oldings (continued) Date Acquired Quantity Unit Cost Fixed Income 15.00% of Portfolio (In Mammy Date Sequence) 6Asset Backed Securities GS M TG SECS CORP 2005.5F M TG PASSTHRU CTF CL 81 VAR 5.752% 06125/35 WE DTO 05101105 S8 P Rating 8. Factor: 0.79603595 Effective Date:12/01114 Current Face Value: 1,194,053

ed Date Acquired Quantity Unit Cost Cost Basis Fixed Income 1 5.0 0% of Portfolio (In Maturity Date Sequence) 'Asset Backed Securities GS M TG SECS CORP 2005.5F M TG PASSTHRU Security Identifier: 3624207X5 CTF CL 81 VAR 5.751% 06/25/35 WE DID 05/01105 St P Rating B. Factor: 0.79215926 Effective Date:02/02/1