ETF constituents for OBND

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