+16
New
-7
Exited
27
Positions
| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | FARMER MAC DISCOUNT NOTE | 31315KRK8 | — | 8,650,000 | New | $8.6M | — | 17.50% | DBT |
| 2 | FARMER MAC DISCOUNT NOTE | 31315KRG7 | — | 6,500,000 | New | $6.5M | — | 13.16% | DBT |
| 3 | J.P. MORGAN SECURITIES LLC | N/A | Dec 2023 | 4,987,227 | +2,831,613 | $5.0M | +131.4% | 10.10% | RA |
| 4 | FED HOME LN DISCOUNT NT | 313384UN7 | — | 4,500,000 | New | $4.4M | — | 9.01% | DBT |
| 5 | TREASURY BILL | 912797JK4 | — | 4,500,000 | New | $4.4M | — | 9.00% | DBT |
| 6 | BOFA SECURITIES, INC. | N/A | Dec 2023 | 4,019,138 | New | $4.0M | — | 8.14% | RA |
| 7 | FEDERAL HOME LOAN BANK | 3130AWZW3 | Dec 2023 | 2,500,000 | — | $2.5M | -0.0% | 5.06% | DBT |
| 8 | Barclays Bank plc | N/A | Dec 2023 | -38,560,500 | New | $2.3M | — | 4.61% | DCR |
| 9 | FEDERAL HOME LOAN BANK | 3130AWR51 | — | 2,000,000 | New | $2.0M | — | 4.05% | DBT |
| 10 | Guggenheim Partners Investment Management LLC | GFSCX | Dec 2023 | 79,841 | New | $2.0M | — | 3.97% | EC |
| 11 | FED HOME LN DISCOUNT NT | 313384RK7 | — | 1,650,000 | New | $1.6M | — | 3.34% | DBT |
| 12 | Guggenheim Partners Investment Management LLC | 40169J523 | Dec 2023 | 133,249 | — | $1.3M | +1.0% | 2.66% | EC |
| 13 | Guggenheim Partners Investment Management LLC | GFSBX | Dec 2023 | 53,173 | New | $1.3M | — | 2.64% | EC |
| 14 | FED HOME LN DISCOUNT NT | 313384RS0 | Dec 2023 | 1,200,000 | — | $1.2M | +1.4% | 2.43% | DBT |
| 15 | Chicago Board of Trade | FVH4 | Dec 2023 | 424 | New | $1.1M | — | 2.14% | DIR |
| 16 | TREASURY BILL | 912797HY6 | — | 1,054,000 | New | $1.1M | — | 2.13% | DBT |
| 17 | Goldman Sachs International | N/A | Dec 2023 | -6,633,000 | New | $391K | — | 0.79% | DCR |
| 18 | Goldman Sachs International | N/A | Dec 2023 | 16,337 | New | $35K | — | 0.07% | DCR |
| 19 | BNP Paribas | N/A | Dec 2023 | 1,788 | New | $930 | — | 0.00% | DCR |
| 20 | BNP Paribas | N/A | Dec 2023 | 1,222 | New | $477 | — | 0.00% | DCR |
| ✕ | FED HOME LN DISCOUNT NT | 313384PB9 | — | 4,700,000 | Exited | $4.7M | — | — | — |
| ✕ | TREASURY BILL | 912797HM2 | — | 4,500,000 | Exited | $4.5M | — | — | — |
| ✕ | TREASURY BILL | 912797HA8 | — | 4,000,000 | Exited | $4.0M | — | — | — |
| ✕ | FED HOME LN DISCOUNT NT | 313384PG8 | — | 3,230,000 | Exited | $3.2M | — | — | — |
| ✕ | FED HOME LN DISCOUNT NT | 313384PJ2 | — | 2,500,000 | Exited | $2.5M | — | — | — |
| ✕ | TREASURY BILL | 912796YJ2 | — | 990,000 | Exited | $1.0M | — | — | — |
| ✕ | TREASURY BILL | 912797GV3 | — | 900,000 | Exited | $0.9M | — | — | — |