Current holdings
Data for period
29 Apr 22
(Last reporting period)
Total assets
$173.46 mm
Liabilities
$60.31 mm
Net assets
$113.15 mm
Number of holdings
361.00
Holding trends
Total assets and liabilities
Assets
Liabilities
Total number of holdings
Holdings history data
$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.
Holding | Oct 19 | Jan 20 | Apr 20 | Jul 20 | Oct 20 | Jan 21 | Apr 21 | Jul 21 | Oct 21 | Jan 22 | Jan 22 | Apr 22 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AADVANTAGE LOYALTY IP | ||||||||||||
AAG FH LP/AAG FH FINCO | ||||||||||||
ABERCROMBIE & F 8.75% 07/15/25 | ||||||||||||
ACCESS BANK PL 6.125% 09/21/26 | ||||||||||||
ACORN RE LTD V/R 11/10/21 | ||||||||||||
ACU PETROLEO LUXEMBOURG | ||||||||||||
ADIENT US LLC 9% 04/15/25 | ||||||||||||
AEGEA FINANCE SARL | ||||||||||||
AEROPUERTOS DOMINICANOS | ||||||||||||
AEROVIAS DE MEXICO S.A. | ||||||||||||
AES GENER SA V/R 03/26/79 | ||||||||||||
AETHON UN/AETHIN UN FIN | ||||||||||||
AHP HEALTH PART 5.75% 07/15/29 | ||||||||||||
AIGIM 2019-2A E V/R 10/25/32 | ||||||||||||
AILSA RE 2019 0.0% 06/30/21 AILSA RE 2019 REGD ZCP /XILS00139462/ 0.00000000 | ||||||||||||
AILSA RE 2019 0.0% 06/30/21 AILSA RE 2019 REGD ZCP /XILS00139462/ 0.00000000 | ||||||||||||
AILSA RE 2021 0.0% 06/30/25 AILSA RE 2021 REGD ZCP 0.00000000 | ||||||||||||
AILSA RE 2021 0.0% 06/30/25 AILSA RE 2021 REGD ZCP 0.00000000 | ||||||||||||
Ailsa Re 2021, 6/30/25 Ailsa Re 2021, 6/30/25 | ||||||||||||
Ailsa Re 2021, 6/30/25 Ailsa Re 2021, 6/30/25 | ||||||||||||
Ailsa Re 2021, 6/30/25 Ailsa Re 2021, 6/30/25 | ||||||||||||
AIR CANADA 3.875% 08/15/26 | ||||||||||||
ALAMO RE II PTE LTD | ||||||||||||
ALAMO RE LTD V/R 06/08/20 | ||||||||||||
ALBERTSONS COS/S 7.5% 03/15/26 | ||||||||||||
ALCOA NEDERLAN 6.125% 05/15/28 | ||||||||||||
ALERIS INTL IN 10.75% 07/15/23 | ||||||||||||
ALLIED UNIVERSAL Allied Universal Holdco LLC / Allied Universal Finance Corp | ||||||||||||
ALLIED UNIVERSAL Allied Universal Holdco LLC / Allied Universal Finance Corp | ||||||||||||
ALLIED UNIVERSAL 6% 06/01/29 | ||||||||||||
ALTICE FINCO S 8.125% 01/15/24 | ||||||||||||
ALTICE FRANCE H 10.5% 05/15/27 | ||||||||||||
ALTICE FRANCE HOLDING SA | ||||||||||||
ALTICE FRANCE SA | ||||||||||||
ALTICE LUXEMBOU 10.5% 05/15/27 | ||||||||||||
ALTURAS RE 2019-2 0% 3/10/22 | ||||||||||||
Alturas Re 2019-2, 3/10/22 | ||||||||||||
Alturas Re 2019-2, 3/10/22 Alturas Re 2019-2, 3/10/22 | ||||||||||||
Alturas Re 2019-2, 3/10/22 Alturas Re 2019-2, 3/10/22 | ||||||||||||
Alturas Re 2019-3, 9/12/23 | ||||||||||||
Alturas Re 2019-3, 9/12/23 Alturas Re 2019-3, 9/12/23 | ||||||||||||
Alturas Re 2019-3, 9/12/23 Alturas Re 2019-3, 9/12/23 | ||||||||||||
Alturas Re 2020-2, 3/10/23 | ||||||||||||
Alturas Re 2020-2, 3/10/23 Alturas Re 2020-2, 3/10/23 | ||||||||||||
Alturas Re 2020-2, 3/10/23 Alturas Re 2020-2, 3/10/23 | ||||||||||||
ALTURAS RE 2020-3 0% 09/30/24 ALTURAS RE 2020-3 ZCP REGD /XILS00216310/ 0.00000000 | ||||||||||||
ALTURAS RE 2020-3 0% 09/30/24 ALTURAS RE 2020-3 ZCP REGD /XILS00216310/ 0.00000000 | ||||||||||||
ALTURAS RE 2020-3 0% 09/30/24 ALTURAS RE 2020-3 ZCP REGD /XILS00216310/ 0.00000000 | ||||||||||||
ALTURAS RE 2020-3 0% 09/30/24 ALTURAS RE 2020-3 ZCP REGD /XILS00216310/ 0.00000000 | ||||||||||||
Alturas Re 2020-3, 9/30/24 | ||||||||||||
Alturas Re 2020-3, 9/30/24 Alturas Re 2020-3, 9/30/24 | ||||||||||||
Alturas Re 2020-3, 9/30/24 Alturas Re 2020-3, 9/30/24 | ||||||||||||
ALTURAS RE 2021-2 0% 12/31/24 ALTURAS RE 2021-2 ZCP REGD /XILS00265448/ 0.00000000 | ||||||||||||
ALTURAS RE 2021-2 0% 12/31/24 ALTURAS RE 2021-2 ZCP REGD /XILS00265448/ 0.00000000 | ||||||||||||
ALTURAS RE 2021-2 0% 12/31/24 ALTURAS RE 2021-2 ZCP REGD /XILS00265448/ 0.00000000 | ||||||||||||
Alturas Re 2021-2, 12/31/24 | ||||||||||||
Alturas Re 2021-2, 12/31/24 Alturas Re 2021-2, 12/31/24 | ||||||||||||
Alturas Re 2021-2, 12/31/24 Alturas Re 2021-2, 12/31/24 | ||||||||||||
ALTURAS RE 2021-3 0% 7/31/25 | ||||||||||||
Alturas Re 2021-3, 7/31/25 | ||||||||||||
Alturas Re 2021-3, 7/31/25 Alturas Re 2021-3, 7/31/25 | ||||||||||||
Alturas Re 2021-3, 7/31/25 Alturas Re 2021-3, 7/31/25 | ||||||||||||
Alturas Re 2022-2, 12/31/2027 Alturas Re 2022-2, 12/31/2027 | ||||||||||||
Alturas Re 2022-2, 12/31/2027 Alturas Re 2022-2, 12/31/2027 | ||||||||||||
Alturas Re 2022-2, 12/31/2027 Alturas Re 2022-2, 12/31/2027 | ||||||||||||
ALTURAS RE LTD 0% 9/12/23 | ||||||||||||
ALTURAS RE LTD V/R 12/20/19 | ||||||||||||
AMAGGI LUX INTL 5.25% 01/28/28 | ||||||||||||
Amaranth Re 2022 Amaranth Re 2022 | ||||||||||||
Amaranth Re 2022 Amaranth Re 2022 | ||||||||||||
Amaranth Re 2022 Amaranth Re 2022 | ||||||||||||
AMERICAN MIDSTRE 9.5% 12/15/21 | ||||||||||||
Amplify Energy Corp | ||||||||||||
AMPLIFY ENERGY WT EX 4/21/20 | ||||||||||||
AOZORA RE LTD V/R 04/07/20 | ||||||||||||
APID 2020-33A D V/R 07/24/31 | ||||||||||||
APX GROUP INC | ||||||||||||
ARAGVI FINANCE INTL | ||||||||||||
ARCHROCK PARTNERS 6% 10/01/22 | ||||||||||||
ARCHROCK PARTNERS LP/FIN | ||||||||||||
ARCONIC CORP | ||||||||||||
ARD FINANCE SA 7.125% 09/15/23 | ||||||||||||
ARTERA SERVICES LLC | ||||||||||||
ARTEX SAC LIMITED 0% 12/01/21 ARTEX SAC LIMITED CASTEL STUART ZCP /BNR3M0S90/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED 0% 12/01/21 ARTEX SAC LIMITED CASTEL STUART ZCP /BNR3M0S90/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED 0% 12/01/21 ARTEX SAC LIMITED CASTEL STUART ZCP /BNR3M0S90/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED 0% 12/31/21 ARTEX SAC LIMITED GULLANE RE 2018-1 REGD ZCP /BNR3MYKH6/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED 0% 12/31/21 ARTEX SAC LIMITED GULLANE RE 2018-1 REGD ZCP /BNR3MYKH6/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED 0% 12/31/21 ARTEX SAC LIMITED GULLANE RE 2018-1 REGD ZCP /BNR3MYKH6/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED 0% 12/31/21 ARTEX SAC LIMITED GULLANE RE 2018-1 REGD ZCP /BNR3MYKH6/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED MERION RE ARTEX SAC LIMITED MERION RE 2018-2 0.00000000 | ||||||||||||
ARTEX SAC LIMITED MERION RE ARTEX SAC LIMITED MERION RE 2018-2 0.00000000 | ||||||||||||
ARTEX SAC LIMITED MERION RE ARTEX SAC LIMITED MERION RE 2018-2 0.00000000 | ||||||||||||
ARTEX SAC LIMITED MERION RE ARTEX SAC LIMITED MERION RE 2018-2 0.00000000 | ||||||||||||
ARTEX SAC LIMITED V/R 01/31/22 ARTEX SAC LIMITED SEMINOLE SEGREGATED ACCOUNT /BNR3N2EG4/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED V/R 01/31/22 ARTEX SAC LIMITED OYSTER BAY SEGREGATED ACCOUNT REGD V/R /BNR3NKES8/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED V/R 01/31/22 ARTEX SAC LIMITED SEMINOLE SEGREGATED ACCOUNT /BNR3N2EG4/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED V/R 01/31/22 ARTEX SAC LIMITED OYSTER BAY SEGREGATED ACCOUNT REGD V/R /BNR3NKES8/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED V/R 01/31/22 ARTEX SAC LIMITED SEMINOLE SEGREGATED ACCOUNT /BNR3N2EG4/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED V/R 01/31/22 ARTEX SAC LIMITED OYSTER BAY SEGREGATED ACCOUNT REGD V/R /BNR3NKES8/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED V/R 01/31/22 ARTEX SAC LIMITED SEMINOLE SEGREGATED ACCOUNT /BNR3N2EG4/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED V/R 01/31/22 ARTEX SAC LIMITED OYSTER BAY SEGREGATED ACCOUNT REGD V/R /BNR3NKES8/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED V/R 02/28/22 ARTEX SAC LIMITED GLOUCESTER /BNR3N2GR8/ 0.00000000 | ||||||||||||
ARTEX SAC LIMITED V/R 02/28/22 ARTEX SAC LIMITED GLOUCESTER /BNR3N2GR8/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD GLENEAGLES RE 2019 REGD ZCP /BNR490275/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD WOBURN RE 2019 REGD ZCP /BNR4A2ZY4/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD BERWICK RE 2019-1 REGD ZCP /BNR4941A1/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD GLENEAGLES RE 2019 REGD ZCP /BNR490275/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD WOBURN RE 2019 REGD ZCP /BNR4A2ZY4/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD BERWICK RE 2019-1 REGD ZCP /BNR4941A1/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD GLENEAGLES RE 2019 REGD ZCP /BNR490275/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD WOBURN RE 2019 REGD ZCP /BNR4A2ZY4/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD BERWICK RE 2019-1 REGD ZCP /BNR4941A1/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD GLENEAGLES RE 2019 REGD ZCP /BNR490275/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD WOBURN RE 2019 REGD ZCP /BNR4A2ZY4/ 0.00000000 | ||||||||||||
ARTEX SAC LTD 0.0% 12/31/22 ARTEX SAC LTD BERWICK RE 2019-1 REGD ZCP /BNR4941A1/ 0.00000000 | ||||||||||||
ARTEX SAC LTD BER 0% 12/31/21 ARTEX SAC LIMITED BERWICK RE 2018-1 /BNR3N2962/ 0.00000000 | ||||||||||||
ARTEX SAC LTD BER 0% 12/31/21 ARTEX SAC LIMITED BERWICK RE 2018-1 /BNR3N2962/ 0.00000000 | ||||||||||||
ARTEX SAC LTD BER 0% 12/31/21 ARTEX SAC LIMITED BERWICK RE 2018-1 /BNR3N2962/ 0.00000000 | ||||||||||||
ARTEX SAC LTD BER 0% 12/31/21 ARTEX SAC LIMITED BERWICK RE 2018-1 /BNR3N2962/ 0.00000000 | ||||||||||||
ARTEX SAC LTD CAR V/R 12/31/17 CARNOUSTIE 2017 V/R 931DSHII1 BNR30WD58 0.00000000 | ||||||||||||
ARTEX SAC LTD CAR V/R 12/31/17 CARNOUSTIE 2017 V/R 931DSHII1 BNR30WD58 0.00000000 | ||||||||||||
ARTEX SAC LTD CAR V/R 12/31/17 CARNOUSTIE 2017 V/R 931DSHII1 BNR30WD58 0.00000000 | ||||||||||||
ARTEX SAC LTD CAR V/R 12/31/17 CARNOUSTIE 2017 V/R 931DSHII1 BNR30WD58 0.00000000 | ||||||||||||
ARTEX SAC LTD DAR V/R 01/31/22 ARTEX SAC LIMITED DARTMOUTH RE 2018 /BNR3NKE25/ 0.00000000 | ||||||||||||
ARTEX SAC LTD DAR V/R 01/31/22 ARTEX SAC LIMITED DARTMOUTH RE 2018 /BNR3NKE25/ 0.00000000 | ||||||||||||
ARTEX SAC LTD DAR V/R 01/31/22 ARTEX SAC LIMITED DARTMOUTH RE 2018 /BNR3NKE25/ 0.00000000 | ||||||||||||
ARTEX SAC LTD DAR V/R 01/31/22 ARTEX SAC LIMITED DARTMOUTH RE 2018 /BNR3NKE25/ 0.00000000 | ||||||||||||
ARTEX SAC LTD GLEN 0% 12/31/17 ARTEX SAC LTD GLENEAGLES SEG ACCT VARIABLE AT RISK NOTES DUE 12/31/2017 BNR30WCL4/ / 931DSGII3 0.00000000 | ||||||||||||
ARTEX SAC LTD GLEN 0% 12/31/17 ARTEX SAC LTD GLENEAGLES SEG ACCT VARIABLE AT RISK NOTES DUE 12/31/2017 BNR30WCL4/ / 931DSGII3 0.00000000 | ||||||||||||
ARTEX SAC LTD GLEN 0% 12/31/21 ARTEX SAC LIMITED GLENEAGLES RE 2018-1 /BNR3MYEC4/ 0.00000000 | ||||||||||||
ARTEX SAC LTD GLEN 0% 12/31/21 ARTEX SAC LIMITED GLENEAGLES RE 2018-1 /BNR3MYEC4/ 0.00000000 | ||||||||||||
ARTEX SAC LTD GLEN 0% 12/31/21 ARTEX SAC LIMITED GLENEAGLES RE 2018-1 /BNR3MYEC4/ 0.00000000 | ||||||||||||
ARTEX SAC LTD GLEN 0% 12/31/21 ARTEX SAC LIMITED GLENEAGLES RE 2018-1 /BNR3MYEC4/ 0.00000000 | ||||||||||||
ARTEX SAC LTD PAN 0% 2/1/23 ARTEX SAC LTD PANGAEA RE 2019-1ZCP REGD /BNR4941C7/ 0.00000000 | ||||||||||||
ARTEX SAC LTD PAN 0% 2/1/23 ARTEX SAC LTD PANGAEA RE 2019-1ZCP REGD /BNR4941C7/ 0.00000000 | ||||||||||||
ARTEX SAC LTD PAN 0% 2/1/23 ARTEX SAC LTD PANGAEA RE 2019-1ZCP REGD /BNR4941C7/ 0.00000000 | ||||||||||||
ARTEX SAC LTD PAN 0% 2/1/23 ARTEX SAC LTD PANGAEA RE 2019-1ZCP REGD /BNR4941C7/ 0.00000000 | ||||||||||||
ARTEX SAC LTD ST A 0% 2/1/22 ARTEX SAC LTD ST ANDREWS SEG ACCT VARIABLE AT RISK NOTES DUE 12/31/2017 931DSCII2/ BNR30QCG8 0.00000000 | ||||||||||||
ARTEX SAC LTD ST A 0% 2/1/22 ARTEX SAC LTD ST ANDREWS SEG ACCT VARIABLE AT RISK NOTES DUE 12/31/2017 931DSCII2/ BNR30QCG8 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 02/01/22 ARTEX SAC LTD DINGLE RE 2019 REGD V/R /BNR4CDDZ9/ 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 02/01/22 ARTEX SAC LTD DINGLE RE 2019 REGD V/R /BNR4CDDZ9/ 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 02/01/22 ARTEX SAC LTD DINGLE RE 2019 REGD V/R /BNR4CDDZ9/ 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 02/01/22 ARTEX SAC LTD DINGLE RE 2019 REGD V/R /BNR4CDDZ9/ 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/21 ARTEX SAC LTD BANTRY RE 2018 REGD V/R /BNR4B8Q79/ 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/21 ARTEX SAC LIMITED WOBURN SEGREGATED ACCOUNT /BNR3SDP81/ 1.49000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/21 ARTEX SAC LTD BANTRY RE 2018 REGD V/R /BNR4B8Q79/ 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/21 ARTEX SAC LIMITED WOBURN SEGREGATED ACCOUNT /BNR3SDP81/ 1.49000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/21 ARTEX SAC LTD BANTRY RE 2018 REGD V/R /BNR4B8Q79/ 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/21 ARTEX SAC LIMITED WOBURN SEGREGATED ACCOUNT /BNR3SDP81/ 1.49000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/21 ARTEX SAC LTD BANTRY RE 2018 REGD V/R /BNR4B8Q79/ 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/21 ARTEX SAC LIMITED WOBURN SEGREGATED ACCOUNT /BNR3SDP81/ 1.49000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/22 ARTEX SAC LTD BANTRY RE 2019 REGD V/R /BNR4B8Q46/ 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/22 ARTEX SAC LTD BANTRY RE 2019 REGD V/R /BNR4B8Q46/ 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/22 ARTEX SAC LTD BANTRY RE 2019 REGD V/R /BNR4B8Q46/ 0.00000000 | ||||||||||||
ARTEX SAC LTD V/R 12/31/22 ARTEX SAC LTD BANTRY RE 2019 REGD V/R /BNR4B8Q46/ 0.00000000 | ||||||||||||
ASG FINANCE DESIGNATED | ||||||||||||
AT HOME GROUP INC | ||||||||||||
ATENTO LUXCO 1 SA | ||||||||||||
AUNA SA | ||||||||||||
AVATION CAPITAL SA | ||||||||||||
AVATION PLC WTS 01JAN59 | ||||||||||||
BALLY 2020-1A C V/R 07/20/30 | ||||||||||||
BALLYBUNION RE 0.0% 01/31/25 | ||||||||||||
BALLYBUNION RE 0% 2/28/22 BALLYBUNION RE ZCP REGD /XILS00203915/ 0.00000000 | ||||||||||||
BALLYBUNION RE 0% 2/28/22 BALLYBUNION RE ZCP REGD /XILS00203915/ 0.00000000 | ||||||||||||
BALLYBUNION RE 0% 2/28/22 BALLYBUNION RE ZCP REGD /XILS00203915/ 0.00000000 | ||||||||||||
BALLYBUNION RE 0% 2/28/22 BALLYBUNION RE ZCP REGD /XILS00203915/ 0.00000000 | ||||||||||||
BALLYBUNION RE 0% 6/30/25 | ||||||||||||
BALLYBUNION RE 0% 7/31/25 | ||||||||||||
Ballybunion Re 2020, 2/28/22 Ballybunion Re 2020, 2/28/22 | ||||||||||||
Ballybunion Re 2020, 2/28/22 Ballybunion Re 2020, 2/28/22 | ||||||||||||
Ballybunion Re 2020, 2/28/22 Ballybunion Re 2020, 2/28/22 | ||||||||||||
Ballybunion Re 2021-2, 6/30/25 Ballybunion Re 2021-2, 6/30/25 | ||||||||||||
Ballybunion Re 2021-2, 6/30/25 Ballybunion Re 2021-2, 6/30/25 | ||||||||||||
Ballybunion Re 2021-2, 6/30/25 Ballybunion Re 2021-2, 6/30/25 | ||||||||||||
Ballybunion Re 2021-3, 7/31/25 Ballybunion Re 2021-3, 7/31/25 | ||||||||||||
Ballybunion Re 2021-3, 7/31/25 Ballybunion Re 2021-3, 7/31/25 | ||||||||||||
Ballybunion Re 2021-3, 7/31/25 Ballybunion Re 2021-3, 7/31/25 | ||||||||||||
Ballybunion Re 2021, 1/31/25 Ballybunion Re 2021, 1/31/25 | ||||||||||||
Ballybunion Re 2021, 1/31/25 Ballybunion Re 2021, 1/31/25 | ||||||||||||
Ballybunion Re 2022 | ||||||||||||
BANCO GNB SUDAMERIS SA | ||||||||||||
BANCO MERCANTIL DE NORTE | ||||||||||||
BANK OF AMERICA, NATIONAL ASSOCIATION | ||||||||||||
Bantry RE 2018, 12/31/21 Bantry RE 2018, 12/31/21 | ||||||||||||
Bantry RE 2018, 12/31/21 Bantry RE 2018, 12/31/21 | ||||||||||||
Bantry RE 2019, 12/31/22 Bantry RE 2019, 12/31/22 | ||||||||||||
Bantry RE 2019, 12/31/22 Bantry RE 2019, 12/31/22 | ||||||||||||
Bantry RE 2019, 12/31/22 Bantry RE 2019, 12/31/22 | ||||||||||||
BANTRY RE 2020 0.0% 12/31/23 BANTRY RE 2020 REGD ZCP /XILS00179882/ 0.00000000 | ||||||||||||
BANTRY RE 2020 0.0% 12/31/23 BANTRY RE 2020 REGD ZCP /XILS00179882/ 0.00000000 | ||||||||||||
BANTRY RE 2020 0.0% 12/31/23 BANTRY RE 2020 REGD ZCP /XILS00179882/ 0.00000000 | ||||||||||||
BANTRY RE 2020 0.0% 12/31/23 BANTRY RE 2020 REGD ZCP /XILS00179882/ 0.00000000 | ||||||||||||
Bantry Re 2020, 12/31/23 Bantry Re 2020, 12/31/23 | ||||||||||||
Bantry Re 2020, 12/31/23 Bantry Re 2020, 12/31/23 | ||||||||||||
Bantry Re 2020, 12/31/23 Bantry Re 2020, 12/31/23 | ||||||||||||
BANTRY RE 2021 0% 12/31/24 BANTRY RE 2021 ZCP REGD /XILS00267979/ 0.00000000 | ||||||||||||
BANTRY RE 2021 0% 12/31/24 BANTRY RE 2021 ZCP REGD /XILS00267979/ 0.00000000 | ||||||||||||
BANTRY RE 2021 0% 12/31/24 BANTRY RE 2021 ZCP REGD /XILS00267979/ 0.00000000 | ||||||||||||
BANTRY RE 2021 0% 12/31/24 BANTRY RE 2021 ZCP REGD /XILS00267979/ 0.00000000 | ||||||||||||
Bantry Re 2021, 12/31/24 Bantry Re 2021, 12/31/24 | ||||||||||||
Bantry Re 2021, 12/31/24 Bantry Re 2021, 12/31/24 | ||||||||||||
Bantry Re 2021, 12/31/24 Bantry Re 2021, 12/31/24 | ||||||||||||
Bantry Re 2022 | ||||||||||||
BARCLAYS PLC | ||||||||||||
BATH & BODY WORKS INC | ||||||||||||
BAUSCH HEAL 4.5% 05/15/23/EUR/ BAUSCH HEALTH COS INC /EUR/ REGD 4.50000000 | ||||||||||||
BAUSCH HEAL 4.5% 05/15/23/EUR/ BAUSCH HEALTH COS INC /EUR/ REGD 144A P/P 4.50000000 | ||||||||||||
BAUSCH HEALTH 5.875% 05/15/23 | ||||||||||||
BAUSCH HEALTH COS 7% 03/15/24 | ||||||||||||
BAUSCH HEALTH COS INC | ||||||||||||
BAYTEX ENERGY CORP | ||||||||||||
BCO DE GALICIA Y BUENOS | ||||||||||||
BEAZER HOMES USA | ||||||||||||
BENCHMARK Mortgage Trust | ||||||||||||
BERWICK RE 0.00% 12/31/23 BERWICK RE 2020-1 ZCP REGD PRIV /XILS00179879/ 0.00000000 | ||||||||||||
BERWICK RE 0.00% 12/31/23 BERWICK RE 2020-1 ZCP REGD PRIV /XILS00179879/ 0.00000000 | ||||||||||||
BERWICK RE 0.00% 12/31/23 BERWICK RE 2020-1 ZCP REGD PRIV /XILS00179879/ 0.00000000 | ||||||||||||
BERWICK RE 0.00% 12/31/23 BERWICK RE 2020-1 ZCP REGD PRIV /XILS00179879/ 0.00000000 | ||||||||||||
Berwick Re 2018-1, 12/31/21 Berwick Re 2018-1, 12/31/21 | ||||||||||||
Berwick Re 2018-1, 12/31/21 Berwick Re 2018-1, 12/31/21 | ||||||||||||
Berwick Re 2018-1, 12/31/21 Berwick Re 2018-1, 12/31/21 | ||||||||||||
Berwick Re 2019-1, 12/31/22 Berwick Re 2019-1, 12/31/22 | ||||||||||||
Berwick Re 2019-1, 12/31/22 Berwick Re 2019-1, 12/31/22 | ||||||||||||
Berwick Re 2019-1, 12/31/22 Berwick Re 2019-1, 12/31/22 | ||||||||||||
BERWICK RE 202 0% 12/31/24 BERWICK RE 2021-1 REGD /XILS00265332/ 0.00000000 | ||||||||||||
BERWICK RE 202 0% 12/31/24 BERWICK RE 2021-1 REGD /XILS00265332/ 0.00000000 | ||||||||||||
BERWICK RE 202 0% 12/31/24 BERWICK RE 2021-1 REGD /XILS00265332/ 0.00000000 | ||||||||||||
BERWICK RE 202 0% 12/31/24 BERWICK RE 2021-1 REGD /XILS00265332/ 0.00000000 | ||||||||||||
Berwick Re 2020-1, 12/31/23 Berwick Re 2020-1, 12/31/23 | ||||||||||||
Berwick Re 2020-1, 12/31/23 Berwick Re 2020-1, 12/31/23 | ||||||||||||
Berwick Re 2020-1, 12/31/23 Berwick Re 2020-1, 12/31/23 | ||||||||||||
Berwick Re 2022, 12/31/27 Berwick Re 2022, 12/31/27 | ||||||||||||
Berwick Re 2022, 12/31/27 Berwick Re 2022, 12/31/27 | ||||||||||||
Berwick Re 2022, 12/31/27 Berwick Re 2022, 12/31/27 | ||||||||||||
BIG RIVER STEEL 7.25% 09/01/25 | ||||||||||||
BLUE CUBE SPINC 9.75% 10/15/23 | ||||||||||||
BLUE CUBE SPINCO 10% 10/15/25 | ||||||||||||
BLUE LOTUS RE 0.0% 12/31/21 BLUE LOTUS RE ZCP REGD /BNR3ML7U0/ 0.00000000 | ||||||||||||
BLUE LOTUS RE 0.0% 12/31/21 BLUE LOTUS RE ZCP REGD /BNR3ML7U0/ 0.00000000 | ||||||||||||
BLUE RACER MID 6.125% 11/15/22 | ||||||||||||
BLUE RACER MID 6.625% 07/15/26 | ||||||||||||
BNP PARIBAS | ||||||||||||
BOART LONGYEAR MA 10% 12/31/22 | ||||||||||||
BOMBARDIER INC | ||||||||||||
BOMBARDIER INC 7.5% 03/15/25 | ||||||||||||
BOMBARDIER INC 7.875% 04/15/27 | ||||||||||||
BONO GAR PROV D 7.75% 07/26/26 | ||||||||||||
BOPARAN F 7.625% 11/30/25/GBP/ | ||||||||||||
BOYD GAMING CORP | ||||||||||||
BPR Trust | ||||||||||||
BRASKEM IDESA SAPI | ||||||||||||
BREAD FINANCIAL HLDGS | ||||||||||||
BROOKFIELD RES 4.875% 02/15/30 | ||||||||||||
BROOKFIELD RES 6.375% 05/15/25 | ||||||||||||
BROOKFIELD RESI 6.25% 09/15/27 | ||||||||||||
BROTHERHOOD MUT V/R 01/31/22 BROTHERHOOD MUTUAL INSURANCE REGD V/R /BNR3N54R4/ 0.00000000 | ||||||||||||
BROTHERHOOD MUT V/R 01/31/22 BROTHERHOOD MUTUAL INSURANCE REGD V/R /BNR3N54R4/ 0.00000000 | ||||||||||||
BROTHERHOOD MUT V/R 01/31/22 BROTHERHOOD MUTUAL INSURANCE REGD V/R /BNR3N54R4/ 0.00000000 | ||||||||||||
BROTHERHOOD MUT V/R 01/31/22 BROTHERHOOD MUTUAL INSURANCE REGD V/R /BNR3N54R4/ 0.00000000 | ||||||||||||
Brotherhood Mutual Re, 12/31/22 Brotherhood Mutual Re, 12/31/22 | ||||||||||||
Brotherhood Mutual Re, 12/31/22 Brotherhood Mutual Re, 12/31/22 | ||||||||||||
Brotherhood Mutual Re, 12/31/22 Brotherhood Mutual Re, 12/31/22 | ||||||||||||
BROWN BROTHERS HARRIMAN & CO. | ||||||||||||
BRUNDAGE-BONE CONC 6% 02/01/26 | ||||||||||||
BUILDERS FIRSTSOURCE INC | ||||||||||||
BY CROWN PARENT 4.25% 01/31/26 | ||||||||||||
C/O HOMEX OCT22 0.01 CALL OPTION ON 100SHS HOMEX OCT22 0.01 0.00000000 | ||||||||||||
C/O HOMEX OCT22 0.01 CALL OPTION ON 100SHS HOMEX OCT22 0.01 0.00000000 | ||||||||||||
C/O HOMEX OCT22 0.01 CALL OPTION ON 100SHS HOMEX OCT22 0.01 0.00000000 | ||||||||||||
C/O HOMEX OCT22 0.01 CALL OPTION ON 100SHS HOMEX OCT22 0.01 0.00000000 | ||||||||||||
C/O HOMEX OCT22 0.01 CALL OPTION ON 100SHS HOMEX OCT22 0.01 0.00000000 | ||||||||||||
C/O HOMEX OCT22 0.01 CALL OPTION ON 100SHS HOMEX OCT22 0.01 0.00000000 | ||||||||||||
C/O HOMEX OCT22 0.01 CALL OPTION ON 100SHS HOMEX OCT22 0.01 0.00000000 | ||||||||||||
C/O HOMEX OCT22 0.01 CALL OPTION ON 100SHS HOMEX OCT22 0.01 0.00000000 | ||||||||||||
C&S GROUP ENTE 5.375% 07/15/22 | ||||||||||||
CA MAGNUM HOLD 5.375% 10/31/26 | ||||||||||||
CAELUS RE V LTD Caelus Re V Ltd | ||||||||||||
CAELUS RE V LTD Caelus Re V Ltd | ||||||||||||
CAELUS RE V LTD Caelus Re V Ltd | ||||||||||||
CAESARS ENTERTAIN INC | ||||||||||||
CAESARS RESORT 5.25% 10/15/25 | ||||||||||||
CAL PHOENIX RE LT V/R 08/13/21 | ||||||||||||
CALL EUR/PUT USD 29JAN2021 1.2455 EUR-USD | ||||||||||||
CALL EUR/PUT USD 4JUN20 1.172 CALL EUR/PUT USD 4JUN20 1.172 EUR-USD 0.00000000 | ||||||||||||
CALL EUR/PUT USD 4JUN20 1.172 CALL EUR/PUT USD 4JUN20 1.172 EUR-USD 0.00000000 | ||||||||||||
CALL EUR/PUT USD FEBRUARY 15 2022 1.202 EUR-USD | ||||||||||||
CALL EUR/PUT USD FEBRUARY 4 2022 1.25 EUR-USD CALL EUR/PUT USD FEBRUARY 4 2022 1.25 EUR-USD 0.00000000 | ||||||||||||
CALL EUR/PUT USD FEBRUARY 4 2022 1.25 EUR-USD CALL EUR/PUT USD FEBRUARY 4 2022 1.25 EUR-USD 0.00000000 | ||||||||||||
CALL EUR/PUT USD FEBRUARY 4 2022 1.25 EUR-USD CALL EUR/PUT USD FEBRUARY 4 2022 1.25 EUR-USD 0.00000000 | ||||||||||||
CALL EUR/PUT USD MAR21 1.198 | ||||||||||||
CALL EUR/PUT USD MAY 17 2021 1.2397 EUR-USD CALL EUR/PUT USD MAY 17 2021 1.2397 EUR-USD 0.00000000 | ||||||||||||
CALL EUR/PUT USD MAY 17 2021 1.2397 EUR-USD CALL EUR/PUT USD MAY 17 2021 1.2397 EUR-USD 0.00000000 | ||||||||||||
CALLAWAY GOLF C 2.75% 05/01/26 | ||||||||||||
CAPE LOOKOUT RE LTD Cape Lookout Re Ltd | ||||||||||||
CAPE LOOKOUT RE LTD Cape Lookout Re Ltd | ||||||||||||
Capital Funding Mortgage Trust Capital Funding Mortgage Trust 2021-8 | ||||||||||||
Capital Funding Mortgage Trust Capital Funding Mortgage Trust | ||||||||||||
Capital Funding Mortgage Trust Capital Funding Mortgage Trust 2020-9 | ||||||||||||
CARNIVAL CORP | ||||||||||||
CARNIVAL CORP 11.5% 04/01/23 | ||||||||||||
CARNIVAL CORP 3.95% 10/15/20 | ||||||||||||
CARNOUSTIE RE 2020 0% 12/31/23 CARNOUSTIE RE 2020 REGD ZCP /XILS00179880/ 0.00000000 | ||||||||||||
CARNOUSTIE RE 2020 0% 12/31/23 CARNOUSTIE RE 2020 REGD ZCP /XILS00179880/ 0.00000000 | ||||||||||||
CARNOUSTIE RE 2020 0% 12/31/23 CARNOUSTIE RE 2020 REGD ZCP /XILS00179880/ 0.00000000 | ||||||||||||
CARNOUSTIE RE 2020 0% 12/31/23 CARNOUSTIE RE 2020 REGD ZCP /XILS00179880/ 0.00000000 | ||||||||||||
Carnoustie Re 2020, 12/31/23 Carnoustie Re 2020, 12/31/23 | ||||||||||||
Carnoustie Re 2020, 12/31/23 Carnoustie Re 2020, 12/31/23 | ||||||||||||
Carnoustie Re 2020, 12/31/23 Carnoustie Re 2020, 12/31/23 | ||||||||||||
CARNOUSTIE RE 2021 0% 12/31/24 CARNOUSTIE RE 2021 ZCP REGD /XILS00265795/ 0.00000000 | ||||||||||||
CARNOUSTIE RE 2021 0% 12/31/24 CARNOUSTIE RE 2021 ZCP REGD /XILS00265795/ 0.00000000 | ||||||||||||
CARNOUSTIE RE 2021 0% 12/31/24 CARNOUSTIE RE 2021 ZCP REGD /XILS00265795/ 0.00000000 | ||||||||||||
CARNOUSTIE RE 2021 0% 12/31/24 CARNOUSTIE RE 2021 ZCP REGD /XILS00265795/ 0.00000000 | ||||||||||||
Carnoustie Re 2021, 12/31/24 Carnoustie Re 2021, 12/31/24 | ||||||||||||
Carnoustie Re 2021, 12/31/24 Carnoustie Re 2021, 12/31/24 | ||||||||||||
Carnoustie Re 2021, 12/31/24 Carnoustie Re 2021, 12/31/24 | ||||||||||||
Carnoustie Re 2022 Carnoustie Re 2022 | ||||||||||||
Carnoustie Re 2022 Carnoustie Re 2022 | ||||||||||||
Carnoustie Re 2022 Carnoustie Re 2022 | ||||||||||||
CARPENTER TECHNOLOGY | ||||||||||||
CARRIAGE PURCHASER INC | ||||||||||||
CD&R SMOKEY BUYER INC | ||||||||||||
CDI ESCROW ISSUER INC | ||||||||||||
CEMEX SAB DE CV 7.75% 04/16/26 | ||||||||||||
CEMIG GERACAO E TRANSM | ||||||||||||
CENOVUS ENERGY 5.375% 07/15/25 | ||||||||||||
CENOVUS ENERGY INC | ||||||||||||
CENT ELET BRAS 5.75% 10/27/21 | ||||||||||||
Chase Auto Credit Linked Notes | ||||||||||||
CHENIERE CORP CHRI 7% 06/30/24 | ||||||||||||
CHESAPEAKE ENERGY CORP | ||||||||||||
CHS/COMMUNITY 6.625% 02/15/25 | ||||||||||||
CHS/COMMUNITY HEAL 6% 01/15/29 | ||||||||||||
CIDRON AIDA FINCO SARL | ||||||||||||
CINCINNATI BELL IN 7% 07/15/24 | ||||||||||||
CIRSA FINANCE 7.875% 12/20/23 | ||||||||||||
Citibank, National Association | ||||||||||||
CITRUS RE LTD V/R 02/25/21 | ||||||||||||
CLEAR CHANNEL INTL BV | ||||||||||||
CLEAR CHANNEL OUTDOOR HO Clear Channel Outdoor Holdings Inc | ||||||||||||
CLEAR CHANNEL OUTDOOR HO Clear Channel Outdoor Holdings Inc | ||||||||||||
CLEAR CHANNEL W 9.25% 02/15/24 CLEAR CHANNEL WORLDWIDE REGD SER WI 9.25000000 | ||||||||||||
CLEAR CHANNEL W 9.25% 02/15/24 CLEAR CHANNEL WORLDWIDE REGD 144A P/P 9.25000000 | ||||||||||||
CLEVELAND-CLIFFS INC | ||||||||||||
COLGATE ENERGY PARTNERS | ||||||||||||
COMM 2020-CBM F V/R 02/10/25 | ||||||||||||
COMMSCOPE TECH LLC 6% 06/15/25 | ||||||||||||
COMPEER FINANCIAL ACA | ||||||||||||
CORNERSTONE BU 6.125% 01/15/29 | ||||||||||||
COVANTA HOLDING CO 6% 01/01/27 | ||||||||||||
CP ATLAS BUYER INC 7% 12/01/28 | ||||||||||||
CRANBERRY RE LTD V/R 07/13/20 | ||||||||||||
CREDITO REAL SAB DE CV | ||||||||||||
CSC HOLDINGS LLC | ||||||||||||
CSC HOLDINGS LLC 5.5% 04/15/27 | ||||||||||||
CSC HOLDINGS LLC 5% 11/15/31 | ||||||||||||
CVR PARTNERS/CV 9.25% 06/15/23 | ||||||||||||
CYPRESS 2017 0% 1/31/22 CYPRESS 2017 ARTEX SAC LIMITED ZCP /BNR310MG3//931DSKII4/ 0.00000000 | ||||||||||||
CYPRESS 2017 0% 1/31/22 CYPRESS 2017 ARTEX SAC LIMITED ZCP /BNR310MG3//931DSKII4/ 0.00000000 | ||||||||||||
CYPRESS 2017 0% 1/31/22 CYPRESS 2017 ARTEX SAC LIMITED ZCP /BNR310MG3//931DSKII4/ 0.00000000 | ||||||||||||
CYPRESS 2017 0% 1/31/22 CYPRESS 2017 ARTEX SAC LIMITED ZCP /BNR310MG3//931DSKII4/ 0.00000000 | ||||||||||||
Cyprus Re 2017, 1/31/22 Cyprus Re 2017, 1/31/22 | ||||||||||||
Cyprus Re 2017, 1/31/22 Cyprus Re 2017, 1/31/22 | ||||||||||||
Cyprus Re 2017, 1/31/22 Cyprus Re 2017, 1/31/22 | ||||||||||||
DANA INC 4.25% 09/01/30 | ||||||||||||
DANAOS CORP | ||||||||||||
Dartmouth Re 2018, 1/15/22 Dartmouth Re 2018, 1/15/22 | ||||||||||||
Dartmouth Re 2018, 1/15/22 Dartmouth Re 2018, 1/15/22 | ||||||||||||
Dartmouth Re 2018, 1/15/22 Dartmouth Re 2018, 1/15/22 | ||||||||||||
DARTMOUTH RE 2021 0% 12/31/24 DARTMOUTH RE 2021 ZCP REGD /XILS00266502/ 0.00000000 | ||||||||||||
DARTMOUTH RE 2021 0% 12/31/24 DARTMOUTH RE 2021 ZCP REGD /XILS00266502/ 0.00000000 | ||||||||||||
DARTMOUTH RE 2021 0% 12/31/24 DARTMOUTH RE 2021 ZCP REGD /XILS00266502/ 0.00000000 | ||||||||||||
DARTMOUTH RE 2021 0% 12/31/24 DARTMOUTH RE 2021 ZCP REGD /XILS00266502/ 0.00000000 | ||||||||||||
Dartmouth Re 2021, 12/31/24 Dartmouth Re 2021, 12/31/24 | ||||||||||||
Dartmouth Re 2021, 12/31/24 Dartmouth Re 2021, 12/31/24 | ||||||||||||
Dartmouth Re 2021, 12/31/24 Dartmouth Re 2021, 12/31/24 | ||||||||||||
DCP MIDSTREAM OPERATING | ||||||||||||
DEALER TIRE LLC/DT ISSR | ||||||||||||
DELEK LOG PART/FINANCE Delek Logistics Partners LP / Delek Logistics Finance Corp | ||||||||||||
DELEK LOG PART/FINANCE Delek Logistics Partners LP / Delek Logistics Finance Corp | ||||||||||||
DELL INT LLC / 7.125% 06/15/24 | ||||||||||||
DELL INT LLC / E 6.2% 07/15/30 | ||||||||||||
DELTA AIR LINES 3.75% 10/28/29 | ||||||||||||
DELTA AIR LINES IN 7% 05/01/25 | ||||||||||||
DELTA AIR LINES INC | ||||||||||||
DENNING RE 2020 0.00% 07/31/24 DENNING RE 2020 REGD ZCP /XILS00237876/ 0.00000000 | ||||||||||||
DENNING RE 2020 0.00% 07/31/24 DENNING RE 2020 REGD ZCP /XILS00237876/ 0.00000000 | ||||||||||||
DENNING RE 2021 0% 7/31/25 DENNING RE 2021-XILS00323559 0.00000000 | ||||||||||||
DENNING RE 2021 0% 7/31/25 DENNING RE 2021-XILS00323559 0.00000000 | ||||||||||||
Denning Re 2021, 7/31/25 Denning Re 2021, 7/31/25 | ||||||||||||
Denning Re 2021, 7/31/25 Denning Re 2021, 7/31/25 | ||||||||||||
Denning Re 2021, 7/31/25 Denning Re 2021, 7/31/25 | ||||||||||||
Desarrolladora Homex SAB de CV | ||||||||||||
DEUCE FINCO | ||||||||||||
DIAMOND SPORTS 5.375% 08/15/26 | ||||||||||||
DIAMOND SPORTS GR/DIAMON | ||||||||||||
DIEBOLD NIXDORF INC | ||||||||||||
DIG INTL FIN/DI 8.75% 05/25/24 | ||||||||||||
DIG INTL FIN/DIG INTL HL | ||||||||||||
DIGICEL LTD | ||||||||||||
DIGICEL LTD 6% 04/15/21 | ||||||||||||
DRAFTKINGS INC | ||||||||||||
Dreyfus Government Cash Management | ||||||||||||
DSLA Mortgage Loan Trust | ||||||||||||
DTI HOLDCO INC | ||||||||||||
ECUADOR SOCIAL BO ZCP 01/30/35 | ||||||||||||
EDEN RE II LTD | ||||||||||||
EDEN RE II LTD ZCP 03/22/22 | ||||||||||||
EDEN RE II LTD ZCP 03/22/24 | ||||||||||||
EDREAMS ODIGEO SA | ||||||||||||
EGYPT TREASU ZCP 02/04/20/EGP/ | ||||||||||||
EGYPT TREASU ZCP 03/03/20/EGP/ | ||||||||||||
ELDORADO GOLD CORP | ||||||||||||
ELDORADO INTL 8.625% 06/16/21 | ||||||||||||
EMPIRE COMMUNITIES CORP | ||||||||||||
ENDEAVOR ENERG 6.625% 07/15/25 | ||||||||||||
ENDO DAC/FIN LLC/F 6% 02/01/25 | ||||||||||||
ENDO DAC/FIN LLC/F 6% 06/30/28 | ||||||||||||
ENDO DAC/FIN LLC/F 6% 07/15/23 | ||||||||||||
ENDO DAC/FIN LLC/FINCO | ||||||||||||
ENEL SPA | ||||||||||||
ENERGEAN PLC | ||||||||||||
ENERGY TRANSFER LP | ||||||||||||
ENERGY TRANSFER O V/R 11/01/66 | ||||||||||||
ENERGY TRANSFER OPE V/R /PERP/ | ||||||||||||
ENLINK MIDSTREA 4.15% 06/01/25 | ||||||||||||
ENLINK MIDSTREA 5.05% 04/01/45 | ||||||||||||
ENLINK MIDSTREAM 5.6% 04/01/44 | ||||||||||||
ENLINK MIDSTREAM PARTNER | ||||||||||||
ENSIGN DRILLING 9.25% 04/15/24 | ||||||||||||
ENTERCOM MEDIA CORP | ||||||||||||
ENTERPRISE DEVELO 12% 07/15/24 | ||||||||||||
ENTERPRISE DEVELOP AUTH Enterprise Development Authority/The | ||||||||||||
ENTERPRISE DEVELOP AUTH Enterprise Development Authority/The | ||||||||||||
ENTERPRISE DEVELOP AUTH Enterprise Development Authority/The | ||||||||||||
ENVISION HEALTHCARE CORP | ||||||||||||
EUR CALL /USD PUT 10/19/22 1.2023 | ||||||||||||
EUR PUT /USD CALL 10/19/22 1.145 | ||||||||||||
EXPEDIA GROUP INC | ||||||||||||
EXPEDIA GROUP INC 7% 05/01/25 | ||||||||||||
EXTERRAN NRG SOLUTIONS/F | ||||||||||||
FAGE INTL / FA 5.625% 08/15/26 | ||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | ||||||||||||
Fannie Mae - CAS Connecticut Avenue Securities Trust 2021-R01 | ||||||||||||
Fannie Mae - CAS Connecticut Avenue Securities Trust 2022-R04 | ||||||||||||
FINANCIERA INDEPENDENCIA | ||||||||||||
FIRST BRANDS GROUP LLC | ||||||||||||
FIRST QUANTUM MINERALS L | ||||||||||||
FITNESS & SPORTS CLUBS LLC | ||||||||||||
FIXED INCOME TR S/UP 10/15/97 | ||||||||||||
FLOODSMART RE LTD | ||||||||||||
FLOODSMART RE LTD V/R 08/06/21 | ||||||||||||
FORD MOTOR COMPA 8.5% 04/21/23 | ||||||||||||
FORD MOTOR COMPANY 9% 04/22/25 | ||||||||||||
FORTRESS TRANS & INFRAST | ||||||||||||
FOUR LAKES RE LTD | ||||||||||||
FOUR LAKES RE LTD V/R 01/05/24 | ||||||||||||
Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-HQA3 | ||||||||||||
Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | ||||||||||||
Freddie Mac - STACR STACR Trust 2018-HRP2 | ||||||||||||
Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-DNA3 | ||||||||||||
FREEDOM MORTGAGE CORP | ||||||||||||
FREMF Mortgage Trust FREMF 2019-KS12 Mortgage Trust | ||||||||||||
FREMF Mortgage Trust FREMF 2019-KJ24 Mortgage Trust | ||||||||||||
FREMF Mortgage Trust FREMF 2021-KG05 Mortgage Trust | ||||||||||||
FREMF Mortgage Trust FREMF 2021-KG05 Mortgage Trust | ||||||||||||
FREMF Mortgage Trust FREMF 2020-KF83 Mortgage Trust | ||||||||||||
FREMF Mortgage Trust FREMF 2021-KG05 Mortgage Trust | ||||||||||||
FREMF Mortgage Trust FREMF 2020-KF74 Mortgage Trust | ||||||||||||
FRESB Multifamily Mortgage Pas | ||||||||||||
FRIGORIFICO CONCEPCION | ||||||||||||
FRONTIER COMMUN 8.75% 04/15/22 | ||||||||||||
FRONTIER COMMUNI 8.5% 04/01/26 | ||||||||||||
FRONTIER COMMUNIC 11% 09/15/25 | ||||||||||||
FTS INTERNATIONAL INC-CL A | ||||||||||||
GALILEI RE LTD V/R 01/08/20 | ||||||||||||
GALILEI RE LTD V/R 01/08/21 GALILEI RE LTD REGD V/R 144A P/P SER _ 8.67425000 | ||||||||||||
GALILEI RE LTD V/R 01/08/21 GALILEI RE LTD REGD V/R 144A P/P 13.88425000 | ||||||||||||
GALILEO RE LTD V/R 11/06/20 | ||||||||||||
Gamboge Re 2022 | ||||||||||||
GARDA WORLD SECU 9.5% 11/01/27 | ||||||||||||
GARDA WORLD SECURITY | ||||||||||||
GARFUNKELU 6.75% 11/01/25/EUR/ | ||||||||||||
GARFUNKELUX HOLDCO 3 SA | ||||||||||||
GENESIS ENERGY 6.75% 08/01/22 | ||||||||||||
GENESIS ENERGY 7.75% 02/01/28 | ||||||||||||
GENESIS ENERGY LP/FIN | ||||||||||||
GFL ENVIRONMENTA 8.5% 05/01/27 | ||||||||||||
GLENEAGLES ARTEX SAC LIMITED 2016 ZCP 11/30/2020 GLENEAGLES ARTEX SAC LIMITED 2016 ZCP 11/30/2020 BNR28PZR5 0.00000000 | ||||||||||||
GLENEAGLES ARTEX SAC LIMITED 2016 ZCP 11/30/2020 GLENEAGLES ARTEX SAC LIMITED 2016 ZCP 11/30/2020 BNR28PZR5 0.00000000 | ||||||||||||
Gleneagles Re 2018, 12/31/21 Gleneagles Re 2018, 12/31/21 | ||||||||||||
Gleneagles Re 2018, 12/31/21 Gleneagles Re 2018, 12/31/21 | ||||||||||||
Gleneagles Re 2018, 12/31/21 Gleneagles Re 2018, 12/31/21 | ||||||||||||
Gleneagles Re 2019, 12/31/22 Gleneagles Re 2019, 12/31/22 | ||||||||||||
Gleneagles Re 2019, 12/31/22 Gleneagles Re 2019, 12/31/22 | ||||||||||||
Gleneagles Re 2019, 12/31/22 Gleneagles Re 2019, 12/31/22 | ||||||||||||
GLENEAGLES RE 2020 0% 12/31/23 GLENEAGLES RE 2020 REGD ZCP /XILS00191683/ 0.00000000 | ||||||||||||
GLENEAGLES RE 2020 0% 12/31/23 GLENEAGLES RE 2020 REGD ZCP /XILS00191683/ 0.00000000 | ||||||||||||
GLENEAGLES RE 2020 0% 12/31/23 GLENEAGLES RE 2020 REGD ZCP /XILS00191683/ 0.00000000 | ||||||||||||
GLENEAGLES RE 2020 0% 12/31/23 GLENEAGLES RE 2020 REGD ZCP /XILS00191683/ 0.00000000 | ||||||||||||
Gleneagles Re 2020, 12/31/23 Gleneagles Re 2020, 12/31/23 | ||||||||||||
Gleneagles Re 2020, 12/31/23 Gleneagles Re 2020, 12/31/23 | ||||||||||||
Gleneagles Re 2020, 12/31/23 Gleneagles Re 2020, 12/31/23 | ||||||||||||
GLENEAGLES RE 2021 0% 12/31/24 GLENEAGLES RE 2021 ZCP REGD /XILS00268141/ 0.00000000 | ||||||||||||
GLENEAGLES RE 2021 0% 12/31/24 GLENEAGLES RE 2021 ZCP REGD /XILS00268141/ 0.00000000 | ||||||||||||
GLENEAGLES RE 2021 0% 12/31/24 GLENEAGLES RE 2021 ZCP REGD /XILS00268141/ 0.00000000 | ||||||||||||
GLENEAGLES RE 2021 0% 12/31/24 GLENEAGLES RE 2021 ZCP REGD /XILS00268141/ 0.00000000 | ||||||||||||
Gleneagles Re 2021, 12/31/24 Gleneagles Re 2021, 12/31/24 | ||||||||||||
Gleneagles Re 2021, 12/31/24 Gleneagles Re 2021, 12/31/24 | ||||||||||||
Gleneagles Re 2021, 12/31/24 Gleneagles Re 2021, 12/31/24 | ||||||||||||
Gleneagles Re 2022 Gleneagles Re 2022 | ||||||||||||
Gleneagles Re 2022 Gleneagles Re 2022 | ||||||||||||
Gleneagles Re 2022 Gleneagles Re 2022 | ||||||||||||
GLOBAL AIR LEASE CO LTD | ||||||||||||
Global Mortgage Securitization | ||||||||||||
GLOBAL PART/GLP FI 7% 06/15/23 | ||||||||||||
GLOBAL PART/GLP FI 7% 08/01/27 | ||||||||||||
GLOBAL PART/GLP FINANCE | ||||||||||||
GMAC CAP 8.125% 2/15/40 /PFD/ | ||||||||||||
GMAT 2013-1A M V/R 11/25/43 | ||||||||||||
GOL EQUITY FINANCE SA | ||||||||||||
GOL FINANCE SA | ||||||||||||
GOL FINANCE SA 8% 06/30/26 | ||||||||||||
GOLAR LNG LTD | ||||||||||||
GOLDEN NUGGET I 6.75% 10/15/24 | ||||||||||||
GOLDEN NUGGET I 8.75% 10/01/25 | ||||||||||||
GoldenTree Loan Management US | ||||||||||||
GOLDMAN SACHS & CO. LLC | ||||||||||||
GOLDMAN SACHS CAPIT V/R /PERP/ | ||||||||||||
GOODYEAR TIRE & RUBBER | ||||||||||||
GRAY TELEVISIO 5.875% 07/15/26 | ||||||||||||
GREAT WST PTRLM/GR 9% 09/30/21 | ||||||||||||
GREIF INC | ||||||||||||
GRUPO AEROMEXICO SAB Grupo Aeromexico SAB de CV | ||||||||||||
GRUPO AEROMEXICO SAB Grupo Aeromexico SAB de CV | ||||||||||||
GRUPO AEROMEXICO SAB Grupo Aeromexico SAB de CV | ||||||||||||
GRUPO AEROMEXICO SAB Grupo Aeromexico SAB de CV | ||||||||||||
GRUPO AEROMEXICO SAB Grupo Aeromexico SAB de CV | ||||||||||||
Grupo Aeromexico SAB de CV | ||||||||||||
GSMS 2020-DUNE G V/R 12/15/21 | ||||||||||||
GULFPORT ENERGY CO 6% 10/15/24 | ||||||||||||
Gullane Re 2018, 12/31/21 Gullane Re 2018, 12/31/21 | ||||||||||||
Gullane Re 2018, 12/31/21 Gullane Re 2018, 12/31/21 | ||||||||||||
Gullane Re 2018, 12/31/21 Gullane Re 2018, 12/31/21 | ||||||||||||
GULLANE RE 2021 0% 12/31/24 GULLANE RE 2021 ZCP REGD /XILS00265339/ 0.00000000 | ||||||||||||
GULLANE RE 2021 0% 12/31/24 GULLANE RE 2021 ZCP REGD /XILS00265339/ 0.00000000 | ||||||||||||
GULLANE RE 2021 0% 12/31/24 GULLANE RE 2021 ZCP REGD /XILS00265339/ 0.00000000 | ||||||||||||
Gullane Re 2021, 12/31/24 Gullane Re 2021, 12/31/24 | ||||||||||||
Gullane Re 2021, 12/31/24 Gullane Re 2021, 12/31/24 | ||||||||||||
Gullane Re 2022 | ||||||||||||
HARAMBEE 2018 0.00% 12/31/21 HARAMBEE 2018 ZCP REGD /BNR3M5Y01/ 0.00000000 | ||||||||||||
HARAMBEE 2018 0.00% 12/31/21 HARAMBEE 2018 ZCP REGD /BNR3M5Y01/ 0.00000000 | ||||||||||||
HARAMBEE 2018 0.00% 12/31/21 HARAMBEE 2018 ZCP REGD /BNR3M5Y01/ 0.00000000 | ||||||||||||
HARAMBEE 2018 0.00% 12/31/21 HARAMBEE 2018 ZCP REGD /BNR3M5Y01/ 0.00000000 | ||||||||||||
Harambee Re 2018, 12/31/21 Harambee Re 2018, 12/31/21 | ||||||||||||
Harambee Re 2018, 12/31/21 Harambee Re 2018, 12/31/21 | ||||||||||||
Harambee Re 2018, 12/31/21 Harambee Re 2018, 12/31/21 | ||||||||||||
HARAMBEE RE 2019 0.0% 12/31/22 HARAMBEE RE 2019 ZCP REGD /BNR48WAE2/ 0.00000000 | ||||||||||||
HARAMBEE RE 2019 0.0% 12/31/22 HARAMBEE RE 2019 ZCP REGD /BNR48WAE2/ 0.00000000 | ||||||||||||
HARAMBEE RE 2019 0.0% 12/31/22 HARAMBEE RE 2019 ZCP REGD /BNR48WAE2/ 0.00000000 | ||||||||||||
HARAMBEE RE 2019 0.0% 12/31/22 HARAMBEE RE 2019 ZCP REGD /BNR48WAE2/ 0.00000000 | ||||||||||||
Harambee Re 2019, 12/31/22 Harambee Re 2019, 12/31/22 | ||||||||||||
Harambee Re 2019, 12/31/22 Harambee Re 2019, 12/31/22 | ||||||||||||
Harambee Re 2019, 12/31/22 Harambee Re 2019, 12/31/22 | ||||||||||||
HARAMBEE RE 2020 0.0% 12/31/23 HARAMBEE RE 2020 REGD ZCP /XILS00171922/ 0.00000000 | ||||||||||||
HARAMBEE RE 2020 0.0% 12/31/23 HARAMBEE RE 2020 REGD ZCP /XILS00171922/ 0.00000000 | ||||||||||||
HARAMBEE RE 2020 0.0% 12/31/23 HARAMBEE RE 2020 REGD ZCP /XILS00171922/ 0.00000000 | ||||||||||||
HARAMBEE RE 2020 0.0% 12/31/23 HARAMBEE RE 2020 REGD ZCP /XILS00171922/ 0.00000000 | ||||||||||||
Harambee Re 2020, 12/31/23 Harambee Re 2020, 12/31/23 | ||||||||||||
Harambee Re 2020, 12/31/23 Harambee Re 2020, 12/31/23 | ||||||||||||
Harambee Re 2020, 12/31/23 Harambee Re 2020, 12/31/23 | ||||||||||||
HARBOUR ENERGY P 5.5% 10/15/26 | ||||||||||||
HARVEST MIDSTREAM I LP | ||||||||||||
HECLA MINING CO 7.25% 02/15/28 | ||||||||||||
HERC HOLDINGS IN 5.5% 07/15/27 | ||||||||||||
HERCULES LLC | ||||||||||||
HERTZ CORP 7.125% 08/01/26 | ||||||||||||
HESS INF PART 5.625% 02/15/26 | ||||||||||||
HESS MIDSTREAM 5.625% 02/15/26 | ||||||||||||
HEXION INC | ||||||||||||
HILCORP ENERGY I/H 6% 02/01/31 | ||||||||||||
HILTON DOMESTI 5.375% 05/01/25 | ||||||||||||
HILTON DOMESTIC 5.75% 05/01/28 | ||||||||||||
HOWMET AEROSPACE INC | ||||||||||||
HSBC SECURITIES (USA) INC. | ||||||||||||
HUDBAY MINERAL 7.625% 01/15/25 | ||||||||||||
HUDBAY MINERALS 7.25% 01/15/23 | ||||||||||||
HUDBAY MINERALS INC | ||||||||||||
HYATT HOTELS C 5.375% 04/23/25 | ||||||||||||
HYATT HOTELS CORP | ||||||||||||
HYPATIA LTD | ||||||||||||
IBRD V/R 07/15/20 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R SER B 12.97250000 | ||||||||||||
IBRD V/R 07/15/20 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R SER A 8.37250000 | ||||||||||||
IBRD V/R 12/20/19 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R SER GDIF 10.93675000 | ||||||||||||
IBRD V/R 12/20/19 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R SER GDIF 7.53675000 | ||||||||||||
IHO VERWAL 3.75% 09/15/26/EUR/ | ||||||||||||
IHS HOLDING LTD | ||||||||||||
INDIGO NATURAL 6.875% 02/15/26 | ||||||||||||
ING GROEP NV | ||||||||||||
INSTANT BRANDS HOLDING | ||||||||||||
INTEGRITY RE LTD V/R 06/10/20 INTEGRITY RE LTD REGD V/R 144A P/P SER C 5.83438000 | ||||||||||||
INTEGRITY RE LTD V/R 06/10/20 INTEGRITY RE LTD REGD V/R 144A P/P SER A 4.75438000 | ||||||||||||
INTELSAT JACKSON 5.5% 08/01/23 | ||||||||||||
INTER-AMERICAN DEVEL BK | ||||||||||||
INTERNATIONAL 4.125% 04/15/26 | ||||||||||||
INTERNATIONAL GAME TECH | ||||||||||||
INTERNATIONAL PETROLEUM | ||||||||||||
INTERTAPE POLYMER 7% 10/15/26 | ||||||||||||
INTESA SANPAOLO SPA | ||||||||||||
INTL BK RECON & DEVELOP | ||||||||||||
INTL DESIGN GROUP | ||||||||||||
IRB HOLDING CORP 7% 06/15/25 | ||||||||||||
ISOSCELES RE 2021 0% 6/30/25 ISOSCELES RE 2021-G1 ZCP REGD /XILS00323560/ 0.00000000 | ||||||||||||
ISOSCELES RE 2021 0% 6/30/25 ISOSCELES RE 2021-G1 ZCP REGD /XILS00323560/ 0.00000000 | ||||||||||||
Isosceles Re 2021-G1. 6/30/25 Isosceles Re 2021-G1. 6/30/25 | ||||||||||||
Isosceles Re 2021-G1. 6/30/25 Isosceles Re 2021-G1. 6/30/25 | ||||||||||||
Isosceles Re 2021-G1. 6/30/25 Isosceles Re 2021-G1. 6/30/25 | ||||||||||||
IVANHOE MINES LT 2.5% 04/15/26 | ||||||||||||
JAZZ ACQUISITION INC | ||||||||||||
JB POINDEXTER & CO INC | ||||||||||||
JERROLD FI 5.25% 01/15/27/GBP/ | ||||||||||||
JOSEPH T RYERSON 11% 05/15/22 | ||||||||||||
JOSEPH T RYERSON & SON I | ||||||||||||
JP Morgan Chase Commercial Mor | ||||||||||||
JPMCC 2015-JP1 C V/R 12/15/25 | ||||||||||||
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | ||||||||||||
KAISER ALUMINUM 6.5% 05/01/25 | ||||||||||||
KB HOME | ||||||||||||
KCA DEUTAG UK 9.625% 04/01/23 | ||||||||||||
KENBOURNE INVEST SA | ||||||||||||
KERNEL HOLDING SA | ||||||||||||
KILIMANJARO II RE V/R 04/20/21 KILIMANJARO II RE LTD REGD V/R 144A P/P SER A-1 12.21875000 | ||||||||||||
KILIMANJARO II RE V/R 04/20/21 KILIMANJARO II RE LTD REGD V/R 144A P/P SER ** 9.51875000 | ||||||||||||
KILIMANJARO III RE LTD | ||||||||||||
KILIMANJARO RE LTD | ||||||||||||
KINGDOM OF BAH 5.625% 09/30/31 | ||||||||||||
KINGDOM OF BAHRAIN | ||||||||||||
KIZUNA II RE LTD V/R 04/11/23 | ||||||||||||
KOPPERS INC | ||||||||||||
KOSMOS ENERGY LTD | ||||||||||||
KRATON POLYMERS LL 7% 04/15/25 | ||||||||||||
LAMAR MEDIA CO 4.875% 01/15/29 LAMAR MEDIA CORP REGD 4.87500000 | ||||||||||||
LAMAR MEDIA CO 4.875% 01/15/29 LAMAR MEDIA CORP REGD 144A P/P 4.87500000 | ||||||||||||
LATAM AIRLINES GROUP SA | ||||||||||||
LATAM FINANCE 6.875% 04/11/24 | ||||||||||||
LATAM FINANCE LTD 7% 03/01/26 | ||||||||||||
LEAR CORP | ||||||||||||
LEGACY LIFEPOINT HEALTH | ||||||||||||
LIBERTY MUTUAL INSURANCE | ||||||||||||
LIFEPOINT HEAL 5.375% 01/15/29 | ||||||||||||
LIFEPT/LEGACY LIFEPT | ||||||||||||
LIGHT SERVICOS 7.25% 05/03/23 | ||||||||||||
LIMA 2019-1 B 8.5% 11/01/22 | ||||||||||||
LIMESTONE RE 2018, 3/1/22 LIMESTONE RE 2018, 3/1/22 | ||||||||||||
LIMESTONE RE 2018, 3/1/22 LIMESTONE RE 2018, 3/1/22 | ||||||||||||
LIMESTONE RE LTD | ||||||||||||
LION II RE D V/R 07/15/21/EUR/ | ||||||||||||
LION ROCK RE 2020 0% 01/31/22 LION ROCK RE 2020 REGD ZCP /XILS00171823/ 0.00000000 | ||||||||||||
LION ROCK RE 2020 0% 01/31/22 LION ROCK RE 2020 REGD ZCP /XILS00171823/ 0.00000000 | ||||||||||||
LION ROCK RE 2020 0% 01/31/22 LION ROCK RE 2020 REGD ZCP /XILS00171823/ 0.00000000 | ||||||||||||
LION ROCK RE 2020 0% 01/31/22 LION ROCK RE 2020 REGD ZCP /XILS00171823/ 0.00000000 | ||||||||||||
Lion Rock Re 2020, 1/31/22 Lion Rock Re 2020, 1/31/22 | ||||||||||||
Lion Rock Re 2020, 1/31/22 Lion Rock Re 2020, 1/31/22 | ||||||||||||
Lion Rock Re 2020, 1/31/22 Lion Rock Re 2020, 1/31/22 | ||||||||||||
Lion Rock Re 2021, 12/31/24 Lion Rock Re 2021, 12/31/24 | ||||||||||||
Lion Rock Re 2021, 12/31/24 Lion Rock Re 2021, 12/31/24 | ||||||||||||
Lion Rock Re 2021, 12/31/24 Lion Rock Re 2021, 12/31/24 | ||||||||||||
LION ROCK RE 20210% 12/31/24 LION ROCK RE 2021 ZCP REGD /XILS00265784/ 0.00000000 | ||||||||||||
LION ROCK RE 20210% 12/31/24 LION ROCK RE 2021 ZCP REGD /XILS00265784/ 0.00000000 | ||||||||||||
LION ROCK RE 20210% 12/31/24 LION ROCK RE 2021 ZCP REGD /XILS00265784/ 0.00000000 | ||||||||||||
LIONS GATE CAPIT 5.5% 04/15/29 | ||||||||||||
LIPHOOK RE 2020 0% 6/30/24 LIPHOOK RE 2020 ZCP REGD P/P 0.00000000 | ||||||||||||
LIPHOOK RE 2020 0% 6/30/24 LIPHOOK RE 2020 ZCP REGD P/P 0.00000000 | ||||||||||||
LOGMEIN INC 5.5% 09/01/27 | ||||||||||||
LORENZ RE 2018 0.0% 07/01/21 LORENZ RE 2018 REGD ZCP /BNR3Y35Y1/ 0.00000000 | ||||||||||||
LORENZ RE 2018 0.0% 07/01/21 LORENZ RE 2018 REGD ZCP /BNR3Y35Y1/ 0.00000000 | ||||||||||||
LORENZ RE 2018 0.0% 07/01/21 LORENZ RE 2018 REGD ZCP /BNR3Y35Y1/ 0.00000000 | ||||||||||||
LORENZ RE 2018 0.0% 07/01/21 LORENZ RE 2018 REGD ZCP /BNR3Y35Y1/ 0.00000000 | ||||||||||||
Lorenz Re 2018, 7/1/22 Lorenz Re 2018, 7/1/22 | ||||||||||||
Lorenz Re 2018, 7/1/22 Lorenz Re 2018, 7/1/22 | ||||||||||||
Lorenz Re 2019, 6/30/22 Lorenz Re 2019, 6/30/22 | ||||||||||||
Lorenz Re 2019, 6/30/22 Lorenz Re 2019, 6/30/22 | ||||||||||||
Lorenz Re 2019, 6/30/22 Lorenz Re 2019, 6/30/22 | ||||||||||||
LORENZ RE 2019V/R 6/30/22 LORENZ RE 2019 /VARIABLE/ REGD 0.00000000 | ||||||||||||
LORENZ RE 2019V/R 6/30/22 LORENZ RE 2019 /VARIABLE/ REGD 0.00000000 | ||||||||||||
LORENZ RE 2019V/R 6/30/22 LORENZ RE 2019 /VARIABLE/ REGD 0.00000000 | ||||||||||||
LORENZ RE 2019V/R 6/30/22 LORENZ RE 2019 /VARIABLE/ REGD 0.00000000 | ||||||||||||
LORENZ RE 2020 0.0% 06/30/23 LORENZ RE 2020 REGD ZCP /XILS00219068/ 0.00000000 | ||||||||||||
LORENZ RE 2020 0.0% 06/30/23 LORENZ RE 2020 A ZCP REGD P/P 0.00000000 | ||||||||||||
LORENZ RE 2020 0.0% 06/30/23 LORENZ RE 2020 REGD ZCP /XILS00219068/ 0.00000000 | ||||||||||||
LORENZ RE 2020 0.0% 06/30/23 LORENZ RE 2020 A ZCP REGD P/P 0.00000000 | ||||||||||||
LORENZ RE 2020 0.0% 06/30/23 LORENZ RE 2020 REGD ZCP /XILS00219068/ 0.00000000 | ||||||||||||
LORENZ RE 2020 0.0% 06/30/23 LORENZ RE 2020 A ZCP REGD P/P 0.00000000 | ||||||||||||
LORENZ RE 2020 0.0% 06/30/23 LORENZ RE 2020 REGD ZCP /XILS00219068/ 0.00000000 | ||||||||||||
LORENZ RE 2020 0.0% 06/30/23 LORENZ RE 2020 A ZCP REGD P/P 0.00000000 | ||||||||||||
Lorenz Re 2020, 6/30/23 Lorenz Re 2020, 6/30/23 | ||||||||||||
Lorenz Re 2020, 6/30/23 Lorenz Re 2020, 6/30/23 | ||||||||||||
Lorenz Re 2020, 6/30/23 Lorenz Re 2020, 6/30/23 | ||||||||||||
Lorenz Re 2020, 6/30/23 Lorenz Re 2020, 6/30/23 | ||||||||||||
Lorenz Re 2020, 6/30/23 Lorenz Re 2020, 6/30/23 | ||||||||||||
Lorenz Re 2020, 6/30/23 Lorenz Re 2020, 6/30/23 | ||||||||||||
LSF11 A5 HOLDCO LLC | ||||||||||||
LUNE HOLDINGS SARL | ||||||||||||
LYB FINANCE CO BV | ||||||||||||
MARFRIG HOLDING EU 8% 06/08/23 | ||||||||||||
MARRIOTT INTERNATIONAL | ||||||||||||
MATTERHORN RE LTD | ||||||||||||
MATTERHORN RE LTD V/R 12/07/21 MATTERHORN RE LTD REGD V/R 144A P/P SER B 7.53802400 | ||||||||||||
MATTERHORN RE LTD V/R 12/07/21 MATTERHORN RE LTD REGD V/R 144A P/P SER B* 6.28802400 | ||||||||||||
MATTERHORN RE LTD ZCP 12/07/21 | ||||||||||||
MAXIM CRANE WORKS LLC | ||||||||||||
MC BRAZIL DWNSTRM | ||||||||||||
MCF CLO LLC | ||||||||||||
MCGRAW-HILL EDUCATION | ||||||||||||
MDC PARTNERS INC S/UP 05/01/24 | ||||||||||||
MED Trust | ||||||||||||
MEG ENERGY CORP | ||||||||||||
MERCER INTL IN 7.375% 01/15/25 | ||||||||||||
Merion Re 2018-2, 12/31/21 Merion Re 2018-2, 12/31/21 | ||||||||||||
Merion Re 2018-2, 12/31/21 Merion Re 2018-2, 12/31/21 | ||||||||||||
Merion Re 2018-2, 12/31/21 Merion Re 2018-2, 12/31/21 | ||||||||||||
MERION RE 2021-1 0% 12/31/24 MERION RE 2021-1 ZCP REGD /XILS00267067/ 0.00000000 | ||||||||||||
MERION RE 2021-1 0% 12/31/24 MERION RE 2021-1 ZCP REGD /XILS00267067/ 0.00000000 | ||||||||||||
MERION RE 2021-1 0% 12/31/24 MERION RE 2021-1 ZCP REGD /XILS00267067/ 0.00000000 | ||||||||||||
MERION RE 2021-1 0% 12/31/24 MERION RE 2021-1 ZCP REGD /XILS00267067/ 0.00000000 | ||||||||||||
MERION RE 2021-2 0% 12/31/24 MERION RE 2021-2 ZCP REGD /XILS00265333/ 0.00000000 | ||||||||||||
MERION RE 2021-2 0% 12/31/24 MERION RE 2021-2 ZCP REGD /XILS00265333/ 0.00000000 | ||||||||||||
MERION RE 2021-2 0% 12/31/24 MERION RE 2021-2 ZCP REGD /XILS00265333/ 0.00000000 | ||||||||||||
MERION RE 2021-2 0% 12/31/24 MERION RE 2021-2 ZCP REGD /XILS00265333/ 0.00000000 | ||||||||||||
Merion Re 2021-2, 12/31/24 | ||||||||||||
Merion Re 2021-2, 12/31/24 Merion Re 2021-2, 12/31/24 | ||||||||||||
Merion Re 2021-2, 12/31/24 Merion Re 2021-2, 12/31/24 | ||||||||||||
Merion Re 2022-1 Merion Re 2022-1 | ||||||||||||
Merion Re 2022-1 Merion Re 2022-1 | ||||||||||||
Merion Re 2022-1 Merion Re 2022-1 | ||||||||||||
Merion Re 2022-2 | ||||||||||||
MERNA RE LTD V/R 04/08/20 | ||||||||||||
METINVEST BV | ||||||||||||
METINVEST BV 7.75% 10/17/29 | ||||||||||||
MEX BONOS 7.75% 11/13/42/MXN/ | ||||||||||||
MEX BONOS DESARR FIX RT | ||||||||||||
MICRON TECHNOLOG 5.5% 02/01/25 | ||||||||||||
MILEAGE PLUS HLDINGS LLC | ||||||||||||
MINERAL RESOURCES LTD | ||||||||||||
MINERVA LUXEMBOU 6.5% 09/20/26 | ||||||||||||
MINERVA MERGER SUB INC | ||||||||||||
MOBILE TELESYS (MT 5% 05/30/23 | ||||||||||||
MOHEGAN GAMING & ENT | ||||||||||||
MONA LISA RE LTD | ||||||||||||
MONGOLIAN MORTG 9.75% 01/29/22 | ||||||||||||
MORGAN STANLEY & CO. LLC | ||||||||||||
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust 2019-BPR | ||||||||||||
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust 2007-TOP25 | ||||||||||||
MSBAM 2014-C17 D V/R 07/15/24 | ||||||||||||
MULTIFAMILY CONNECTICUT AVENUE | ||||||||||||
Multifamily Structured Credit Freddie Mac Multifamily Structured Credit Risk | ||||||||||||
Multifamily Structured Credit Freddie Mac Multifamily Structured Credit Risk | ||||||||||||
MURPHY OIL CORP | ||||||||||||
MYSTIC RE IV LTD Mystic Re IV Ltd | ||||||||||||
MYSTIC RE IV LTD Mystic Re IV Ltd | ||||||||||||
MYT HLDG CO /PFD/ | ||||||||||||
MYT HOLDING LLC | ||||||||||||
N/A EUR/USD FWD 20211221 000005455 USD | ||||||||||||
N/A EUR/USD FWD 20211221 000000010 USD | ||||||||||||
N/A EUR/USD FWD 20211221 000000908 USD | ||||||||||||
N/A EUR/USD FWD 20220127 000005208 USD | ||||||||||||
N/A EUR/USD FWD 20211124 000006038 USD | ||||||||||||
N/A GBP/USD FWD 20211123 000010428 USD | ||||||||||||
N/A EUR/USD FWD 20210928 000000902 USD | ||||||||||||
N/A USD/GBP FWD 20210824 000006219 USD | ||||||||||||
N/A USD/EUR FWD 20210826 000006219 USD | ||||||||||||
N/A EUR/USD FWD 20210826 000006219 USD | ||||||||||||
N/A USD/EUR FWD 20210826 000005208 USD | ||||||||||||
N/A EUR/USD FWD 20211027 000000902 USD | ||||||||||||
N/A EUR/USD FWD 20210826 000005208 USD | ||||||||||||
N/A EUR/USD FWD 20210826 000010428 USD | ||||||||||||
N/A GBP/USD FWD 20210824 000006219 USD | ||||||||||||
N/A EUR/USD FWD 20210727 000005455 USD | ||||||||||||
N/A EUR/USD FWD 20210524 000010428 USD | ||||||||||||
N/A EUR/USD FWD 20210625 000010428 USD | ||||||||||||
N/A USD/EUR FWD 20210625 000010428 USD | ||||||||||||
N/A EUR/USD FWD 20210524 000000902 USD | ||||||||||||
N/A GBP/USD FWD 20210524 000010428 USD | ||||||||||||
N/A EUR/USD FWD 20210727 000010428 USD | ||||||||||||
N/A EUR/USD FWD 20210524 000006219 USD | ||||||||||||
N/A EUR/USD FWD 20210428 000006219 USD | ||||||||||||
N/A EUR/USD FWD 20210225 000000901 USD | ||||||||||||
N/A GBP/USD FWD 20210226 000010428 USD | ||||||||||||
N/A EUR/USD FWD 20210326 000010428 USD | ||||||||||||
N/A EUR/USD FWD 20210225 000010428 USD | ||||||||||||
N/A EUR/USD FWD 20210326 000005455 USD | ||||||||||||
NABORS INDUSTRI 7.25% 01/15/26 | ||||||||||||
NABORS INDUSTRIES INC | ||||||||||||
NABORS INDUSTRIES LTD | ||||||||||||
NAKAMA RE LTD V/R 10/13/21 | ||||||||||||
NATEL ENGINEERING CO INC | ||||||||||||
NATIONSTAR MORT/ 6.5% 06/01/22 | ||||||||||||
NATIONSTAR MORT/ 6.5% 07/01/21 | ||||||||||||
NATIONSTAR MTG 5.125% 12/15/30 | ||||||||||||
NATIONSTAR MTG 8.125% 07/15/23 | ||||||||||||
NATIONSTAR MTG HLD 6% 01/15/27 | ||||||||||||
Natixis Commercial Mortgage Se | ||||||||||||
NATURA &CO LUX HLD SARL | ||||||||||||
NATWEST GROUP PLC | ||||||||||||
NATWEST GROUP PLC V/R /PERP/ | ||||||||||||
NAVIOS SA LOGIS 7.25% 05/01/22 | ||||||||||||
NAVISTAR INTL CO 9.5% 05/01/25 | ||||||||||||
NCL CORPORATIO 5.875% 03/15/26 | ||||||||||||
NCL FINANCE LTD | ||||||||||||
NCM RE 2018 0% 12/31/21 | ||||||||||||
NCM RE 2019 0.0% 12/31/22 | ||||||||||||
NCR CORP 8.125% 04/15/25 | ||||||||||||
NEIMAN MARCUS GRP 8% 10/25/24 | ||||||||||||
NEINOR HOME 4.5% 10/15/26/EUR/ | ||||||||||||
NEPTUNE ENERGY BONDCO | ||||||||||||
NETFLIX INC 3.625% 06/15/25 | ||||||||||||
NEUB 2020-37A E V/R 07/20/31 | ||||||||||||
NORTHERN OIL AND 8.5% 05/15/23 | ||||||||||||
NORTHSHORE RE II V/R 07/06/20 | ||||||||||||
NOVA CHEMICALS 5.25% 06/01/27 | ||||||||||||
NOVATEK(NOVATE 4.422% 12/13/22 | ||||||||||||
NOVELIS CORP 4.75% 01/30/30 | ||||||||||||
NOVELIS CORP 5.875% 09/30/26 | ||||||||||||
NRG ENERGY INC | ||||||||||||
NRG ENERGY INC 7.25% 05/15/26 | ||||||||||||
NSG HOLDINGS LLC/NSG HLD | ||||||||||||
NUSTAR LOGISTI 6.375% 10/01/30 | ||||||||||||
OAKMONT RE 2020 0% 4/30/24 OAKMONT RE 2020 ZCP /XILS00243849/ 0.00000000 | ||||||||||||
OAKMONT RE 2020 0% 4/30/24 OAKMONT RE 2020 ZCP /XILS00243849/ 0.00000000 | ||||||||||||
OAKMONT RE 2020 0% 4/30/24 OAKMONT RE 2020 ZCP /XILS00243849/ 0.00000000 | ||||||||||||
OAKMONT RE 2020 0% 4/30/24 OAKMONT RE 2020 ZCP /XILS00243849/ 0.00000000 | ||||||||||||
Oakmont Re 2020, 4/30/24 Oakmont Re 2020, 4/30/24 | ||||||||||||
Oakmont Re 2020, 4/30/24 Oakmont Re 2020, 4/30/24 | ||||||||||||
Oakmont Re 2020, 4/30/24 Oakmont Re 2020, 4/30/24 | ||||||||||||
OASIS PETROLEU 6.875% 03/15/22 | ||||||||||||
OCCIDENTAL PETROLEUM COR | ||||||||||||
OCP 2020-19A D V/R 07/20/31 | ||||||||||||
OLD HEAD RE 2021 05 12/31/24 OLD HEAD RE 2021 ZCP REGD /XILS00265330/ 0.00000000 | ||||||||||||
OLD HEAD RE 2021 05 12/31/24 OLD HEAD RE 2021 ZCP REGD /XILS00265330/ 0.00000000 | ||||||||||||
OLD HEAD RE 2021 05 12/31/24 OLD HEAD RE 2021 ZCP REGD /XILS00265330/ 0.00000000 | ||||||||||||
OLD HEAD RE 2021 05 12/31/24 OLD HEAD RE 2021 ZCP REGD /XILS00265330/ 0.00000000 | ||||||||||||
Old Head Re 2022, 12/31/2027 Old Head Re 2022, 12/31/2027 | ||||||||||||
Old Head Re 2022, 12/31/2027 Old Head Re 2022, 12/31/2027 | ||||||||||||
Old Head Re 2022, 12/31/2027 Old Head Re 2022, 12/31/2027 | ||||||||||||
OLIN CORP | ||||||||||||
OLYMPUS WTR US HLDG CORP | ||||||||||||
OMAN GOV INTERN 6.25% 01/25/31 | ||||||||||||
OMAN GOV INTERNTL BOND | ||||||||||||
ONEMAIN FINANC 6.625% 01/15/28 | ||||||||||||
ONEMAIN FINANCE CORP | ||||||||||||
ORYX FUNDING LTD 5.8% 02/03/31 | ||||||||||||
OSCAR ACQUISITIONCO LLC | ||||||||||||
OXFORD FIN LLC/CO-ISS II | ||||||||||||
Oyster Bay Re 2018, 1/15/22 Oyster Bay Re 2018, 1/15/22 | ||||||||||||
Oyster Bay Re 2018, 1/15/22 Oyster Bay Re 2018, 1/15/22 | ||||||||||||
Oyster Bay Re 2018, 1/15/22 Oyster Bay Re 2018, 1/15/22 | ||||||||||||
P&L DEV LLC/PLD FIN CORP | ||||||||||||
Palisades Center Trust | ||||||||||||
PANGAEA RE 0% 7/1/23 PANGAEA RE 2019-3 REGD /XILS00141735/ 0.00000000 | ||||||||||||
PANGAEA RE 0% 7/1/23 PANGAEA RE 2019-3 REGD /XILS00141735/ 0.00000000 | ||||||||||||
PANGAEA RE 0% 7/1/23 PANGAEA RE 2019-3 REGD /XILS00141735/ 0.00000000 | ||||||||||||
PANGAEA RE 0% 7/1/23 PANGAEA RE 2019-3 REGD /XILS00141735/ 0.00000000 | ||||||||||||
PANGAEA RE 2018-1 0% 12/31/21 PANGAEA RE 2018-1 ZCP /BNR3MYH98/ 0.00000000 | ||||||||||||
PANGAEA RE 2018-1 0% 12/31/21 PANGAEA RE 2018-1 ZCP /BNR3MYH98/ 0.00000000 | ||||||||||||
PANGAEA RE 2018-1 0% 12/31/21 PANGAEA RE 2018-1 ZCP /BNR3MYH98/ 0.00000000 | ||||||||||||
PANGAEA RE 2018-1 0% 12/31/21 PANGAEA RE 2018-1 ZCP /BNR3MYH98/ 0.00000000 | ||||||||||||
Pangaea Re 2018-1, 12/31/21 Pangaea Re 2018-1, 12/31/21 | ||||||||||||
Pangaea Re 2018-1, 12/31/21 Pangaea Re 2018-1, 12/31/21 | ||||||||||||
Pangaea Re 2018-1, 12/31/21 Pangaea Re 2018-1, 12/31/21 | ||||||||||||
PANGAEA RE 2018-3 0% 07/01/22 PANGAEA RE 2018-3 REGD ZCP /BNR3WRSC3/ 0.00000000 | ||||||||||||
PANGAEA RE 2018-3 0% 07/01/22 PANGAEA RE 2018-3 REGD ZCP /BNR3WRSC3/ 0.00000000 | ||||||||||||
PANGAEA RE 2018-3 0% 07/01/22 PANGAEA RE 2018-3 REGD ZCP /BNR3WRSC3/ 0.00000000 | ||||||||||||
PANGAEA RE 2018-3 0% 07/01/22 PANGAEA RE 2018-3 REGD ZCP /BNR3WRSC3/ 0.00000000 | ||||||||||||
Pangaea Re 2018-3, 7/1/22 Pangaea Re 2018-3, 7/1/22 | ||||||||||||
Pangaea Re 2018-3, 7/1/22 Pangaea Re 2018-3, 7/1/22 | ||||||||||||
Pangaea Re 2018-3, 7/1/22 Pangaea Re 2018-3, 7/1/22 | ||||||||||||
Pangaea Re 2019-1, 2/1/23 Pangaea Re 2019-1, 2/1/23 | ||||||||||||
Pangaea Re 2019-1, 2/1/23 Pangaea Re 2019-1, 2/1/23 | ||||||||||||
Pangaea Re 2019-1, 2/1/23 Pangaea Re 2019-1, 2/1/23 | ||||||||||||
Pangaea Re 2019-3, 7/1/23 Pangaea Re 2019-3, 7/1/23 | ||||||||||||
Pangaea Re 2019-3, 7/1/23 Pangaea Re 2019-3, 7/1/23 | ||||||||||||
Pangaea Re 2019-3, 7/1/23 Pangaea Re 2019-3, 7/1/23 | ||||||||||||
PANGAEA RE 2020-1 0% 02/01/24 PANGAEA RE 2020-1 REGD ZCP /XILS00178572/ 0.00000000 | ||||||||||||
PANGAEA RE 2020-1 0% 02/01/24 PANGAEA RE 2020-1 REGD ZCP /XILS00178572/ 0.00000000 | ||||||||||||
PANGAEA RE 2020-1 0% 02/01/24 PANGAEA RE 2020-1 REGD ZCP /XILS00178572/ 0.00000000 | ||||||||||||
PANGAEA RE 2020-1 0% 02/01/24 PANGAEA RE 2020-1 REGD ZCP /XILS00178572/ 0.00000000 | ||||||||||||
Pangaea Re 2020-1, 2/1/24 Pangaea Re 2020-1, 2/1/24 | ||||||||||||
Pangaea Re 2020-1, 2/1/24 Pangaea Re 2020-1, 2/1/24 | ||||||||||||
Pangaea Re 2020-1, 2/1/24 Pangaea Re 2020-1, 2/1/24 | ||||||||||||
PANGAEA RE 2020-3 0% 07/01/24 PANGAEA RE 2020-3 ZCP REGD P/P /XILS00223142/ 0.00000000 | ||||||||||||
PANGAEA RE 2020-3 0% 07/01/24 PANGAEA RE 2020-3 ZCP REGD P/P /XILS00223142/ 0.00000000 | ||||||||||||
PANGAEA RE 2020-3 0% 07/01/24 PANGAEA RE 2020-3 ZCP REGD P/P /XILS00223142/ 0.00000000 | ||||||||||||
PANGAEA RE 2020-3 0% 07/01/24 PANGAEA RE 2020-3 ZCP REGD P/P /XILS00223142/ 0.00000000 | ||||||||||||
Pangaea Re 2020-3, 7/1/24 Pangaea Re 2020-3, 7/1/24 | ||||||||||||
Pangaea Re 2020-3, 7/1/24 Pangaea Re 2020-3, 7/1/24 | ||||||||||||
Pangaea Re 2020-3, 7/1/24 Pangaea Re 2020-3, 7/1/24 | ||||||||||||
PANGAEA RE 2021-1 0% 12/31/24 PANGAEA RE 2021-1 ZCP REGD /XILS00266525/ 0.00000000 | ||||||||||||
PANGAEA RE 2021-1 0% 12/31/24 PANGAEA RE 2021-1 ZCP REGD /XILS00266525/ 0.00000000 | ||||||||||||
PANGAEA RE 2021-1 0% 12/31/24 PANGAEA RE 2021-1 ZCP REGD /XILS00266525/ 0.00000000 | ||||||||||||
PANGAEA RE 2021-1 0% 12/31/24 PANGAEA RE 2021-1 ZCP REGD /XILS00266525/ 0.00000000 | ||||||||||||
Pangaea Re 2021-1, 12/31/24 Pangaea Re 2021-1, 12/31/24 | ||||||||||||
Pangaea Re 2021-1, 12/31/24 Pangaea Re 2021-1, 12/31/24 | ||||||||||||
Pangaea Re 2021-1, 12/31/24 Pangaea Re 2021-1, 12/31/24 | ||||||||||||
Pangaea Re 2022-1 Pangaea Re 2022-1 | ||||||||||||
Pangaea Re 2022-1 Pangaea Re 2022-1 | ||||||||||||
Pangaea Re 2022-1 Pangaea Re 2022-1 | ||||||||||||
PAR PHARMACEUTICAL INC | ||||||||||||
PARK RIVER HOL 5.625% 02/01/29 | ||||||||||||
PARK-OHIO INDUSTRIES INC | ||||||||||||
PARTY CITY HOLDINGS INC | ||||||||||||
PATRICK INDUSTRIES INC | ||||||||||||
PBF HOLDING CO 9.25% 05/15/25 | ||||||||||||
PBF HOLDING CO LLC 6% 02/15/28 PBF HOLDING CO LLC REGD SER WI 6.00000000 | ||||||||||||
PBF HOLDING CO LLC 6% 02/15/28 PBF HOLDING CO LLC REGD 144A P/P 6.00000000 | ||||||||||||
PBF HOLDING CO LLC 7% 11/15/23 | ||||||||||||
PBF LOGISTICS 6.875% 05/15/23 | ||||||||||||
PECF USS INTERMEDIATE HO | ||||||||||||
PEGASUS HAVA TASIMACILIG | ||||||||||||
PETROLEOS MEXI 6.875% 10/16/25 | ||||||||||||
PETROLEOS MEXICANOS | ||||||||||||
PetroQuest Energy Inc | ||||||||||||
PHH MORTGAGE CORP | ||||||||||||
PHOENIX ONE RE, 1/4/27 PHOENIX ONE RE, 1/4/27 | ||||||||||||
PHOENIX ONE RE, 1/4/27 PHOENIX ONE RE, 1/4/27 | ||||||||||||
PHOENIX ONE RE, 1/4/27 PHOENIX ONE RE, 1/4/27 | ||||||||||||
PILGRIM'S PRID 5.875% 09/30/27 | ||||||||||||
PINNACLE BI 5.5% 02/15/25/EUR/ | ||||||||||||
PINNACLE OPERATING 9% 05/15/23 | ||||||||||||
PLASTIPAK HOLDI 6.25% 10/15/25 | ||||||||||||
POLYONE CORP 5.75% 05/15/25 | ||||||||||||
PORT ROYAL RE 2019 0% 5/31/21 | ||||||||||||
PORT ROYAL RE 2019 0% 5/31/22 | ||||||||||||
Port Royal Re 2021, 5/31/25 Port Royal Re 2021, 5/31/25 | ||||||||||||
Port Royal Re 2021, 5/31/25 Port Royal Re 2021, 5/31/25 | ||||||||||||
Port Royal Re 2021, 5/31/25 Port Royal Re 2021, 5/31/25 | ||||||||||||
PORT ROYAL RE 20210% 5/31/25 PORT ROYAL RE 2021 ZCP REGD /XILS00311791/ 0.00000000 | ||||||||||||
PORT ROYAL RE 20210% 5/31/25 PORT ROYAL RE 2021 ZCP REGD /XILS00311791/ 0.00000000 | ||||||||||||
Portrush Re 2017, 6/15/22 Portrush Re 2017, 6/15/22 | ||||||||||||
Portrush Re 2017, 6/15/22 Portrush Re 2017, 6/15/22 | ||||||||||||
Portrush Re 2017, 6/15/22 Portrush Re 2017, 6/15/22 | ||||||||||||
PORTRUSH2017 0% 6/15/21 PORTRUSH2017 ZCP REGD ZCP /BNR38PK57/ /932ERMII8/ 0.00000000 | ||||||||||||
PORTRUSH2017 0% 6/15/21 PORTRUSH2017 ZCP REGD ZCP /BNR38PK57/ /932ERMII8/ 0.00000000 | ||||||||||||
PORTRUSH2017 0% 6/15/21 PORTRUSH2017 ZCP REGD ZCP /BNR38PK57/ /932ERMII8/ 0.00000000 | ||||||||||||
PORTRUSH2017 0% 6/15/21 PORTRUSH2017 ZCP REGD ZCP /BNR38PK57/ /932ERMII8/ 0.00000000 | ||||||||||||
PRECISION DRILLING CORP | ||||||||||||
PRIME HEALTHCARE SERVICE | ||||||||||||
PRIME SECSRVC BRW/FINANC | ||||||||||||
PROFRAC HOLDINGS II LLC | ||||||||||||
Project Watson Bridge Loan 5% 03/25/2022 Project Watson Bridge Loan 5% 03/25/2022 | ||||||||||||
Project Watson Bridge Loan 5% 03/25/2022 Project Watson Bridge Loan 5% 03/25/2022 | ||||||||||||
Project Watson Bridge Loan 5% 03/25/2022 Project Watson Bridge Loan 5% 03/25/2022 | ||||||||||||
PROMONTORIA HOLDING | ||||||||||||
PROVIDENCE SER 5.875% 11/15/25 | ||||||||||||
PROVINCE OF SALTA | ||||||||||||
PROVINCIA DE B 9.125% 03/16/24 | ||||||||||||
PROVINCIA DE EN 8.75% 02/08/25 | ||||||||||||
PT BAKRIE & 0% 12/22/22 /IDR/ PT BAKRIE & BROTHERS TBK ZCP CONVERTIBLE REGD /IDR/ 0.00000000 | ||||||||||||
PT BAKRIE & 0% 12/22/22 /IDR/ PT BAKRIE & BROTHERS TBK ZCP CONVERTIBLE REGD /IDR/ 0.00000000 | ||||||||||||
PT BAKRIE & 0% 12/22/22 /IDR/ PT BAKRIE & BROTHERS TBK ZCP CONVERTIBLE REGD /IDR/ 0.00000000 | ||||||||||||
PT BAKRIE & 0% 12/22/22 /IDR/ PT BAKRIE & BROTHERS TBK ZCP CONVERTIBLE REGD /IDR/ 0.00000000 | ||||||||||||
PT Bakrie & Brothers TBK PT Bakrie & Brothers TBK | ||||||||||||
PT Bakrie & Brothers TBK PT Bakrie & Brothers TBK | ||||||||||||
PT Bakrie & Brothers TBK PT Bakrie & Brothers TBK | ||||||||||||
PUT EUR/CALL USD 04FEB2022 1.1655 EUR-USD PUT EUR/CALL USD 04FEB2022 1.1655 EUR-USD 0.00000000 | ||||||||||||
PUT EUR/CALL USD 04FEB2022 1.1655 EUR-USD PUT EUR/CALL USD 04FEB2022 1.1655 EUR-USD 0.00000000 | ||||||||||||
PUT EUR/CALL USD 04FEB2022 1.1655 EUR-USD PUT EUR/CALL USD 04FEB2022 1.1655 EUR-USD 0.00000000 | ||||||||||||
PUT EUR/CALL USD 04JUNE2021 1.11 EUR-USD PUT EUR/CALL USD 04JUNE2021 1.11 EUR-USD 0.00000000 | ||||||||||||
PUT EUR/CALL USD 04JUNE2021 1.11 EUR-USD PUT EUR/CALL USD 04JUNE2021 1.11 EUR-USD 0.00000000 | ||||||||||||
PUT EUR/CALL USD 29JAN2021 1.208 EUR-USD | ||||||||||||
PUT EUR/CALL USD FEBRUARY 15. 2022 1.15 EUR-USD | ||||||||||||
PUT EUR/CALL USD MAR21 1.11 | ||||||||||||
PUT EUR/CALL USD MAY 17 2021 1.15 EUR-USD PUT EUR/CALL USD MAY 17 2021 1.15 EUR-USD 0.00000000 | ||||||||||||
PUT EUR/CALL USD MAY 17 2021 1.15 EUR-USD PUT EUR/CALL USD MAY 17 2021 1.15 EUR-USD 0.00000000 | ||||||||||||
RACKSPACE HOST 8.625% 11/15/24 | ||||||||||||
RAIN CII CARBON LLC/CII | ||||||||||||
REALOGY GROUP/C 5.75% 01/15/29 | ||||||||||||
RED CARRETERAS OCCIDE | ||||||||||||
REGIONALCARE HO 8.25% 05/01/23 | ||||||||||||
RENEWABLE ENER 5.875% 06/01/28 | ||||||||||||
REPUBLIC OF ANGOLA | ||||||||||||
REPUBLIC OF GABON | ||||||||||||
REPUBLIC OF GHANA | ||||||||||||
REPUBLIC OF KE 6.875% 06/24/24 | ||||||||||||
REPUBLIC OF NI 7.375% 09/28/33 | ||||||||||||
REPUBLIC OF NIGERIA | ||||||||||||
REPUBLIC OF TUR 3.25% 03/23/23 | ||||||||||||
RESIDENTIAL RE 18 LTD | ||||||||||||
RESIDENTIAL RE 19 LTD | ||||||||||||
RESIDENTIAL RE 20 V/R 12/06/20 | ||||||||||||
RESIDENTIAL RE 21 LTD | ||||||||||||
RESILIENCE RE LTD | ||||||||||||
RMF Buyout Issuance Trust | ||||||||||||
ROYAL CARIBBEAN CRUISES | ||||||||||||
SANDERS RE LTD V/R 06/05/20 | ||||||||||||
SBERBANK (SB CAP SA) | ||||||||||||
SCHWEITZER-MAUDUIT INTL | ||||||||||||
SCIENTIFIC GAME 6.25% 09/01/20 | ||||||||||||
SCIENTIFIC GAME 8.25% 03/15/26 | ||||||||||||
SCIENTIFIC GAMES 10% 12/01/22 | ||||||||||||
SCIENTIFIC GAMES I 7% 05/15/28 | ||||||||||||
SCIENTIFIC GAMES INTERNA | ||||||||||||
SCIL IV LLC / 5.375% 11/01/26 | ||||||||||||
SCOTSCRAIG RE 2020 0% 1/31/21 | ||||||||||||
SEASPAN CORP 6.5% 04/29/26 | ||||||||||||
SEAWORLD PARKS & 9.5% 08/01/25 | ||||||||||||
SECTOR RE V LTD | ||||||||||||
SECTOR RE V LTD ZCP 03/01/24 | ||||||||||||
SECTOR RE V LTD ZCP 12/01/24 | ||||||||||||
SELECT MEDICAL 6.25% 08/15/26 | ||||||||||||
Seminole Re 2018, 1/15/22 Seminole Re 2018, 1/15/22 | ||||||||||||
Seminole Re 2018, 1/15/22 Seminole Re 2018, 1/15/22 | ||||||||||||
SEPLAT PETROLEU 9.25% 04/01/23 | ||||||||||||
SESI LLC 7.75% 09/15/24 | ||||||||||||
SHELF DRILL HOL 8.25% 02/15/25 | ||||||||||||
SHELF DRILL HOLD LTD | ||||||||||||
SHIBA BIDCO SPA | ||||||||||||
SIERRACOL ENRGY ANDINA | ||||||||||||
SILVERSEA CRUIS 7.25% 02/01/25 | ||||||||||||
SIMPAR EUROPE SA | ||||||||||||
SOCIETE GENERALE V/R /PERP/ | ||||||||||||
SOFIMA HOL 3.75% 01/15/28/EUR/ | ||||||||||||
SOTHEBY'S | ||||||||||||
SOUTHWEST AIRLI 1.25% 05/01/25 | ||||||||||||
SOVCOMBANK (SOVCOM CAPT) | ||||||||||||
SPECTRUM CAPITAL V/R 06/08/21 | ||||||||||||
SPIRIT AEROSYSTE 7.5% 04/15/25 | ||||||||||||
SPRINT CORP | ||||||||||||
SPRINT CORP 7.125% 06/15/24 | ||||||||||||
SPRINT CORP 7.25% 09/15/21 | ||||||||||||
STACR 2019-HQA1 V/R 02/25/49 | ||||||||||||
STACR 2019-HQA2 V/R 04/25/49 | ||||||||||||
STACR 2021-DNA1 V/R 01/25/51 | ||||||||||||
STAPLES INC | ||||||||||||
State Street Bank and Trust Company | ||||||||||||
STONEWAY CAPITAL CORP | ||||||||||||
STRATHCONA RESOURCES | ||||||||||||
SUMMIT HOTEL PRO 1.5% 02/15/26 | ||||||||||||
SUMMIT MATERIA 5.125% 06/01/25 | ||||||||||||
SUMMIT MATERIAL 5.25% 01/15/29 | ||||||||||||
SUMMIT MATERIALS 6.5% 03/15/27 | ||||||||||||
Summit Midstream Partners LP | ||||||||||||
SUNCOKE ENGY PAR 7.5% 06/15/25 | ||||||||||||
SUPERIOR ENERGY SERVICES INC SUPERIOR ENERGY SERVICES INC 0.00000000 | ||||||||||||
SUPERIOR ENERGY SERVICES INC SUPERIOR ENERGY SERVICES INC 0.00000000 | ||||||||||||
SURGERY CENTER HOLDINGS | ||||||||||||
Sussex Re 2020-1, 12/31/22 Sussex Re 2020-1, 12/31/22 | ||||||||||||
Sussex Re 2020-1, 12/31/22 Sussex Re 2020-1, 12/31/22 | ||||||||||||
Sussex Re 2020-1, 12/31/22 Sussex Re 2020-1, 12/31/22 | ||||||||||||
SUSSEX RE 2020-10.0% 12/31/22 SUSSEX RE 2020-1 REGD ZCP /XILS00176384/ 0.00000000 | ||||||||||||
SUSSEX RE 2020-10.0% 12/31/22 SUSSEX RE 2020-1 REGD ZCP /XILS00176384/ 0.00000000 | ||||||||||||
SUSSEX RE 2020-10.0% 12/31/22 SUSSEX RE 2020-1 REGD ZCP /XILS00176384/ 0.00000000 | ||||||||||||
SUSSEX RE 2020-10.0% 12/31/22 SUSSEX RE 2020-1 REGD ZCP /XILS00176384/ 0.00000000 | ||||||||||||
SUSSEX RE 2021-1 0% 12/31/24 SUSSEX RE 2021-1 ZCP REGD /XILS00265783/ 0.00000000 | ||||||||||||
SUSSEX RE 2021-1 0% 12/31/24 SUSSEX RE 2021-1 ZCP REGD /XILS00265783/ 0.00000000 | ||||||||||||
SUSSEX RE 2021-1 0% 12/31/24 SUSSEX RE 2021-1 ZCP REGD /XILS00265783/ 0.00000000 | ||||||||||||
SUSSEX RE 2021-1 0% 12/31/24 SUSSEX RE 2021-1 ZCP REGD /XILS00265783/ 0.00000000 | ||||||||||||
Sussex Re 2021-1, 12/31/24 Sussex Re 2021-1, 12/31/24 | ||||||||||||
Sussex Re 2021-1, 12/31/24 Sussex Re 2021-1, 12/31/24 | ||||||||||||
Sussex Re 2021-1, 12/31/24 Sussex Re 2021-1, 12/31/24 | ||||||||||||
Sussex Re 2022, 12/31/2027 Sussex Re 2022, 12/31/2027 | ||||||||||||
Sussex Re 2022, 12/31/2027 Sussex Re 2022, 12/31/2027 | ||||||||||||
Sussex Re 2022, 12/31/2027 Sussex Re 2022, 12/31/2027 | ||||||||||||
SYLVAMO CORP | ||||||||||||
T/L ALBEA BEAUTY 0% 4/22/24 T/L ALBEA BEAUTY HOLDINGS SA REGD 0.00000000 | ||||||||||||
T/L ALBEA BEAUTY 0% 4/22/24 T/L ALBEA BEAUTY HOLDINGS SA REGD 0.00000000 | ||||||||||||
T/L ALBEA BEAUTY 0% 4/22/24 T/L ALBEA BEAUTY HOLDINGS SA REGD 0.00000000 | ||||||||||||
T/L ALLIANT HOLDIN 0% 05/09/25 | ||||||||||||
T/L ALLIED UNIVERS 0% 07/10/26 | ||||||||||||
T/L ALTICE US FINA 0% 01/15/26 | ||||||||||||
T/L AMERICAN AIRLINES INC 0% 3/10/28 T/L AMERICAN AIRLINES INC REGD 0.00000000 | ||||||||||||
T/L AMERICAN AIRLINES INC 0% 3/10/28 T/L AMERICAN AIRLINES INC REGD 0.00000000 | ||||||||||||
T/L AMERICAN AIRLINES INC 0% 3/10/28 T/L AMERICAN AIRLINES INC REGD 0.00000000 | ||||||||||||
T/L BASS PRO GROUP 0% 09/25/24 | ||||||||||||
T/L BAUSCH HEALT 0% 06/02/2025 | ||||||||||||
T/L BLOUNT INTERNA 0% 04/12/23 | ||||||||||||
T/L BOYD CORPORATI 0% 09/06/25 | ||||||||||||
T/L CHANGE HEALTH ZCP 03/01/24 | ||||||||||||
T/L CHLOE OX PAREN 0% 12/23/24 | ||||||||||||
T/L COMMERCIAL VEH 0% 04/12/2023 T/L COMMERCIAL VEHICLE GROUP INC REGD 0.00000000 | ||||||||||||
T/L COMMERCIAL VEH 0% 04/12/2023 T/L COMMERCIAL VEHICLE GROUP INC REGD 0.00000000 | ||||||||||||
T/L CONFIE SEGUROS HOLDING II CO. 0% 4/19/22 T/L CONFIE SEGUROS HOLDING II CO. REGD 0.00000000 | ||||||||||||
T/L CONFIE SEGUROS HOLDING II CO. 0% 4/19/22 T/L CONFIE SEGUROS HOLDING II CO. REGD 0.00000000 | ||||||||||||
T/L CONSTELLIS GR 0% 04/21/24 | ||||||||||||
T/L CREATIVE ARTIS 0% 02/15/24 | ||||||||||||
T/L CSL CAPITAL 0% 10/24/22 | ||||||||||||
T/L DIRECT CHASSISLINK INC 0% 04/10/2026 T/L DIRECT CHASSISLINK INC REGD 0.00000000 | ||||||||||||
T/L DIRECT CHASSISLINK INC 0% 04/10/2026 T/L DIRECT CHASSISLINK INC REGD 0.00000000 | ||||||||||||
T/L ELECTRICAL COM 0% 06/14/25 | ||||||||||||
T/L ENTERPRISE 0% 02/19/28 T/L ENTERPRISE DEVELOPMENT AUTHORITY REGD 0.00000000 | ||||||||||||
T/L ENTERPRISE 0% 02/19/28 T/L ENTERPRISE DEVELOPMENT AUTHORITY REGD 0.00000000 | ||||||||||||
T/L ENTERPRISE 0% 02/19/28 T/L ENTERPRISE DEVELOPMENT AUTHORITY REGD 0.00000000 | ||||||||||||
T/L ENVISION HEALT 0% 10/10/25 T/L ENVISION HEALTHCARE CORPORATION REGD 0.00000000 | ||||||||||||
T/L ENVISION HEALT 0% 10/10/25 T/L ENVISION HEALTHCARE CORPORATION REGD 0.00000000 | ||||||||||||
T/L ENVISION HEALT 0% 10/10/25 T/L ENVISION HEALTHCARE CORPORATION REGD 0.00000000 | ||||||||||||
T/L ENVISION HEALT 0% 10/10/25 T/L ENVISION HEALTHCARE CORPORATION REGD 0.00000000 | ||||||||||||
T/L FIRST BRANDS 0% 03/24/27 T/L FIRST BRANDS GROUP LLC REGD 0.00000000 | ||||||||||||
T/L FIRST BRANDS 0% 03/24/27 T/L FIRST BRANDS GROUP LLC REGD 0.00000000 | ||||||||||||
T/L FIRST BRANDS 0% 03/24/27 T/L FIRST BRANDS GROUP LLC REGD 0.00000000 | ||||||||||||
T/L FITNESS INTERN 0% 04/18/25 T/L FITNESS INTERNATIONAL LLC REGD 0.00000000 | ||||||||||||
T/L FITNESS INTERN 0% 04/18/25 T/L FITNESS INTERNATIONAL LLC REGD 0.00000000 | ||||||||||||
T/L FITNESS INTERN 0% 04/18/25 T/L FITNESS INTERNATIONAL LLC REGD 0.00000000 | ||||||||||||
T/L FITNESS INTERN 0% 04/18/25 T/L FITNESS INTERNATIONAL LLC REGD 0.00000000 | ||||||||||||
T/L GENTIVA HEALTH 07/02/25 | ||||||||||||
T/L GENTIVA HEALTH 0% 07/02/25 | ||||||||||||
T/L GLOBAL APPL 0% 09/29/24 | ||||||||||||
T/L GREAT AMERICAN 0% 03/06/28 | ||||||||||||
T/L GRINDING MEDIA 0% 09/21/28 | ||||||||||||
T/L GRUPO AEROMEXIC 0% 8/19/22 T/L GRUPO AEROMEXIC0 SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000 | ||||||||||||
T/L GRUPO AEROMEXIC 0% 8/19/22 T/L GRUPO AEROMEXICO SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000 | ||||||||||||
T/L GRUPO AEROMEXIC 0% 8/19/22 T/L GRUPO AEROMEXIC0 SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000 | ||||||||||||
T/L GRUPO AEROMEXIC 0% 8/19/22 T/L GRUPO AEROMEXICO SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000 | ||||||||||||
T/L GRUPO AEROMEXIC 0% 8/19/22 T/L GRUPO AEROMEXIC0 SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000 | ||||||||||||
T/L GRUPO AEROMEXIC 0% 8/19/22 T/L GRUPO AEROMEXICO SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000 | ||||||||||||
T/L GRUPO AEROMEXIC 0% 8/19/22 T/L GRUPO AEROMEXIC0 SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000 | ||||||||||||
T/L GRUPO AEROMEXIC 0% 8/19/22 T/L GRUPO AEROMEXICO SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000 | ||||||||||||
T/L INSTANT BRA 0% 04/07/28 T/L INSTANT BRANDS HOLDINGS INC REGD 0.00000000 | ||||||||||||
T/L INSTANT BRA 0% 04/07/28 T/L INSTANT BRANDS HOLDINGS INC REGD 0.00000000 | ||||||||||||
T/L INSTANT BRA 0% 04/07/28 T/L INSTANT BRANDS HOLDINGS INC REGD 0.00000000 | ||||||||||||
T/L INTEGRO LTD 5.75% 10/31/22 T/L INTEGRO LTD 0.00000000 | ||||||||||||
T/L INTEGRO LTD 5.75% 10/31/22 T/L INTEGRO LTD 0.00000000 | ||||||||||||
T/L INTEGRO LTD 5.75% 10/31/22 T/L INTEGRO LTD 0.00000000 | ||||||||||||
T/L KUEHG CORP 0% 02/21/25 | ||||||||||||
T/L M/A-COM TECH 0% 05/17/2024 | ||||||||||||
T/L MHI HOLDINGS 0% 09/21/26 | ||||||||||||
T/L MHVC ACQUISI 0% 04/29/2024 | ||||||||||||
T/L NATURES BOUNTY 0% 09/26/24 | ||||||||||||
T/L NAVISTAR INC 0% 11/6/24 | ||||||||||||
T/L NEO TECHNOLOGY 0% 4/24/26 T/L NEO TECHNOLOGY INC REGD 0.00000000 | ||||||||||||
T/L NEO TECHNOLOGY 0% 4/24/26 T/L NEO TECHNOLOGY INC REGD 0.00000000 | ||||||||||||
T/L NEO TECHNOLOGY 0% 4/24/26 T/L NEO TECHNOLOGY INC REGD 0.00000000 | ||||||||||||
T/L NEO TECHNOLOGY 0% 4/24/26 T/L NEO TECHNOLOGY INC REGD 0.00000000 | ||||||||||||
T/L NN INC 0% 10/19/2022 T/L NN INC REGD 0.00000000 | ||||||||||||
T/L NN INC 0% 10/19/2022 T/L NN INC REGD 0.00000000 | ||||||||||||
T/L NN INC 0% 10/19/2022 T/L NN INC REGD 0.00000000 | ||||||||||||
T/L OLD ALL INC 0% 02/27/23 | ||||||||||||
T/L PELICAN PROD 0% 05/1/2025 T/L PELICAN PRODUCTS INC REGD 0.00000000 | ||||||||||||
T/L PELICAN PROD 0% 05/1/2025 T/L PELICAN PRODUCTS INC REGD 0.00000000 | ||||||||||||
T/L PELICAN PROD 0% 05/1/2025 T/L PELICAN PRODUCTS INC REGD 0.00000000 | ||||||||||||
T/L POLYCONCEPT HO 0% 08/16/23 T/L POLYCONCEPT HOLDING B V REGD 0.00000000 | ||||||||||||
T/L POLYCONCEPT HO 0% 08/16/23 T/L POLYCONCEPT HOLDING B V REGD 0.00000000 | ||||||||||||
T/L POLYCONCEPT HO 0% 08/16/23 T/L POLYCONCEPT HOLDING B V REGD 0.00000000 | ||||||||||||
T/L POLYCONCEPT HO 0% 08/16/23 T/L POLYCONCEPT HOLDING B V REGD 0.00000000 | ||||||||||||
T/L RACKSPACE HOST 0% 11/03/23 | ||||||||||||
T/L RED VENTURES 0% 11/08/2024 | ||||||||||||
T/L REGIONALCARE H 0% 11/16/25 | ||||||||||||
T/L SCIENTIFIC GAM 0% 08/14/24 | ||||||||||||
T/L SPECTACLE 0% 12/23/25 T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000 | ||||||||||||
T/L SPECTACLE 0% 12/23/25 T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000 | ||||||||||||
T/L SPECTACLE 0% 12/23/25 T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000 | ||||||||||||
T/L SPECTACLE 0% 12/23/25 T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000 | ||||||||||||
T/L SPECTACLE 0% 12/23/25 T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000 | ||||||||||||
T/L SPECTACLE 0% 12/23/25 T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000 | ||||||||||||
T/L SPECTACLE 0% 12/23/25 T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000 | ||||||||||||
T/L SPECTACLE 0% 12/23/25 T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000 | ||||||||||||
T/L STONEPEAK LON 0% 10/19/26 | ||||||||||||
T/L SUMMIT MIDSTRE 0% 05/13/22 | ||||||||||||
T/L SURGERY CENT 0% 09/03/26 | ||||||||||||
T/L SURGERY CENTER 0% 08/16/24 | ||||||||||||
T/L TEAM HEALTH 0% 02/06/24 T/L TEAM HEAL INC 0.00000000 | ||||||||||||
T/L TEAM HEALTH 0% 02/06/24 T/L TEAM HEAL INC 0.00000000 | ||||||||||||
T/L TEAM HEALTH 0% 02/06/24 T/L TEAM HEAL INC 0.00000000 | ||||||||||||
T/L TEAM HEALTH 0% 02/06/24 T/L TEAM HEAL INC 0.00000000 | ||||||||||||
T/L THE CHEMOURS C 0% 3/26/25 | ||||||||||||
T/L TPF II POWER 0% 10/02/2023 | ||||||||||||
T/L TRAVELPORT FINANCE LUXEMBOURGS A R L 0% 05/29/2026 | ||||||||||||
T/L TRAVERSE MIDST 0% 09/27/24 | ||||||||||||
T/L TRICO GROUP LL 0% 02/02/24 | ||||||||||||
T/L TRICO GROUP LL 0% 2/02/24 | ||||||||||||
T/L ULTRA CLEAN 0% 08/27/25 T/L ULTRA CLEAN HOLDINGS INC REGD 0.00000000 | ||||||||||||
T/L ULTRA CLEAN 0% 08/27/25 T/L ULTRA CLEAN HOLDINGS INC REGD 0.00000000 | ||||||||||||
T/L ULTRA CLEAN HO 0% 08/27/25 | ||||||||||||
T/L UNITED SEATING 0% 11/13/25 T/L UNITED SEATING AND MOBILITY L L C REGD 0.00000000 | ||||||||||||
T/L UNITED SEATING 0% 11/13/25 T/L UNITED SEATING AND MOBILITY L L C REGD 0.00000000 | ||||||||||||
T/L WATERJET HOL 0% 04/21/2025 | ||||||||||||
T/L WIRECO WORLDGROUP INC 0% 09/29/23 T/L WIRECO WORLDGROUP INC REGD 0.00000000 | ||||||||||||
T/L WIRECO WORLDGROUP INC 0% 09/29/23 T/L WIRECO WORLDGROUP INC REGD 0.00000000 | ||||||||||||
T/L WIRECO WORLDGROUP INC 0% 09/29/23 T/L WIRECO WORLDGROUP INC REGD 0.00000000 | ||||||||||||
T/L WIRECO WORLDGROUP INC 0% 09/29/23 T/L WIRECO WORLDGROUP INC REGD 0.00000000 | ||||||||||||
T/L WKI HOLDING 0% 5/1/24 | ||||||||||||
TALEN ENERGY S 7.625% 06/01/28 | ||||||||||||
TALEN ENERGY SU 10.5% 01/15/26 | ||||||||||||
TALEN ENERGY SU 7.25% 05/15/27 | ||||||||||||
TAP ROCK RESOURCES LLC | ||||||||||||
TAP SA | ||||||||||||
TARGUS INC TARGUS INC | ||||||||||||
TARGUS INC TARGUS INC | ||||||||||||
TARGUS INC TARGUS INC | ||||||||||||
TARGUS INC TARGUS INC 0.00000000 | ||||||||||||
TARGUS INC TARGUS INC 0.00000000 | ||||||||||||
TARGUS INC TARGUS INC 0.00000000 | ||||||||||||
TARGUS INC TARGUS INC 0.00000000 | ||||||||||||
TEAM HEALTH HO 6.375% 02/01/25 | ||||||||||||
TEAM HEALTH HOLDINGS INC | ||||||||||||
TECHNIPFMC PLC 6.5% 02/01/26 | ||||||||||||
TEGNA INC 6.375% 10/15/23 | ||||||||||||
TENET HEALTHCA 5.125% 11/01/27 | ||||||||||||
TERVITA CORP | ||||||||||||
TERVITA CORP 7.625% 12/01/21 | ||||||||||||
TEVA PHARMACEUTICALS NE | ||||||||||||
THOPAS RE 2018 0% 12/31/21 THOPAS RE 2018 ZCP /BNR3KW852/ 0.00000000 | ||||||||||||
THOPAS RE 2018 0% 12/31/21 THOPAS RE 2018 ZCP /BNR3KW852/ 0.00000000 | ||||||||||||
THOPAS RE 2018 0% 12/31/21 THOPAS RE 2018 ZCP /BNR3KW852/ 0.00000000 | ||||||||||||
THOPAS RE 2018 0% 12/31/21 THOPAS RE 2018 ZCP /BNR3KW852/ 0.00000000 | ||||||||||||
THOPAS RE 2019 0.0% 12/31/22 THOPAS RE 2019 ZCP REGD /BNR48W680/ 0.00000000 | ||||||||||||
THOPAS RE 2019 0.0% 12/31/22 THOPAS RE 2019 ZCP REGD /BNR48W680/ 0.00000000 | ||||||||||||
THOPAS RE 2019 0.0% 12/31/22 THOPAS RE 2019 ZCP REGD /BNR48W680/ 0.00000000 | ||||||||||||
THOPAS RE 2019 0.0% 12/31/22 THOPAS RE 2019 ZCP REGD /BNR48W680/ 0.00000000 | ||||||||||||
Thopas Re 2019, 12/31/22 Thopas Re 2019, 12/31/22 | ||||||||||||
Thopas Re 2019, 12/31/22 Thopas Re 2019, 12/31/22 | ||||||||||||
Thopas Re 2019, 12/31/22 Thopas Re 2019, 12/31/22 | ||||||||||||
THOPAS RE 2020 0% 12/31/23 THOPAS RE 2020 ZCP REGD /XILS00171925/ 0.00000000 | ||||||||||||
THOPAS RE 2020 0% 12/31/23 THOPAS RE 2020 ZCP REGD /XILS00171925/ 0.00000000 | ||||||||||||
THOPAS RE 2020 0% 12/31/23 THOPAS RE 2020 ZCP REGD /XILS00171925/ 0.00000000 | ||||||||||||
THOPAS RE 2020 0% 12/31/23 THOPAS RE 2020 ZCP REGD /XILS00171925/ 0.00000000 | ||||||||||||
Thopas Re 2020, 12/31/23 Thopas Re 2020, 12/31/23 | ||||||||||||
Thopas Re 2020, 12/31/23 Thopas Re 2020, 12/31/23 | ||||||||||||
Thopas Re 2020, 12/31/23 Thopas Re 2020, 12/31/23 | ||||||||||||
THOPAS RE 2021 0% 12/31/24 THOPAS RE 2021 ZCP REGD /XILS00265550/ 0.00000000 | ||||||||||||
THOPAS RE 2021 0% 12/31/24 THOPAS RE 2021 ZCP REGD /XILS00265550/ 0.00000000 | ||||||||||||
THOPAS RE 2021 0% 12/31/24 THOPAS RE 2021 ZCP REGD /XILS00265550/ 0.00000000 | ||||||||||||
THOPAS RE 2021 0% 12/31/24 THOPAS RE 2021 ZCP REGD /XILS00265550/ 0.00000000 | ||||||||||||
Thopas Re 2021, 12/31/24 Thopas Re 2021, 12/31/24 | ||||||||||||
Thopas Re 2021, 12/31/24 Thopas Re 2021, 12/31/24 | ||||||||||||
Thopas Re 2021, 12/31/24 Thopas Re 2021, 12/31/24 | ||||||||||||
Thopas Re 2022 | ||||||||||||
TITAN INTERNATIO 6.5% 11/30/23 | ||||||||||||
TMS INTERNATIONAL CORP | ||||||||||||
TORREY PINES RE P V/R 06/07/24 | ||||||||||||
TORRICELLI RE 2021 0% 07/31/25 TORRICELLI RE 2021 ZCP REGD /XILS00322417/ 0.00000000 | ||||||||||||
TORRICELLI RE 2021 0% 07/31/25 TORRICELLI RE 2021 ZCP REGD /XILS00322417/ 0.00000000 | ||||||||||||
Torricelli Re 2021, 7/31/25 Torricelli Re 2021, 7/31/25 | ||||||||||||
Torricelli Re 2021, 7/31/25 Torricelli Re 2021, 7/31/25 | ||||||||||||
Torricelli Re 2021, 7/31/25 Torricelli Re 2021, 7/31/25 | ||||||||||||
TOTAL PLAY TELEC 7.5% 11/12/25 | ||||||||||||
TOTAL PLAY TELECOM | ||||||||||||
TRANSOCEAN INC 7.25% 11/01/25 | ||||||||||||
TRANSOCEAN INC 7.5% 01/15/26 | ||||||||||||
TRANSOCEAN INC 8% 02/01/27 | ||||||||||||
TRICIDA INC | ||||||||||||
TRICIDA INC 3.5% 05/15/27 | ||||||||||||
TRIUMPH GROUP INC | ||||||||||||
TRONOX INC | ||||||||||||
TRONOX INC 6.5% 04/15/26 | ||||||||||||
TULLOW OIL PLC | ||||||||||||
TURKIYE VAKIFLAR 6.5% 01/08/26 | ||||||||||||
TURKIYE VAKIFLAR BANKASI | ||||||||||||
TUTOR PERINI C 6.875% 05/01/25 | ||||||||||||
UBS AG STAMFOR 7.625% 08/17/22 | ||||||||||||
UKRAINE GOVERNMENT | ||||||||||||
UNIFIN FINANCIERA SA DE | ||||||||||||
UNITED NATURAL FOODS INC | ||||||||||||
UNITED WHOLESALE MTGE LL | ||||||||||||
UNITI GROUP/CSL CA 6% 04/15/23 | ||||||||||||
UNITI GROUP/CSL CAPITAL | ||||||||||||
UNITI GRP/UNITI HLD/CSL Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC | ||||||||||||
UNITI GRP/UNITI HLD/CSL Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC | ||||||||||||
URSA RE LTD V/R 12/10/20 | ||||||||||||
US ACUTE CARE SOLUTIONS US Acute Care Solutions LLC | ||||||||||||
US ACUTE CARE SOLUTIONS US Acute Care Solutions LLC | ||||||||||||
US RENAL CARE 10.625% 07/15/27 | ||||||||||||
US RENAL CARE INC | ||||||||||||
VAIL RESORTS IN 6.25% 05/15/25 | ||||||||||||
VAREX IMAGING CORPORATIO | ||||||||||||
VEDANTA RESOURCES LTD | ||||||||||||
Velocity Commercial Capital Lo | ||||||||||||
VERMILION ENERGY INC | ||||||||||||
VERSCEND ESCROW CORP | ||||||||||||
VERSUTUS 2018 0.0% 12/31/21 VERSUTUS 2018 ZCP REGD /BNR3MF0E6/ 0.00000000 | ||||||||||||
VERSUTUS 2018 0.0% 12/31/21 VERSUTUS 2018 ZCP REGD /BNR3MF0E6/ 0.00000000 | ||||||||||||
VERSUTUS 2018 0.0% 12/31/21 VERSUTUS 2018 ZCP REGD /BNR3MF0E6/ 0.00000000 | ||||||||||||
VERSUTUS 2018 0.0% 12/31/21 VERSUTUS 2018 ZCP REGD /BNR3MF0E6/ 0.00000000 | ||||||||||||
Versutus Re 2018, 12/31/21 Versutus Re 2018, 12/31/21 | ||||||||||||
Versutus Re 2018, 12/31/21 Versutus Re 2018, 12/31/21 | ||||||||||||
Versutus Re 2018, 12/31/21 Versutus Re 2018, 12/31/21 | ||||||||||||
VERSUTUS RE 2019-A 0% 12/31/21 VERSUTUS RE 2019-A REGD ZCP /BNR48UWU6/ 0.00000000 | ||||||||||||
VERSUTUS RE 2019-A 0% 12/31/21 VERSUTUS RE 2019-A REGD ZCP /BNR48UWU6/ 0.00000000 | ||||||||||||
VERSUTUS RE 2019-A 0% 12/31/21 VERSUTUS RE 2019-A REGD ZCP /BNR48UWU6/ 0.00000000 | ||||||||||||
VERSUTUS RE 2019-A 0% 12/31/21 VERSUTUS RE 2019-A REGD ZCP /BNR48UWU6/ 0.00000000 | ||||||||||||
Versutus Re 2019-A, 12/31/21 Versutus Re 2019-A, 12/31/21 | ||||||||||||
Versutus Re 2019-A, 12/31/21 Versutus Re 2019-A, 12/31/21 | ||||||||||||
Versutus Re 2019-A, 12/31/21 Versutus Re 2019-A, 12/31/21 | ||||||||||||
VERSUTUS RE 2019-B 0% 12/31/21 VERSUTUS RE 2019-B REGD ZCP /BNR48UYP5/ 0.00000000 | ||||||||||||
VERSUTUS RE 2019-B 0% 12/31/21 VERSUTUS RE 2019-B REGD ZCP /BNR48UYP5/ 0.00000000 | ||||||||||||
VERSUTUS RE 2019-B 0% 12/31/21 VERSUTUS RE 2019-B REGD ZCP /BNR48UYP5/ 0.00000000 | ||||||||||||
VERSUTUS RE 2019-B 0% 12/31/21 VERSUTUS RE 2019-B REGD ZCP /BNR48UYP5/ 0.00000000 | ||||||||||||
Versutus Re 2019-B, 12/31/21 Versutus Re 2019-B, 12/31/21 | ||||||||||||
Versutus Re 2019-B, 12/31/21 Versutus Re 2019-B, 12/31/21 | ||||||||||||
Versutus Re 2019-B, 12/31/21 Versutus Re 2019-B, 12/31/21 | ||||||||||||
VERTICAL HOLDC 7.625% 07/15/28 | ||||||||||||
VIKING CRUISES LTD | ||||||||||||
VIKING OCEAN C 5.625% 02/15/29 | ||||||||||||
VIRGIN ME 4.875% 07/15/28/GBP/ | ||||||||||||
VIRGIN MED 3.75% 07/15/30/EUR/ | ||||||||||||
VIRIBUS RE 2018 0% 12/31/21 VIRIBUS RE 2018 ZCP 0.00000000 | ||||||||||||
VIRIBUS RE 2018 0% 12/31/21 VIRIBUS RE 2018 ZCP 0.00000000 | ||||||||||||
VIRIBUS RE 2018 0% 12/31/21 VIRIBUS RE 2018 ZCP 0.00000000 | ||||||||||||
VIRIBUS RE 2018 0% 12/31/21 VIRIBUS RE 2018 ZCP 0.00000000 | ||||||||||||
Viribus Re 2018, 12/31/21 Viribus Re 2018, 12/31/21 | ||||||||||||
Viribus Re 2018, 12/31/21 Viribus Re 2018, 12/31/21 | ||||||||||||
Viribus Re 2018, 12/31/21 Viribus Re 2018, 12/31/21 | ||||||||||||
VIRIBUS RE 2019 0.0% 12/31/22 VIRIBUS RE 2019 REGD ZCP /BNR492XD4/ 0.00000000 | ||||||||||||
VIRIBUS RE 2019 0.0% 12/31/22 VIRIBUS RE 2019 REGD ZCP /BNR492XD4/ 0.00000000 | ||||||||||||
VIRIBUS RE 2019 0.0% 12/31/22 VIRIBUS RE 2019 REGD ZCP /BNR492XD4/ 0.00000000 | ||||||||||||
VIRIBUS RE 2019 0.0% 12/31/22 VIRIBUS RE 2019 REGD ZCP /BNR492XD4/ 0.00000000 | ||||||||||||
Viribus Re 2019, 12/31/22 Viribus Re 2019, 12/31/22 | ||||||||||||
Viribus Re 2019, 12/31/22 Viribus Re 2019, 12/31/22 | ||||||||||||
Viribus Re 2019, 12/31/22 Viribus Re 2019, 12/31/22 | ||||||||||||
VIRIBUS RE 2020 0% 12/31/23 VIRIBUS RE 2020 REGD ZCP /XILS00172222/ 0.00000000 | ||||||||||||
VIRIBUS RE 2020 0% 12/31/23 VIRIBUS RE 2020 REGD ZCP /XILS00172222/ 0.00000000 | ||||||||||||
VIRIBUS RE 2020 0% 12/31/23 VIRIBUS RE 2020 REGD ZCP /XILS00172222/ 0.00000000 | ||||||||||||
VIRIBUS RE 2020 0% 12/31/23 VIRIBUS RE 2020 REGD ZCP /XILS00172222/ 0.00000000 | ||||||||||||
Viribus Re 2020, 12/31/23 Viribus Re 2020, 12/31/23 | ||||||||||||
Viribus Re 2020, 12/31/23 Viribus Re 2020, 12/31/23 | ||||||||||||
Viribus Re 2020, 12/31/23 Viribus Re 2020, 12/31/23 | ||||||||||||
VIRIBUS RE 2021 0% 12/31/24 VIRIBUS RE 2021 ZCP REGD /XILS00265549/ 0.00000000 | ||||||||||||
VIRIBUS RE 2021 0% 12/31/24 VIRIBUS RE 2021 ZCP REGD /XILS00265549/ 0.00000000 | ||||||||||||
VIRIBUS RE 2021 0% 12/31/24 VIRIBUS RE 2021 ZCP REGD /XILS00265549/ 0.00000000 | ||||||||||||
Viribus Re 2021, 12/31/24 Viribus Re 2021, 12/31/24 | ||||||||||||
Viribus Re 2021, 12/31/24 Viribus Re 2021, 12/31/24 | ||||||||||||
Viribus Re 2022 | ||||||||||||
VISTAJET MALTA/ 10.5% 06/01/24 | ||||||||||||
VISTAJET MALTA/XO MGMT VistaJet Malta Finance PLC / XO Management Holding Inc | ||||||||||||
VISTAJET MALTA/XO MGMT VistaJet Malta Finance PLC / XO Management Holding Inc | ||||||||||||
VISTRA ENERGY CORP 8% 01/15/25 | ||||||||||||
VISTRA OPERATIONS CO LLC | ||||||||||||
VITALITY RE VII L V/R 01/07/20 | ||||||||||||
VITALITY RE XI LTD | ||||||||||||
VNESHECONOMBAN 6.902% 07/09/20 | ||||||||||||
Walton Health Re 2019, 6/30/22 Walton Health Re 2019, 6/30/22 | ||||||||||||
Walton Health Re 2019, 6/30/22 Walton Health Re 2019, 6/30/22 | ||||||||||||
Walton Health Re 2019, 6/30/22 Walton Health Re 2019, 6/30/22 | ||||||||||||
WALTON HEATH RE 0.0% 06/30/21 WALTON HEATH RE 2019 REGD ZCP /XILS00143041/ 0.00000000 | ||||||||||||
WALTON HEATH RE 0.0% 06/30/21 WALTON HEATH RE 2019 REGD ZCP /XILS00143041/ 0.00000000 | ||||||||||||
WALTON HEATH RE 0.0% 06/30/21 WALTON HEATH RE 2019 REGD ZCP /XILS00143041/ 0.00000000 | ||||||||||||
WALTON HEATH RE 0.0% 06/30/21 WALTON HEATH RE 2019 REGD ZCP /XILS00143041/ 0.00000000 | ||||||||||||
WATCO COS LLC/FINANCE CO | ||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust 2015-C28 | ||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust 2015-C31 | ||||||||||||
WESCO DISTRIBUT 7.25% 06/15/28 | ||||||||||||
WESCO DISTRIBUTION INC | ||||||||||||
WEST STREET ME 6.375% 09/01/25 | ||||||||||||
WESTERN GLOBAL AIRLINES | ||||||||||||
WFCM 2016-BNK1 D 3% 08/15/49 | ||||||||||||
WHEEL BIDC 6.75% 07/15/26/GBP/ | ||||||||||||
White Heron Re 2021, 6/30/25 White Heron Re 2021, 6/30/25 | ||||||||||||
White Heron Re 2021, 6/30/25 White Heron Re 2021, 6/30/25 | ||||||||||||
White Heron Re 2021, 6/30/25 White Heron Re 2021, 6/30/25 | ||||||||||||
WHITE HERON RE 20210% 6/30/25 WHITE HERON RE 2021 ZCP REGD /XILS00311850/ 0.00000000 | ||||||||||||
WHITE HERON RE 20210% 6/30/25 WHITE HERON RE 2021 ZCP REGD /XILS00311850/ 0.00000000 | ||||||||||||
WHITING PETROL 6.625% 01/15/26 | ||||||||||||
WHITING PETROLE 5.75% 03/15/21 | ||||||||||||
WHITING PETROLEUM CORP | ||||||||||||
WILLIAMS COMPANIES INC | ||||||||||||
WINDSTREAM ESCROW LLC | ||||||||||||
WINDSTREAM SRV 8.625% 10/31/25 | ||||||||||||
WIRECO WORLDGROUP INC | ||||||||||||
Woburn Re 2018, 12/31/21 Woburn Re 2018, 12/31/21 | ||||||||||||
Woburn Re 2018, 12/31/21 Woburn Re 2018, 12/31/21 | ||||||||||||
Woburn Re 2018, 12/31/21 Woburn Re 2018, 12/31/21 | ||||||||||||
Woburn Re 2019, 12/31/22 Woburn Re 2019, 12/31/22 | ||||||||||||
Woburn Re 2019, 12/31/22 Woburn Re 2019, 12/31/22 | ||||||||||||
Woburn Re 2019, 12/31/22 Woburn Re 2019, 12/31/22 | ||||||||||||
WOLVERINE ESCROW 8.5% 11/15/24 | ||||||||||||
WPX ENERGY INC 8.25% 08/01/23 | ||||||||||||
WYNDHAM DESTIN 6.625% 07/31/26 | ||||||||||||
XPO LOGISTICS I 6.25% 05/01/25 | ||||||||||||
YPF ENERGIA ELECT 10% 07/25/26 | ||||||||||||
YPF SOCIEDAD AN 6.95% 07/21/27 | ||||||||||||
YPF SOCIEDAD ANONIMA | ||||||||||||
YPSO FINANCE BIS 6% 02/15/28 | ||||||||||||
ZENDESK INC 0.625% 06/15/25 |