Portfolio Holdings (continued) Date Acquired Quantity Unit Cost Adjusted Cost Basis Market Price Market Value Fixed Income 20.00% of Portfolio (In Maturity Date Sequence) 'Asset Backed Securities COUNTRYWIDE HOME LOANS Security Identifier: 12669DYS1 SER 03.1 CL B1 4 090% 03125/33 WE OTO 01130103 Factor: 0.21613804 Effective Date:12101114 Current Face Value: 972,821.180 12113/13'.3,12 4,500000.000 93.3760 908,199.05 83.3080 810,271 25 Original Cost Basis: $1,111,573.07 WASHINGTON NUT M TG SECS CORP 2004-RA2 Security Identifier: 939338520 WIG PASSTH RU CTF CL C-B-1 VAR RATE 6.982% 07725/33 WE DID 06/01/04 S & P Rating D Factor: 0.56774322 Effective Date:12/01/14 Current Fate Value: 732,388.754 12/13/13 '.3.12 1,290,000.000 76.5190 560,413.70 85.9290 629,334.33 Original Cost Basis: $638,906.71 Total Asset Backed Securities 91,488,812.75 $1,439,605.58 5,790,000.000 Total Current Face Value : 1,705,009.934 Corporate Bonds PETROLEOS DE VENEZUELA Security Identifier: P7807HAF2 NOTES SENIOR IMO:50460546525 5.000% 10/28115 REG DID 10128109 S & P Rating B' 12/04113'.3.12 2,500,000.000 95.3590 2,383,961.71 75.5000 1,887,500.00 Original Cost Basis: $2.250.000 00 HEADWATERS INC GED SR NT Security identifier: 42210PAQS 7625% 04/01/19 WE DTD 03/11/11 CALLABLE 04101115 9 103.813 Moody Rating B1 SI P Rating B• 10/22/12',I2,13 1,000,000.000 101.9080 1,019,080.22 104.2500 1,042,500.00 Original Cost Basis $1.035,000.00 EARTHLINK INC GTD SR NT FULLY EXCHANGED Security Identifier: 270321AC8 CUSP FROM 270321A88 8 875% 05115119 WE OTD 05/17711 CALLABLE 05115115 S& P Rating CCC' 10/22112'.3.12 400,000.000 102.5300 410,121.26 98.7000 394,800.00 Original Cost Basis' 9414.000.00 10/23/12 '•2,12 600,000.000 102.3510 814,108 22 98.7000 592,200.00 Original Cost Basis. 5619,500.00 Total Noncovered 1,000,000.000 1 024 229.48 987,000.00 Total 1,000,000.000 21,024,229.48 $987,000.00 BOICAMSCSI3002? Account Num