ABCLN |
ALLY BK SANDY UT 8.036 15SEP32 144A |
644,349 |
0.49%
|
AGO |
FINANCIAL SEC 6.4 15DEC66 144A FRN |
1,000,000 |
0.88%
|
ALLO |
ALLO ISSUER LLC 8.1 20APR55 144A |
1,750,000 |
1.62%
|
AMSR |
AMSR 2024-SFR2 TR 4.15 17NOV41 144A |
1,000,000 |
0.87%
|
ANCHC |
ANCHORAGE CA 11.96771 15OCT34 144A |
1,000,000 |
0.91%
|
APID |
APIDOS CLO L 10.76381 20APR38 144A |
500,000 |
0.41%
|
ARI |
APOLLO COML REAL 4.625 15JUN29 144A |
400,000 |
0.35%
|
AZUBBZ |
AZUL INVESTMENTS LLP 7.25 15JUN26 |
4,105,000 |
3.13%
|
AZUBBZ |
AZUL INVTS LLP 7.25 15JUN26 144A |
149,000 |
0.11%
|
AZUBBZ |
AZUL SECD FIN LLP 11.93 28AUG28 |
2,266,910 |
1.25%
|
BAHAMA |
BAHAMAS COMWLTH 9.0 16JUN29 144A |
500,000 |
0.49%
|
BBCMS |
BBCMS MTG TR 2025- 4.5 15FEB62 144A |
1,000,000 |
0.63%
|
BMARK |
BENCHMARK 2019-B9 3.0 15MAR52 144A |
1,000,000 |
0.42%
|
BMARK |
BENCHMARK 2021-B25 MT 3.201 15APR54 |
591,160 |
0.39%
|
ELM12 |
ELMWOOD CLO 13.0061 15OCT37 144A FR |
1,677,000 |
1.43%
|
F |
FORD MTR CO DEL 5.291 08DEC46 |
1,000,000 |
0.76%
|
FBC |
FLAGSTAR BANCORP 4.125 01NOV30 FRN |
1,109,000 |
0.98%
|
FLG |
FLAGSTAR FINL I 7.34349 06NOV28 FRN |
2,000,000 |
1.79%
|
FNR |
FEDERAL NATL MT 5.45369 25SEP54 FRN |
1,955,354 |
1.78%
|
FRCB |
FIRST REP BK SAN FRAN 4.625 13FEB47 |
1,500,000 |
0.00%
|
FYBR |
FRONTIER ISSUER L 11.5 20AUG53 144A |
300,000 |
0.29%
|
GBLATL |
GLOBAL ATLANT 7.95 15OCT54 144A FRN |
1,500,000 |
1.43%
|
GLM |
GOLDEN TREE 12.01947 20JAN38 144A F |
1,000,000 |
0.85%
|
GNR |
GOVERNMENT NATL 5.40006 20JUL54 FRN |
1,983,311 |
1.84%
|
GOLLBZ |
GOL FINANCE SA 7.0 31JAN25 DFLT |
3,230,000 |
0.10%
|
GOODG |
GOODGREEN 2024-1 L 8.5 15JUL56 144A |
462,000 |
0.43%
|
GRADE |
SALUDA GRADE ALT 8.486 25APR54 144A |
805,588 |
0.63%
|
GRLPK |
GREEN LAKES 9.03881 25JAN38 144A FR |
1,000,000 |
0.91%
|
HACLN |
HUNTINGTON N 11.8504 20OCT32 144A F |
603,592 |
0.46%
|
HACLN |
HUNTINGTON N 7.8504 21MAR33 144A FR |
481,244 |
0.43%
|
HERTZ |
HERTZ VEH FING II 6.56 25SEP26 144A |
833,333 |
0.78%
|
IHSFR |
INVITATION HOMES 2 4.5 17SEP41 144A |
1,000,000 |
0.84%
|
JPMCC |
J P MORGAN C 5.73648 15MAR36 144A F |
2,000,000 |
1.70%
|
KSS |
KOHLS CORP 6.875 15DEC37 |
2,250,000 |
1.32%
|
LNC |
LINCOLN NATL CO 6.94209 17MAY66 FRN |
2,600,000 |
1.95%
|
LOGM |
GOTO GROUP INC 5.5 01MAY28 144A |
223,300 |
0.08%
|
LUMN |
LUMEN TECHNOLOGIES 7.6 15SEP39 |
2,175,000 |
1.46%
|
MAGN |
MAGNERA CORP 7.25 15NOV31 144A |
2,000,000 |
1.78%
|
MBONO |
Mexican Bonos (MXN) |
44,000,000 |
2.09%
|
MCBRAC |
MC BRAZIL DOWNSTR 7.25 30JUN31 144A |
391,274 |
0.27%
|
NAVSL |
NAVIENT PRIVATE ED 0.0 15JUL69 144A |
4,722 |
1.57%
|
NGERIA |
NIGERIA GOVERNMENT IN 8.375 24MAR29 |
600,000 |
0.54%
|
OCT16 |
OCTAGON INVT 5.5614 17JUL30 144A FR |
405,576 |
0.15%
|
OPI |
OFFICE PPTYS INCOM 9.0 31MAR29 144A |
850,000 |
0.77%
|
PANAMA |
PANAMA REP 6.853 28MAR54 |
500,000 |
0.41%
|
PDVSA |
PETROLEOS DE VENEZUELA 6.0 16 DFLT |
1,800,000 |
0.21%
|
PMT |
PENNYMAC CORP 8.5 01JUN29 144A |
1,000,000 |
0.96%
|
PRKCM |
PRKCM 2024-HOME1 6.431 25MAY59 144A |
2,301,756 |
1.74%
|
QVCN |
QVC INC 6.875 15APR29 144A |
1,000,000 |
0.63%
|
RITM |
RITHM CAPITAL CORP 8.0 01APR29 144A |
2,000,000 |
1.88%
|
RMIR |
RADNOR RE 20 8.35369 25SEP34 144A F |
1,150,000 |
1.10%
|
TAH |
TRICON AMERN HOM 4.882 17JUL38 144A |
1,000,000 |
0.93%
|
UNIT |
UNITI FIBER ABS I 9.12 20APR55 144A |
2,000,000 |
1.89%
|
USRE |
NEW ECONOMY ASSET 2.41 20OCT61 144A |
1,750,000 |
1.49%
|
VAL |
VALARIS LTD 8.375 30APR30 144A |
750,000 |
0.69%
|
WFCM |
WELLS FARGO COML 4.25 15NOV57 144A |
560,000 |
0.46%
|
ZAYO |
ZAYO ISSUER LLC 8.659 20MAR55 144A |
2,500,000 |
2.33%
|
ZAYO |
ZAYO ISSUER LLC 6.088 20MAR55 144A |
1,000,000 |
0.94%
|
- |
|
2,754 |
0.05%
|
AGNC |
AGNC INV C COM USD0.01 |
511,550 |
4.27%
|
ARR |
ARMOUR RES COM USD0.001(POST REV SP |
37,500 |
0.58%
|
CIM |
CHIMERA IN COM USD0.01 (PST REV SPL |
120,700 |
1.38%
|
NLY |
ANNALY CAP COM USD0.01(POST REV SPL |
170,190 |
3.11%
|
NRZ |
RITHM CAPI COM NPV |
340,780 |
3.54%
|
PMT |
PENNYMAC M COM USD0.01 |
136,100 |
1.63%
|
QVCGA |
QVC GROUP INC SERIES A COMMON STOCK |
600,000 |
0.08%
|
TWO |
TWO HARBOR COM USD0.01(POST REV SPL |
71,000 |
0.82%
|
WWOK |
WEWORK INC USD 0.0001 |
20,956 |
0.31%
|
FVM5 COM |
US 5YR NOTE (CBT) JUN25 |
480 |
0.25%
|
WNM5 COM |
US ULTRA BOND CBT JUN25 |
-55 |
-0.14%
|
- |
USD C HKD @7.80 EO |
170,000,000 |
0.07%
|
- |
4AB951AK1 |
50,000,000 |
-0.96%
|
- |
05Y5BRAD4 |
60,000,000 |
-2.24%
|
T Bills |
UNITED STS TREAS BILLS 0.0 08JUL25 |
5,300,000 |
4.90%
|
T Bills |
UNITED STS TREAS BILLS 0.0 29JUL25 |
1,600,000 |
1.48%
|
T Bills |
UNITED STS TREAS BILLS 0.0 05AUG25 |
8,100,000 |
7.47%
|
T Bills |
UNITED STS TREAS BILLS 0.0 26AUG25 |
3,000,000 |
2.76%
|
- |
DIAMOND SPORTS NE 01/02/28 TERM LOAN |
63,202 |
0.05%
|
CIM |
CHIMERA INVT CORP 10.35177 CUM PFD |
74,800 |
1.70%
|
CIM |
CHIMERA INVT CORP 7.75 CUM PFD |
20,000 |
0.43%
|
FBRT |
FBRT OP LLC / FRANKLIN 7.5 CUM PFD |
11,300 |
0.22%
|
MFAN |
MFA FINL INC 8.875 PFD |
20,000 |
0.47%
|
PFE |
PFIZER INC USD 0.05 |
— |
—
|
QVCGP |
QVC GROUP INC 8.0 SER A CUM RED PFD |
58,266 |
1.48%
|
REM |
ISHARES MORTGAGE REAL ESTATE ETF |
— |
—
|
RILYZ |
B RILEY FINL INC 5.25 PFD |
74,272 |
0.45%
|
RITM |
RITHM CAPITAL CORP 7.0 CUM PFD |
80,564 |
1.81%
|
RITM |
RITHM CAPITAL CORP 9.55359 CUM PFD |
77,696 |
1.80%
|
TWO |
TWO HBRS INVT CORP 8.125 CUM PFD |
16,561 |
0.37%
|
- |
Estimated Cash |
5,145,835 |
4.80%
|