| US TREASURY N/ 4.875 5/26 | 4.96 | 1,300,000.00 |
| PRUDENTIAL CORE GOV MM FU | 2.76 | 734,552.51 |
| FUTURES CASH COLLATERAL | 2.27 | 603,640.00 |
| RECV TRSWAP: IBOXHY 20MAR | 2.01 | 1,502.31 |
| CAMELOT FINANCE 4.5 11/26 | 1.47 | 400,000.00 |
| BAUSCH HEALTH 5.75 8/27 | 1.37 | 450,000.00 |
| DISH DBS CORP 5.875 11/24 | 1.00 | 275,000.00 |
| WYNN MACAU LTD 5.625 8/28 | 0.98 | 275,000.00 |
| PRIME HEALTHCA 7.25 11/25 | 0.94 | 250,000.00 |
| B&G FOODS INC 8 9/28 | 0.94 | 240,000.00 |
