| 1 | — | GOLDMAN SACHS BK USA NY CD 3% | $350K | — | $350K | 3 | 20.4% |
| 2 | — | @104.648 CVS HEALTH CORPORATION SENIOR NOTE CALLABLE | $250K | — | $250K | 1 | 14.6% |
| 3 | — | @102.089 LENNOX INTERNATIONAL INC SENIOR NOTE CALLABL | $250K | — | $250K | 1 | 14.6% |
| 4 | — | MOODY'S CORP SENIOR MED TERM NOTE CLBL M/W 2.75% 07/15/2019 | $250K | — | $250K | 1 | 14.6% |
| 5 | — | HARTFORD FINL SVCS GRP SENIOR NOTE M/W 5.125% | $100K | — | $100K | 1 | 5.8% |
| 6 | — | AMERICAN EXPRESS CENTRN | $100K | — | $100K | 1 | 5.8% |
| 7 | — | COLGATE-PALMOLIVE CO SENIOR | $100K | — | $100K | 1 | 5.8% |
| 8 | — | ENTERGY MISSISSIPPI, INC FIRST MORTGAGE CALLABLE M/W 3.1% 07/01/202 | $100K | — | $100K | 1 | 5.8% |
| 9 | — | THERMO FISHER SCIENTIFIC SENIOR NOTE CALLABLE M/W 3.65% | $50K | — | $50K | 1 | 2.9% |
| 10 | — | CINCINNATI FINANCIAL CORP SENIOR DEBENTURE, RATE: 6.92 | $50K | — | $50K | 1 | 2.9% |
| 11 | — | LYB INTL FINANCE BV SENIOR NOTE M/W 4% 07/15/2023 BUY TRADE 40 @102.521 | $50K | — | $50K | 1 | 2.9% |
| 12 | — | GENERAL MTRS FINL CO INC SENIOR NOTE M/W 2.35% 10/04/2019 | $50K | — | $50K | 1 | 2.9% |
| 13 | — | CARLISLE COS INC SENIOR NOTE CALLABLE | $15K | — | $15K | 1 | 0.9% |
| 14 | — | RIO TINTO FIN USA LTD SENIOR NOTE M/W 3.5% 11/02/2020 | — | — | $0 | 1 | — |
| 15 | — | BANK OF AMERICA CORP SENIOR MEDIUM TERM NOTE 4.125% 01/22/2024 | — | $50K | -$50K | 1 | — |
| 16 | — | HEWLETT PACKARD CO SENIOR NOTE M/W 3.75% 12/01/2020 | — | $50K | -$50K | 1 | — |
| 17 | — | LYB INTL FINANCE BV SENIOR NOTE M/W 4% 07/15/2023 | — | $50K | -$50K | 1 | — |
| 18 | — | NEWMONT MINING CORP SENIOR NOTE M/W 5.125% | — | $50K | -$50K | 1 | — |
| 19 | — | PSEG POWER SENIOR NOTE M/W 5.125% 04/15/2020 | $50K | $100K | -$50K | 2 | — |
| 20 | — | TD AMERITRADE HOLDING CORP SENIOR NOTE CALLABLE M/ 3.625% | — | $50K | -$50K | 1 | — |
| 21 | — | THERMO FISHER SCIENTIFIC INC SENIOR NOTE CALLABLE M 3.65% 12/15/2025 | — | $50K | -$50K | 1 | — |
| 22 | — | VERIZON COMMUNICATIONS SENIOR NOTE CALLABLE M 4.15% 03/15/2024 | — | $50K | -$50K | 1 | — |
| 23 | — | KINDER MORGAN ENERGY PARTNERS SENIOR NOTE M/W 2.65% 02/01/2019 | — | $50K | -$50K | 1 | — |
| 24 | — | MARATHON OIL CORPORATION SENIOR NOTE CALLABLE M/W 3.85% 06/01/2025 | — | $50K | -$50K | 1 | — |
| 25 | — | BLOCK FINANCIAL CORP SR NOTE CLBL M/W CR SENS 5.5% | — | $50K | -$50K | 1 | — |
| 26 | — | STARWOOD HOTELS & RESORTS SENIOR NOTE CALLAB 3.125% 02/15/2023 | — | $50K | -$50K | 1 | — |
| 27 | — | HESS CORPORATION SENIOR NOTE M/W 8.125% 02/15/2019 | — | $50K | -$50K | 1 | — |
| 28 | — | TEXTRON INC SENIOR NOTE M/W 5.6% | — | $50K | -$50K | 1 | — |
| 29 | — | NORDSTROM INC SENIOR NOTE CALLABLE M/W 5% 01/15/2044 | — | $50K | -$50K | 1 | — |
| 30 | — | AMERICAN EXPRESS CENTRN CD 2.2% 09/13/2021 | — | $100K | -$100K | 1 | — |
| 31 | — | CELGENE CORP SENIOR NOTE M/W 3.95% 10/15/2020 | — | $100K | -$100K | 1 | — |
| 32 | — | COLGATE-PALMOLIVE CO SENIOR MEDIUM TERM NOTE M/W 3.25% 03/15/2024 | — | $100K | -$100K | 1 | — |
| 33 | — | DIRECTV HLDGS LLC / DIRECTV SENIOR NOTE CALLABLE M/ 4.45% 04/01/2024 | — | $100K | -$100K | 1 | — |
| 34 | — | ENTERGY MISSISSIPPI LLC FIRST MORTGAGE CALLABLE M/W 3.1% 07/01/2023 | — | $100K | -$100K | 1 | — |
| 35 | — | LENNOX INTERNATIONAL INC SENIOR NOTE CALLABLE M/W 3% 11/15/2023 | — | $100K | -$100K | 1 | — |
| 36 | — | MORGAN ST DEAN WITTER SENIOR MEDIUM TERM NOTE M/W 3.875% 04/29/2024 | — | $100K | -$100K | 1 | — |
| 37 | — | PENNSYLVANIA STATE GO BDS CALLABLE 5% 10/15/2029 | — | $100K | -$100K | 1 | — |
| 38 | — | YORK CNTY PA GO BDS CALLABLE 4.75% 03/01/2036 | — | $100K | -$100K | 1 | — |
| 39 | — | JPMORGAN CHASE & CO. SENIOR NOTE 6.3% 04/23/2019 | — | $100K | -$100K | 1 | — |
| 40 | — | MOSAIC CO SENIOR NOTE CALLABLE M/W 3.75% 11/15/2021 | — | $100K | -$100K | 1 | — |
| 41 | — | @100.211 HCP INC SENIOR NOTE CALLABLE M/W 4% 06/01/2025 SELL TRADE 75 @102.302 | — | $100K | -$100K | 1 | — |
| 42 | — | HUMANA INC SENIOR NOTE M/W | — | $100K | -$100K | 1 | — |
| 43 | — | MURPHY OIL CORP SR NOTE M/W CREDIT SENSITIVE 3.25% | — | $100K | -$100K | 1 | — |
| 44 | — | @102.82 KEYBANK NATIONAL ASSOCIATION SENIOR | — | $100K | -$100K | 1 | — |
| 45 | — | VALERO ENERGY CORP SENIOR NOTE M/W 6.625% 06/15/2037 | — | $100K | -$100K | 1 | — |
| 46 | — | BERKSHIRE HATHAWAY FIN SENIOR MEDIUM TERM NOTE M/W 3% 05/15/2022 | — | $250K | -$250K | 1 | — |
| 47 | — | JOHNSON & JOHNSON SENIOR NOTE 6.95% 09/01/2029 | — | $250K | -$250K | 1 | — |
| 48 | — | PRIVATE EXPORT FUNDING NOTE 2.3% 09/15/2020 | — | $250K | -$250K | 1 | — |
| 49 | — | $FZC: BHP BILLITON FIN USA LTD SENIOR NOTE 2.875% 02/24/2022 SELL TRADE 100 @100.922 | — | $250K | -$250K | 1 | — |
| 50 | — | CHEVRON CORP SENIOR NOTE CALLABLE M/W 3.326% 11/17/2025 SELL TRADE 100 @102.686 | — | $250K | -$250K | 1 | — |
| 51 | — | CVS HEALTH CORPORATION SENIOR NOTE CALLABLE M/W 3.375% 08/12/2024 SELL TRADE 100 @100.211 | — | $250K | -$250K | 1 | — |
| 52 | — | MOODY'S CORP SENIOR MED TERM NOTE CLBL M/W 2.75% 07/15/2019 SELL TRADE 100 @100.52 | — | $250K | -$250K | 1 | — |
| 53 | — | NVR INC SENIOR NOTE CALLABLE M/W 3.95% 09/15/2022 SELL TRADE 120 @104.105 | — | $250K | -$250K | 1 | — |
| 54 | — | GOLDMAN SACHS BK USA NY CD 3% 06/07/2021 | — | $300K | -$300K | 2 | — |
