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).

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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