ADMSO |
ADAMS OUTDOOR ADV 8.81 15JUL53 144A |
500,000 |
0.69%
|
AGO |
FINANCIAL SEC 6.4 15DEC66 144A FRN |
1,000,000 |
1.24%
|
ANCHC |
ANCHORAGE CA 12.36751 15OCT34 144A |
1,000,000 |
1.30%
|
ARES |
ARES LIV CLO 12.25751 15OCT32 144A |
1,000,000 |
1.37%
|
ARI |
APOLLO COML REAL 4.625 15JUN29 144A |
400,000 |
0.47%
|
AZUBBZ |
AZUL INVESTMENTS LLP 5.875 26OCT24 |
1,800,000 |
1.76%
|
AZUBBZ |
AZUL INVESTMENTS LLP 7.25 15JUN26 |
650,000 |
0.49%
|
AZUBBZ |
AZUL SECD FIN LL 11.93 28AUG28 144A |
250,000 |
0.33%
|
BAHAMA |
BAHAMAS COMWLTH 9.0 16JUN29 144A |
500,000 |
0.70%
|
BNS |
BANK NOVA SCOTI 7.56551 31DEC79 FRN |
600,000 |
0.78%
|
CIFC |
CIFC FDG 202 8.31751 15JAN34 144A F |
500,000 |
0.68%
|
DANBNK |
DANSKE BK A/ 6.466 09JAN26 144A FRN |
1,000,000 |
1.34%
|
DANBNK |
DANSKE BANK A/S 7.0 31DEC49 FRN |
350,000 |
0.47%
|
DB |
DEUTSCHE BK A G 7.5 31DEC49 |
400,000 |
0.55%
|
EART |
EXETER AUTOMOBILE RECE 1.46 15OCT27 |
1,092,085 |
0.31%
|
EGYPT |
EGYPT GOVERNMENT INTE 7.903 21FEB48 |
750,000 |
0.77%
|
EPD |
ENTERPRISE PRODS 5.375 15FEB78 FRN |
550,000 |
0.70%
|
FBC |
FLAGSTAR BANCORP 4.125 01NOV30 FRN |
1,109,000 |
1.30%
|
FRCB |
FIRST REP BK SAN FRAN 4.625 13FEB47 |
1,500,000 |
0.03%
|
FYBR |
FRONTIER ISSUER L 11.5 20AUG53 144A |
300,000 |
0.43%
|
FYBR |
FRONTIER ISSUER LL 8.3 20AUG53 144A |
300,000 |
0.41%
|
GBLATL |
GLOBAL ATLANT 7.95 15OCT54 144A FRN |
1,000,000 |
1.42%
|
GOODG |
GOODGREEN 2024-1 L 8.5 15JUL56 144A |
462,000 |
0.61%
|
GRUB |
GRUBHUB HLDGS INC 5.5 01JUL27 144A |
700,000 |
0.87%
|
HA |
HAWAIIAN BRAND IN 11.0 15APR29 144A |
1,500,000 |
2.03%
|
HERTZ |
HERTZ VEH FING II 6.56 25SEP26 144A |
1,000,000 |
1.30%
|
HTAP |
HTAP ISSUER TR 202 6.5 25APR42 144A |
1,000,000 |
1.31%
|
KSS |
KOHLS CORP 6.875 15DEC37 |
500,000 |
0.54%
|
KSTAT |
KKR STATIC C 11.50201 20JUL31 144A |
1,000,000 |
1.35%
|
LHOME |
LHOME MTG TR 8.18 25SEP39 144A FRN |
600,000 |
0.79%
|
LNC |
LINCOLN NATL CO 7.72066 17MAY66 FRN |
1,000,000 |
1.06%
|
LOGM |
GOTO GROUP INC 5.5 01MAY28 144A |
223,300 |
0.09%
|
LUMN |
LUMEN TECHNOLOGIES 7.6 15SEP39 |
2,175,000 |
1.98%
|
M |
FEDERATED RETAIL HLDG 6.375 15MAR37 |
750,000 |
0.89%
|
MBONO |
MEXICO(UTD 10 GTD SNR 05/12/2024 M |
18,800,000 |
1.32%
|
MCBRAC |
MC BRAZIL DOWNSTR 7.25 30JUN31 144A |
397,712 |
0.42%
|
MDPK |
MADISON PK F 7.61751 15JUL30 144A F |
1,000,000 |
1.35%
|
NAVSL |
NAVIENT PRIVATE ED 0.0 15JUL69 144A |
2,222 |
1.05%
|
NRG |
NRG ENERGY I 10.25 31DEC49 144A FRN |
767,000 |
1.14%
|
NYCB |
NEW YORK CMNTY 8.26934 06NOV28 FRN |
1,500,000 |
1.87%
|
NYMT |
NYMT LN TR S 6.903 25SEP39 144A FRN |
400,000 |
0.53%
|
OCTL |
OCTANE RECEIVABLES 0.0 20DEC29 144A |
12,121 |
1.97%
|
OPI |
SELECT INCOME REIT 4.5 01FEB25 |
1,000,000 |
1.18%
|
OPI |
OFFICE PPTYS INCOM 9.0 31MAR29 144A |
850,000 |
1.10%
|
PANAMA |
PANAMA REP 6.853 28MAR54 |
500,000 |
0.65%
|
PMT |
PENNYMAC CORP 8.5 01JUN29 144A |
1,000,000 |
1.37%
|
QVCN |
QVC INC 6.875 15APR29 144A |
600,000 |
0.69%
|
RITM |
RITHM CAPITAL COR 6.25 15OCT25 144A |
173,000 |
0.24%
|
RITM |
RITHM CAPITAL CORP 8.0 01APR29 144A |
1,000,000 |
1.33%
|
RMIR |
RADNOR RE 20 9.84614 25SEP34 144A F |
1,150,000 |
1.54%
|
SDART |
SANTANDER DRIVE AUTO R 5.91 15JUN27 |
985,685 |
1.29%
|
SDART |
SANTANDER DRIVE AUTO R 2.56 17APR28 |
1,316,816 |
1.10%
|
SFRFP |
ALTICE FRANCE HLD 10.5 15MAY27 144A |
1,500,000 |
0.71%
|
SIERRA |
SIERRACOL ENERGY A 6.0 15JUN28 144A |
500,000 |
0.62%
|
SPLLLC |
SABINE PASS LIQUEFACT 5.625 01MAR25 |
488,000 |
0.65%
|
STWD |
STARWOOD PPTY TR 7.25 01APR29 144A |
1,000,000 |
1.37%
|
TEN |
TENNECO INC 8.0 17NOV28 144A |
1,000,000 |
1.24%
|
TRPCN |
TRANSCANADA TR 5.625 20MAY75 FRN |
578,000 |
0.77%
|
UFS |
PEARL MERGER SUB 6.75 01OCT28 144A |
600,000 |
0.73%
|
UNIT |
UNITI GROUP LP / 10.5 15FEB28 144A |
543,000 |
0.77%
|
UNIT |
UNITI GROUP LP / U 6.5 15FEB29 144A |
1,000,000 |
1.16%
|
USRE |
NEW ECONOMY ASSET 2.41 20OCT61 144A |
1,750,000 |
2.08%
|
VAL |
VALARIS LTD 8.375 30APR30 144A |
750,000 |
1.05%
|
CEE |
CENTRAL AND EASTERN EUROPE FUND |
24,235 |
0.33%
|
AGNC |
AGNC INV C COM USD0.01 |
110,500 |
1.51%
|
ARR |
ARMOUR RES COM USD0.001(POST REV SP |
25,000 |
0.65%
|
CIM |
CHIMERA IN COM USD0.01 (PST REV SPL |
10,000 |
0.20%
|
NLY |
ANNALY CAP COM USD0.01(POST REV SPL |
57,900 |
1.51%
|
NRZ |
RITHM CAPI COM NPV |
134,800 |
1.91%
|
PMT |
PENNYMAC M COM USD0.01 |
10,000 |
0.18%
|
QRTEA |
QURATE RETAIL INC QVC GROUP |
350,000 |
0.28%
|
TWO |
TWO HARBOR COM USD0.01(POST REV SPL |
10,000 |
0.17%
|
WWOK |
WEWORK INC USD 0.0001 |
20,956 |
0.62%
|
CLX4 COM |
WTI CRUDE FUTURE Nov24 |
10 |
0.05%
|
FVZ4 COM |
US 5YR NOTE (CBT) DEC24 |
675 |
-1.57%
|
WNZ4 COM |
US ULTRA BOND CBT DEC24 |
-112 |
0.94%
|
CAVA US 12/20/24 P110 |
CAVA Dec 2024 110 Put |
50 |
0.02%
|
MAC US 12/20/24 P15 |
MAC Dec 2024 15 Put |
550 |
0.01%
|
- |
4AB951AF2 |
22,500,000 |
-0.59%
|
- |
05Y5BRAD3 |
40,000,000 |
-3.86%
|
T Bills |
UNITED STS TREAS BILLS 0.0 29OCT24 |
7,500,000 |
9.87%
|
T Bills |
UNITED STS TREAS BILLS 0.0 10DEC24 |
1,000,000 |
1.31%
|
T Bills |
UNITED STS TREAS BILLS 0.0 14JAN25 |
6,200,000 |
8.08%
|
- |
DIAMOND SPORTS 12/02/24 TERM LOAN |
141,798 |
0.20%
|
CIM |
CHIMERA INVT CORP 10.65628 CUM PFD |
24,800 |
0.82%
|
CIM |
CHIMERA INVT CORP 7.75 CUM PFD |
20,000 |
0.61%
|
FBRT |
FRANKLIN BSP RLTY TR IN 7.5 CUM PFD |
11,300 |
0.35%
|
FMCKN |
FEDERAL HOME LN MTG CORP 5.66 DFLT |
37,500 |
0.18%
|
FNMAS |
FEDERAL NATL MTG ASSN 8.25 PF DFLT |
50,000 |
0.34%
|
MFAN |
MFA FINL INC 8.875 PFD |
20,000 |
0.68%
|
QRTEP |
QURATE RETAIL INC 8.0 CUM PFD |
44,567 |
2.40%
|
RILYZ |
B RILEY FINL INC 5.25 PFD |
29,272 |
0.34%
|
RITM |
RITHM CAPITAL CORP 6.375 CUM PFD |
47,696 |
1.51%
|
RITM |
RITHM CAPITAL CORP 7.0 CUM PFD |
45,564 |
1.44%
|
TWO |
TWO HBRS INVT CORP 8.125 CUM PFD |
6,561 |
0.22%
|
- |
Estimated Cash |
5,809,557 |
7.66%
|