EOG RES INC FIXED RT SR NT 2.5% 02/01/2016 EOG Resources 5.875% SR NTS 9/15/17 EOG Resources 6.875% NTS 10/1/18 EOG RES INC SR NT 5.625% 06/01/19 EOG RES INC FIXED RT SR NT 4.4% 06/01/2020 EOG RES INC SR NT FIXED RT 4.1% 02/01/2021 TENNESSEE GAS PIPELINE CO SR NT 8% 02/01/16 EL PASO NAT GAS CO SR NT 5.95% 04/15/17 TENNESSEE GAS PIPELINE CO DEB 7.5% 04/01/17 SONAT INC DEB 7% 02/01/18 El Paso Natural Gas 7.25% SR NTS 6/1/18 EL PASO NAT GAS CO DEB 8.625% 01/15/22 EL PASO NAT GAS CO DEB 7.5% 11/15/26 TENNESSEE GAS PIPELINE CO DEB 7% 03/15/27 TENNESSEE GAS PIPELINE CO DEB 7% 10/15/28 SOUTHERN NAT GAS CO NT 7.35% 02/15/31 TENNESSEE GAS PIPELINE CO NT 8.375% 06/15/32 SOUTHERN NAT GAS CO NT 8% 03/01/32 TENNESSEE GAS PIPELINE CO DEB 7.625% 04/01/37 COLORADO INTERSTATE GAS CO 6.85% DEBS 6/15/37

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE Traded Traded $100.820 03 Aug 2011

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE

$104.850 18 Oct 2011 $104.690 21 Nov 2012 $121.860 07 Nov 2012 $122.370 24 Sep 2012 $114.810 27 Sep 2012 $115.290 24 Oct 2012

$98.750 26 Apr 2011

EP12B EP13 EP14 EP16 EP17 EP28 EP30 EP31 EP32 EP37 EPB/15A EPB/15 EPB/20 EPB40 EPB42 EPD/13A EPD/13 EPD/18 EPD/38 EPD13A EPD13B EPD13C EPD13 EPD14A EPD14 EPD15 EPD16 EPD17 EPD18 EPD19 EPD20A EPD20 EPD22 EPD33 EPD34 EPD35 EPD38 EPD39 EPD40 EPD41 EPD42A EPD42 EPR22 EQR/13 EQR/14

El Paso Energy 7.375% SR NTS 12/15/12 EL PASO CORP 12% SR NTS 12/12/13 El Paso 6.875% SR NTS 6/15/14 EL PASO CORP SR NT 8.25% 02/15/16 El Paso 7% SR NTS 6/15/17 El Paso 6.95% SR NTS 6/1/28 El Paso Energy 8.05% SR NTS 10/15/30 El Paso Energy 7.8% SR NTS 8/1/31 El Paso 7.75% SR NTS 1/15/32 El Paso 7.42% SR NTS 2/15/37 COLORADO INTST GAS CO SR NT 6.8% 11/15/15 COLORADO INTST GAS CO SR NT 5.95% 03/15/15 EL PASO PIPELINE PARTNERS OPER GTD SR NT 6.5% 04/01/20 EL PASO PIPELINE PARTNERS, L.P. 7.50% 11/15/40 EL PASO PIPELINE PARTNERS OP 4.7% 11/01/42 TEPPCO Partners 5.9% SR NTS 4/15/13 TEPPCO Partners LP 6.125% SR NTS 02/01/13 TEPPCO Partners 6.65% SR NTS 4/15/2018 TEPPCO Partners 7.55% SR NTS 4/15/38 Enterprise Products Operating 5.65% SR NTS 4/1/13 ENTERPRISE PRODS OPER LLC GTD SR NT 13 02/01/13 ENTERPRISE PRODS OPER LLC GTD SR NT 5.9% 04/15/13 Enterprise Production 6 3/8% due 2/1/2013 ENTERPRISE PRODUCTS OPER 9.75% GTD NTS 1/31/14 Enterprise Production 5.6% nts 10/15/2014 Enterprise Production 5% due 3/1/2015 ENTERPRISE PRODUCTS OPER 3.2% 02/01/16 Enterprise Products 6.3% GTD NTS 9/15/17 ENTERPRISE PRODS OPER LLC GTD SRNT 6.65% 04/15/18 Enterprise Products Operating 6.5% SR NTS 1/31/19 Enterprise Products 5.20% 09/01/20 ENTERPRISE PRODS OPER LLC GTD SRNT 5.25% 01/31/20 Enterprise Products Operating 4.05% 02/15/22 Enterprise Production 6 7/8% due 3/1/2033 Enterprise Production 6.65% nts 10/15/2034 ENTERPRISE PRODS OPER LP GTD SR NT5.75% 03/01/35 ENTERPRISE PRODS OPER LLC GTD SRNT 7.55% 04/15/38 ENTERPRISE PRODS OPER LLC GTD SR 6.125% 10/15/39 Enterprise Products 6.45% 09/01/40 ENTERPRISE PRODUCTS OPER 5.95% 02/01/41 ENTERPRISE PRODUCTS OPER. 4.85% 08/15/42 Enterprise Products Operating 5.7% 02/15/42 Entertainment Properties 5.75% 08/15/22 ERP Operating LP 5.200% NTS 04/01/13 ERP OPER LTD PARTNERSHIP NT 5.25% 09/15/14

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$109.000 21 Nov 2011 $112.500 14 Oct 2011

$118.500 15 Mar 2012 $117.000 17 Aug 2012 $116.880 14 Jul 2011

$109.440 26 Apr 2012

$117.850 14 Nov 2011

$112.130 19 Aug 2011 $104.420 19 Sep 2011

EQR/15 EQR/16A EQR/16 EQR/17A EQR/17 EQR/20 EQR/21 EQR26 EQT15A EQT15 EQT18A EQT18 EQT19 EQT21A EQT21 EQT26 EQY15 EQY16 EQY17A EQY17 EQY22 ERJ/20 ERJ/22 ESL17 ESL20 ESV/16 ESV/19 ESV/20 ESV/21 ESV27 ETE/17 ETE/18 ETE/19 ETE/29A ETE20 ETE24 ETE29 ETH15 ETN/26 ETN13 ETN14 ETN17 ETN18 ETN19A ETN19 ETN22 ETN24 ETN25

ERP OPER LTD PARTNERSHIP NT ADJ 15 04/13/15 ERP OPER LTD PARTNERSHIP SR NT 5.375% 08/01/16 ERP Operating LP 5 1/8% nts 3/15/16 ERP Operating L.P. 5.75% NTS 6/15/17 ERP Operating LP 7.125% NTS 10/15/17 ERP Operating LP 4.75% Sr Unsecured 7/15/20 ERP OPERATING LP 4.625% 12/15/21 ERP OPERATING LTD PARTNER. 7.57% NTS 8/15/26 EQUITABLE RES INC MTN BE FR 7.55% 10/01/2015 EQUITABLE RES INC NT 5% 10/01/15 Equitable Resources 6.5% SR NTS 4/1/18 Equitable Resources Inc 5.150% NTS 03/01/18 EQT CORP SR NT 8.125% 06/01/19 EQT CORP. 4.875% 11/15/21 EQUITABLE RES INC MTN BE FR 8.98% 09/01/2021 Equitable Resources Inc 7.750% DEB 07/15/26 Equity One Inc 5 3/8% NTS 10/15/15 Equity One Inc 6% NTS 9/15/16 EQUITY ONE SR NT 6% 09/15/17 Equity One 6.25% SR NTS 1/15/17 EQUITY ONE INC 3.75% 11/15/22 EMBRAER OVERSEAS LIMITED 6.375% NTS 01/15/20 EMBRAER S.A. 5.15% NOTES 06/15/22 Esterline Technologies 6.625% GTD NTS 3/1/17 ESTERLINE TECHNOLOGIES CORP SR NT 7% 08/01/2020 ENSCO PLC 3.25% 03/15/16 PRIDE INTL INC DEL SR NT 8.5% 06/15/19 PRIDE INTL INC DEL FIXED RT NT 6.875% 08/15/2020 ENSCO PLC 4.7% 03/15/21 ENSCO International Inc 7.200% DEB 11/15/27 PANHANDLE EASTN PIPE LINE CO L SR NT 6.2% 11/01/17 Panhandle Eastern Pipeline 7% SR NTS 6/15/18 PANHANDLE EASTERN PIPE LINE 8.125% SR NTS 06/01/19 CMS PANHANDLE HLDG CO NT 7% 07/15/29 ENERGY TRANSFER 7.50% SR NTS 10/15/20 Southern Union Co 7.600% SR NTS 02/01/24 Southern Union Co 8.250% SR NTS 11/15/29 ETHAN ALLEN GLOBAL INC SR NT 5.375% 10/01/15 TRINOVA CORP DEB 7.875% 06/01/26 Eaton Corp. 4.9% NTS 5/15/13 EATON CORP 5.95% SR NTS 03/20/14 Eaton Corp 5.3% NTS 3/15/17 Eaton Corp. 5.6% NTS 5/15/18 EATON CORP DEB PUT 8.875% 06/15/19 EATON CORP 6.95% SR NTS 03/20/19 Eaton Corp 8.100% DEB 08/15/22 Eaton Corp 7.625% DEB 04/01/24 Eaton Corp 6.500% DEB 06/01/25

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE Traded Traded NYSE Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $112.500 27 Nov 2012 $106.040 03 Aug 2012 $135.020 16 Oct 2012 $127.080 05 Oct 2012 $114.990 17 Oct 2012 $119.750 16 Mar 2011

$119.160 13 Nov 2012

ETN29 ETN34 ETN35 ETN37 ETP13 ETP14 ETP15 ETP17 ETP18 ETP19A ETP19 ETP21 ETP22 ETP36 ETP38 ETP41 ETP42 ETR/13 ETR/14 ETR/18 ETR/19 ETR/20 ETR/21A ETR/21B ETR/21 ETR/22 ETR/23 ETR/24 ETR/26 ETR/35 ETR15 ETR17 ETR20 EV17 EVC17 EXC/13A EXC/13B EXC/13 EXC/14 EXC/15A EXC/15B EXC/16A EXC/16 EXC/17A EXC/17 EXC/18A

Eaton Corp 7.650% DEB 11/15/29 Eaton Corp 5.450% SR DEB 10/15/34 EATON CORP MTN BE FR 5.25% 06/15/35 Eaton Corp 5.8% NTS 3/15/37 Energy Transfer Partners 6% SR NTS 7/1/13 ENERGY TRANSFER PARTNERS 8.50% SR NTS 04/15/14 Energy Transfer 5.95% SR NTS 2/1/15 Energy Transfer 6.125% SR NTS 2/15/17 Energy Transfer Partners 6.7% SR NTS 7/1/18 ENERGY TRANSFER PARTNERS 9.0% SR NTS 04/15/19 ENERGY TRAN PTNR 9.7% SR NTS 03/15/19 Energy Transfer Partners 4.65% 06/01/21 ENERGY TRANSFER PARTNERS 5.2% SR NTS 02/01/22 Energy Transfer 6.625% SR NTS 10/15/36 Energy Transfer Partners 7.5% SR NTS 7/1/38 Energy Transfer Partners 6.05% 06/01/41 ENERGY TRANSFER PARTNERS 6.50% SR NTS 02/01/42 Entergy Mississippi 5.150% 1ST 02/01/13 Entergy Louisiana LLC 1.875% 12/15/14 Entergy Louisiana 6.5% 1st Mtg 9/1/18 ENTERGY TEXAS 7.125% 02/01/19 ENTERGY GULF STATES LA 3.95% 10/01/20 ENTERGY LOUISIANA LLC 4.80% 05/01/21 ENTERGY TEXAS INC. 4.1% 09/01/21 ENTERGY ARKANSAS INC. 3.75% 02/15/21 ENTERGY LA LLC 3.3% 12/01/22 System Energy Resources 4.1% 04/01/23 ENERGY GULF STATES LA 5.59% 10/01/24 ENTERGY LOUISIANA LLC 4.44% 01/15/26 Entergy Louisiana LLC 6.3% 1st MTG 9/1/35 ENTERGY CORP NEW FIXED RT SR NT 3.625% 09/15/2015 Entergy Corp. 4.70% 01/15/17 ENTERGY CORP NEW FIXED RT SR NT 5.125% 09/15/2020 Eaton Vance 6.5% SR NTS 10/2/17 ENTRAVISION COMMUNICATIONS CORP SR SECD NT 8.75% 08/01/2017 Commonwealth Edison 7.625% 1st mtg 4/15/13 Peco Energy 5.6% MTNs 10/15/13 Commonwealth Edison 7.5% 1st mtg 7/1/13 EXELON GENERATION CO LLC SR NT 5.35% 01/15/14 Commonwealth Edison 4.7% 1st mtg 4/15/15 Constellation Energy Grp 4.550% NTS 06/15/15 Commonwealth Edison 1.95% 09/01/16 Commonwealth Edison 5.95% NTS 8/15/16 Exelon Generation 6.2% SR NTS 10/1/17 Commonwealth Edison 6.15% 1st MTG NTS 9/15/17 PECO Energy 5.35% 1st Mtge NTS 3/1/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $101.970 14 Mar 2012 $105.520 10 May 2012 $105.700 07 Aug 2012 $94.400 07 Oct 2011 $108.220 27 Oct 2011 $114.750 16 Mar 2011

$111.480 26 Jul 2012

EXC/18 EXC/19 EXC/20A EXC/20 EXC/21 EXC/22A EXC/22 EXC/28 EXC/32 EXC/33 EXC/34 EXC/36A EXC/36 EXC/38 EXC/39 EXC/42 EXC15 EXC35 EXR/17 EXR/18 EXR/27 F/13A F/13 F/14A F/14 F/15A F/15B F/15C F/15D F/15E F/15F F/15 F/16A F/16 F/17B F/17 F/18 F/20A F/20 F/21A

Commonwealth Edison 6.95% Sr. nts 7/15/18 EXELON GENERATION CO LLC SR NT 5.2% 10/01/19 CONSTELLATION ENERGY GROUP 5.15% SR NTS 12/01/20 EXELON GENERATION CO LLC 4.0% SR NTS 10/01/20 Commonwealth Edison 3.4% 09/01/21 PECO ENERGY CO 2.375% 09/15/22 BALTIMORE GAS & ELECTRIC 2.8% 08/15/22 PECO ENERGY CAP TRUST III 7.38% 04/06/28 Constellation Energy Grp 7.600% NTS 04/01/32 Commonwealth Edison 5.875% due 2/1/33 PECO Energy Company 5.900% 1ST 05/01/34 PECO Energy Company 5.95% 1ST 10/1/36 Commonwealth Edison 5.9% BDS 3/15/36 Commonwealth Edison 6.45% 1st MTG NTS 1/15/38 EXELON GENERATION CO LLC SR NT 6.25% 10/01/39 COMMONWEALTH EDISON 3.80% 10/10/42 Exelon Corp. 4.9% notes due 6/15/2015 Exelon Corp. 5 5/8% bonds due 6/15/2035 SUSA PARTNERSHIP L P NT 8.2% 06/01/17 SUSA PARTNERSHIP L P DEB 7.45% 07/01/18 SUSA PARTNERSHIP L P DEB 7.5% 12/01/27 Ford Motor Credit Co 6.52% MTN 3/10/13 Ford Motor Credit Co 7.000% GLB LS 10/01/13 FORD MOTOR CREDIT CO LLC NT 8% 06/01/14 FORD MOTOR CREDIT CO LLC SR NT 8.7% 10/01/2014 FORD MTR CR CO CONT OFFER BD CALL 6% 02/20/15 FORD MTR CR CO MTN BE FR 7.35% 09/15/15 Ford Motor Credit LLC 12% NTS 5/15/15 FORD MOTOR CREDIT CO LLC 5.625% SR NTS 09/15/15 FORD MOTOR CREDIT CO LLC 3.875% SR NTS 01/15/15 FORD MOTOR CREDIT CO LLC 2.75% 05/15/15 FORD MOTOR CREDIT CO LLC SR NT 7% 04/15/2015 Ford Motor Credit Co LLC 2.50% 01/15/16 FORD MOTOR CREDIT CO LLC NT 8% 15/15/2016 FORD MOTOR CREDIT CO LLC 3.00% 06/12/17 FORD MOTOR CREDIT CO LLC 6.625% 08/15/17 Ford Motor Credit Co LLC 5.00% SR NTS 05/15/18 Ford Holdings 9.375% DEBS 3/1/20 FORD MOTOR CREDIT CO LLC SR NT 8.125% 01/15/2020 Ford Motor Credit CO LLC 5.875% 08/02/21

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $119.650 12 Sep 2012 $100.470 06 Sep 2012 $116.250 20 Sep 2012 $110.500 12 Oct 2012 $120.250 22 Jul 2011 $127.500 25 May 2012 $112.000 12 Sep 2012 $124.000 19 Apr 2012 $104.000 11 Apr 2012 $97.750 22 May 2012 $101.350 27 Aug 2012 $107.500 13 Dec 2011 $107.250 14 Mar 2012 $110.000 19 Oct 2012 $113.250 07 Feb 2012 $108.830 18 Jun 2012 $110.350 02 Aug 2011 $95.100 30 Jun 2011

F/21 F/22 F/30 F/32

F18 F21 F22 F25 F26 F28A F28 F29 F31 F32 F43 F46 F47 F97 FAF/28 FAF14 FCE.A15 FCE.A19 FCN16 FCX/27 FCX/31 FCX/34 FCX15 FCX17A FCX22 FDO21 FDX14 FDX19 FDX22 FDX42 FDX97 FE/13A FE/13 FE/14A FE/14B FE/14 FE/15A FE/15 FE/16A FE/16

FORD MOTOR CREDIT CO LLC 5.75% SR NTS 02/01/21 Ford Motor Credit CO LLC 4.25% 09/20/22 Ford Holdings 9.3% GTD 3/1/30 Ford Motor Credit Company LLC : 7,50% Continuously Offered Bonds for Retail Accounts due 8/20/32 Ford Motor Co (DE) 6.500% DEB 08/01/18 Ford Motor 9.215% debs due 9/15/2021 Ford Motor 8.875% debentures due 1/15/22 Ford Motor Co (DE) 7.125% DEB 11/15/25 Ford Motor 7 1/2% debs due 8/1/2026 Ford Motor Co (DE) 6.625% DEB 10/01/28 Ford Motor Co (DE) 6.625% DEB 02/15/28 Ford Motor 6 3/8% debs due 2/1/2029 Ford Motor 7.45% notes due 7/16/2031 Ford Motor 8.9% debs due 1/15/2032 Ford Motor 7 3/4% debs due 6/15/2043 Ford Motor 7.4% debentures due 11/1/2046 Ford Motor 9.98% debs due 2/15/2047 Ford Motor 7.7% debs due 5/15/2097 First American Financial 7.550% DEB 04/01/28 FIRST AMERN CORP SR NT 5.7% 08/01/14 FOREST CITY ENTERPRISES INC SR NT 7.625% 06/01/2015 FOREST CITY ENTERPRISES INC SR NT 01/25/2005 6.5% 02/01/2017 FTI CONSULTING INC SR NT 7.75% 10/01/16 Phelps Dodge Corp 7.125% DEB 11/01/27 Phelps Dodge Corp 9.500% SR NTS 06/01/31 Phelps Dodge Corp 6.125% SR NTS 03/15/34 FREEPORT-MCMORAN C&G 1.4% SR NTS 02/13/15 FREEPORT-MCMORAN C&G 2.15% 03/01/17 FREEPORT-MCMORAN C&G 3.55% SR NTS 03/01/22 FAMILY DOLLAR STORES INC. 5.0% SR NTS 02/01/21 FEDEX CORP 7.375% SR NTS 01/15/14 FEDEX CORP 8.0% SR NTS 01/15/19 FEDEX CORP 2.625% 08/01/22 FEDEX CORP 3.875% 08/01/42 FedEx Corporation 7.6% NTS 07/01/97 METROPOLITAN EDISON CO SR NT 4.95% 03/15/13 Cleveland Electric Illuminating 5.65% SR NTS 12/15/13 METROPOLITAN EDISON CO SR NT 4.875% 04/01/14 PENNSYLVANIA ELEC CO SR NT 5.125% 04/01/14 Potomac Edison 5.35% 1st MTG 11/15/14 Potomac Edison 5.125% 1st MTG 8/15/15 Ohio Edison Co 5.450% SR NTS 05/01/15 Ohio Edison Co 6.4% NTS 07/15/16 Jersey Central Power & Lt 5.625% NTS 05/01/16

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded NYSE

$114.000 03 Dec 2012 $103.370 07 Nov 2012 $124.000 10 Jan 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$110.380 20 Apr 2012 $124.000 24 Apr 2012

$113.500 06 Sep 2012 $116.000 06 Sep 2012 $108.000 13 Feb 2012 $110.000 09 Jul 2012 $109.500 17 Oct 2012 $128.000 17 Oct 2012 $131.000 26 Jun 2012 $120.250 10 Aug 2012 $140.000 25 Oct 2012 $112.250 22 Jun 2012

$102.150 23 Oct 2012 $101.130 05 Dec 2012 $101.750 19 Dec 2011

$130.420 08 Aug 2011

FE/17A FE/17B FE/17C FE/17 FE/18A FE/18B FE/18 FE/19A FE/19B FE/19 FE/20A FE/20 FE/23 FE/36A FE/36B FE/36 FE/37B FE/37 FE/38A FE/38 FE15 FE21 FE31 FE39 FGP17 FGP20 FHN/13 FHN/15A FHN15 FICS/37

FIS17 FIS20 FL/22 FLO22 FLR21 FMC19 FMC22 FMCC14Z FMCC19Z FMCC25Z FNF17

Cleveland Electric Illuminating 5.7% SR NTS 4/1/17 JERSEY CENT PWR & LT CO SR NT 5.65% 06/01/17 PENNSYLVANIA ELEC CO SR NT 6.05% 09/01/17 Cleveland Electric Illuminating 7.88% NTS 11/1/17 Cleveland Electric Illuminating 8.875% 1st Mtg 11/15/18 JERSEY CENT PWR & LT CO SR NT AMBAC 18 06/15/18 Jersey Central Power & Lt 4.800% NTS 06/15/18 JERSEY CENT P&L 7.35% SR NTS 02/01/19 PENNSYLVANIA ELEC CO SR NT-C 6.625% 04/01/19 METROPOLITAN EDISON 7.7% NTS 01/15/19 TOLEDO EDISON CO SR SEC NT7.25% 05/01/20 PENNSYLVANIA ELEC CO SR NT 5.2% 04/01/20 ALLEGHENY GENERATING CO DEB 6.875% 09/01/23 Ohio Edison Co 6.875% SR NTS 07/15/36 JERSEY CENT PWR & LT CO SR NT 6.4% 05/15/36 Cleveland Electric Illuminating 5.95% SR NTS 12/15/36 JERSEY CENT PWR & LT CO SR NT 6.15% 06/01/37 TOLEDO EDISON CO SR NT 6.15% 05/15/37 PENNSYLVANIA ELEC CO SR NT 6.15% 10/01/38 Ohio Edison 8.25% 1st Mtg 10/15/38 FIRSTENERGY SOLUTIONS CORP GTD SR NT 4.8% 02/15/15 FIRSTENERGY SOLUTIONS CORP GTD SR NT6.05% 08/15/21 FirstEnergy Corp 7.375% NTS 11/15/31 FIRSTENERGY SOLUTIONS CORP GTD SR NT 6.8% 08/15/39 FERRELLGAS LP 9.125% 10/01/17 Ferrellgas Partners LP 8.625% Sr. Unsecured 06/15/20 FIRST TENN NATL CORP SR NT 4.5% 05/15/13 FIRST TENN BK N A MEMPHIS TENN SB BK NT 5.05% 01/15/2015 FIRST HORIZON NATIONAL 5.375% SR NTS 12/15/15 Fixed Income Client Solutions LLC : Class A-2037 Callable Step Up Certificates FIDELITY NATL INFORMATION SVCS INC SR NT 7.625% 07/15/2017 FIDELITY NATL INFORMATION SVCS INC SR NT 7.875% 07/15/2020 WOOLWORTH CORP DEB 8.5% 01/15/22 FLOWERS FOODS INC. 4.375% SR NTS 04/01/22 FLUOR CORP 3.375% SR NTS 09/15/21 FMC CORP 5.2% SR NTS 12/15/19 FMC Corp. 3.95% 02/01/22 FREDDIE MAC ZR CPN 11/24/14 FREDDIE MAC ZR CPN CAP 11/29/19 FREDDIE MAC ZR CPN 12/11/25 FIDELITY NATIONAL FINANCIAL IN SR NT 6.6% 05/15/17

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE $102.500 19 Sep 2011 $113.080 21 Nov 2012 $125.550 02 Nov 2011 $126.270 13 Oct 2011

$98.000 24 Sep 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Federal Agency Bond Federal Agency Bond Federal Agency Bond Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE Traded

FNF22 FNMA14Z FNMA19Z FNP19 FOE18 FR/16 FR/17 FRT13 FRT14 FRT16 FRT17 FRT20 FRT22 FRT26 FRT27 FST14 FST19 FTE14 FTE15 FTE19 FTE21A FTE21 FTE42 FTI17 FTI22 FTK28 FTR/15 FTR/19 FTR/25A FTR/25 FTR/27 FTR/35 FTR/46 FTR13 FTR14 FTR15 FTR17 FTR18 FTR20 FTR23

FIDELITY NATL FINANCIAL 5.5% 09/01/22 FEDERAL NATL MTG ASSOC ZR CPN DUE 7/5/14 FEDERAL NATL MTG ASSOC ZR CP 10/9/19 FIFTH & PACIFIC CO INC. 10.50% 04/15/19 FERRO CORP SR NT 7.875% 08/15/2018 First Industrial LP 5.75% NTS due 1/15/16 First Industrial LP 5.95% SR NTS 5/15/17 FEDERAL REALTY INVT TR NT 5.4% 12/01/13 FEDERAL REALTY INVT TR NT 5.95% 08/15/14 Federal Realty Inv Trust 5.65% BDS 6/1/16 Federal Realty Inv Trust 6.2% BDS 1/15/17 FEDERAL REALTY INVT TR NT 5.9% 04/01/20 FEDERAL REALTY INVS TRST 3.0% 08/01/22 FEDERAL REALTY INVT TR DEB 7.48% 08/15/26 FEDERAL RLTY INVT TR MTN PUT 6.82% 08/01/27 FOREST OIL CORP SR NT 8.5% 02/15/14 Forest Oil 7.25% GTD NTS 6/15/19 FRANCE TELECOM SA NT 4.375% 07/08/14 FRANCE TELECOM SA FIXED RT 2.125% 09/16/2015 FRANCE TELECOM SA NT 5.375% 07/08/19 FRANCE TELECOM 4.125% SR NTS 09/14/21 FRANCE TELECOM 2.75% SR NTS 09/14/16 FRANCE TELECOM 5.375% SR NTS 01/13/42 FMC TECHNOLOGIES INC 2.0% 10/01/2017 FMC TECHNOLOGIES INC 3.45% 10/01/2022 Flotek Industries 5.25% CV SR NTS 2/15/28 CITIZENS COMMUNICATIONS CO SR NT 6.625% 03/15/15 CITIZENS COMMUNICATIONS CO SR NT 7.125% 03/15/19 CITIZENS UTILS CO DEL DEB 7% 11/01/25 CITIZENS UTILS CO DEL DEB MBIA 7% 11/01/25 CITIZENS COMMUNICATIONS CO SR NT 7.875% 01/15/27 Citizens Utilities 7.45% DEBS 7/1/35 Citizens Utilities 7.05% DEBS 10/1/46 Citizens Communications 6.25% SR NTS 1/15/13 FRONTIER COMMUNICATIONS 8.25% SR NTS 05/01/14 Frontier Communications 7.875% SR NTS 04/15/15 Frontier Communications 8.25% SR NTS 04/15/17 FRONTIER COMMUNICATIONS CORP SR NT 8.125% 10/01/18 Frontier Communications 8.50% SR NTS 04/15/20 FRONTIER COMMUNICATIONS 7.125% 01/15/23

Corporate Bonds Federal Agency Bond Federal Agency Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Convertible Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $109.250 04 Oct 2012 $108.750 08 Jul 2011 $107.750 20 Jun 2012 $94.500 29 Nov 2011 $111.500 08 Aug 2012 $92.000 30 Jul 2012 $107.500 01 Aug 2012 $96.750 17 May 2012 $96.750 29 Jul 2011 $107.750 12 Sep 2012 $98.000 14 Aug 2012 $106.800 14 Nov 2011 $99.330 23 Sep 2011 $118.800 05 Dec 2012 $99.340 22 Nov 2011

FTR31 GAS/13 GAS/15 GAS/16 GAS/19 GAS/21 GAS/22 GAS/34 GAS/41 GBL/13 GBL15 GBL21 GCI14 GCI16 GD13 GD14 GD15A GD15 GD16 GD17 GD21 GD22 GD42 GDI/14 GE-A/26 GE-A/28 GE/12AA GE/12AB GE/12AC GE/12AD GE/12AE GE/12AF GE/13A GE/13B GE/13C GE/13D GE/13E GE/13F GE/13G GE/13H GE/13I GE/13J GE/13K

Citizens Communications 9% SR NTS 8/15/31 AGL Capital Corp. 4.45% NTS 4/15/13 AGL Capital Corp. 4.95% NTS 1/15/15 AGL Capital Corp. 6.375% NTS 7/15/16 AGL CAPITAL CORP 5.25% 08/15/19 AGL Capital Corp 3.50% 09/15/21 Western Gas Partners 4.00% 07/01/22 AGL Capital Corp. 6% NTS 10/1/34 AGL CAPITAL CORP. 5.875% 03/15/41 GABELLI ASSET MGMT INC SR NT 5.5% 05/15/13 GAMCO INVESTORS INC. 0% 12/31/15 GAMCO INVESTORS INC. 5.875% SR NTS 06/01/21 GANNETT CO INC. 8.75% 11/15/14 GANNETT CO INC. 10.0% 04/01/16 General Dynamics 4.250% NTS 05/15/13 Called for Redemption GENERAL DYNAMICS CORP NT 5.25% 02/01/14 Called for Redemption GENERAL DYNAMICS CORP 1.375% 01/15/15 General Dynamics 5.375% NTS 08/15/15 Called for Redemption GENERGAL DYNAMICS CORP 2.25% 07/15/16 GENERAL DYNAMICS CORP 1% 11/15/17 GENERAL DYNAMICS CORP 3.875% 07/15/21 GENERAL DYNAMICS CORP 2.25% 11/15/22 GENERAL DYNAMICS CORP 3.6% 11/15/42 GCI INC SR NT 7.25% 02/15/14 FRANCHISE FIN CORP AMER MTN BE FR 7.1% 11/30/26 SECURITY CAP GROUP INC NT 7.7% 06/15/28 GE CAPITAL INTERNOTES FR 5.1% 12/15/12 GE CAPITAL INTERNOTES FR 5% 12/15/12 GE CAPITAL INTERNOTES FR 5% 12/15/12 GE CAPITAL INTERNOTES FR 4.95% 12/15/12 GENL ELEC CAP CORP FDIC TLGP GTD SRNT2.125% 12/21/12 GENL ELEC CAP CORP FDIC TLGP GTD SRNT2.625% 12/28/12 General Electric Capital 5.450% MTN 01/15/13 General Electric Capital 5.4% MTNs 9/20/13 General Electric Capital 4.8% NTS 5/1/13 GENERAL ELEC CAP CORP MTN BE FR 2.8% 01/08/13 GE CAPITAL INTERNOTES FR 4.625% 03/15/13 GE CAPITAL INTERNOTES FR 4.6% 03/15/13 GE CAPITAL INTERNOTES FR 4.5% 03/15/13 GE CAPITAL INTERNOTES FR 4.4% 03/15/13 GE CAPITAL INTERNOTES FR 4.75% 04/15/13 GE CAPITAL INTERNOTES FR 4.7% 04/15/13 GE CAPITAL INTERNOTES FR 4.6% 05/15/13

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Zero Coupon Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$106.260 26 Sep 2012

$97.000 26 Feb 2011 $133.330 30 Jul 2012

$110.570 07 Oct 2011

$102.920 21 Oct 2011

$111.210 07 Sep 2011

$102.420 05 Aug 2011

GE/13L GE/13M GE/13N GE/13O GE/13P GE/13Q GE/14A GE/14B GE/14C GE/14D GE/14E GE/14F GE/14G GE/14H GE/14I GE/14J GE/14K GE/14L GE/14M GE/14N GE/14O GE/14P GE/14Q GE/14R GE/14S GE/14T GE/14U GE/14 GE/15A GE/15B GE/15C GE/15D GE/15E GE/15F GE/15G GE/15H GE/15I GE/15J

GE CAPITAL INTERNOTES FR 4.25% 05/15/13 GE CAPITAL INTERNOTES FR 4.15% 06/15/13 GE CAPITAL INTERNOTES FR 4% 06/15/13 GE CAPITAL INTERNOTES CALL 6.5% 10/15/13 GE CAPITAL INTERNOTES FR 4% 12/15/13 General Electric Cap Corp. 1.875% 09/16/13 General Electric Capital 5.65% MTN 06/09/14 General Electric Capital 5.5% MTNs 6/4/14 GENERAL ELECTRIC CAP CORP 5.9% NTS 05/13/14 GE CAPITAL INTERNOTES FR 5.25% 05/15/14 GE CAPITAL INTERNOTES FR 5.6% 07/15/14 GE CAPITAL INTERNOTES FR 5.25% 07/15/14 GE CAPITAL INTERNOTES FR 5.1% 07/15/14 GE CAPITAL INTERNOTES FR 5% 07/15/14 GE CAPITAL INTERNOTES FR 5.25% 08/15/14 GE CAPITAL INTERNOTES FR 5.1% 08/15/14 GE CAPITAL INTERNOTES FR 5% 08/15/14 GE CAPITAL INTERNOTES FR 4.5% 08/15/14 GE CAPITAL INTERNOTES FR 5.25% 09/15/14 GE CAPITAL INTERNOTES FR 5% 10/15/14 GE CAPITAL INTERNOTES FR 5% 10/15/14 GENERAL ELEC CAP CORP MTN BE FR 3.75% 11/14/14 GE CAPITAL INTERNOTES FR 6.75% 11/15/14 GE CAPITAL INTERNOTES FR 5.85% 12/15/14 GE CAPITAL INTERNOTES FR 5.25% 12/15/14 GE CAPITAL INTERNOTES CALL 5.4% 12/15/14 Called for Redemption GENERAL ELECTRIC CAP CORP 2.1% NTS 01/07/14 General Electric Capital 4.750% MTN 09/15/14 GE CAPITAL INTERNOTES FR 5.5% 02/15/15 GE CAPITAL INTERNOTES FR 5.5% 02/15/15 ARDEN RLTY LTD PARTNERSHIP LTD PART NT 15 03/01/15 GE CAPITAL INTERNOTES FR 5.7% 03/15/15 GE CAPITAL INTERNOTES FR 6.1% 04/15/15 GE CAPITAL INTERNOTES FR 5.1% 05/15/15 GE CAPITAL INTERNOTES FR 5.4% 06/15/15 GE CAPITAL INTERNOTES FR 5.3% 06/15/15 GE CAPITAL INTERNOTES FR 5% 06/15/15 GE CAPITAL INTERNOTES CALL4.125% 06/15/15 Called for Redemption

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $108.000 07 Dec 2011 $100.850 22 Nov 2011 $104.700 22 Nov 2011 $100.930 13 Sep 2011 $110.940 13 Jul 2011 $107.730 23 Oct 2012 $109.530 16 Nov 2011

GE/15K GE/15L GE/15M GE/15N GE/15O GE/15P GE/15Q GE/15R GE/15S GE/15T GE/15U GE/15V GE/15W GE/15X GE/15Y GE/15 GE/16A GE/16B GE/16C GE/16D GE/16E GE/16F GE/16G GE/16H GE/16I GE/16J GE/16K GE/16L GE/16M GE/16N GE/16O GE/16P GE/16Q GE/16 GE/17A GE/17B GE/17C GE/17D GE/17E

GE CAPITAL INTERNOTES CALL 4.3% 06/15/15 Called for Redemption GE CAPITAL INTERNOTES FR 5% 07/15/15 GE CAPITAL INTERNOTES FR 5.5% 08/15/15 GE CAPITAL INTERNOTES FR 5.5% 08/15/15 GE CAPITAL INTERNOTES FR 5.5% 08/15/15 GENERAL ELEC CAP CORP MTN BE FR 6.9% 09/15/15 GE CAPITAL INTERNOTES FR 4.15% 09/15/15 GENERAL ELEC CAP CORP MTN BE GLBL SR 4.375% 09/21/15 GE CAPITAL INTERNOTES FR 4.1% 10/15/15 GE CAPITAL INTERNOTES FR 5.75% 12/15/15 GE CAPITAL INTERNOTES CALL 5.6% 12/15/15 Called for Redemption GENERAL ELECTRIC CAP CORP 3.50% SR NTS 06/29/15 GENERAL ELECTRIC CAP CORP 2.25% SR NTS 11/09/15 General Elec Cap Corp. 2.15% 01/09/15 GENERAL ELEC CAP CORP 1.625% 07/02/15 General Electric Capital 4.875% MTN 03/04/15 General Electric Capital 5.375% SR NTS 10/20/16 GE CAPITAL INTERNOTES CALL 5.45% 01/15/16 GE CAPITAL INTERNOTES CALL 5.25% 01/15/16 Called for Redemption GE CAPITAL INTERNOTES CALL5.375% 02/15/16 GE CAPITAL INTERNOTES CALL 5.25% 02/15/16 GE CAPITAL INTERNOTES CALL 5% 03/15/16 GE CAPITAL INTERNOTES CALL 5% 04/15/16 Called for Redemption GE CAPITAL INTERNOTES FR 5% 05/15/16 GE CAPITAL INTERNOTES CALL 5% 05/15/16 GE CAPITAL INTERNOTES FR 5% 06/15/16 GE CAPITAL INTERNOTES FR 5.6% 07/15/16 GE CAPITAL INTERNOTES FR 5.75% 08/15/16 GE CAPITAL INTERNOTES FR 4.25% 10/15/16 GE CAPITAL INTERNOTES CALL5.625% 10/15/16 GE CAPITAL INTERNOTES CALL 6.75% 12/15/16 Called for Redemption General Electric Cap Corp. 2.95% 05/09/16 GENERAL ELEC CAP CORP. 3.35% SR NTS 10/17/16 General Electric Capital 5% due 1/8/2016 General Electric Capital 5.625% MTNs 9/15/17 GE CAPITAL INTERNOTES FR 4.4% 01/15/17 GE CAPITAL INTERNOTES FR 6% 02/15/17 GE CAPITAL INTERNOTES FR 6% 02/15/17 GE CAPITAL INTERNOTES CALL5.125% 02/15/17

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $108.150 30 Nov 2011 $109.080 27 Oct 2011 $106.100 12 Oct 2012 $107.660 23 Aug 2011 $110.700 25 Oct 2011 $106.960 11 Oct 2012 $103.090 14 Feb 2012 $114.330 23 Sep 2011

GE/17F GE/17G GE/17H GE/17J

GE/17K

GE/17L GE/17 GE/18A GE/18B GE/18C GE/18D GE/18E GE/18G GE/18H GE/18I GE/18J GE/18K GE/18L GE/18M GE/18N GE/18O GE/18P GE/18Q GE/18 GE/19A GE/19B GE/19C GE/19E GE/19F GE/19H GE/19I GE/19J GE/19K GE/19L GE/19M GE/19N GE/19O

GE CAPITAL INTERNOTES CALL 5% 02/15/17 Called for Redemption GE CAPITAL INTERNOTES FR 5% 03/15/17 GE CAPITAL INTERNOTES CALL 5% 03/15/17 GE CAPITAL INTERNOTES CALL5.625% 12/15/17 Called for Redemption GE CAPITAL INTERNOTES CALL5.625% 12/15/17 Called for Redemption General Elec Cap Corp. 2.90% 01/09/17 General Electric Capital 5.4% MTN 2/15/17 GE CAPITAL INTERNOTES CALL 5% 02/15/18 Called for Redemption GE CAPITAL INTERNOTES CALL 5% 03/15/18 GE CAPITAL INTERNOTES FR 6.75% 04/15/18 GE CAPITAL INTERNOTES CALL 5.25% 04/15/18 GE CAPITAL INTERNOTES CALL 5.1% 04/15/18 GE CAPITAL INTERNOTES FR 6.75% 05/15/18 GE CAPITAL INTERNOTES FR 6.75% 05/15/18 GE CAPITAL INTERNOTES FR 6.3% 05/15/18 GE CAPITAL INTERNOTES FR 6.3% 05/15/18 GE CAPITAL INTERNOTES FR 5.25% 05/15/18 GE CAPITAL INTERNOTES CALL 5% 05/15/18 GE CAPITAL INTERNOTES FR 6.15% 06/15/18 GE CAPITAL INTERNOTES FR 6% 06/15/18 GE CAPITAL INTERNOTES CALL 4.5% 06/15/18 Called for Redemption GE CAPITAL INTERNOTES FR 6% 07/15/18 GE CAPITAL INTERNOTES CALL 5.8% 12/15/18 Called for Redemption General Electric Capital 5.625% NTS 5/1/18 GE CAPITAL INTERNOTES FR 5.1% 02/15/19 GE CAPITAL INTERNOTES CALL 5.25% 02/15/19 GE GLOBAL INS HLDG CORP NT 6.45% 03/01/19 GE CAPITAL INTERNOTES CALL 5.25% 04/15/19 Called for Redemption GE CAPITAL INTERNOTES CALL 5.75% 05/15/19 GE CAPITAL INTERNOTES CALL 6.15% 07/15/19 GE CAPITAL INTERNOTES CALL 5.5% 07/15/19 GE CAPITAL INTERNOTES CALL 6.05% 08/15/19 GE CAPITAL INTERNOTES CALL 6% 08/15/19 GE CAPITAL INTERNOTES CALL 6% 08/15/19 GE CAPITAL INTERNOTES CALL 5.65% 08/15/19 Called for Redemption GE CAPITAL INTERNOTES CALL 5.25% 08/15/19 Called for Redemption GE CAPITAL INTERNOTES CALL 5.65% 09/15/19

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded

Corporate Bonds

Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$103.520 01 Feb 2012 $110.680 13 Dec 2011

$99.500 16 Aug 2011

$111.210 01 Nov 2011

GE/19P

GE/19Q GE/19R GE/19S GE/19T GE/19U GE/19V GE/19 GE/20A GE/20B GE/20C GE/20D GE/20E GE/20F GE/20G GE/20H GE/20I GE/20J GE/20K GE/20L GE/20M GE/20N GE/20O GE/20P GE/20Q GE/20R GE/20S GE/20 GE/21A GE/21B GE/21C GE/21D

GE/21E GE/21F GE/21G GE/21H GE/21 GE/22A

GE CAPITAL INTERNOTES CALL5.125% 10/15/19 Called for Redemption GE CAPITAL INTERNOTES CALL 5.5% 10/15/19 Called for Redemption GE CAPITAL INTERNOTES CALL 5.55% 11/15/19 Called for Redemption GE CAPITAL INTERNOTES CALL 5.5% 11/15/19 Called for Redemption GENERAL ELEC CAP CORP MTN BE FR 5.26% 11/18/19 GE CAPITAL INTERNOTES CALL 5.8% 12/15/19 Called for Redemption GE CAPITAL INTERNOTES CALL 5.5% 12/15/19 Called for Redemption GENERAL ELECTRIC CAP CORP 6.0% SR NTS 08/07/19 GENERAL ELEC CAP CORP MTN BE FR 5.50% 01/08/20 GE CAPITAL INTERNOTES CALL 5.75% 01/15/20 GE CAPITAL INTERNOTES CALL 5.5% 01/15/20 Called for Redemption GE CAPITAL INTERNOTES CALL 5.25% 01/15/20 GE CAPITAL INTERNOTES CALL5.625% 02/15/20 GE CAPITAL INTERNOTES CALL5.375% 02/15/20 GE CAPITAL INTERNOTES CALL 5.5% 02/15/20 GE CAPITAL INTERNOTES CALL 5% 02/15/20 GE CAPITAL INTERNOTES CALL 5% 02/15/20 Called for Redemption GE CAPITAL INTERNOTES CALL 5% 02/15/20 GE CAPITAL INTERNOTES CALL5.125% 03/15/20 GE CAPITAL INTERNOTES CALL 5.4% 03/15/20 GE CAPITAL INTERNOTES CALL 5.2% 03/15/20 GE CAPITAL INTERNOTES CALL 5.5% 04/15/20 GE CAPITAL INTERNOTES CALL 5% 05/15/20 GE CAPITAL INTERNOTES FR 5.5% 09/15/20 GE CAPITAL INTERNOTES FR 5.35% 10/15/20 GE CAPITAL INTERNOTES FR 5.35% 10/15/20 GENERAL ELECTRIC CAP CORP 4.375% SR NTS 09/16/20 General Electric Capital 5.55% MTNs 05/04/2020 GE CAPITAL INTERNOTES CALL 5.5% 10/15/21 GE CAPITAL INTERNOTES CALL 5% 10/15/21 GE CAPITAL INTERNOTES CALL 5.25% 11/15/21 Called for Redemption GE CAPITAL INTERNOTES CALL5.375% 12/15/21 Called for Redemption GE CAPITAL INTERNOTES CALL 5.25% 12/15/21 Called for Redemption GENERAL ELECTRIC CAP CORP 4.625% NTS 01/07/21 General Electric Cap Corp. 5.30% 02/11/21 General Elec Cap Corp. 4.65% 10/17/21 GE CAPITAL INTERNOTES CALL 5.5% 01/15/21 Called for Redemption GE CAPITAL INTERNOTES CALL 5.5% 01/15/22

Corporate Bonds

Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $110.100 27 Sep 2012 $112.880 14 Dec 2011 $119.400 05 Dec 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded $113.520 16 Oct 2012 $115.360 26 Nov 2012 $113.550 15 Nov 2012

GE/22B GE/22C GE/22E GE/22F GE/22G GE/22H GE/22I GE/22J GE/22K GE/22M GE/22 GE/23A GE/23B GE/23C GE/23D GE/23E GE/23F GE/23G GE/23H GE/23I GE/23J GE/23K

GE/23L GE/23M

GE/23N GE/23P GE/23Q GE/23R GE/23S GE/23T

GE/23U

GE/23V

GE/23X GE/23Y GE/23 GE/24A

GE CAPITAL INTERNOTES CALL 5.25% 01/15/22 Called for Redemption GENERAL ELEC CAP CORP MTN BE CALL 6.2% 02/22/22 GE CAPITAL INTERNOTES CALL 6% 05/15/22 Called for Redemption GE CAPITAL INTERNOTES CALL 5.55% 10/15/22 GE CAPITAL INTERNOTES CALL 5.4% 10/15/22 Called for Redemption GE CAPITAL INTERNOTES CALL 5.25% 10/15/22 GE CAPITAL INTERNOTES CALL 5.75% 11/15/22 GE CAPITAL INTERNOTES CALL 5.7% 11/15/22 GE CAPITAL INTERNOTES CALL 5.65% 11/15/22 GENERAL ELEC CAP CORP 3.15% 09/07/22 GE CAPITAL INTERNOTES FR 5.4% 01/15/22 GE CAPITAL INTERNOTES CALL 5.5% 02/15/23 GE CAPITAL INTERNOTES CALL 5.45% 02/15/23 GE CAPITAL INTERNOTES CALL 5.25% 02/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL 5.5% 03/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL 5% 03/15/23 GE CAPITAL INTERNOTES CALL 5.5% 04/15/23 GE CAPITAL INTERNOTES CALL 5.45% 04/15/23 GE CAPITAL INTERNOTES CALL 5.3% 04/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL 6% 05/15/23 GE CAPITAL INTERNOTES CALL 5.25% 05/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL5.875% 06/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL 5% 07/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL5.625% 08/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL 5.5% 08/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL 5.5% 09/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL 5.25% 09/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL 5.85% 11/15/23 GE CAPITAL INTERNOTES CALL 5.8% 11/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL5.875% 12/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL5.625% 12/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL5.5% 12/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL 6% 12/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL 6% 12/15/23 Called for Redemption GE CAPITAL INTERNOTES CALL5.4% 02/15/23 GE CAPITAL INTERNOTES CALL5.625% 01/15/24

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

Corporate Bonds Corporate Bonds

Traded Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded

Corporate Bonds

Traded

Corporate Bonds

Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded

GE/24B GE/24C GE/24D GE/24E GE/24F GE/24G GE/24H GE/25A GE/25B GE/25C GE/25D GE/25 GE/26A GE/26B GE/26C GE/26 GE/27B GE/27C

GE/28A GE/28B GE/28C

GE/28D GE/28E GE/28F GE/28G GE/28 GE/29A

GE/29B

GE/29C GE/29D

GE/29E GE/29 GE/30A GE/30B GE/30 GE/32C

GE CAPITAL INTERNOTES CALL 5.25% 02/15/24 Called for Redemption GE CAPITAL INTERNOTES CALL 5.35% 03/15/24 GE CAPITAL INTERNOTES CALL 5.5% 04/15/24 GE CAPITAL INTERNOTES CALL 5.25% 04/15/24 GENERAL ELEC CAP CORP MTN BE CALL 5% 04/30/24 GE CAPITAL INTERNOTES CALL5.625% 05/15/24 GE CAPITAL INTERNOTES CALL 5.75% 05/15/24 GE CAPITAL INTERNOTES CALL 5.15% 07/15/25 Called for Redemption GE CAPITAL INTERNOTES CALL 5.5% 10/15/25 Called for Redemption GE CAPITAL INTERNOTES CALL 5.4% 10/15/25 Called for Redemption GE CAPITAL INTERNOTES CALL 5.9% 11/15/25 GE CAPITAL INTERNOTES CALL 5.2% 05/15/25 GE GLOBAL INS HLDG CORP NT 7% 02/15/26 GE CAPITAL INTERNOTES CALL 6.1% 09/15/26 Called for Redemption GE CAPITAL INTERNOTES CALL 6.15% 10/15/26 GENERAL ELEC CAP CORP MTN BE FR 5.55% 01/05/26 GE CAPITAL INTERNOTES CALL 6.25% 08/15/27 GENERAL ELEC CAP CORP MTN BE CALL 6% 08/23/27 CALLED FOR REDEMPTION GE CAPITAL INTERNOTES CALL 5.25% 05/15/28 GE CAPITAL INTERNOTES CALL 5% 05/15/28 GE CAPITAL INTERNOTES CALL5.125% 06/15/28 Called for Redemption GE CAPITAL INTERNOTES CALL 4.8% 06/15/28 Called for Redemption GE CAPITAL INTERNOTES CALL 4.8% 06/15/28 Called for Redemption GE CAPITAL INTERNOTES CALL 5.25% 07/15/28 GE CAPITAL INTERNOTES CALL 5% 07/15/28 Called for Redemption GE CAPITAL INTERNOTES CALL 5.5% 05/15/28 GE CAPITAL INTERNOTES CALL5.125% 03/15/29 Called for Redemption GE CAPITAL INTERNOTES CALL5.125% 04/15/29 Called for Redemption GE CAPITAL INTERNOTES CALL 5% 06/15/29 Called for Redemption GE CAPITAL INTERNOTES CALL5.625% 07/15/29 Called for Redemption GE CAPITAL INTERNOTES CALL 5.75% 08/15/29 GE CAPITAL INTERNOTES CALL 5.4% 01/15/29 Called for Redemption GE CAPITAL INTERNOTES CALL6.125% 08/15/30 GE CAPITAL INTERNOTES CALL 6% 08/15/30 GE GLOBAL INS HLDG CORP NT 7.75% 06/15/30 GE CAPITAL INTERNOTES CALL 6.3% 06/15/32 Called for Redemption

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $99.500 07 Sep 2011

Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded

Corporate Bonds

Traded

Corporate Bonds Corporate Bonds

Traded Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded $100.250 18 May 2011

GE/32D GE/32 GE/35 GE/37A GE/37 GE/38A GE/38 GE/39 GE/40A GE/67

GE13 GE15 GE17 GE22 GE42 GEF17 GEF19 GEN/21 GEN/31 GEN14 GEN17 GEO17 GFO56 GGS17 GIS13 GIS14 GIS15 GIS17 GIS19 GIS21 GIS40 GLW/16 GLW13 GLW17 GLW19 GLW20 GLW21 GLW23A GLW23B GLW23 GLW24 GLW29 GLW36 GLW37 GLW40 GLW42

GE CAPITAL INTERNOTES CALL 6.3% 07/15/32 General Electric Capital 6.750% MTN 03/15/32 GENERAL ELECTRIC CAPITAL 7 1/2% NTS 08/21/35 GE CAPITAL INTERNOTES CALL 6% 11/15/37 Called for Redemption General Electric Capital 6.15% MTNs 8/7/37 GE CAPITAL INTERNOTES CALL 6% 04/15/38 General Electric Capital 5.875% SR NTS 1/14/38 GENERAL ELECTRIC CAP CORP 6.875% SR NTS 01/10/39 GE CAPITAL INTERNOTES CALL 6.15% 09/15/40 Called for Redemption GENERAL ELECTRIC CAP CORP 6.375% FIX TO FLOAT BONDS 11/15/67 General Electric Co 5.000% NTS 02/01/13 GENERAL ELECTRIC 0.85% 10/09/15 General Electric 5.25% SR NTS 12/6/17 GENERAL ELECTRIC 2.7% 10/9/22 GENERAL ELECTRIC 4.125% 10/09/42 GREIF INC SR NT 6.75% 02/01/17 GREIF INC SR NT 7.75% 08/01/19 MIRANT AMERICAS GENERATION LLC SR NT 8.5% 10/01/2021 MIRANT AMERICAS GENERATION LLC SR NT 9.125% 05/01/2031 RRI Energy 7.625% SR NTS 6/15/14 RRI Energy 7.875% SR NTS 6/15/17 GEO GROUP INC SR NT 7.75% 10/15/2017 GULF MOBILE & OHIO RR 5% 12/1/56 GLOBAL GEOPHYSICAL SERVICES INC SR NT 10.5% 05/01/2017 General Mills 5.25% SR NTS 8/15/13 GENERAL MILLS INC. 1.55% SR NTS 05/16/14 GENERAL MLS INC NT 5.2% 03/17/15 General Mills 5.7% NTS 2/15/17 GENERAL MILLS 5.65% SR NTS 02/15/19 General Mills Inc.3.15% 12/15/21 GENERAL MLS INC FIXED RT 5.4% 06/15/2040 CORNING GLASS WKS DEB 8.875% 03/15/16 Corning Inc 6.750% DEB 09/15/13 CORNING INC 1.45% 11/15/17 CORNING INC 6.625% SR NTS 05/15/19 CORNING INC. 4.25% SR NTS 08/15/20 Corning Inc 8.875% DEB 08/15/21 CORNING INC MTN BE FR 7.53% 03/01/2023 CORNING INC MTN BE FR 7.53% 03/01/2023 CORNING INC MTN BE FR 7.92% 02/03/2023 CORNING INC 7.0% SR NTS 05/15/24 Corning Inc 6.850% DEB 03/01/29 Corning Inc 7.25% NTS 08/15/36 Corning Inc. 4.70% 03/15/37 CORNING INC. 5.75% SR NTS 08/15/40 Corning Inc. 4.75% 03/15/42

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded

$100.500 07 Jun 2011 $113.380 13 Dec 2011

$111.120 22 Feb 2012

$105.320 09 Jan 2012 $115.200 05 Dec 2011

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$104.980 12 Sep 2011

$118.080 24 Sep 2012

$108.500 13 Sep 2012 $103.000 23 Jul 2012 $102.250 19 Dec 2011 $98.500 26 Oct 2011

$82.250 08 Aug 2012

$108.300 27 Jul 2011

$117.200 12 Oct 2011 $117.180 02 Aug 2011

GMA15Z

GMT/15 GMT/16 GMT14 GMT15 GMT16 GMT18 GMT21 GMT22 GNW14 GNW16 GNW18 GNW20A GNW20 GNW21A GNW21 GNW34 GPK/13 GPK/17 GPK/18 GPS21 GS/17 GS/34 GS/MI17

GS/PE

GS/PF GS/VI16

GS13A GS13B GS13 GS14A GS14B GS14C GS14D GS14E GS14 GS15A GS15B GS15C GS15D GS15E

GMAC LLC ZR CPN 6/15/15 (issued in units of $10,000 as a % of the face amount or $10,000) GATX Financial 5.7% BDS 4/15/15 GATX Financial 5.8% NTS 3/1/16 GATX CORP SR NT 8.75% 05/15/14 GATX CORP SR NT 4.75% 05/15/15 GATX CORP SR NT 3.5% 07/15/2016 GATX CORP SR NT 6% 02/15/18 GATX CORP 4..85% SR NTS 06/01/21 GATX CORP 4.75% 06/15/22 Genworth Financial 5.750% NTS 06/15/14 GENWORTH FINL INC SR NT 8.625% 12/15/16 Genworth Financial 6.515% SR NTS 5/22/18 GENWORTH FINANCIAL INC. 7.7% SR NTS Genworth Financial 4.95% NTS 10/1/15 Genworth Financial, Inc. 7.625% 09/24/21 GENWORTH FINL INC FIXED RT SR NT 7.2% 02/15/2021 Genworth Financial 6.500% NTS 06/15/34 GRAPHIC PACKAGING INTL INC SR SB NT 9.5% 08/15/13 GRAPHIC PACKAGING INTL INC SR NT 9.5% 06/15/17 GRAPHIC PACKAGING INTL 7.875% SR NTS 10/01/18 GAP INC. 5.95% SR NTS 04/12/21 EAST COAST PWR L L C SR SECD 7.536% 06/30/17 GOLDMAN SACHS CAP I GTD CAP SEC 34 02/15/34 THE GOLDMAN SACHS GROUP INC. MURRAY STREET INVESTMENT TRUST 1 4.647% SR GTD TR 03/09/17 Goldman Sachs Capital II 5.793% Fixedto-Floating Rate Normal Automatic Pfd Enhanced Capital Securities 6/1/2043 Goldman Sachs Capital III Flt Rate Normal Auto Pfd Cap Sec 9/1/2043 THE GOLDMAN SACHS GROUP, INC. 4.404% SR GUARANTEED TRUST SECURITIES 09/01/16 Goldman Sachs Group 4.750% NTS 07/15/13 Goldman Sachs Group 5.250% NTS 10/15/13 Goldman Sachs Group 5.250% NTS 04/01/13 Goldman Sachs Group 5% NTS 10/1/14 Goldman Sachs Group 5.15% BDS 1/15/14 GOLDMAN SACHS GRP INC MTN BE FR 5.4% 04/30/14 GOLDMAN SACHS GRP INC MTN BE SR NT 6% 05/01/14 GOLDMAN SACHS GRP INC MTN BE FR 5.25% 05/15/14 Goldman Sachs Group 5.500% NTS 11/15/14 GOLDMAN SACHS GRP INC MTN BE FR 5.85% 05/15/15 GOLDMAN SACHS GRP INC MTN BE FR 5.6% 06/15/15 GOLDMAN SACHS GRP INC MTN BE FR 5.4% 06/15/15 Goldman Sachs Group Inc. 3.7% Sr Nts 08/01/15 GOLDMAN SACHS GROUP INC. 3.30% 05/03/15

Corporate Bonds

NYSE

$90.000 04 Dec 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE

$100.250 30 Dec 2011 $103.750 25 Jun 2012 $105.250 08 Nov 2012 $100.120 25 Jun 2012 $97.250 17 Oct 2011 $103.100 27 Sep 2012 $97.000 02 Jul 2012 $89.500 21 Jul 2011

$110.000 15 Jun 2011 $110.500 30 Apr 2012 $111.600 19 Nov 2012

$102.250 23 Oct 2012

Structured Products

NYSE

Structured Products Corporate Bonds

NYSE NYSE

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$103.380 28 Oct 2011 $103.900 28 Jun 2012 $105.940 28 Jun 2011 $101.870 05 Jan 2012 $101.560 16 Dec 2011

$104.150 19 Jan 2012

$109.080 16 Oct 2012

$101.710 03 May 2012 $104.520 25 Oct 2012

GS15 GS16A GS16B GS16C GS16D GS16E GS16F GS16G

GS16H GS16 GS17A GS17B GS17C GS17 GS18A GS18B GS18 GS19A GS19B GS19C GS19 GS20A GS20B GS20 GS21 GS22 GS27 GS33 GS36 GS37 GS41 GSK/13 GSK/14 GSK/15 GSK/17 GSK/18 GSK/22 GSK/34 GSK/38 GT20A

Goldman Sachs Group 5 1/8% NTS 01/15/2015 Goldman Sachs Group 5.75% SR NTS 10/1/16 GOLDMAN SACHS GRP INC MTN BE FR 4.1% 02/15/16 GOLDMAN SACHS GRP INC MTN BE FR 4% 03/15/16 GOLDMAN SACHS GRP INC MTN BE FR 6% 05/15/16 GOLDMAN SACHS GRP INC MTN BE FR 5.85% 05/15/16 GOLDMAN SACHS GRP INC MTN BE FR 6% 06/15/16 GOLDMAN SACHS GROUP INC FIXED RT NTS SER D 3.85% 12/15/2016 GOLDMAN SACHS GROUP INC. 3.625% SR NTS 02/07/16 Goldman Sachs Group 5.35% NTS 01/15/16 Goldman Sachs 6.25% SR NTS 9/1/17 GOLDMAN SACHS GRP INC MTN BE FR 6.5% 04/30/17 GOLDMAN SACHS GRP INC MTN BE FR 6.5% 05/15/17 Goldman Sachs Group 5.625% NTS 01/15/17 Goldman Sachs 6.15% SR NTS 4/1/18 GOLDMAN SACHS GRP INC MTN BE FR 4.75% 03/15/18 Goldman Sachs 5.95% NTS 1/18/18 GOLDMAN SACHS GRP INC MTN BE FR 6.75% 05/15/19 GOLDMAN SACHS GRP INC MTN BE FR 6.5% 05/15/19 GOLDMAN SACHS GRP INC MTN BE FR 6.5% 06/15/19 THE GOLDMAN SACHS GROUP INC. 7.50% NTS 02/15/19 GOLDMAN SACHS GRP INC MTN BE FR 5% 02/15/20 Goldman Sachs Group Inc. 6.0% Sr Nts 06/15/20 GOLDMAN SACHS GP 5.375% SR NTS 03/15/20 GOLDMAN SACHS GROUP INC 5.25% 07/27/21 Goldman Sachs Group Inc. 5.75% 01/24/22 Goldman Sachs Group 5.95% NTS 1/15/27 Goldman Sachs Group 6.125% NTS 02/15/33 Goldman Sachs Group 6.45% NTS 5/1/36 Goldman Sachs 6.75% NTS 10/1/37 GOLDMAN SACHS GPOUP INC. 6.25% SR NTS 02/01/41 GlaxoSmithKline Capital 4.85% GTD NTS 5/15/13 GLAXOSMITHKLINE CAP INC GTD NT 4.375% 04/15/14 GLAXOSMITHKLINE CAPITAL .75% 05/08/15 GLAXOSMITHKLINE CAPITAL 1.50% 05/08/17 GlaxoSmithKline Capital 5.65% GTD NTS 5/15/18 GLAXOSMITHKLINE CAPITAL 2.85% 05/08/22 GLAXOSMITHKLINE CAP INC GTD NT 5.375% 04/15/34 GlaxoSmithKline Capital 6.375% GTD NTS 5/15/38 GOODYEAR TIRE & RUBBER CO 8.25% 08/15/20

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded

$103.480 21 May 2012 $112.950 13 Sep 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded NYSE NYSE NYSE NYSE Traded NYSE Traded

$104.230 07 Sep 2012 $101.440 22 Nov 2011 $102.320 28 Nov 2011

$107.110 17 Jul 2012 $100.460 28 Nov 2011

$106.750 27 Jan 2012

$110.000 11 Mar 2011 $125.000 03 Dec 2012

$118.100 19 Oct 2012 $99.800 13 Jan 2012 $113.970 28 Nov 2012 $119.250 30 Nov 2012

$99.380 07 Aug 2012 $96.370 13 Jan 2012 $101.880 01 May 2012

$99.720 24 May 2012

$105.000 18 Aug 2011

GT20

GOODYEAR TIRE & RUBR CO SR NT 8.75% 08/15/20 GT28 Goodyear Tire & Rubber 7% NTS 3/15/28 GXP/17A GREAT PLAINS ENERGY INC NT CR SEN 17 09/15/17 GXP/17 Kansas City P&L 5.85% SR NTS 6/15/17 GXP/18 Kansas City P&L 6.375% NTS 3/1/18 GXP/21 UTILICORP UTD INC SR NT 8.27% 11/15/21 GXP/35 Kansas City Power & Light 6.05% SR NTS 11/15/35 GXP/41 Kansas City Power & LT 5.30% 10/01/41 GXP13 GREAT PLAINS ENERGY INC. 2.75% SR NTS 08/15/13 GXP21 Great Plains Energy Inc. 4.85% NTS 06/01/21 H16 Hyatt Hotels Corps 3.875% 08/15/16 H21 Hyatt Hotels Corps 5.375% 08/15/21 HAL17 Halliburton Co 7.53% MTNs 5/12/17 HAL18 Halliburton Company 5.9% SR NTS 9/15/18 HAL19 HALLIBURTON CO SR NT 6.15% 09/15/19 HAL21A HALLIBURTON CO 3.25% 11/15/21 HAL21 Halliburton Co 8.750% DEB 02/15/21 HAL27 Halliburton Co 6.75% MTNS 2/1/27 HAL38 Halliburton Company 6.7% SR NTSE 9/15/38 HAL39 HALLIBURTON CO SR NT 7.45% 09/15/39 HAL41 HALLIBURTON CO 4.5% 11/15/41 HBC/11AK MIDLAND BK PLC SUB NT 7.65% 05/01/2025 HBC/12U HSBC FIN CORP HSBC FIN FR 5.35% 12/15/12 HBC/12V HSBC FIN CORP HSBC FIN FR 5.25% 12/15/12 HBC/13A HSBC FIN CORP HSBC FIN FR 5.3% 01/15/13 HBC/13B HSBC FIN CORP HSBC FIN FR 5.15% 01/15/13 HBC/13C HSBC FIN CORP HSBC FIN FR 5.05% 01/15/13 HBC/13D HSBC FIN CORP HSBC FIN FR 5.5% 02/15/13 HBC/13E HSBC FIN CORP HSBC FIN FR 5.5% 02/15/13 HBC/13F HSBC FIN CORP HSBC FIN FR 5.25% 02/15/13 HBC/13G HSBC FIN CORP HSBC FIN FR 5% 02/15/13 HBC/13H HSBC FIN CORP HSBC FIN FR 5.65% 03/15/13 HBC/13I HSBC FIN CORP HSBC FIN FR 6% 04/15/13 HBC/13J HSBC FIN CORP HSBC FIN FR 5.35% 07/15/13 HBC/13K HSBC FINANCE CORP 5.75% SR NTS 07/15/13 HBC/13 Household Finance 4.75% NTS 7/15/13 HBC/14A HSBC Finance 5.25% Sr. Nts. 1/15/14 HBC/14B HSBC FIN CORP HSBC FIN FR 5.6% 04/15/14 HBC/14C HSBC FIN CORP HSBC FIN FR 6% 08/15/14 HBC/14D HSBC FIN CORP HSBC FIN FR 5.8% 09/15/14 HBC/14E HSBC FIN CORP HSBC FIN FR 5.65% 09/15/14 HBC/14F HSBC FIN CORP HSBC FIN FR 5.75% 10/15/14 HBC/14G HSBC FIN CORP HSBC FIN FR 5.65% 10/15/14

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded

$111.000 29 Aug 2011

$115.150 02 Feb 2012

$100.450 14 Oct 2011

$127.480 26 Apr 2011

HBC/14H HBC/14I HBC/14J HBC/14K HBC/14 HBC/15A HBC/15B HBC/15C HBC/15D HBC/15E HBC/15F HBC/15G HBC/15 HBC/16A HBC/16 HBC/17A HBC/17B HBC/17C HBC/17F HBC/17 HBC/18 HBC/20H HBC/20I HBC/20L HBC/20M HBC/21A HBC/21B HBC/21 HBC/32A HBC/32B HBC/32C HBC/32 HBC/34 HBC/35A HBC/35 HBC/39 HBC/97 HBC12A HBC21 HBC22A

HSBC FIN CORP HSBC FIN FR 5.6% 10/15/14 HSBC FIN CORP HSBC FIN FR 4.35% 10/15/14 REPUBLIC N Y CORP SUB DEB 9.5% 04/15/14 HSBC BK USA NA GLBL SB NT 04/01/2014 HSBC Finance Flt Rate NTS due 1/15/14 HSBC FIN CORP HSBC FIN FR 3.9% 01/15/15 HSBC FIN CORP HSBC FIN FR 4.95% 02/15/15 HSBC FIN CORP HSBC FIN FR 4.05% 03/15/15 HSBC FIN CORP HSBC FIN FR 4% 03/15/15 HSBC FIN CORP HSBC FIN FR 4% 03/15/15 HSBC FINANCE CORP NT 5.25% 04/15/2015 HSBC USA INC. 2.375 02/13/15 HSBC FINANCE CORP 5% NTS 6/30/2015 HSBC FINANCE CORP FR NTS 06/01/2016 HSBC FINANCE CORP 5.5 NTS 01/19/2016 HSBC FIN CORP HSBC FIN FR 6% 07/15/17 HSBC FIN CORP HSBC FIN FR 5.85% 10/15/17 HSBC FIN CORP HSBC FIN FR 5.75% 11/15/17 HSBC BK USA N A GLOBAL FR 6% 08/09/2017 HSBC FIN CORP HSBC FIN FR 6% 07/15/17 HSBC FIN CORP HSBC FIN FR 5.6% 02/15/18 HSBC FIN CORP HSBC FIN CALL 5.75% 10/15/20 HSBC FIN CORP HSBC FIN CALL 5.7% 10/15/20 HSBC USA INC. 5.0% 09/27/20 HSBC BANK USA NA 4.875% 08/24/20 REPUBLIC N Y CORP SUB NT 9.30% 06/01/21 HSBC FINANCE CORP 6.676% 01/15/21 REPUBLIC N Y CORP SUB NT 9.125% 05/15/21 HSBC HLDGS PLC SUB NT 7.625% 05/17/32 HSBC HLDGS PLC SUB NT 7.35% 11/27/32 HOUSEHOLD FIN CORP NT 7.35% 11/27/32 Household Finance 7.625% NTS 5/17/32 HSBC BK USA N A GLOBAL FR 5.875% 11/01/2034 HSBC BK USA N A GLOBAL FR 5.625% 08/15/2035 HSBC FIN CAPTL TRST IX 5.911 NTS 11/30/2035 HSBC BK USA N A GLOBAL FR 7% 01/15/2039 REPUBLIC N Y CORP SUB DEB 7.2% 07/15/97 HSBC HOLDING PLC NTS 12/12/2012 HSBC HOLDINGS 5.1% SR NTS 04/05/21 HSBC HOLDINGS PLC 4.0% SR NTS 03/30/22

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds

Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded NYSE NYSE NYSE $102.380 27 Feb 2012 $105.830 15 Sep 2011 $109.130 17 Oct 2012 $108.330 11 Oct 2012 $103.330 11 Oct 2012 $104.940 07 Nov 2012

$93.850 27 Jul 2011 $111.180 07 Jun 2011

$102.500 29 Feb 2012

HBC22 HBC36 HBC37 HBC38 HBC42 HBI16 HCA/13A HCA/13B HCA/14A HCA/14 HCA/15A HCA/16D HCA/17A HCA/18 HCA/19 HCA/20A HCA/20B HCA/20C HCA/21 HCA/22A HCA/22 HCA/23 HCA/25A HCA/25 HCA/27 HCA/36 HCA23A HCA23 HCC19 HCN13 HCN15 HCN16 HCN17 HCN18 HCN19 HCN20 HCN21 HCN22 HCN23 HCN41 HCN43 HCP13A HCP13 HCP14 HCP15 HCP16A

HSBC HOLDINGS PLC 4.875% SR NTS 01/14/22 HSBC HOLDINGS PLC 6.5 NTS 05/02/2036 HSBC Holding PLC 6.5% SUB NTS 9/15/37 HSBC Holdings PLC 6.8% SUB NTS 6/1/38 HSBC HOLDINGS PLC 6.1% SR NTS 01/14/42 HANESBRANDS INC SR NT 8% 12/15/16 HCA INC. 6.25% SR NTS 02/15/13 HCA INC. 6.75% SR NTS 07/15/13 HCA INC. 5.75% SR NTS 03/15/14 COLUMBIA/HCA 9.0% SR NTS 12/15/14 HCA INC. 6.375% SR NTS 01/15/15 HCA INC. 6.50% SR NTS 02/15/16 HCA INC. 9.875% 02/15/17 HCA INC. 8.0% 10/01/18 HCA INC. 8.50% SR NTS 04/15/19 HCA INC. 7.875% SR NTS 02/15/20 HCA INC. 7.25% SR NTS 09/15/20 HCA INC 6.50% 02/15/20 HCA HOLDINGS INC. HCA 6.25 02/15/21 HCA INC 7.50% 02/15/22 HCA, Inc. 5.875% 03/15/22 COLUMBIA HLTH/HCA 7.50% SR NTS 12/15/23 COLUMBIA/HCA 7.58% SR NTS 09/15/25 COLUMBIA/HCA 7.69% SR NTS 06/15/25 COLUMBIA/HCA 7.05% SR NTS 12/01/27 COLUMBIA/HCA 7.75% SR NTS 07/15/36 HCA INC 5.875% 05/01/23 HCA INC 4.75% 05/01/23 HCC INS HLDGS INC SR NT 6.3% 11/15/19 Health Care REIT 6.000% NTS 11/15/13 Health Care REIT 5.875% NTS 05/15/15 Health Care REIT 6.2% NTS 6/1/16 HEALTH CARE REIT INC NT 4.7% 09/15/2017 HEALTH CARE REIT HCN 2.25 03/15/18 HEALTH CARE REIT INC. 4.125% SR NTS 04/01/19 HEALTH CARE REIT INC NT 6.125% 04/15/20 HEALTH CARE REIT INC NT 4.95% 01/15/2021 Health Care Reit 5.25% 01/15/22 HEALTH CARE REIT HCN 3.75 03/15/23 Health Care Reit 6.50% 03/15/41 HEALTH CARE REIT HCN 5.125 03/15/43 Health Care Ppty Investor 5.65% NTS 12/15/13 Health Care Ppty Investor 5.625% BDS 2/28/13 HCP INC. 2.7% SR NTS 02/01/14 Health Care Ppty Investor 6.000% NTS 03/01/15 HCP INC SR FIXED RT NT 3.75% 02/01/2016

Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded NYSE Traded Traded Traded Traded Traded Traded

$116.370 28 Nov 2012 $111.500 22 Mar 2012 $98.750 29 Aug 2011 $103.530 14 Nov 2011

$101.000 06 Oct 2011 $101.250 09 Dec 2011 $107.500 15 Feb 2012 $105.000 07 Mar 2012 $105.750 05 Jun 2012

$111.500 16 May 2012 $109.000 21 May 2012 $109.000 14 Nov 2012

$114.250 05 Oct 2012 $95.000 31 Jan 2012

$99.250 31 Jul 2012

$103.210 27 Jul 2011

HCP16 HCP17A HCP17 HCP18 HCP19 HCP21 HCP22 HCP41 HD13 HD16 HD20 HD21 HD36 HD40 HD41 HE13 HE14 HES/29 HES/31 HES/33 HES14 HES19 HES40 HES41 HFC17 HFC18 HGR18 HI20 HIG/15 HIG/27 HIG/31 HIG13 HIG14 HIG15 HIG16 HIG17A HIG17 HIG18 HIG19 HIG20 HIG22 HIG36 HIG38 HIG40 HIG41 HIG42

Health Care Ppty Investor 6.3% SR NTS 9/15/16 HEALTH CARE PPTY INVS INC SR NT 6% 01/30/2017 Health Care Ppty Investor 5.625% NTS 05/01/17 HCP Inc. 6.7% SR NTS 1/30/18 HCP INC. 3.75% SR NTS 02/01/19 HCP INC. 5.375% SR NTS 02/01/21 HCP INC. 3.15% 08/01/22 HCP INC. 6.75% SR NTS 02/01/41 Home Depot 5.25% SR NTS 12/16/13 Home Depot 5.4% SR NTS 3/1/2016 HOME DEPOT INC FIXED RT SR NT 3.95% 09/15/2020 HOME DEPOT INC. 4.40% 04/01/21 Home Depot 5.875% SR NTS 12/16/36 HOME DEPOT INC FIXED RT SR NT 5.4% 09/15/2040 HOME DEPOT INC. 5.95% 04/01/41 Hawaiin Electric 5.25% MTNs 3/7/13 Hawaiian Electric 6.51% MTNs 5/5/14 Amerada Hess Corp 7.875% NTS 10/01/29 Amerada Hess Corp 7.300% NTS 08/15/31 Amerada Hess Corp 7.125% NTS 3/15/33 HESS CORP 7.0% SR NTS 02/15/14 HESS CORP 8.125% SR NTS 02/15/19 HESS CORP 6.0% SR NTS 01/15/40 HESS CORP FIXED RATE NTS 5.6% 02/15/2041 HOLLY CORP SR NT 9.875% 06/15/2017 FRONTIER OIL 6.875% 11/15/18 HANGER ORTHOPEDIC GROUP INC SR NT 7.125% 11/15/2018 HILLENBRAND INC NT 5.5% 07/15/2020 ITT HARTFORD GROUP 7.30% DEB 11/01/2015 Hartford Life Inc 7.650% DEB 06/15/27 HARTFORD LIFE INC SR NT 7.375% 03/01/31 The Hartford Finl Svcs Gr 4.625% NTS 07/15/13 The Hartford Finl Svcs Gr 4.750% SR 03/01/14 HARTFORD FINL SVCS GROUP INC SR NT 4% 03/30/15 The Hartford Finl Svcs Gr 5.5% 10/15/16 HARTFORD FINL SVCS GRP 4.0% SR NTS 10/15/17 HARTFORD FINL SVCS GROUP INC SR NT 5.375% 03/15/17 Hartford Financial Services 6.3% SR NTS 3/15/18 HARTFORD FINL SVCS GROUP INC SR NT 6% 01/15/19 HARTFORD FINL SVCS GROUP INC SR NT 5.5% 03/30/20 HARTFORD FINL SVCS GRP 5.125% SR NTS 04/15/22 The Hartford Finl Svcs Gr 5.95% 10/15/36 HARTFORD FINANCIAL SVCS GRP 8.125% JR SUB 06/15/38 HARTFORD FINL SVCS GROUP INC SR NT 6.625% 03/30/40 HARTFORD FINANCIAL SERVICES GROUP6.1% 10/1/2041 HARTFORD FINL SVCS GRP 6.625% SR NTS 04/15/42

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded $92.450 08 Sep 2011 $100.410 21 Nov 2011 $99.680 29 Nov 2011 $103.940 08 Dec 2011 $105.000 05 Jun 2012

$115.780 26 Sep 2012

$99.210 06 Apr 2011 $123.460 13 Dec 2011 $100.310 16 Aug 2011 $110.520 14 Sep 2011

$125.650 11 Jan 2012

$102.620 12 Aug 2011

$107.090 20 Jul 2011 $103.640 23 Nov 2011

HIW17 HIW18 HLS16 HLS18 HLS20 HLS22 HMA16 HMN15 HMN16 HNT17 HNZ13 HNZ16 HNZ17 HNZ21 HNZ22 HNZ28 HOG14 HON13 HON14 HON16B HON16 HON17 HON18 HON19 HON21 HON28 HON36 HON37 HON41 HOS17 HOT14 HOT15 HOT18 HOT19 HOV/14A HOV/14 HOV/15 HOV/16A HOV/16 HOV/17 HPQ/23 HPQ/29 HPQ13A HPQ13

HIGHWOODS RLTY LTD PARTNERSHIP NT 5.85% 03/15/17 HIGHWOODS RLTY LTD PARTNERSHIP NT 7.5% 04/15/18 HEALTHSOUTH CORP SR NT 10.75% 06/15/16 HEALTHSOUTH CORP 7.25% 10/01/18 HEALTHSOUTH CORP SR NT 8.125% 02/15/20 HEALTHSOUTH CORP 7.75% 09/15/22 Health Management 6.125% NTS 4/15/16 Horace Mann Educators 6.05% SR NTS 6/15/15 Horace Mann Educators 6.85% SR NTS 4/15/16 Health Net 6.375% SR NTS 6/1/17 Heinz (H.J.) Co. 5.35% SR NTS 7/15/13 HJ HEINZ 2.0% SR NTS 09/12/16 HJ HEINZ CO 1.5% 03/01/17 HJ HEINZ 3.125% SR NTS 09/12/21 HJ HEINZ CO 2.85% 03/01/22 Heinz (HJ) Company 6.375% DEB 07/15/28 HARLEY DAVIDSON INC SR NT 15% 02/01/14 Honeywell International 4.25% MTNs 3/1/13 HONEYWELL INTL INC SR NT 3.875% 02/15/14 Honeywell Inc 5.4% SR NTS 3/15/16 HONEYWELL INTL. 9 1/2% DEBS 6/1/16 Honeywell Intl Inc 5.3% SR NTS 03/15/17 Honeywell International 5.3% MTNs 3/1/18 HONEYWELL INTL INC SR NT 5% 02/15/19 Honeywell INTL 4.25% 03/01/21 Honeywell Inc 6.625% DEBS 06/15/28 Honeywell Intl Inc 5.7% SR NTS 03/15/36 Honeywell Intl Inc 5.7% SR NTS 03/15/37 Honeywell INTL 5.375% 03/01/41 HORNBECK OFFSHORE SVCS INC NEW SR NT 8% 09/01/17 STARWOOD HOTELS&RESORTS WRLDWD SR NT 7.875% 10/15/14 ITT CORP NEV DEB 7.375% 11/15/15 Starwood Hotels 6.75% NTS 5/15/18 STARWOOD HOTELS&RESORTS WRLDWD SR NT 7.15% 12/01/19 K. Hovnanian Enterprises 6.375% GTD NTS 12/15/14 K. Hovnanian Enterprises 6.5% GTD NTS 1/15/14 K. Hovnanian Enterprises 6.25% GTD NTS 1/15/15 K. Hovnanian Enterprises 7.5% GTD NTS 5/15/16 K. Hovnanian Enterprises 6.25% GTD NTS 1/15/16 K. Hovnanian Enterprises 8.625% SR NTS 1/15/17 DIGITAL EQUIP CORP DEB 7.75% 04/01/23 Electronic Data Systems 7.45% NTS 10/15/29 HEWLETT PACKARD CO GLOBAL FIXED RATE NT 1.25% 09/13/2013 Hewlett-Packard 4.5% NTS 3/1/13

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $100.830 16 Aug 2011 $94.000 21 Sep 2012 $80.000 03 Jan 2012 $60.000 18 Aug 2011 $88.500 14 Sep 2012 $122.910 21 Nov 2011 $107.500 14 Jun 2012 $114.000 02 Apr 2012 $108.000 29 Sep 2011 $120.000 04 Oct 2012 $110.920 21 Oct 2011 $109.500 01 Aug 2012 $105.250 23 Jan 2012 $103.500 23 Jan 2012

HPQ14A HPQ14B HPQ14C HPQ14 HPQ15A HPQ15 HPQ16A HPQ16B HPQ16 HPQ17A HPQ17B HPQ18 HPQ20 HPQ21A HPQ21B HPQ21 HPQ22 HPT14 HPT15 HPT16 HPT17 HPT18 HPT22 HR14 HR17 HR21 HRB/14 HRB/22 HRC24 HRC27 HRS15 HRS17 HRS19 HRS20 HRS26 HRS28 HRS40 HSC13 HSC15 HSC18 HSH15

HEWLETT-PACK CO 4.75% SR NTS 06/02/14 HEWLETT-PACKARD CO 1.55% 05/30/14 HEWLETT PACKARD CO. 2.625% 12/09/14 HEWLETT-PACKARD CO 6.125% NTS 3/1/14 HEWLETT PACKARD CO GLOBAL FIXED RT NT 2.125% 09/13/2015 HEWLETT-PACKARD CO. 2.2% SR NTS 12/01/15 HEWLETT PACKARD CO. 3.30% 12/09/16 HEWLETT- PACKARD CO 3.00% 09/15/16 HEWLETT PACKARD CO 2.65% SR NTS 06/01/16 Hewlett Packard 5.4% NTS 3/1/17 HEWLETT-PACKARD CO. 2.6% SR NTS 09/15/17 Hewlett-Packard 5.5% SR NTS 3/1/18 HEWLETT-PACKARD CO 3.75% SR NTS 12/01/20 HEWLETT PACKARD CO. 4.65% 12/09/21 HEWLETT- PACKARD CO 4.375% 09/15/21 HEWLETT PACKARD CO. 4.3% SR NTS 06/01/21 HEWLETT-PACKARD CO. 4.05% SR NTS 09/15/22 HOSPITALITY PPTYS TR SR NT 7.875% 08/15/2014 Hospitality Property Tr 5.125% SR NTS 2/15/15 Hospitality Property Tr 6.3% SR NTS 06/15/16 HOSPITALITY PPTYS TR SR NT 5.625% 03/15/2017 Hospitality Properties Trust 6.7% SR NTS 1/15/18 HOSPITALITY PROP TRUST 5.0% 08/15/22 Healthcare Realty Trust 5.125% NTS 04/01/14 HEALTHCARE RLTY TR INC SR NT 6.5% 01/17/2017 HEALTHCARE RLTY TR INC SR NT 5.75% 01/15/2021 Block Financial 5.125% GTD NTS 10/30/14 BLOCK FINANCIAL LLC 5.50% 11/01/22 Hillenbrand Indus Inc 7.000% DEB 02/15/24 Hillenbrand Indus Inc 6.750% DEB 12/15/27 HARRIS CORP DEL NT 5% 10/01/15 HARRIS CORP DEL FR 5.95% 12/01/17 HARRIS CORP DEL NT 6.375% 06/15/19 HARRIS CORPORATION 4.4% NTS 12/15/20 Harris Corporation 7.000% DEB 01/15/26 HARRIS CORP DEL DEB 6.35% 02/01/28 HARRIS CORPORATION 6.15% SR NTS 12/15/40 Harsco Corp 5.125% SR NTS 09/15/13 HARSCO CORP SR NT 2.7% 10/15/2015 Harsco Corp. 5.75% NTS 5/15/18 SARA LEE CORP FIXED RT 2.75% 09/15/2015

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $104.500 08 Feb 2012 $103.610 05 Dec 2012 $99.790 08 Nov 2012 $107.550 14 Dec 2011 $101.590 08 Nov 2011 $102.340 11 Aug 2011

$96.770 15 Nov 2012

$99.420 13 Jan 2012 $99.260 25 Oct 2012 $100.350 22 Oct 2012 $99.120 24 Oct 2012 $98.310 10 Sep 2012

$110.840 05 Sep 2012

HSH20 HSH32 HSP14 HSP15 HSP17 HSP40 HST16 HSY13 HSY15 HSY16A HSY16 HSY20 HSY21 HSY27 HTZ/28 HUB.A18 HUB.B22 HUM16 HUM18A HUM18 HUM38 HUN/15 HUN/16 HXM/15 IAB13 IB13A IB13F IB13X IB13ZA IB13ZB IB14A IB14F IB14X IB14ZA IB14ZB IB15F IB15X IB15ZA IB15ZB IB16O IB16S IB16X IB16ZA IB16ZB

SARA LEE CORP FIXED RT NT 4.1% 09/15/2020 Sara Lee Corp 6.125% NTS 11/01/32 Hospira Inc 5.900% NTS 06/15/14 HOSPIRA INC 6.4% NTS 05/15/15 Hospira Inc 6.05% NTS 3/30/17 HOSPIRA INC FIXED RT NT 5.6% 09/15/2040 HOST MARRIOTT L P SR NT-P 6.75% 06/01/16 Hershey Company 5% SR NTS 4/1/13 Hershey Foods Corp 4.85% bonds 08/15/2015 Hershey Company 1.50% 11/01/16 Hershey Foods Corp 5.45% NTS 9/1/16 HERSHEY CO NT 4.125% 12/01/2020 Hershey Foods Corp 8.800% DEB 02/15/21 Hershey Foods Corp 7.200% DEB 08/15/27 Hertz Corp 7% SR NTS 1/15/28 Hubbell Inc. 5.95% NTS 6/1/18 HUBBELL INC SR NT 3.625% 11/15/2022 Humana Inc 6.45% NTS 06/01/16 Humana Inc. 7.2% SR NTS 6/15/18 Humana Inc 6.300% SR NTS 08/01/18 Humana Inc. 8.15% SR NTS 6/15/38 HUNTSMAN INTL LLC SR SUB NT 15 01/01/15 HUNTSMAN INTL LLC 5.50% 06/30/16 DESARROLLADORA HOMEX S A DE CV SR GTD NT 7.5% 09/28/15 INTER AMER DEVEL 3.5% NTS 07/08/2013 INT'L BK FOR RECO & DEVEL ZR CPN 8/15/13 INT'L BK FOR RECO & DEVEL ZR CPN 2/15/13 INT'L BK FOR RECO & DEVEL ZR CPN 2/15/13 INT'L BK FOR RECON & DEVEL INT COM 1/19/13 INT'L BK FOR RECON & DEVEL INT COM 7/19/13 INT'L BK FOR RECO & DEVEL ZR CPN 8/15/14 INT'L BK FOR RECO & DEVEL ZR CPN 2/15/14 INT'L BK FOR RECO & DEVEL ZR CPN 2/15/14 INT'L BK FOR RECON & DEVEL INT COM 1/19/14 INT'L BK FOR RECON & DEVEL INT COM 7/19/14 INT'L BK FOR RECO & DEVEL ZR CPN 2/15/15 INT'L BK FOR RECO & DEVEL ZR CPN 2/15/15 INT'L BK FOR RECON & DEVEL INT COM 1/19/15 INT'L BK FOR RECON & DEVEL INT COM 7/19/15 INT'L BK FOR RECO & DEVEL 8 5/8% 10/15/16 INT'L BK FOR RECO & DEVEL 8 1/4% 9/1/16 INT'L BK FOR RECO & DEVEL ZR CPN 2/15/16 INT'L BK FOR RECON & DEVEL INT COM 1/19/16 INT'L BK FOR RECON & DEVEL INT COM 7/19/16

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE

$101.150 04 Jan 2012 $102.940 20 Dec 2011

$103.000 30 Nov 2012

$99.900 06 Apr 2011

$111.800 14 Oct 2011

$99.250 23 Dec 2011

$127.860 12 Oct 2012

IB17ZA IB17ZB IB17 IB18ZA IB18ZB IB19ZA IB19ZB IB20ZA IB20ZB IB21ZA IB21ZB IB22ZA IB22ZB IB23ZA IB23ZB IB23 IB26 IBM13A IBM13B IBM13C IBM13 IBM14A IBM14EU IBM14 IBM15A IBM15 IBM16A IBM16 IBM17A IBM17 IBM18 IBM19A IBM19B

IBM19 IBM21 IBM22 IBM25 IBM27 IBM28 IBM32 IBM38 IBM39 IBM45 IBM96 IDA/13 IDA/18

INT'L BK FOR RECON & DEVEL INT COM 1/19/17 INT'L BK FOR RECON & DEVEL INT COM 7/19/17 INT'L BK FOR RECO & DEVEL 9 1/4% 7/15/17 INT'L BK FOR RECON & DEVEL INT COM 1/19/18 INT'L BK FOR RECON & DEVEL INT COM 7/19/18 INT'L BK FOR RECON & DEVEL INT COM 1/19/19 INT'L BK FOR RECON & DEVEL INT COM 7/19/19 INT'L BK FOR RECON & DEVEL INT COM 1/19/20 INT'L BK FOR RECON & DEVEL INT COM 7/19/20 INT'L BK FOR RECON & DEVEL INT COM 1/19/21 INT'L BK FOR RECON & DEVEL INT COM 7/19/21 INT'L BK FOR RECON & DEVEL INT COM 1/19/22 INT'L BK FOR RECON & DEVEL INT COM 7/19/22 INT'L BK FOR RECON & DEVEL PRIN COM 1/19/23 INT'L BK FOR RECON & DEVEL INT COM 1/19/23 INT'L BK FOR RECON & DEVEL 7 5/8% 1/19/23 INT'L BK FOR RECO & DEVEL 8 7/8% 3/1/26 IBM Corp. 6.5% NTS 10/15/13 INTERNATIONAL BUSINESS MACHS NT 2.1% 05/06/13 INTERNATIONAL BUSINESS MACHS CORP FIXED RT 1% 08/05/2013 IBM CORP 7 1/2% DEB 06/15/2013 IBM CORP .875% SR NTS 10/31/14 International Business Machines 6.625% Euros 1/30/14 IBM Corporation 1.25% 05/12/14 IBM CORP 0.75% 05/11/15 IBM CORP 0.55% SR NTS 02/06/15 IBM CORP. 1.95% SR NTS 7/22/16 INTERNATIONAL BUSINESS MACHS CORP FIXED RT NT 2% 01/05/2016 IBM CORP 1.25% SR NTS 02/06/17 INTERNATIONAL BUSINESS MACHS NT 5.7% 09/14/2017 IBM Corp. 7.625% NTS 10/15/18 IBM CORP 1.875% 05/15/19 INTERNATIONAL BUSINESS MACHINES CORPORATION 1.375% NOTES 11/19/19 DENOMINATIONS OF 100,000 IBM CORP 8.375 DEBS 11/1/19 IBM CORP 2.9% 11/01/21 IBM CORP 1.875% 08/01/22 IBM CORP 7% DEB 10/30/2025 IBM CORP 6.22% DEB 08/01/2027 IBM CORP 6.50% DEB 01/15/2028 IBM Corp. 5.875% DEB 11/29/32 IBM Corp 8% NTS 10/15/38 INTERNATIONAL BUSINESS MACHS SR NT 5.6% 11/30/39 IBM CORP 7% DEB 10/30/2045 IBM CORP 7 1/8% DEB 12/01/2096 Idaho Power Corp. 4.25% 1st Mtg 10/1/13 Idaho Power Corp. 6.025% 1st Mtg Notes 7/15/18

Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded NYSE Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE $110.750 06 Dec 2011 $137.920 06 Sep 2012

$101.030 12 Aug 2011

$100.140 19 Nov 2012 $100.820 21 Jul 2011

$121.500 25 Jan 2012 $130.940 14 Oct 2011

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE Traded Traded NYSE NYSE NYSE Traded Traded Traded NYSE NYSE Traded Traded

$122.850 06 Dec 2011

IDA/19 IDA/20 IDA/22 IDA/32 IDA/33 IDA/34A IDA/34 IDA/35 IDA/37A IDA/37B IDA/37 IDA/40 IDA/42 IEX20 IEX21 IGT19 IGT20

IM17 INGR15 INGR17A INGR17 INGR20 INGR37 IP/25A IP/25 IP/26A IP/26 IP/27 IP14A IP14 IP15 IP16 IP18 IP19 IP21 IP22 IP23 IP29 IP38 IP39 IP41 IPG14 IPG17A IPG17 IPG22 IPG23 IR/13

IDAHO POWER CORP 6.15% 04/01/19 IDAHO POWER CO 3.4% 11/01/20 IDAHO POWER CORP 2.95% 04/01/22 Idaho Power Corp. 6% 1st Mtg 11/15/32 Idaho Power Corp. 5.5% 1st Mtg 4/1/33 Idaho Power Corp. 5.875% 1st Mtg 8/15/34 Idaho Power Corp. 5.5% 1st Mtg 3/15/34 Idaho Power Corp. 5.3% 1st Mtg 8/15/35 Idaho Power 6.25% 1st Mtg 10/15/37 IDAHO POWER CO BD AMBAC 6.3% 06/15/37 Idaho Power 6.3% 1st mtg 6/15/37 IDAHO POWER CORP 4.85% 08/15/40 IDAHO POWER CORP 4.3% 04/01/2042 IDEX CORP 4.50% SR NTS 12/15/20 IDEX CORP 4.2% SR NTS 12/15/21 INTERNATIONAL GAME TECHNOLOGY SR NT 7.5% 06/15/19 INTERNATIONAL GAME TECHNOLOGY FIXED RT NTS 5.5% 06/15/2020 INGRMA MICRO INC. 5.25% SR NTS 09/01/17 CORN PRODUCTS INTL INC 3.2% SR NTS 11/01/15 INGREDION INC. 1.8% 09/25/17 Corn Products 6% SR NTS 4/15/17 CORN PRODUCTS INTL INC. 4.625% SR NTS 11/01/20 Corn Products 6.625% SR NTS 4/15/37 CHAMPION INTL CORP DEB 7.35% 11/01/25 CHAMPION INTL CORP DEB 7.75% 09/01/25 Champion Int'l 7.2% deb 11/1/26 Champion Int'l 6.4% deb 2/15/26 CHAMPION INTL CORP DEB 7.15% 12/15/27 International Paper 7.4% NTS 6/15/14 International Paper Co 5.500% NTS 01/15/14 International Paper Co 5.300% NTS 04/01/15 International Paper Co 5.250% NTS 04/01/16 International Paper 7.95% NTS 6/15/18 INTERNATIONAL PAPER CO. 9.375% SR NTS INTERNATIONAL PAPER CO 7.50% SR NTS 08/15/21 INTL PAPER CO 4.75% 02/15/22 INTL PAPER CO DEB 6.875% 11/01/23 INTL PAPER CO NT 6.875% 04/15/29 International Paper 8.7% NTS 6/15/38 INTERNATIONAL PAPER CO 7.3% 11/15/39 INTL PAPER CO 6.0% 11/15/41 Interpublic Group of Cos 6.250% NTS 11/15/14 INTERPUBLIC GROUP COS 2.25% 11/15/17 INTERPUBLIC GROUP COS INC SR NT 10% 07/15/17 INTERPUBLIC GROUP 4.0% 03/15/22 INTERPUBLIC GROUP COS 3.75% 02/15/23 Ingersolll-Rand Global Holdings 6% GTD NTS 8/15/13

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $114.000 12 Sep 2011 $149.040 19 Nov 2012 $136.780 25 Oct 2012 $122.480 14 Nov 2012 $106.350 17 May 2012 $129.050 28 Nov 2012 $137.040 23 Oct 2012 $131.990 26 Oct 2012 $106.400 03 Jan 2012 $110.010 17 Oct 2012

$105.820 15 Nov 2011

$109.290 26 Oct 2012

IR/18 IR14 IR15 IR25A IR25 IR27A IR27 IRM19 IRM20 IRM21 ISM14 ISRAEL19 ITT25 ITW14 ITW19 ITW42 IVZ12 IVZ22 IX15 IX16 IX17 JAH16 JAH17 JAH20 JAH22 JBL16 JBL18 JBL20 JBL22 JCI13 JCI15 JCI16A JCI16 JCI17 JCI20 JCI21a JCI21 JCI36 JCI41A JCI41 JCI45 JCP/20 JCP15 JCP16 JCP17

Ingersoll-Rand Global Holdings 6.875% GTD NTS 8/15/18 INGERSOLL-RAND GL HLD CO. 9.5% 04/15/2014 Ingersoll-Rand 4.75% SR NTS 5/15/15 Ingersoll-Rand 7.2% DEBS 6/1/25 Ingersoll-Rand 6.48% DEBS 6/1/25 Ingersoll-Rand 6.443% DEBS 11/15/27 Ingersoll-Rand 6.391% DEBS 11/15/27 IRON MOUNTAIN INC. 7.75% 10/01/19 Iron Mountain 8% SR NTS 6/15/20 IRON MOUNTAIN INC 8.375% SR NTS 08/15/21 SLM CORP MTN BOOK ENTRY FR 6.5% 12/15/2014 STATE OF ISRAEL 5.125% 03/26/19 ITT CORP DEB 7.4% 11/15/25 ILLINOIS TOOL WKS INC NT 5.15% 04/01/14 ILLINOIS TOOL WKS INC NT 6.25% 04/01/19 ILLINOIS TOOL WORKS INC 3.9% 09/01/42 AON CORP JRSUBDB 8.205% 01/01/2027 INVESCO FINANCE PLC 3.125% 11/30/22 ORIX CORP SR NT 4.71% 04/27/15 ORIX CORP FIXED RATE NT 5% 01/12/2016 ORIX CORP 3.75% 3/9/17 JARDEN CORP SR NT 8% 05/01/16 Jarden Corp 7.5% GTD NTS 5/1/17 JARDEN CORP SR SB NT 7.5% 01/15/2020 JARDEN CORP GTD FIXED RT SR NT 6.125% 11/15/2022 JABIL CIRCUIT 7.75% SR NTS 07/15/16 JABIL CIRCUIT INC SR NT CR SEN 18 03/15/18 JABIL CIRCUIT INC SR NT 5.625% 12/15/2020 JABIL CIRCUIT INC. 4.7% 09/15/22 Johnson Controls Inc 4.875% NTS 09/15/13 Johnson Controls Inc 7.700% DEB 03/01/15 JOHNSON CONTROLS INC. 2.6% SR NTS 12/01/16 Johnson Controls Inc 5.5% SR NTS 1/15/16 Johnson Controls Inc 7.125% NTS 07/15/17 JOHNSON CTLS INC SR NT 5% 03/30/20 JOHNSON CONTROLS INC. 3.75% SR NTS 12/01/21 JOHNSON CONTROLS INC. 4.25% SR NTS 03/01/21 Johnson Controls Inc 6% SR NTS 1/15/36 JOHNSON CONTROLS INC. 5.25% SR NTS 12/01/41 JOHNSON CONTROLS INC. 5.7% SR NTS 03/01/41 Johnson Controls Inc 6.950% DEB 12/01/45 J.C. PENNEY CORPORATION, INC. 5.65% SR NTS 06/01/20 JC Penney 6.875% NTS 10/15/15 JC Penney 7.65% DEBS 8/15/16 JC Penney 7.95% DEBS 4/1/17

Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded $87.250 14 Jun 2012 $103.630 14 Sep 2012 $98.750 12 Jul 2012 $99.750 16 Aug 2012 $112.630 04 Jan 2012 $109.340 25 Oct 2011 $110.990 11 Jan 2012 $114.500 13 Jun 2012 $119.000 18 Jul 2012 $106.500 01 May 2012 $100.500 14 Nov 2012 $125.000 16 Oct 2012

$102.690 23 Sep 2011

$108.500 19 Dec 2011 $106.000 19 Oct 2011

JCP18 JCP23 JCP26 JCP36 JCP37 JCP97 JDCC22 JEF14 JEF15

JEF16 JEF18 JEF19 JEF21 JEF27 JEF36 JHS28 JLL22 JNJ/14Z JNJ13A JNJ13 JNJ14 JNJ16 JNJ17 JNJ18 JNJ19EU JNJ20 JNJ21 JNJ23 JNJ24BP JNJ29 JNJ33 JNJ37 JNJ38 JNJ40 JNJ41 JNPR16 JNPR21 JNPR41 JNY14 JNY19 JNY34 JPM/12I JPM/13 JPM/14

JC PENNEY 5.75% SR NTS DUE 2/15/2018 JC Penney 7.125% DEBS 11/15/23 JC Penney 6.9% DEBS 8/15/26 JC PENNEY 6.375% SR NTS DUE 10/15/36 JC Penney 7.4% DEBS 4/1/37 JC Penney 7.625% DEBS 3/1/97 John Deere Capital Corporation 2.750% 03/15/22 JEFFERIES GROUP INC NEW SR NT 5.875% 06/08/14 JEFFERIES GROUP INC NEW SR FIXED RATE NOTES 3.875% 11/09/2015 Jefferies Group Inc 5.500% SR NTS 03/15/16 JEFFERIES GROUP INC. 5.125% SR NTS 04/13/18 JEFFERIES GROUP INC NEW SR NT 8.5% 07/15/2019 JEFFERIES GROUP INC NEW FIXED RT SR NT 6.875% 04/15/2021 JEFFERIES GROUP INC NEW SR DEB 6.45% 06/08/2027 JEFFERIES GROUP INC NEW SR NT 6.25% 01/15/2036 HANCOCK JOHN LIFE INS CO CALL 5.05% 07/15/28 JONES LANG LASALLE INC 4.4% 11/15/22 ALZA CORP ZR CPN LYON 07/14/2014 Johnson & Johnson 0.7% 05/15/13 Johnson & Johnson 3.800% DEB 05/15/13 Johnson & Johnson 1.20% 05/15/14 Johnson & Johnson 2.15% 05/15/16 Johnson & Johnson 5.55% NTS 8/15/17 Johnson & Johnson 5.15% SR NTS 7/15/18 Johnson & Johnson 4.75% EUROs NTS 11/6/19 JOHNSON & JOHNSON 2.95% SR NTS 09/01/20 Johnson & Johnson 3.55% 05/15/21 Johnson & Johnson 6.730% DEB 11/15/23 Johnson & Johnson 5.5% SR British Pounds NTS 11/6/24 Johnson & Josnson 6.950% DEB 09/01/29 Johnson & Johnson 4.95% DEB 5/15/2033 Johnson & Johnson 5.95% NTS 8/15/37 Johnson & Johnson 5.85% SR NTS 7/15/38 JOHNSON & JOHNSON 4.50% SR NTS 09/01/40 Johnson & Johnson 4.85% 05/15/41 JUNIPER NETWORKS INC. 3.1% SR NTS 03/15/16 JUNIPER NETWORKS INC. 4.6% SR NTS 03/15/21 JUNIPER NETWORKS INC. 5.95% SR NTS 03/15/41 Jones Apparel 5.125% SR NTS 11/15/14 JONES GROUP/APP GROUP HLDG/A 6.875% SR NTS 03/15/19 Jones Apparel 6.125% SR NTS 11/15/34 JPMORGAN CHASE & CO FDIC TLGP GTD SRNT2.125% 12/26/12 BANK ONE CORP SB NT 5.25% 01/30/13 Bear Stearns Cos 5.700% GLB NTS 11/15/14

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded NYSE Traded Traded

$96.500 21 Sep 2012

$88.750 04 Apr 2012 $83.500 01 Jun 2012 $76.000 25 Jun 2012

$105.380 23 Nov 2012 $80.000 22 Nov 2011

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Convertible Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded NYSE Traded NYSE Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $109.250 18 Jan 2012 $107.200 24 Oct 2011 $119.880 04 Oct 2011 $104.540 12 Aug 2011 $132.680 14 Dec 2011 $110.580 23 Nov 2011 $101.810 07 Oct 2011 $103.720 23 Sep 2011 $76.500 28 Nov 2011 $97.120 05 Jun 2012 $95.250 05 Jun 2012

JPM/15A JPM/15 JPM/17A JPM/17 JPM/18A JPM/18 JPM/23A JPM/23 JPM/24A JPM/24 JPM/25 JPM/26A JPM/26 JPM/27 JPM/29A JPM/29B JPM/29C JPM/29 JPM/30 JPM/31 JPM/37 JPM13A JPM13B JPM13 JPM14A JPM14B JPM14C JPM14 JPM15A JPM15B JPM15C JPM15D JPM15E JPM15 JPM16A JPM16B JPM16 JPM17A JPM17B JPM17 JPM18 JPM19

BANK ONE CORP SUB NT 4.9% 04/30/15 Bear Stearns Cos 5.3% NTS 10/30/15 Bear Stearns 6.4% SR NTS 10/2/17 Bear Stearns Cos 5.55% NTS 01/22/17 Bear Stearns 7.25% SR NTS 2/1/18 Bear Stearns Cos 4.650% GLB NTS 07/02/18 BEAR STEARNS COS INC MTN BE FR 5.5% 03/28/23 BEAR STEARNS COS INC MTN BE CALL 5.1% 06/16/23 NBD BANCORP INC SUB NT 8.25% 11/01/2024 BEAR STEARNS COS INC CALL 5.75% 02/15/24 Banc One Corp 7.750% SUB DEB 07/15/25 BEAR STEARNS COS INC CALL 6% 03/31/26 Banc One Corp 7.625% SUB DEB 10/15/26 Banc One Corp 8.000% SUB DEB 04/29/27 BEAR STEARNS COS INC CALL 6% 07/15/29 BEAR STEARNS COS INC CALL 6% 08/15/29 BEAR STEARNS COS INC CALL 6.05% 05/15/29 BEAR STEARNS COS INC CALL 5.85% 08/15/29 BEAR STEARNS COS INC CALL 5.85% 08/27/30 BEAR STEARNS COS INC CALL 6% 02/24/31 BEAR STEARNS COS INC CALL 6% 05/15/37 JP Morgan Chase 4.75% SR NTS 5/1/13 JPMORGAN CHASE 1.65% SR NTS 09/30/13 JP Morgan Chase & Co 5.750% SUB NTS 01/02/13 JP Morgan Chase & Co 5.125% SUB NTS 09/15/14 JPMORGAN CHASE & CO SR NT 4.65% 06/01/14 JPMORGAN CHASE & CO 2.05% SR NTS 01/24/14 JP Morgan Chase & Co 4.875% SUB NTS 03/15/14 JP Morgan Chase & Co 4.750% NTS 03/01/15 JP Morgan Chase & Co 5.15% NTS 10/01/15 JPMORGAN CHASE & CO SR NT 3.7% 01/20/15 JPMorgan Chase & Co 3.40% Sr Unsecured 6/24/15 JPMorgan Chase & Co. 1.1% 10/15/15 JP Morgan Chase & Co 5.250% SUB NTS 05/01/15 JPMORGAN CHASE & CO 3.45% SR NTS 03/01/16 JPMorgan Chase & Co. 3.15% 07/05/16 JPMORGAN CHASE & CO FIXED RT NT 2.6% 01/15/2016 JP MORGAN CHASE BANK NA. 6.00% 10/01/2017 JPMORGAN CHASE & CO. 2.0% 08/15/17 JP Morgan Chase 6.125% NTS 6/27/17 JP Morgan Chase 6% SR NTS 1/15/18 JPMORGAN CHASE & CO NT 6.3% 04/23/19

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$104.880 19 Jan 2012

$111.080 08 Dec 2011 $107.320 06 Jun 2012 $115.910 02 Dec 2011 $107.290 14 Mar 2012

$104.090 23 Feb 2012

$105.600 15 Aug 2011 $107.260 24 Sep 2012 $106.400 01 May 2012 $100.990 15 Nov 2011 $106.510 28 Mar 2012 $106.410 29 Nov 2011 $105.590 27 Dec 2011 $105.930 06 Sep 2012 $105.560 08 Nov 2012

$106.390 16 Sep 2011 $105.670 09 Aug 2012 $104.650 18 Jul 2012 $104.380 24 Sep 2012 $106.330 11 Oct 2011

$112.630 22 Jul 2011 $119.370 29 Nov 2012

JPM20A JPM20B JPM20 JPM21A JPM21 JPM22A JPM22 JPM24 JPM25 JPM28 JPM29A JPM29 JPM30A JPM30B JPM30 JPM36A JPM36B JPM36C JPM36D JPM36E JPM36F JPM36G JPM36H JPM36 JPM37A JPM37B JPM37C JPM37D JPM37E JPM37F JPM37G JPM37H JPM37I JPM37J JPM37K JPM37L JPM37M JPM37N JPM37O

JPMorgan Chase & Co 4.40% Sr Nts 7/22/20 JPMORGAN CHASE & CO SR FIXED RT NT 4.25% 10/15/2020 JPMORGAN CHASE & CO SR NT 4.95% 03/25/20 JPMORGAN CHASE & CO. 4.35% 08/15/2021 JPMorgan Chase & Co. 4.625% 05/10/21 JPMORGAN CHASE & CO. 3.25% 09/23/22 JPMorgan Chase & Co. 4.50% 01/24/22 J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 06/15/24 J P MORGAN CHASE & CO JPMORGAN FR 5.5% 05/15/25 J P MORGAN CHASE & CO JPMORGAN CALL 6% 12/15/28 J P MORGAN CHASE & CO JPMORGAN FR 6% 05/01/29 J P MORGAN CHASE & CO JPMORGAN CALL 6.25% 06/15/29 J P MORGAN CHASE & CO JPMORGAN CALL 5.75% 04/15/30 J P MORGAN CHASE & CO JPMORGAN CALL 6% 12/16/30 J P MORGAN CHASE & CO JPMORGAN CALL 5.45% 02/15/30 J P MORGAN CHASE & CO JPMORGAN CALL 6% 11/15/36 J P MORGAN CHASE & CO JPMORGAN CALL 6% 11/15/36 J P MORGAN CHASE & CO JPMORGAN CALL 6.05% 11/15/36 J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 09/15/36 J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 09/15/36 J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 10/15/36 J P MORGAN CHASE & CO JPMORGAN FR 6.2% 08/15/36 J P MORGAN CHASE & CO JPMORGAN SUB NT 6% 12/15/36 J P MORGAN CHASE & CO JPMORGAN CALL 6% 11/15/36 J P MORGAN CHASE & CO JPMORGAN CALL 6% 02/15/37 J P MORGAN CHASE & CO JPMORGAN CALL 6% 05/15/37 J P MORGAN CHASE & CO JPMORGAN CALL 6% 06/15/37 J P MORGAN CHASE & CO JPMORGAN CALL 6.05% 11/16/37 J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 10/15/37 J P MORGAN CHASE & CO JPMORGAN CALL 6.15% 11/15/37 J P MORGAN CHASE & CO JPMORGAN CALL 6.15% 11/15/37 J P MORGAN CHASE & CO JPMORGAN CALL 6.25% 09/15/37 J P MORGAN CHASE & CO JPMORGAN CALL 6.25% 11/15/37 J P MORGAN CHASE & CO JPMORGAN CALL 6.35% 08/15/37 J P MORGAN CHASE & CO JPMORGAN CALL 6.4% 09/15/37 J P MORGAN CHASE & CO JPMORGAN CALL 6.4% 09/15/37 J P MORGAN CHASE & CO JPMORGAN SUB NT 6.15% 06/15/37 J P MORGAN CHASE & CO JPMORGAN SUB NT 6.35% 07/15/37 J P MORGAN CHASE & CO JPMORGAN SUB NT-B 6.35% 06/15/37

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$101.740 13 Jan 2012 $104.730 01 May 2012 $104.810 23 Dec 2011 $112.600 05 Dec 2012 $111.610 24 Sep 2012

$105.080 23 Apr 2012

$99.500 11 Aug 2011

$99.000 10 Oct 2011

$99.750 15 Jun 2011 $99.880 04 Apr 2012

$99.630 13 Jun 2011

JPM37 JPM38 JPM40 JPM41 JPM42 JWN14 JWN18 JWN20 JWN21 JWN28 JWN38 K13 K15 K16A K16 K17 K18 K19 K20 K22 K31 KBH14 KBH15A KBH15 KBH17 KBH18 KBH20 KBH22 KEG14 KEG21 KEM18 KEP13 KEP26 KEP27A KEP27 KEY/13 KEY/14 KEY/15A KEY/15 KEY/16 KEY/17 KEY/28 KEY15 KEY21 KFS/14 KIM/13A KIM/13 KIM/14 KIM/15

J P MORGAN CHASE & CO JPMORGAN CALL 5.8% 03/15/37 JP Morgan Chase 6.4% NTS 5/15/38 JPMORGAN CHASE & CO FIXED RATE NOTES 5.5% 10/15/2040 JP MORGAN CHASE & CO 5.6% 07/15/41 JPMorgan Chase & Co. 5.4% 01/06/42 NORDTSTROM INC 6.75% NTS 06/01/14 Nordstrom Inc. 6.25% SR NTS 1/15/18 NORDSTROM INC. 4.75% SR NTS 05/01/20 Nordstrom, Inc. 4.00% 10/15/21 Nordstrom Inc 6.950% SR DEB 03/15/28 Nordstrom Inc. 7% SR NTS 1/15/38 Kellogg Co. 4.25% NTS 3/6/13 KELLOGG CO 1.125% 05/15/15 KELLOGG CO 1.875% 11/17/16 KELLOGG CO SR NT 4.45% 05/30/16 KELLOGG CO 1.75% 05/17/17 Kellogg Co. 3.25% 05/21/18 KELLOGG CO SR NT 4.15% 11/15/19 KELLOGG CO FIXED RATE SR NT 4% 12/15/2020 KELLOGG CO 3.125% 05/17/22 Kellogg Company 7.45% DEBS 4/1/31 KB Home 5.75% notes due 2/1/2014 KB Home 5.875% notes due 1/15/2015 KB Home 6.25% notes due 6/15/2015 KB HOME SR NT 9.1% 09/15/17 KB Home 7.25% sr nts due 6/15/2018 KB HOME 8.0% 03/15/20 KB HOME 7.50% 09/15/22 KEY ENERGY SVCS INC SR NT 8.375% 12/01/14 KEY ENERGY SERVICES INC. 6.75% 03/01/21 KEMET CORP SR NT 10.5% 05/01/2018 KOREA ELECTRIC PWR DEB 7.75% 04/01/13 KOREA ELEC PWR CORP DEB DTD 12/01/1996 6% 12/01/2026 KOREA ELEC PWR CORP DEB 6.75% 08/01/27 KOREA ELECTRIC PWR DEB 7% 02/01/27 KEYCORP MEDIUM TERM NTS BE SR NT 6.5% 05/14/13 KEY BK NA MED TERM SUBBKNTS BE FR 5.8% 07/01/2014 KEY BK N A MTNS BE FR 5.091% 03/26/2015 Key Bank 5.95% nts 9/15/2015 Key Bank 5.45% nts 3/3/2016 KEY BK NA MED TERM SUBBKNTS BE FR 5.7% 11/01/17 KEY BK NA MED TERM SUBBKNTS BE FR 6.95% 02/01/2028 KEYCORP 3.75% SR NTS 08/13/15 KEYCORP 5.1% 03/24/21 KINGSWAY AMER INC GTD SR NT 14 02/01/14 Pan Pacific Retail Ppty 4.700% NTS 06/01/13 Pan Pacific Retail Ppty 6.125% NTS 01/15/13 Pan Pacific Retail Ppty 5.950% NTS 06/01/14 PAN PACIFIC RETAIL PPTYS INC NT 5.25% 09/01/15

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$100.000 01 Mar 2012 $120.000 03 Apr 2012 $104.670 11 Jan 2012 $107.340 12 Dec 2011

$108.130 05 Oct 2011

$121.750 03 Apr 2012 $126.000 21 Sep 2011

$112.340 10 Aug 2011 $104.860 29 Dec 2011 $105.310 07 Dec 2011

$94.000 02 Nov 2011 $97.750 31 May 2012 $96.970 16 Jun 2011 $109.000 25 Jul 2012 $106.550 02 Oct 2012 $97.250 07 Jun 2012 $108.500 28 Sep 2012

$110.250 31 Jan 2012

KIM13 KIM14 KIM15A KIM15 KIM16 KIM17 KIM18 KIM19 KMB13A KMB14 KMB15 KMB17 KMB18A KMB18 KMB20 KMB21 KMB22 KMB28 KMB37 KMB41 KMP13 KMP14 KMP15 KMP16A KMP17 KMP18 KMP19 KMP20A

KMP20 KMP21 KMP22A KMP22 KMP23 KMP31 KMP32 KMP33 KMP35 KMP37 KMP38 KMP39

KIMCO RLTY CORP MTN BE FR 5.19% 10/01/13 Kimco Realty Corp 4.82% SR NTS 6/1/2014 Kimco Realty Corp 4.904% NTS 2/18/2015 Kimco Realty Corp 5.584% NTS 11/23/2015 Kimco Realty Corp 5.783% NTS 3/15/16 KIMCO REALTY CORP SR NT CR SEN 17 05/01/17 KIMCO REALTY 4.3% SR NTS 02/01/18 KIMCO REALTY CORP SR NT 6.875% 10/01/19 Kimberly Clark Corp 5.000% NTS 08/15/13 Kimberly Clark Corp 6.875% DEB 02/15/14 Kimberly Clark Corp 4.875% DEB 8/15/15 Kimberly-Clark 6.125% NTS 8/1/17 Kimberly Clark 7.5% SR NTS 11/1/18 Kimberly Clark Corp 6.25% DEB 7/15/18 KIMBERLY-CLARK 3.625% SR NTS 08/01/20 KIMBERLY - CLARK CORP 3.875% SR NTS 03/01/21 Kimberly-Clark Corp. 2.40% 03/01/22 Kimberly Clark Corp 6.375% DEB 01/01/28 Kimberly-Clark 6.625% NTS 8/1/37 KIMBERLY - CLARK CORP 5.3% SR NTS 03/01/41 Kinder Morgan Energy Prtn 5.000% NTS 12/15/13 Kinder Morgan Energy Prtn 5.125% NTS 11/15/14 KINDER MORGAN ENERGY PART 5.625% SR NTS 02/15/15 KINDER MORGAN ENER PART 3.50% SR NTS 03/01/16 Kinder Morgan Energy Prtn 6% NTS 2/1/17 Kinder Morgan Energy Partners 5.95% NTS 2/15/18 KINDER MORGAN ENER PART 9% SR NTS 02/1/19 KINDER MORGAN ENERGY PARTNERS L P SR FIXED RT NT 5.3% 09/15/2020 KINDER MORGAN ENERGY 6.85% SR NTS 02/15/20 KINDER MORGAN ENERGY PARTNERS SR NT 5.8% 03/01/21 KINDER MORGAN ENER PART 3.95% SR NTS 09/01/22 KINDER MORGAN ENERGY PART 4.15% SR NTS 03/01/22 KINDER MORGAN ENER PART 3.45% 02/15/23 Kinder Morgan Energy Prtn 7.400% NTS 03/15/31 Kinder Morgan Energy Prtn 7.750% NTS 03/15/32 Kinder Morgan Energy Prtn 7.300% NTS 08/15/33 Kinder Morgan Energy Prtn 5.800% NTS 03/15/35 Kinder Morgan Energy Prtn 6.5% NTS 2/1/37 Kinder Morgan Energy Partners 6.95% SR NTS 1/15/38 KINDER MORGAN ENERGY PARTNERS SR NT 6.5% 09/01/39

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $107.100 07 Dec 2011 $115.110 05 Aug 2011 $106.130 28 Mar 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $108.030 16 Aug 2011 $100.500 02 Sep 2011 $106.380 22 Jun 2011 $111.490 29 Jul 2011

KMP40

KMP41A KMP41 KMP42 KMPR15 KMPR17 KMR/16 KMR/28 KMR/36 KMR/98 KMR15 KMT19 KMT22 KO/20 KO13 KO14 KO15 KO16 KO17 KO18 KO19 KO20 KO21 KO93 KR13A KR13 KR14 KR15A KR15 KR17A KR17 KR18A KR18 KR20 KR22 KR29A KR29 KR31 KR38 KR40 KR42 KRC/18 KSS17 KSS21

KINDER MORGAN ENERGY PARTNERS L P FIXED RT 6.55% 09/15/2040 KINDER MORGAN ENER PART 5.625% SR NTS 09/01/41 KINDER MORGAN ENER PART 6.375% SR NTS 03/01/41 KINDER MORGAN ENER PART 5.0% 08/15/42 UNITRIN INC. 6.0% SR NTS 11/30/15 Unitrin Inc. 6% SR NTS 5/15/17 KINDER MORGAN FINANCE CORP ULC GTD NT 5.7% 01/05/16 KN ENERGY INC SR DB 7.25% 03/01/28 KINDER MORGAN FINANCE CORP ULC GTD NT 6.4% 01/05/36 KN ENERGY INC SR DB 7.45% 03/01/98 KINDER MORGAN INC SR NT 5.15% 03/01/15 KENNAMETAL INC. 2.65% 11/01/19 KENNAMETAL INC. 3.875% SR NTS 02/15/22 COCA-COLA FEMSA S A B DE C V SR NT 4.625% 02/15/2020 COCA COLA CO SR FIXED RT NT 0.75% 11/15/2013 COCA-COLA CO 3.625% SR NTS 03/15/14 COCA COLA CO FIXED RT NTS 1.5% 11/15/2015 COCA-COLA CO/THE 1.80% 09/01/16 Coca-Cola Company 5.35% NTS 11/15/17 COCA-COLA CO/THE 1.65% SR NTS 03/14/18 COCA-COLA CO 4.875% SR NTS 03/15/19 COCA COLA CO SR FIXED RT NT 3.15% 11/15/2020 COCA-COLA CO/THE 3.30% 09/01/21 COCA COLA CO DEB 7.375% 07/29/93 Kroger Co. 5% SR NTS 4/15/13 Kroger Company 5.500% SR NTS 02/01/13 KROGER CO. 7.5% SR NTS 01/15/2014 KROGER CO SR NT 3.9% 10/01/15 Kroger Company 4.95% due 01/15/15 Kroger Company 2.20% 01/15/17 Kroger Co 6.4% SR NTS 8/15/17 Kroger Company 6.800% NTS 12/15/18 Kroger Company 7.000% SR NTS 05/01/18 Kroger Co. 6.15% SR NTS 1/15/20 KROGER CO/THE 3.4% SR NTS 04/15/22 Kroger Company 8.000% SR NTS 09/15/29 Kroger Company 7.700% SR NTS 06/01/29 Kroger Company 7.500% SR NTS 04/01/31 KROGER CO SR NT 6.9% 04/15/38 KROGER CO FIXED RT SR NT 5.4% 07/15/2040 KROGER CO/THE 5.0% SR NTS 04/15/42 Kilroy Realty LP 4.8% 07/15/18 Kohls Corp 6.25% NTS 12/15/17 KOHL'S CORPORATION 4.0% SR NTS 11/01/21

Corporate Bonds

Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $118.090 22 Jun 2011 $114.590 29 Jun 2011 $103.220 18 Oct 2012 $116.010 24 Oct 2011 $102.200 28 Oct 2011 $110.510 23 Nov 2012 $99.730 06 Oct 2011 $104.360 06 Nov 2012 $103.530 16 Oct 2012 $103.080 28 Nov 2012

$118.740 21 Jul 2011

KSS23 KSS29 KSS33 KSS37 KSU16 KWK15 KWK16A KWK16 KWK19 L/15 L/19A L/19 L/27 L16 L35 LAZ/15 LAZ/17 LEA18 LEA20 LEG13 LEG14 LEG15 LEG18 LEHMQ/17 H LEHMQ/17 I LEHMQ/17 J LEHMQ/17 K LEHMQ/18 A LEHMQ/18 LEN13 LEN14 LEN15 LEN16 LEN17 LEN18 LG/19 LG/29 LG/30 LG/34 LG/36 LH13 LH15 LH16 LH17 LH20 LH22

Kohl's Corporation 3.25% 02/01/23 KOHLS CORP DEB 7.25% 06/01/2029 Kohls Corp 6.000% DEB 01/15/33 Kohls Corp 6.875% NTS 12/15/37 KANSAS CITY SOUTHN DE MEXICO SR NT 12.5% 04/01/2016 Quicksilver Resources 8.25% SR NTS 8/1/15 QUICKSILVER RESOURCES INC SR NT 11.75% 01/01/16 Quicksilver Resources 7.125% GTD NTS 4/1/16 QUICKSILVER RESOURCES INC SR NT 9.125% 08/15/19 TEXAS GAS TRANSMISSION CORP NT 4.6% 06/01/15 CNA FINL CORP SR NT 7.35% 11/15/19 DIAMOND OFFSHORE DRILLING INC SR NT 5.875% 05/01/19 TEXAS GAS TRANSMISSION CORP DEB 7.25% 07/15/27 Loews Corporation 5.250% SR NTS 03/15/16 Loews Corporation 6.000% SR NTS 02/01/35 Lazard Group LLC 7.125% nts 5/15/15 Lazard Group 6.85% NTS 6/15/17 LEAR CORP 7.875% 03/15/18 LEAR CORP 8.125% 03/15/20 Leggett & Platt 4.700% NTS 04/01/13 Leggett & Platt 4.650% NTS 11/15/14 Leggett & Platt 5% NTS 8/15/2015 Leggett & Platt 4.400% NTS 07/01/18 LEHMAN ABS CORP BD BACK CTF (NSC A1) 11/15/17 LEHMAN ABS CORP BD BACK CTF (NSC A2) 11/15/17 LEHMAN ABS CORP BD BACK CTF (ADM A-1) 12/15/17 LEHMAN ABS CORP BD BACK CTF (ADM A-2) 12/15/17 LEHMAN ABS CORP BD BACK CTF (CAT A-2) 3/1/18 LEHMAN ABS CORP BD BACK CTF (CAT A1) 3/1/18 Lennar Corp 5.950% SR NTS 03/01/13 Lennar Corp 5.500% SR NTS 09/01/14 Lennar Corp 5.6% SR NTS 5/31/15 Lennar Corp 6.5% SR NTS 4/15/16 LENNAR CORP SR NT-B 12.25% 06/01/17 LENNAR CORP SR NT 6.95% 06/01/2018 Laclede Gas 5.5% 1st MTG 5/1/19 Laclede Gas 7% 1st MTG 6/1/29 Laclede Gas 7.9% 1st MTG 9/15/30 Laclede Gas 6% 1st MTG 5/1/34 Laclede Gas 6.15% 1st MTG 6/1/36 LABORATORY CORP AMER HLDGS SR NT 5.5% 02/01/13 Laboratory Corporation of America Holdings 5.625% NTS 12/15/15 LABORATORY CORP AMER HLDGS SR NT 3.125% 05/15/2016 Laboratory Corporation of America Holdings 2.20% 08/23/17 LABORATORY CORP AMER HLDGS SR NT 4.625% 11/15/2020 Laboratory Corporation of America Holdings 3.75% 08/23/22

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Structured Products Structured Products Structured Products Structured Products Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$116.870 18 Jul 2011

$94.000 24 Jul 2012 $95.500 27 Jul 2012 $98.250 20 Oct 2011

$109.500 14 May 2012 $113.500 03 Jul 2012

$103.000 31 May 2012 $134.000 02 Nov 2012

LII17 LLL/16 LLL/19 LLL/20 LLL/21 LLY14 LLY16 LLY17 LLY18 LLY25 LLY27 LLY36 LLY37A LLY37 LMT/22 LMT/23 LMT/24 LMT/25 LMT16 LMT19 LMT21 LMT26 LMT29 LMT36A LMT36 LMT39 LMT41 LNC/14 LNC14 LNC15 LNC18 LNC19 LNC21 LNC22 LNC36 LNC37 LNC40 LNT/15 LNT/18A LNT/18 LNT/19 LNT/20A

LENNOX INTL INC SR NT 4.9% 05/15/17 L-3 Communications Corp. 3.95% 11/15/16 L-3 COMMIUNICATIONS CORP 5.2% 10/15/19 L-3 COMMUNICATIONS CORP 4.75% 07/15/20 L-3 COMMUNICATIONS CORP 4.95% 02/15/21 ELI LILLY & CO 4.2% SR NTS 03/06/14 LILLY (ELI) & CO 6.57% NTS 01/01/16 Eli Lilly & Company 5.2% NTS 03/15/17 Eli Lilly & Company 4.500% NTS 03/15/18 LILLY (ELI) & CO 7 1/8% NTS 6/01/25 Eli Lilly & Company 5.500% NTS 03/15/27 LILLY (ELI) & CO 6.77% NTS 1/1/36 ELI LILLY & CO 5.95% SR NTS 11/15/37 Eli Lilly & Company 5.55% NTS 03/15/37 LOCKHEED CORP DEL NT 9% 01/15/2022 LORAL CORP SR DEB 7% 09/15/23 LORAL CORP SR DEB 8.375% 06/15/24 LORAL CORP DEB 7.625% 06/15/25 Lockheed Martin Corp 7.650% DEB 05/01/16 LOCKHEED MARTIN CORP SR NT 4.25% 11/15/19 LOCKHEED MARTIN CORP 3.35% 09/15/21 Lockheed Martin Corp 7.750% DEB 05/01/26 Lockheed Martin Corp 8.500% DEB 12/01/29 LOCKHEED MARTIN CORP NT 6.15% 09/01/36 Lockheed Martin Corp 7.200% DEB 05/01/36 LOCKHEED MARTIN CORP SR NT 5.5% 11/15/39 LOCKHEED MARTIN CORP. 4.85% 09/15/2041 JEFFERSON PILOT CORP NT 4.75% 01/30/14 Lincoln National Corp IN 4.750% NTS 02/15/14 LINCOLN NATIONAL CORP 4.3% SR NTS 06/15/15 Lincoln National Corp IN 7.000% NTS 03/15/18 LINCOLN NATL CORP IND SR NT 8.75% 07/01/19 Lincoln National Corp. 4.85% 06/24/21 LINCOLN NATIONAL CORP. 4.2% SR NTS 03/15/22 LINCOLN NATL CORP IND SR NT 6.15% 04/07/36 Lincoln National 6.3% SR NTS 10/9/37 LINCOLN NATIONAL CORP 7.0% SR NTS 06/15/40 INTERSTATE POWER & LIGHT 3.3% DEBENUTRE 06/15/15 Interstate Power & Light 7.25% SR DEBS 10/1/18 Interstate Power & Light 5.875% DEB 09/15/18 WISCONSIN P&L 5.0% SR NTS 07/15/19 INTERSTATE POWER & LIGHT 3.65% SR NTS 09/01/20

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded NYSE Traded Traded NYSE Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $105.160 16 Nov 2012 $114.520 15 Nov 2011 $115.360 07 Nov 2012 $108.260 08 Nov 2011 $113.090 21 Nov 2012 $107.250 21 Dec 2011 $118.310 10 Oct 2012 $114.900 03 Dec 2012

$123.120 01 Feb 2012

$119.010 01 Jun 2011

LNT/20 LNT/25 LNT/33 LNT/34A LNT/34 LNT/37 LNT/38 LNT/39 LNT14 LO/16 LO/17 LO/19 LO/20 LO/40 LO/41 LOW15 LOW16A LOW16 LOW17A LOW17 LOW20 LOW21A LOW21 LOW22 LOW27A LOW27 LOW28 LOW29 LOW35 LOW36 LOW37A LOW37 LOW40 LOW41 LOW42 LRY14 LRY15 LRY16 LRY17 LRY18 LRY20 LRY22 LSLF17 LTD/14

WISCONSIN POWER & LIGHT 4.6% SR NTS 06/15/20 INTERSTATE PWR & LT CO SR DEB 5.5% 07/15/25 Interstate Power & Light 6.450% DEB 10/15/33 WISCONSIN PWR & LT CO DEB 6.25% 07/31/34 Interstate Power & Light 6.300% DEB 05/01/34 Wisconsin Power & Light 6.375% DEBS 8/15/37 Wisconsin Power & Light 7.6% SR DEBS 10/1/38 INTERSTATE PWR & LT CO SR DEB 6.25% 07/15/39 ALLIANT ENERGY CORP 4.0% SR NTS 10/15/14 LORRILARD TOBACCO CO. 3.50% 08/04/16 LORILLARD TOBACCO CO. 2.3% 08/21/17 LORILLARD TOBACCO CO 8.125% SR NTS 06/23/19 LORILLARD TOB CO SR NT 6.875% 05/01/20 LORILLARD TOB CO SR NT 8.125% 05/01/40 LORILLARD TOBACCO CO. 7.0% 08/04/41 Lowes Cos Inc 5% NTS 10/15/15 LOWES COMPANIES INC. 2.125% SR NTS 04/15/16 Lowes Cos Inc 5.4% NTS 10/15/16 LOWE'S COMPANIES, INC.. 1.625% SR NTS 04/15/17 Lowes Companies 6.1% NTS 9/15/17 LOWES COS INC NT 4.625% 04/15/20 Lowes Companies Inc. 3.8% 11/15/21 LOWES COMPANIES 3.75% SR NTS 04/15/21 LOWE'S COMPANIES, INC. 3.12% SR NTS 04/15/22 LOWES COS INC MED TERM NTS BE FR 7.61% 06/17/27 Lowes Cos Inc 7.2% MTNS 9/1/27 Lowes Cos Inc 6.875% DEB 02/15/28 Lowes 6.500% DEB 03/15/29 Lowes Cos Inc 5.5% BDS 10/15/35 Lowes Cos Inc 5.8% NTS 10/15/36 Lowes Companies 6.65% NTS 9/15/37 Lowes Cos Inc 7.11% MTNS 5/15/37 LOWES COS INC NT 5.8% 04/15/40 Lowes Companies Inc. 5.125% 11/15/41 LOWE'S COMPANIES, INC. 4.65% SR NTS 04/15/42 LIBERTY PPTY LTD PARTNERSHIP SR NT 5.65% 08/15/14 LIBERTY PPTY LTD PARTNERSHIP SR NT 5.125% 03/02/15 Liberty Property LP 5.500% NTS 12/15/16 LIBERTY PPTY LTD PARTNERSHIP SR NT 6.625% 10/01/17 LIBERTY PPTY L P MTN BE FR 7.5% 01/15/18 LIBERTY PROPERTY LP 4.75% SR NTS 10/01/20 LIBERTY PROPERTY LP 4.125% 06/15/22 LASALLE FUNDING LLC NTS 02/15/2017 The Limited Inc 5.250% NTS 11/01/14

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded $106.500 23 May 2012 $119.590 30 Aug 2011 $122.530 28 Nov 2012 $116.800 10 Aug 2011 $106.050 09 Nov 2011 $104.160 14 Nov 2012 $106.130 16 Nov 2012

$108.200 15 Nov 2011 $104.260 05 Jan 2012 $103.250 27 Sep 2011

$103.490 21 Jul 2011 $117.110 30 Apr 2012 $129.980 29 Mar 2012 $113.580 08 Dec 2011

LTD/20 LTD/33 LTD17 LTD19 LTD21 LTD22 LTD37 LUK13A LUK13 LUK15 LUV14 LUV16 LUV17 LUV27 LXK13 LXK18 LYG/14 LYG/16 LYG/17 LYG/21 LYV/16 M/13A M/13 M/14 M/15A M/15 M/16A M/16 M/19 M/21 M/22 M/23 M/24 M/25 M/28 M/29 M/30 M/32 M/34 M/35 M/36 M/37

LIMITED BRANDS INC 7.0% 05/01/20 The Limited Inc 6.95% DEBS 3/01/33 Limited Brands 6.9% SR NTS 7/15/17 LIMITED BRANDS INC SR NT 8.5% 06/15/19 Limited Brands, Inc. 6.625% SR NTS 04/01/21 LIMITED BRANDS LTD 5.625% 02/15/22 Limited Brands 7.6% SR NTS 7/15/37 Leucadia National 7% SR NTS 8/15/13 LEUCADIA NATIONAL 7.75% SR NTS 8/15/13 Leucadia National 8.125% SR NTS 9/15/15 Southwest Airlines 5.250% NTS 10/01/14 Southwest Airlines 5.75% NTS 12/15/16 Southwest Airlines 5.125% NTS 03/01/17 Southwest Airlines 7.375% DEB 03/01/27 Lexmark International 5.9% SR NTS 6/1/13 Lexmark International 6.65% SR NTS 6/1/18 Lloyds TSB Bank plc Floating Rate Notes due 01/24/2014 Lloyds TSB Bank plc 4.875% Senior Notes due 01/21/2016 LLOYDS TSB BANK PLC 4.2% 03/28/17 Lloyds TSB Bank plc 6.375% Senior Notes due 01/21/2021 TICKETMASTER ENTMT INC SR NT 10.75% 08/01/16 Macys Retail Holdings 5.875% GTD NTS 1/15/13 May Department Stores Co 7.625% DEB 08/15/13 May Department Stores Co 5.750% NTS 07/15/14 Macys Retail Holdings 7.875% GTD NTS 7/15/15 May Department Stores Co 7.500% DEB 06/01/15 May Department Stores Co 7.450% DEB 10/15/16 Federated Retail Holding 5.9% SR NTS 12/1/16 MAY DEPT STORES CO NT 8.5% 06/01/19 May Department Stores Co 10.250% DEB 01/01/21 Macys Retail Holding Inc. 3.875% 01/15/22 MACYS RETAIL HLDGS INC. 2.875% 02/15/23 May Department Stores Co 6.650% DEB 07/15/24 MAY DEPT STORES CO DEB 7.6% 06/01/25 May Department Stores Co 6.700% DEB 09/15/28 May Department Stores Co 8.750% DEB 05/15/29 MAY DEPT STORES CO DEB 7.875% 03/01/30 May Department Stores Co 6.9% NTS 01/15/32 May Department Stores Co 6.700% DEB 07/15/34 May Department Stores Co 8.125% DEB 08/15/35 May Department Stores Co 7.875% DEB 08/15/36 Federated Retail Holding 6.375% GTD NTS 3/15/37

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$99.880 07 Sep 2012 $111.000 13 Jun 2012

$108.250 30 Apr 2012 $106.500 03 Aug 2012 $105.500 05 Dec 2012 $107.550 15 Nov 2011

$107.870 21 Jul 2011 $110.300 26 May 2011

$100.450 18 Jan 2012

$102.320 17 Oct 2011

$113.090 11 Jan 2012

$109.820 16 Oct 2012

$115.670 29 Feb 2012

$108.130 31 Aug 2011

M/42 M/43 M17 M27 M28 M29 MAR13 MAR15 MAR16 MAR17 MAR19 MAS13 MAS15 MAS16 MAS17 MAS18 MAS20 MAS22 MAS29 MAS31ZB MAS32 MBI22 MBI25 MBI27 MBI28 MBI34 MCD13A MCD13 MCD17A MCD17 MCD18 MCD19 MCD20 MCD21 MCD22 MCD28 MCD37 MCD38 MCD39 MCD40 MCK13 MCK14 MCK15 MCK16 MCK17 MCK19 MCK21 MCK22 MCK27

Macys Retail Holding Inc. 5.125% 01/15/42 MACYS RETAIL HLDGS INC. 4.3% 02/15/43 Macy's Retail Holdings, Inc. 7.45% DEB 7/15/17 Macy's Retail Holdings, Inc. 6.79% DEB 7/15/27 Macy's Retail Holdings, Inc. 7% SR DEB 02/15/28 Federated Dept Stores Inc 6.900% DEB 04/01/29 Marriott International 5.625% NTS 2/15/13 Marriott International 5.81% NTS 11/10/15 Marriott International 6.2% NTS 6/15/16 Marriott Intl 6.375% NTS 6/15/17 MARRIOTT INTERNATIONAL 3.0% SR NTS 03/01/19 Masco Corporation 7.125% DEB 08/15/13 Masco Corporation 4.8% due 06/15/2015 Masco Corporation 6.125% due 10/3/2016 Masco Corporation 5.85% NTS 3/15/17 Masco Corporation 6.625% DEB 04/15/18 MASCO CORP SR NT 7.125% 03/15/20 MASCO CORP 5.95% SR NTS 03/15/22 Masco Corporation 7.750% DEB 08/01/29 MASCO CORP ZR CPN CV NTS 07/20/2031 Masco Corporation 6.500% NTS 08/15/32 MBIA INC SR NT 6.4% 08/15/22 MBIA Inc 7.000% DEB 12/15/25 MBIA Inc 7.150% DEB 07/15/27 MBIA Inc 6.625% DEB 10/01/28 MBIA Inc 5.700% SR NTS 12/01/34 McDonalds's Corp 4.3% MTNs 3/1/13 McDonald's Corp. 4.125% NTS 6/1/13 McDonald's Corp 5.8% MTNs 10/15/17 McDonald's Corp. 5.3% MTNs 3/15/17 McDonald's Corp 5.35% MTNs 3/1/18 MCDONALD'S CORP 5.0% SR NTS 02/01/19 McDonald's Corp. 3.5% 7/15/20 McDonalds Corporation 3.625% 05/20/21 MCDONALD'S CORP 2.625% SR NTS 01/15/22 MCDONALD CORP 6 3/8% DEB 01/08/2028 McDonald's 6.3% MTNs 10/15/37 McDonald's Corp 6.3% MTNs 3/1/38 MCDONALD'S CORP 5.7% SR NTS 02/01/39 McDonald's Corp 4.875% 7/15/40 McKesson Corporation 5.25% NTS 3/1/13 MCKESSON CORP 6.50% NTS 02/15/14 MCKESSON CORP. .95% 12/04/15 MCKESSON CORP 3.25% SR NTS 03/01/16 McKesson Corporation 5.7% NTS 3/1/17 MCKESSON CORP 7.50% NTS 02/15/19 MCKESSON CORP 4.75% SR NTS 03/01/21 MCKESSON CORP. 2.7% 12/15/22 McKesson Corporation 7.650% DEBS 3/1/27

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Convertible Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $139.540 08 Nov 2011 $133.470 01 Dec 2011 $102.500 13 Sep 2012 $68.000 21 May 2012 $96.000 12 Oct 2011 $97.000 07 Oct 2011 $98.500 04 Nov 2011 $101.500 21 Dec 2011 $113.000 07 Aug 2012 $106.750 10 Aug 2012 $97.000 07 Dec 2011 $116.000 18 Jan 2012 $105.130 30 Aug 2011 $118.120 15 Jun 2011

$68.000 28 Mar 2012 $59.000 18 Jun 2012

$122.690 19 Oct 2012 $118.420 23 Sep 2011

$107.480 05 Dec 2011 $100.440 15 Dec 2011

$108.570 05 Aug 2011 $106.600 29 Jul 2011

$105.410 12 Dec 2011

MCK41 MCO20 MCO22 MDC14 MDC15 MDC20 MDT14 MDT15A MDT15 MDT16 MDT19 MDT20 MDT21 MDT22 MDT39 MDT40 MDT42 MDU/20 MDU/33 MDU/35 MEG17 MET12 MET13 MET14A MET14 MET15 MET16 MET18 MET19 MET21 MET32 MET34 MET35 MET36 MET39 MET41 MFC/27 MFC/28A MFC/28B MFC/28 MFC15 MFC20 MGM/13A MGM/13 MGM/36 MGM/96 MGM13

MCKESSON CORP 6.0% SR NTS 03/01/41 MOODY'S CORPORATION 5.50% SR NTS 09/01/20 MOODY'S CORPORATION 4.50% 09/01/22 M D C HOLDINGS INC 5.375% NTS 12/15/2014 M D C HOLDINGS INC 5.375% NTS 07/01/2015 M.D.C. HOLDINGS, INC. 5.625% SR NTS 02/01/20 MEDTRONIC INC SR NT 4.5% 03/15/14 MEDTRONIC INC SR NT 3% 03/15/15 Medtronic Inc. 4.75% SR NTS 9/15/15 MEDTRONIC INC. 2.625% 03/15/16 MEDTRONIC INC SR NT 5.6% 03/15/19 MEDTRONIC INC SR NT 4.45% 03/15/20 MEDTRONIC INC. 4.125% 03/15/21 MEDTRONIC INC. 3.125% SR NTS 03/15/22 MEDTRONIC INC SR NT 6.5% 03/15/39 MEDTRONIC INC SR NT 5.55% 03/15/40 MEDRTONIC INC. 4.50% SR NTS 03/15/42 CASCADE NAT GAS CORP NT 5.21% 09/01/20 MDU RES GROUP INC SR NT 5.98% 12/15/33 CASCADE NAT GAS CORP MBIA NT 5.25% 02/01/35 MEDIA GEN INC SR SECD NT 11.75% 02/15/2017 MetLife Inc 5.375% SR NTS 12/15/12 MetLife Inc 5.000% SR NTS 11/24/13 METLIFE INC FIXED RT NT 2.375% 02/06/2014 MetLife Inc 5.500% SR NTS 06/15/14 MetLife Inc 5% due 06/15/2015 METLIFE INC 6.75% SR NTS 06/01/16 MetLife Inc. 6.817% SR NTS 8/15/18 METLIFE INC SR DB-B 7.717% 02/15/19 METLIFE INC FIXED RT NT 4.75% 02/08/2021 MetLife Inc 6.500% SR NTS 12/15/32 MetLife Inc 6.375% SR NTS 06/15/34 MetLife Inc 5.7% SR NTS 06/15/2035 METLIFE INC. 6.4% JR SUB 12/15/36 METLIFE INC 10.75% SR NTS 08/01/39 METLIFE INC FIXED RT NT 5.875% 02/06/2041 HANCOCK JOHN LIFE INS CO CALL 6% 11/15/27 HANCOCK JOHN LIFE INS CO CALL 5.05% 06/15/28 HANCOCK JOHN LIFE INS CO CALL 5% 06/15/28 HANCOCK JOHN LIFE INS CO CALL 5.1% 06/15/28 MANULIFE FINANCIAL CORP 3.4% SR NTS 09/17/2015 MANULIFE FINANCIAL CORP 4.9% SR NTS 09/17/20 CIRCUS CIRCUS ENTERPRISES INC SR SBDB 7.625% 07/15/2013 MGM MIRAGE SR NT 13% 11/15/13 CIRCUS CIRCUS MGM 7.0 11/15/36 CIRCUS CIRCUS MGM 6.7 11/15/96 MGM Mirage 6.75% SR NTS 4/1/13

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded NYSE NYSE NYSE Traded Traded Traded NYSE Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$116.150 15 Aug 2011

$106.520 18 Jul 2011

$107.000 28 Dec 2011 $102.170 18 Nov 2011

$109.450 11 Oct 2011 $118.740 29 Jul 2011 $118.470 22 Dec 2011 $123.510 18 Oct 2011 $108.100 19 Dec 2011 $123.040 27 Apr 2012 $123.050 27 Apr 2012 $109.070 16 Nov 2011

$118.700 31 Oct 2011

$99.750 09 Dec 2011 $115.000 06 Sep 2011

$102.000 26 Sep 2012

MGM14A

MGM14 MGM15 MGM16A MGM16 MGM17A

MGM17 MGM18

MGM22 MHP17 MHP37 MJN14 MJN19 MJN39 MKC13 MKC15 MKC17 MKC24A MKC24B MKC24 MKL13 MKL19 MKL21 MKL22 MKL34 MLI14 MLM18 MLM25 MLM37 MMC13 MMC14 MMC15 MMC17 MMC19 MMC21 MMC33 MMM/28 MMM12 MMM13 MMM16 MMM17 MMM22 MMM37 MMP/21

MGM RESORTS INTERNATIONAL, LAS VEGAS, NV SR SECD NT 10.375% 05/15/2014 MGM Mirage 5.875% SR NTS 2/27/14 MGM Mirage 6.625% GTD NTS 7/15/15 MGM Mirage 7.5% GTD NTS 6/1/16 MGM Mirage 6.875% GTD NTS 4/1/16 MGM RESORTS INTERNATIONAL, LAS VEGAS, NV SR SECD NT 11.125% 11/15/2017 MGM Mirage 7.625% GTD NTS 1/15/17 MGM RESORTS INTERNATIONAL, LAS VEGAS, NV SR NT 11.375% 03/01/2018 MGM RESORTS INTL 7.75% SR NTS 03/15/22 McGraw-Hill 5.9% NTS 11/15/17 McGraw-Hill 6.55% BDS 11/15/37 MEAD JOHNSON NUTRITION CO NT 3.5% 11/01/2014 MEAD JOHNSON NUTRITION CO NT 4.9% 11/01/2019 MEAD JOHNSON NUTRITION CO NT 5.9% 11/01/2039 McCormick & Co. 5.25% NTS 9/1/13 McCormick & Co 5.2% NTS 12/15/15 McCormick & Co. 5.75% SR NTS 12/15/17 MCCORMICK & CO INC MTN BE PUT 8.03% 10/17/2024 MCCORMICK & CO INC MTN BE PUT 8.12% 10/14/2024 MCCORMICK & CO INC MTN BE PUT 7.95% 10/01/2024 Markel Corp 6.800% SR NTS 02/15/13 MARKEL CORP SR NT 7.125% 09/30/19 MARKEL CORPORATION 5.35% SR NTS 06/01/21 MARKEL CORPORATION 4.90% 07/01/22 Markel Corp 7.350% SR NTS 08/15/34 MUELLER INDS INC SUB DEB 6% 11/01/14 Martin Marietta Materials 6.6% SR NTS 4/15/18 Martin Marietta Materials 7.000% DEB 12/01/25 MARTIN MARIETTA MATLS INC SR NT 6.25% 05/01/37 Marsh & McLennan Cos 4.850% SR NTS 02/15/13 Marsh & McLennan 5.375% SR NTS 7/15/14 Marsh & McLennan Cos 5.75% SR NTS 09/15/15 MARSH & MCLENNAN COS INC. 2.3% SR NTS 04/01/17 MARSH & MCLENNAN COS INC SR NT 9.25% 04/15/19 MARSH & MCLENNAN COS INC. 4.8% 07/15/21 Marsh & McLennan Cos 5.875% SR NTS 08/01/33 Minnesota Mining & Mfg. 6 3/8% DEBS 2/15/28 3M Co 4.65% MTNs 12/15/12 3M Company 4.375% MTNs 8/15/13 3M Company 1.375% 09/29/16 3M Company 1.00% 06/26/17 3M Company 2.00% 06/26/22 3M Company 5.7% MTNs 3/15/37 MAGELLAN MIDSTREAM HLDGS L P FIXED RT SR NT 4.25% 02/01/2021

Corporate Bonds

Traded

$114.750 24 Aug 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded

$107.500 26 Sep 2012 $92.000 17 Oct 2011 $99.750 22 Feb 2012 $112.000 01 Aug 2012

Corporate Bonds Corporate Bonds

Traded Traded

$107.250 04 Oct 2012 $119.750 29 Mar 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$102.500 17 Jul 2012 $116.430 21 Nov 2012

$103.450 14 Nov 2012

$113.750 19 Jan 2012

$99.760 19 Dec 2011 $112.070 25 Sep 2012

$99.580 17 Oct 2012

$105.890 02 Aug 2011 $107.700 27 Jul 2011

MMP14 MMP16 MMP18 MMP19 MMP37 MMP42 MMR14 MNI/14 MNI/17 MNI/27 MNI/29 MNI17 MO/18 MO/27 MO13A MO13 MO14 MO15 MO18 MO19 MO21 MO38 MO39 MOG.A15 MOG.A18 MON/35 MON16 MON18 MON22 MON25 MON35 MON38 MON42 MOS/28 MOS21 MOS41 MPC21 MPC41 MPW/22 MRH22 MRK13 MRK15A MRK15 MRK16 MRK17 MRK18 MRK19 MRK21 MRK22 MRK26

Magellan Midstream Ptrns 6.450% NTS 06/01/14 Magellan Midstream Ptrns 5.650% NTS 10/15/16 Magellan Midstream Partners 6.4% SR NTS 7/15/18 MAGELLAN MIDSTREAM PARTN 6.55% SR NTS 07/15/19 MAGELLAN MIDSTREAM PRTNRS LP SR NT 6.4% 05/01/37 MAGELLAN MIDSTREAM PARTNERS 4.2% 12/1/42 McMoran Exploration 11.875% GTD NTS 11/15/14 Knight Ridder Inc 4.625% NTS 11/01/14 Knight Ridder Inc 5.75% NTS 9/1/2017 Knight Ridder Inc 7.150% DEB 11/01/27 Knight Ridder Inc 6.875% DEB 03/15/29 MCCLATCHY CO GTD SR SECD NT 11.5% 02/15/2017 UST INC SR NT 5.75% 03/01/18 Philip Morris 7.75% DEB 1/15/27 Altria Group 8.5% SR NTS 11/10/13 Altria Group 7% NTS 11/4/13 ALTRIA GROUP INC 7.75% 02/06/14 ALTRIA GROUP 4.125% 09/11/15 ALTRIA GROUP INC CR SENS 9.7% 11/10/18 ALTRIA GROUP INC 9.25% 08/06/19 Altria Group, Inc. 4.75% 05/05/21 Altria Group 9.95% GTD NTS 11/10/38 ALTRIA GROUP INC 10.2% 02/06/39 MOOG INC SR SUB NT 6.25% 01/15/2015 MOOG INC SR SUB NT 7.25% 06/15/2018 MONSANTO FIN CDA CO GTD SR NT 35 07/30/35 MONSANTO CO. 2.75% SR NTS 04/15/16 Monsanto Co 5.125% SR NTS 4/15/18 MONSANTO CO 2.2% 07/15/22 Monsanto Co 5.5% SR NTS 8/15/25 Monsanto Co 5.5% bonds 7/30/2035 Monsanto 5.875% SR NTS 4/15/38 MONSANTO CO 3.6% 07/15/42 IMC GLOBAL INC DEB DTD 01/26/1998 7.3% 01/15/2028 MOSAIC CO 3.75% SR NTS 11/15/21 MOSAIC CO 4.875% SR NTS 11/15/41 MARATHON PETROLEUM CORP 5.125% 03/01/21 MARATHON PETROLEUM CORP 6.50% 03/01/41 MPT OP PTNR/FINL 6.375% 02/22/20 MONTPELIER RE HOLDINGS LTD 4.70% 10/15/22 Merck & Company 4.375% NTS 02/15/13 MERCK & CO INC NT 4% 06/30/15 Merck & Company 4.750% NTS 03/01/15 MERCK & CO INC NEW FIXED RT 2.25% 01/15/2016 Schering-Plough 6% SR NTS 9/15/17 MERCK & CO INC 1.1% 01/31/18 MERCK & CO INC. 5.0% SR NTS 06/30/19 MERCK & CO INC NEW FIXED RT 3.875% 01/15/2021 MERCK & CO INC 2.4% 09/15/22 Merck & Company 6.300% DEB 01/01/26

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $111.410 23 Dec 2011 $105.720 01 Aug 2011 $125.610 08 Nov 2012 $121.670 24 Jul 2012 $104.500 03 Jul 2012

$65.000 31 Aug 2011 $63.500 06 Jun 2011 $109.250 27 Nov 2012

$115.740 15 Jul 2011 $107.580 01 Dec 2011 $132.230 07 Dec 2011 $141.800 14 Aug 2012 $111.400 15 May 2012 $149.000 23 Dec 2011 $141.020 25 Nov 2011 $102.000 02 Apr 2012 $106.500 26 Jul 2012

$98.140 07 Apr 2011

MRK28A MRK28 MRK36 MRK37A MRK37 MRK39 MRK42 MRO/13 MRO/22 MRO/23A MRO/23 MRO15 MRO17 MRO18 MRO19 MRO22 MRO32 MRO37 MS/13A MS/13B MS/13 MS/14A MS/14 MS/15 MS/16 MS/24 MS/32 MS/34 MS14A MS14B MS14C MS14 MS15A MS15B

MS15C MS15 MS16A MS16 MS17A MS17B MS17C MS17 MS18

Merck & Company 5.950% DEB 12/01/28 Merck & Company 6.400% DEB 03/01/28 Merck & Company 5.75% NTS 11/15/36 Schering-Plough 6.55% SR NTS 9/15/37 MERCK & CO INC MTN BE PUT 5.76% 05/03/2037 MERCK & CO INC NT 5.85% 06/30/39 MERCK & CO INC 3.6% 09/15/42 USX-MARATHON GROUP DEB 9.125% 01/15/2013 USX-MARATHON GROUP DEB 9.375% 05/15/2022 USX-MARATHON GROUP DEB 8.125% 07/15/2023 USX-MARATHON GROUP DEB 8.5% 03/01/2023 Marathon Oil Corporation 0.9% 11/01/15 Marathon Oil 6% SR NTS 10/1/17 Marathon Oil 5.9% NTS 3/15/18 MARATHON OIL CORP SR NT 7.5% 02/15/19 Marathon Oil Corporation 2.8% 11/01/22 Marathon Oil Corp 6.800% NTS 03/15/32 Marathon Oil 6.6% SR NTS 10/1/37 Morgan Stanley Dean Wttr 5.3% NTS 3/1/13 DEAN WITTER DISCOVER & CO DEB 6.75% 10/15/13 Morgan Stanley Dean Wttr 7.000% DEB 10/01/13 DEAN WITTER DISCOVER & CO MTN FR 7.07% 02/10/14 Morgan Stanley Dean Wttr 4.75% NTS 4/1/14 Morgan Stanley Dean Wttr 5.375% NTS 10/15/15 DEAN WITTER DISCOVER & CO DEB 6.75% 01/01/16 MORGAN STANLEY D W DISC SRMTNS CALL 6.125% 11/12/24 Morgan Stanley Dean Witter 7.25% SR NTS 4/1/32 MS STRUCTURED ASSET CORP NTS 02/15/2034 MORGAN STANLEY SR NT 6% 05/13/2014 MORGAN STANLEY SR NT-F 4.2% 11/20/2014 MORGAN STANLEY 2.875% 07/28/14 MORGAN STANLEY FIXED RT SR NT, SER F 2.875% 01/24/2014 MORGAN STANLEY FR 6% 04/28/2015 MORGAN STANLEY FOR FUTURE EQUITY SEE 61747S SR NT FIXED RT, SER F 3.45% 11/02/2015 MORGAN STANLEY 4.0% SR NTS 07/24/15 MORGAN STANLEY 4.1% SR NTS 01/26/15 Morgan Stanley 3.80% SR NTS 04/29/16 MORGAN STANLEY NT 5.75% 10/18/2016 MORGAN STANLEY FR 5.55% 04/27/2017 MORGAN STANLEY FR 6.25% 08/28/2017 MORGAN STANLEY FR 5.95% 12/28/2017 MORGAN STANLEY FR 5.45% 01/09/2017 MORGAN STANLEY SR NT 6.625% 04/01/2018

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded $103.490 17 Jan 2012 $104.790 18 Oct 2012 $95.470 05 Jan 2012 $100.400 12 Jul 2012 $108.320 20 Sep 2012 $98.600 10 Feb 2012 $106.750 25 Apr 2012 $104.040 05 Oct 2012 $105.780 06 Sep 2012

$114.860 24 May 2011 $115.960 01 Aug 2011

$100.710 07 Nov 2012 $109.950 15 Apr 2011 $102.000 22 Jun 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded

$100.800 08 Mar 2012 $103.050 07 Sep 2012 $97.670 19 Mar 2012 $97.700 08 Dec 2011 $104.900 13 Feb 2012 $113.920 04 Dec 2012 $107.850 06 Sep 2012 $106.580 07 Sep 2012 $98.060 02 Dec 2011

MS19A MS19B MS19

MS20A

MS20B

MS20C

MS20D MS20 MS21A MS21B MS21

MS26 MS42 MSI17 MSI22 MSI25A MSI25 MSI28 MSI37 MSI97 MT/13 MT/14 MT/18 MT/19 MT/39

MT15A MT15 MT16 MT17 MT20 MT21 MT22 MT41 MTB/18 MTG15 MTH20 MTI16

MORGAN STANLEY SR NT 7.3% 05/13/2019 MORGAN STANLEY SR NT 5.625% 09/23/2019 MS STRUCTURED ASSET CORP CMT LINKED TR UNITS SER 2010-01 BACKED BY ALTRIA GROUP, INC. NTS 5.00% 08/06/19 MS STRUCTURED ASSET CORP STEP UP CALLABLE TRUST UNITS SERIES 2010-2012 (BAC) BACKED BY BANK OF AMERICA CORP NOTES MS STRUCTURED ASSET CORP STEP UP CALLABLE TRUST UNITS SER 2010-03(ALCOA)BACKED BY ALCOA INC.6.15% NTS 08/15/20 MS STRUCTURED ASSET CORP STEP UP CALLABLE TRUST UNITS SERIES 2010-05(GS) BACKED BY GOLDMAN SACHS GROUP, INC. 3.625% 06/15/20 MORGAN STANLEY 5.50% SR NTS 07/24/20 MORGAN STANLEY 5.50% NTS 01/26/20 MORGAN STANLEY FIXED RT SR NT, SER F 5.75% 01/25/2021 MORGAN STANLEY 5.5% 07/28/21 MS STRUCTURED ASSET CORP FLOATING RATE TRUST SERIES 2010 -04(IP) BACKED BY INTL PAPER CO. 08/15/21 MORGAN STANLEY FR 6.25% 08/09/2026 MORGAN STANLEY 6.375% 07/24/42 Motorola Inc. 6% SR NTS 11/15/17 MOTOROLA SOLUTIONS INV 3.75% 05/15/22 Motorola Inc 6.500% DEB 09/01/25 Motorola Inc 7.500% DEB 05/15/25 Motorola Inc 6.500% DEB 11/15/28 Motorola Inc. 6.625% SR NTS 11/15/37 Motorola Inc 5.22% DEBS 10/1/97 ARCELORMITTAL SA LUXEMBOURG NT 5.375% 06/01/13 INTERNATIONAL STL GROUP INC SR NT 6.5% 04/15/14 ARCELORMITTAL SA LUXEMBOURG NT 6.125% 06/01/18 ARCELORMITTAL SA LUXEMBOURG NT 9.85% 06/01/19 ARCELORMITTAL SA LUXEMBOURG NT CR SEN 7% 10/15/39 ARCELORMITTAL 3.75% SR NTS 02/28/15 ARCELORMITTAL 3.75% SR NTS 08/05/15 ARCELORMITTAL 3.75% SR NTS 03/01/2016 ARCELORMITTAL 4.25% SR NTS 02/25/17 ARCELORMITTAL 5.25% SR NTS 08/05/20 ARCELORMITTAL 5.50% SR NTS 03/01/21 ARCELORMITTAL 6.25% SR NTS 02/25/22 ARCELORMITTAL 6.75% SR NTS 03/01/41 PROVIDENT BK MD BALTIMORE NT SUB 9.5% 05/01/18 MGIC INVT CORP WIS SR NT 5.375% 11/01/15 MERITAGE HOMES CORP SR NT 7.15% 04/15/2020 ARCELORMITTAL SA LUXEMBOURG NOTES 9% 02/15/2015

Corporate Bonds Corporate Bonds Structured Products

Traded Traded NYSE

$101.470 21 Dec 2011 $112.070 16 Oct 2012

Structured Products

NYSE

Corporate Bonds

NYSE

Corporate Bonds

NYSE

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded NYSE

$103.340 06 Sep 2012 $112.210 29 Nov 2012 $114.440 17 Oct 2012 $114.500 03 Dec 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$94.250 21 Dec 2011 $114.230 07 Nov 2012

$104.920 10 Aug 2011 $107.030 10 May 2012 $99.920 24 Sep 2012 $118.960 24 Jul 2012 $94.500 16 Oct 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$101.000 20 Nov 2012 $95.520 13 Dec 2011 $100.850 18 Oct 2012 $100.750 28 Nov 2012 $98.770 15 Mar 2012 $97.350 14 Nov 2012 $103.500 20 Nov 2012 $90.400 10 Aug 2012

$99.000 01 Jun 2012 $112.840 26 Jul 2012

MTOR15

ArvinMeritor Inc. 8.125% SR NTS 9/15/15 MTOR18 ARVINMERITOR INC.10.625% 03/15/18 MTU/13 UNIONBANCAL CORP SUB NT 5.25% 12/16/2013 MTU/16 UNION BK CALIFORNIA NA SB NT 5.95% 05/11/2016 MTW18 MANITOWOC INC SR NT 9.5% 02/15/18 MTW20 MANITOWOC CO 8.50% SR NTS 11/01/20 MTW22 Manitowoc Company, Inc. 5.875% 10/15/22 MTZ17 MASTEC INC SR NT 7.625% 02/01/17 MUR17 MURPHY OIL CORP 2.5% 12/01/2017 MUR22A MURPHY OIL CORP 3.7% 12/01/2022 MUR22 MURPHY OIL CORP 4.00% 06/01/22 MUR29 Murphy Oil 7.050% NTS 05/01/29 MUR42 MURPHY OIL CORP 5.125% 12/01/2042 MWA17 MUELLER WTR PRODS INC SR SB NT7.375% 06/01/17 MWA20 MUELLER WTR PRODS INC SR NT 8.75% 09/01/2020 MWE18 Markwest Energy Partners 8.75% SR NTS 4/15/18 MWE20 MARKWEST ENERGY PARTNERS 6.75% 11/01/20 MWE22 MARKWEST ENERGY PARTNERS 6.25% 06/15/22 MWV/17 Mead Corp. 7.35% DEBS 3/1/17 MWV/20 Westvaco Corp. 9.75% DEBS 6/15/20 MWV/27A Westvaco Corp. 7.5% DEBS 6/15/27 MWV/27 Westvaco Corp. 7.65% DEBS 3/15/27 MWV/30 Westvaco Corp. 8.2% DEBS 1/15/30 MWV/31 Westvaco Corp. 7.95% DEBS 2/15/31 MWV/37 MEAD CORP. MWV 6.84 03/01/37 MWV/47 Mead Corp. 7.55% DEBS 3/1/47 MWV19 MEADWESTVACO CORP NT 7.375% 09/01/19 MWV32 MeadWestvaco Corp 6.800% DEB 11/15/32 MX18 MAGNACHIP SEMICONDUCTOR 10.50% 04/15/18 MXT14 MAXCOM TELECOMUNICACIONES SA GTD SR NT 11% 12/15/14 NAV21 NAVISTAR INTL CORP NEW SR NT 8.25% 11/01/21 NBL/23 NOBLE AFFILIATES INC SR NT 7.25% 10/15/23 NBL/27 NOBLE AFFILIATES INC SR NT 8% 04/01/27 NBL/97 NOBLE AFFILIATES INC SR DEB 7.25% 08/01/97 NBL14 Noble Energy Inc 5.250% NTS 04/15/14 NBL19 NOBLE ENERGY INC 8.25% SR NTS 03/01/19 NBL21 Noble Energy Inc. 4.15% 12/15/21 NBL41 NOBLE ENERGY INC. 6.0% SR NTS 03/01/41 NBR/18 Nabors Industries 6.15% GTD NTS 2/15/18 NBR19 NABORS INDS INC GTD SR NT9.25% 01/15/19 NE/15 Noble Holding Intl LTD 3.45% 08/01/15 NE/16 NOBLE HOLDINGS INTL LTD 3.05% 03/01/16 NE/17 Noble Holding Intl LTD 2.50% 03/15/17 NE/20 NOBLE HOLDING INTL LTD 4.9% 08/01/20 NE/21 NOBLE HOLDING INTL LTD 4.625% 03/01/21

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$100.510 14 Nov 2012 $104.500 11 Oct 2012

$113.000 12 Oct 2012 $109.000 17 May 2012

$102.790 21 Nov 2012

$101.750 16 Aug 2012

$113.250 04 Nov 2011 $107.750 07 Aug 2012

$126.210 13 Nov 2012

$93.750 24 Oct 2012

$114.310 17 Nov 2011

$105.670 06 Aug 2012 $104.290 28 Nov 2012 $102.880 04 Oct 2012 $113.230 07 Nov 2012 $108.620 05 Sep 2012

NE/22 NE/40 NE/41 NE/42 NE19

NEE/13A NEE/13B NEE/13 NEE/14 NEE/15A NEE/15B NEE/15 NEE/17 NEE/19 NEE/21 NEE/33A NEE/33 NEE/34 NEE/35A NEE/35B NEE/35 NEE/36 NEE/37A NEE/37 NEE/38 NEE/39 NEE/41 NEE/42A NEE/42 NEM19 NEM22 NEM35 NEM39 NEM42 NFG/13 NFG/18 NFG19 NFG21 NFG23 NFG25 NFX18A NFX18 NFX22

Noble Holding Intl LTD 3.95% 03/15/22 Noble Holdings Intl LTD 6.2% 08/01/40 NOBLE HOLDING INTL LTD 6.05% 03/01/41 Noble Holding Intl LTD 5.25% 03/15/42 NOBLE CORPORATION, BAAR 7 1/2 % NOTES 1999-15.3.19 SENIOR 7.5% 03/15/2019 FPL Group Capital 5.35% NTS 6/15/13 NEXTERA ENERGY CAPITAL. 2.55% SR NTS 11/15/13 Florida Power & Light 4.85% due 2/1/13 NEXTERA ENERGY CAPITAL 1.611% 06/01/14 FPL GROUP CAPITAL INC. 2.6% 09/01/15 NEXTRA ENERGY CAPITAL 1.2% 06/01/2015 FPL GROUP CAPTL 7.875% NOTES 12/15/15 Florida Power & Light 5.55% NTS 11/1/17 FPL GROUP CAPITAL INC 6.0% 03/01/19 Nextera Energy Capital 4.50% 06/01/21 Florida Power & Light 5.85% due 2/1/33 Florida Power & Light 5.95% due 10/1/33 Florida Power & Light 5.625 due 4/1/34 Florida Power & Light 5.4% due 9/1/35 Florida Power & Light 4.95% due 6/1/35 Florida Power & Light 5.65% due 2/1/35 Florida Power & Light 6.2% 1st MTG 6/1/36 Florida Power & Light 5.85% 1st MTG NTS 5/1/37 Florida Power & Light 5.65% due 2/1/37 Florida Power & Light 5.95% 1st MTG NTS 2/1/38 FLORIDA POWER & LIGHT 5.96% 04/01/39 FLORIDA POWER & LIGHT 5.125% 06/01/41 FLORIDA POWER & LIGHT 4.05% 06/01/42 FLORIDA POWER & LIGHT 4.125% 02/01/42 NEWMONT MINING CORP GTD NT 5.125% 10/01/19 NEWMONT MINING CORP 3.50% 03/15/22 Newmont Mining Corp 5.875% NTS 04/01/35 NEWMONT MINING CORP GTD NT 6.25% 10/01/39 NEWMONT MINING CORP 4.875% 03/15/42 National Fuel Gas Co NJ 5.250% NTS 03/01/13 NATIONAL FUEL GAS CO N J NT 6.5% 04/15/18 NATIONAL FUEL GAS CO 8.75% NTS 05/01/19 NATIONAL FUEL GAS CO. 4.9% SR NTS 12/01/21 NATIONAL FUEL GAS CO MTNS B E FR 7.395% 03/30/23 NATIONAL FUEL GAS CO MTNS B E FR 7.375% 06/13/25 NEWFIELD EXPLORATION CO 6.875% SR NTS 02/01/20 Newfield Exploration 7.125% SR NTS 5/15/18 NEWFIELD EXPLORATION CO 5.75% SR NTS 01/30/22

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded

$106.680 16 Nov 2012 $104.810 09 Nov 2011 $121.720 13 Nov 2012 $113.220 23 Oct 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $107.000 19 Jul 2012 $105.500 03 Jan 2012 $106.250 07 Mar 2012 $129.630 23 Oct 2012 $114.960 17 Oct 2012 $103.660 13 Nov 2012 $116.320 20 Nov 2012 $117.960 21 Sep 2012 $105.920 29 Nov 2012

NFX24 NGG/13 NGG/16 NGG/18 NGG/19 NGG/21 NGG/22 NGG/30 NGG/33 NGG/35 NGG16 NI/13 NI/14 NI/16 NI/17A NI/17D NI/17 NI/18 NI/19 NI/20 NI/22A NI/22 NI/23 NI/25 NI/27 NI/28 NI/40 NI/41 NI/42 NI/43 NKE13 NKE15 NM14 NMR/18 NMR15 NMR16 NMR20 NNN/14 NNN/15 NNN17 NNN21 NOC/18

NEWFIELD EXPLORATION CO 5.625% 07/01/24 KeySpan Corp 4.650% NTS 04/01/13 BOSTON GAS CO MTNS BK ENTRY FR 6.93% 04/01/16 BOSTON GAS CO MTNS BK ENTRY FR 8.33% 07/10/2018 BOSTON GAS CO MTNS BK ENTRY FR 6.93% 01/15/2019 BOSTON GAS CO MTNS BK ENTRY FR 9.05% 09/01/2021 BOSTON GAS CO MTNS BK ENTRY FR 8.33% 07/05/2022 KeySpan Corp 8.000% NTS 11/15/30 KeySpan Corp 5.875% NTS 04/01/33 KeySpan Corp 5.803% NTS 04/01/35 NATIONAL GRID PLC 6.30% NTS 8/1/2016 NiSource Finance 6.15% SR NTS 3/1/13 NiSource Finance 5.4% GTD NTS 7/15/14 NISOURCE FIN CORP GTD SR CR SEN 16 03/15/16 NIPSCO CAP MKTS INC MTN BE FR 7.86% 03/27/17 NORTHERN IND PUB SVC CO MTN BE FR 7.59% 06/12/17 NiSource Finance 5.25% due 9/15/2017 Nisource Finance Corp 6.4% NTS 3/15/18 NISOURCE FIN CORP GTD NT 6.80% 01/15/19 NiSource Finance 5.45% due 9/15/2020 NIPSCO CAP MKTS INC MTN BE FR 7.99% 04/01/22 NISOURCE FIN CORP GTD SRNT6.125% 03/01/22 NISOURCE FINANCE CORP 3.85% 02/15/23 BAY ST GAS CO MTN BE PUT 6.43% 12/15/2025 NIPSCO CAP MKTS INC MTN BE FR 7.99% 05/05/27 BAY ST GAS CO MTN BE FR 6.26% 02/15/2028 NISOURCE FINANCE CORP. 6.25% 12/15/40 NISOURCE Finance Corp. 5.95% 06/15/41 NISOURCE FINANCE CORP 5.8% SR NTS 02/01/42 NISOURCE FINANCE CORP 5.25% 02/15/43 NIKE INC MTN BE FR 4.7% 10/01/13 NIKE INC MTN BE FR 5.15% 10/15/15 NAVIOS MARITIME HOLDINGS INC SR NT 9.5% 12/15/2014 NOMURA AMERICA FINANCE, LLC 4.00% SR NTS 10/25/2018 NOMURA HLDGS INC SR NT 5% 03/04/15 NOMURA HLDGS INC FIXED RT, SER A 4.125% 01/19/2016 NOMURA HLDGS INC SR NT 6.7% 03/04/20 Commercial Net Lease Rlty 6.250% NTS 06/15/14 Commercial Net Lease Rlty 6.150% NTS 12/15/15 National Retail Properties 6.875% NTS 10/15/17 Natl Retail Properties 5.50% 07/15/21 LITTON INDS INC SR DB 6.75% 04/15/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Convertible Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded

$109.500 24 Oct 2012

$109.480 19 Sep 2011 $131.000 14 Nov 2011

$111.010 11 Aug 2011

$96.250 28 Apr 2011

$101.450 07 Nov 2011 $111.400 23 Sep 2011

NOC/20 NOC/21 NOC/26 NOC/28 NOC/29 NOC/36 NOC14 NOC15 NOC16 NOC19 NOC21 NOC26 NOC31 NOC40 NOK19 NOK39 NOV15 NP14 NRGY15 NRU15 NRU22 NRUC15 NRUC18 NRUC26 NS/13A NS/13 NS/18 NS/20 NS/22 NSC05 NSC11 NSC14 NSC16A NSC17 NSC18 NSC19 NSC20 NSC21A NSC21 NSC22 NSC25 NSC27

TRW INC SR MEDTERMNTS BK EN PUT 9.35% 06/04/20 TRW INC SR MEDTERMNTS BK EN FR 9.375% 04/15/2021 LITTON INDS INC DEB 7.75% 03/15/26 TRW INC NT 6.65% 01/15/28 TRW INC DEB 7.75% 06/01/29 LITTON INDS INC DEB 6.98% 03/15/36 NORTHROP GRUMMAN CORP 3.7% SR NTS 08/01/14 NORTHROP GRUMMAN CORP SR FIXED RT NT 1.85% 11/15/2015 Northrop Grumman 7.75% DEBS 3/1/16 NORTHROP GRUMMAN 5.05% SR NTS 08/01/19 NORTHROP GRUMMAN CORP SR FIXED RT NT 3.5% 03/15/2021 Northrop Grumman 7.875% DEBS 3/1/26 Northrop Grumman 7.75% DEBS 2/15/31 NORTHROP GRUMMAN CORP SR FIXED RT NTS 5.05% 11/15/2040 NOKIA CORP SR NT 5.375% 05/15/19 NOKIA CORP SR NT 6.625% 05/15/39 NATIONAL OILWELL VARCO INC SR NT 6.125% 08/15/15 NEENAH PAPER INC SR NT 7.375% 11/15/14 INERGY L P & INERGY FIN CORP GTD SRNT 8.75% 03/01/15 NATIONAL RURAL UTIL COOP 1.0% 02/02/15 NATIONAL RURAL UTIL COOP 3.05% 02/15/22 NATIONAL RURAL UTIL FINC 7.20% NTS 10/01/2015 NATIONAL RURAL UTIL FINC 6.55% NTS 11/01/2018 NATIONAL RURAL UTIL FINC 7.35% NTS 11/01/2026 KANEB PIPE LINE OPER SR UNSEC5.875% 06/01/13 VALERO LOGISTICS OPERATIONS LP SR NT 6.05% 03/15/13 NUSTAR LOGISTICS L P SR NT CR SEN 18 04/15/18 NUSTAR LOGISTICS LP 4.8% 09/01/20 Nustar Logistics LP 4.75% 02/01/22 Norfolk Southern Corp 6.000% SR NTS 03/15/05 Norfolk Southern Corp. 6.00% 05/23/11 NORFOLK SOUTHERN CORP NT 5.257% 09/17/14 NORFOLK SOUTHERN CORP SR NT 5.75% 01/15/16 Norfolk Southern Corp 7.700% NTS 05/15/17 Norfolk Southern 5.75% SR NTS 4/1/18 NORFOLK SOUTHERN CORP 5.9% NTS 06/15/19 NORFOLK SOUTHN RY CO DEB 9.75% 06/15/20 NORFOLK SOUTHERN CORP 3.25% SR NTS 12/01/21 Norfolk Southern Corp 9.000% NTS 03/01/21 NORFOLK SOUTHERN CORP 3.0% SR NTS 04/01/22 Norfolk Southern Corp 5.59% NTS 05/17/25 Norfolk Southern Corp 7.800% NTS 05/15/27

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE Traded Traded Traded Traded Traded NYSE NYSE Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE $98.470 13 Nov 2012 $98.300 18 Jul 2012 $102.250 27 Aug 2012 $102.510 08 Nov 2012

$117.270 03 Aug 2012 $106.470 17 Oct 2012

$92.880 14 Apr 2011 $85.980 28 Aug 2012 $72.500 23 Jul 2012

NSC29 NSC31 NSC37 NSC41 NSC42 NSC43 NSC97 NTT17 NU/13 NU/14 NU/15A NU/15 NU/17A NU/17B NU/17 NU/18A NU/18 NU/19A NU/19 NU/20 NU/21A NU/21B NU/21 NU/22 NU/24 NU/34A NU/34 NU/35A NU/35 NU/36 NU/37A NU/37B NU/37 NU13 NUE13 NUE17 NUE18 NUE22 NUE37 NVE/13 NVE/14 NVE/15 NVE/16A NVE/16

Norfolk Southern Corp 5.64% NTS 05/17/29 Norfolk Southern Corp 7.250% SR NTS 02/15/31 Norfolk Southern Corp 7.050% NTS 05/01/37 Norfolk Southern Corporation 4.837% 10/01/41 NORFOLK SOUTHERN CORP 3.95% 10/01/42 NORFOLK SOUTHN RY CO DEB 7.875% 05/15/43 Norfolk Southern Corp 7.9% NTS 05/15/2097 NIPPON TELEGRAPH & TELEPH 1.4% 07/18/17 WESTERN MASS ELEC CO SR NT-B 13 09/01/13 Connecticut Light & Power 4.8% 1st MTG NTS 9/15/14 WESTERN MASS ELEC CO SR NT 5.24% 08/01/15 Connecticut Light & Power 5% 1st MTG NTS 4/1/15 Connecticut Light & Power 5.375% 1st MTG NTS 3/1/17 Public Service NH 6.15% 1st Mtg 9/1/17 Connecticut Light & Power 5.75% NTS 9/1/17 Public Service NH 6% 1st Mtg 5/1/18 Connecticut Light & Power 5.65% 1st Mtg 5/1/18 PUBLIC SVC NEW HAMPSHIRE 4.50% 12/01/19 CONNECTICUT LIGHT & PWR 5.50% 02/01/19 WESTERN MASS ELEC CO SR NT-E 5.1% 03/01/20 PUB SVC NEW HAMP 3.20% 09/01/21 WEST MASS ELECTRIC CO 3.50% 09/15/21 PUB SVC NEW HAMP 4.05% 06/01/21 NSTAR ELECTRIC CO. 2.375% 10/15/22 Connecticut Light & Power 7.875% 1st MTG NTS 10/1/24 WESTERN MASS ELEC CO SR NT 5.9% 09/15/34 Connecticut Light & Power 5.75% 1st MTG NTS 9/15/34 Public Service NH 5.6% 1st Mtg 10/5/35 Connecticut Light & Power 5.625% 1st MTG NTS 4/1/35 Connecticut Light & Power 6.35% 1st MTG NTS 6/1/36 Connecticut Light & Power 6.375% ist Mtg NTS 9/1/37 WESTERN MASS ELEC CO SR NT-D 6.7% 08/15/37 Connecticut Light & Power 5.75% 1st MTG NTS 3/1/37 Northeast Utilities 5.65% SR NTS 6/1/13 Nucor Corp 5% NTS 6/1/13 Nucor Corp 5.75% NTS 12/1/17 Nucor Corp 5.85% NTS 6/1/18 NUCOR CORP 4.125% SR NTS 09/15/22 Nucor Corp 6.4% NTS 12/1/37 Sierra Pacific Power 5.45% 1st MTG 9/1/13 NEVADA POWER CO. 7.375% 01/15/2014 Nevada Power 5.875% NTS 1/15/15 Sierra Pacific 6% NTS 5/15/16 Nevada Power 5.95% NTS 3/15/16

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Convertible Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE NYSE NYSE NYSE Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$121.240 30 Jul 2012 $122.420 03 Dec 2012 $111.920 09 Nov 2012 $138.680 30 Nov 2012

NVE/18A NVE/18 NVE/19 NVE/37A NVE/37 NVE/41 NVE20 NVS/19

NVS13 NVS14 NVS15 NVS20 NVS22 NVS42 NWE16 NWL13 NWL15 NWL17 NWL18 NWL19 NWL20 NWL22 NWL28 NWN14A NWN14 NWN15 NWN16 NWN17 NWN18 NWN19A NWN19 NWN20 NWN21 NWN23 NWN25A NWN25 NWN26 NWN27A NWN27 NWN28

Nevada Power 6.5% NTS 8/1/18 Nevada Power 6.5% NTS 5/15/18 NEVADA POWER CO. 7.125% 03/15/19 Sierra Pacific Power 6.75% NTS 7/1/37 Nevada Power 6.75% NTS 7/1/37 Nevada Power Co. 5.45% 05/15/41 NV ENERGY INC FIXED RATE SR NT 6.25% 11/15/2020 NOVARTIS SECURITIES INVESTMENT GTD NT 5.125% 02/10/19 NOVARTIS CAPITAL CORP 1.9% 04/24/13 NOVARTIS CAPITAL CORP. 4.125% 02/10/14 NOVARTIS CAPITAL CORP. 2.9% 04/24/15 NOVARTIS CAPITAL CORP 4.4% 04/24/2020 NOVARTIS CAPITAL CORP 2.4% 09/21/2022 NOVARTIS CAPITAL CORP 3.7% 09/21/2042 Northwestern Corp. 6.04% 1st MTG 9/1/16 NEWELL RUBBERMAID INC SR NT 5.5% 04/15/13 Called for Redemption NEWELL RUBBERMAID INC 2.00% 06/15/15 NEWELL RUBBERMAID INC. 2.05% 12/01/17 NEWELL RUBBERMAID INC SR NT 6.25% 04/15/18 NEWELL RUBBERMAID INC 10.6% SR NTS 04/15/19 Newell Rubbermaid Inc. 4.7% Sr Unsec 8/15/20 NEWELL RUBBERMAID INC 4.00% 06/15/22 NEWELL CO MED TERM NTS BK ENT PUT 6.11% 07/17/28 NORTHWEST NAT GAS CO SEC MTNBE FR 8.26% 09/21/14 NORTHWEST NAT GAS CO SEC MTNBE CALL 3.95% 07/15/14 NORTHWEST NAT GAS CO SEC MTNBE CALL 4.7% 06/22/15 NORTHWEST NAT GAS CO SEC MTNBE CALL 5.15% 12/15/16 NORTHWEST NAT GAS CO SEC MTNBE FR 7.0% 08/01/17 NORTHWEST NAT GAS CO SEC MTNBE FR 6.6% 03/16/18 NORTHWEST NAT GAS CO SEC MTNBE FR 7.63% 12/09/19 NORTHWEST NAT GAS CO SEC MTNBE FR 8.31% 09/21/19 NORTHWEST NAT GAS CO SEC MTNBE CALL 5.37% 02/01/20 NORTHWEST NAT GAS CO SEC MTNBE FR 9.05% 08/13/21 NORTHWEST NAT GAS CO SEC MTNBE FR 5.62% 11/21/23 NORTHWEST NAT GAS CO SEC MTNBE PUT 6.52% 12/01/25 NORTHWEST NAT GAS CO SEC MTNBE FR 7.72% 09/01/25 NORTHWEST NAT GAS CO SEC MTNBE PUT 7.05% 10/15/26 NORTHWEST NAT GAS CO SEC MTNBE PUT 6.65% 11/10/27 NORTHWEST NAT GAS CO SEC MTNBE PUT 7.0% 05/21/27 NORTHWEST NAT GAS CO SEC MTNBE FR 6.65% 06/01/28

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded

$134.880 16 Dec 2011

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$101.940 12 Dec 2011

$100.910 23 Oct 2012

NWN30A

NORTHWEST NAT GAS CO SEC MTNBE FR 7.85% 09/01/30 NWN30 NORTHWEST NAT GAS CO SEC MTNBE FR 7.74% 08/29/30 NWN32 NORTHWEST NAT GAS CO SEC MTNBE FR 5.82% 09/24/32 NWN33 NORTHWEST NAT GAS CO SEC MTNBE FR 5.66% 02/25/33 NWN35 NORTHWEST NAT GAS CO SEC MTNBE CALL 5.25% 06/21/35 NXY15 Nexen Inc. 5.2% notes due 3/10/2015 NXY17 Nexen Inc. 5.65% NTS due 5/15/17 NXY19 NEXEN INC NT 6.2% 07/30/19 NXY28 CANADIAN OCCIDENTAL PETE LTD NT 7.4% 05/01/28 NXY32 NEXEN INC NT 7.875% 03/15/32 NXY35 Nexen Inc. 5.875% notes due 3/10/2035 NXY37 Nexen Inc. 6.4% NTS due 5/15/37 NXY39 NEXEN INC NT 7.5% 07/30/39 NYCY14A NEW YORK CITY GO BDS FY 93A 6.50% 08/01/14 NYCY14B NEW YORK CITY GO BDS FY 94D 5.75% 08/15/14 NYCY14C NEW YORK CITY GO BDS FY 93B 7.00% 10/01/14 NYT15 New York Times 5.000% NTS 03/15/15 NYX13 NYSE Euronext 4.8% NTS 6/28/13 NYX17 NYSE EURONEXT 2.00% 10/05/17 O13 Realty Income Corp 5.375% SR NTS 03/15/13 O15 Realty Income Corp 5.500% SR NTS 11/15/15 O16 Realty Income Corp 5.95% NTS 9/15/16 O17 REALTY INCOME CORP SR NT 5.375% 09/15/17 O18 REALTY INCOME CORP 2.0% 01/31/18 O19 Realty Income 6.75% SR NTS 8/15/19 O21 REALTY INCOME CORP FIXED RT NT 5.75% 01/15/2021 O22 REALTY INCOME CORP 3.25% 10/15/22 O35 Realty Income Corp 5.875% SR DEB 03/15/35 OAS21 OASIS PETROLEUM INC. 6.50% 11/01/21 OAS23 OASIS PETROLEUM INC 6.875% 01/15/23 OC16 Owens Corning 6.5% GTD NTS 12/1/16 OC19 OWENS CORNING NEW GTD SR NT 9% 06/15/19 OC22 OWENS CORNING INC. 4.2% 12/15/22 OC36 Owens Corning 7% GTD NTS 12/1/36 OCR20 OMNICARE INC GTD FIXED RT SR SUB NT 7.75% 06/01/2020 ODP13 Office Depot 6.250% SR NTS 08/15/13 OGE/16 Oklahoma Gas & Electric 5.15% NTS 1/15/16 OGE/17 Oklahoma Gas & Electric 6.5% NTS 7/15/17 OGE/18 Oklahoma Gas & Electric 6.35% SR NTS 9/1/18 OGE/19 OKLAHOMA GAS & ELEC CO SR NT 8.25% 01/15/19 OGE/27 Oklahoma Gas & Electric 6.65% NTS 7/15/27 OGE/28 Oklahoma Gas & Electric 6.5% NTS 4/15/28 OGE/34 Oklahoma Gas & Electric 6.5% BDS 8/1/34 OGE/36 Oklahoma Gas & Electric 5.75% BDS 1/15/36

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds General Obligation Bonds General Obligation Bonds General Obligation Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $109.690 25 Jul 2011 $118.570 12 Aug 2011

$130.090 20 Nov 2012 $119.420 23 Sep 2011

$109.000 23 Aug 2012 $109.750 15 Nov 2012

OGE/38 OGE/41 OGE14 OHI16 OHI20 OI14

OI16

OI18 OKE15 OKE19 OKE22 OKE28A OKE28 OKE35 OKS16A OKS16 OKS17 OKS19 OKS22 OKS36 OKS37 OKS41 OLN16 OLN19 OLN22 OMC16 OMC19 OMC20 OMC22 OMI16 OMX/16 OMX/30 OXY13A OXY13 OXY16A OXY16 OXY17 OXY18 OXY19A OXY21 OXY22 OXY23A OXY23

OKLAHOMA GAS & ELEC CO SR NT 6.45% 02/01/38 OKLAHOMA GAS & ELEC CO. 5.25% SR NTS 05/15/41 OGE Energy Corp 5.000% SR NTS 11/15/14 OMEGA HEALTHCARE INVS INC SR NT 7% 01/15/16 OMEGA HEALTHCARE INVS INC SR NT 7.5% 02/15/2020 OWENS-BROCKWAY GLASS CONTAINER GTD SR NT6.75% 12/01/2014 OWENS-BROCKWAY GLASS CONTAINER GTD SRNT7.375% 05/15/16 Owens-Illinois 7.8% DEBS 5/15/18 Oneok Inc 5.2% SR NTS 06/15/15 ONEOK INC NEW SR INSD NT6.4% 02/01/19 ONEOK INC. 4.25% SR NTS 02/01/22 ONEOK INC NEW SR INSD NT6.5% 09/30/28 Oneok Inc New 6.875% DEB 10/01/28 Oneok Inc 6% NTS 06/15/35 ONEOK PARTNERS LP 3.25% 02/01/16 Oneok Partners 6.15% NTS 10/1/16 ONEOK PARTNERS LP 2% 10/01/17 ONEOK PARTNERS LP 8.625% SR NTS 03/01/19 ONEOK PARTNERS LP 3.375% 10/01/22 Oneok Partners 6.65% NTS 10/1/36 Oneok Partners 6.85% GTD NTS 10/15/37 ONEOK PARTNERS LP 6.125% 02/01/41 Olin Corp 6.75% SR NTS 6/15/16 OLIN CORP SR NT 8.875% 08/15/19 Olin Corp. 5.50% 08/15/22 Omnicom Group 5.9% SR NTS 4/15/16 OMNICOM GROUP INC 6.25% NTS 07/15/19 Omnicom Group 4.45% Sr Unsec 8/15/20 OMNICOM GROUP INC 3.625% 05/01/22 Owens & Minor 6.35% NTS 4/15/16 BOISE CASCADE CORP DEB DTD 01/24/1996 7.35% 02/01/2016 AMERICAN & FOREIGN PWR 5% DEB 3/1/30 OCCIDENTAL PETROLEUM CORP 1.45% SR NTS 12/13/13 Occidental Petroleum 7% SR NTS 11/1/13 OCCIDENTAL PETROLEUM CORP 2.50% SR NTS 02/01/16 OCCIDENTAL PETE CORP DEL SR NT 4.125% 06/01/16 Occidental Petroleum Corp. 1.75% 02/15/17 OCCIDENTAL PETROLEUM CORP. 1.50% 02/15/18 OCCIDENTAL PETROLEUM 9 1/4% DEBS 8/1/19 OCCIDENTAL PETROLEUM CORP 4.1% SR NTS 02/01/2021 Occidental Petroleum Corp. 3.125% 02/15/22 OCCIDENTAL PETROLEUM CORP. 2.7% 02/15/23 OCCIDENTAL PETE CORP MTN BK EN FR 8.75% 01/15/23

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded

Corporate Bonds

Traded

$114.750 19 Nov 2012

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded

$113.620 16 Oct 2012 $111.030 11 Aug 2011 $100.380 02 Jun 2011 $109.780 17 Oct 2012 $100.000 12 Dec 2011

$103.130 07 Nov 2012

$113.290 15 Jul 2011

$104.750 26 Jan 2012

$110.500 19 Jul 2012

$101.650 12 Oct 2011

$105.050 10 Aug 2011

$99.810 07 Dec 2011

$107.390 05 Aug 2011 $106.160 19 Jul 2012

OXY28 OXY29 PAA15A PAA15 PAA16 PAA17 PAA18 PAA19 PAA20 PAA21 PAA22 PAA36 PAA37 PAA42 PBI13 PBI14 PBI15 PBI16 PBI17 PBI18A PBI18 PBI19 PBI37 PBR/13 PBR/14 PBR/15 PBR/16A

PBR/16 PBR/17 PBR/18A PBR/18 PBR/19

PBR/20A PBR/21

PBR/40

PBR/41

PBY14 PCAR/13 PCG/13 PCG/14

Occidental Petroleum 7.200% SR DEB 04/01/28 Occidental Petroleum 8.450% SR NTS 02/15/29 Plains All Amer Pipeline 3.95% 09/15/2015 PLAINS ALL AMERN PIPELINE L P SR NT 5.25% 06/15/15 PLAINS ALL AMERN PIPELINE L P SR NT 5.875% 08/15/16 Plains All American Pipeline 6.125% GTD NTS 1/15/17 PLAINS ALL AMER PIPE 6.50 NTS 05/01/08 PLAINS ALL AMERN PIPELINE L P SR NT 8.75% 05/01/19 PLAINS ALL AMERICA PIPELINE 5.75% 01/15/2020 Plains All Amer Pipeline 5.00% 02/01/2021 PLAINS ALL AMER PIPELINE 3.65% SR NTS 06/01/22 PLAINS ALL AMERN PIPELINE L P SR NT 6.7% 05/15/36 PLAINS ALL AMERN PIPELINE L P SR NT 6.65% 01/15/37 PLAINS ALL AMER PIPELINE 5.15% SR NTS 06/01/42 Pitney Bowes Inc 3.875% NTS 6/15/13 Pitney Bowes Inc 4.875% NTS 8/15/14 Pitney Bowes Inc 5.000% NTS 03/15/15 Pitney Bowes Inc 4.75% NTS 1/15/16 Pitney Bowes 5.75% NTS 9/15/17 Pitney Bowes 5.6% MTNs 3/15/18 Pitney Bowes Inc 4.75% NTS 5/15/18 PITNEY BOWES INC. 6.25% SR NTS 03/15/19 Pitney Bowes Inc 5.25% NTS 1/15/37 PETROBRAS INTL FIN CO GLBL NT 9.125% 07/02/13 PETROBRAS INTL FIN CO GLBL NT 7.75% 09/15/14 PETROBRAS INTL 2.875% SR NTS 02/06/15 PETROBAS INTERNATIONAL FINANCE COMPANY 3.875% GLOBAL NTS 01/27/16 PETROBRAS INTERNATIONAL 6.125% GLB NTS 10/6/16 PETROBRAS INTL 3.50% SR NTS 02/06/17 PETROBRAS INTL FIN CO GLBL NT 8.375% 12/10/18 Petrobras International Finance 5.875% SR NTS 3/1/18 PETROBRAS INTERNATIONAL FINANCE COMPANY 7.875% NTS 03/15/19 PETROBRAS INTL FIN CO GLBL NT 5.75% 01/20/20 PETROBAS INTERNATIONAL FINANCE COMPANY 5.375% GLOBAL NTS 01/27/21 PETROBRAS INTERNATIONAL FINANCE COMPANY 6.875 GLOBAL NTS 01/20/70 PETROBAS INTERNATIONAL FINANCE COMPANY 6.75% GLOBAL NTS 01/27/41 Pep Boys 7.5% GTD NTS 12/15/14 Called for Redemption PACCAR FINANCIAL CORP 2.05% NTS 06/17/13 Pacific Gas & Electric 6.25% SR NTS 12/1/13 Pacific Gas & Electric 4.8% 3/1/14

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE $102.420 14 Dec 2011 $110.390 12 Jul 2011

$104.350 20 Nov 2012 $109.920 25 Sep 2012 $101.050 21 May 2012

$101.130 21 Aug 2012

Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE Traded NYSE NYSE

Corporate Bonds Corporate Bonds

NYSE NYSE

$106.420 15 Dec 2011 $108.230 02 Jul 2012

Foreign issuer - US

NYSE

Corporate Bonds

NYSE

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded NYSE Traded Traded $108.340 13 Jan 2012

PCG/17 PCG/18 PCG/21A PCG/21 PCG/34 PCG/37A PCG/37 PCG/38 PCG/39 PCG/40 PCG14 PCG22 PCG41 PCG42A PCG42 PCL15 PCL21 PCP13 PCS18 PCS20 PEG/13A PEG/13 PEG/14A PEG/14 PEG/15 PEG/18 PEG/20 PEG/35 PEG/39 PEG13 PEG14 PEG16 PEG21 PEG31 PEG36 PEG37D PEG37J PEG37K PEG40 PEP/13A PEP/13B PEP/13 PEP/14A

PACIFIC GAS & ELEC CO SR NT 5.625% 11/30/17 Pacific Gas & Electric 8.25% SR NTS 10/15/18 PACIFIC GAS & ELECTRIC 3.25% 09/15/21 Pacific Gas & Electric 4.25% SR NTS 05/15/21 Pacific Gas & Electric 6.05% 3/1/34 PACIFIC GAS & ELEC CO AMBAC 5.8% 03/01/37 Pacific Gas & Electric 5.8% 3/1/37 Pacific Gas & Electric 6.35% SR NTS 2/15/38 PACIFIC GAS & ELECTRIC 6.25% SR NTS 03/01/39 PACIFIC GAS & ELEC CO SR NT 5.4% 01/15/40 PG&E CORP SR NT 5.75% 04/01/14 PACIFIC GAS & ELECTRIC 2.45% 08/15/22 PACIFIC GAS & ELECTRIC 4.50% SR NTS 12/15/41 PACIFIC GAS & ELECTRIC 3.75% 08/15/42 PACIFIC GAS & ELECTRIC 4.45% SR NTS 04/15/42 Plum Creek Timber 5 7/8% debs 11/15/15 PLUM CREEK TIMBER 4.7% SR NTS 03/15/21 Precision Castparts Corp 5.600% NTS 12/15/13 METROPCS WIRELESS INC. 7.875% 09/01/18 METROPCS WIRELESS INC. 6.625% 11/15/20 Public Service Electric & GAs 6.33% secured Mtns Ser F 11/1/13 Public Service E&G 5.375% 1st MTG 9/1/13 PUB SVC ELEC & GAS 0.85% 08/15/14 PSEG PWR LLC SR NT 5% 04/01/14 PSEG PWR LLC SR NT 5.5% 12/01/15 Public Service Electric & Gas 5.3% MTNs 5/1/18 PUB SVC ELEC & GAS 3.50% 08/15/20 Public Service Elec & Gas 5.25% due 7/1/35 PUBLIC SERVICE ELECTRIC & GAS 5.375% 11/01/39 PUBLIC SVC ELEC GAS CO MTN BE CALL 5% 01/01/13 PUBLIC SVC ELEC GAS CO MTN BE FR 5% 08/15/14 PUBLIC SERV ELEC & GAS 6 3/4% SER VV 1/1/16 PUBLIC SERV ELEC & GAS 9 1/4% SER CC 6/1/21 PSEG POWER LLC 8.625% 04/15/31 PUBLIC SVC ELEC GAS CO MTN BE CALL 5.7% 12/01/36 PUBLIC SERV ELEC & GAS 8% 6/1/37 PUBLIC SERV ELEC & GAS 5% 7/1/37 PUBLIC SVC ELEC GAS CO MTN BE FR 5.8% 05/01/37 PUB SVC EL & GAS 5.50% 3/1/40 QUAKER OATS CO MEDTERM NTS BE FR 6.63% 09/01/2023 PEPSIAMERICAS INC MTN BE FR 4.5% 03/15/2013 Bottling Group LLC 5% NTS 11/15/13 PEPSIAMERICAS INC 4.375% NTS 02/15/14

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE Traded NYSE NYSE Traded Traded Traded Traded Traded Traded $104.260 10 Apr 2012 $106.010 04 Dec 2012 $109.740 27 Sep 2011 $106.790 28 Oct 2011 $118.040 13 Sep 2011

$100.590 15 Nov 2011

$112.500 07 May 2012

$126.500 19 Dec 2011

PEP/14 PEP/15A PEP/15B PEP/15 PEP/16A PEP/16 PEP/17 PEP/19 PEP/23 PEP/24A PEP/24 PEP/25A PEP/25 PEP/26A PEP/26B PEP/26 PEP/29 PEP/35 PEP13A PEP13 PEP14A PEP14B PEP15A PEP15B PEP15C PEP16 PEP17 PEP18A PEP18 PEP20A PEP20 PEP21 PEP22A PEP22 PEP40A PEP40 PEP42A PEP42 PFE/14 PFE/18 PFE/23 PFE/24 PFE/27 PFE/34 PFE14 PFE15 PFE16 PFE17 PFE18 PFE19 PFE36 PFE37 PFE39 PFG/13

Bottling Group 6.95% GTD NTS 3/15/14 QUAKER OATS CO MEDTERM NTS BE FR 7.28% 10/16/2015 PepsiAmericas Inc 4.875% NTS 01/15/15 Bottling Group LLC 4.125% SR NTS 6/15/15 QUAKER OATS CO MEDTERM NTS BE FR 7.55% 03/22/2016 Bottling Group LLC 5.5% SR NTS 4/1/16 PepsiAmericas Inc 5.000% NTS 05/15/17 BOTTLING GROUP INC 5.125% SR NTS 01/15/19 QUAKER OATS CO MEDTERM NTS BE FR 6.81% 09/01/2023 QUAKER OATS CO MEDTERM NTS BE FR 6.96% 01/18/2024 QUAKER OATS FR 7.47% 03/14/2024 QUAKER OATS MTN 7.49% 06/02/25 QUAKER OATS MTN-D 7.77% 05/12/25 WHITMAN CORP NT DTD 09/23/1996 7.44% 09/15/2026 WHITMAN CORP NT 7.29% 09/15/2026 QUAKER OATS CO MEDTERM NTS BE FR 7.44% 03/02/2026 Pepsi Bottling 7% SR NTS 3/1/29 PepsiAmericas Inc 5.500% NTS 05/15/35 PEPSICO INC. .875% SR NTS 10/25/13 Pepsico Inc. 4.65% SR NTS 2/15/13 PEPSICO INC 3.75% SR NTS 03/01/14 PEPSICO INC 0.80% 08/25/14 PEPSICO INC SR NT 3.1% 01/15/15 PEPSI INC. .75% SR NTS 03/05/15 PEPSICO INC. 0.7% 08/13/15 PEPSICO INC. 2.50% NTS 05/10/16 PEPSICO INC. 1.25% 08/13/17 Pepsico Inc. 7.9% SR NTS 11/1/18 Pepsico Inc. 5% SR NTS 6/1/18 PEPSICO INC. 3.125% SR NTS 11/01/20 PEPSICO INC SR NT 4.5% 01/15/20 PEPSICO INC 3.0% 08/25/21 PepsiCo, Inc. 2.500% Senior Notes due 2022 11/01/22 PEPSI INC. 2.75% SR NTS 03/05/22 PEPSICO INC. 4.875% SR NTS 11/01/40 PEPSICO INC SR NT 5.5% 01/15/40 PEPSICO INC. 3.6% 08/13/42 PEPSI INC. 4.0% SR NTS 03/05/42 WYETH SR NT 5.5% 02/01/14 PHARMACIA CORP DEB 6.5% 12/01/18 American Home Product 7.25% DEBS 3/1/23 WYETH SR NT 6.45% 02/01/24 Pharmacia Corp. 6.75% DEB 12/15/27 WYETH SR NT 6.5% 02/01/34 Pfizer Inc 4.500% NTS 02/15/14 PFIZER INC SR NT 5.35% 03/15/15 WYETH 5.5% NTS 2/15/16 WYETH 5.45% NTS 4/1/17 Pfizer Inc 4.650% NTS 03/01/18 PFIZER INC SR NT 6.2% 03/15/19 WYETH 6% NTS 2/15/36 WYETH 5.95% NTS 4/1/37 PFIZER INC SR NT 7.2% 03/15/39 PRINCIPAL LIFE INCOME FUNDINGS TRUST 36 5.30% SECURED NTS 04/24/13

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE

$114.390 24 Oct 2011

$112.050 12 Jul 2011

$106.340 10 Aug 2011 $106.180 12 Dec 2011 $106.950 21 Sep 2011 $100.520 10 Oct 2012 $105.930 22 Oct 2012 $136.090 11 Oct 2012 $113.950 11 Oct 2011 $101.790 28 Oct 2011 $113.130 12 Aug 2011 $101.410 23 Nov 2011

$104.460 19 Oct 2012 $111.860 24 Oct 2011 $126.470 12 Jan 2012

$111.000 15 Aug 2011

$133.180 07 May 2012

$108.780 22 Aug 2011 $113.630 08 Mar 2012 $114.380 29 Jun 2011 $116.400 07 May 2012 $124.750 17 Oct 2011 $128.750 03 Nov 2011 $123.890 01 Dec 2011 $158.600 07 Nov 2012

PFG/14 PFG/15 PFG14 PFG17 PFG19 PFG23 PFG36 PFG43 PG14A PG14 PG15A PG15B PG15C PG15 PG16 PG19 PG22A PG22B PG22 PG24 PG26 PG29 PG34A PG34 PG37 PGN/13A PGN/13 PGN/15A PGN/15 PGN/17 PGN/18 PGN/19 PGN/20 PGN/21A PGN/21B PGN/21 PGN/22 PGN/28 PGN/33A PGN/33 PGN/35 PGN/37

Principal Life Insurance 5.100% MTN 04/15/14 Principal Life Income Funding 5.55% MTNs 4/27/15 PRINCIPAL FINL GROUP INC GTD SR 7.875% 05/15/14 Called for Redemption PRINCIPAL FINANCIAL GROUP 1.85% 11/15/17 PRINCIPAL FINL GROUP INC GTD SR 8.875% 05/15/19 PRINCIPAL FINANCIAL GROUP 3.125% 05/15/23 Principal Financial Group 6.05% NTS 10/15/36 PRINCIPAL FINANCIAL GROUP 4.35% 05/15/43 Procter & Gamble Company 0.7% 08/15/14 Procter & Gamble Co 4.95% SR NTS 08/15/14 PROCTER & GAMBLE 3.50% NTS 2/15/15 PROCTER & GAMBLE 3.15% SR NTS 09/01/15 PROCTER & GAMBLE CO FIXED RT 1.8% 11/15/2015 Procter & Gamble Co 4.850% NTS 12/15/15 Procter & Gamble Company 1.45% 08/15/16 PROCTER & GAMBLE 4.7% NTS 02/15/19 PROCTER & GAMBLE 2.3% SR NTS 02/06/22 The Procter & Gamble Company 2.000% Notes due 2022 Procter & Gamble Co 8.750% DEB 06/01/22 Procter & Gamble Co 8% DEBS 09/1/24 Procter & Gamble Co 6.450% DEB 01/15/26 Procter & Gamble Co 8.000% DEB 10/26/29 Procter & Gamble Co 5.8% BDS 08/15/34 Procter & Gamble Co 5.500% NTS 02/01/34 Procter & Gamble Co 5.55% NTS 3/5/37 Florida Power 4.8% 1st MTG 3/1/13 Carolina Power & Light 5 1/8% 1st mtg 9/15/13 Florida Power 5.1% 1st MTG 12/1/15 Carolina Power & Light 5.15% 1st mtg 4/1/15 Florida Power Corp 5.8% 1st MTG 9/15/17 Florida Power Corp 5.65% 1st MTG 6/15/18 PROGRESS ENERGY CAROLINA 5.3% 01/15/2019 FLORIDA POWER CORP 1MTG BD 4.55% 04/01/20 Florida Power Corp. 3.1% 08/15/21 PROGRESS ENERGY CAROLINA 3.00% 09/15/21 Carolina Power & Light 8 5/8% 1st mtg 9/15/21 PROGRESS ENERGY CAROLINA 2.80% 05/15/22 Florida Power 6.75% MTNs 2/1/28 Florida Power 5.9% 1st MTG 3/1/33 Carolina Power & Light 6 1/8% 1st mtg 9/15/33 Carolina Power & Light 5.7% 1st mtg 4/1/2035 Florida Power 6.35% 1st MTG 9/15/37

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $118.060 15 Jul 2011 $104.680 05 Dec 2012 $121.700 26 Nov 2012 $121.790 03 Dec 2012 $121.170 04 Dec 2012 $100.930 23 Dec 2011 $119.640 29 Nov 2012 $104.030 05 Dec 2012

PGN/38 PGN/40 PGN/42 PGN14 PGN16 PGN19A PGN19 PGN21 PGN22 PGN31A PGN31 PGN39 PGR13 PGR21 PGR29 PGR32 PH13 PH18A PH18 PH22 PH38 PHA/13 PHA/14 PHA/15 PHA/16 PHG/13 PHG/20 PHG/22 PHG/25A

PHG/25 PHG/42 PHG18 PHG38 PHH19 PHI17 PHM13 PHM14 PHM15 PHM17 PHM32 PHM33 PHM35 PKD18 PKG18

Florida Power Corp. 6.4% 1st MTG 6/15/38 FLORIDA POWER CORP 1MTG BD 5.65% 04/01/40 PROGRESS ENERGY CAROLINA 4.10% 05/15/42 PROGRESS ENERGY INC 6.05% SR NTS 03/15/14 Progress Energy 5.625% SR. NTS 1/15/16 PROGRESS ENERGY INC SR NT 4.875% 12/01/19 PROGRESS ENERGY INC 7.05% SR NTS 03/15/19 PROGRESS ENERGY INC. 4.4% SR NTS 01/15/21 PROGRESS ENERGY INC. 3.15% 04/01/22 Progress Energy Inc 7.000% SR NTS 10/30/31 Progress Energy Inc 7.750% SR NTS 03/01/31 PROGRESS ENERGY INC SR NT 6% 12/01/39 Progressive Corp 7.000% NTS 10/01/13 PROGRESSIVE CORP 3.75% SR NTS 08/23/21 Progressive Corp 6.625% SR NTS 03/01/29 Progressive Corp 6.250% SR NTS 12/01/32 Parker Hannifin Corp 4.875% SR NTS 02/15/13 PARKER-HANNIFIN CORP MTNS BE FR 6.55% 07/15/18 Parker-Hannifin 5.5% MTNs 5/15/18 PARKER-HANNIFIN CORP. 3.5% 09/15/2022 Parker-Hannifin 6.25% NTS 5/15/38 CENTEX CORP SR NT 5.125% 10/01/13 CENTEX CORP NT 5.7% 05/15/14 CENTEX CORP SR NT 5.25% 06/15/15 CENTEX CORP NT 6.5% 05/01/16 PHILIPS ELECTRS N V DEB 7.25% 08/15/13 PHILIPS ELECTRS N V NT 7.2% 06/01/2026 PHILLIPS ELECTRONICS, NV 3.75% SR NTS 03/15/22 ROYAL PHILIPS ELECTRONICS NV, EINDHOVEN DEB SER B 7.75% 05/15/2025 PHILIPS ELECTRS N V DEB SER A 7.125% 05/15/2025 PHILLIPS ELECTRONICS, NV 5.0% SR NTS 03/15/42 Koninklijke Philips 5.75% SR NTS 3/11/18 Koninklijke Philips 6.875% NTS 3/11/38 PHH Corporation 7.375% 09/01/19 Philippine Long Distance Tel 8.35% NTS 3/6/17 Pulte Homes Inc 6.250% SR NTS 02/15/13 Pulte Corp 5.250% SR NTS 01/15/14 Pulte Homes 5.2% NTS 2/15/2015 Pulte Corp 7.625% SR NTS 10/15/17 Pulte Homes 7 7/8% due 6/15/2032 Pulte Homes Inc 6.375% SR NTS 05/15/33 Pulte Homes 6% SR NTS 2/15/35 PARKER DRILLING CO SR NT 9.125% 04/01/2018 PACKAGING CORP AMER SR NT CR SEN 18 03/15/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$137.340 18 Nov 2011

$107.170 15 Nov 2012

$114.520 12 Oct 2012

$127.820 15 Nov 2012 $112.060 04 Dec 2012 $101.870 04 Dec 2012

$139.570 30 Nov 2012 $123.820 28 Nov 2012

$109.840 28 Jul 2011

$122.120 31 Oct 2011 $102.500 29 Feb 2012 $109.750 03 Aug 2012

Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $114.530 19 Oct 2011

$109.380 19 Apr 2011

PKG22 PKI21 PL/13A PL/13 PL/33 PL13 PL14 PL18 PL19 PL20 PL39 PLD/13A PLD/13 PLD/17 PLD/18A PLD/18 PLD/19 PLD13B PLD14 PLD15A PLD15 PLD16A PLD16B PLD16 PLD17 PLD18 PLD19 PLD20 PLL20 PM13 PM14 PM15EU PM16 PM17A PM17 PM18 PM19 PM20 PM21A PM21 PM22 PM24 PM38 PM41

Packaging Corp Of America 3.90% 06/15/22 PERKINELMER INC 5.0% 11/15/21 PROTECTIVE LIFE SECD TRS FR 4.5% 03/15/13 PROTECTIVE LIFE SECD TRS FR 4.3% 02/15/13 PROTECTIVE LIFE SECURED TRUST 6.75% MTN 08/15/33 Protective Life Corp 4.300% SR NTS 06/01/13 Protective Life Corp 4.875% SR NTS 11/01/14 PROTECTIVE LIFE CORP SR NT 6.4% 01/15/18 PROTECTIVE LIFE CORP SR NT 7.375% 10/15/19 PROTECTIVE LIFE SECD TRS CALL 5.5% 02/15/20 PROTECTIVE LIFE CORP SR NT 8.45% 10/15/39 AMB PPTY L P MTN BE FR 5.9% 08/15/13 AMB Property LP 6.3% GTD NTS 6/1/13 SECURITY CAP INDL TR NT 7.625% 07/01/17 AMB PROPERTY LP 4.0% 01/15/18 AMB Property LP 7.5% GTD 6/30/18 AMB PPTY L P GTD NT 6.625% 12/01/19 Prologis Trust 5.500% NTS 03/01/13 PROLOGIS NT 7.625% 08/15/14 PROLOGIS LP 5.625% 11/15/15 PROLOGIS NT 5.625% 11/15/15 Prologis Trust 5.75% SR NTS 4/1/16 Prologis Trust 5.625% SR NTS 11/15/16 AMB PPTY L P GTD NT 6.125% 12/01/16 PROLOGIS NT 6.25% 03/15/17 Prologis Trust 6.625% SR NTS 5/15/18 PROLOGIS 7.375 SR NTS 10/30/19 PROLOGIS NT 6.875% 03/15/20 PALL CORP 5.0% NTS 06/15/20 Philip Morris 4.875% NTS 5/16/13 Philip Morris International 6.875% SR NTS 3/17/14 Philip Morris International 5.875% Euros 9/4/15 Philip Morris International Inc. 2.50% NTS 05/16/16 Philip Morris International Inc. 1.125% 08/21/17 Philip Morris International Inc. 1.625% 03/20/17 Philip Morris International 5.65% NTS 5/16/18 Philip Morris International Inc. 2.125% Notes due 2019 EUROS PHILLIP MORRIS INTERNATIONAL INC. 4.50% NTS 03/26/20 PHILIP MORRIS INTL INC 2.9% 11/15/21 Philip Morris International Inc. 4.125% 05/17/21 Philip Morris International Inc. 2.50% 08/22/22 Philip Morris International Inc. 2.875% Notes due 2024 EUROS Philip Morris International 6.375% NTS 5/16/38 PHILIP MORRIS INTL INC 4.375% 11/15/41

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Corporate Bonds Corporate Bonds

Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE

$104.930 29 Nov 2012

$114.030 22 Sep 2011

$113.960 20 Oct 2011

$103.410 16 Nov 2011

$117.810 31 Oct 2011

$112.750 04 Nov 2011 $101.500 11 Jan 2012 $109.680 13 Dec 2011

$128.850 23 Sep 2011 $105.250 13 Jan 2012

PM42A PM42 PNC/13A PNC/13 PNC/14 PNC/15A PNC/15B PNC/15C PNC/15 PNC/16A PNC/16 PNC/17B PNC/17C PNC/17D PNC/17 PNC/19A PNC/19 PNC/20A PNC/20 PNC/22A PNC/22 PNC/PRD

PNC17B PNC18 PNK17 PNK20 PNM/18A PNM/18 PNM/21 PNM15 PNR21 PNW/14 PNW/15 PNW/16 PNW/19 PNW/33 PNW/35 PNW/36 PNW/41 PNW/42 PNY13

Philip Morris International Inc. 3.875% 08/21/42 Philip Morris International Inc. 4.500% 03/20/42 NATL CITY BK CLEVE SUB MTN BE FR 4.625% 05/01/2013 MERCANTILE BANKSHARES CORP SB NT 4.625% 04/15/13 PNC FUNDING CORP GTD SR NT 5.4% 06/10/14 National City Corp 4.900% SR NTS 01/15/15 PNC FUNDING CORP SR NT 3.625% 02/08/15 PNC FUNDING CORP GTD SRNT 4.25% 09/21/15 PNC Funding 5.25% nts 11/15/15 NATIONAL CITY BK INDIANAPOLIS FR 4.25% 07/01/2018 NATL CITY BK CLEVE SUB MTN BE FR 5.25% 12/15/2016 PNC FUNDING CORP SUB NT 5.625% 02/01/17 PNC BK N A PITTSBURGH PA FR 5.25% 01/15/2017 PNC BK N A PITTSBURGH PA FR 6% 12/07/2017 PNC Bank NA 4 7/8% nts 9/21/17 PNC FUNDING CORP GTD SR NT 6.7% 06/10/19 National City Corp 6.875% SUB NTS 05/15/19 PNC FUNDING CORP 4.375% 08/11/20 PNC FUNDING CORP SR NT 5.125% 02/08/20 PNC BANK NA 2.7% 11/01/22 PNC FUNDING CORP. 3.30% 03/08/22 National City PFD Capital Trust I FIXFLT Rate APEX Securities Called for Redemption 11/9/12 NATL CITY BK CLEVE SUB MTN BE FR 5.8% 06/07/2017 PNC BK N A PITTSBURGH PA FR 6.875% 04/01/2018 PINNACLE ENTERTAINMENT INC GTD SR NT 8.625% 08/01/2017 PINNACLE ENTMT INC SR SUB NT 8.75% 05/15/2020 PUBLIC SVC CO N MEX SR NT-B 7.5% 08/01/18 Public Service Co of New Mexico 7.95% SR NTS 5/15/18 Public Service Co Of New Mexico 5.35% 10/01/21 PNM Resources 9.25% SR NTS 5/15/15 Pentair Inc. 5.00% 05/15/21 Arizona Public Service 5.8% NTS 6/30/2014 Arizona Public Service 4.65% NTS 5/15/2015 Arizona Public Service 6.25% NTS 8/1/2016 ARIZONA PUB SERV 8.75% SR NTS 03/01/19 Arizona Public Service 5.625% NTS 5/15/2033 Arizona Public Service 5.5% bonds 9/1/2035 Arizona Public Service 6.875% NTS 8/1/2036 ARIZONA PUB SERV 5.05% 09/01/41 Arizona Public Service 4.50% 04/01/42 Piedmont Natural Gas Co 5.000% NTS 12/19/13

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products

NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE $110.930 16 Sep 2011 $110.000 28 Feb 2012 $105.770 12 Aug 2011 $106.940 21 Sep 2011

$110.930 21 Nov 2011

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $113.000 10 Feb 2012 $107.000 09 Jun 2011 $108.000 17 Mar 2011

$110.250 21 Feb 2012

PNY23 PNY25 PNY26 PNY29 PNY33 POL/15 POM/13A POM/13 POM/14A POM/14 POM/15 POM/17A POM/17 POM/18A POM/18 POM/21 POM/27 POM/32 POM/34A POM/34B POM/34 POM/35 POM/37 POM/38 POM/42 POM15 POR19 POR21 POT13 POT14 POT15 POT17 POT19 POT20 POT36 POT40 PPG13 PPG16A PPG16 PPG17 PPG18

PIEDMONT NATL GAS INC MTN BE FR 6.87% 10/06/23 PIEDMONT NATL GAS INC MTN BE FR 7.40% 10/03/2025 PIEDMONT NATL GAS INC MTN BE FR 7.50% 10/09/2026 PIEDMONT NATL GAS INC MTN BE FR 7.95% 09/14/2029 Piedmont Natural Gas Co 6.000% NTS 12/19/33 GEON CO DEB 7.5% 12/15/15 POTOMAC ELEC PWR CO SR NT 4.95% 11/15/13 Atlantic City Electric 6.625% 1st Mtg 8/1/13 POTOMAC ELEC PWR CO SR NT 4.65% 04/15/14 Delmarva Power & Light 5% SR nTS 11/15/14 Delmarva Power & Light 5% SR NTS 6/1/15 PEPCO HOLDINGS INC NT 6.125% 06/01/17 DELMARVA POWER & LIGHT MTNS BE FR 7.56% 02/01/17 DELMARVA POWER & LIGHT MTNS BE FR 6.81% 01/09/18 Atlantic City Electric 7.75% 1st Mtg 11/15/18 ATLANTIC CITY ELECTRIC 4.35% 04/01/2021 DELMARVA POWER & LIGHT MTNS BE FR 7.72% 02/01/27 Pepco Holdings Inc 7.450% NTS 08/15/32 POTOMAC ELEC PWR CO SR NT 5.75% 04/15/34 POTOMAC ELEC PWR CO SR NT AMBAC 34 04/15/34 Atlantic City Electric 5.8% SR NTS 5/15/34 POTOMAC ELEC PWR CO SR NT 5.4% 06/01/35 POTOMAC ELEC PWR CO SR NT 6.5% 11/15/37 POTOMAC ELECTRIC POWER 7.9% 1ST MTG NTS 12/15/2038 DELMARVA PWR & LIGHT CO. 4.0% 06/01/42 PEPCO HOLDINGS INC. 2.7% SR NTS 10/01/15 PORTLAND GENERAL ELECTRIC 6.1% 04/15/19 PORTLAND GEN ELEC CO MTNS BE FR 9.31% 08/11/21 Potash Corp 4.875% NTS 3/1/13 POTASH CORP SASK INC SR NT 5.25% 05/15/14 POTASH CORP SASK INC NT 3.75% 09/30/15 POTASH CORP-SASKATCHEWAN 3.25% SR NTS 12/01/17 POTASH CORP SASK INC SR NT 6.5% 05/15/19 POTASH CORP SASK INC NT 4.875% 03/30/20 Potash Corp 5.875% NTS 12/1/36 POTASH CORP 5.625% SR NTS 12/01/40 PPG Industries 5.75% NTS 3/15/13 PPG INDUSTRIES INC. 1.9% SR NTS 01/15/16 PPG Industries Inc 7.375% NTS 06/01/16 PPG Industries Inc 6.875% NTS 11/01/17 PPG Industries 6.65% NTS 3/15/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $126.750 11 Sep 2012 $134.370 26 Jul 2012 $102.530 22 Jul 2011 $151.400 09 Jan 2012

$107.800 24 Jul 2012

$125.470 15 Nov 2012

PPG19 PPG20 PPG21 PPG22 PPG38 PPG40 PPL/13A PPL/14 PPL/16 PPL/18 PPL/21 PPL/22A PPL/22B PPL/22 PPL/35 PPL/36 PPL/37A PPL/37 PPL/41 PPL/67 PPOL20 PPS/17 PPS/22 PQ17 PRE/18 PRI22 PRU13A PRU13B PRU13 PRU14A PRU14 PRU15A PRU15B PRU15 PRU16A PRU16 PRU17A PRU17 PRU19 PRU20A PRU20 PRU33 PRU35 PRU36A PRU36 PRU37

PPG Industries Inc 7.400% DEB 08/15/19 PPG INDUSTRIES INC. 3.6% SR NTS 11/15/20 PPG Industries Inc 9.000% DEB 05/01/21 PPG INDUSTRIES INC. 2.7% 08/15/22 PPG Industries 7.7% NTS 3/15/38 PPG INDUSTRIES INC 5.50% SR NTS 11/15/40 PPL Energy Supply 6.3% SR NTS 7/15/13 PPL ENERGY SUPPLY LLC SR NT 5.4% 08/15/14 PPL Energy Supply 6.2% NTS 5/15/16 PPL ENERGY SUPPLY LLC SR NT 6.5% 05/01/18 PPL ELECTRIC UTILITIES 3% 09/15/21 PPL Electric Utilities 2.50% 09/01/22 PPL CAPITAL FUNDING INC. 3.50% 12/01/22 PPL CAPITAL FUNDING INC 4.20% 06/15/22 PPL ENERGY SUPPLY LLC RES PUT SEC 35 10/15/35 PPL ENERGY SUPPLY LLC SR NT 6% 12/15/36 PPL ELEC UTILS CORP SR SECD AMBAC 37 08/15/37 PPL Electric Utilities 6.45% NTS 8/15/37 PPL ELECTRIC UTILITIES 5.2% 07/15/41 PPL CAPITAL FUNDING 6.7% FIX TO FLT JR SUB NTS 3/30/67 POLYONE CORP SR NT FIXED RT 7.375% 09/15/2020 POST APARTMENT HOMES LP 4.75% SR NTS 10/15/17 POST APT HOMES 3.375% 12/01/22 PETROQUEST ENERGY LLC 10.0% 09/01/17 Partnerre Finance 6.875% GTD NTS 6/1/18 PRIMERICA, INC. 4.75% 07/15/22 PRUDENTIAL FINANCIAL INC. 2.75% SR NTS 01/14/13 PRUDENTIAL FINANCIAL INC. 5.15% SR NTS 01/15/13 Prudential Financial 4.5% MTNs 7/15/13 Prudential Financial 4.75% MTNs 4/1/14 Prudential Financial 5.1% MTNs 9/20/14 Prudential Financial, Inc. 3.875% 01/14/15 PRUDENTIAL FINANCIAL INC. 4.75 09/17/2015 Prudential Financial 4.75% MTNs 6/13/15 Prudential Financial, Inc. 3.00% 05/12/16 Prudential Financial 5.5% MTNs 3/15/16 Prudential Financial 6% NTS 12/1/17 Prudential Financial 6.1% MTNs 6/15/17 PRUDENTIAL FINANCIAL INC. 7.375% SR NTS 06/15/19 PRUDENTIAL FINANCIAL INC. 4.50% SR NTS 11/15/20 PRUDENTIAL FINANCIAL INC. 5.375% SR NTS 06/21/20 Prudential Financial 5.75% MTNs 7/15/33 Prudential Financial 5.4% MTNs 6/13/35 Prudential Financial 5.7% MTNs 12/14/36 Prudential Financial 5.9% MTNs 3/17/36 PRUDENTIAL FINANCIAL INC. 6.625% 12/01/37

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$110.100 04 Dec 2012

$116.090 16 Nov 2011

$104.000 15 May 2012

$107.700 21 Oct 2011 $102.230 11 Oct 2011

$111.020 21 Sep 2011 $115.090 01 Dec 2011 $103.120 12 Aug 2011 $109.400 03 Aug 2011

PRU38

PRU40A PRU40 PRU41 PSA/13 PVA16 PVA19 PVH20 PVH23 PVR18

PWR/22 PX/22A PX13A PX13B PX13 PX14A PX14 PX15A PX15 PX16 PX17A PX17 PX19 PX21 PX22 PX42 PXD16 PXD17 PXD18 PXD20 PXD22 PXD28 PXP16 PXP18 PXP19A PXP19 PXP20A PXP20 PXP21 PXP22 PXP23 QEP21 QEP22 R13

PRUDENTIAL FINANCIAL INC. 8.875% FIX TO FLOAT BONDS 06/15/38 PRUDENTIAL FINANCIAL INC. 6.2% SR NTS 11/15/40 PRUDENTIAL FINANCIAL INC. 6.625% SR NTS 06/21/40 Prudential Financial, Inc. 5.625% 05/12/41 Shurgard Storage Centers 5.875% NTS 03/15/13 PENN VA CORP SR NT 10.375% 06/15/16 PENN VIRGINIA CORP. 7.25% 04/15/19 PHILLIPS-VAN HEUSEN 7.375% SR NTS 05/15/20 PHILLIPS VAN HEUSEN CORP DEB 7.75% 11/15/23 PENN VA RESOURCE PARTNERS LP / PENN VA RESOURCE FIN CORP SR NT 8.25% 04/15/2018 POTOMAC ELECTRIC POWER 3.05% 04/01/22 PRAXAIR INC. 2.2% 08/15/22 PRAXAIR INC NT 2.125% 06/14/13 PRAXAIR INC. 4.05% SR NTS 03/15/21 Praxair Inc 3.950% NTS 06/01/13 PRAXAIR INC 4.375% NTS 03/31/14 Praxair Inc. 5.25% NTS 11/15/14 PRAXAIR INC. 3.25% SR NTS 09/15/15 Praxair Inc. 4.625% SR NTS 3/30/15 Praxair Inc 5.375% NTS 11/1/16 PRAXAIR INC. 1.05% 11/07/17 PRAXAIR INC NT 5.2% 03/15/17 PRAXAIR INC NT 4.5% 08/15/19 Praxair Inc. 3.00% 09/01/21 PRAXAIR INC. 2.45% SR NTS 02/15/22 PRAXAIR INC. 3.55% 11/07/42 PIONEER NAT RES CO SR NT 5.875% 07/15/16 Pioneer Natural Resources 6.65% SR NTS 3/15/17 Pioneer Natural Resources 6.875% BDS 05/1/18 PIONEER NAT RES CO SR NT 7.5% 01/15/20 Pioneer Natural Resource 3.95% 07/15/22 Pioneer Natural Resources 7.200% NTS 01/15/28 PLAINS EXPLORATION & PRO 10.0% SR NTS 03/01/16 Plains Exploration & Production 7.625% SR NTS 6/1/18 PLAINS EXPLORATION & PRODUCTION 6.125% 06/15/2019 PLAINS EXPLORATION & PRODTN 8.625% SR NTS 10/15/19 PLAINS EXPLORATION & PRO 6.50% 11/15/2020 PLAINS EXPL& PRODTN CO SR NT 7.625% 04/01/20 PLAINS EXPLORATION & PRODUCTION 6.625% 05/01/21 Plains Exploration & Production Company 6.75% 02/1/22 PLAINS EXPLORATION & PRO 6.875% 02/15/23 QEP RESOURCES INC.6.875% SR NTS 03/01/21 QEP RESOURCES 5.375% SR NTS 10/01/22 Ryder System 6% MTNs 3/1/13

Corporate Bonds

Traded

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded

$108.350 01 Aug 2011 $118.910 01 Nov 2011 $94.590 28 Sep 2011

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $105.000 03 Oct 2011 $101.000 01 May 2012 $106.500 30 Nov 2012 $101.000 11 Oct 2012 $103.500 25 Sep 2012 $107.200 13 Nov 2012

$108.820 10 Aug 2011

$114.000 12 Oct 2012 $117.820 01 Oct 2012 $122.000 10 Oct 2012

$110.000 18 Nov 2011 $108.500 03 Aug 2012 $105.500 10 Sep 2012 $110.500 04 Aug 2011

R14 R15A R15B R15 R16A R16B R17 R25 RAD13A RAD13 RAD16A RAD16 RAD17A RAD17 RAD19 RAD20 RAD27 RAH20 RAH39 RAI15A RAI15 RAI16 RAI17 RAI18 RAI22 RAI37 RAI42 RBS/15 RBS/16 RBS13A RBS13B RBS13 RBS14A RBS14B

RBS15A RBS15B RBS15C RBS18

RBS19

RBS20A RBS21 RBS22

Ryder System Inc 5.85% MTNs 3/1/14 RYDER SYS MTN BE FR 6.50% 04/01/2015 RYDER SYSTEM INC. 3.15% SR NTS 03/02/15 Ryder System 7.2% NTS 9/1/15 Ryder System 5.85% NTS 11/1/16 RYDER SYSTEM INC. 3.6% NTS 03/01/16 Ryder System, Inc. 3.50% 06/01/17 Ryder System Inc 6.950% DEB 12/01/25 Rite Aid Corp 9.25% SR NTS 6/1/13 Rite Aid 6.875% DEBS 8/15/13 RITE AID CORP GTD SR NT9.75% 06/12/16 Rite Aid 10.375% SR NTS 7/15/16 Rite Aid 9.5% GTD NTS 6/15/17 Rite Aid 7.5% NTS 3/1/17 RITE AID CORP GTD SRNT10.25% 10/15/19 RITE AID CORP SR SECD NT 8% 08/15/2020 Rite Aid 7.7% DEBS 2/15/27 Ralcorp Holdings Corp. 4.95% 08/15/20 RALCORP HLDGS INC NEW GTD FIXED RT NT 6.625% 08/15/2039 REYNOLDS AMERICAN INC 1.05% 10/30/2015 Reynolds American 7.3% GTD NTS 7/15/15 Reynolds American 7.625% GTD NTS 6/1/16 Reynolds American 6.75% NTS 6/15/17 Reynolds American 7.75% GTD NTS 6/1/18 REYNOLDS AMERICAN INC 3.25% 11/01/2022 Reynolds American 7.25% GTD NTS 6/15/37 REYNOLDS AMERICAN INC 4.75% 11/01/2042 THE ROYAL BANK OF SCOTLAND PLC 4.875 SR NTS 03/16/15 THE ROYAL BANK OF SCOTLAND PLC 4.375% SR NTS 03/16/16 THE ROYAL BANK OF SCOTLAND PLC SR FLT RATE NTS 08/23/13 ROYAL BK SCOTLAND GROUP PLC SUB NT 11/12/2003 5% 11/12/2013 ROYAL BK OF SCOTLAND PLC 3.4% 08/23/13 ROYAL BANK OF SCOTLAND PLC 3.25% 01/11/14 ROYAL BANK OF SCOTLAND GROUP PLC, EDINBURGH GLOBAL NT 5% 10/01/2014 THE ROYAL BANK OF SCOTLAND PLC 3.95% SR NTS 09/21/15 ROYAL BK SCOTLAND GROUP PLC NT 5.05% 01/08/2015 ROYAL BK SCOTLND GRP PLC 2.55% 09/18/15 ROYAL BANK OF SCOTLAND GROUP PLC, EDINBURGH SUB NT 4.7% 07/03/2018 ROYAL BANK OF SCOTLAND GROUP PLC, EDINBURGH FIXED RT 6.4% 10/21/2019 ROYAL BANK OF SCOTLAND PLC 5.625% 08/24/20 ROYAL BANK OF SCOTLAND PLC 6.125% 01/11/21 ROYAL BK SCOTLND GRP PLC 6.125% 12/15/22

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE Traded NYSE NYSE Traded $101.310 27 Jul 2011 $100.810 13 Oct 2011 $96.650 30 Nov 2011 $94.950 26 Jan 2012 $120.760 15 Nov 2012

$102.750 16 May 2012

$106.250 03 Oct 2012 $103.750 03 Oct 2012 $103.750 06 Aug 2012 $112.000 11 Jul 2011 $104.000 18 Aug 2011 $80.750 04 Dec 2012

$127.450 09 Nov 2012 $101.380 26 Nov 2012 $128.420 17 Oct 2012 $101.460 28 Nov 2012 $103.900 01 Aug 2011 $95.160 20 Dec 2011

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE Traded NYSE Traded

$95.390 03 Jan 2012 $81.460 16 Dec 2011

Corporate Bonds

Traded

$95.670 12 Oct 2011

Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE Traded

$97.150 11 Jan 2012 $109.200 07 Mar 2012

RBSP1 RCI/13 RCI/14A RCI/14 RCI/15 RCI/32 RCI18 RCI38 RCL13A RCL13 RCL15 RCL16 RCL18 RCL22 RCL27 RDC17 RDC19 RDC22 RDN13 RDN15 RDS.A/38 RDS.A14 RDS/13 RDS/15J RDS/17A RDS/20 RDS/22 RDS/40 RDS/42 RDS15 RDS17 RDS19 RE/14 REG14 REG15 REG17 REG21 RF/13 RF/25 RF13

ROYAL BANK OF SCOTLAND PLC 7.648% PERP SECUR ROGERS CABLE INC PRI SR SEC NT 13 06/15/13 Rogers Cable 5.5% Priority NTS 3/15/14 Rogers Wireless 6.375% NTS 3/1/14 Rogers Cantel 7.5% GTD NTS 3/15/15 ROGERS CABLE INC SR SEC 2PRI NT32 05/01/32 Rogers Communications 6.8% GTD NTS 8/15/18 Rogers Communications 7.5% GTD NTS 8/15/38 Royal Caribbean Cruises 6.875% SR NTS 12/1/13 Royal Caribbean Cruises 7% SR NTS 6/15/13 ROYAL CARIBBEAN CRUISES 11.875% SR NTS 07/15/2015 Royal Caribbean Cruises 7.25% SR NTS 6/15/16 Royal Caribbean Cruises 7.25% SR NTS 3/15/18 ROYAL CARIBBEAN CRUISES 5.25% 11/15/22 Royal Caribbean Cruises 7.5% SR NTS 10/15/27 ROWAN COS INC FIXED RT SR NT 5% 09/01/2017 ROWAN COS INC SR NT 7.875% 08/01/19 ROWAN COMPANIES INC 4.875% 06/01/22 Radian Group Inc 5.625% SR NTS 02/15/13 RADIAN GROUP INC SR NT 5.375% 06/15/15 SHELL INTL FIN 6.375% GTD NTS 12/15/38 SHELL INTERNATIONAL FINANCE B.V. 4.00% GTD NTS 03/21/14 SHELL INTERNATIONAL FINANCE B.V. 1.875% GTD NTS 03/25/13 SHELL INTERNATIONAL FINANCE B.V. 3.10% GTD NTS 06/28/150 Shell International Finance B.V.1.125% Guaranteed Notes due 2017 SHELL INTERNATIONAL FINANCE B.V. 4.375% GTD NTS 03/25/20 Shell International Finance B.V. 2.375% Guaranteed Notes due 2022 SHELL INTERNATIONAL FINANCE B.V. 5.50% GTD NTS 03/28/40 Shell International Finance B.V. 3.625% Guaranteed Notes due 2042 SHELL INTERNATIONAL FINANCE F.V. 3.25% GTD NTS 09/22/15 SHELL INTERNATIONAL FINANCE 5.2% GTD NTS DUE 3/22/17 SHELL INTERNATIONAL FINANCE B.V. 4.30% GTD NTS 09/22/19 Everest Re Holdings 5.4% NTS 10/15/14 REGENCY CTRS L P NT 4.95% 04/15/14 REGENCY CTRS L P GTD NT 5.25% 08/01/15 REGENCY CTRS L P UNSEC SR NT 17 06/15/17 REGENCY CTRS L P GTD FIXED RT NT 4.8% 04/15/2021 AMSOUTH BANK NA 4.85% SUB NTS 04/01/13 AmSouth Bancorp 6.750% SUB DEB 11/01/25 REGIONS FINANCIAL CORP 4.875% SR NTS 04/26/13

Structured Products Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded $97.000 05 Oct 2011 $98.500 28 Feb 2012 $107.760 24 Oct 2012 $101.530 09 Oct 2012 $118.240 31 Aug 2011 $106.310 22 Nov 2011 $100.980 09 Oct 2012 $129.780 03 Aug 2011 $97.250 31 May 2011 $102.250 16 May 2012 $103.000 23 Sep 2011 $105.500 02 Apr 2012 $122.750 17 May 2012 $110.000 08 Mar 2012 $107.500 05 Jun 2012 $119.820 29 Jul 2011 $107.270 30 Nov 2011

RF14 RF15 RF18 RF24 RF37A RF37 RFC13A RFC13B RFC13C RFC13D RFC14A RFC14B RFC14C RFC14D RFC15A RFC15B RFC15C RFC15D RFC16A RFC16B RFC16C RFC16D RFC17A RFC17B RFC17C RFC17D RFC18A RFC18B RFC18C RFC18D RFC19A RFC19B RFC19C RFC19D RFC19E RFC19O RFC20A RFC20B RFC20C

REGIONS FINANCIAL CORP NEW SR NT 7.75% 11/10/14 REGIONS FINANCIAL CORP 5.75% SR NTS 06/15/15 REGIONS BK BIRMINGHAM ALA SUB NT 7.5% 05/15/2018 Regions Financial 7.75% NTS 9/15/24 Regions Financial 7.375% SR NTS 12/10/37 REGIONS BK BIRMINGHAM ALA NT 6.45% 06/26/2037 RESOL FND SER A 2030 BONDS INT COMP 01/15/13 RESOL FND SER A 2019 BONDS INT COMP 04/15/13 RESOL FND SER A 2030 BONDS INT COMP 07/15/13 RESOL FND SER A 2019 BONDS INT COMP 10/15/13 RESOL FND SER A 2030 BONDS INT COMP 01/15/14 RESOL FND SER A 2019 BONDS INT COMP 04/15/14 RESOL FND SER A 2030 BONDS INT COMP 07/15/14 RESOL FND SER A 2019 BONDS INT COMP 10/15/14 RESOL FND SER A 2030 BONDS INT COMP 01/15/15 RESOL FND SER A 2019 BONDS INT COMP 04/15/15 RESOL FND SER A 2030 BONDS INT COMP 07/15/15 RESOL FND SER A 2019 BONDS INT COMP 10/15/15 RESOL FND SER A 2030 BONDS INT COMP 01/15/16 RESOL FND SER A 2019 BONDS INT COMP 04/15/16 RESOL FND SER A 2030 BONDS INT COMP 07/15/16 RESOL FND SER A 2019 BONDS INT COMP 10/15/16 RESOL FND SER A 2030 BONDS INT COMP 01/15/17 RESOL FND SER A 2019 BONDS INT COMP 04/15/17 RESOL FND SER A 2030 BONDS INT COMP 07/15/17 RESOL FND SER A 2019 BONDS INT COMP 10/15/17 RESOL FND SER A 2030 BONDS INT COMP 01/15/18 RESOL FND SER A 2019 BONDS INT COMP 04/15/18 RESOL FND SER A 2030 BONDS INT COMP 07/15/18 RESOL FND SER A 2019 BONDS INT COMP 10/15/18 RESOL FND SER A 2030 BONDS INT COMP 01/15/19 RESOL FND SER A 2019 BONDS INT COMP 04/15/19 RESOL FND SER A 2030 BONDS INT COMP 07/15/19 RESOL FND SER A 2019 BONDS INT COMP 10/15/19 RESOL FND SER A 2019 BONDS PRIN COMP 10/15/19 RESOL FND 8 1/8% SER A 10/15/19 RESOL FND SER A 2030 BONDS INT COMP 01/15/20 RESOL FND SER B 2030 BONDS INT COMP 04/15/20 RESOL FND SER A 2030 BONDS INT COMP 07/15/20

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Principal Component of Strip Bond Federal Agency Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond

Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE

$100.000 18 Aug 2011

$99.000 22 Dec 2011

RFC20D RFC20E RFC20F RFC20J RFC20O RFC21A RFC21B RFC21C RFC21D RFC21E RFC21J RFC22A RFC22B RFC22C RFC22D RFC23A RFC23B RFC23C RFC23D RFC24A RFC24B RFC24C RFC24D RFC25A RFC25B RFC25C RFC25D RFC26A RFC26B RFC26C RFC26D RFC27A RFC27B RFC27C RFC27D RFC28A RFC28B RFC28C RFC28D

RESOL FND SER A 2020 BONDS PRIN COMP 07/15/20 RESOL FND SER B 2030 BONDS INT COMP 10/15/20 RESOL FND SER B 2020 BONDS PRIN COMP 10/15/20 RESOL FND 8.875% SER A 07/15/20 RESOL FND 9.375% SER B 10/15/20 RESOL FND SER A 2030 BONDS INT COMP 01/15/21 RESOL FND SER A 2021 BONDS PRIN COMP 01/15/21 RESOL FND SER B 2030 BONDS INT COMP 04/15/21 RESOL FND SER A 2030 BONDS INT COMP 07/15/21 RESOL FND SER B 2030 BONDS INT COMP 10/15/21 RESOL FND 8 5/8% SER A 01/15/21 RESOL FND SER A 2030 BONDS INT COMP 01/15/22 RESOL FND SER B 2030 BONDS INT COMP 04/15/22 RESOL FND SER A 2030 BONDS INT COMP 07/15/22 RESOL FND SER B 2030 BONDS INT COMP 10/15/22 RESOL FND SER A 2030 BONDS INT COMP 01/15/23 RESOL FND SER B 2030 BONDS INT COMP 04/15/23 RESOL FND SER A 2030 BONDS INT COMP 07/15/23 RESOL FND SER B 2030 BONDS INT COMP 10/15/23 RESOL FND SER A 2030 BONDS INT COMP 01/15/24 RESOL FND SER B 2030 BONDS INT COMP 04/15/24 RESOL FND SER A 2030 BONDS INT COMP 07/15/24 RESOL FND SER B 2030 BONDS INT COMP 10/15/24 RESOL FND SER A 2030 BONDS INT COMP 01/15/25 RESOL FND SER B 2030 BONDS INT COMP 04/15/25 RESOL FND SER A 2030 BONDS INT COMP 07/15/25 RESOL FND SER B 2030 BONDS INT COMP 10/15/25 RESOL FND SER A 2030 BONDS INT COMP 01/15/26 RESOL FND SER B 2030 BONDS INT COMP 04/15/26 RESOL FND SER A 2030 BONDS INT COMP 07/15/26 RESOL FND SER B 2030 BONDS INT COMP 10/15/26 RESOL FND SER A 2030 BONDS INT COMP 01/15/27 RESOL FND SER B 2030 BONDS INT COMP 04/15/27 RESOL FND SER A 2030 BONDS INT COMP 07/15/27 RESOL FND SER B 2030 BONDS INT COMP 10/15/27 RESOL FND SER A 2030 BONDS INT COMP 01/15/28 RESOL FND SER B 2030 BONDS INT COMP 04/15/28 RESOL FND SER A 2030 BONDS INT COMP 07/15/28 RESOL FND SER B 2030 BONDS INT COMP 10/15/28

Principal Component of Strip Bond Interest Component of Strip Bond Principal Component of Strip Bond Federal Agency Bond Federal Agency Bond Interest Component of Strip Bond Principal Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Federal Agency Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond

NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE

RFC29A RFC29B RFC29C RFC29D RFC30A RFC30B RFC30C RFC30D RFC30J RFC30 RGA17 RGA19 RGA21 RGC/19 RGC18 RHP14 RIG/13 RIG/17 RIG/22 RIG/28 RIG13A RIG15 RIG16 RIG18A RIG18 RIG20 RIG21 RIG27A RIG27 RIG31 RIG38 RIG41 RIO/13A RIO/13 RIO/14A

RIO/14 RIO/15A RIO/15B RIO/15 RIO/16A RIO/16 RIO/17A RIO/17 RIO/18 RIO/19

RESOL FND SER A 2030 BONDS INT COMP 01/15/29 RESOL FND SER B 2030 BONDS INT COMP 04/15/29 RESOL FND SER A 2030 BONDS INT COMP 07/15/29 RESOL FND SER B 2030 BONDS INT COMP 10/15/29 RESOL FND SER A 2030 BONDS INT COMP 01/15/30 RESOL FND SER A 2030 BONDS PRIN COMP 01/15/30 RESOL FND SER B 2030 BONDS INT COMP 04/15/30 RESOL FND SER B 2030 BONDS PRIN COMP 04/15/30 RESOL FND 8 5/8% SER A 01/15/30 RESOL FND 8 7/8% SER B 4/15/30 REINSURANCE GROUP AMER INC SR NT 5.625% 03/15/17 REINSURANCE GROUP AMER INC SR NT 6.45% 11/15/19 REINSURANCE GROUP OF AMERICA 5.0% SR NTS 06/01/21 REGAL CINEMAS CORP GTD SR NT 19 07/15/19 REGAL ENTERTAINMENT GRP 9.125% SR NTS 08/15/18 GAYLORD ENTMT CO NEW SR NT 6.75% 11/15/14 Global SantaFe 5% SR NTS 2/15/13 TRANSOCEAN INC 2.5% 10/15/17 TRANSOCEAN INC Global Marine 7% SR NTS 6/1/28 Transocean 5.25% SR NTS 3/15/13 TRANSOCEAN INC. 4.95% 11/15/15 TRANSOCEAN INC. 5.05% 12/15/16 TransOcean Inc 7.375% 04/15/2018 Transocean Inc. 6% SR NTS 3/15/18 TRANSOCEAN INC 6.50% 11/15/20 TRANSOCEAN INC. 6.375% 12/15/21 TransOcean Inc 8.00% 04/15/2027 TransOcean Inc 7.45% 04/15/2027 TransOcean Inc 7.50% 4/15/2031 Transocean Inc. 6.8% SR NTS 3/15/38 TRANSOCEAN INC. 7.35% 12/15/41 Rio Tinto Finance 5.875% GTD NTS 7/15/13 Alcan Aluminum Ltd 4.500% NTS 05/15/13 RIO TINTO FINANCE (USA) LIMITED 8.95% NTS 05/01/14 LOWEST TRADING INCREMENT 2000 Alcan Aluminum Ltd 5.200% NTS 01/15/14 RIO TINTO FINANCE (USA) LIMITED 1.875% NTS 11/2/15 Rio Tinto Finance (USA) plc 1.125% 03/20/15 Alcan Aluminum Ltd 5% NTS 06/1/15 RIO TINTO FINANCE (USA) LIMITED 2.25% NTS 09/20/16 RIO TINTO FINANCE (USA) LIMITED 2.50% 05/20/16 RIO TINTO FIN USA PLC 1.625% 08/21/17 Rio Tinto Finance (USA) plc 2.00% 03/22/17 Rio Tinto Finance USA 6.5% NTS 7/15/18 RIO TINTO FINANCE (USA) LIMITED 9.00% NTS 05/01/19 LOWEST TRADING INCREMENT 2000

Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Principal Component of Strip Bond Interest Component of Strip Bond Principal Component of Strip Bond Federal Agency Bond Federal Agency Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds

NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded NYSE

$100.270 19 Sep 2012 $102.250 30 Nov 2011 $101.870 13 Dec 2011 $111.080 04 Dec 2012 $119.360 22 Mar 2012 $112.520 30 May 2012 $111.200 07 Feb 2012 $104.100 09 Dec 2011

$99.500 28 Nov 2011 $115.130 31 May 2012

Foreign issuer - US Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds

Traded NYSE NYSE Traded NYSE NYSE Traded NYSE NYSE NYSE

$108.750 14 Jun 2011 $100.310 15 Sep 2011

$111.160 14 Sep 2011

$100.800 07 Nov 2012

$125.160 21 Nov 2012 $136.180 09 Nov 2011

RIO/20 RIO/21A RIO/21 RIO/22A RIO/22 RIO/28A RIO/28 RIO/31 RIO/33 RIO/35 RIO/40 RIO/42A RIO/42 RJF16 RJF19 RJF24 RKT13 RLI14 RNR13 RNR20 ROC/20 ROK/28 ROK17 ROK37 ROK98 ROP13 ROP19 RPM13 RPM18 RPM19 RRC17 RRC18 RRC19 RRC20 RRC21 RRC22 RS16 RS36 RSG/21 RSG/35 RSG18 RSG19

RIO TINTO FINANCE (USA) LIMITED 3.50% NTS 11/02/20 RIO TINTO FINANCE (USA) LIMITED 3.75% NTS 09/20/21 RIO TINTO FINANCE (USA) LIMITED 4.125% 05/20/21 RIO TINTO FIN USA PLC 2.875% 08/21/22 RIO TINTO FIN USA PLC 3.50% 03/22/22 Rio Tinto Finance USA 7.125% GTD NTS 7/15/28 Alcan Aluminum Ltd 7.250% DEB 11/01/28 Alcan Aluminum Ltd 7.250% DEB 03/15/31 Alcan Aluminum Ltd 6.125% NTS 12/15/33 ALCAN INC SR NT 5.75% 06/01/35 RIO TINTO FINANCE (USA) LIMITED 5.20% NTS 11/2/40 RIO TINTO FIN USA PLC 4.125% 08/21/42 Rio Tinto Finance (USA) plc 4.750% 03/22/42 RAYMOND JAMES FINANCIAL 4.25% 04/15/2016 RAYMOND JAMES FINANCIAL INC SR NT 8.6% 08/15/19 RAYMOND JAMES FINANCIAL 5.625% SR NTS 04/01/24 ROCK-TENN CO NT 5.625% 03/15/13 RLI Corp 5.950% SR NTS 01/15/14 RENAISSANCERE HLDGS LTD SR NT 5.875% 02/15/13 RENRE NORTH AMER HLDGS INC SR NT 5.75% 03/15/20 Rockwood Specialties Group 4.625% 10/15/20 Rockwell Intl Corp NEW 6.700% DEB 01/15/28 Rockwell Automation 5.65% NTS 12/1/17 Rockwell Automation 6.25% DEBS 12/1/37 ROCKWELL AUTOMATION INC DEB 5.2% 01/15/98 ROPER INDUSTRIES INC. 6.625% 08/15/2013 ROPER INDUSTRIES 6.25% SR NTS 09/01/19 RPM International Inc 6.250% SR NTS 12/15/13 RPM International 6.5% NTS 2/15/18 RPM INTERNATIONAL INC. 6.125% SR NTS 10/15/19 Range Resources 7.5% GTD NTS 10/1/17 Called for Redemption Range Resources 7.25% GTD NTS 5/1/18 RANGE RES CORP GTD SR SB NT8% 05/15/19 Range Resources Corp. 6.75% 8/1/20 RANGE RESOURCES CORP 5.75% 06/01/21 RANGE RESOURCES 5.0% SR SUB NTS 08/15/22 RELIANCE STEEL & ALUMINUM CO SR NT 6.2% 11/15/16 RELIANCE STEEL & ALUMINUM CO SR NT 6.85% 11/15/36 Browning-Ferris 9.25% DEBS 5/1/21 Browning-Ferris 7.4% DEBS 9/15/35 Republic Services Inc. 3.80% 05/15/18 REPUBLIC SVCS INC SR NT 5.5% 09/15/2019

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE NYSE Traded NYSE NYSE Traded Traded Traded Traded NYSE Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$102.730 11 Aug 2011

$105.430 16 Nov 2011 $100.500 19 Nov 2012 $105.680 15 Nov 2012 $123.380 15 Jul 2011

$104.340 28 Sep 2011

$113.990 16 Nov 2012

$117.700 09 Nov 2012 $115.690 19 Sep 2012

$105.500 19 Jun 2012

$111.200 14 Nov 2012 $118.940 25 Jul 2012

RSG20 RSG21 RSG22 RSG23 RSG35 RSG40 RSG41 RTN14 RTN15 RTN18A RTN18 RTN20A RTN20 RTN22 RTN27 RTN28 RTN40 RTN41 RUK14 RUK19 RY/37 RY13 RY14A RY14 RY15A RY15B RY15 RY16A RY16 RY17A RYL15 RYL17 RYL20 RYL22 RYN22 S/19 S/22 S/28 S/32 S16 S17 S20 S22 SAH18

REPUBLIC SVCS INC GTD NT 5% 03/01/2020 REPUBLIC SVCS INC NT 5.25% 11/15/2021 REPUBLIC SERVICES INC 3.55% 06/01/22 Republic Services Inc. 4.75% 05/15/23 REPUBLIC SVCS INC NT 6.086% 03/15/35 REPUBLIC SVCS INC NT 6.2% 03/01/2040 Republic Services Inc. 5.70% 05/15/41 RAYTHEON COMPANY 1.40% 12/15/14 RAYTHEON COMPANY 1.625% SR NTS 10/15/15 RAYTHEON CO DEB 6.4% 12/15/18 Raytheon Co 6.750% DEB 03/15/18 RAYTHEON COMPANY 3.125% SR NTS 10/15/20 RAYTHEON CO NT 4.4% 02/15/20 RAYTHEON COMPANY 2.5% 12/15/22 Raytheon Co 7.200% DEB 08/15/27 Raytheon Co 7.000% DEB 11/01/28 RAYTHEON CO 4.875% SR NTS 10/15/40 RAYTHEON COMPANY 4.7% SR NTS 12/15/41 REED ELSEVIER PLC 7.75% GTD NTS 01/15/14 REED ELSEVIER PLC 8.625% GTD NTS 01/15/2019 ROYAL BK CDA GLBL MEDIUM TM SR MTN 6.05% 06/12/37 ROYAL BANK OF CANADA 2.1% SR NTS 07/29/13 ROYAL BANK CANADA 1.45% 10/30/14 ROYAL BANK OF CANADA 1.125% SR NTS 01/15/14 ROYAL BANK OF CANADA 0.8% 10/30/15 ROYAL BK CANADA RY 0.625 12/04/15 ROYAL BK CANADA 2.625% SR NTS 12/15/15 ROYAL BANK OF CANADA 2.3% SR NTS 07/20/16 ROYAL BANK OF CANADA 2.875% SR NTS 04/19/16 ROYAL BANK OF CANADA 1.20% 09/19/17 Ryland Group Inc 5.375% SR NTS 01/15/15 RYLAND GROUP INC SR NT 8.4% 05/15/17 RYLAND GROUP INC SR NT 6.625% 05/01/20 RYLAND GROUP 5.375% 10/01/2022 RAYONIER INC. 3.75% 04/01/22 Sprint Capital Corp 6.900% NTS 05/01/19 Sprint Corporation 9.250% DEB 04/15/22 SPRINT CAPITAL CORP 6.875% NTS 11/15/2028 Sprint Capital Corp 8.750% NTS 03/15/32 Sprint Nextel 6% BDS 12/1/16 SPRINT NEXTEL CORP NT 8.375% 08/15/17 SPRINT NEXTEL CORP 7.0% 08/15/20 SPRINT NEXTEL CORP 6.0% 11/15/22 SONIC AUTOMOTIVE INC SR SUB NT 9% 03/15/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded

$116.320 23 Jul 2012 $119.750 14 Nov 2012 $105.800 06 Nov 2012 $114.810 25 Jul 2012

$131.260 06 Nov 2012 $122.630 16 Oct 2012 $100.490 11 Jan 2012

$107.670 30 Nov 2012 $106.050 12 Oct 2011

$120.150 07 Nov 2012 $117.500 07 Nov 2012

$101.610 26 Nov 2012 $100.090 25 Oct 2011

$104.080 23 Aug 2011

$103.620 23 Jan 2012

$108.500 12 Oct 2012 $106.750 15 Oct 2012 $119.500 17 Oct 2012 $108.000 29 Nov 2012 $115.000 29 Nov 2012 $104.750 27 Sep 2012

SAI/32 SAI/33 SAN/15 SAN/18 SAN/29 SBH/22 SCCO/28 SCCO/40 SCCO15 SCCO20 SCCO22 SCCO35 SCCO42 SCG/13 SCG/18A SCG/18 SCG/26A SCG/26 SCG/32 SCG/33A SCG/33 SCG/35 SCG/38 SCG/41 SCG/42 SCG20 SCG21 SCG22 SCHW14 SCHW15 SCHW17 SCHW20 SCI13 SCI14 SCI15 SCI16 SCI17 SCI18

Science Applications Int'l 7.125% NTS 7/1/32 Science Applications Int'l 5.5% NTS 7/1/33 SANTANDER FINCL ISSUANCES LTD GTD SBNT 7.25% 11/01/2015 SOVEREIGN BK FSB WYOMISSING PA SUB NT 8.75% 05/30/2018 ABBEY NATL PLC DEB 7.95% 10/26/29 SALLY HOLDINGS / SALLY CAP 5.75% 06/01/22 GRUPO MINERO MEXICO S A DE C V GTD SR-B 9.25% 04/01/28 SOUTHERN COPPER CORP NT 6.75% 04/16/40 SOUTHERN COPPER CORP NT 6.375% 07/27/2015 SOUTHERN COPPER CORP NT 5.375% 04/16/20 SOUTHERN COPPER CORP 3.5% 11/08/22 SOUTHERN COPPER CORP NT 7.5% 07/27/2035 SOUTHERN COPPER CORP 5.25% 11/08/42 South Carolina Elec & Gas 7.125% 1ST 06/15/13 South Carolina Elec & Gas 5.250% 1ST 11/01/18 South Carolina E&G 6.5% 1st Mtg 11/1/18 PUBLIC SVC CO N C INC SR DEB 7.45% 12/15/26 PUBLIC SVC CO N C INC SR DEB 6.99% 01/15/26 South Carolina Elec & Gas 6.625% 1ST 02/01/32 South Carolina Elec & Gas 5.800% 1ST 01/15/32 South Carolina Elec & Gas 5.300% 1ST 05/15/33 South Carolina Elec & Gas 5.250% 1ST 03/01/35 SOUTH COROLINA ELEC & GAS 6.05% 01/15/38 SOUTH CAROLINA ELEC & GAS 5.45% 02/01/41 SOUTH CAROLINA ELEC & GAS 4.35% 02/01/42 SCANA CORP NEW NT 6.25% 04/01/20 SCANA Corporation 4.75% SR NTS 05/15/21 SCANA CORPORATION 4.125% SR NTS 02/01/22 SCHWAB CHARLES CORP NEW SR NT 4.95% 06/01/14 SCHWAB CHARLES SCHW 0.85 12/04/15 SCHWAB CHARLES CORP SR MTN BE FR 6.375% 09/01/17 Charles Schwab Corp 4.45% Sr Nts 7/22/20 SERVICE CORP INTL DEB 7.875% 02/01/13 SERVICE CORP INTL SR NT 7.375% 10/01/14 Called for Redemption SERVICE CORP INTL SR NT 6.75% 04/01/15 SERVICE CORP INTL 6.75% SR NTS 04/01/16 SERVICE CORP INTL 7.0% SR NTS 06/15/17 SERVICE CORP INTL SR NT 7.625% 10/01/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $109.750 05 Jun 2012 $111.000 01 Jun 2012 $106.500 29 Sep 2011 $111.250 26 Apr 2012 $110.010 29 Jul 2011 $115.760 21 Mar 2012 $110.500 09 Jan 2012 $102.300 13 May 2011 $116.500 19 Oct 2012 $90.000 27 Jan 2012 $107.500 02 Aug 2012

SCI19 SCI20 SCI21 SCI27 SCS21 SD20 SE/13A SE/13 SE/14A SE/14 SE/18A SE/18 SE/19 SE/20 SE/32A SE/32 SE/38 SEM15 SFD13 SFD17 SFD22 SFI13A SFI13B SFI13 SFI14 SFI15 SFI16 SFI17 SFI18 SFL13 SFY17 SFY20 SGY14 SGY17 SGY22 SGZ34 SGZ35 SHW14 SHW27 SHW97 SJI/18A

SERVICE CORP INTL 7.0% SR NTS 05/15/19 SERVICE CORP INTL 4.5% 11/15/20 SERVICE CORP INTL SR NT 8% 11/15/21 SERVICE CORP INTL SR NT 7.5% 04/01/27 STEELCASE INC. 6.375% SR NTS 02/15/21 SANDRIDGE ENERGY INC FIXED RT SR NT GTD 8.75% 01/15/2020 DUKE CAP CORP SR NT 6.25% 02/15/13 Spectra Energy Capital 5.9% GTD NTS 9/15/13 DUKE CAP LLC SR NT 5.668% 08/15/14 DUKE CAP CORP SR NT 5.5% 03/01/14 DUKE CAP CORP SR NT-B 6.75% 07/15/18 Spectra Energy Capital 6.2% GTD NTS 4/15/18 DUKE CAP CORP SR NT 8% 10/01/19 SPECTRA ENERGY CAPITAL 5.65% 03/01/20 TEXAS EASTN TRANSMISSION CORP SR NT 7% 07/15/32 DUKE CAP CORP SR NT 6.75% 02/15/32 Spectra Energy Capital 7.5% SR NTS 9/15/38 SELECT MEDICAL CORP SR SB NT7.625% 02/01/15 SMITHFIELD FOODS INC SR NT 7.75% 05/15/13 Smithfield Foods 7.75% SR NTS 7/1/17 SMITHFIELD FOODS INC 6.625% 08/15/22 Istar Financial 8.625% SR NTS 6/1/13 ISTAR FINL INC SR NT 6.5% 12/15/13 Called for Redemption Istar Financial 5.95% SR NTS 10/15/13 iStar Financial Inc 5.700% SR NTS 03/01/14 iStar Financial Inc 6.050% SR NTS 04/15/15 ISTAR FINL INC SR NT 5.875% 03/15/16 iStar Financial Inc 5.85% SR NTS 3/15/17 ISTAR FINANCIAL INC. 7.125% 02/15/18 SHIP FIN INTL LTD SR NT 8.5% 12/15/13 Swift Energy 7.125% SR NTS 6/1/17 SWIFT ENERGY CO GTD SR 8.875% 01/15/20 STONE ENERGY CORP SR SB NT 6.75% 12/15/14 Called for Redemption STONE ENERGY CORP SR NT 8.625% 02/01/17 STONE ENERGY CORP 7.5% 11/15/22 SELECTIVE INS GROUP INC SR NT 7.25% 11/15/34 SELECTIVE INS GROUP INC SR NT 6.7% 11/01/35 SHERWIN WILLIAMS CO SR NT 3.125% 12/15/14 Sherwin Williams Co 7.375% DEB 02/01/27 SHERWIN WILLIAMS CO DEB 7.45% 02/01/97 SOUTH JERSEY GAS CO SECD MTN FR 7.125% 10/22/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $103.000 16 Nov 2012 $109.500 02 Apr 2012 $93.500 04 Oct 2011 $102.500 18 Jun 2012 $87.250 23 Jun 2011 $87.750 23 Jun 2011 $112.000 06 Jul 2012 $105.250 26 Nov 2012

$123.250 30 Nov 2012 $104.000 23 Aug 2012 $105.500 29 Jul 2011

SJM21 SKS13 SKT/15 SLFC/17A SLG/14 SLG/16 SLG/18 SLM22Z SMFG/15 SMFG/17 SMFG/22 SMG18 SNA14 SNA17 SNA18 SNA19 SNA21 SNH16 SNH20 SNH21 SNI16 SNV13 SNV17 SNV19 SNY14A SNY14 SNY21 SO/12B SO/13A SO/13B SO/13C SO/13D SO/13 SO/14A SO/14 SO/15A SO/15B SO/15 SO/16A SO/16 SO/17A SO/17B SO/17C SO/17

SMUCKER (J.M) CO. 3.50% 10/15/21 SAKS INC NT 7% 12/01/2013 TANGER PPTYS LTD PARTNERSHIP SR NT 6.15% 11/15/15 SPRINGFLEAF FINANCE CORP 6.90% MED TERM NTS SER j 12/15/17 RECKSON OPER PARTNERSHIP L P SR NT 5.875% 08/15/14 RECKSON OPER PARTNERSHIP L P NT 6% 03/31/16 RECKSON OPERATING PARTNERSHIP 5.0% SR NTS 08/15/18 STUDENT LOAN MARKETING ZERO CPN 10/3/22 (5+5) SUMITOMO MITSUI BANKING 1.35% 07/18/15 SUMITOMO MITSUI BANKING 1.8% 07/18/17 SUMITOMO MITSUI BANKING 3.2% 07/18/22 SCOTTS MIRACLE GRO CO SR NT 7.25% 01/15/18 SNAP-ON INC 5.85% NTS 03/01/14 Snap-On Inc 5.5% BDS 01/15/17 SNAP-ON INC. 4.25% SR NTS 01/15/18 SNAP-ON INC 6.7% NTS 03/01/19 SNAP ON INC NT 6.125% 09/01/21 SENIOR HSG PPTYS TR FIXED RT SR NT 4.3% 01/15/2016 SENIOR HSG PPTYS TR SR NT 6.75% 04/15/20 Senior Housing Prop Trust 6.75% 12/15/21 SCRIPPS NETWORKS INTERACTIVE 2.7% NTS 12/15/16 Synovus Financial Corp 4.875% NTS 02/15/13 SYNOVUS FINL CORP SUB NT 5.125% 06/15/17 SYNOVUS FINANCIAL CORP. 7.875% 02/15/19 SANOFI. 1.20% 09/30/14 SANOFI-AVENTIS 1.625% SR NTS 03/28/14 SANOFI 4.0% 03/29/21 ALABAMA PWR CO SRNT-07D 4.85% 12/15/12 Gulf Power Co 4.350% SR NTS 07/15/13 ALABAMA POWER CO 5.8% 11/15/2013 GEORGIA PWR CO SR NT 6% 11/01/13 MISSISSIPPI POWER CO SR NT-08A 6% 11/15/13 Georgia Power Co 4.900% SR NTS 09/15/13 SOUTHERN CO SR NT 4.15% 05/15/14 Gulf Power Co 4.900% SR NTS 10/01/14 SOUTHERN PWR CO SR NT 4.875% 07/15/15 GEORGIA POWER COMPANY .625% 11/15/15 Georgia Power Co 5.25% BDS 12/15/15 MISSISSIPPI POWER CO. 2.35% 10/15/16 GULF POWER CO SR NT-M 5.3% 12/01/16 GEORGIA PWR CO SR NT-07B 5.7% 06/01/17 GULF POWER CO SR NT-07A 5.9% 06/15/17 MISSISSIPPI POWER CO SR NT-07A 5.6% 11/15/17 ALABAMA PWR CO SR NT-07A 17 02/01/17

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Federal Agency Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded NYSE Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $106.750 09 Apr 2012 $99.750 18 Apr 2012 $106.500 07 Dec 2011 $81.500 31 Aug 2012

$101.520 09 Nov 2011

SO/18 SO/19A SO/19 SO/20 SO/22A SO/22 SO/23 SO/33 SO/35A SO/35B SO/35 SO/36A SO/37A SO/37 SO/38 SO/39A SO/39 SO/40B SO/41A SO/41B SO/41 SO/42A SO/42B SO/42C SO/42 SO13E SO16A SO16B SO21 SO41 SON13 SON16 SON21A SON21 SON40 SPF14 SPF15 SPF16 SPF18 SPG/13 SPG/18 SPG13A

Georgia Power 5.4% NTS 6/1/18 GEORGIA PWR CO SR NT 4.25% 12/01/19 MISSISSIPPI POWER CO. 5.55% SR NTS 03/01/19 GULF POWER CO SR NT 10-A 20 04/15/20 GULF POWER CO 3.10% 05/15/22 GEORGIA POWER COMPANY 2.85% 05/15/22 Georgia Power Co 5.750% SR NTS 04/15/23 GEORGIA PWR CO SR NT-M 5.4% 03/01/33 MISSISSIPPI POWER CO SR NT-G 5.4% 07/01/35 GULF POWER CO SR NT-L 5.65% 09/01/35 Georgia Power Co 5.8% due 4/15/35 SOUTHERN PWR CO SR NT-E 6.375% 11/15/36 ALABAMA PWR CO INSD NT-C 37 10/15/37 Georgia Power 5.65% SR NTS 3/1/37 ALABAMA PWR CO SR NT 6.125% 05/15/38 ALABAMA PWR CO SR NT 09-A 6% 03/01/39 GEORGIA PWR CO SR NT 5.95% 02/01/39 GEORGIA POWER CO 4.75% SR NTS 09/01/40 MISSISSIPPI POWER CO. 4.75% 10/15/41 SOUTHERN POWER CO. 5.15% SR NTS 09/15/41 ALABAMA POWER CO 5.50% SR NTS 03/15/41 GEORGIA POWER COMPANY 4.3% 03/15/42 MISSISSIPPI POWER CO. 4.25% 03/15/2042 ALABAMA POWER CO. 3.85% 12/1/42 Alabama Power Co. 4.10% 01/15/42 GEORGIA POWER COMPANY 1.3% SR NTS GEORGIA POWER COMPANY 3.0% SR NTS 04/15/16 SOUTHERN CO. 1.95% SR NTS 09/01/16 Southern Company 3.95% 06/01/21 Southern Company 5.2% 06/01/41 Sonoco Products Co 6.500% NTS 11/15/13 Sonoco Products Co 5.625% NTS 06/15/16 SONOCO PRODUCTS CO 4.375% 11/01/21 Sonoco Products Co 9.200% DEB 08/01/21 SONOCO PRODUCTS 5.75% SR NTS 11/01/40 STANDARD PACIFIC CORP 6.25 NTS 04/01/2014 Standard Pacific 7% SR NTS 8/15/15 STANDARD PAC CORP NEW GTD SR 10.75% 09/15/16 STANDARD PACIFIC CORP 8.375% 05/15/18 CPG PARTNERS L P NT 6% 01/15/13 SIMON DEBARTOLO GROUP L P NT 7.375% 06/15/18 SIMON PPTY GROUP LP NT 5.45% 03/15/13

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded

$111.260 10 Aug 2011

$104.710 25 Jul 2012

$105.700 24 Oct 2012

$120.120 07 Sep 2012

SPG13 SPG14A SPG14B SPG14C SPG14 SPG15A SPG15 SPG16A SPG16 SPG17A SPG17 SPG18 SPG19 SPG20 SPG21A SPG21 SPG39 SPH20 SPN/14 SPR/17 SPW14 SRE/14 SRE/15 SRE/21 SRE/26 SRE/28 SRE/35 SRE/40 SRE/41 SRE/42 SRE13A SRE13 SRE14 SRE16 SRE17 SRE18 SRE19 SRE22 SRE39 SRI17 SSL/22 STI/PRI STI15 STI16

Simon Property Group 5.3% NTS 5/30/13 SIMON PROPERTY GROUP INC. 4.2% SR NTS 02/01/15 SIMON PPTY GROUP LP NT 6.75% 05/15/14 SIMON PPTY GROUP LP NT 5.625% 08/15/14 Simon Property Group LP 4.900% NTS 01/30/14 Simon Property 5.75% NTS 12/1/15 Simon Property Group LP 5.1% NTS 6/15/15 SIMON PPTY GROUP LP NT 6.1% 05/01/16 Simon Property Group LP 5.25% NTS 12/1/16 SIMON PROPERTY GROUP LP 2.8% SR NTS 01/30/17 Simon Property Group 5.875% NTS 3/1/17 Simon Property Group 6.125% NTS 5/30/18 SIMON PPTY GROUP LP SR NT 10.35% 04/01/19 SIMON PROPERTY GROUP LP 5.65% SR NTS 02/01/20 SIMON PROPERTY GROUP LP 4.125% SR NTS 12/01/21 SIMON PROPERTY GROUP LP 4.375% SR NTS 03/01/21 SIMON PROPERTY GROUP LP 6.75% SR NTS 02/01/40 SUBURBAN PROPANE PARTNERS L P SR NT 7.375% 03/15/20 SESI L L C SR NT 6.875% 06/01/14 SPIRIT AEROSYSTEMS INC GTD SR NT 7.5% 10/01/17 SPX CORP SR NT 7.625% 12/15/14 SOUTHERN CALIF GAS CO. NOTES 5.5% 03/15/2014 San Diego Gas & Electric 5.3% due 11/15/15 San Diego G & E 3.00% 08/15/21 San Diego Gas & Electric 6% 1st mtg 6/1/26 SOUTHERN CALIF GAS CO MTNS BE PUT 5.67% 01/18/2028 San Diego Gas & Electric 5.35% due 5/15/35 SAN DIEGO G&E 4.50% 08/15/40 SAN DIEGO G & E 3.95% 11/15/41 SOUTHERN CALIF GAS CO 3.75% 09/15/2042 SEMPRA ENERGY 8.9 % SR NTS 11/15/13 Sempra Energy 6.000% NTS 02/01/13 SEMPRA ENERGY 2.00% 03/15/14 SEMPRA ENERGY NT 6.5% 06/01/16 SEMPRA ENERGY 2.3% SR NTS 04/01/17 Sempra Energy 6.15% NTS 6/15/18 SEMPRA ENERGY 9.8% SR NTS 02/15/09 SEMPRA ENERGY 2.875% 10/01/22 SEMPRA ENERGY NT 6% 10/15/39 STONRIDGE INC. 9.50% SR NTS 10/15/17 SASOL FINANCING INT 4.50% 11/14/22 Suntrust Preferred Capitl I 5.853% FixedFlt Pfd Suntrust Banks 5% nts due 9/1/2015 SUNTRUST BANKS INC. 3.60% 04/15/16

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded NYSE NYSE Traded Traded $105.240 17 Oct 2011 $102.130 29 Jul 2011 $108.760 04 Oct 2011 $111.850 07 Sep 2012 $101.040 02 Jun 2011 $113.170 07 Dec 2011 $140.260 20 Apr 2012 $108.960 29 Jun 2011 $110.800 27 Jul 2011 $110.000 23 Apr 2012

$119.620 10 Aug 2011

STI17A STI17B STI17C STI17 STI18 STI20 STI26 STI28 STJ13 STJ14 STJ16 STJ19 STO/14A STO/14B STO/14 STO/16 STO/18 STO/19 STO/22 STO/25 STO/27A STO/27 STO/28 STO/29 STO16 STO17 STO22 STO40 STO41 STR/18B STR/18 STR/38 STR16A STR16 STR18 STR20 STT/18 STT/26 STT14 STT16A STT16 STT17 STT21

SUNTRUST BK ATLANTA MDTMSBNTBE FR 5.2% 01/17/2017 SUNTRUST BKS INC SR NT 6% 09/11/2017 SUNTRUST BANKS INC. 3.50% SR NTS 01/20/17 Suntrust Banks 5.45% MTNs 12/1/17 SUNTRUST BK ATL SR MD TM BK NT FR 7.25% 03/15/2018 Suntrust Banks 5.4% bonds due 4/1/20 Suntrust Banks 6.000% SUB NTS 02/15/26 Suntrust Banks 6.000% SR DEB 01/15/28 ST JUDE MED INC SR NT 2.2% 09/15/13 ST JUDE MED INC SR NT 3.75% 07/15/14 ST JUDE MEDICAL INC. 2.50% SR NTS 01/15/16 ST JUDE MED INC SR NT 4.875% 07/15/19 STATOILHYDRO ASA GTD SR NT 2.9% 10/15/14 Norsk Hydro / Statoil ASA 9.125% 07/15/2014 STATOILHYDRO ASA GTD NT 3.875% 04/15/14 Norsk Hydro / Statoil ASA 7.50% 10/1/2016 Norsk Hydro / Statoil ASA 6.70% 01/15/2018 STATOILHYDRO ASA GTD NT 5.25% 04/15/19 Norsk Hydro / Statoil ASA 7.75% 06/15/2023 Norsk Hydro / Statoil ASA 7.15% 11/15/2025 Norsk Hydro / Statoil ASA 7.25% 09/23/2027 Norsk Hydro / Statoil ASA 7.5% 09/23/2027 Norsk Hydro / Statoil ASA 6.80% 01/15/2028 Norsk Hydro / Statoil ASA 7.15% 01/15/2029 Statoil ASA 1.80% 11/23/16 STATOIL ASA GTD FIXED RT NTS 3.125% 08/17/2017 Statoil ASA 3.15% 01/23/22 STATOIL ASA GTD FIXED RT NT 5.1% 08/17/2040 Statoil ASA 4.25% 11/23/41 QUESTAR GAS CO NT 6.3% 04/01/18 Questar Pipeline 5.83% NTS 2/1/18 QUESTAR GAS CO NT 7.2% 04/01/38 Questar Market 6.05% SR NTS 9/1/16 QUESTAR CORP SR NT FIXED RT 2.75% 02/01/2016 QUESTAR MKT RES INC NT 6.8% 04/01/18 QUESTAR MKT RES INC SR NT 6.8% 03/01/20 STATE STR BK & TR BOSTON MASS SB NT 5.25% 10/15/18 STATE ST BOSTON CORP DEB 7.35% 06/15/26 STATE STR CORP SR NT 4.3% 05/30/14 State Street Corporation 2.875% 03/07/16 STATE STR BK & TR CO SUB NT 5.3% 01/15/2016 STATE STR CORP NT 5.375% 04/30/17 STATE STREET CORP 4.375% 03/07/21

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $117.510 10 Aug 2011

$116.010 27 Apr 2012

$94.700 14 Apr 2011

STZ14 STZ16 STZ17 STZ22 SU/18A SU/18 SU/19 SU/21 SU/26 SU/28 SU/33 SU/35 SU/38 SU13 SU18 SU32 SU34 SU38 SU39 SUG/13 SVU/13 SVU/16 SVU/17 SVU/26A SVU/26 SVU/27 SVU/28A SVU/28C SVU/28 SVU/29 SVU/30 SVU/31 SVU/37 SVU14 SWK16 SWK22 SWK40 SWN18 SWX20 SWX22 SWX26A SWX26 SWY14A SWY14 SWY16 SWY17 SWY19 SWY20 SWY21 SWY27 SWY31

Constellation Brands 8.375% SR NTS 12/15/14 Constellation Brands 7.25% GTD NTS 9/1/16 CONSTELLATION BRANDS INC SR NT 7.25% 05/15/17 CONSTELLATION BRANDS INC. 6.0% 05/01/22 PETRO-CDA SR NT 6.05% 05/15/2018 PETRO CDA DEB 9.7% 06/30/2018 PETRO CDA DEB 8.8% 06/01/2019 PETRO-CDA DEB 9.25% 10/15/2021 PETRO-CDA FIXED RT DEB 7.875% 06/15/2026 PETRO-CDA DEB 7% 11/15/2028 PETRO CDA SR NT 5.35% 07/15/2033 PETRO-CDA SR NT 5.95% 05/15/2035 PETRO-CDA SR NT 6.8% 05/15/2038 SUNCOR ENERGY INC, CALGARY AB SR NT 4% 07/15/2013 Suncor Energy 6.1% NTS 6/1/18 Suncor Energy 7.15% NTS 2/1/32 Suncor Energy 5.95% NTS 12/1/34 Suncor Inc. 6.5% NTS 6/15/38 Suncor Inc. 6.85% SR NTS 6/1/39 PANHANDLE EASTERN PIPE 6.O50% NTS 8/15/2013 Albertsons Inc 7.250% SR NTS 05/01/13 SUPERVALU INC SR NT 8% 05/01/16 American Stores 7.9% DEBS 5/1/17 American Stores 8% BDS 6/1/26 Albertsons Inc 7.750% DEB 06/15/26 Albertson's Inc. 6.56% MTNs 7/26/27 Albertson's Inc. 6.625% NTS 6/1/28 Albertson's Inc. 6.57% MTNs 2/23/28 American Stores 7.1% NTS 3/20/28 Albertsons Inc 7.450% SR DEB 08/01/29 Albertsons Inc 8.700% SR DEB 05/01/30 Albertsons Inc 8.000% SR NTS 05/01/31 American Stores 7.5% DEBS 5/1/37 SuperValu 7.500% NTS 11/15/14 BLACK & DECKER CORP SR NT 5.75% 11/15/2016 STANLEY BLACK & DECKER 2.9% 11/01/2022 STANLEY BLACK & DECKER INC GTD FIXED RT 5.2% 09/01/2040 SOUTHWESTERN ENERGY CO SR NT 7.5% 02/01/18 SOUTHWEST GAS CORP SR NT FIXED RT 4.45% 12/01/2020 SOUTHWEST GAS CORP 3.875% SR NTS 04/01/22 SOUTHWEST GAS CORP DB MBIAIBC 8% 08/01/26 Southwest Gas Corp 8.000% DEB 08/01/26 SAFEWAY INC 6.25% NTS 03/15/2014 Safeway 5.625% SR NTS 8/15/14 SAFEWAY INC. 3.4% SR NTS 12/01/16 Safeway Inc. 6.35% SR NTS 8/15/17 SAFEWAY INC NT 5% 08/15/19 SAFEWAY INC FIXED RT NT 3.95% 08/15/2020 SAFEWAY INC. 4.75% SR NTS 12/01/21 SAFEWAY INC 7.45% SR DEB 09/15/2027 Safeway Inc 7.250% DEB 02/01/31

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded $109.850 03 Dec 2012 $108.670 19 Nov 2012 $107.500 21 Oct 2011

$123.580 23 Nov 2011

$118.070 04 Jan 2012 $118.000 26 Jan 2012 $107.880 16 Mar 2011 $118.990 29 Aug 2011

$100.000 11 Oct 2012 $104.500 08 Nov 2011

$58.250 20 Sep 2012 $60.500 29 Nov 2012 $57.250 30 Nov 2012 $93.500 17 Oct 2012

$101.600 14 Dec 2011 $112.080 29 Nov 2011 $109.740 22 Aug 2011 $95.400 17 Jul 2012 $104.540 18 Oct 2012

SXL14 SXL16 SXL20 SXL22 SXL40 SXL42 SYFA14 SYFB14 SYFC34 SYFD34 SYK15 SYK20 SYT/22 SYT/42 SYY13 SYY15 SYY18 SYY19 SYY22 SYY27 SYY28 SYY35 SYY39 T/14A T/14 T/15 T/16A T/16 T/18 T/25 T/26B T/26C T/27 T/28A T/28 T/30 T/31A T/31B T/31 T/34A T/34B T/34C T/34D T/34 T/38 T/43 T/45 T/95 T/97

SUNOCO LOGISTICS PARTNER 8.75% NTS 02/15/14 Sunoco Logistics 6.125% NTS 5/15/16 SUNOCO LOGISTICS PARTNERS SR NT 5.5% 02/15/20 SUNOCO LOGISTICS PARTNER 4.65% 02/15/22 SUNOCO LOGISTICS PARTNERS SR NT 6.85% 02/15/40 SUNOCO LOGISTICS PARTNER 6.1% 02/15/42 SYNTHETIC FIXED INCOME SEC INC 09/15/2014 SYNTHETIC FIXED INC SEC 4/1/2014 SYNTHETIC FIXED INC SEC 2/15/2034 SYNTHETIC FIXED INC SEC (STRATS) 02/15/2034 STRYKER CORP SR NT 3% 01/15/15 STRYKER CORP SR NT 4.375% 01/15/20 SYNGENTA FINANCE NV 3.125% 03/28/22 SYNGENTA FINANCE NV 4.375% 03/28/42 Sysco Corp 4.2% SR NTS 2/12/13 SYSCO CORPORATION .55% 06/12/15 Sysco Corp 5.25% SR NTS 2/12/18 SYSCO CORP 5.375% SR NTS 03/17/19 SYSCO CORPORATION 2.6% 06/12/22 Sysco Corporation 7.16% DEBS 4/15/27 Sysco Corporation 6.500% DEB 08/01/28 Sysco Corporation 5 3/8% NTS 9/21/35 SYSCO CORP 6.625 03/17/39 SBC Communications 5.1% NTS 9/15/2014 Bellsouth Corp 5.200% NTS 09/15/14 Southwestern Bell Tel 7% DEBS 7/1/15 SBC Communications 5.625% NTS 6/15/2016 BellSouth Corp 5.200% NTS 12/15/16 Ameritech Capital 6.45% due 1/15/18 Bellsouth Telecommunications 7% DEBS 10/1/25 Pacific Bell 7.125% DEBS 3/15/26 INDIANA BELL TEL INC DEB 7.3% 08/15/26 Ameritech Capital 6.875% due 10/15/27 Bellsouth Telecommunications 6.375% DEBS 6/1/28 Ameritech Capital 6.55% due 1/15/28 BellSouth Cap Funding 7.875% DEB 02/15/30 AT&T Wireless 8.75% SR NTS 3/1/31 AT&T MOBILITY LLC 7.125% 12/15/31 BellSouth Corp 6.875% NTS 10/15/31 BellSouth Corp 6.000% NTS 11/15/34 SBC Communications 6.45% NTS 6/15/2034 SBC Communications 6.15% NTS 9/15/34 Pacific Bell 6.625% DEBS 10/15/34 BellSouth Corp 6.550% NTS 06/15/34 Ameritech Capital 5.95% due 1/15/38 Pacific Bell 7.375% DEBS 7/15/43 BELLSOUTH TELECOM DEB 5.85% 11/15/45 Bellsouth Telecommunications 7% DEBS 12/1/95 BELLSOUTH CAP FDG CORP DEB 7.12% 07/15/97

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Structured Products Structured Products Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $118.000 06 Mar 2012 $119.210 13 Dec 2011 $116.620 17 Oct 2012

$110.770 18 Aug 2011 $109.570 04 Oct 2011 $116.520 07 Nov 2012

$117.190 14 Aug 2012

$128.750 24 Oct 2011 $142.870 15 Nov 2011

$122.220 18 Nov 2011 $110.500 13 Dec 2011

$106.570 16 Aug 2011 $101.970 01 Apr 2011

$99.250 14 Jun 2011

T13 T15A T15B T15EU T16A T16 T17A T17B T17 T18A T18 T19 T21A T21 T22 T29 T36 T37 T38A T38 T39 T40A T40 T41 T44 TAC13 TAC15 TAC18 TAC40 TAP17 TAP22 TAP42 TAS19 TC19 TCB/22 TCK15 TCK17 TCK18 TCK19A TCK21 TCK23 TCK35 TCK40 TCK41 TCK42 TCK43 TD16A TD16 TE/15 TE/16

AT&T Corp. 6.5% NTS due 3/15/2013 AT&T INC GLOBAL NOTES FIXED RT 2.5% 08/15/2015 AT&T INC .875% SR NTS 02/13/15 AT&T Inc. 6.125% EURO MTNs due 4/2/15 AT&T Inc. 2.4% 08/15/16 AT&T Inc. 2.95% SR NTS 05/15/16 AT&T INC. 1.6% SR NTS 02/15/17 AT&T INC 1.70% 06/01/17 AT&T INC. 5.875 GLOBAL NTS DUE 04/28/17 AT&T Inc. 5.6% SR NTS 5/15/18 AT&T Inc. 5.5% GLB NTS 2/1/18 AT&T INC. 5.8% NTS 02/15/19 AT&T Inc. 3.875% 08/15/21 AT&T Inc. 4.45% SR NTS 05/15/21 AT&T INC. 3.0% SR NTS 02/15/22 AT&T Corp. 6.5% NTS due 3/15/2029 AT&T Corp. 6.8% NTS 5/15/2036 AT&T 6.5% NTS 9/1/37 AT&T Inc. 6.4% NTS 5/15/38 AT&T Inc. 6.3% NTS 1/15/38 AT&T INC. 6.55% SR NTS 02/15/39 AT&T Inc. 5.35% 09/01/40 AT&T INC 7.00% GLOBAL NTS DUE 04/30/40 AT&T Inc. 5.55% 08/15/41 4.875% Global Notes due 2044 06/01/44 TRANSALTA CORP SR NT 5.75% 12/15/13 TRANSALTA CORP SR NT 4.75% 01/15/15 TransAlta Corp 6.65% NTS 5/15/18 TRANSALTA CORP SR NT 6.5% 03/15/40 MOLSON COORS BREWING CO. 2.00% 05/01/17 MOLSON COORS BREWING CO. 3.5% 05/01/22 MOLSON COORS BREWING CO. 5.00% 05/01/42 TERM RR ASSN ST LOUIS 4% 7/1/19 THOMPSON CREEK METALS CO 12.50% 05/01/19 TCF NATIONAL BANK 6.25% 06/08/22 TECK RESOURCES LTD SR NT 5.375% 10/01/15 TECK RESOURCES LIMITED GTD FIXED RT NT 3.85% 08/15/2017 Teck Resources Limited 2.50% 02/01/18 Teck Resources Limited 3.00% 03/01/19 TECK RESOURCES LIMITED GTD FIXED RT NT 4.5% 01/15/2021 Teck Resources Limited 3.75% 02/01/23 TECK RESOURCES LTD SR NT 6.125% 10/01/35 TECK RESOURCES LIMITED GTD FIXED RT NT 6% 08/15/2040 TECK RESOURCES LIMITED 6.25% 07/15/41 Teck Resources Limited 5.20% 03/01/42 Teck Resources Limited 5.40% 02/01/43 TORONTO-DOMINION BANK 2.50% 07/14/16 TORONTO DOMINION BANK 2.375% SR NTS 10/19/16 Teco Finance 6.75% GTD NTS 5/1/15 TECO FIN INC SR NT 4% 03/15/16

Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded NYSE Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded NYSE Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$102.760 18 Aug 2011 $100.170 28 Nov 2012

$102.780 30 Dec 2011 $104.120 23 Nov 2011

$115.320 23 Dec 2011 $121.480 16 Oct 2012 $119.500 25 Jan 2012 $105.010 23 Dec 2011 $106.890 15 Nov 2011 $115.570 23 Jan 2012 $123.060 13 Dec 2011 $121.970 11 Jun 2012 $119.550 02 Dec 2011 $117.190 15 Nov 2011 $135.990 27 Sep 2012 $108.330 20 Oct 2011

$122.750 06 Nov 2012

$105.570 15 Oct 2012

TE/17 TE/18 TE/20 TE/22 TE/36 TE/37 TE/42 TEF/13A TEF/13B TEF/13 TEF/15A TEF/15 TEF/16A TEF/16 TEF/17 TEF/19 TEF/20 TEF/21 TEF/30 TEF/36 TEG/13 TEG/15 TEG/17 TEG/36 TEG/42 TEG20 TEG28 TEL/15A TEL/17 TEL/21 TEL/22 TEL/37 TEN25 TEVA/16 TEVA/21 TEX17 TEX20 TEX21 TFX19 TGI17 TGI18 TGT/17 TGT/20 TGT/21A TGT/21

Teco Finance 6.572% GTD NTS 11/1/17 Tampa Electric 6.1% NTS 5/15/18 TECO FIN INC SR NT 5.15% 03/15/20 TAMPA ELECTRIC 2.6% 09/15/22 Tampa Electric 6.55% NTS 5/15/36 TAMPA ELEC CO NT 6.15% 05/15/37 TAMPA ELECTRIC 4.10% 06/15/42 Telefonica Emisiones SAU Floating Rate 2/04/2013 TELEFONICA, S.A. 2.582% FIXED RATE SR NTS 04/26/2013 Telefonica Emisiones SAU 5.855% GTD NTS 2/4/13 TELEFONICA, S.A. 3.729% FIXED RATE SR NTS 04/27/2015 TELEFONICA EMISIONES, S.A.U. SR NTS 01/15/2015 TELEFONICA EMISIONES, S.A.U FIXD RATE 3.992 SR NTS 02/16/16 TELEFONICA EMISIONES S.A.U. FIXED RATE 6.421% SR NTS 06/20/16 Telefonica Emisiones SAU 6.221% GTD NTS 7/3/17 TELEFONICA EMISIONES, S.A.U SR NTS 07/15/2019 TELEFONICA, S.A. 5.134% FIXED RATE SR NTS 04/27/20 TELEFONICA EMISIONES, S.A.U.5.462% SR NTS 02/16/21 Telefonica Europe BV 8.25% GTD NTS 9/15/30 TELEFONICA EMISIONES S.A.U. FIXED RATE 7.045% SR NTS 06/20/36 Wisconsin Public Service 4.8% NTS 12/1/13 WISCONSIN PUBLIC SERVICE 6.375% 1ST MTG NTS 12/1/215 Wisconsin Public Service 5.65% 1st Mtg NTS 11/1/17 Wisconsin Public Service 5.55% 1ST MTG 12/1/36 Wisconsin Public Service 3.671% 12/01/2042 INTEGRYS ENERGY GROUP 4.17% 11/01/20 WISCONSIN PUB SVC CORP SR SECD 6.08% 12/01/28 Tyco Electronics Group 1.60% 02/03/15 TYCO ELECTRONICS GROUP 6.55% 10/01/17 TYCO ELECTRONICS GROUP 4.875% 01/15/21 Tyco Electronics Group 3.50% 02/03/22 TYCO ELECTRONICS GROUP 7.125% 10/01/37 TENNECO INC DEB 7.25% 12/15/25 TEVA PHARMACEUTICAL FIN BV 2.4% 11/10/16 TEVA PHARMACEUTICAL FIN BV 3.65% 11/10/21 Terex Corp. 8% SR NTS 11/15/17 TEREX CORP 6.50% 04/01/20 Terex Corp 6.00% 05/15/21 Teleflex Inc. 6.875% 06/1/19 TRIUMPH GROUP INC NEW SR SUB NT 8% 11/15/17 TRIUMPH GROUP INC NEW GTD SR NT 8.625% 07/15/2018 DAYTON HUDSON CORP PUT CDT 9.52% 06/10/15 Dayton Hudson 9.875% DEBS 7/1/20 Dayton Hudson 9.7% DEBS 6/15/21 Dayton Hudson 9% DEBS 10/1/21

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $102.260 05 Apr 2012 $101.500 28 Nov 2012 $112.000 24 Oct 2012 $87.500 25 Jul 2012 $103.250 20 Sep 2012 $90.250 29 Jun 2012 $95.500 27 Jun 2012 $97.950 11 Jul 2012

$115.490 12 Jan 2012

TGT/22A TGT/22 TGT/28A TGT/28 TGT13A TGT13 TGT14 TGT16 TGT17 TGT18A TGT18 TGT20A TGT20 TGT22 TGT31 TGT32 TGT37 TGT38 TGT42 THC13 THC14 THC15 THC18 THC19 THC20 THC31 THG20 THG21 THG25 THS16 TI/13 TI/14A TI/14 TI/15 TI/18 TI/19 TI/33 TI/34 TI/36 TI/38 TIERS12 TIERS17A TIERS17B TIERS18A

Dayton Hudson 8.875% DEBS 4/1/22 Dayton Hudson 8.8% DEBS 5/15/22 Dayton Hudson 6.75% DEBS 1/1/28 Dayton Hudson 6.65% DEBS 8/1/28 TARGET CORP FR 5.125% 01/15/2013 Target Corp 4.000% NTS 06/15/13 TARGET CORP 1.125% SR NTS 07/18/14 TARGET CORP SR NT 5.875% 07/15/2016 TARGET CORP NT 5.375% 05/01/2017 TARGET CORP FR 6% 01/15/2018 Target Corp 4.875% NTS 5/15/18 DAYTON HUDSON CORP CMT-E 9.35% 06/16/2020 TARGET CORPORATION 3.875% Sr Unsecured 7/15/20 TARGET CORP 2.9% SR NTS 01/15/22 Target Corp 7.000% DEB 07/15/31 Target Corp 6.350% DEB 11/01/32 TARGET CORP NT 6.5% 10/15/2037 TARGET CORP FR 7% 01/15/2038 Target Corp 4.00% 07/01/42 TENET HEALTHCARE CORP 7.375% NTS 2/1/2013 TENET HEALTHCARE CORP 9.875%NTS 07/01/2014 TENET HEALTHCARE CORP 9.25 NTS 02/01/2015 TENET HEALTHCARE CORP SR SECD NT 10% 05/01/2018 TENET HEALTHCARE CORP SR SECD NT 8.875% 07/01/2019 TENET HEALTHCARE CORP FIXED NOTE 8% 08/01/2020 TENET HEALTHCARE CORP 6 7/8% NTS 11/15/2031 HANOVER INS GROUP INC SR NT 7.5% 03/01/20 HANOVER INSURANCE GROUP 6.375% SR NTS 06/15/21 HANOVER INSURANCE GRP 7.625% NTS 10/15/25 TREEHOUSE FOODS INC 7.75% SR NTS 03/01/18 Telecom Italia Capital 5.25% NTS 11/15/13 TELECOM ITALIA CAP GTD SRNT6.175% 06/18/14 Telecom Italia Capital 4.95% NTS 9/30/14 Telecom Italia Capital 5.25% NTS 10/1/15 Telecom Italia Capital 6.999% GTD NTS 6/4/18 TELECOM ITALIA CAPITAL 7.175% 06/18/19 Telecom Italia Capital 6.375% GTD NTS 11/15/33 Telecom Italia Capital 6% NTS 9/30/34 Telecom Italia Capital 7.2% SR NTS 7/18/36 Telecom Italia Capital 7.721% GTD NTS 6/4/38 STRUCT PRODUCTS TIERS (JPM 982) 12/24/12 STRUCT PRODUCTS TIERS (IBM 974) 6/1/17 STRUCT PRODUCTS TIERS (APA 978) 8/15/17 STRUCT PRODUCTS TIERS (MOT 985) 4/1/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Structured Products Structured Products Structured Products Structured Products

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE Traded Traded Traded NYSE Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE

$105.340 07 Dec 2011

$118.500 29 Dec 2011 $119.500 10 Oct 2012 $122.500 09 Apr 2012

$110.910 19 Dec 2011

$137.320 14 Dec 2011

$108.500 08 Feb 2012 $111.250 29 Feb 2012

$100.500 25 May 2012 $88.750 05 Dec 2012

$99.880 19 Jun 2012 $100.500 18 May 2012 $99.750 25 May 2012 $102.250 02 Mar 2012 $97.500 19 Jan 2012 $95.000 05 Jan 2012 $97.500 24 Oct 2012 $80.530 15 Sep 2011 $101.000 19 Nov 2012 $104.000 09 Oct 2012

TIERS37A TINT13A TINT13B TINT13C TINT13D TINT14A TINT14B TINT14C TINT14D TINT15A TINT15B TINT15C TINT15D TINT16A TINT16B TINT16C TINT16D TINT17A TINT17B TINT17C TINT17D TINT18A TINT18B TINT18C TINT18D TINT19A TINT19B TINT19C TINT19D TINT20A TINT20B TINT20C TINT20D TINT21A TINT21B TINT21C TJX15 TJX19 TK20

STRUCT PRODUCTS CORP 8.0% 07/15/2037 USA TREA BDS 2/15/15 INT COM (TINT) 2/15/13 USA TREA BDS 5/15/20 INT COM (TINT) 5/15/13 USA TREA BDS 2/15/15 INT COM (TINT) 8/15/13 USA TREA BDS 5/15/20 INT COM (TINT) 11/15/13 USA TREA BDS 2/15/15 INT COM (TINT) 2/15/14 USA TREA BDS 5/15/20 INT COM (TINT) 5/15/14 USA TREA BDS 2/15/15 INT COM (TINT) 8/15/14 USA TREA BDS 5/15/20 INT COM (TINT) 11/15/14 USA TREA BDS 2/15/15 INT COM (TINT) 2/15/15 USA TREA BDS 5/15/20 INT COM (TINT) 5/15/15 USA TREA BDS 8/15/19 INT COM (TINT)8/15/15 USA TREA BDS 5/15/20 INT COM (TINT) 11/15/15 USA TREA BDS 8/15/19 INT COM (TINT) 2/15/16 USA TREA BDS 05/15/20 INT COM (TINT) 05/15/16 USA TREA BDS 8/15/19 INT COM (TINT) 8/15/16 USA TREA BDS 5/15/20 INT COM (TINT) 11/15/16 USA TREA BDS 08/15/19 INT COM (TINT) 02/15/17 USA TREA BDS 5/15/20 INT COM (TINT) 5/15/17 USA TREA BDS 08/15/19 INT COM (TINT) 08/15/17 USA TREA BDS 5/15/20 INT COM (TINT) 11/15/17 USA TREA BDS 8/15/19 INT COM (TINT) 2/15/18 USA TREA BDS 05/15/20 INT COM(TINT) 05/15/18 USA TREA BDS 8/15/19 INT COM (TINT) 8/15/18 USA TREA BDS 5/15/20 INT COM (TINT) 11/15/18 USA TREA BDS 8/15/19 INT COM (TINT) 2/15/19 USA TREA BDS 5/15/20 INT COM (TINT) 5/15/19 USA TREA BDS 08/15/19 INT COM (TINT) 08/15/19 USA TREA BDS 5/15/20 INT COM (TINT) 11/15/19 USA TREA BDS 8/15/20 INT COM (TINT) 2/15/20 USA TREA BDS 05/15/20 INT COM (TINT) 05/15/20 USA TREA BDS 8/15/20 INT COM (TINT) 8/15/20 USA TREA BDS 05/15/21 INT COM (TINT) 11/15/20 USA TREA BDS 02/15/21 INT COM (TINT) 02/15/21 USA TREA BDS 05/15/21 INT COM (TINT) 05/15/21 USA TREA BDS 08/15/21 INT COM (TINT) 8/15/21 TJX COS INC NEW SR NT 4.2% 08/15/15 TJX COS INC 6.95% SR NTS 04/15/19 TEEKAY CORP 8.50% SR NTS 01/15/20

Structured Products Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Interest Component of Strip Bond Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded

$88.000 01 Nov 2012

$127.000 20 Sep 2011 $104.500 14 Aug 2012

TKR14 TLM15 TLM19

TIMKEN CO SR NT 6% 09/15/14 Talisman Energy 5.125% DEBS 5/15/15 TALISMAN ENERGY 7.75% SR NTS 06/01/19 TLM21 TALISMAN ENERGY INC FIXED RT NT 3.75% 02/01/2021 TLM27 Talisman Energy 7.25% DEBS 10/15/27 TLM35 Talisman Energy 5.75% NTS 5/15/35 TLM37 Talisman Energy 5.85% NTS 2/1/37 TLM38 Talisman Energy 6.25% NTS 2/1/38 TLM42 TALISMAN ENERGY 5.5% 05/15/42 TM/13A TOYOTA MOTOR CREDIT CORP 1.375% SR NTS 08/12/13 TM/13 TOYOTA MTR CRD CORP MTN BE FR 2% 01/29/13 TM/14 TOYOTA MOTOR CREDIT CORP 1.25% SR NTS 11/17/14 TM/15A TOYOTA MOTOR CREDIT CORP. .875% 07/17/15 TM/15 TOYOTA MOTOR CREDIT CORP % SR NTS 06/17/15 TM/16A TOYOTA MOTOR CREDIT CORP 2.8% SR NTS 01/11/16 TM/16B TOYOTA MOTOR CREDIT CORP 2.0% 09/15/16 TM/17A TOYOTA MOTOR CREDIT CORP 1.25% 10/05/17 TM/17 TOYOTA MOTOR CREDIT CORP 2.05% 01/12/17 TM/20 TOYOTA MOTOR CREDIT CORP 4.50% 06/17/20 TM/21A TOYOTA MOTOR CREDIT CORP 4.25% 01/11/21 TM/21 TOYOTA MOTOR CREDIT CORP 3.4% 09/15/21 TM/22 TOYOTA MOTOR CREDIT CORP 3.3% 01/12/22 TM14 TOYOTA MTR CRD CORP MTN BE FR 4.27% 03/30/2014 TM18 Toyota Motor Credit Variable Rate NTS 6/18/18 TMK13 Torchmark Corp 7.375% NTS 08/01/13 TMK16 Torchmark Corp 6.375% NTS 06/15/16 TMK19 TORCHMARK CORP 9.25% SR NTS 06/15/19 TMK23 Torchmark Corp 7.875% NTS 05/15/23 TMO12 THERMO FISHER SCIENTIFIC INC SR NT 2.15% 12/28/2012 TMO14A THERMO FISHER SCIENTIFIC 2.05% SR NTS 02/21/14 TMO14 THERMO FISHER SCIENTIFIC INC SR NT 3.25% 11/20/2014 TMO15A THERMO FISHER SCIENTIFIC INC SR NT 3.2% 05/01/15 TMO15 Thermo Fisher 5% SR NTS 6/1/15 TMO16A Thermo Fisher Scientific, Inc. 2.25% 08/15/16 TMO16 THERMO FISHER SCIENTIFIC 3.2% SR NTS 03/01/16 TMO18 Thermo Fisher Scientific, Inc. 1.85% 01/15/18 TMO20 THERMO FISHER 4.7% SR NTS 05/01/20 TMO21A Thermo Fisher Scientific, Inc. 3.6% 08/15/21 TMO21 THERMO FISHER SCIENTIFIC 4.50% SR NTS 03/01/21 TMO23 Thermo Fisher Scientific, Inc. 3.15% 01/15/23 TMX16MP TELEFONOS DE MEXICO S A DE 8.75% NTS1/31/2016 TN14A US TREASURY NOTES 4 1/4% DUE 8/15/2014

Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated US Treasury Note

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE

$109.820 27 Jul 2011

$99.690 07 Sep 2011

$119.570 01 Nov 2011

$106.960 10 Aug 2011

$101.710 25 Sep 2012 $105.000 14 Apr 2011 $105.600 11 Sep 2012 $109.960 13 Nov 2012 $102.710 07 Aug 2012 $106.600 31 Jul 2012

$107.240 04 Oct 2012 $113.550 19 Oct 2012

TN14B TN15 TN29 TOL/13 TOL/14 TOL/15 TOL/17 TOL/19 TOL/22 TOT/14 TOT/15A TOT/15 TOT/16A TOT/16 TOT/17A TOT/17 TOT/20 TOT/21 TOT/22 TOT/23 TPRN15 TPRN19A TPRN19 TPRN20A TPRN20B TPRN20C TPRN21A TPRN21B TPRN21C TRI/13A TRI/13 TRI/14 TRI/18 TRI/35 TRI19 TRI21 TRI40 TRK16 TRP/12 TRP/15A TRP/15 TRP/20 TRP/21A TRP/21

US TREASURY NOTES 4 1/4% DUE 11/15/2014 US TREASURY NOTE 4% DUE 2/15/2015 USA TREASURY NOTES 3 7/8% 30YR NTS 04/15/2029 TOLL BROTHERS FINANCE 5.950% NTS 9/15/2013 TOLL BROS FINANCE CORP 4.950% NTS 3/15/2014 TOLL BROTHERS FINC CORP 5.15% NTS 5/15/15 TOLL BROS FINANCE CORP 8.91% 10/15/17 TOLL BROS FINANCE CORP 6.75% 11/01/19 Toll Brothers Finance Corp. 5.875% 02/15/22 TOTAL CAPITAL CANADA LTD 1.625% 01/28/14 TOTAL CAPITAL SA 3.0% 06/24/15 TOTAL CAPITAL GTD NT 3.125% 10/02/15 Total Capital INTL SA 0.75% 01/25/16 TOTAL CAPITAL SA 2.3% 03/15/16 Total Capital INTL S.A. 1.55% 06/28/17 Total Capital INTL SA 1.50% 02/17/17 TOTAL CAPITAL SA 4.45% 06/24/20 TOTAL CAPITAL GTD NT 4.25% 12/15/21 Total Capital INTL SA 2.875% 02/17/22 Total Capital INTL SA 2.7% 01/25/23 USA TREA 02/15/15 11 1/4% PRIN COM 2/15/15 USA TREA 08/15/19 8 1/8% PRIN COM 8/15/19 USA TREA 02/15/19 8 7/8% PRIN COM 02/15/19 USA TREA 2/15/20 8 1/2% PRIN COM 2/15/20 USA TREA 05/15/20 8 3/4% PRIN COM 05/15/20 USA TREA 08/15/20 8 3/4% PRIN COM 8/15/20 USA TREA 02/15/21 7 7/8% PRIN COM 02/15/21 USA TREA 05/15/21 8 1/8% PRIN COM 05/15/21 USA TREA 08/15/21 8 1/8% PRIN COM 8/15/21 Thomson Reuters 5.95% NTS 7/15/13 Thomson Corp 5.25% NTS 8/15/13 Thomson Corp 5.7% NTS 10/1/14 Thomson Reuters 6.5% NTS 7/15/18 Thomson Corp 5.5% NTS 8/15/35 THOMSON REUTERS CORP NT 4.7% 10/15/19 Thomson Reuters Corp. 3.95% 09/30/21 THOMSON REUTERS CORP NT 5.85% 04/15/40 SPEEDWAY MOTORSPORTS INC GTD SRNT 8.75% 06/01/16 NOVA GAS TRANSMISSION LTD DEB 8.5% 12/15/12 TRANS-CANADA PIPELINES .875% 03/02/15 TRANS-CANADA PIPELINES 3.40% 06/01/15 TRANS-CANADA PIPELINES 3.8% SR NTS 10/01/20 ANR PIPELINE CO DEB 9.625% 11/01/21 NORTHERN BORDER PIPELINE CO SR NT 7.5% 09/15/21

US Treasury Note US Treasury Note US Treasury Note Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Principal Component of Strip Bond Principal Component of Strip Bond Principal Component of Strip Bond Principal Component of Strip Bond Principal Component of Strip Bond Principal Component of Strip Bond Principal Component of Strip Bond Principal Component of Strip Bond Principal Component of Strip Bond Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $103.880 03 Aug 2011 $126.000 27 Aug 2012

$111.030 22 Nov 2011

$110.000 29 Dec 2011

TRP/23 TRP/24 TRP/26 TRP/40 TRP13 TRP15 TRP16 TRP18 TRP19 TRP21 TRP25 TRP29 TRP34 TRP36 TRP37 TRP38 TRP39 TRV/13 TRV/15 TRV/16 TRV/20 TRV/26 TRV/33 TRV/36 TRV/40 TRV17 TRV18 TRV19 TRV37 TSN16 TSN18 TSN22 TSN28 TSO17A TSO19 TSO22 TTC27 TTC37 TV18 TV25 TV32 TV40

NOVA GAS TRANSMISSION LTD DEB 7.875% 04/01/23 ANR PIPELINE CO DEB 7.375% 02/15/24 NOVA GAS TRANSMISSION MTN BE FR 7.5% 08/20/26 TRANS-CANADA PIPELINES 6.10% 06/01/40 Trans-Canada Pipeline 4% SR NTS 6/15/2013 Trans-Canada Pipelines 4.875% SR NTS 1/15/15 Trans-Canada Pipelines 7.69% NTS 6/30/16 Trans-Canada Pipelines 6.5% SR NTS 8/15/18 TRANS-CANADA PIPELINES 7.125% NTS 01/15/19 Trans-Canada Pipeline 9.875% DEBS 1/1/21 TRANSCANADA PIPELINES MTN BE FR 7.06% 10/14/25 Trans-Canada Pipelines 7.7% NTS 6/15/29 TRANSCANADA CORP SR NT 5.6% 03/31/34 Trans-Canada Pipelines 5.85% BDS 3/15/36 Trans-Canada Pipelines 6.2% SR NTS 10/15/37 Trans-Canada Pipelines 7.25% SR NTS 8/15/38 TRANS-CANADA PIPELINES 7.625% SR NTS 01/15/39 TRAVELERS PPTY CAS CORP NEW SR NT 5% 03/15/13 St. Paul Travelers 5.5% due 12/1/15 St. Paul Travelers 6.25% NTS 6/20/16 TRAVELERS COS INC FIXED RT SR NT 3.9% 11/01/2020 TRAVELERS PPTY CAS CORP NT 7.75% 04/15/26 TRAVELERS PPTY CAS CORP NEW SR NT 6.375% 03/15/33 St. Paul Travelers 6.75% NTS 6/20/36 TRAVELERS COS INC FIXED RT SR NT 5.35% 11/01/2040 Travelers Companies 5.75% NTS 12/15/17 Travelers Companies 5.8% SR NTS 5/15/18 TRAVELERS COMPANIES INC SR NT 5.9% 06/02/19 Travelers Companies 6.25% SR NTS 6/15/37 Tyson Food Inc. 6.6% SR NT 4/1/16 multi step bond Tyson Foods Inc 7.000% NTS 05/01/18 TYSON FOODS, INC. 4.50% 06/15/22 Tyson Foods Inc 7.000% NTS 01/15/28 TESORO CORP 4.25% 10/01/17 TESORO CORP SR NT 9.75% 06/01/19 TESORO CORP 5.375% 10/01/22 Toro Company 7.800% DEB 06/15/27 TORO CO NT 6.625% 05/01/37 GRUPO TELEVISA SA DE CV SR NT 6% 05/15/2018 GRUPO TELEVISA SA DE CV SR NT 6.625% 03/18/2025 GRUPO TELEVISA SA DE CV SR NT 8.5% 03/11/32 GRUPO TELEVISA SA DE CV SR NT 6.625% 01/15/40

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $120.510 30 Apr 2012 $121.150 11 Apr 2012 $113.730 05 Aug 2011 $124.000 27 Mar 2012 $114.250 26 Apr 2012 $115.250 31 Jul 2012 $103.010 07 Sep 2012 $122.280 17 Oct 2011

$108.000 09 Apr 2012

TVA/21

TVA13A TVA13 TVA15 TVA16D TVA17A TVA17 TVA18 TVA21BP TVA22

TVA25 TVA30N TVA32BP TVA33 TVA35 TVA36A TVA36C TVA38 TVA39

TVA43BP TVA45 TVA48 TVA56 TVA60 TWC13A TWC13 TWC14A TWC14 TWC15 TWC16 TWC17 TWC18A TWC18 TWC19A TWC19 TWC20A TWC20

TENNESSEE VALLEY AUTHORITY 3.875% GLOBAL POWER BONDS SER A 02/15/21 TENNESSEE VALLEY AUTH 4.750% NTS 8/1/2013 TENNESSEE VALLEY AUTH 6% 03/15/13 TENNESSEE VALLEY AUTH 4 3/8 BDS 06/15/2015 TENNESSEE VALLEY AUTH 4 7/8% NTS 12/15/16 Tennessee Valley Authority 5.5% GLB PWR BDS Series A 7/18/17 TENNESSEE VALLEY AUTH 6 1/4% 12/15/2017 Tennessee Valley Authority 4.5% NTS 4/1/18 TENNESSEE VALLEY AUTH 5.35% BP BDS 06/07/2021 Tennessee Valley Authority Global Power Bonds 2012 Series A 1.875% Due 8/15/2022 TENNESSEE VALLEY AUTH 6 3/4% 11/1/25 TENNESSEE VALLEY AUTH 7 1/8% BDS 5/1/2030 TENNESSEE VALLEY AUTH 5.625%BP BDS 06/07/2032 TENNESSEE VALLEY AUTH 4.70% BDS 07/15/2033 TENNESSEE VALLEY AUTH. 4.65% BDS 6/15/2035 TENNESSEE VALLEY AUTH 5.98% 04/01/36 TENNESSEE VALLEY AUTH 5.88% 4/1/36 TENNESSEE VALLEY AUTH 6.15% BDS 01/15/2038 TENNESSEE VALLEY AUTHORITY 5.25% GLOBAL POWER BONDS 2009 SERIES C 09/15/39 TENNESSEE VALLEY AUTH 4.625% BDS 6/7/2043 TENNESSEE VALLEY AUTH 6.235% 07/15/45 Tennessee Valley Authority 4.875% GLB PWR BDS 1/15/48 TENNESSEE VALLEY AUTHORITY 5 3/8 NTS 4/1/2056 TENN VALLEY AUTHORITY 4.625% SR NTS 09/15/60 TIME WARNER COMPANIES INC NT 9.125% 01/15/13 Time Warner Cable 6.2% SR NTS 7/1/13 TIME WARNER CABLE INC 7.50% 04/01/14 Time Warner Cable 8.25% GTD NTS 2/14/14 TIME WARNER CABLE INC 3.50% 02/01/15 TIME WARNER COMPANIES INC DEB 8.05% 01/15/16 Time Warner Cable 5.85% GTD NTS 5/1/17 TIME WARNER COMPANIES INC DEB 6.875% 06/15/18 Time Warner Cable 6.75% SR NTS 7/1/18 TIME WARNER CABLE INC 8.25% 04/01/19 Time Warner Cable 8.75% GTD NTS 2/14/19 TIME WARNER INC SR NT 4.875% 03/15/20 TIME WARNER CABLE INC. 5.0% 02/01/2020

Corporate Bonds

NYSE

Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Non-US Currency Denominated Federal Agency Bond

NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE

Federal Agency Bond Federal Agency Bond Non-US Currency Denominated Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond Federal Agency Bond

NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE

Non-US Currency Denominated Federal Agency Bond Federal Agency Bond Federal Agency Bond Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $115.630 12 Oct 2011 $130.710 20 Apr 2012 $127.560 11 Jan 2012 $109.170 04 Jan 2012 $116.270 10 Oct 2012 $119.690 12 Oct 2012 $114.090 12 Sep 2011 $105.040 04 Jan 2012

TWC21A TWC21 TWC23 TWC26 TWC28 TWC31 TWC33 TWC37 TWC38 TWC39 TWC40A TWC40 TWC41 TWC42 TWX/13 TWX/31 TWX/32 TWX15 TWX16 TWX17A TWX21A TWX21 TWX22A TWX22 TWX23 TWX24 TWX29 TWX36 TWX40 TWX41A TWX41 TWX42 TXI20 TXN15 TXN19 TXT/13 TXT/14 TXT15 TXT17 TXT19 TXU19 TXUI19

TXUI220

TIME WARNER CABLE INC. 4.0% 09/01/21 TIME WARNER CABLE INC. 4.125% SR NTS 02/15/21 TIME WARNER ENTMT CO LP SR DEB 8.375% 03/15/23 TIME WARNER COMPANIES INC DEB 6.85% 01/15/26 TIME WARNER COMPANIES INC GTD DEB 6.95% 01/15/28 TIME WARNER CABLE INC. 5.75% SR NTS 06/02/31 TIME WARNER ENTMT CO LP SRSUBDB 8.375% 07/15/33 Time Warner Cable 6.55% GTD NTS 5/1/37 Time Warner Cable 7.3% SR NTS 7/1/38 TIME WARNER CABLE INC 6.75% 06/15/39 TIME WARNER CABLE INC. 5.875% 11/15/40 TIME WARNER INC DEB 6.2% 03/15/40 TIME WARNER CABLE INC. 5.50% 09/01/41 Time Warner Cable Inc. 5.25% SR NTS 07/15/42 Turner Broadcasting Senior Notes 8.375% 07/01/2013 AOL Time Warner Inc 7 5/8% due 04/15/31 AOL Time Warner Inc 7.700% NTS 05/01/32 TIME WARNER INC NEW GTD FIXED RT NT 3.15% 07/15/2015 Time Warner Inc 5.875% NTS 11/15/16 Time Warner Inc 7.250% GTD DEB 10/15/17 TIME WARNER INC. 4.75% 03/29/21 TIME WARNER INC NEW GTD FIXED RT NT 4.7% 01/15/2021 TIME WARNER INC 3.40% 06/15/22 TIME WARNER INC. 4.0% 01/15/22 Time Warner Inc 9.15% DEBS 2/1/23 Time Warner Inc 7.570% GTD DEB 02/01/24 Time Warner Inc 6.625% DEB 05/15/29 Time Warner Inc 6.5% DEBS 11/15/36 TIME WARNER INC NEW FIXED RT DEB 6.1% 07/15/2040 TIME WARNER INC. 5.375% 10/15/41 TIME WARNER INC. 6.25% 03/29/41 TIME WARNER INC 4.90% 06/15/42 TEXAS INDS INC GTD SR NT 9.25% 08/15/2020 Texas Instruments Incorporated 0.45% 08/03/15 Texas Instruments Incorporated 1.65% 08/03/19 Textron Financial 5.4% NTS 4/28/13 TEXTRON FINANCIAL CORP 5.125% 08/15/2014 TEXTRON INC NT 6.2% 03/15/15 Textron Inc. 5.6% NTS 12/1/17 TEXTRON INC NT 7.25% 10/01/19 ENERGY FUTURE HOLDINGS CORP 9.75 SR SECURED NTS ENERGY FUTURE INTERMEDIATE HOLDINGS CO LLC 9.75% SR SEC NTS 10/15/19 ENERGY FUTURE INTERMEDIATE HOLDING COMPANY LLC AND EFIH FINANCE INC. 10.00% SR NTS 12/01/20

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Non-US Currency Denominated Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded NYSE NYSE

$109.500 14 Nov 2012 $110.250 19 Nov 2012

$111.910 08 Dec 2011

$116.440 02 Dec 2011 $105.430 31 Aug 2011 $103.550 06 Jul 2011 $100.320 29 Nov 2011

$125.480 05 Dec 2011

$104.990 03 Jan 2012 $115.640 04 Jan 2012 $124.520 20 Apr 2012 $108.790 28 Dec 2011 $114.790 14 Nov 2012 $105.760 09 Oct 2012 $102.000 09 Nov 2011

$116.060 29 Nov 2011 $118.170 28 Dec 2011 $103.100 12 Dec 2011 $111.880 01 Dec 2011 $107.250 22 Oct 2012

$103.500 01 Mar 2012

Corporate Bonds

NYSE

TYC/15 TYC/18 TYC/19A TYC/19 TYC/21 UAL/31 UBS/13 UBS/14A UBS/14 UBS/15A UBS/15 UBS/16 UBS/17A UBS/17B UBS/17C UBS/17D UBS/17E UBS/17F UBS/17G UBS/17H UBS/17 UBS/20 UBS/22 UBS/25 UBS/26 UBS13 UBS15 UBS16 UBS17 UBS18 UDR13 UDR14A UDR14 UDR15 UDR16 UDR18 UDR22 UDR24 UFS13A UFS13B UFS15A

TYCO INTERNATIONAL FINANCE 3.375% 10/15/15 TYCO INTERNATIONAL FINANCIAL 3.75% 01/15/18 TYCO INTERNATIONAL FINANC 8.50% 01/15/2019 Tyco International Finance 7% GTD NTS 12/15/19 Tyco International Finance 6.875% GTD NTS 1/15/21 UAL CORP SR SUB NT 6% 02/01/2031 UBS AG STAMFORD CT 2.25% SR NTS 08/12/13 UBS AG STAMFORD CT 2.25% SR NTS 01/28/14 PAINE WEBBER GROUP INC SR NT 7.625% 02/15/14 SWISS BANK CORP SUB DB 7% 10/15/2015 SWISS BANK CORP SUB NT 7.375% 07/15/2015 UBS PR FD TRUST V 6.243 TR PFD SEC 05/15/2016 SWISS BANK CORP DEP MTNS B E FR 7.375% 06/15/17 PAINE WEBB GROUP INC SR MTN BE FR 7.93% 02/06/2017 PAINE WEBB GROUP INC SR MTN BE FR 7.81% 02/13/2017 PAINE WEBB GROUP INC SR MTN BE FR 7.91% 03/17/2017 PAINE WEBB GROUP INC SR MTN BE FR 7.99% 06/09/2017 PAINE WEBB GROUP INC SR MTN BE FR 7.605% 07/17/2017 PAINE WEBB GROUP INC SR MTN BE FR 7.633% 09/11/2017 PAINE WEBB GROUP INC SR MTN BE FR 7.39% 10/16/2017 PAINE WEBB GROUP INC SR MTN BE FR 8.06% 01/17/17 UBS AG STAMFORD CT 4.875% SR NTS 08/04/20 UBS AG STAMFORD CT 7.625% 08/17/22 SWISS BANK CORP SUB DEB 7.5% 07/15/2025 SWISS BK CORP N Y BRH SUB DEB 7.75% 09/01/2026 UBS AG BRH MTN SR DEP NT BE FR 2.75% 01/08/2013 UBS AG BRH MTN SR DEP NT BE SR NT 3.875% 01/15/2015 UBS AG BRH MTN SR DEP NT BE SB FR 5.875% 07/15/2016 UBS AG BRH MTN SR DEP NT BE FR 5.875% 12/20/2017 UBS AG BRH MTN SR DEP NT BE SR NT 5.75% 04/25/2018 United Dominion Realty 6.05% SR NTS 6/1/13 UDR Inc. 5.5% SR NTS 4/1/14 United Dominion Realty 5.13% MTNs 1/15/14 United Dominion Realty 5.25% SR NTS 1/15/15 United Dominion Realty 5.25% NTS 1/15/16 UDR, Inc. 4.25% 06/01/18 UDR, INC. 4.625% 01/10/22 United Dominion Realty Tr 8.500% DEB 09/15/24 Domtar Corp 5.375% GTD NTS 12/1/13 DOMTAR INC NT 5.375% 12/01/13 Domtar Corp. 7.125% GTD NTS 8/15/15

Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded NYSE

$106.380 01 Sep 2011

$119.460 21 Jul 2011

$100.100 22 Aug 2011 $98.880 28 Oct 2011 $108.770 30 Apr 2012

$96.120 14 Oct 2011 $110.000 06 Nov 2012

$118.560 18 Oct 2012 $117.800 27 Sep 2012

$113.500 28 Mar 2012

UFS16A UFS17 UFS22 UFS42 UGI13 UGI15A UGI15 UGI16 UGI36 UHS16 UIL20 UIS17 UN/15 UN/17A UN/17 UN/21 UN/26 UN/28 UN/32 UN/97 UN14 UN19 UNH13A UNH13 UNH14A UNH14 UNH15A UNH15 UNH16A UNH16 UNH17A UNH17B UNH17 UNH18 UNH20 UNH21 UNH22 UNH23 UNH36 UNH37A UNH37 UNH38 UNH40 UNH41A

Domtar Corp 9.5% GTD NTS 8/1/16 DOMTAR CORP SR NT 10.75% 06/01/17 DOMTAR CORP 4.4% 04/01/22 DOMTAR CORPORATION 6.25% 09/01/42 UGI Utilities 6.375% SR NTS 9/30/13 UGI UTILS INC MTN BR FR 5.64% 12/01/2015 UGI UTILS INC MTN BR FR 5.16% 05/15/2015 UGI Utilities 5.753% SR NTS 9/30/16 UGI UTILS INC SR NT 6.206% 09/30/36 Universal Health Services 7.125% NTS 6/30/16 UIL HOLDINGS CORP 4.625% SR NTS 10/01/20 UNISYS CORP 6.25% 08/15/17 UNILEVER CAPITAL CORP .45% 07/30/15 UNILEVER CAPITAL CORP .85% 08/02/17 CPC INTL INC MTN BE CALL 7.0% 10/15/17 Unilever Capital Corp. 4.25% 02/10/21 CPC INTL INC NT-E 7.25% 12/15/26 BESTFOODS MTN BE FR 6.625% 04/15/28 Unilever Capital 5.9% GTD NTS 11/15/32 CPC INTL INC MTN BE CALL 5.6% 10/15/97 UNILEVER CAP CORP GTD SR NT3.65% 02/15/2014 UNILEVER CAP CORP GTD SR NT 4.8% 02/15/2019 UnitedHealth Group 4.875% NTS 2/15/13 UnitedHealth Group Inc 4.875% NTS 04/01/13 UnitedHealth Group Inc 5.000% NTS 08/15/14 UnitedHealth Group Inc 4.750% NTS 02/10/14 UNITEDHEALTH GROUP INC. .85% 10/15/15 UnitedHealth Group Inc 4.875% NTS 03/15/15 UNITEDHEALTH GROUP INC. 1.875% SR NTS 11/15/16 UnitedHealth Group 5.375% BDS 3/15/16 UnitedHealth Group 6% NTS 11/15/17 UNITEDHEALTH GROUP INC. 1.4% 10/15/17 UnitedHealth Group 6% NTS 6/15/17 UnitedHealth Group 6% NTS 2/15/18 UNITEDHEALTH GROUP INC FIXED RT NTS 3.875% 10/15/2020 UNITEDHEALTH GROUP INC. 4.7% SR NTS 02/15/21 UNITEDHEALTH GROUP INC. 2.875% SR NTS 03/15/22 UNITEDHEALTH GROUP INC. 2.75% 02/15/23 UnitedHealth Group 5.8% NTS 3/15/36 UnitedHealth Group 6.625% NTS 11/15/37 UnitedHealth Group 6.5% NTS 6/15/37 UnitedHealth Group 6.875% NTS 2/15/38 UNITEDHEALTH GROUP INC FIXED RT 5.7% 10/15/2040 UNITEDHEALTH GROUP INC. 4.625% SR NTS 11/15/41

Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $105.500 21 Nov 2012

$119.500 30 Sep 2011

$109.460 27 Oct 2011

$116.560 16 Jun 2011

UNH41 UNH42A UNH42 UNM16 UNM18 UNM20 UNM28A UNM28 UNM32 UNM42 UNP/20 UNP/30 UNP/45 UNP14A UNP14 UNP15 UNP16 UNP17A UNP17 UNP18 UNP19 UNP20A UNP21 UNP23 UNP28 UNP29 UNP33 UNP34 UNP37 UNP40 UNP41 UNP42 UNS/21 UNS/23 UNT21 UPS13 UPS14 UPS17 UPS18 UPS19 UPS20 UPS21 UPS22 UPS38 UPS40

UNITEDHEALTH GROUP INC. 5.95% SR NTS 02/15/41 UNITEDHEALTH GROUP INC. 3.95% 10/15/42 UNITEDHEALTH GROUP INC. 4.375% SR NTS 03/15/42 UNUM GROUP SR NT 7.125% 09/30/16 PROVIDENT COS INC SR NT 7% 07/15/18 UNUM GROUP FIXED RT SR NT 5.625% 09/15/2020 PROVIDENT COS INC SR NT 7.25% 03/15/28 UnumProvident 6.75% NTS 12/15/28 UnumProvident 7.375% DEBS 6/15/32 Unum Group 5.75% 08/15/42 MISSOURI PACIFIC RR CO 4 3/4% 1/1/20 MISSOURI PACIFIC RR CO 4 3/4% 1/1/30 MISSOURI PACIFIC RR 5% DEBS 1/1/45 UNION PACIFIC CORP 5.125% SR NTS 02/15/14 Union Pacific Corp 5.375% NTS 05/01/14 Union Pacific Corp 4.875% NTS 01/15/15 Union Pacific Corp 7.000% DEB 02/01/16 Union Pacific 5.75% SR NTS 11/15/17 Union Pacific 5.65% NTS 5/1/17 Union Pacific 5.7% NTS 8/15/18 Union Pacific 7.875% NTS 1/15/19 UNION PAC CORP 6.125% SR NTS 02/15/20 Union Pacific Corp. 4% Sr Unsec 2/1/21 UNION PACIFIC CORP 2.95% 01/15/23 Union Pacific Corp 7.125% DEB 02/01/28 Union Pacific Corp 6.625% DEB 02/01/29 Union Pacific Corp 5.375% DEB 06/01/33 Union Pacific Corp 6.250% DEB 05/01/34 Union Pacific 6.15% DEBS 5/1/37 Union Pacific Corp. 5.78% 07/15/40 Union Pacific Corp 4.75% 09/15/41 UNION PACIFIC CORP 4.3% 06/15/42 TUCSON ELECTRIC POWER 5.15% SR NTS 11/15/21 TUCSON ELECTRIC POWER 3.85% 03/15/23 UNIT CORP 6.625% 05/15/21 United Parcel Service 4.5% SR NTS 1/15/13 UNITED PARCEL SERVICE INC NT 3.875% 04/01/14 UNITED PARCEL SERVICE 1.125% 10/01/17 United Parcel Service 5.5% SR NTS 1/15/18 UNITED PARCEL SERVICE INC NT 5.125% 04/01/19 United Parcel Service 8.375% DEB 04/01/20 UNITED PARCEL 3.125% SR NTS 01/15/21 UNITED PARCEL SERVICE 2.45% 10/01/22 United Parcel Service 6.2% SR NTS 1/15/38 UNITED PARCEL SERVICE 4.875% SR NTS 11/15/40

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$125.790 12 Jan 2012

$101.500 30 Nov 2012 $95.000 25 Oct 2012 $88.750 16 Oct 2012

$105.560 26 Oct 2011

$105.960 21 Jun 2011 $107.590 05 Oct 2011

$120.250 30 Apr 2012 $114.190 14 Jul 2011

$103.750 17 Oct 2011 $101.950 07 Nov 2012 $136.110 07 May 2012

UPS42 UPS49 URI19 URI20 URI23 US15AU US15FE US15NO US16FE US16MA US16NO US17AU US17MA US18MA US18NO US19AU US19FE US20AU US20FE US20MA US21AU US21FE US21MA US21NO US22AU US22NO US23AU US23FE US24NO US25AU US25FE US26AU US26FE US26NO US27AU US27FE US27NO US28AP

UNITED PARCEL SERVICE 3.625% 10/01/42 UPS OF AMERICA INC FR NTS 10/26/2049 UNITED RENTALS NORTH AMER INC SR NT 9.25% 12/15/19 UNITED RENTAL NORTH AM 8.375% 09/15/20 UNITED RENTALS NORTH AM 6.125% 06/15/2023 USA TREASURY BONDS 10 5/8% BDS 08/15/2015 USA TREASURY BONDS 11 1/4% BDS 02/15/2015 USA TREASURY BONDS 9 7/8% 11/15/15 USA TREASURY BONDS 9 1/4% BDS 02/15/2016 USA TREASURY BONDS 7 1/4% BDS 05/15/2006 USA TREASURY BONDS 7 1/2% 11/15/16 USA TREASURY BONDS 8 7/8% BDS 08/15/2017 USA TREASURY BONDS 8 3/4% BDS 05/15/2017 USA TREASURY BONDS 9 1/8% BDS 05/15/2018 USA TREASURY BONDS 9% BDS 11/15/2018 USA TREASURY BONDS 8 1/8% BDS 08/15/2019 USA TREASURY BONDS 8 7/8% BDS 02/15/2019 USA TREASURY BONDS 8 3/4% BDS 08/15/2020 USA TREASURY BONDS 8 1/2% BDS 02/15/2020 USA TREASURY BONDS 8 3/4% 5/15/20 USA TREASURY BONDS 8 1/8% BDS 08/15/2021 USA TREASURY BONDS 7 7/8% BDS 02/15/2021 USA TREASURY BONDS 8 1/8% 5/15/21 USA TREASURY BONDS 8% BDS 11/15/2021 USA TREASURY BONDS 7 1/4% BDS 08/15/2022 USA TREASURY BONDS 7 5/8% BDS 11/15/2022 USA TREASURY BONDS 6 1/4% BDS 08/15/2023 USA TREASURY BONDS 7 1/8% BDS 02/15/2023 USA TREASURY BONDS 7 1/2% BDS 11/15/24 USA TREASURY BONDS 6 7/8% BDS 08/15/2025 USA TREASURY BONDS 7 5/8% BDS 02/15/2025 USA TREASURY BONDS 6 3/8% 30YR BDS 08/15/2026 USA TREASURY BONDS 6% 3OYR BDS 02/15/2026 USA TREASURY BOND 6 1/2% 30 YR BDS 11/15/2026 USA TREASURY BONDS 6 3/8% 30YR BDS 08/15/2027 USA TREASURY BONDS 6 5/8% 30YR BDS 02/15/2027 USA TREASURY BONDS 6 1/8% 30YR BDS 11/15/2027 USA TREASURY BONDS 3 5/8% TII 30YR BD 4/15/28

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds

Traded NYSE Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE

$101.870 14 Nov 2012

$113.750 11 Sep 2012 $110.500 30 Nov 2012

US28AU US28NO US29AU US29FE US30MA US31FE USB/14A USB/14 USB13A USB13B USB13 USB14 USB15A USB15B USB15C USB15 USB16A USB16 USB21 USB26 USG16 USG18 USM33 UTX/16 UTX/18 UTX/19 UTX/20 UTX/21 UTX/25A UTX/25B UTX/25C UTX/26 UTX/27 UTX/36 UTX/38 UTX/46 UTX15A UTX15 UTX17A UTX17 UTX19A UTX19 UTX20 UTX21

USA TREASURY BONDS 5 1/2% BDS 08/15/2028 USA TREASURY BONDS 5 1/4% BDS 11/15/2028 USA TREASURY 30YR 6 1/8% BDS 08/15/2029 USA TREASURY 30 YR 5 1/4% BDS 02/15/2029 USA TREASURY 6 1/4% 30YR NTS 05/15/2030 US TREASURY BOND 5 3/8% DUE 2/15/2031 US BANK NA 6.30% 02/04/14 US BANK NA 4.95% 10/30/14 US BANCORP 2.0% SR NTS 06/14/13 US BANCORP 1.375% 09/13/13 US BANCORP 2.125% SR NTS 02/15/13 U S BANCORP MTNS BK ENT FR 4.2% 05/15/14 U S BANCORP MTNS BK ENT SR NTR 2.875% 11/20/14 U S BANCORP MTNS BK ENT SR NTR 3.125% 04/01/15 US BANCORP 2.45% 07/27/15 US BANCORP 3.15% SR NTS 03/04/15 US BANCORP 2.2% 11/15/16 US BANCORP 3.442% 02/01/16 US BANCORP 4.125% SR NTS 05/24/21 U S BANCORP ORE SUB DEB 7.5% 06/01/2026 USG Corp 6.3% SR NTS 11/15/16 USG Corp 7.75% SR NTS 1/15/18 US Cellular 6.7% SR NTS 12/15/33 BF Goodrich 6.29% NTS 7/1/16 GOODRICH B F CO MTN BE FR 6.8% 02/01/18 GOODRICH CORP 6.125% SR NTS 03/01/19 GOODRICH CORP 4.875% SR NTS 03/01/20 GOODRICH CORP FIXED RT SR NT 3.6% 02/01/2021 GOODRICH B F CO MTN BE FR 7.75% 05/19/2025 GOODRICH B F CO MTN BE FR 7.298% 10/20/2025 GOODRICH B F CO MTN BE FR 7.28% 11/07/2025 GOODRICH B F CO MTN BE FR 7.50% 04/01/2026 GOODRICH B F CO MTN BE FR 7.1% 11/15/2027 BF Goodrich 6.8% NTS 7/1/36 Goodrich (BF) & Co 7.000% NTS 04/15/38 GOODRICH B F CO MTN BE FR 7.375% 12/10/2046 UNITED TECHNOLOGIES CORP 1.20% 06/01/15 United Technologies Corp 4.875% NTS 05/01/15 UNITED TECHNOLOGIES CORP 1.80% 06/01/17 United Technologies 5.375% NTS 12/15/17 UNITED TECHNOLOGIES CORP 6.125% NTS 02/01/19 United Technologies Corp 8.875% DEB 11/15/19 UNITED TECHNOLOGIES CORP 4.50% SR NTS 04/15/20 United Technologies Corp 8.750% DEB 03/01/21

US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds US Treasury Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $113.000 28 Dec 2011 $123.400 30 Sep 2011 $112.490 27 Jul 2011 $103.240 12 Aug 2011 $110.250 22 Sep 2011

$105.260 28 Nov 2012

$96.500 24 Apr 2012 $110.500 14 Nov 2012 $98.630 21 Apr 2011

UTX22 UTX28 UTX29 UTX35 UTX36 UTX38 UTX40 UTX42 UVV13 UVV14 VAL15 VAL17 VAL19 VAL22 VALE/13 VALE/16 VALE/17 VALE/22 VALE/34 VALE/36 VALE19 VALE20 VALE39 VALE42 VE13 VE18 VE38 VFC17 VFC21 VFC33 VFC37 VGR15A VGR15 VLO/15 VLO/17 VLO/26 VLO/37 VLO/97 VLO13A VLO13 VLO14 VLO15 VLO17 VLO19

UNITED TECHNOLOGIES CORP 3.10% 06/01/22 United Technologies Corp 6.700% NTS 08/01/28 United Technologies Corp 7.500% NTS 09/15/29 United Technologies Corp 5.400% NTS 05/01/35 UNITED TECHNOLOGIES CORP NT 6.05% 06/01/36 United Technologies 6.125% NTS 7/15/38 UNITED TECHNOLOGIES CORP 5.7% SR NTS 04/15/40 UNITED TECHNOLOGIES CORP 4.50% 06/01/42 Universal Corp. 5.2% notes 10/15/2013 UNIVERSAL CORP VA SR NT 6.25% 12/01/14 VALSPAR CORP NT 5.1% 08/01/15 Valspar Corp. 6.05% SR NTS 5/1/17 VALSPAR CORP SR NT 7.25% 06/15/19 Valspar Corp. 4.20% 01/15/22 VALE OVERSEAS LIMITED 9.0% GTD NTS 0/15/13 VALE OVERSEAS LIMITED 6.250 GTD NTS 1/11/2016 Vale Overseas 6.25% NTS 1/23/17 Vale Overseas Limited 4.375% 01/11/22 VALE OVERSEAS LTD 8.25% NTS 01/17/2034 Vale Overseas 6.875% NTS 11/21/36 Vale Overseas Limited 5.625% GTD NTS 09/15/2019 VALE OVERSEAS LIMITED 4.625% GTD NTS 09/15/20 VALE OVERSEAS LIMITED 6.875% GTD NTS 11/10/39 VALE SA 5.625% 09/11/42 VEOLIA ENVIRONNEMENT NT 5.25% 06/03/13 VEOLIA ENVIRONNEMENT NT 6% 06/01/18 VEOLIA ENVIRONNEMENT NT 6.75% 06/01/38 VF Corp. 5.95% NTS 11/1/17 VF CORP 3.50% SR NTS 09/01/21 VF Corporation 6.000% NTS 10/15/33 VF Corp. 6.45% NTS 11/1/37 VECTOR GROUP LTD SR SECD NT GTD 11% 08/15/2015 VECTOR GROUP LTD SR SECD 11% 08/15/15 DIAMOND SHAMROCK INC SR NT 8.75% 06/15/15 ULTRAMAR DIAMOND SHAMROCK CORP SR NT 7.2% 10/15/17 DIAMOND SHAMROCK INC DEB 7.65% 07/01/26 ULTRAMAR DIAMOND SHAMROCK CORP SR NT 6.75% 10/15/37 ULTRAMAR DIAMOND SHAMROCK CORP SR NT 7.45% 10/15/97 VALERO ENERGY CORP SR NT 6.7% 01/15/13 Valero Energy Corp 4.750% NTS 06/15/13 Valero Energy Corp 4.750% SR NTS 04/01/14 VALERO ENERGY CORP NEW NT 4.5% 02/01/15 Valero Energy 6.125% NTS 6/15/17 VALERO ENERGY CORP 9.375% SR NTS 03/15/19

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$107.050 19 Nov 2012

$123.610 16 Sep 2011 $122.570 09 Nov 2011 $112.730 09 Oct 2012

$102.790 27 Jul 2012

$109.300 12 Oct 2011

$105.250 01 Nov 2011

$114.210 29 Aug 2011 $130.000 15 Jun 2011

VLO20 VLO30 VLO32 VLO37 VLO39 VMC13 VMC16 VMC17 VMC18 VMC37 VMI20 VNO15 VNO22 VNR/20 VOD13 VOD14 VOD15B VOD15S VOD15 VOD16M VOD16N VOD17A VOD17B VOD17 VOD18 VOD19 VOD21 VOD22 VOD32 VOD37 VR40 VRS/16 VTR/15 VTR/19 VTR/21 VTR/22A VTR/22 VVC/13 VVC/15 VVC/18

VALERO ENERGY CORP NEW NT 6.125% 02/01/20 Valero Energy Corp 8.750% NTS 06/15/30 Valero Energy Corp 7.5% due 4/15/2032 Valero Energy 6.625% NTS 6/15/37 VALERO ENERGY 10.50 SR NTS 03/15/39 Vulcan Materials 6.3% SR NTS 6/15/13 VULCAN MATERIALS 6.50% SR NTS 12/01/16 Vulcan Materials 6.4% NTS 11/30/17 Vulcan Materials 7% SR NTS 6/15/18 Vulcan Materials 7.15% NTS 11/30/37 VALMONT INDS INC SR NT 6.625% 04/20/20 VORNADO REALTY TRUST 4.25% SR NTS 4/1/15 VORNADO REALTY LP 5.0% SR NTS 01/15/22 VANGUARD NAT RES /VNR FIN 7.875% SR NTS 04/01/20 VODAFONE GROUP 5.000% NTS 12/16/2013 VODAFONE GROUP PLC 4.150% NTS 06/10/14 VODAFONE GROUP PIC 3.375% NTS 11/24/15 VODAFONE GROUP PLC 5.00 NTS 09/15/2015 VODAFONE GROUP PLC 5.375% NTS 1/30/2015 VODAFONE GROUP PLC 5.75 NTS 03/15/2016 VODAFONE GROUP PLC 2.875% NTS 03/16/16 VODAFONE GROUP PLC 1.625% NTS 03/20/17 VODAFONE GROUP PLC 1.25% 09/26/17 VODAFONE GROUP 5.625% NTS DUE 2/27/17 VODAFONE GROUP 4.625% NTS 07/15/2018 VODAFONE GROUP PLC 5.45% NTS 06/10/19 VODAFONE GROUP PLC 4.375 NTS 03/16/21 VODAFONE GROUP PLC 2.50% 09/26/22 VODAFONE GROUP PLC 6.250% NTS 11/30/2032 VODAFONE GROUP 6.15% NTS DUE 2037 VALIDUS HOLDINGS LTD 8.875% SR NTS 01/26/40 VERSO PAPER HLDGS LLC / VERSO SR SB 11.375% 08/01/16 VENTAS REALTY LP/CAP CORP 3.125% 11/30/15 VENTAS REALTY LP/CAP CRP 4.0% 04/30/19 Ventas Realty LP/CAP CRP 4.75% 06/01/21 VENTAS REALTY LP/CAP CRP 3.25% 08/15/22 VENTAS REALTY LP/CAP CRP 4.25% 03/01/22 Vectren Utility Holdings 5.250% NTS 08/01/13 VECTREN UTIL HLDGS INC SR NT 5.45% 12/01/15 Vectren Utility Holdings 5.750% NTS 08/01/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded

$111.210 04 Oct 2011

$117.020 24 May 2012 $106.010 01 Dec 2011 $147.300 26 May 2011 $102.260 30 Dec 2011 $106.000 16 Jul 2012 $104.500 10 Jul 2012 $109.000 14 Sep 2012 $114.000 18 Aug 2011

$105.050 01 May 2012

$107.450 09 Aug 2011

$116.970 26 Oct 2011

$102.900 15 Jul 2011

$37.000 28 Nov 2012 $102.730 21 Mar 2012

VVC/29 VVC/35 VVC/36 VVC/39 VZ/13A VZ/13C VZ/13D VZ/13E VZ/13F VZ/13G VZ/13 VZ/14 VZ/15 VZ/16A VZ/16 VZ/18A VZ/18 VZ/19 VZ/21 VZ/22A VZ/22 VZ/23A VZ/23B VZ/23 VZ/27A VZ/27 VZ/28A VZ/28B VZ/28C VZ/28D VZ/28E VZ/28F VZ/28G VZ/28 VZ/29A VZ/29B VZ/29C VZ/29D VZ/29 VZ/30A VZ/30 VZ/31A VZ/31B

SOUTHERN IND GAS & ELEC CO SR NT 6.72% 08/01/29 Vectren Utility 6.1% SR NTS 12/1/35 VECTREN UTIL HLDGS INC NT 5.95% 10/01/36 VECTREN UTIL HLDGS INC SR NT 6.25% 04/01/39 Verizon New England Inc 4.750% SER C 10/01/13 Verizon Virginia 4.625% DEBS 03/15/13 Called for Redemption New York Telephone 7% DEBS 5/1/13 New York Telephone 7% DEBS 6/15/13 ALLTEL CORP DEB 6.5% 11/01/13 VERIZON WIRELESS CAP LLC SR NT 7.375% 11/15/13 Verizon Global Funding Co 4.375% NTS 06/01/13 VERIZON WIRELESS CAP LLC SR NT 5.55% 02/01/14 Verizon Global Funding Co 4.9% NTS 9/15/15 ALLTEL CORP DEB 7% 03/15/16 Verizon Communications 5.55% NTS 2/15/16 VERIZON WIRELESS CAP LLC SR NT 8.5% 11/15/18 GTE CORP DEB 6.84% 04/15/18 DIAMOND STATE TEL CO DEB PUT 8.375% 09/15/19 GTE CORP DEB 8.75% 11/01/21 CHESAPEAKE & POTOMAC TEL CO VA DEB 7.875% 01/15/22 New Jersey Bell Tel 8% DEBS 6/1/22 CHESAPEAKE & POTOMAC TEL CO MD DEB 7.15% 05/01/23 DIAMOND STATE TEL CO DEB 7% 12/01/23 New York Telephone 6.7% DEBS 11/1/23 GTE CALIF INC DEB-F MBIA 27 05/15/27 Verizon California Inc 6.750% SR NTS 05/15/27 Verizon North Inc 6.730% SR NTS 02/15/28 New York Telephone 6.500% DEB 04/15/28 GTE FLA INC DB-E MBIA6.86% 02/01/28 GTE NORTH INC DEB-G MBIA 28 02/15/28 ALIANT COMMUNICATIONS INC NT 6.75% 04/01/28 GTE CORP DEB 6.94% 04/15/28 BELL ATLANTIC-PENNSYLVANIA INC DEB 6% 12/01/28 Verizon Florida Inc 6.860% SR NTS 02/01/28 New Jersey Bell Tel 7.85% DEBS 11/15/29 ALLTEL CORP DEB 6.8% 05/01/29 CHESAPEAKE & POTOMAC TEL CO VA DEB 8.375% 10/01/29 CHESAPEAKE & POTOMAC TEL CO MD DEB PUT 8% 10/15/29 New England Tel & Tel 7.875% DEBS 11/15/29 Verizon Global Funding Co 7.750% NTS 12/01/30 Bell Telephone of PA 8.350% DEB 12/15/30 GTE Southwest Inc 8.500% 1ST 11/15/31 CHESAPEAKE & POTOMAC TEL CO MD DEB 8.30% 08/01/31

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $124.500 04 Jan 2012 $120.720 13 Sep 2011 $113.470 23 Sep 2011 $131.790 25 Jul 2011 $122.620 03 Jan 2012 $110.500 11 Oct 2011 $105.210 12 Aug 2011

$105.630 23 Sep 2011

VZ/31C VZ/31 VZ/32A VZ/32B VZ/32 VZ/33A VZ/33 VZ/35 VZ13A VZ13 VZ14A VZ14 VZ15 VZ16A VZ16 VZ17A VZ17 VZ18A VZ18B VZ18 VZ19 VZ21A VZ21 VZ22 VZ37 VZ38A VZ38 VZ39A VZ39 VZ41A VZ41 VZ42 WAB/13 WAG13 WAG15 WAG17 WAG19 WAG22 WAG42 WAL15 WBK13A

DIAMOND STATE TEL CO DEB 8.625% 10/15/31 Bell Telephone of PA 8.750% DEB 08/15/31 Verizon NY Inc. 7.375% debs 4/1/32 ALLTEL CORP SR NT 7.875% 07/01/32 Verizon Global Funding Co 7.750% NTS 06/15/32 New York Telephone 7% DEBS 12/1/33 Verizon Maryland Inc 5.125% SER B 06/15/33 Verizon Global Funding Co 5.85% NTS 9/15/35 Verizon Communications 5.25% NTS 4/15/13 Verizon Communications 4.35% NTS 2/15/13 Called for Redemption VERIZON COMMUNICATIONS 1.25% 11/3/14 VERIZON COMMUNICATIONS 1.95% SR NTS 03/28/14 VERIZON COMMUNICATIONS 0.7% 11/02/15 VERIZON COMMUNICATIONS 2.0% 11/01/16 VERIZON COMMUNICATIONS 3.0 SR NTS 04/01/16 VERIZON COMMUNICATIONS 1.1% 11/01/17 Verizon Communications 5.5% NTS 4/1/17 Verizon Communications 6.1% NTS 4/15/18 Verizon Communications 8.75% SR NTS 11/1/18 Verizon Communications 5.5% NTS 2/15/18 VERIZON COMMUNICATIONS 6.35% SR NTS 04/01/19 VERIZON COMMUNICATIONS 3.5% 11/1/21 VERIZON COMMUNICATIONS INC. 4.6% SR NTS 04/01/21 VERIZON COMMUNICATIONS 2.45% 11/01/22 Verizon Communications 6.25% NTS 4/1/37 Verizon Communications 6.9% NTS 4/15/38 Verizon Communications 6.4% NTS 2/15/38 VERIZON COMMUNICATIONS 7.35% SR NTS 04/01/39 Verizon Communications 8.95% SR NTS 3/1/39 VERIZON COMMUNICATIONS 4.75% 11/1/41 VERIZON COMMUNICATIONS 6.0% SR NTS 04/01/41 VERIZON COMMUNICATIONS 3.85% 11/01/2042 WESTINGHOUSE AIR BRAKE CO NEW SR NT 6.875% 07/31/13 Walgreen Co. 4.875% NTS 8/1/13 WALGREEN CO 1% 03/13/15 WALGREEN CO 1.8% 09/15/17 WALGREEN CO 5.25% SR NTS 01/15/2019 WALGREEN CO 3.1% 09/15/22 WALGREEN CO 4.4% 09/15/42 WESTERN ALLIANCE BANCORP 10.0% SR NTS 09/01/15 WESTPAC BKG CORP FIXED RT NT 1.85% 12/09/2013

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $100.950 16 Aug 2011 $108.510 10 Aug 2011 $101.430 12 Oct 2012 $119.860 28 Oct 2011 $128.590 13 Dec 2011 $136.720 30 Nov 2012 $135.260 28 Oct 2011 $155.080 06 Dec 2011 $116.150 04 Oct 2012 $124.600 01 Nov 2011 $115.320 13 Dec 2011 $125.370 09 Oct 2012 $139.990 27 Nov 2012 $120.790 14 Nov 2012 $120.340 13 Dec 2011 $100.070 23 Nov 2011 $119.110 02 Oct 2012 $104.610 19 Oct 2012 $104.990 09 Nov 2011 $100.360 06 Jan 2012 $107.130 27 Jul 2011 $117.230 19 Oct 2011 $139.740 08 Aug 2011

WBK13 WBK15A WBK15B WBK15C WBK15 WBK18 WBK19 WBS14 WCC/17 WCC/29

WEC/13A WEC/13 WEC/14 WEC/15A WEC/15 WEC/19 WEC/21 WEC/28 WEC/33 WEC/35 WEC/36 WEC/95 WEC33 WES21 WF/15 WFC/13A WFC/13B WFC/13 WFC/14A WFC/14B WFC/14C WFC/14 WFC/15A WFC/15B WFC/15 WFC/16A WFC/16 WFC/17A WFC/17 WFC/18 WFC/23 WFC/25A WFC/25B WFC/25

WESTPAC BKG CORP FIXED RT GLOBAL NT 2.1% 08/02/2013 WESTPAC BKG CORP FIXED RT GLOBAL NT 3% 08/04/2015 WESTPAC BKG CORP FIXED RT NT 3% 12/09/2015 Westpac Banking Corp. 1.125% 09/25/15 WESTPAC BKG CORP SR NT 4.2% 02/27/15 Westpac Banking Corp 4.625% SUB NTS 06/01/18 WESTPAC BKG CORP SR NT 4.875% 11/19/19 Webster Financial Corp 5.125% SR NTS 04/15/14 WESCO DISTR INC SR SB NT 7.5% 10/15/17 WESCO INTERNATIONAL, INC. 6.0% CONVERTIBLE SR DEBENTURES DUE 09/15/16 WISCONSIN GAS CO DEB 6.6% 09/15/13 Wisconsin Electric 4.5% DEBS 5/15/13 Wisconsin Electric 6% NTS 4/1/14 WISCONSIN GAS CO DEB 5.2% 12/01/15 WISCONSIN ELEC PWR 6.25% NOTES 12/01/15 WISCONSIN ELEC POWER 4.25% SR NTS 12/15/19 WISC ELEC POWER 2.95% SR NTS 09/15/21 Wisconsin Electric 6.5% BDS 6/1/28 Wisconsin Electric 5.625% DEBS 5/15/33 WISCONSIN GAS LLC DEB 5.9% 12/01/35 Wisconsin Electric 5.7% BDS 12/1/36 Wisconsin Electric 6.875% DEBS 12/1/95 Wisconsin Energy Corp 6.200% SR NTS 04/01/33 Western Gas Partners 5.375% 06/01/21 WOORI BK GLOBAL MTN BK FR 7% 02/02/2015 Wachovia Corp. 5.5% SR NTS 5/1/13 SOUTHTRUST BK BIRMGHAM SUB MTN FR 4.75% 03/01/2013 Wachovia Corp 5.7% NTS 8/1/2013 Wachovia Corp 5.250% SUB NTS 08/01/14 SOUTHTRUST CORP SUB NT 5.8% 06/15/14 WACHOVIA BK NATL ASSN MTN SUB FR 4.8% 11/01/2014 Wachovia Corp 4.875% SUB NTS 02/15/14 WACHOVIA BK NATL ASSN MTN SUB FR 4.875% 02/01/2015 Wells Fargo Bank NA 4.75% 02/09/15 WACHOVIA BK NATL ASSN MTN SUB FR 5% 08/15/2015 WACHOVIA BK NATL ASSN MTN SUB CALL 5.6% 03/15/16 Wachovia Corp 5.625% NTS 10/15/2016 WACHOVIA BK NATL ASSN MTN SUB FR 6% 11/15/2017 Wachovia Corp 5.75% NTS 6/15/17 Wachovia Corp 5.75% SR NTS 2/1/18 NORWEST CORP SUB DEB 6.65% 10/15/23 SOUTHTRUST BK BIRMGHAM SUB MTN PUT 7.69% 05/15/2025 SOUTHTRUST BK ATLANTA SUB MTN PUT 7.74% 05/15/2025 Wachovia Corp 6.605% notes 10/1/2025

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE

$100.900 14 Oct 2011 $100.170 23 Nov 2011

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $106.790 21 Mar 2012 $105.000 22 Sep 2011

$108.290 03 Aug 2011

$108.230 15 Dec 2011

$112.050 28 Jul 2011 $120.220 02 Oct 2012 $121.260 09 Oct 2012

WFC/27A WFC/27 WFC/28A WFC/28 WFC/35A WFC/35B WFC/35 WFC/36A WFC/36B WFC/36C WFC/37 WFC/38 WFC/86 WFC/TP WFC13A WFC13 WFC14A WFC14C WFC14 WFC15 WFC16A WFC16 WFC17 WFC21 WFC22 WFC35 WFT13A WFT13 WFT16 WFT17 WFT18 WFT19 WFT20 WFT22 WFT36 WFT37 WFT38 WFT39 WFT40 WFT42 WGL26A

NORWEST CORP MEDTERM NTS BK EN FR 6.75% 12/15/27 SOUTHTRUST BK BIRMGHAM SUB MTN FR 6.565% 12/15/27 SOUTHTRUST BK BIRMGHAM SUB MTN PUT 6.125% 01/09/2028 1ST UN NATL BK CHARLOTTE MTNBE FR 6.5% 12/01/2028 First Union Corp 7.5% SUB DEBS 4/15/35 First Union Corp 6.55% SUB DEBS 10/15/35 Wachovia Corp 5.5% notes 8/1/2035 1ST UN NATL BK JACKSONVI MTNBE FR 6.18% 02/15/2036 1ST UN NATL BK CHARLOTTE MTNBE PUT 6.18% 02/22/2036 1ST UN NATL BK CHARLOTTE MTNBE PUT 6.919% 12/15/2036 WACHOVIA BK NATL ASSN MTN SUB FR 5.85% 02/01/2037 WACHOVIA BK NATL ASSN MTN SUB FR 6.6% 01/15/2038 WELLS FARGO CAP X CAP SEC 5.95% 12/01/86 WACHOVIA CAPITAL TRUST III 5.80 Wells Fargo 4.375% SR NTS 1/31/13 Wells Fargo & Co 4.950% SUB NTS 10/16/13 Wells Fargo & Co 4.625% SUB NTS 4/15/14 WELLS FARGO CO MTN BE SR NT 3.75% 10/01/14 Wells Fargo & Co 5.000% SUB NTS 11/15/14 WELLS FARGO & COMPANY 3.625% SR NTS 04/15/15 Wells Fargo & Company 2.625% 12/15/16 Wells Fargo & Co. 5.125% NTS 9/15/16 Wells Fargo 5.625% SR NTS 12/11/17 Wells Fargo & Company 4.60% NTS 04/01/21 WELLS FARGO CO 3.50% SR NTS 03/08/22 Wells Fargo & Co. 5.375% NTS 2/7/35 Weatherford International 5.15% GTD NTS 3/15/13 Weatherford International 4.95% NTS 10/15/13 Weatherford International 5.5% SR NTS 2/15/16 Weatherford International 6.35% GTD NTS 6/15/17 Weatherford International 6% GTD NTS 3/15/18 WEATHERFORD INTL LTD 9.875% 03/01/19 WEATHERFORD INTL LTD 5.125% 09/15/20 WEATHERFORD INTL LTD 4.50% 04/15/22 Weatherford International 6.5% SR NTS 8/1/36 Weatherford International 6.8% GTD NTS 6/15/37 Weatherford International 7% GTD NTS 3/15/38 WEATHERFORD INTL LTD 9.875% 03/01/39 WEATHERFORD INTL 6.75% 09/15/40 WEATHERFORD INTL LTD 5.95% 04/15/42 WASHINGTON GAS LT CO MTNS BE PUT 6.63% 10/23/26

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Structured Products Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $113.630 22 Aug 2011 $108.520 15 Aug 2011 $106.610 07 Nov 2012 $105.570 21 Jul 2011 $109.610 04 Jan 2012 $106.050 13 Sep 2011 $106.700 26 Sep 2012 $104.110 28 Nov 2011 $103.500 04 May 2012 $108.110 20 Jul 2011 $116.000 21 May 2012 $115.960 03 Oct 2012 $107.940 30 Nov 2012 $101.200 01 Dec 2011 $112.160 07 Oct 2011

$106.440 02 Aug 2011

WGL26 WGL28A WGL36A WGL40 WHR/14 WHR/15 WHR13 WHR16A WHR16 WHR21 WHR22 WLK22 WLL14 WLL18 WLP14A WLP14 WLP16 WLP17A WLP17 WLP19 WLP20 WLP21 WLP22 WLP34 WLP36 WLP37 WLP40 WLP42 WM/17 WM/26 WM/28 WM14 WM15 WM16 WM18 WM19 WM20 WM21 WM29 WM32 WM39 WMB/16A WMB/16 WMB/17 WMB/18A WMB/18

WASHINGTON GAS LT CO MTNS BE PUT 6.82% 10/09/26 WASHINGTON GAS LT CO MTNS BE FR 6.72% 02/15/28 WASHINGTON GAS LT CO MTNS BE CALL5.781% 03/15/36 WASHINGTON GAS LIGHT CO. 5.2% SR NTS 12/3/40 Maytag Corp 6.45% MTNs 8/15/14 Maytag Corp. 5% MTNs 5/15/15 Whirlpool Corp. 5.5% MTNs 3/1/13 Whirlpool Corp 7.75% DEBs 7/15/16 Whirlpool Corp 6.5% SR NTS 6/15/16 WHIRLPOOL CORP 4.85% NTS 06/15/21 WHIRLPOOL CORP 4.70% 06/01/22 Westlake Chemical Corporation 3.60% 07/15/22 Whiting Petroleum 7% GTD NTS 2/1/14 WHITING PETROLEUM CORP 6.50% 10/1/18 WELLPOINT INC NT 5% 12/15/14 WELLPOINT INC 6.0% NTS 02/15/14 Wellpoint Inc. 5.25% NTS 1/15/16 Wellpoint, Inc. 2.375% 02/15/17 Wellpoint Inc. 5.875% NTS 6/15/17 WELLPOINT INC. 7.0% 02/15/19 WELLPOINT INC. 4.35% SR NTS 08/15/20 Wellpoint, Inc. 3.7% 08/15/21 WELLPOINT INC. 3.125% 05/15/22 WELLPOINT INC NT 5.95% 12/15/34 Wellpoint Inc. 5.85% NTS 1/15/36 Wellpoint Inc. 6.375% NTS 6/15/37 WELLPOINT INC. 5.8% SR NTS 08/15/40 WELLPOINT INC. 4.625% 05/15/42 USA Waste 7.125% SR NTS 12/15/17 WMX TECHNOLOGIES INC SR NT 7.1% 08/01/26 USA Waste 7% SR NTS 7/15/28 Waste Management Inc 5.000% SR NTS 03/15/14 WASTE MANAGEMENT 6.375% 03/11/15 WASTE MANAGEMENT 2.6% 09/01/16 Waste Management 6.1% GTD NTS 3/15/18 WASTE MANAGEMENT INC 7.375% 03/11/19 WASTE MGMT INC DEL GTD SR NT FIXED RT 4.75% 06/30/2020 WASTE MANAGEMENT 4.6% NTS 03/01/21 Waste Management Inc 7.375% GTD NTS 5/15/29 Waste Management Inc 7.750% SR NTS 05/15/32 WASTE MGMT INC DEL SR NT 6.125% 11/30/39 NORTHWEST PIPELINE CORP SR NT 7% 06/15/16 Transcontinental Gas Pipe 6.4% SR NTS 4/15/16 NORTHWEST PIPELINE CORP SR NT 5.95% 04/15/17 NORTHWEST PIPELINE GP SR NT 6.05% 06/15/18 TRANSCONTINENTAL GAS PIPE LINE SR NT 6.05% 06/15/18

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $115.520 12 Jul 2011 $125.250 15 Aug 2011 $102.570 27 Apr 2011 $103.790 27 Jul 2011

$103.500 21 Oct 2011

$112.330 10 Jan 2012 $100.010 09 Nov 2011

WMB/25 WMB/26A WMB/26 WMB19 WMB20 WMB21A WMB21 WMB31A WMB31 WMB32 WMT13A WMT13B WMT13C WMT13 WMT14A WMT14B WMT14 WMT15A WMT15B WMT15C WMT15 WMT16 WMT17 WMT18 WMT19 WMT20A WMT20 WMT21 WMT23 WMT27 WMT30 WMT35 WMT37 WMT38 WMT40A WMT40B WMT40 WMT41 WOR20 WPI14 WPI19 WPO19

NORTHWEST PIPELINE CORP DEB 7.125% 12/01/25 Transcontinental Gas Pipe 7.25% DEBS 12/1/26 Transcontinental Gas Pipe 7.08% DEBS 7/15/26 Williams Companies 7.625% SR NTS 7/15/19 WILLIAMS COMPANIES INC DEB 10.25% 07/15/2020 WILLIAMS COMPANIES INC DEB 9.375% 11/15/2021 Williams Companies 7.875% SR NTS 9/1/21 Williams Companies 7.75% SR NTS 6/15/31 Williams Companies 7.5% DEBS 1/15/31 Williams Companies 8.75% NTS 3/15/32 Wal Mart Stores Inc 7.25% DEBS 06/01/13 Wal-Mart Stores 4.25% SR NTS 4/15/13 WAL-MART STORES INC. .75% SR NTS 10/25/13 Wal Mart Stores Inc 4.550% NTS 05/01/13 WAL MART STORES INC NT 3.2% 05/15/14 Wal-Mart Stores, Inc. 1.625% SR NTS 04/15/14 WAL MART STORES INC NT 3% 02/03/14 WAL MART STORES INC NT 2.875% 04/01/15 WAL-MART STORES INC. 1.50% SR NTS 10/25/15 WAL-MART STORES INC FIXED RATE NTS 2.25% 07/08/2015 Wal Mart Stores Inc 4.5% NTS 7/1/2015 Wal-Mart Stores, Inc. 2.80% SR NTS 04/15/16 Wal-Mart 5.375% NTS 4/5/17 Wal-Mart Stores 5.8% NTS 2/15/18 WAL MART STORES INC NT 4.125% 02/01/19 WAL-MART STORES INC FIXED RT NTS 3.625% 07/08/2020 WAL-MART STORES 3.25% SR NTS 10/25/20 Wal-Mart Stores, Inc. 4.25% SR NTS 04/15/21 Wal Mart Stores Inc 6.750% DEB 10/15/23 Wal-Mart 5.875% NTS 4/5/27 Wal Mart Stores Inc 7.550% NTS 02/15/30 Wal Mart Stores Inc 5.25% NTS 9/1/2035 Wal-Mart Stores 6.5% NTS 8/15/37 Wal-Mart Stores 6.2% SR NTS 4/15/38 WAL-MART STORES INC. 5.0% SR NTS 10/25/40 WAL-MART STORES INC FIXED RT NT 4.875% 07/08/2040 WAL MART STORES INC SR NT 5.625% 04/01/40 Wal-Mart Stores, Inc. 5.625% SR NTS 04/15/41 WORTHINGTON INDS INC SR NT 6.5% 04/15/20 WATSON PHARMACEUTICALS INC NT 5% 08/15/14 WATSON PHARMACEUTICALS INC NT 6.125% 08/15/19 WASHINGTON POST 7.25% NTS 02/01/19

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $122.280 14 Nov 2012 $123.900 08 Dec 2011 $133.730 01 Oct 2012 $119.250 13 Oct 2011 $130.000 26 May 2011 $112.130 29 Nov 2011 $142.510 06 Jul 2012 $123.270 30 Nov 2011 $114.050 17 May 2012 $106.370 30 Aug 2011 $98.410 30 Jun 2011 $104.300 26 Apr 2012 $112.190 13 Dec 2011 $107.170 09 Nov 2011 $120.030 16 Oct 2012 $124.230 26 Sep 2012 $112.240 19 Dec 2011 $109.420 30 Dec 2011 $110.310 04 Oct 2012 $109.650 31 Aug 2011 $124.770 20 Oct 2011 $120.000 20 Jul 2011 $116.750 10 Feb 2012 $129.500 05 Jul 2011

$100.170 07 Sep 2011 $107.130 16 Jun 2011 $105.990 31 Oct 2011

WPZ15 WPZ17 WPZ20A WPZ20 WPZ21 WPZ22 WPZ40 WR14 WR17 WR18 WR42 WRB13 WRB15 WRB19A WRB19 WRB20 WRB22A WRB22 WRB37 WRE13 WRE14 WRE15 WRE20 WRE22 WRE28 WRI22 WSH15 WSH16 WSH17 WSH21 WTM/13A WU14 WU16 WU18 WU20 WU36 WU40 WY/13A WY/13 WY/18 WY/21 WY/26A

WILLIAMS PARTNERS L P SR NT 3.8% 02/15/2015 Williams Partners 7.25% GTD NTS 2/1/17 WILLIAMS PARTNERS L P SR NT FIXED RT 4.125% 11/15/2020 WILLIAMS PARTNERS L P SR NT 5.25% 03/15/2020 WILLIAMS PARTNER 4.0% SR NTS 11/15/21 WILLIAMS PARTNERS LP 3.35% 08/15/22 WILLIAMS PARTNERS LP 6.3% SR NTS 04/15/40 Westar Energy Inc 6.000% 1ST 07/01/14 Westar Energy Inc 5.150% 1ST 01/01/17 WESTAR ENERGY INC. 8.625% 1st Mtg 12/01/18 WESTAR ENERGY INC 4.125% 03/01/42 Berkley (WR) Corp 5.875% SR NTS 02/15/13 Berkley (WR) Corp 5.600% SR NTS 05/15/15 BERKLEY W R CORP SR NT 7.375% 09/15/19 Berkley (WR) Corp 6.150% SR NTS 08/15/19 BERKLEY W R CORP SR NT 5.375% 09/15/2020 BERKLEY (WR) CORPORATION 4.625% SR NTS 03/15/22 Berkley (WR) Corp 8.700% DEB 01/01/22 Berkley (WR) Corp 6.25% SR NTS 2/15/37 Washington REIT 5.125% SR NTS 03/15/13 Washington REIT 5.250% SR NTS 01/15/14 WASHINGTON REAL ESTATE INVT TR SR NT 5.35% 05/01/15 WASHINGTON REIT 4.95% SR NTS 10/01/20 WASHINGTON REIT 3.95% 10/15/2022 WASHINGTON REAL EST INV TR MTN FR 7.25% 02/25/28 Weingarten Realty Investors 3.375% 10/15/22 Willis NA Inc. 5.625% GTD NTS 7/15/15 Willis Group Holdings 4.125% 03/15/16 Willis NA Inc. 6.2% GTD NTS 3/28/17 Willis Group Holdings 5.75% 03/15/21 ONEBEACH US HOLDINGS 5.875% 05/15/13 Called for Redemption WESTERN UNION CO 6.50% SR NTS 02/26/14 Western Union 5.93% GTD NTS 10/1/16 WESTERN UNION CO 3.65% SR NTS 08/22/18 WESTERN UN CO SR NT 5.253% 04/01/2020 Western Union 6.2% SR NTS 11/17/36 WESTERN UNION CO 6.2% SR NTS 06/21/40 WILLAMETTE INDS INC MTN BE FR 7.125% 07/22/13 WILLAMETTE INDS INC MTN BE FR 7.18% 07/08/13 WILLAMETTE INDS INC DEB 7% 02/01/18 WILLAMETTE INDS INC DEB 9% 10/01/21 MACMILLAN BLOEDEL LTD DEB 7.7% 02/15/26

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $103.000 28 Oct 2011 $106.710 23 Apr 2012 $113.650 28 Jul 2011 $110.250 09 Apr 2012 $110.020 03 Aug 2012 $122.360 16 Dec 2011

WY/26B WY/26 WY13A WY13 WY17 WY19 WY23 WY25A WY25 WY27 WY32 WY33 WYN14 WYN16 WYN17 WYN18 WYN20 WYN21 WYN22 X17 X18 X20 X22 X37 XCJ17 XCO18 XEC22 XEL/13 XEL/14 XEL/16 XEL/18A XEL/18B XEL/18 XEL/20 XEL/22 XEL/25 XEL/33 XEL/36A XEL/36 XEL/37 XEL/38A XEL/38 XEL/41

WILLAMETTE INDS INC DEB 7.85% 07/01/26 Willamette Industries 7.35% debs 7/1/26 Weyerhaeuser Co 7.250% DEB 07/01/13 Weyerhaeuser Co 7.500% DEB 03/01/13 Weyerhaeuser Co 6.95% due 8/1/2017 WEYERHAEUSER CO SR NT 7.375% 10/01/19 Weyerhaeuser Co 7.125% DEB 07/15/23 Weyerhaeuser Co 7.950% DEB 03/15/25 Weyerhaeuser Co 8.500% DEB 01/15/25 Weyerhaeuser Co 6.950% DEB 10/01/27 Weyerhaeuser Co 7.375% DEB 03/15/32 Weyerhaeuser Co 6.875% DEB 12/15/33 WYNDHAM WORLDWIDE CORP NT 9.875% 05/01/14 WYNDHAM WORLDWIDE CORP NT 6% 12/01/16 WYNDHAM WORLWIDE 2.95% SR NTS 03/01/17 WYNDHAM WORLWIDE 5.75% SR NTS 02/01/18 WYNDHAM WORLDWIDE CORP SR NT 7.375% 03/01/20 WYNDHAM WORLDWIDE 5.625% SR NTS 03/01/21 WYNDHAM WORLDWIDE 4.25% SR NTS 03/01/22 US Steel 6.05% SR NTS 6/1/17 UNITED STATES STL CORP SR NT 7% 02/01/18 UNITED STATES STL CORP NEW SR NT 7.375% 04/01/20 US STEEL CORP 7.50% SR NTS 03/15/22 US STEEL 6.65% SR NTS 06/01/37 XCEL ENERGY INC NT 5.613% 04/01/17 EXCO RES INC GTD SR FIXED RT NT 7.5% 09/15/2018 CIMAREX ENERGY CO. 5.875% 05/01/22 Public Service of Colorado 4.875% 1st Mtg 3/1/13 Public Service of Colorado 5.5% 1st Mtg 4/1/14 Southwestern Public Service 5.6% SR NTS 10/1/16 Public Service Colorado 5.8% 1st MTG 8/1/18 SOUTHWESTERN PUBLIC SERV 8.75% SR NTS 12/1/18 Northern States Power MN 5.25% 1st Mtg 3/1/18 PUBLIC SERVICE COLORADO 3.2% 11/15/20 PUBLIC SERVICE COLORADO 2.25% 09/15/22 Northern States Pwr (MN) 7.125% 1ST 07/01/25 Southwestern Public Service 6% BDS 10/1/33 Northern States Pwr (MN) 6.25% BDS 06/01/36 Southwestern Public Service 6% SR NTS 10/1/36 Public Service of Colorado 6.25% 1st mtg 9/1/37 Northern States Power 6.375% 1st MTG NTS 9/1/38 Public Service Colorado 6.5% 1st MTG 8/1/38 SOUTHWESTERN PUBLIC SERV 4.50% 08/15/41

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded $110.680 02 Mar 2011 $99.750 19 Jul 2012 $102.130 06 Sep 2012 $97.700 26 Jul 2012 $99.000 30 Aug 2012 $87.500 07 Nov 2012 $120.500 09 May 2012 $107.000 02 Apr 2012

$115.130 17 Aug 2011

$108.740 03 Aug 2012 $128.070 08 Nov 2012 $115.000 25 Jan 2012 $113.880 05 Apr 2012

$100.000 08 Jun 2011

XEL/42A XEL/42 XEL20 XEL36B XEL41 XL14 XL21 XL24 XL27 XOM/21 XOM13A XOM13B XOM13 XOM14 XOM15A XOM15 XOM16 XOM17 XOM18A XOM18 XOM36 XOM37 XOM38 XRX/15 XRX13A XRX14 XRX15 XRX16A XRX16 XRX17 XRX18 XRX19 XRX21 XRX39 Y20 Y22 YPF28 YUM15 YUM16 YUM18 YUM19 YUM20 YUM21 YUM37 ZB-A14A ZB-A14B ZB-A14 ZB-A15A ZB-A15B ZB-A15C

NORTHERN STATES PWR-WISC 3.7% 10/1/42 PUBLIC SERVICE COLORADO 3.6% 09/15/42 XCEL ENERGY INC FIXED RT SR NT 4.7% 05/15/2020 Xcel Energy 6.5% SR NTS 7/1/36 XCEL ENERGY INC. 4.8% SR NTS 09/15/41 XL Capital LTD 5.25% due 9/15/14 XL GROUP LTD. 5.75% 10/01/21 XL Capital 6.375% SR NTS due 11/15/24 XL Capital 6.25% SR NTS due 5/15/27 Mobil Corp 8.625% GTD NTS 8/15/21 XTO Energy 4.625% SR NTS 6/15/13 XTO Energy 5.75% SR NTS 12/15/13 XTO Energy Inc 6.250% SR NTS 04/15/13 XTO Energy Inc 4.900% SR NTS 02/01/14 XTO Energy Inc 5% SR NTS 01/31/15 XTO Energy Inc 5.300% SR NTS 06/30/15 XTO Energy Inc 5.65% SR NTS 04/1/16 XTO Energy 6.25% SR NTS 8/1/17 XTO Energy 6.5% NTS 12/15/18 XTO Energy 5.5% SR NTS 6/15/18 XTO Energy Inc 6.1% SR NTS 04/1/36 XTO Energy 6.75% SR NTS 8/1/37 XTO Energy 6.375% SR NTS 6/15/38 AFFILIATED COMPUTER SERVICES SR NT 5.2% 06/01/15 Xerox Corp. 5.65% SR NTS 5/15/13 XEROX CORP 8.25% SR NTS 05/15/14 XEROX CORP SR NT 4.25% 02/15/15 Xerox Corp 7.2% DEBS 4/1/16 Xerox Corp 6.4% SR NTS 3/15/16 Xerox Corp 6.75% NTS 2/1/17 Xerox Corp. 6.35% SR NTS 5/15/18 XEROX CORP SR NT 5.625% 12/15/19 XEROX CORP 4.50% SR NTS 05/15/21 XEROX CORP SR NT 6.75% 12/15/39 ALLEGHANY CORP 5.625% SR NTS 09/15/20 Alleghany Corporation 4.95% 06/27/22 YPF SOCIEDAD ANONIMA NT 10% 11/02/2028 YUM! BRANDS INC 4.25% SR NTS 09/15/15 Yum! Brands 6.25% SR NTS 4/15/16 Yum Brands! 6.25% SR NTS 3/15/18 YUM! BRANDS INC 5.3% SR NTS 09/15/19 YUM! BRANDS INC 3.875% SR NTS 11/01/20 YUM! BRANDS INC 3.75 11/01/21 Yum Brands! 6.875% SR NTS 11/15/37 ZIONS BANCORPORATION SB NT 5.65% 05/15/14 ZIONS BANCORPORATION SR NT 7.75% 09/23/14 ZIONS BANCORPORATION SB NT 5.65% 05/15/14 ZIONS BANCORPORATION SUB NT 5.5% 11/16/15 ZIONS BANCORPORATION SB NT 5.5% 11/16/15 ZIONS BANCORPORATION 6.000% NTS 09/15/2015

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Foreign issuer - US Corporate Bonds Foreign issuer - US Foreign issuer - US Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded NYSE Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded Traded NYSE $100.250 05 Jan 2012 $114.340 12 May 2011 $107.770 14 Jul 2011 $109.250 30 Apr 2012

$104.260 21 Nov 2011 $112.500 05 Jan 2012 $112.650 09 Dec 2011 $109.560 19 Dec 2011 $101.680 05 Dec 2011

$99.360 18 Jul 2011

$110.440 12 Apr 2011

$105.380 12 Oct 2011

ZB-A15D

ZB-A15 ZMH14 ZMH19 ZMH21 ZMH39 ZQK15 ZZ/14

Zions Bancorporation 3.50% Senior Medium-Term Notes due September 15, 2015 ZIONS BANCORPORATION SUB NT 6% 09/15/15 ZIMMER HOLDINGS 1.4% SR NTS 11/30/14 ZIMMER HLDGS INC NT 4.625% 11/30/19 ZIMMER HOLDINGS INC. 3.375% SR NTS 11/30/21 ZIMMER HLDGS INC NT 5.75% 11/30/39 QUIKSILVER INC SR NT 6.875% 04/15/2015 SEALY MATTRESS CORP SR SUB NTS 06/15/14

Corporate Bonds

NYSE

Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds Corporate Bonds

Traded Traded Traded Traded Traded Traded NYSE $98.500 31 May 2012 $97.500 13 Dec 2011

*There are three broad categories of securities that trade on the NYSE Bonds and NYSE Amex Bonds platforms: NYSE issues, NYSE Amex issues and Traded Issues. "NYSE" Listed refers to debt securities which have been the subject of a listing application filed with the NYSE by the issuer, the approval and continued listing of which is conditioned upon meeting specified criteria. "NYSE Amex" Listed refers to debt securities which have been the subject of a listing application filed with NYSE Amex (formerly the American Stock Exchange) by the issuer, the approval and continued listing of which is conditioned upon meeting specified criteria. "Traded" refers to debt securities, which the NYSE has determined to admit to trading on the facilities of the Exchange, without the issuer having listed those securities on the NYSE. "Traded" securities trade only on the NYSE Bonds platform.