High-yield Preferred shares fixed income, *near risk-free

Discussion in 'Fixed Income' started by johnarb, Jun 30, 2025 at 12:27 PM.

  1. newwurldmn

    newwurldmn

    it’s a different world since Covid.

    the crowd can push stocks to greater and greater spreads from fundamental reality than ever before. Even the dot com wasn’t this bad.
     
  2. johnarb

    johnarb

    Best performing preferred shares with the highest liquidity

    [​IMG]

    upload_2025-7-2_23-18-42.png

     
    nitrene likes this.
  3. BMK

    BMK

    Matt Levine talked about this in his column at Bloomberg back in March:

    https://tinyurl.com/250318BBLevine

    This is a gift link. A Bloomberg subscription is not required. The link expires on July 9, 2025.
     
    johnarb likes this.
  4. nitrene

    nitrene

    PFF is not the benchmark for Convertible Preferreds. ICVT is the ETF you want to compare it to. I believe PFF is principally Financial Preferreds but not necessarily Convertibles. Since rates have been rising from late September 2024 PFF has gone down a lot but ICVT actual has gone higher since it is really equity disguised as debt.

    upload_2025-7-3_10-55-34.png

    PFF -7.5%
    ICVT +8.5%

    So a 16% performance differential.
     
    johnarb likes this.
  5. johnarb

    johnarb

    Very good point, however, only strk has conversion optionality

    (10 to 1 mstr at $1000/sh, so with current price of strk, mstr would have to be above $1500/sh for conversion to make sense since giving up perpetual yield, but mstr at $1500/sh could mean strk at a higher price)

    image below credit to @btcNLNico on Twitter

    [​IMG]

    mstr is creating a yield curve on bitcoin (I do not know who to credit this to)

    A couple of images with full credit to the Twitter posters below








    Market has repriced the mstr preferreds since the 3-minute video below, but for some perspective on the risk profile, (the preferreds are backed by >700% of collateral value of mstr bitcoin treasury asset)



    upload_2025-7-4_4-7-47.png
     
    Last edited: Jul 3, 2025 at 4:44 PM