| BANK OF AMER CRP 4.3 7/73 | 3.18 | 2,400,000.00 |
| PRUDENTIAL CORE GOV MM FU | 3.03 | 2,257,237.28 |
| CITIGROUP INC 3.875 5/73 | 2.64 | 2,050,000.00 |
| ROYAL BK CANADA 7.5 5/84 | 2.44 | 1,750,000.00 |
| RECV TRSWAP: IBXXLLTR IND | 2.02 | 7,071.67 |
| TORONTO DOM BAN 7.25 7/84 | 1.33 | 970,000.00 |
| JPMORGAN CHASE 4 10/72 | 1.32 | 1,000,000.00 |
| RECV TRSWAP: IBXXLLTR 20D | 1.02 | 3,551.98 |
| WELLS FARGO CO 3.9 3/73 | 0.94 | 725,000.00 |
| ASP UNIFRAX HOLD 12/12/25 | 0.85 | 644,736.09 |
