| PRUDENTIAL CORE GOV MM F | 5.08 | 1,423,503.27 |
| US TREASURY N/ 4.875 5/26 | 4.73 | 1,300,000.00 |
| CAMELOT FINANCE 4.5 11/26 | 2.11 | 600,000.00 |
| RECV TRSWAP: IBOXHY 20MAR | 1.94 | 1,502.31 |
| US TREASURY N/ 4.375 7/26 | 1.72 | 475,000.00 |
| BAUSCH HEALTH 5.75 8/27 | 1.37 | 450,000.00 |
| SPRINGLEAF FIN 7.125 3/26 | 1.28 | 350,000.00 |
| DISH DBS CORP 5.875 11/24 | 0.97 | 275,000.00 |
| WYNN MACAU LTD 5.625 8/28 | 0.95 | 275,000.00 |
| B&G FOODS INC 8 9/28 | 0.90 | 240,000.00 |
