inal 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

600,000.000 1,000,000.000 1,000,000.000 SERVICEMASTER CO SR NT - CUSIP FULLY EXCHANGED FROM OLD CUSIP 81760NAL3 8.000% 02/15/20 B/E DTD 02/13/12 Moody Rating CAA1 S & P Rating B01/24/13 *,12,13 02/25/13 *,12,13 Total Noncovered Total 440,000.000 1,000,000.000 1,440,000.000 1,440,000.000 LLOYDS TS

10128109 55 P Rating Be 12104113 %kik 2,500,000.000 90.6830 HEADWATERS INC GTD SR NT 7.625% 04101119 WE DTD 03/11/11 CALLABLE 04101115 103.813 Moody Rating B2 55 P Rating Be 10122112 1,000,000.000 102.6060 EARTHLINK INC GTD SR NT FULLY EXCHANGED CUSP FROM 270321468 8.875% 05/15/19 WE DID 05/11/11

aturity On Sequence) %Asset Backed Securities SGLOBAL MTG SECO RITIZATION LTDI GLOBAL MTG SCTZN ISINALIS378961AV83 5250% 04125132 WE DTD 04128/05 Moody Rating CM3 S & P Rating Factor: 0.36175424 Effective Date:01/02/14 Current Face Value: 2,984,472.480 12113113 '.3.12 3,078,211.000 91.9900 avant Uni

LT? 2 500 060.000 94.9150 2,372,866.32 84.9000 2,122,500.00 HEADWATERS INC GM SR NT 7.625% 04101/19 NE DID 03/11/11 CALLABLE04101/150 103.813 Moody Rating 82 St P Rating B. Original Coal Basis: 52,250,000.00 Security Identifier: 42210PAQ5 10122/12 '.12.13 1,000,000.000 101.9730 1,019,732.26 104.

overed 1,000,000.000 Total 1,000,000.000 SERVICES ASTER CO SR NT - CUSP FULLY EXCHANGED FROM OLO CUSP 81760NAL3 8.000% 02/15120 WE DTD 02113112 Moody Rating CAA1 S P Riling CCOr 01124113 'AM 1,500.000.000 1052680 Adjuded Cod Bads 0..n.,•, Pam w,. PAanair-wor Mtnets (Pt„(* G.0.9 De.ite Nom Sew

ed Income (continued) Corporate Bonds (continued) SOUTHERN CALIF EDISON CO PREF SER E 6.250% 01(17162 B/E DTD 01/17/12 CALLABLE 02/011221 100.000 Moody Rating BM1 S8 P Rating BLS 01/30!12'.3.12 3,000,000.000 991550 Adjusted Cost Basis 0ruisev Ram Pnwale Wean PAWItnall Pdanels Coon., 6 ,0‘P Market P