| 5 Year Treasury Note Future Sept 22 |
2.25 |
31 |
31 |
| US Treasury Bond Future Sept 22 |
1.87 |
21 |
21 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 3.5845% 3.5845% |
1.42 |
2,330,000 |
690,000 |
| Gol Finance SA 8% 8% |
1.03 |
1,825,000 |
0 |
| SLG OFFICE TRUST 2.8506% 2.8506% |
1.01 |
1,975,000 |
0 |
| Energy Transfer LP 7.125% 7.125% |
0.99 |
1,698,000 |
0 |
| Motorola Solutions Inc 5.6% 5.6% |
0.98 |
1,475,000 |
1,475,000 |
| Albemarle Corp 5.65% 5.65% |
0.98 |
1,460,000 |
1,460,000 |
| OAKTOWN RE III LTD 5.3557% 5.3557% |
0.96 |
1,520,000 |
0 |
| Federal Home Loan Mortgage Corporation 11.5057% 11.5057% |
0.94 |
1,380,000 |
0 |
| BX TRUST 2.7701% 2.7701% |
0.91 |
1,500,000 |
0 |
| Bank of Nova Scotia Halifax 4.588% 4.588% |
0.89 |
1,455,000 |
0 |
| Wells Fargo & Co 7 1/2 % Non Cum Perp Conv Pfd Shs -A- Series -L- |
0.89 |
1,068 |
0 |
| Scientific Games International, Inc.-Initial Term |
0.88 |
1,400,000 |
0 |
| Ford Motor Credit Company LLC 3.625% 3.625% |
0.85 |
1,500,000 |
0 |
| Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca |
0.84 |
1,550,000 |
0 |
| EAGLE RE 2021-2 LTD 4.8345% 4.8345% |
0.83 |
1,370,000 |
0 |
| 2 Year Treasury Note Future Sept 22 |
0.82 |
6 |
6 |
| Federal Home Loan Mortgage Corporation 5.2057% 5.2057% |
0.81 |
1,310,000 |
0 |
| UniCredit S.p.A. 5.861% 5.861% |
0.80 |
1,260,000 |
0 |
