Below, a list of constituents for OBND (SPDR® Loomis Sayles Opportunistic Bond ETF) is shown. In total, OBND consists of 351 securities.
Note: The data shown here is as of date As of 11-Nov-2021 (the latest that can be sourced directly from the fund provider).
Click here to go back to the full list of ETFs.
| Name | Identifier | Weight | Coupon | Par Value | Market Value | Maturity |
| 90DAY EURO$ FUTR DEC22 0 USD | EDZ2 | 193.131540 | 0 | 85 | 84184000 | - |
| OFFSET 90DAY EURO$ FUTR DEC24 0 USD 12/17/2024 | OFFSET_EDZ4 | 191.552011 | 0 | 20873875 | 83495500 | 12/17/2024 |
| OFFSET US 5YR NOTE (CBT) DEC21 0 USD 01/05/2022 | OFFSET_FVZ1 | 5.566563 | 0 | 2426406.26 | 2426406.26 | 01/05/2022 |
| SPDR BLACKSTONE/GSO SEN LOAN USD | US78467V6083 | 4.442697 | - | 42135 | 1936524.6 | - |
| US DOLLAR USD | CASH_USD | 2.615018 | 0 | 1139858.86 | 1139858.86 | - |
| US ULTRA BOND(CBT DEC21 0 USD | WNZ1 | 2.259747 | 0 | 5 | 985000 | - |
| DIRECTV TLB L+500 LF75 5.75 USD 07/22/2027 | LX196261 | 1.558202 | 5.75 | 675000 | 679203.9 | 07/22/2027 |
| ODART 2021-1A A 144A .87 USD 07/14/2028 | US682687AA60 | 1.365702 | 0.87 | 600000 | 595295.17 | 07/14/2028 |
| US 10YR ULTRA FUT DEC21 0 USD | UXYZ1 | 1.331043 | 0 | 4 | 580187.5 | 12/21/2021 |
| EW SCRIPPS TLB L+256.25 LF 75 3.3125 USD 05/01/2026 | LX184553 | 1.205939 | 3.3125 | 525000 | 525656.25 | 05/01/2026 |
| MEDLINE TLB L+325 LF50 3.75 USD 10/23/2028 | LX198398 | 1.149363 | 3.75 | 500000 | 500995 | 10/23/2028 |
| UNITED AIRLINES TLB L+375 LF75 4.5 USD 04/21/2028 | LX194289 | 0.994839 | 4.5 | 424436.09 | 433639.99 | 04/21/2028 |
| INTESA SANPAOLO SPA 144A W/O RTS 4.95 USD 06/01/2042 | US46115HBS58 | 0.971886 | 4.95 | 400000 | 423635 | 06/01/2042 |
| DEUTSCHE BANK AG REG S 4.789 USD 04/30/2170 | XS1071551474 | 0.944704 | 4.789 | 400000 | 411786.51 | 04/30/2170 |
| GENERAL MOTORS FINL CO .669242 USD 10/15/2024 | US37045XDN30 | 0.918215 | 0.669242 | 400000 | 400240.21 | 10/15/2024 |
| UBER 2025 TLB L+350 3.587 USD 04/04/2025 | LX192893 | 0.918178 | 3.587 | 400000 | 400224 | 04/04/2025 |
| CAESARS RESORT COLLECTION TLB L+275 2.837 USD 12/23/2024 | LX168784 | 0.916290 | 2.837 | 400000 | 399401.22 | 12/23/2024 |
| CARNIVAL TLB L+300 LF75 3.75 USD 06/30/2025 | LX188867 | 0.906543 | 3.75 | 394734.85 | 395152.44 | 06/30/2025 |
| HYATT HOTELS CORP 5.75 USD 04/23/2030 | US448579AJ19 | 0.904836 | 5.75 | 325000 | 394408.53 | 04/23/2030 |
| FORD MOTOR COMPANY 9 USD 04/22/2025 | US345370CW84 | 0.901146 | 9 | 320000 | 392800 | 04/22/2025 |
| SEDGWICK TLB L+325 3.337 USD 12/31/2025 | LX176786 | 0.874213 | 3.337 | 384769.23 | 381060.05 | 12/31/2025 |
| LIBERTY MUTUAL GROUP INC 144A W/O RTS 4.125 USD 12/15/2051 | US53079EBM57 | 0.842813 | 4.125 | 355000 | 367373.22 | 12/15/2051 |
| BROADCOM INC 144A W/RTS 3.5 USD 02/15/2041 | US11135FBJ93 | 0.799691 | 3.5 | 345000 | 348577.07 | 02/15/2041 |
| DUN & BRADSTREET TLB L+325 3.3377 USD 02/06/2026 | LX178432 | 0.789506 | 3.3377 | 345000 | 344137.5 | 02/06/2026 |
| JUNIPER NETWORKS INC 2 USD 12/10/2030 | US48203RAP91 | 0.780428 | 2 | 355000 | 340180.34 | 12/10/2030 |
| GOLDMAN SACHS GROUP INC 3.21 USD 04/22/2042 | US38141GYC22 | 0.763151 | 3.21 | 320000 | 332649.35 | 04/22/2042 |
| INVCO 2021-2A D 144A 3.02375 USD 10/22/2034 | US46146JAG13 | 0.745602 | 3.02375 | 325000 | 325000 | 10/22/2034 |
| OAKC 2012-7A D1R3 144A 3.03088 USD 02/20/2034 | US67102QBF46 | 0.718160 | 3.03088 | 315000 | 313038.2 | 02/20/2034 |
| CHG HEALTHCARE TLB L+350 LF50 4 USD 09/22/2028 | LX198337 | 0.688936 | 4 | 300000 | 300300 | 09/22/2028 |
| COMMSCOPE TLB-2 L+325 3.337 USD 04/06/2026 | LX178454 | 0.675589 | 3.337 | 299618.32 | 294482.18 | 04/06/2026 |
| HCA INC 5.875 USD 02/01/2029 | US404119BW86 | 0.642656 | 5.875 | 230000 | 280126.8 | 02/01/2029 |
| INTERNET BRANDS TLB L+350 3.587 USD 09/13/2024 | LX168014 | 0.640472 | 3.587 | 279727.27 | 279174.79 | 09/13/2024 |
| AVNET INC 3 USD 05/15/2031 | US053807AU73 | 0.624096 | 3 | 270000 | 272036.9 | 05/15/2031 |
| AGGREKO TLB L+425 LF50 4.37225 USD 07/31/2026 | LX199160 | 0.613013 | 4.37225 | 269000 | 267205.77 | 07/31/2026 |
| BAIN CAPITAL SPECIALTY F 2.55 USD 10/13/2026 | US05684BAC19 | 0.581927 | 2.55 | 260000 | 253655.96 | 10/13/2026 |
| CANYC 2019-2A DR 144A 7.27375 USD 10/15/2034 | US13887WAQ33 | 0.574974 | 7.27375 | 250000 | 250625 | 10/15/2034 |
| OAKC 2019-4A DR 144A 3.04817 USD 10/22/2036 | US67098DAY94 | 0.574560 | 3.04817 | 250000 | 250444.52 | 10/22/2036 |
| AIMCO 2020-11A DR 144A 3.09785 USD 10/17/2034 | US00140NAU46 | 0.573737 | 3.09785 | 250000 | 250086.05 | 10/17/2034 |
| CIFC 2021-7A D 144A 2.83975 USD 01/23/2035 | US12567HAJ14 | 0.573540 | 2.83975 | 250000 | 250000 | 01/23/2035 |
| USI TLB L+300 3.1315 USD 05/16/2024 | LX167989 | 0.568145 | 3.1315 | 249610.39 | 247648.45 | 05/16/2024 |
| PUTNM 2021-1A D 144A 3.08816 USD 10/15/2034 | US88430TAG67 | 0.567805 | 3.08816 | 250000 | 247500 | 10/15/2034 |
| MAGNE 2015-16A DR 144A 2.27225 USD 01/18/2028 | US55953RAU59 | 0.567562 | 2.27225 | 250000 | 247394.07 | 01/18/2028 |
| UNICREDIT SPA 144A W/O RTS 7.296 USD 04/02/2034 | US904678AQ20 | 0.555846 | 7.296 | 200000 | 242287.35 | 04/02/2034 |
| CREDIT SUISSE GROUP AG 144A W/O RTS 4.5 USD 03/03/2170 | US225401AS71 | 0.523406 | 4.5 | 230000 | 228147.35 | 03/03/2170 |
| NETFLIX INC 144A W/O RTS 4.875 USD 06/15/2030 | US64110LAV80 | 0.522701 | 4.875 | 190000 | 227839.69 | 06/15/2030 |
| AADVANTAGE TLB L+475 LF75 5.5 USD 04/20/2028 | LX193380 | 0.517721 | 5.5 | 215000 | 225669.14 | 04/20/2028 |
| HELMERICH & PAYNE INC 144A W/RTS 2.9 USD 09/29/2031 | US423452AE19 | 0.516338 | 2.9 | 225000 | 225066.12 | 09/29/2031 |
| WILLIAMS COMPANIES INC 2.6 USD 03/15/2031 | US969457BY52 | 0.516335 | 2.6 | 225000 | 225064.86 | 03/15/2031 |
| AOC TLB L+375 LF50 4.25 USD 09/30/2028 | LX198628 | 0.516186 | 4.25 | 225000 | 225000 | 09/30/2028 |
| SOLENIS TLB L+375 LF50 4.12538 USD 09/21/2028 | LX198098 | 0.515701 | 4.12538 | 225000 | 224788.5 | 09/21/2028 |
| QUEST SOFTWARE TLB L+425 4.3786 USD 05/16/2025 | LX173579 | 0.514559 | 4.3786 | 224421.59 | 224290.89 | 05/16/2025 |
| CLARIVATE ANALYTICS TLB L+300 3.087 USD 10/30/2026 | LX183606 | 0.513683 | 3.087 | 224695.43 | 223909 | 10/30/2026 |
| BLACKSTONE PRIVATE CRE 144A W/RTS 2.625 USD 12/15/2026 | US09261HAC16 | 0.507592 | 2.625 | 225000 | 221253.89 | 12/15/2026 |
| JEFFERIES GRP LLC / CAP 2.625 USD 10/15/2031 | US47233JGT97 | 0.506911 | 2.625 | 225000 | 220957.2 | 10/15/2031 |
| MKS INSTRUMENTS TLB L+225 LF50 2.62388 USD 10/21/2028 | LX196312 | 0.501793 | 2.62388 | 219000 | 218726.25 | 10/21/2028 |
| BANCO SANTANDER SA REG S 7.5 USD 05/08/2170 | XS1951093894 | 0.496448 | 7.5 | 200000 | 216396.24 | 05/08/2170 |
| JBS USA/FOOD/FINANCE 144A W/O RTS 5.5 USD 01/15/2030 | US46590XAB29 | 0.488365 | 5.5 | 190000 | 212873.15 | 01/15/2030 |
| ALBERTSONS COS/SAFEWAY 144A W/O RTS 3.5 USD 02/15/2023 | US013092AD31 | 0.483193 | 3.5 | 205000 | 210618.7 | 02/15/2023 |
| MICHAELS TLB L+425 LF75 5 USD 04/15/2028 | LX193790 | 0.479944 | 5 | 209475 | 209202.68 | 04/15/2028 |
| UNITED RENTALS NORTH AM 5.25 USD 01/15/2030 | US911365BL76 | 0.469116 | 5.25 | 185000 | 204482.82 | 01/15/2030 |
| SOCIETE GENERALE 144A W/O RTS 2.889 USD 06/09/2032 | US83368RBD35 | 0.463292 | 2.889 | 200000 | 201944.25 | 06/09/2032 |
| HARBOUR ENERGY PLC 144A W/O RTS 5.5 USD 10/15/2026 | US411618AB75 | 0.462386 | 5.5 | 200000 | 201549.33 | 10/15/2026 |
| BANK OF IRELAND GROUP 144A W/O RTS 2.029 USD 09/30/2027 | US06279JAB52 | 0.453469 | 2.029 | 200000 | 197662.32 | 09/30/2027 |
| PARPK 2021-1A D 144A 2.97596 USD 07/20/2034 | US73052VAJ44 | 0.452251 | 2.97596 | 195000 | 197131.5 | 07/20/2034 |
| CORELOGIC TLB L+350 LF50 4 USD 06/02/2028 | LX193776 | 0.447918 | 4 | 195000 | 195242.88 | 06/02/2028 |
| ARBYS TLB L+275 LF100 3.75 USD 02/05/2025 | LX185405 | 0.445509 | 3.75 | 194496.12 | 194192.71 | 02/05/2025 |
| MSCI INC 144A W/O RTS 4 USD 11/15/2029 | US55354GAH39 | 0.433262 | 4 | 175000 | 188854.17 | 11/15/2029 |
| NRG ENERGY INC 144A W/O RTS 5.25 USD 06/15/2029 | US629377CH34 | 0.409837 | 5.25 | 165000 | 178643.44 | 06/15/2029 |
| DELL INT LLC / EMC CORP 8.35 USD 07/15/2046 | US24703TAK25 | 0.408115 | 8.35 | 105000 | 177893.13 | 07/15/2046 |
| CONDUENT TLB L+425 LF50 4.75 USD 10/07/2028 | LX198959 | 0.405559 | 4.75 | 177000 | 176778.75 | 10/07/2028 |
| WESCO DISTRIBUTION INC 144A W/O RTS 7.25 USD 06/15/2028 | US95081QAP90 | 0.403530 | 7.25 | 155000 | 175894.64 | 06/15/2028 |
| PILGRIM'S PRIDE CORP 144A W/O RTS 4.25 USD 04/15/2031 | US72147KAF57 | 0.392095 | 4.25 | 160000 | 170910 | 04/15/2031 |
| BUILDERS FIRSTSOURCE INC 144A W/O RTS 5 USD 03/01/2030 | US12008RAN70 | 0.383961 | 5 | 155000 | 167364.52 | 03/01/2030 |
| ANTERO RESOURCES CORP 144A W/O RTS 8.375 USD 07/15/2026 | US03674XAN66 | 0.383289 | 8.375 | 145000 | 167071.72 | 07/15/2026 |
| HAT HOLDINGS I LLC/HAT 144A W/O RTS 3.375 USD 06/15/2026 | US418751AE33 | 0.373130 | 3.375 | 160000 | 162643.6 | 06/15/2026 |
| NEXTERA ENERGY PARTNERS 144A W/O RTS 4.5 USD 09/15/2027 | US65342QAB86 | 0.371485 | 4.5 | 150000 | 161926.5 | 09/15/2027 |
| UNION PACIFIC CORP 2.95 USD 03/10/2052 | US907818FW39 | 0.367312 | 2.95 | 155000 | 160107.34 | 03/10/2052 |
| AMAZON.COM INC 3.1 USD 05/12/2051 | US023135CB05 | 0.363430 | 3.1 | 145000 | 158415.4 | 05/12/2051 |
| FMG RESOURCES AUG 2006 144A W/O RTS 4.5 USD 09/15/2027 | US30251GBA40 | 0.362696 | 4.5 | 150000 | 158095.25 | 09/15/2027 |
| MEG ENERGY CORP 144A W/O RTS 7.125 USD 02/01/2027 | US552704AE86 | 0.358730 | 7.125 | 145000 | 156366.5 | 02/01/2027 |
| BLUE OWL FINANCE LLC 144A W/O RTS 4.125 USD 10/07/2051 | US09581JAC09 | 0.354950 | 4.125 | 150000 | 154719.06 | 10/07/2051 |
| THC ESCROW CORP II 6.75 USD 06/15/2023 | US88033GCN88 | 0.354124 | 6.75 | 140000 | 154358.74 | 06/15/2023 |
| NESTLE HOLDINGS INC 144A W/O RTS 2.5 USD 09/14/2041 | US641062AY06 | 0.352888 | 2.5 | 155000 | 153820.11 | 09/14/2041 |
| LIBERTY MUTUAL GROUP INC 144A W/O RTS 4.3 USD 02/01/2061 | US53079EBL74 | 0.352649 | 4.3 | 160000 | 153715.82 | 02/01/2061 |
| BANK OF AMERICA CORP 3.311 USD 04/22/2042 | US06051GJW06 | 0.352462 | 3.311 | 145000 | 153634.39 | 04/22/2042 |
| DEUTSCHE BANK NY 3.035 USD 05/28/2032 | US251526CK32 | 0.351692 | 3.035 | 150000 | 153298.7 | 05/28/2032 |
| LOWE'S COS INC 2.8 USD 09/15/2041 | US548661EE32 | 0.351181 | 2.8 | 155000 | 153076.2 | 09/15/2041 |
| MORGAN STANLEY 2.484 USD 09/16/2036 | US61747YEF88 | 0.349988 | 2.484 | 155000 | 152556.26 | 09/16/2036 |
| TECHNIPFMC PLC 144A W/O RTS 6.5 USD 02/01/2026 | US87854XAE13 | 0.349959 | 6.5 | 140000 | 152543.47 | 02/01/2026 |
| AERCAP IRELAND CAP/GLOBA 3.3 USD 01/30/2032 | US00774MAX39 | 0.349397 | 3.3 | 150000 | 152298.32 | 01/30/2032 |
| CREDIT ACCEPTANC 144A W/O RTS 5.125 USD 12/31/2024 | US225310AN19 | 0.349346 | 5.125 | 145000 | 152276.33 | 12/31/2024 |
| CVS HEALTH CORP 5.05 USD 03/25/2048 | US126650CZ11 | 0.349189 | 5.05 | 115000 | 152207.6 | 03/25/2048 |
| CITIGROUP INC 4.65 USD 07/23/2048 | US172967MD09 | 0.348964 | 4.65 | 115000 | 152109.73 | 07/23/2048 |
| NORTHERN OIL AND GAS INC 144A W/O RTS 8.125 USD 03/01/2028 | US665531AG42 | 0.348226 | 8.125 | 140000 | 151788.19 | 03/01/2028 |
| CHARTER COMM OPT LLC/CAP 3.5 USD 03/01/2042 | US161175CE27 | 0.347717 | 3.5 | 155000 | 151566.09 | 03/01/2042 |
| BLACKSTONE SECURED LEND 2.75 USD 09/16/2026 | US09261XAB82 | 0.347633 | 2.75 | 150000 | 151529.55 | 09/16/2026 |
| HILL-ROM HOLDINGS INC 144A W/O RTS 4.375 USD 09/15/2027 | US431475AD40 | 0.347432 | 4.375 | 145000 | 151441.93 | 09/15/2027 |
| VMWARE INC 2.2 USD 08/15/2031 | US928563AL97 | 0.347412 | 2.2 | 155000 | 151433.14 | 08/15/2031 |
| ISTAR INC 4.25 USD 08/01/2025 | US45031UCG40 | 0.346599 | 4.25 | 145000 | 151078.92 | 08/01/2025 |
| CHARLES RIVER LABORATORI 144A W/O RTS 3.75 USD 03/15/2029 | US159864AG27 | 0.346597 | 3.75 | 150000 | 151078.13 | 03/15/2029 |
| SAMMONS FINANCIAL GROUP 144A W/O RTS 3.35 USD 04/16/2031 | US79588TAD28 | 0.345741 | 3.35 | 145000 | 150704.85 | 04/16/2031 |
| MUELLER WATER PRODUCTS 144A W/O RTS 4 USD 06/15/2029 | US624758AF53 | 0.345414 | 4 | 145000 | 150562.52 | 06/15/2029 |
| CHARTER COMM OPT LLC/CAP 3.9 USD 06/01/2052 | US161175CA05 | 0.343100 | 3.9 | 145000 | 149553.88 | 06/01/2052 |
| BLACKSTONE HOLDINGS FINA 144A W/O RTS 2 USD 01/30/2032 | US09261BAD29 | 0.342670 | 2 | 155000 | 149366.24 | 01/30/2032 |
| DELTA AIR LINES SKYMILES TLB L+375 LF100 4.75 USD 10/20/2027 | LX189934 | 0.342601 | 4.75 | 140000 | 149336.25 | 10/20/2027 |
| ATHENE GLOBAL FUNDING 144A W/O RTS 2.646 USD 10/04/2031 | US04685A3E97 | 0.342578 | 2.646 | 150000 | 149326.22 | 10/04/2031 |
| ENDEAVOR ENERGY RESOURCE 144A W/O RTS 5.75 USD 01/30/2028 | US29260FAE07 | 0.342474 | 5.75 | 140000 | 149280.83 | 01/30/2028 |
| COX MEDIA GROUP TLB L+350 3.587 USD 12/17/2026 | LX192290 | 0.341416 | 3.587 | 149623.12 | 148819.64 | 12/17/2026 |
| IRON MOUNTAIN INC 144A W/O RTS 5.625 USD 07/15/2032 | US46284VAL53 | 0.341281 | 5.625 | 135000 | 148760.72 | 07/15/2032 |
| ENLINK MIDSTREAM PARTNER 4.85 USD 07/15/2026 | US29336UAF49 | 0.340698 | 4.85 | 140000 | 148506.75 | 07/15/2026 |
| MCGRAW-HILL EDUCATION TLB L+475 LF50 5.25 USD 07/28/2028 | LX196470 | 0.340610 | 5.25 | 150000 | 148468.5 | 07/28/2028 |
| UPC/SUNRISE TLAY E+300 3 EUR 01/31/2029 | LX194310 | 0.340564 | 3 | 130000 | 148448.08 | 01/31/2029 |
| COMCAST CORP 144A W/RTS 2.987 USD 11/01/2063 | US20030NDV01 | 0.340255 | 2.987 | 155000 | 148313.35 | 11/01/2063 |
| AMERICAN TOWER CORP 2.3 USD 09/15/2031 | US03027XBS80 | 0.336607 | 2.3 | 150000 | 146723.25 | 09/15/2031 |
| AMN HEALTHCARE INC 144A W/O RTS 4.625 USD 10/01/2027 | US00175PAB94 | 0.332111 | 4.625 | 140000 | 144763.83 | 10/01/2027 |
| GENERAL MOTORS FINL CO 5.7 USD 03/30/2170 | US37045XDB91 | 0.331692 | 5.7 | 125000 | 144581.25 | 03/30/2170 |
| CIVITAS RESOURCES INC 144A W/O RTS 5 USD 10/15/2026 | US097793AE35 | 0.325688 | 5 | 140000 | 141963.89 | 10/15/2026 |
| JPMORGAN CHASE & CO 3.157 USD 04/22/2042 | US46647PCD69 | 0.323756 | 3.157 | 135000 | 141121.91 | 04/22/2042 |
| MACY'S RETAIL HLDGS LLC 144A W/O RTS 5.875 USD 04/01/2029 | US55617LAP76 | 0.321859 | 5.875 | 130000 | 140294.83 | 04/01/2029 |
| PROOFPOINT TLB L+325 LF 50 3.75 USD 08/31/2028 | LX195373 | 0.309436 | 3.75 | 135000 | 134880.08 | 08/31/2028 |
| ATKORE INC 144A W/O RTS 4.25 USD 06/01/2031 | US047649AA63 | 0.298449 | 4.25 | 125000 | 130090.9 | 06/01/2031 |
| MURPHY OIL CORP 6.375 USD 07/15/2028 | US626717AN25 | 0.297659 | 6.375 | 120000 | 129746.26 | 07/15/2028 |
| RESTORATION HARDWARE TLB L+250 LF50 2.87225 USD 10/20/2028 | LX199008 | 0.295701 | 2.87225 | 129000 | 128892.93 | 10/20/2028 |
| BROADCOM INC CVTPFD 8.0% USD | US11135F2002 | 0.292737 | 8 | 73 | 127601.08 | 09/30/2022 |
| HILCORP ENERGY I/HILCORP 144A W/O RTS 6.25 USD 11/01/2028 | US431318AS36 | 0.285361 | 6.25 | 120000 | 124385.97 | 11/01/2028 |
| INGLES MARKETS INC 144A W/O RTS 4 USD 06/15/2031 | US457030AK02 | 0.283556 | 4 | 120000 | 123598.93 | 06/15/2031 |
| BRIXMOR OPERATING PART 2.5 USD 08/16/2031 | US11120VAL71 | 0.280695 | 2.5 | 125000 | 122351.98 | 08/16/2031 |
| KANTAR GROUP TLB L+450 LF75 5.25 USD 12/04/2026 | LX195748 | 0.275128 | 5.25 | 120000 | 119925.6 | 12/04/2026 |
| GRAHAM PACKAGING TLB L+300 LF75 3.75 USD 08/04/2027 | LX192845 | 0.274732 | 3.75 | 119699.25 | 119752.91 | 08/04/2027 |
| VISTRA OPERATIONS CO LLC 144A W/O RTS 4.375 USD 05/01/2029 | US92840VAH50 | 0.274566 | 4.375 | 120000 | 119680.43 | 05/01/2029 |
| ELANCO ANIMAL HEALTH INC CVTPFD 5.0% USD | US28414H2022 | 0.274422 | 5 | 2401 | 119617.82 | 02/01/2023 |
| ARRAY TECH TLB L+325 LF50 3.75 USD 10/14/2027 | LX190089 | 0.274382 | 3.75 | 120000 | 119600.4 | 10/14/2027 |
| CABINETWORKS TLB L+425 LF50 4.75 USD 05/17/2028 | LX194706 | 0.274336 | 4.75 | 119700 | 119580.3 | 05/17/2028 |
| GATES GLOBAL TLB L+250 LF75 3.25 USD 03/31/2027 | LX192751 | 0.274092 | 3.25 | 119698.49 | 119473.72 | 03/31/2027 |
| ENDURE DIGITAL TLB L+350 LF75 4.25 USD 02/10/2028 | LX191271 | 0.272715 | 4.25 | 119700 | 118873.46 | 02/10/2028 |
| CCO HLDGS LLC/CAP CORP 144A W RTS 4.25 USD 01/15/2034 | US1248EPCP61 | 0.272572 | 4.25 | 120000 | 118811.13 | 01/15/2034 |
| PAYSAFE TLB L+300 LF50 3.25 USD 06/09/2028 | LX195447 | 0.272359 | 3.25 | 119700 | 118718.46 | 06/09/2028 |
| WESTPAC BANKING CORP 3.02 USD 11/18/2036 | US961214EX77 | 0.271714 | 3.02 | 120000 | 118437.48 | 11/18/2036 |
| CLEAR CHANNEL OUTDOOR TLB L+350 3.6286 USD 08/21/2026 | LX182154 | 0.271243 | 3.6286 | 119694.66 | 118231.99 | 08/21/2026 |
| COINBASE GLOBAL INC 144A W/O RTS 3.625 USD 10/01/2031 | US19260QAD97 | 0.263747 | 3.625 | 120000 | 114964.58 | 10/01/2031 |
| UNIVISION COMMUNICATIONS 144A W/O RTS 9.5 USD 05/01/2025 | US914906AT95 | 0.261262 | 9.5 | 105000 | 113881.19 | 05/01/2025 |
| LUMMUS TLB L+350 3.587 USD 06/30/2027 | LX192582 | 0.260983 | 3.587 | 113956.29 | 113759.71 | 06/30/2027 |
| OREGON TOOL TLB L+400 LF50 4.5 USD 10/07/2028 | LX198956 | 0.259777 | 4.5 | 113000 | 113233.91 | 10/07/2028 |
| ASHLAND LLC 144A W/O RTS 3.375 USD 09/01/2031 | US04433LAA08 | 0.256964 | 3.375 | 110000 | 112008.05 | 09/01/2031 |
| RBC BEARINGS INC CVTPFD 5.0% USD | US75524B2034 | 0.255345 | 5 | 935 | 111302.4 | 10/15/2024 |
| GOLDMAN SACHS GROUP INC 4.125 USD 05/10/2170 | US38141GYU20 | 0.253647 | 4.125 | 110000 | 110562.05 | 05/10/2170 |
| VERIZON COMMUNICATIONS 3.55 USD 03/22/2051 | US92343VGB45 | 0.249391 | 3.55 | 100000 | 108706.77 | 03/22/2051 |
| OLIN CORP 5 USD 02/01/2030 | US680665AK27 | 0.246399 | 5 | 100000 | 107402.78 | 02/01/2030 |
| ENLINK MIDSTREAM LLC 144A W/O RTS 5.625 USD 01/15/2028 | US29336TAC45 | 0.246228 | 5.625 | 100000 | 107328.13 | 01/15/2028 |
| HOST HOTELS & RESORTS LP 2.9 USD 12/15/2031 | US44107TBA34 | 0.246066 | 2.9 | 110000 | 107257.62 | 12/15/2031 |
| LIVE NATION ENTERTAINMEN 144A W/O RTS 4.875 USD 11/01/2024 | US538034AK54 | 0.243654 | 4.875 | 105000 | 106206.41 | 11/01/2024 |
| GARTNER INC 144A W/O RTS 4.5 USD 07/01/2028 | US366651AC11 | 0.243384 | 4.5 | 100000 | 106088.5 | 07/01/2028 |
| MICRON TECHNOLOGY INC 3.366 USD 11/01/2041 | US595112BT91 | 0.241749 | 3.366 | 105000 | 105375.74 | 11/01/2041 |
| JAZZ PHARMA TLB L+350 LF50 4 USD 05/05/2028 | LX194307 | 0.241489 | 4 | 105000 | 105262.5 | 05/05/2028 |
| GRAY TELEVISION INC 144A W/O RTS 7 USD 05/15/2027 | US389284AA85 | 0.240911 | 7 | 95000 | 105010.77 | 05/15/2027 |
| AGILITI TLB L+275 LF75 3.5 USD 01/04/2026 | LX189966 | 0.240843 | 3.5 | 105000 | 104981.04 | 01/04/2026 |
| CITY BREWING TLB L+350 LF75 4.25 USD 04/05/2028 | LX193773 | 0.240706 | 4.25 | 105000 | 104921.25 | 04/05/2028 |
| ASCEND LEARNING TLB L+300 LF100 4 USD 07/12/2024 | LX166009 | 0.240635 | 4 | 104727.27 | 104890.18 | 07/12/2024 |
| AMYNTA FEECO TLB L+450 4.587 USD 02/28/2025 | LX171019 | 0.240285 | 4.587 | 105000 | 104737.5 | 02/28/2025 |
| ANCESTRY.COM TLB L+325 LF50 3.75 USD 12/06/2027 | LX192925 | 0.240106 | 3.75 | 104736.18 | 104659.55 | 12/06/2027 |
| CONTINENTAL RESOURCES 144A W/O RTS 2.268 USD 11/15/2026 | US212015AU57 | 0.239923 | 2.268 | 105000 | 104580 | 11/15/2026 |
| AMERICAN BATH TLB L+375 LF50 4.25 USD 11/23/2027 | LX192222 | 0.239222 | 4.25 | 104736.84 | 104274.34 | 11/23/2027 |
| FS KKR CAPITAL CORP 3.4 USD 01/15/2026 | US302635AG21 | 0.237775 | 3.4 | 100000 | 103643.81 | 01/15/2026 |
| US LBM TLB L+375 LF75 4.5 USD 12/17/2027 | LX191233 | 0.237452 | 4.5 | 104737.5 | 103502.64 | 12/17/2027 |
| INEOS TLB E+275 LF50 2.89438 EUR 11/04/2028 | LX200216 | 0.236729 | 2.89438 | 90000 | 103187.8 | 11/04/2028 |
| GENESIS ENERGY LP/FIN 6.5 USD 10/01/2025 | US37185LAJ17 | 0.229405 | 6.5 | 100000 | 99995.28 | 10/01/2025 |
| RANGE RESOURCES CORP 9.25 USD 02/01/2026 | US75281ABG31 | 0.229383 | 9.25 | 90000 | 99985.63 | 02/01/2026 |
| PRA GROUP INC 144A W/O RTS 5 USD 10/01/2029 | US69354NAD84 | 0.228302 | 5 | 100000 | 99514.44 | 10/01/2029 |
| COMM 2012-CR3 B 144A 3.922 USD 10/15/2045 | US12624PAL94 | 0.227545 | 3.922 | 100000 | 99184.64 | 10/15/2045 |
| CALPINE CORP 144A W/O RTS 5.125 USD 03/15/2028 | US131347CN48 | 0.221893 | 5.125 | 95000 | 96720.89 | 03/15/2028 |
| THERMO FISHER SCIENTIFIC 2.8 USD 10/15/2041 | US883556CM25 | 0.221265 | 2.8 | 95000 | 96447.01 | 10/15/2041 |
| CAESARS ENTERTAIN INC 144A W/O RTS 4.625 USD 10/15/2029 | US12769GAA85 | 0.220924 | 4.625 | 95000 | 96298.33 | 10/15/2029 |
| MOODY'S CORPORATION 2 USD 08/19/2031 | US615369AW51 | 0.213176 | 2 | 95000 | 92920.99 | 08/19/2031 |
| AIR CANADA TLB L+350 LF75 4.25 USD 08/11/2028 | LX196603 | 0.210112 | 4.25 | 90000 | 91585.78 | 08/11/2028 |
| SQUARE INC CVT .125 USD 03/01/2025 | US852234AF05 | 0.208104 | 0.125 | 47000 | 90710.51 | 03/01/2025 |
| ICP GROUP TLB L+375 LF75 4.5 USD 12/29/2027 | LX191909 | 0.206756 | 4.5 | 89774.44 | 90122.77 | 12/29/2027 |
| SEALED AIR CORP 144A W/O RTS 6.875 USD 07/15/2033 | US81211KAK60 | 0.206736 | 6.875 | 70000 | 90114.05 | 07/15/2033 |
| REALPAGE TLB L+325 LF50 3.75 USD 04/24/2028 | LX192752 | 0.206418 | 3.75 | 90000 | 89975.55 | 04/24/2028 |
| ADT TLB L+275 LF75 3.5 USD 09/23/2026 | LX192168 | 0.206372 | 3.5 | 89774.44 | 89955.16 | 09/23/2026 |
| SRS DISTRIBUTION TLB L+375 LF50 4.25 USD 05/20/2028 | LX195086 | 0.206036 | 4.25 | 89775 | 89809.11 | 05/20/2028 |
| PRIMESOURCE TLB L+325 LF75 4 USD 12/28/2027 | LX192016 | 0.205151 | 4 | 89774.29 | 89423.27 | 12/28/2027 |
| BUNGE LTD CVTPFD USD | BMG169622047 | 0.204961 | 4.875 | 694 | 89340.25 | 08/06/2053 |
| ALLIED UNIVERSAL 144A W/O RTS 9.75 USD 07/15/2027 | US019576AB35 | 0.203813 | 9.75 | 80000 | 88839.8 | 07/15/2027 |
| PEARL MERGER SUB INC 144A W/O RTS 6.75 USD 10/01/2028 | US70478JAA25 | 0.199271 | 6.75 | 85000 | 86860.33 | 10/01/2028 |
| VIASAT INC 144A W/O RTS 5.625 USD 09/15/2025 | US92552VAK61 | 0.199146 | 5.625 | 85000 | 86805.51 | 09/15/2025 |
| GOODYEAR TIRE & RUBBER 5.625 USD 04/30/2033 | US382550BK68 | 0.198560 | 5.625 | 80000 | 86550 | 04/30/2033 |
| COVANTA HOLDING CORP 5 USD 09/01/2030 | US22282EAJ10 | 0.196876 | 5 | 85000 | 85816.1 | 09/01/2030 |
| AERIE PHARMACEUTICALS 1.5 USD 10/01/2024 | US00771VAB45 | 0.193749 | 1.5 | 90000 | 84453.15 | 10/01/2024 |
| PATTERSON-UTI ENERGY INC 5.15 USD 11/15/2029 | US703481AC52 | 0.192630 | 5.15 | 80000 | 83965.38 | 11/15/2029 |
| ATLAS AIR WORLDWIDE HLDG CVT 1.875 USD 06/01/2024 | US049164BJ49 | 0.192152 | 1.875 | 55000 | 83757.05 | 06/01/2024 |
| RR DONNELLEY & SONS CO 144A W/O RTS 6.125 USD 11/01/2026 | US257867BF75 | 0.190881 | 6.125 | 75000 | 83202.86 | 11/01/2026 |
| CONTINENTAL RESOURCES 4.9 USD 06/01/2044 | US212015AQ46 | 0.189219 | 4.9 | 70000 | 82478.47 | 06/01/2044 |
| KINDER MORGAN INC 3.6 USD 02/15/2051 | US49456BAT89 | 0.188183 | 3.6 | 80000 | 82026.82 | 02/15/2051 |
| CORECIVIC INC 8.25 USD 04/15/2026 | US21871NAB73 | 0.187434 | 8.25 | 80000 | 81700.6 | 04/15/2026 |
| HLF FIN SARL LLC/HERBALI 144A W/O RTS 4.875 USD 06/01/2029 | US40390DAC92 | 0.187349 | 4.875 | 80000 | 81663.33 | 06/01/2029 |
| SWITCH LTD 144A W/O RTS 4.125 USD 06/15/2029 | US87105NAC48 | 0.186792 | 4.125 | 80000 | 81420.83 | 06/15/2029 |
| BLACKROCK TCP CAP CORP 2.85 USD 02/09/2026 | US09259EAB48 | 0.186097 | 2.85 | 80000 | 81117.89 | 02/09/2026 |
| L BRANDS INC 6.75 USD 07/01/2036 | US501797AM65 | 0.185745 | 6.75 | 65000 | 80964.15 | 07/01/2036 |
| ADTALEM GLOBAL EDUCATION 144A W/O RTS 5.5 USD 03/01/2028 | US00737WAA71 | 0.184777 | 5.5 | 80000 | 80542.18 | 03/01/2028 |
| LAREDO PETROLEUM INC 9.5 USD 01/15/2025 | US516806AF38 | 0.184257 | 9.5 | 75000 | 80315.63 | 01/15/2025 |
| HERC HOLDINGS INC 144A W/O RTS 5.5 USD 07/15/2027 | US42704LAA26 | 0.182450 | 5.5 | 75000 | 79528.13 | 07/15/2027 |
| US ACUTE CARE SOLUTIONS 144A W/O RTS 6.375 USD 03/01/2026 | US90367UAA97 | 0.181968 | 6.375 | 75000 | 79317.97 | 03/01/2026 |
| ENVIVA PARTNERS LP/FIN C 144A W/O RTS 6.5 USD 01/15/2026 | US29413XAD93 | 0.181719 | 6.5 | 75000 | 79209.38 | 01/15/2026 |
| PHOTO HOLDINGS MERGER SU 144A W/O RTS 8.5 USD 10/01/2026 | US719245AD47 | 0.181338 | 8.5 | 75000 | 79043.28 | 10/01/2026 |
| DISH NETWORK CORP CVT 3.375 USD 08/15/2026 | US25470MAB54 | 0.181015 | 3.375 | 80000 | 78902.62 | 08/15/2026 |
| PRESTIGE BRANDS INC 144A W/O RTS 3.75 USD 04/01/2031 | US74112BAM72 | 0.179728 | 3.75 | 80000 | 78341.67 | 04/01/2031 |
| BLACKSTONE SECURED LEND 144A W/RTS 2.85 USD 09/30/2028 | US09261XAF96 | 0.179454 | 2.85 | 80000 | 78222.16 | 09/30/2028 |
| SYLVAMO CORP 144A W/O RTS 7 USD 09/01/2029 | US87133LAA89 | 0.179358 | 7 | 75000 | 78180.13 | 09/01/2029 |
| RAIN CII CARBON LLC/CII 144A W/O RTS 7.25 USD 04/01/2025 | US75079RAC25 | 0.177143 | 7.25 | 75000 | 77214.9 | 04/01/2025 |
| MODIVCARE ESCROW ISSUER 144A W/O RTS 5 USD 10/01/2029 | US60783XAA28 | 0.176507 | 5 | 75000 | 76937.5 | 10/01/2029 |
| TEMPUR SEALY INTL INC 144A W/O RTS 4 USD 04/15/2029 | US88023UAH41 | 0.176019 | 4 | 75000 | 76725.01 | 04/15/2029 |
| CPI CG INC 144A W/O RTS 8.625 USD 03/15/2026 | US12598FAA75 | 0.175029 | 8.625 | 70000 | 76293.43 | 03/15/2026 |
| FIRST STUDENT/FIRST TRANSIT TLB L+300 LF 3.5 USD 07/14/2028 | LX196152 | 0.175009 | 3.5 | 76691.18 | 76284.72 | 07/14/2028 |
| GANNETT HOLDINGS LLC 144A W/O RTS 6 USD 11/01/2026 | US36474GAA31 | 0.174510 | 6 | 75000 | 76067.25 | 11/01/2026 |
| HEXION INC 144A W/O RTS 7.875 USD 07/15/2027 | US42829LAF13 | 0.174353 | 7.875 | 70000 | 75998.56 | 07/15/2027 |
| BAYTEX ENERGY CORP 144A W/O RTS 8.75 USD 04/01/2027 | US07317QAH83 | 0.174035 | 8.75 | 70000 | 75860.08 | 04/01/2027 |
| BAFFINLAND IRON CORP/LP 144A W/O RTS 8.75 USD 07/15/2026 | US056623AA98 | 0.173790 | 8.75 | 70000 | 75753.12 | 07/15/2026 |
| TOWNSQUARE MEDIA INC 144A W/O RTS 6.875 USD 02/01/2026 | US892231AB73 | 0.173324 | 6.875 | 70000 | 75550.17 | 02/01/2026 |
| CONDUENT BUS SERVICES 144A W/O RTS 6 USD 11/01/2029 | US20679LAB71 | 0.173282 | 6 | 75000 | 75531.75 | 11/01/2029 |
| GLOBAL MEDICAL RESPONSE 144A W/O RTS 6.5 USD 10/01/2025 | US37960BAA35 | 0.173121 | 6.5 | 75000 | 75461.45 | 10/01/2025 |
| PM GENERAL PURCHASER LLC 144A W/O RTS 9.5 USD 10/01/2028 | US69356MAA45 | 0.173072 | 9.5 | 70000 | 75440.13 | 10/01/2028 |
| PENN VIRGINIA ESC LLC 144A W/O RTS 9.25 USD 08/15/2026 | US70789PAA21 | 0.172818 | 9.25 | 70000 | 75329.72 | 08/15/2026 |
| FIRSTENERGY CORP 5.35 USD 07/15/2047 | US337932AJ65 | 0.172676 | 5.35 | 60000 | 75267.44 | 07/15/2047 |
| AT HOME TLB L+425 4.75 USD 07/24/2028 | LX195832 | 0.172205 | 4.75 | 75000 | 75062.25 | 07/24/2028 |
| TEMPUR SEALY INTL INC 144A W/O RTS 3.875 USD 10/15/2031 | US88023UAJ07 | 0.172091 | 3.875 | 75000 | 75012.5 | 10/15/2031 |
| WASTE CONNECTIONS INC 2.95 USD 01/15/2052 | US94106BAD38 | 0.171917 | 2.95 | 75000 | 74936.7 | 01/15/2052 |
| URBAN ONE INC 144A W/O RTS 7.375 USD 02/01/2028 | US91705JAC99 | 0.171494 | 7.375 | 70000 | 74752.37 | 02/01/2028 |
| SPANISH BROADCASTING SYS 144A W/O RTS 9.75 USD 03/01/2026 | US846425AQ94 | 0.171307 | 9.75 | 70000 | 74671.04 | 03/01/2026 |
| WESTERN GLOBAL AIRLINES 144A W/O RTS 10.375 USD 08/15/2025 | US958278AA10 | 0.171127 | 10.375 | 65000 | 74592.25 | 08/15/2025 |
| TERVITA CORP 144A W/O RTS 11 USD 12/01/2025 | US88159EAA10 | 0.169919 | 11 | 61000 | 74065.86 | 12/01/2025 |
| SUNNOVA ENERGY CORP 144A W/O RTS 5.875 USD 09/01/2026 | US86745GAF00 | 0.168987 | 5.875 | 70000 | 73659.71 | 09/01/2026 |
| TASEKO MINES LTD 144A W/O RTS 7 USD 02/15/2026 | US876511AF32 | 0.168929 | 7 | 70000 | 73634.17 | 02/15/2026 |
| TELECOM ITALIA CAPITAL 7.2 USD 07/18/2036 | US87927VAR96 | 0.168195 | 7.2 | 60000 | 73314.6 | 07/18/2036 |
| C&S GROUP ENTERPRISES LL 144A W/O RTS 5 USD 12/15/2028 | US12467AAF57 | 0.167660 | 5 | 75000 | 73081.24 | 12/15/2028 |
| SABRE TLB L+350 LF50 4 USD 12/17/2027 | LX196145 | 0.167653 | 4 | 73556.11 | 73078 | 12/17/2027 |
| BRISTOW GROUP INC 144A W/O RTS 6.875 USD 03/01/2028 | US11040GAA13 | 0.167474 | 6.875 | 70000 | 73000.12 | 03/01/2028 |
| ENCINO ACQUISITION PARTN 144A W/O RTS 8.5 USD 05/01/2028 | US29254BAA52 | 0.167432 | 8.5 | 70000 | 72981.8 | 05/01/2028 |
| CENTERFIELD MEDIA PARENT 144A W/O RTS 6.625 USD 08/01/2026 | US60041CAA62 | 0.167420 | 6.625 | 70000 | 72976.46 | 08/01/2026 |
| FRESH MARKET INC 144A W/O RTS 9.75 USD 05/01/2023 | US35804HAA41 | 0.165687 | 9.75 | 70000 | 72221.04 | 05/01/2023 |
| LSF9 ATL HLDG/VICTRA FIN 144A W/O RTS 7.75 USD 02/15/2026 | US50220MAA80 | 0.165642 | 7.75 | 70000 | 72201.44 | 02/15/2026 |
| SOUTHWEST AIRLINES CO CVT 1.25 USD 05/01/2025 | US844741BG22 | 0.165367 | 1.25 | 50000 | 72081.59 | 05/01/2025 |
| ALLIANCE RES OP/FINANCE 144A W/O RTS 7.5 USD 05/01/2025 | US01879NAA37 | 0.164969 | 7.5 | 70000 | 71908.33 | 05/01/2025 |
| STRATHCONA RESOURCES LTD 144A W/O RTS 6.875 USD 08/01/2026 | US86304TAA60 | 0.164013 | 6.875 | 70000 | 71491.58 | 08/01/2026 |
| VISTA OUTDOOR INC 144A W/O RTS 4.5 USD 03/15/2029 | US928377AC45 | 0.163743 | 4.5 | 70000 | 71373.75 | 03/15/2029 |
| EXTERRAN NRG SOLUTIONS/F 8.125 USD 05/01/2025 | US30227KAE91 | 0.163513 | 8.125 | 75000 | 71273.45 | 05/01/2025 |
| ELASTIC NV 144A W/O RTS 4.125 USD 07/15/2029 | US28415LAA17 | 0.163193 | 4.125 | 70000 | 71134.19 | 07/15/2029 |
| PHILLIPS 66 3.3 USD 03/15/2052 | US718546BA13 | 0.159872 | 3.3 | 70000 | 69686.34 | 03/15/2052 |
| PUBLIC STORAGE 2.25 USD 11/09/2031 | US74460DAJ81 | 0.159840 | 2.25 | 70000 | 69672.56 | 11/09/2031 |
| NORDSTROM INC 4.25 USD 08/01/2031 | US655664AY65 | 0.153715 | 4.25 | 65000 | 67002.88 | 08/01/2031 |
| PANTHER BF AGGREGATOR 2 144A W/O RTS 8.5 USD 05/15/2027 | US69867DAC20 | 0.151886 | 8.5 | 60000 | 66205.3 | 05/15/2027 |
| AT&T INC 3.65 USD 09/15/2059 | US00206RLV23 | 0.150589 | 3.65 | 65000 | 65640.02 | 09/15/2059 |
| REGIONALCARE/LIFEPOINT 144A W/O RTS 9.75 USD 12/01/2026 | US53219LAR06 | 0.150534 | 9.75 | 60000 | 65616.25 | 12/01/2026 |
| JETBLUE AIRWAYS CORP 144A W/O RTS CVT .5 USD 04/01/2026 | US477143AN19 | 0.149388 | 0.5 | 65000 | 65116.86 | 04/01/2026 |
| IHEART COMMUNICATIONS INC 8.375 USD 05/01/2027 | US45174HBD89 | 0.146605 | 8.375 | 60000 | 63903.54 | 05/01/2027 |
| VISTRA OPERATIONS CO LLC 144A W/O RTS 5.625 USD 02/15/2027 | US92840VAB80 | 0.144155 | 5.625 | 60000 | 62835.83 | 02/15/2027 |
| ASBURY AUTOMOTIVE GROUP 144A W/O RTS 4.625 USD 11/15/2029 | US043436AW48 | 0.139370 | 4.625 | 60000 | 60750 | 11/15/2029 |
| CARNIVAL CORP USD 5.75 USD 04/01/2023 | US143658BE14 | 0.137737 | 5.75 | 25000 | 60038.16 | 04/01/2023 |
| AVIS BUDGET CAR/FINANCE 144A W/O RTS 5.75 USD 07/15/2027 | US053773BC09 | 0.134767 | 5.75 | 55000 | 58743.44 | 07/15/2027 |
| BOYD GAMING CORP 144A W/O RTS 4.75 USD 06/15/2031 | US103304BV23 | 0.130913 | 4.75 | 55000 | 57063.65 | 06/15/2031 |
| STAPLES INC 144A W/O RTS 7.5 USD 04/15/2026 | US855030AN20 | 0.128781 | 7.5 | 55000 | 56134.37 | 04/15/2026 |
| TENNECO INC 144A W/O RTS 7.875 USD 01/15/2029 | US880349AS45 | 0.128400 | 7.875 | 50000 | 55968.19 | 01/15/2029 |
| FORD MOTOR CO DEBS 7.4 USD 11/01/2046 | US345370BR09 | 0.128338 | 7.4 | 40000 | 55941.2 | 11/01/2046 |
| CALUMET SPECIALTY PROD 7.75 USD 04/15/2023 | US131477AQ49 | 0.126618 | 7.75 | 55000 | 55191.53 | 04/15/2023 |
| FIDELITY NATL FINANCIAL 2.45 USD 03/15/2031 | US31620RAK14 | 0.125220 | 2.45 | 55000 | 54581.92 | 03/15/2031 |
| TALEN ENERGY SUPPLY LLC 144A W/O RTS 6.625 USD 01/15/2028 | US87422VAG32 | 0.121956 | 6.625 | 55000 | 53159.22 | 01/15/2028 |
| SRM ESCROW ISSUER LLC 144A W/O RTS 6 USD 11/01/2028 | US85236FAA12 | 0.121046 | 6 | 50000 | 52762.67 | 11/01/2028 |
| FEDEX CORP 5.25 USD 05/15/2050 | US31428XCA28 | 0.110218 | 5.25 | 35000 | 48042.77 | 05/15/2050 |
| ARCHES BUYER INC 144A W/O RTS 6.125 USD 12/01/2028 | US039524AB93 | 0.108825 | 6.125 | 45000 | 47435.69 | 12/01/2028 |
| AVANTOR TLB5 L+225 LF50 2.75 USD 11/08/2027 | LX196271 | 0.107861 | 2.75 | 47000 | 47015.26 | 11/08/2027 |
| CHANGE HEALTH / FIN INC 144A W/O RTS 5.75 USD 03/01/2025 | US15911NAA37 | 0.105501 | 5.75 | 45000 | 45986.64 | 03/01/2025 |
| SABRE TLB NEW L+350 LF50 4 USD 12/17/2027 | LX196146 | 0.105173 | 4 | 46143.89 | 45843.95 | 12/17/2027 |
| VERIZON COMMUNICATIONS 2.85 USD 09/03/2041 | US92343VGL27 | 0.102035 | 2.85 | 45000 | 44475.84 | 09/03/2041 |
| TERRIER MEDIA BUYER INC 144A W/O RTS 8.875 USD 12/15/2027 | US88146LAA17 | 0.101516 | 8.875 | 40000 | 44249.58 | 12/15/2027 |
| ARCELORMITTAL 7 USD 10/15/2039 | US03938LAP94 | 0.096472 | 7 | 30000 | 42051.3 | 10/15/2039 |
| DIAMOND BC BV 144A W/O RTS 4.625 USD 10/01/2029 | US25257DAA63 | 0.093064 | 4.625 | 40000 | 40565.78 | 10/01/2029 |
| ILLUMINATE BUYER/HLDG 144A W/O RTS 9 USD 07/01/2028 | US45232TAA97 | 0.089650 | 9 | 35000 | 39077.5 | 07/01/2028 |
| ALLEN MEDIA LLC/CO-ISSR 144A W/O RTS 10.5 USD 02/15/2028 | US01771YAA82 | 0.089560 | 10.5 | 35000 | 39038.12 | 02/15/2028 |
| LUMEN TECHNOLOGIES INC 7.6 USD 09/15/2039 | US156700AM80 | 0.089291 | 7.6 | 35000 | 38921.17 | 09/15/2039 |
| DELL INT LLC / EMC CORP 6.2 USD 07/15/2030 | US24703TAH95 | 0.088691 | 6.2 | 30000 | 38659.48 | 07/15/2030 |
| BGC PARTNERS INC 4.375 USD 12/15/2025 | US05541TAP66 | 0.087381 | 4.375 | 35000 | 38088.29 | 12/15/2025 |
| ARROW BIDCO LLC 144A W/O RTS 9.5 USD 03/15/2024 | US042728AA35 | 0.083410 | 9.5 | 35000 | 36357.7 | 03/15/2024 |
| DEL MONTE FOODS INC 144A W/O RTS 11.875 USD 05/15/2025 | US245223AC65 | 0.081016 | 11.875 | 30000 | 35314.06 | 05/15/2025 |
| AMERICAN INTL GROUP 5.75 USD 04/01/2048 | US026874DM66 | 0.078911 | 5.75 | 30000 | 34396.46 | 04/01/2048 |
| ENSTAR GROUP LTD 3.1 USD 09/01/2031 | US29359UAC36 | 0.078685 | 3.1 | 35000 | 34297.9 | 09/01/2031 |
| ROCKIES EXPRESS PIPELINE 144A W/O RTS 6.875 USD 04/15/2040 | US77340RAM97 | 0.078127 | 6.875 | 30000 | 34054.69 | 04/15/2040 |
| MURPHY OIL CORP 5.875 USD 12/01/2027 | US626717AM42 | 0.073386 | 5.875 | 30000 | 31988.22 | 12/01/2027 |
| MEREDITH CORP 6.875 USD 02/01/2026 | US589433AB71 | 0.072678 | 6.875 | 30000 | 31679.65 | 02/01/2026 |
| CEDAR FAIR LP 5.25 USD 07/15/2029 | US150190AE64 | 0.072666 | 5.25 | 30000 | 31674.38 | 07/15/2029 |
| RAYTHEON TECH CORP 3.125 USD 07/01/2050 | US75513EAC57 | 0.072434 | 3.125 | 30000 | 31573 | 07/01/2050 |
| GENERAL MOTORS FINL CO 2.9 USD 02/26/2025 | US37045XCV64 | 0.071836 | 2.9 | 30000 | 31312.62 | 02/26/2025 |
| SEAWORLD PARKS & ENTERTA 144A W/O RTS 5.25 USD 08/15/2029 | US81282UAG76 | 0.071318 | 5.25 | 30000 | 31086.88 | 08/15/2029 |
| STATION CASINOS LLC 144A W/O RTS 4.5 USD 02/15/2028 | US857691AG41 | 0.069917 | 4.5 | 30000 | 30476.25 | 02/15/2028 |
| MACYS RETAIL HLDGS INC 4.5 USD 12/15/2034 | US55616XAM92 | 0.069902 | 4.5 | 30000 | 30469.65 | 12/15/2034 |
| CORPORATE OFFICE PROP LP 2.75 USD 04/15/2031 | US22003BAM81 | 0.068980 | 2.75 | 30000 | 30067.63 | 04/15/2031 |
| L BRANDS INC 7.5 USD 06/15/2029 | US501797AR52 | 0.066997 | 7.5 | 25000 | 29203.13 | 06/15/2029 |
| FIRST STUDENT/FIRST TRANSIT TLC L+300 LF 3.5 USD 07/14/2028 | LX196154 | 0.064601 | 3.5 | 28308.82 | 28158.78 | 07/14/2028 |
| WASTE PRO USA INC 144A W/O RTS 5.5 USD 02/15/2026 | US94107JAA16 | 0.058415 | 5.5 | 25000 | 25462.29 | 02/15/2026 |
| CALPINE CORP 144A W/O RTS 4.625 USD 02/01/2029 | US131347CP95 | 0.057375 | 4.625 | 25000 | 25009.14 | 02/01/2029 |
| FORD MOTOR COMPANY 144A W/O RTS CVT 0 USD 03/15/2026 | US345370CY41 | 0.045109 | 0 | 15000 | 19662.63 | 03/15/2026 |
| DATADOG INC CVT .125 USD 06/15/2025 | US23804LAB99 | 0.043868 | 0.125 | 9000 | 19121.49 | 06/15/2025 |
| SEA LTD 2.375 USD 12/01/2025 | US81141RAF73 | 0.042686 | 2.375 | 5000 | 18606.24 | 12/01/2025 |
| MONGODB INC CVT .25 USD 01/15/2026 | US60937PAD87 | 0.042247 | 0.25 | 7000 | 18415.2 | 01/15/2026 |
| PIONEER NATURAL RESOURCE CV .25 USD 05/15/2025 | US723787AP23 | 0.039901 | 0.25 | 10000 | 17392.34 | 05/15/2025 |
| BILL.COM HOLDINGS INC 144A W/O RTS CVT 0 USD 12/01/2025 | US090043AA81 | 0.039713 | 0 | 8000 | 17310.31 | 12/01/2025 |
| ORTHO-CLINICAL INC/SA 144A W/O RTS 7.25 USD 02/01/2028 | US68752DAA63 | 0.037435 | 7.25 | 15000 | 16317.6 | 02/01/2028 |
| DICK'S SPORTING GOODS CVT 3.25 USD 04/15/2025 | US253393AD47 | 0.036638 | 3.25 | 4000 | 15970.1 | 04/15/2025 |
| AIRBNB INC 144A W/O RTS CVT 0 USD 03/15/2026 | US009066AA91 | 0.035560 | 0 | 15000 | 15500.03 | 03/15/2026 |
| DANAHER CORP CVTPFD 5.0% USD | US2358514097 | 0.033667 | 5 | 9 | 14674.95 | 04/15/2023 |
| KKR & CO INC CVTPFD 6.0% USD | US48251W4015 | 0.033592 | 6 | 150 | 14642.25 | 09/15/2023 |
| HUBSPOT INC .375 USD 06/01/2025 | US443573AD20 | 0.033403 | 0.375 | 5000 | 14560.1 | 06/01/2025 |
| ENLINK MIDSTREAM PARTNER 5.05 USD 04/01/2045 | US29336UAD90 | 0.033060 | 5.05 | 15000 | 14410.67 | 04/01/2045 |
| J2 GLOBAL 144A W/O RTS CVT 1.75 USD 11/01/2026 | US48123VAD47 | 0.031729 | 1.75 | 10000 | 13830.35 | 11/01/2026 |
| TWITTER INC 144A W/O RTS CVT 0 USD 03/15/2026 | US90184LAM46 | 0.031288 | 0 | 15000 | 13638.08 | 03/15/2026 |
| TERADYNE INC CVT 1.25 USD 12/15/2023 | US880770AG70 | 0.031180 | 1.25 | 3000 | 13591.01 | 12/15/2023 |
| ON SEMICONDUCTOR CORP 144A W/O RTS CVT 0 USD 05/01/2027 | US682189AR64 | 0.030534 | 0 | 10000 | 13309.5 | 05/01/2027 |
| TELECOM ITALIA CAPITAL 7.721 USD 06/04/2038 | US87927VAV09 | 0.029718 | 7.721 | 10000 | 12953.68 | 06/04/2038 |
| NETFLIX INC 6.375 USD 05/15/2029 | US64110LAX47 | 0.029619 | 6.375 | 10000 | 12910.52 | 05/15/2029 |
| ARCELORMITTAL SA CVTPFD 5.5% USD | US03938L3024 | 0.029255 | 5.5 | 167 | 12752.12 | 05/18/2023 |
| SHOPIFY INC .125 USD 11/01/2025 | US82509LAA52 | 0.029180 | 0.125 | 10000 | 12719.13 | 11/01/2025 |
| ENVISTA HOLDINGS CORP 2.375 USD 06/01/2025 | US29415FAB04 | 0.029144 | 2.375 | 6000 | 12703.69 | 06/01/2025 |
| NORTONLIFELOCK INC 144A W/O RTS CVT 2 USD 08/15/2022 | US668771AA66 | 0.028927 | 2 | 10000 | 12608.95 | 08/15/2022 |
| NUTANIX INC CVT 0 USD 01/15/2023 | US67059NAB47 | 0.028304 | 0 | 12000 | 12337.2 | 01/15/2023 |
| DOCUSIGN INC 144A W/O RTS CVT 0 USD 01/15/2024 | US256163AC07 | 0.028074 | 0 | 12000 | 12237.28 | 01/15/2024 |
| MIDDLEBY CORP CVT 1 USD 09/01/2025 | US596278AB74 | 0.027938 | 1 | 8000 | 12177.92 | 09/01/2025 |
| UPSTART HOLDINGS INC 144A W/O RTS CVT .25 USD 08/15/2026 | US91680MAA53 | 0.027738 | 0.25 | 10000 | 12090.88 | 08/15/2026 |
| WELLS FARGO CO CVT PFD 7.5 USD | US9497468044 | 0.027713 | 7.5 | 8 | 12080 | 02/28/2069 |
| MICROCHIP TECHNOLOGY INC CVT .125 USD 11/15/2024 | US595017AU87 | 0.027277 | 0.125 | 10000 | 11889.55 | 11/15/2024 |
| SEAGATE HDD CAYMAN 5.75 USD 12/01/2034 | US81180WAN11 | 0.027058 | 5.75 | 10000 | 11794.34 | 12/01/2034 |
| ILLUMINA INC CVT 0 USD 08/15/2023 | US452327AK54 | 0.026023 | 0 | 10000 | 11343.05 | 08/15/2023 |
| EXPEDIA GROUP INC 144A W/O RTS CVT 0 USD 02/15/2026 | US30212PBD69 | 0.025800 | 0 | 10000 | 11245.93 | 02/15/2026 |
| PEGASYSTEMS INC CVT .75 USD 03/01/2025 | US705573AB99 | 0.024969 | 0.75 | 10000 | 10883.79 | 03/01/2025 |
| MERCADOLIBRE INC CVT 2 USD 08/15/2028 | US58733RAD44 | 0.024813 | 2 | 3000 | 10815.91 | 08/15/2028 |
| HALOZYME THERAPEUTICS IN 144A W/O RTS CV .25 USD 03/01/2027 | US40637HAC34 | 0.024473 | 0.25 | 12000 | 10667.68 | 03/01/2027 |
| MGM RESORTS INTL 6.75 USD 05/01/2025 | US552953CG49 | 0.024214 | 6.75 | 10000 | 10554.43 | 05/01/2025 |
| VECTOR GROUP LTD 144A W/O RTS 10.5 USD 11/01/2026 | US92240MBJ62 | 0.023992 | 10.5 | 10000 | 10457.88 | 11/01/2026 |
| VISHAY INTERTECHNOLOGY CVT 2.25 USD 06/15/2025 | US928298AP38 | 0.023870 | 2.25 | 10000 | 10404.87 | 06/15/2025 |
| SNAP INC 144A W/O RTS CVT 0 USD 05/01/2027 | US83304AAE64 | 0.023345 | 0 | 10000 | 10175.78 | 05/01/2027 |
| LSF11 A5 HOLDCO LLC 144A W/O RTS 6.625 USD 10/15/2029 | US50221DAA72 | 0.022954 | 6.625 | 10000 | 10005.47 | 10/15/2029 |
| AMERICAN EAGLE OUTFITTER CV 3.75 USD 04/15/2025 | US02553EAB20 | 0.021705 | 3.75 | 3000 | 9461.15 | 04/15/2025 |
| BURLINGTON STORES INC CVT 2.25 USD 04/15/2025 | US122017AB26 | 0.016029 | 2.25 | 5000 | 6986.79 | 04/15/2025 |
| WEATHERFORD INTL LTD 144A W/O RTS 11 USD 12/01/2024 | US947075AP29 | 0.012523 | 11 | 5000 | 5458.47 | 12/01/2024 |
| Forward Unrealized G/L | FWD_UNREALIZED_GL | 0.005714 | - | 0 | 2490.54 | - |
| Forward EUR:USD 20211206 | FWD_EUR_USD | - | - | -129000 | - | 12/06/2021 |
| Forward EUR:USD 20211209 | FWD_EUR_USD | - | - | -89000 | - | 12/09/2021 |
| Forward USD:EUR 20211206 | FWD_USD_EUR | - | - | 149666.57 | - | 12/06/2021 |
| Forward USD:EUR 20211209 | FWD_USD_EUR | - | - | 103011.98 | - | 12/09/2021 |
| OFFSET US 10YR ULTRA FUT DEC21 0 USD 01/03/2022 | OFFSET_UXYZ1 | -1.331043 | 0 | -580187.5 | -580187.5 | 01/03/2022 |
| OFFSET US ULTRA BOND(CBT DEC21 0 USD 12/31/2021 | OFFSET_WNZ1 | -2.259747 | 0 | -985000 | -985000 | 12/31/2021 |
| US 5YR NOTE (CBT) DEC21 0 USD | FVZ1 | -5.566563 | 0 | -20 | -2426406.26 | - |
| 90DAY EURO$ FUTR DEC24 0 USD | EDZ4 | -191.552011 | 0 | -85 | -83495500 | - |
| OFFSET 90DAY EURO$ FUTR DEC22 0 USD 12/19/2022 | OFFSET_EDZ2 | -193.131540 | 0 | -21046000 | -84184000 | 12/19/2022 |
Alphalerts is a Chapati Systems GmbH Service.
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