Portfolio Holdings (continued)
U.S. DOLLARS (continued)
Adjusted Unrealized Aomed Estimated Estimated
Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value Gain! Loss Interest Annual Income Yield
Fixed Income /in riaturq Daze Sequence)
6Asset Backed Securities
COUNTRYWIDE HOME LOANS Security Identifier 12889DYS1
SER 03-1 CL 61 4 090% 03/25/33 WE
DID 01/30103
Factor: 0.23181744 Effective Date:08/01/14
Current Face Value: 1,043,118.480
12/13/13'.3.12 4,500,000.000 93.3780 974,082.95 86.1950 899,167.69 .74,915.26 3.555.50
Original Cost Basis: $1,111,573.07
WASHINGTON MUT M TO SECS CORP 2004-RA2 Security Identifier: 939336520
M TG PASSTHRU CTF CL C-B-1 VAR RATE
6.972% 07/25133 WE DTD 06/01/04 S 8 P Rating D
Factor: 0.57776879 Effective Date:08/01/14
Current Face Value: 745,321.739
12/13/13',3,12 1,290,000.000 78.5190 510,309.83 87.0420 648,742.95 78,433.12 4,330.58
Original Cost Basis' 9638.906.71
Total Asset Backed Securities $1,544,392.78 51,547,910.54 53,517.88 57,888.08 50.00
5,790,000.000
Total Current Face Value: 1,788,500.219
Corporate Bonds
PM ORGAN CHASE & CO MEDIUM TERM NTS Security Identifier: 48120IVE4
CAMEO CONTINGENT BUFFERED EOU ITY NTS
0.000% 1011611181E DID 09/27113
12/05113 1,000,000.000 100.0000 1,000,000.00 105 0400 1,050,400.00 50.400.00 0.00
Original Cost Basis. S1.000,000.00
PETROLEOS DE VENEZUELA Security Identifier: P7807HAF2
NOTES SENIOR ISIN/XS0160546525
5.000% 10/28115 REG DTD 10/28)09 S& P Rating Bi
12/04/13'.3,12 2,500,000.000 93.6050 2.340,116,28 93.0000 2.325.000 00 -15.116 28 42.361.11 125.000.00 5.37%
Original Cost Basis: $2,250,000.00
HEADWATERS INC OTD SR NT Security Identifier: 42210PA05
7.825% 04101119 EVE DTD 03/11111
CALLABLE 04/01/15 ell 103.813 Moody Rating B2 S 8 P
Rating EM
10/22/12'.12,13 1,000,000.000 102.1670 1,021,666 69 105.5000 1,055,000.00 33,333.31 31,770 83 76,250 00 7.22%
Original Cost Basis: 51,035,000.00
EARTHLINK INC OTD SR NT FULLY EXCHANGED Security Identifier: 270321AC8
CUSIP FROM 270321AB8 8.875% 05/15/19 WE
DID 05/17/11 CALLABLE 05/15115 S& P Rating CCC+
10/22112'.3,12 400,000.000 102.8890 410,756.48 102.2500 409,000.00 -1,756.48 10,452.78 35,500 00 887%
Page Et of 20
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