| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 2000 SHS ARES CAPITAL CORP PREFERRED | ||
| 1000 SHS PROSPECT CAPITAL CORP | ||
| 1000 SHS AMERICAN INTL GROUP | ||
| 1400 SHS SATURNS JCP | 32,779 | 22,218 |
| 1500 APOLLO INVESTMENT CORP 6.875% | 33,114 | 31,737 |
| 2000 MAIDEN HOLDINGS NORTH AM LTD 7.75% | 47,313 | 41,380 |
| 2000 SLM CORP (JSM) | 40,898 | 37,160 |
| 2000 HANOVER INSURANCE GROUP INC 6,.35% | 42,516 | 41,720 |