| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| CMO MELLON RESDNTL FDG CORP 2002-TBC2 | 7,874 | 7,874 |
| CWABS INC 2004-B REVOLVING HOME EQUITY LN | 3,325 | 3,325 |
| TELLUS HOLDINGS LTD NOTE | 1,967,837 | 1,967,837 |
| TRUEGREEN MOBILITY LTD NOTE | 1,412,409 | 1,412,409 |