| PRUDENTIAL CORE GOV MM FU | 7.76 | 6,677,582.43 |
| CITIGROUP INC 3.875 5/73 | 2.87 | 2,550,000.00 |
| ROYAL BK CANADA 7.5 5/84 | 2.11 | 1,750,000.00 |
| RECV TRSWAP: IBXXLLTR 20M | 1.92 | 7,587.95 |
| RECV TRSWAP: IBXXLLTR IND | 1.79 | 7,071.67 |
| JPMORGAN CHASE 4 10/73 | 1.72 | 1,500,000.00 |
| BANK OF AMER CRP 4.3 7/73 | 1.47 | 1,275,000.00 |
| AMERICAN EXPRES 3.55 9/73 | 1.44 | 1,300,000.00 |
| GOLDMAN SACHS G 3.65 2/73 | 1.43 | 1,290,000.00 |
| TORONTO DOM BAN 7.25 7/84 | 1.15 | 970,000.00 |
