0001752724-20-107389.txt : 20200528
0001752724-20-107389.hdr.sgml : 20200528
20200528131444
ACCESSION NUMBER: 0001752724-20-107389
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200528
PERIOD START: 20200331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIONEER HIGH INCOME TRUST
CENTRAL INDEX KEY: 0001166258
IRS NUMBER: 020563892
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21043
FILM NUMBER: 20919455
BUSINESS ADDRESS:
STREET 1: 60 STATE ST.
STREET 2: 13TH FL.
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 6174224947
MAIL ADDRESS:
STREET 1: 60 STATE ST
STREET 2: 13TH FL
CITY: BOSTON
STATE: MA
ZIP: 02109
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001166258
XXXXXXXX
Pioneer High Income Trust
811-21043
0001166258
GRH7C46DLKO4V5KVBT29
60 State Street
NULL
Boston
02109
617-422-4947
Pioneer High Income Trust
GRH7C46DLKO4V5KVBT29
2020-03-31
2020-03-31
N
316221166.18
103445561.92
212775604.26
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
962676.05000000
UYU
NZD
SEK
MYR
CHF
PHP
USD
EGP
INR
GHS
HKD
MXN
TWD
DOP
COP
CAD
IDR
PLN
AUD
RON
ARS
EUR
DKK
CZK
HUF
LKR
JPY
RUB
NOK
BRL
THB
TRY
SGD
VND
KRW
GBP
N
AMC ENTERTAINM 6.125% 05/15/27
N/A
AMC ENTERTAINMENT HLDGS REGD 6.12500000
00165CAD6
1275000.00000000
NS
USD
529125.00000000
0.248677474957
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.12500000
N
N
N
N
N
N
FRONTIER COMMUNIC 11% 09/15/25
N/A
FRONTIER COMMUNICATIONS REGD SER WI 11.00000000
35906AAZ1
4480000.00000000
NS
USD
1176000.00000000
0.552694940799
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
11.00000000
N
N
N
N
N
N
FIXED INCOME TR S/UP 10/15/97
N/A
FIXED INCOME TR SERIES A REGD S/UP 144A P/P 7.69700000
33834EAA0
3000000.00000000
NS
USD
4265505.63000000
2.004696753105
Long
DBT
CORP
US
Y
3
2097-10-15
Variable
7.69700000
N
N
N
N
N
N
BAUSCH HEAL 4.5% 05/15/23/EUR/
N/A
BAUSCH HEALTH COS INC /EUR/ REGD 144A P/P 4.50000000
C94135AB3
1265000.00000000
NS
1333430.46000000
0.626683902338
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
4.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS 7% 01/15/28
N/A
BAUSCH HEALTH COS INC REGD 144A P/P 7.00000000
071734AD9
535000.00000000
NS
USD
549124.00000000
0.258076578802
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
SUSSEX RE 2020-10.0% 12/31/22
N/A
SUSSEX RE 2020-1 REGD ZCP /XILS00176384/ 0.00000000
N/A
250000.00000000
NS
USD
254750.00000000
0.119727071571
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
IHO VERWAL 3.75% 09/15/26/EUR/
N/A
IHO VERWALTUNGS GMBH /EUR/ REGD 144A P/P 3.75000000
D4000PAF9
840000.00000000
NS
717423.65000000
0.337173828031
Long
DBT
CORP
DE
Y
2
2026-09-15
Fixed
3.75000000
N
N
Y
N
N
N
VIKING CRUISES 5.875% 09/15/27
N/A
VIKING CRUISES LTD REGD 144A P/P 5.87500000
92676XAD9
708000.00000000
NS
USD
414257.88000000
0.194692376243
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
FTS INTERNATION 6.25% 05/01/22
549300LIZ1UTOOLOZV47
FTS INTERNATIONAL INC REGD 6.25000000
30283WAB0
3093000.00000000
NS
USD
1074817.50000000
0.505141321881
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
6.25000000
N
N
N
N
N
N
SCIENTIFIC GAMES I 7% 05/15/28
N/A
SCIENTIFIC GAMES INTERNA REGD 144A P/P 7.00000000
80874YBC3
1910000.00000000
NS
USD
1174650.00000000
0.552060469566
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
CLEAR CHANNEL W 9.25% 02/15/24
N/A
CLEAR CHANNEL WORLDWIDE REGD 144A P/P 9.25000000
18451QAN8
833000.00000000
NS
USD
714297.50000000
0.335704604145
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS 5% 01/30/28
N/A
BAUSCH HEALTH COS INC REGD 144A P/P 5.00000000
071734AH0
130000.00000000
NS
USD
123071.00000000
0.057840747499
Long
DBT
CORP
US
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
CDS US165167CF27 05.000 SP 06/20/2022 GSINT LONG
N/A
1.00000000
NC
USD
-358918.73000000
-0.16868415495
N/A
DCR
US
N
2
GOLDMAN SACHS
N/A
CHESAPEAKE ENE 6.625% 08/15/20
CHESAPEAKE ENE 6.625% 08/15/20 6.62500000
Y
2022-06-20
-515000.00000000
USD
457062.49000000
USD
515000.00000000
USD
-366643.75000000
N
N
N
KB HOME 7.5% 09/15/22
549300LGUCWQURMWLG09
KB HOME REGD 7.50000000
48666KAR0
790000.00000000
NS
USD
786050.00000000
0.369426750183
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
7.50000000
N
N
N
N
N
N
SIMMONS FOODS I 7.75% 01/15/24
5493002Z1TVWRIL6NM97
SIMMONS FOODS INC REGD 144A P/P 7.75000000
82873LAB1
2618000.00000000
NS
USD
2618000.00000000
1.230404213445
Long
DBT
CORP
US
Y
2
2024-01-15
Fixed
7.75000000
N
N
N
N
N
N
DELL INT LLC / 7.125% 06/15/24
N/A
DELL INT LLC / EMC CORP REGD 144A P/P 7.12500000
25272KAW3
555000.00000000
NS
USD
573037.50000000
0.269315414233
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
FREMF 2019-KJ24 V/R 10/25/27
N/A
FREMF 2019-KJ24 MORTGAGE TRUST SER 2019-KJ24 CL B V/R 144A P/P 7.60000000
30312FAG1
1948931.30000000
NS
USD
1848171.55000000
0.868601246100
Long
ABS-CBDO
CORP
US
Y
2
2027-10-25
Variable
7.60000000
N
N
N
N
N
N
SECTOR RE V LTD ZCP 12/01/23
N/A
SECTOR RE V LTD REGD ZCP 144A P/P SER C 0.00000000
81369ACR1
300000.00000000
NS
USD
214412.63000000
0.100769367214
Long
DBT
CORP
BM
Y
3
2023-12-01
Fixed
0.00000000
N
N
N
N
N
N
J2 CLOUD LLC/CLOUD 6% 07/15/25
N/A
J2 CLOUD LLC/CLOUD INC REGD 144A P/P 6.00000000
466253AA9
285000.00000000
NS
USD
282859.65000000
0.132938008087
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
MINERVA LUXEMBOU 6.5% 09/20/26
N/A
MINERVA LUXEMBOURG SA REGD 144A P/P 6.50000000
603374AD1
1240000.00000000
NS
USD
1128914.60000000
0.530565806134
Long
DBT
CORP
LU
Y
2
2026-09-20
Fixed
6.50000000
N
N
N
N
N
N
GULFPORT ENERG 6.375% 05/15/25
N/A
GULFPORT ENERGY CORP REGD 6.37500000
402635AL0
1000000.00000000
NS
USD
242500.00000000
0.113969832605
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
YUM BRANDS INC 7.75% 04/01/25
N/A
YUM BRANDS INC REGD 144A P/P 7.75000000
988498AM3
70000.00000000
NS
USD
73500.00000000
0.034543433799
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20200526 000010428 USD
N/A
1.00000000
NC
N/A
-30562.94000000
-0.01436393053
N/A
DFE
N/A
N
1
STATE STREET BANK AND TRUST CO
N/A
0.00000000
N/A
125287.04000000
USD
2020-05-26
-30562.94000000
N
N
N
ASBURY AUTOMOTIV 4.5% 03/01/28
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP REGD 144A P/P 4.50000000
043436AS3
546000.00000000
NS
USD
464100.00000000
0.218117110565
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
ALTICE FRANCE H 10.5% 05/15/27
N/A
ALTICE FRANCE HOLDING SA REGD P/P 10.50000000
02156TAB0
1169000.00000000
NS
USD
1233295.00000000
0.579622369908
Long
DBT
CORP
LU
Y
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
BEAZER HOMES US 6.75% 03/15/25
549300DUPYT2T0F60I45
BEAZER HOMES USA REGD SER WI 6.75000000
07556QBM6
475000.00000000
NS
USD
382375.00000000
0.179708102030
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.75000000
N
N
N
N
N
N
EUR C USD P 1.2112 EO 4/29/20
N/A
EUR C USD P 1.2112 EO 4/29/20 0.00000000
N/A
-3710000.00000000
NC
-474.06000000
-0.00022279809
N/A
DFE
CORP
US
N
2
BOFA SECURITIES INC
8NAV47T0Y26Q87Y0QP81
Call
Purchased
EUR C USD P 1.2112 EO 4/29/20
0
-3710000.00000000
EUR
1.21120000
EUR
2020-04-29
XXXX
38912.13000000
N
N
N
GOLDMAN SACHS CAPIT V/R /PERP/
N/A
GOLDMAN SACHS CAPITAL II REGD V/R /PERP/ SER _ 4.00000000
381427AA1
1239000.00000000
NS
USD
904470.00000000
0.425081626789
Long
DBT
CORP
US
N
2
2168-12-03
Variable
4.00000000
N
N
N
N
N
N
T/L DYNCORP INTERNA 0% 8/18/25
N/A
T/L DYNCORP INTERNATIONAL INC. ZCP REGD 0.00000000
N/A
1072500.00000000
NS
USD
967931.25000000
0.454907062003
Long
LON
CORP
US
N
2
2025-08-18
Fixed
0.00000000
N
N
N
N
N
N
FREEDOM MORTGAG 8.25% 04/15/25
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP REGD 144A P/P 8.25000000
35640YAB3
2147000.00000000
NS
USD
1685395.00000000
0.792099736180
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
ARTEX SAC LTD 0.0% 12/31/22
N/A
ARTEX SAC LTD BERWICK RE 2019-1 REGD ZCP /BNR4941A1/ 0.00000000
N/A
834446.00000000
NS
USD
900545.84000000
0.423237355209
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
GULFPORT ENERGY CO 6% 10/15/24
N/A
GULFPORT ENERGY CORP REGD SER WI 6.00000000
402635AH9
1570000.00000000
NS
USD
384650.00000000
0.180777303553
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.00000000
N
N
N
N
N
N
NEPTUNE ENERGY 6.625% 05/15/25
N/A
NEPTUNE ENERGY BONDCO REGD 144A P/P 6.62500000
64073KAA1
2000000.00000000
NS
USD
1120000.00000000
0.526376134094
Long
DBT
CORP
GB
Y
2
2025-05-15
Fixed
6.62500000
N
N
N
N
N
N
AAG FH LP/AAG F 9.75% 07/15/24
N/A
AAG FH LP/AAG FH FINCO REGD 144A P/P 9.75000000
00033AAA6
1240000.00000000
NS
USD
1078800.00000000
0.507013012018
Long
DBT
CORP
CA
Y
2
2024-07-15
Fixed
9.75000000
N
N
N
N
N
N
CAESARS RESORT 5.25% 10/15/25
N/A
CAESARS RESORT / FINCO REGD 144A P/P 5.25000000
12652AAA1
2250000.00000000
NS
USD
1624950.00000000
0.763691874193
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
QUICKEN LOANS I 5.75% 05/01/25
N/A
QUICKEN LOANS INC REGD 144A P/P 5.75000000
74840LAA0
500000.00000000
NS
USD
497500.00000000
0.233814398850
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
LIBERTY MUTUAL GR V/R 06/15/58
N/A
LIBERTY MUTUAL GROUP INC REGD V/R 144A P/P 10.75000000
53079EAR5
3075000.00000000
NS
USD
4612500.00000000
2.167776712956
Long
DBT
CORP
US
Y
2
2058-06-15
Variable
10.75000000
N
N
N
N
N
N
LORENZ RE 2019V/R 6/30/22
N/A
LORENZ RE 2019 /VARIABLE/ REGD 0.00000000
N/A
499318.00000000
NS
USD
451533.27000000
0.212211015247
Long
DBT
CORP
BM
N
3
2022-06-30
Variable
0.00000000
N
N
N
N
N
N
HUDBAY MINERAL 7.625% 01/15/25
N/A
HUDBAY MINERALS INC REGD 144A P/P 7.62500000
443628AG7
1236000.00000000
NS
USD
1075320.00000000
0.505377486173
Long
DBT
CORP
CA
Y
2
2025-01-15
Fixed
7.62500000
N
N
N
N
N
N
SESI LLC 7.75% 09/15/24
N/A
SESI LLC REGD SER WI 7.75000000
78412FAU8
525000.00000000
NS
USD
129942.75000000
0.061070323570
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
7.75000000
N
N
N
N
N
N
HERCULES LLC 6.5% 06/30/29
N/A
HERCULES LLC REGD SER UNIT CONVERTIBLE 6.50000000
427056BC9
4000000.00000000
NS
USD
4015000.00000000
1.886964444990
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
6.50000000
N
N
N
N
N
ASHLAND GLOBAL HOLDINGS INC
ASHLAND GLOBAL HOLDINGS INC
USD
XXXX
N
N
N
INTERTAPE POLYMER 7% 10/15/26
N/A
INTERTAPE POLYMER GROUP REGD 144A P/P 7.00000000
460919AA1
1770000.00000000
NS
USD
1690350.00000000
0.794428480595
Long
DBT
CORP
CA
Y
2
2026-10-15
Fixed
7.00000000
N
N
N
N
N
N
ELDORADO INTL 8.625% 06/16/21
N/A
ELDORADO INTL FIN GMBH REGD 144A P/P 8.62500000
284697AA7
1655000.00000000
NS
USD
1417110.30000000
0.666011644017
Long
DBT
CORP
AT
Y
2
2021-06-16
Fixed
8.62500000
N
N
N
N
N
N
SECTOR RE V LTD ZCP 03/01/22
N/A
SECTOR RE V LTD REGD ZCP 144A P/P SER I44A 0.00000000
81369ACE0
250001.00000000
NS
USD
35774.73000000
0.016813360781
Long
DBT
CORP
BM
Y
3
2022-03-01
Fixed
0.00000000
N
N
N
N
N
N
FREMF 2019-KS12 V/R 08/25/29
N/A
FREMF 2019-KS12 MORTGAGE TRUST SER 2019-KS12 CL C V/R 7.82488000
30311XAC2
1500000.00000000
NS
USD
1422105.00000000
0.668359046586
Long
ABS-CBDO
CORP
US
N
2
2029-08-25
Variable
7.82488000
N
N
N
N
N
N
SUNCOKE ENRGY PA 7.5% 06/15/25
N/A
SUNCOKE ENRGY PART LP/FI REGD 144A P/P 7.50000000
86723CAF5
2429000.00000000
NS
USD
1748880.00000000
0.821936333388
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.50000000
N
N
N
N
N
N
ARTEX SAC LIMITED 0% 05/31/20
N/A
ARTEX SAC LIMITED KILARNEY RE 2018 ZCP 0.00000000
N/A
307363.00000000
NS
USD
155156.84000000
0.072920408587
Long
DBT
CORP
BM
N
3
2020-05-31
Fixed
0.00000000
N
N
N
N
N
N
NATIONSTAR MTG 9.125% 07/15/26
N/A
NATIONSTAR MTG HLD INC REGD 144A P/P 9.12500000
93369KAB1
1000000.00000000
NS
USD
905000.00000000
0.425330715496
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
9.12500000
N
N
N
N
N
N
HANOVER INSURA 7.625% 10/15/25
N/A
HANOVER INSURANCE GROUP REGD 7.62500000
410867AA3
5300000.00000000
NS
USD
6203079.56000000
2.915315212744
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.62500000
N
N
N
N
N
N
VISTAJET MALTA/ 10.5% 06/01/24
N/A
VISTAJET MALTA/XO MGMT REGD 144A P/P 10.50000000
92840JAA7
1580000.00000000
NS
USD
1277825.00000000
0.600550521026
Long
DBT
CORP
MT
Y
2
2024-06-01
Fixed
10.50000000
N
N
N
N
N
N
COMMERCIAL MET 5.375% 07/15/27
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO REGD 5.37500000
201723AL7
2300000.00000000
NS
USD
2116000.00000000
0.994474910485
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.37500000
N
N
N
N
N
N
T/L BLOUNT INTERNA 0% 04/12/23
N/A
T/L BLOUNT INTERNATIONAL INC REGD 0.00000000
09518DAH0
368706.59000000
NS
USD
316165.90000000
0.148591235870
Long
LON
CORP
US
N
2
2023-04-12
Fixed
0.00000000
N
N
N
N
N
N
NATIONSTAR MTG HLD 6% 01/15/27
N/A
NATIONSTAR MTG HLD INC REGD 144A P/P 6.00000000
63861CAA7
845000.00000000
NS
USD
718250.00000000
0.337562194922
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
CDS US165167CF27 05.000 SP 06/20/2022 GSINT LONG
N/A
1.00000000
NC
USD
-216005.11000000
-0.10151779888
N/A
DCR
US
N
2
GOLDMAN SACHS
N/A
CHESAPEAKE ENE 6.625% 08/15/20
CHESAPEAKE ENE 6.625% 08/15/20 6.62500000
Y
2022-06-20
-310000.00000000
USD
272025.00000000
USD
310000.00000000
USD
-217598.18000000
N
N
N
CINCINNATI BELL IN 8% 10/15/25
549300JYVZOCUJOHL272
CINCINNATI BELL INC REGD 144A P/P 8.00000000
14987RAA6
1075000.00000000
NS
USD
1101875.00000000
0.517857770317
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
ARTEX SAC LIMITED V/R 02/28/21
N/A
ARTEX SAC LIMITED GLOUCESTER /BNR3N2GR8/ 0.00000000
N/A
324897.00000000
NS
USD
57181.87000000
0.026874260420
Long
DBT
CORP
BM
N
3
2021-02-28
Variable
0.00000000
N
N
N
N
N
N
ENSIGN DRILLING 9.25% 04/15/24
N/A
ENSIGN DRILLING INC REGD 144A P/P 9.25000000
29359NAA3
1406000.00000000
NS
USD
502729.36000000
0.236272086618
Long
DBT
CORP
CA
Y
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
ARTEX SAC LTD 0% 2/1/21
N/A
ARTEX SAC LTD FORMERLY KANE SAC LTD ARLINGTON 2015 ZCP REGD /BNR1QGF08/ 0.00000000
N/A
500000.00000000
NS
USD
24300.00000000
0.011420482195
Long
DBT
CORP
BM
N
3
2021-02-01
Fixed
0.00000000
N
N
N
N
N
N
NOVELIS CORP 5.875% 09/30/26
N/A
NOVELIS CORP REGD 144A P/P 5.87500000
670001AC0
1000000.00000000
NS
USD
981365.00000000
0.461220638246
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
5.87500000
N
N
N
N
N
N
MONTELL FIN 8.1% 3/15/27 144A
N/A
MONTELL FINANCE CO BV SERIES 144A PRIVATE PLACEMENT 8.10000000
61238QAA6
2250000.00000000
NS
USD
2873235.92000000
1.350359657063
Long
DBT
CORP
NL
Y
2
2027-03-15
Fixed
8.10000000
N
N
N
N
N
N
AVATION CAPITAL 6.5% 05/15/21
N/A
AVATION CAPITAL SA REGD 144A P/P MTN 6.50000000
05351CAA5
1240000.00000000
NS
USD
1128400.00000000
0.530323955100
Long
DBT
CORP
LU
Y
2
2021-05-15
Fixed
6.50000000
N
N
N
N
N
N
T/L HC GROUP HOLDI 0% 08/06/26
N/A
T/L HC GROUP HOLDINGS II INC REGD 0.00000000
N/A
997500.00000000
NS
USD
847875.00000000
0.398483182763
Long
LON
CORP
US
N
2
2026-08-06
Fixed
0.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP V/R /PERP/
N/A
CREDIT SUISSE GROUP AG REGD V/R /PERP/ 144A P/P 7.50000000
22546DAB2
700000.00000000
NS
USD
673750.00000000
0.316648143166
Long
DBT
CORP
CH
Y
2
2168-06-11
Variable
7.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20200526 000006219 USD
N/A
1.00000000
NC
N/A
60765.64000000
0.028558555954
N/A
DFE
N/A
N
1
HSBC BANK USA, N.A.
1IE8VN30JCEQV1H4R804
517203.99000000
USD
0.00000000
N/A
2020-05-26
60765.64000000
N
N
N
PATRICK INDUSTRI 7.5% 10/15/27
N/A
PATRICK INDUSTRIES INC REGD 144A P/P 7.50000000
703343AC7
1597000.00000000
NS
USD
1565060.00000000
0.735544850380
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
ENERGY TRANSFER O V/R 11/01/66
N/A
ENERGY TRANSFER OPERATNG REGD V/R SER * 4.78075000
29273RBA6
1524000.00000000
NS
USD
681990.00000000
0.320520767581
Long
DBT
CORP
US
N
2
2066-11-01
Variable
4.78075000
N
N
N
N
N
N
METLIFE INC 10.75% 08/01/39
N/A
METLIFE INC REGD 10.75000000
59156RAV0
1100000.00000000
NS
USD
1529000.00000000
0.718597418777
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
ARTEX SAC LTD FORMERLY KANE
N/A
ARTEX SAC LTD FORMERLY KANE SAC - CARNOUSTIE SEG ACCT /BNR1EPMT0/ 0.00000000
N/A
700000.00000000
NS
USD
2240.00000000
0.001052752268
Long
DBT
CORP
BM
N
3
2020-07-01
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LIMITED V/R 01/15/21
N/A
ARTEX SAC LIMITED OYSTER BAY SEGREGATED ACCOUNT REGD V/R /BNR3NKES8/ 0.00000000
N/A
277770.00000000
NS
USD
252104.05000000
0.118483531454
Long
DBT
CORP
BM
N
3
2021-01-15
Variable
0.00000000
N
N
N
N
N
N
VIKING CRUISES 6.25% 05/15/25
N/A
VIKING CRUISES LTD REGD 144A P/P 6.25000000
92676XAC1
2790000.00000000
NS
USD
1785600.00000000
0.839193950927
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
ALTICE FRANCE HOLD 6% 02/15/28
N/A
ALTICE FRANCE HOLDING SA REGD 144A P/P 6.00000000
02156TAA2
1495000.00000000
NS
USD
1315121.60000000
0.618079128278
Long
DBT
CORP
LU
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
TERVITA CORP 7.625% 12/01/21
N/A
TERVITA CORP REGD 144A P/P 7.62500000
88158UAA6
2521000.00000000
NS
USD
1764700.00000000
0.829371396282
Long
DBT
CORP
CA
Y
2
2021-12-01
Fixed
7.62500000
N
N
N
N
N
N
INDIGO NATURAL 6.875% 02/15/26
N/A
INDIGO NATURAL RES LLC REGD 144A P/P 6.87500000
45569LAA9
3779000.00000000
NS
USD
2494140.00000000
1.172192652759
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
6.87500000
N
N
N
N
N
N
SOTHEBY'S 7.375% 10/15/27
N/A
SOTHEBY'S REGD 144A P/P 7.37500000
835898AH0
1093000.00000000
NS
USD
870301.25000000
0.409023042386
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
EXTERRAN NRG S 8.125% 05/01/25
N/A
EXTERRAN NRG SOLUTIONS/F REGD SER WI 8.12500000
30227KAE9
1940000.00000000
NS
USD
1280400.00000000
0.601760716155
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.12500000
N
N
N
N
N
N
DELEK LOG PART/ 6.75% 05/15/25
N/A
DELEK LOG PART/FINANCE REGD SER WI 6.75000000
24665FAB8
1210000.00000000
NS
USD
1176737.10000000
0.553041362092
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
NSG HOLDINGS 7.75% 12/15/25
N/A
NSG HOLDINGS 7.75% 12/15/25 7.75000000
62940QAA3
1351308.57000000
NS
USD
1351308.57000000
0.635086233076
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
FLY LEASING LT 6.375% 10/15/21
N/A
FLY LEASING LTD REGD 6.37500000
34407DAB5
280000.00000000
NS
USD
267400.00000000
0.125672302015
Long
DBT
CORP
IE
N
2
2021-10-15
Fixed
6.37500000
N
N
N
N
N
N
TAP SA 5.625% 12/02/24/EUR/
N/A
TAP SA /EUR/ REGD 144A P/P 5.62500000
N/A
1400000.00000000
NS
894681.74000000
0.420481353166
Long
DBT
CORP
PT
Y
2
2024-12-02
Fixed
5.62500000
N
N
N
N
N
N
LORENZ RE 2018 0.0% 07/01/21
N/A
LORENZ RE 2018 REGD ZCP /BNR3Y35Y1/ 0.00000000
N/A
500000.00000000
NS
USD
35850.00000000
0.016848736077
Long
DBT
CORP
BM
N
3
2021-07-01
Fixed
0.00000000
N
N
N
N
N
N
ENEL SPA V/R 09/24/73
WOCMU6HCI0OJWNPRZS33
ENEL SPA REGD V/R 144A P/P SER * 8.75000000
29265WAA6
1010000.00000000
NS
USD
1065550.00000000
0.500785794361
Long
DBT
CORP
IT
Y
2
2073-09-24
Variable
8.75000000
N
N
N
N
N
N
BROOKFIELD RES 4.875% 02/15/30
N/A
BROOKFIELD RESID PROPERT REGD 144A P/P 4.87500000
11283YAD2
820000.00000000
NS
USD
622954.00000000
0.292775105570
Long
DBT
CORP
CA
Y
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
DIGICEL LTD 6% 04/15/21
N/A
DIGICEL LTD REGD 144A P/P 6.00000000
25380QAG4
617000.00000000
NS
USD
332414.92000000
0.156227929022
Long
DBT
CORP
JM
Y
2
2021-04-15
Fixed
6.00000000
N
N
N
N
N
N
ARTEX SAC LTD CAR V/R 12/31/17
N/A
CARNOUSTIE 2017 V/R 931DSHII1 BNR30WD58 0.00000000
N/A
1000000.00000000
NS
USD
135850.00000000
0.063846605193
Long
DBT
CORP
BM
N
3
2021-11-30
Variable
0.00000000
N
N
N
N
N
N
HECLA MINING CO 7.25% 02/15/28
N/A
HECLA MINING CO REGD 7.25000000
422704AH9
1165000.00000000
NS
USD
1025782.50000000
0.482095916760
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
TRANSOCEAN INC 7.5% 01/15/26
N/A
TRANSOCEAN INC REGD 144A P/P 7.50000000
893830BF5
320000.00000000
NS
USD
150400.00000000
0.070684795149
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
VERSUTUS RE 2019-A 0% 12/31/21
N/A
VERSUTUS RE 2019-A REGD ZCP /BNR48UWU6/ 0.00000000
N/A
441274.00000000
NS
USD
37993.69000000
0.017856224698
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L CWGS GROUP LLC 0% 11/08/23
N/A
T/L CWGS GROUP LLC REGD 0.00000000
N/A
437490.70000000
NS
USD
292389.47000000
0.137416820418
Long
LON
CORP
US
N
2
2023-11-08
Fixed
0.00000000
N
N
N
N
N
N
AMC ENTERTAINM 5.875% 11/15/26
N/A
AMC ENTERTAINMENT HOLDIN REGD 5.87500000
00165CAB0
1500000.00000000
NS
USD
622500.00000000
0.292561735244
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.87500000
N
N
N
N
N
N
ENDO DAC/FIN LLC/F 6% 07/15/23
N/A
ENDO DAC/FIN LLC/FINCO REGD 144A P/P 6.00000000
29273EAC2
1387000.00000000
NS
USD
1004715.06000000
0.472194668883
Long
DBT
CORP
IE
Y
2
2023-07-15
Fixed
6.00000000
N
N
N
N
N
N
T/L REGIONALCARE H 0% 11/16/25
N/A
T/L REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC REGD 0.00000000
75915TAD4
2535510.04000000
NS
USD
2332669.24000000
1.096304836314
Long
LON
CORP
US
N
2
2025-11-16
Fixed
0.00000000
N
N
N
N
N
N
HILTON GRAND V 6.125% 12/01/24
N/A
HILTON GRAND VACA LLC/IN REGD SER WI 6.12500000
43283QAB6
680000.00000000
NS
USD
612000.00000000
0.287626958987
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
6.12500000
N
N
N
N
N
N
COEUR MINING I 5.875% 06/01/24
5493003AVK173D48DR70
COEUR MINING INC REGD 5.87500000
192108BB3
1500000.00000000
NS
USD
1350000.00000000
0.634471233060
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.87500000
N
N
N
N
N
N
BAUSCH HEALTH AM 8.5% 01/31/27
N/A
BAUSCH HEALTH AMERICAS REGD 144A P/P 8.50000000
91911XAW4
1005000.00000000
NS
USD
1050225.00000000
0.493583370919
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
AMERICAN AXLE & 6.5% 04/01/27
N/A
AMERICAN AXLE & MFG INC REGD SER WI 6.50000000
02406PAU4
2000000.00000000
NS
USD
1509700.00000000
0.709526830037
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
GRAY TELEVISION IN 7% 05/15/27
529900TM5726KDN7UU35
GRAY TELEVISION INC REGD 144A P/P 7.00000000
389284AA8
1057000.00000000
NS
USD
1051715.00000000
0.494283639168
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
FAGE INTL / FA 5.625% 08/15/26
N/A
FAGE INTL / FAGE USA REGD 144A P/P 5.62500000
30257WAA4
1412000.00000000
NS
USD
1115480.00000000
0.524251830410
Long
DBT
CORP
LU
Y
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
T/L COMMSCOPE INC 0% 04/06/26
N/A
T/L COMMSCOPE INC REGD 0.00000000
N/A
1990000.00000000
NS
USD
1890500.00000000
0.888494715630
Long
LON
CORP
US
N
2
2026-04-06
Fixed
0.00000000
N
N
N
N
N
N
CARDTRONICS INC 5.5% 05/01/25
N/A
CARDTRONICS INC / USA REGD 144A P/P 5.50000000
14161TAA0
3850000.00000000
NS
USD
3657500.00000000
1.718947062902
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
CREDITO REAL SAB 9.5% 02/07/26
549300W2IL7TPPCTKL39
CREDITO REAL SAB DE CV REGD 144A P/P 9.50000000
22550GAA0
3105000.00000000
NS
USD
2539160.33000000
1.193351248528
Long
DBT
CORP
MX
Y
2
2026-02-07
Fixed
9.50000000
N
N
N
N
N
N
T/L SUMMIT MIDSTRE 0% 05/13/22
N/A
T/L SUMMIT MIDSTREAM HOLDINGS LLC REGD 0.00000000
N/A
855050.94000000
NS
USD
410424.45000000
0.192890745829
Long
LON
CORP
US
N
2
2022-05-13
Fixed
0.00000000
N
N
N
N
N
N
INTOW 2016-1A 6.414% 11/15/23
N/A
INSITE ISSUER LLC SER 2016-1A CL C REGD 144A P/P 6.41400000
45780KAF3
300000.00000000
NS
USD
248226.30000000
0.116661071584
Long
ABS-CBDO
CORP
US
Y
2
2046-11-15
Fixed
6.41400000
N
N
N
N
N
N
ALERIS INTL IN 10.75% 07/15/23
N/A
ALERIS INTL INC REGD 144A P/P 10.75000000
014477AT0
670000.00000000
NS
USD
649900.00000000
0.305439151382
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
10.75000000
N
N
N
N
N
N
VISTRA OPERATI 5.625% 02/15/27
N/A
VISTRA OPERATIONS CO LLC REGD 144A P/P 5.62500000
92840VAB8
631000.00000000
NS
USD
650718.75000000
0.305823946435
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
ENTERPRISE DEVELO 12% 07/15/24
N/A
ENTERPRISE DEVELOP AUTH REGD 144A P/P 12.00000000
29390WAA4
3369000.00000000
NS
USD
2931030.00000000
1.377521643138
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
12.00000000
N
N
N
N
N
N
FREEDOM MORTGA 8.125% 11/15/24
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP REGD 144A P/P 8.12500000
35640YAA5
1931000.00000000
NS
USD
1555594.29000000
0.731096168383
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
8.12500000
N
N
N
N
N
N
FIRST QUANTUM M 7.25% 04/01/23
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L REGD 144A P/P 7.25000000
335934AK1
1750000.00000000
NS
USD
1473281.25000000
0.692410793579
Long
DBT
CORP
CA
Y
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
JOSEPH T RYERSON 11% 05/15/22
N/A
JOSEPH T RYERSON & SON I REGD 144A P/P 11.00000000
48088LAA5
2275000.00000000
NS
USD
2115750.00000000
0.994357415812
Long
DBT
CORP
US
Y
2
2022-05-15
Fixed
11.00000000
N
N
N
N
N
N
GLOBAL PART/GLP FI 7% 06/15/23
N/A
GLOBAL PART/GLP FINANCE REGD SER WI 7.00000000
37954FAD6
2175000.00000000
NS
USD
1783500.00000000
0.838206995676
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
7.00000000
N
N
N
N
N
N
NOVA CHEMICALS 5.25% 06/01/27
N/A
NOVA CHEMICALS CORP REGD 144A P/P 5.25000000
66977WAR0
286000.00000000
NS
USD
240955.00000000
0.113243715527
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
DCP MIDSTREAM OP 5.6% 04/01/44
N/A
DCP MIDSTREAM OPERATING REGD 5.60000000
23311VAF4
910000.00000000
NS
USD
402838.80000000
0.189325651970
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
N/A
N/A
EUR/NOK FWD 20200602 000006219 USD
N/A
1.00000000
NC
N/A
-75032.56000000
-0.03526370434
N/A
DFE
N/A
N
1
HSBC BANK USA, N.A.
1IE8VN30JCEQV1H4R804
0.00000000
N/A
6594117.99000000
NOK
2020-06-02
-75032.56000000
N
N
N
SURGERY CENTER HO 10% 04/15/27
N/A
SURGERY CENTER HOLDINGS REGD 144A P/P 10.00000000
86881WAD4
2396000.00000000
NS
USD
1677200.00000000
0.788248260806
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
GENESIS ENERGY 7.75% 02/01/28
N/A
GENESIS ENERGY LP/FIN REGD 7.75000000
37185LAL6
732000.00000000
NS
USD
509618.40000000
0.239509788620
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
BARCLAYS PLC V/R /PERP/
N/A
BARCLAYS PLC REGD V/R /PERP/ 7.75000000
06738EBA2
1800000.00000000
NS
USD
1578600.00000000
0.741908361858
Long
DBT
CORP
GB
N
2
2168-12-15
Variable
7.75000000
N
N
N
N
N
N
NAVIOS SA LOGIS 7.25% 05/01/22
N/A
NAVIOS SA LOGIST/FIN US REGD 144A P/P 7.25000000
63938NAE4
1025000.00000000
NS
USD
886625.00000000
0.416694857046
Long
DBT
CORP
UY
Y
2
2022-05-01
Fixed
7.25000000
N
N
N
N
N
N
AMERICAN MIDSTRE 9.5% 12/15/21
N/A
AMERICAN MIDSTREAM PTR/F REGD 144A P/P 9.50000000
02753GAA7
3075000.00000000
NS
USD
2890500.00000000
1.358473406785
Long
DBT
CORP
US
Y
2
2021-12-15
Fixed
9.50000000
N
N
N
N
N
N
TITAN INTERNATIO 6.5% 11/30/23
N/A
TITAN INTERNATIONAL INC REGD SER WI 6.50000000
88830MAK8
1355000.00000000
NS
USD
609750.00000000
0.286569506932
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
6.50000000
N
N
N
N
N
N
BUILDERS FIRSTS 6.75% 06/01/27
N/A
BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.75000000
12008RAM9
1051000.00000000
NS
USD
1029980.00000000
0.484068652316
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY /PFD/CV
N/A
WELLS FARGO & COMPANY SERIES L/PREFERRED/ CONVERTIBLE 0.00000000
949746804
1600.00000000
NS
USD
2038432.00000000
0.958019603370
Long
EP
CORP
US
N
1
N
N
N
JB POINDEXTER 7.125% 04/15/26
N/A
JB POINDEXTER & CO INC REGD 144A P/P 7.12500000
730481AJ7
1895000.00000000
NS
USD
1753661.43000000
0.824183503601
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
MEG ENERGY CORP 6.5% 01/15/25
5493002WXPTG5ZC1T326
MEG ENERGY CORP REGD 144A P/P 6.50000000
552704AD0
250000.00000000
NS
USD
158125.00000000
0.074315380539
Long
DBT
CORP
CA
Y
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
ASBURY AUTOMOTI 4.75% 03/01/30
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP REGD 144A P/P 4.75000000
043436AT1
587000.00000000
NS
USD
498950.00000000
0.234495867952
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
FORD MOTOR CRE 5.584% 03/18/24
N/A
FORD MOTOR CREDIT CO LLC REGD 5.58400000
345397ZQ9
1095000.00000000
NS
USD
1040250.00000000
0.488895333474
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58400000
N
N
N
N
N
N
VERSUTUS RE 2019-B 0% 12/31/21
N/A
VERSUTUS RE 2019-B REGD ZCP /BNR48UYP5/ 0.00000000
N/A
58727.00000000
NS
USD
5056.39000000
0.002376395554
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM 5.6% 04/01/44
N/A
ENLINK MIDSTREAM PARTNER REGD 5.60000000
29336UAC1
717000.00000000
NS
USD
241987.50000000
0.113728968526
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
BAUSCH HEALTH C 7.25% 05/30/29
N/A
BAUSCH HEALTH COS INC REGD P/P 7.25000000
071734AF4
535000.00000000
NS
USD
555223.00000000
0.260942978839
Long
DBT
CORP
US
Y
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
SCIENTIFIC GAM 6.625% 05/15/21
N/A
SCIENTIFIC GAMES INTERNA REGD 6.62500000
80874YAQ3
2350000.00000000
NS
USD
1874360.00000000
0.880909259554
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
6.62500000
N
N
N
N
N
N
TRANSOCEAN INC 6.8% 03/15/38
N/A
TRANSOCEAN INC REGD 6.80000000
893830AT6
1173000.00000000
NS
USD
269790.00000000
0.126795551086
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
6.80000000
N
N
N
N
N
N
T/L LIBERTY LATIN 0% 10/15/26
N/A
T/L LIBERTY LATIN AMERICA LTD ZCP REGD 0.00000000
N/A
820000.00000000
NS
USD
713400.00000000
0.335282798270
Long
LON
CORP
BM
N
2
2026-10-15
Fixed
0.00000000
N
N
N
N
N
N
CENTURYLINK IN 5.625% 04/01/25
N/A
CENTURYLINK INC REGD 5.62500000
156700AZ9
1700000.00000000
NS
USD
1708483.00000000
0.802950604201
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.62500000
N
N
N
N
N
N
LIMESTONE RE LTD ZCP 03/01/22
N/A
LIMESTONE RE LTD REGD ZCP P/P 0.00000000
N/A
15000.00000000
NS
USD
32889.00000000
0.015457129173
Long
DBT
CORP
BM
N
3
2022-03-01
Fixed
0.00000000
N
N
N
N
N
N
VERSCEND ESCROW 9.75% 08/15/26
N/A
VERSCEND ESCROW CORP REGD 144A P/P 9.75000000
92535WAA8
862000.00000000
NS
USD
860379.44000000
0.404360003108
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20200526 000000901 USD
N/A
1.00000000
NC
N/A
26380.03000000
0.012398051972
N/A
DFE
N/A
N
1
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
110866.69000000
USD
0.00000000
N/A
2020-05-26
26380.03000000
N
N
N
PETROQUEST ENERGY INC
5493006TFRWYUQCKTQ17
PETROQUEST ENERGY INC 0.00000000
716748405
65597.00000000
NS
USD
81996.25000000
0.038536490254
Long
EC
CORP
US
N
2
N
N
N
N/A
N/A
IRS RUS3MP01.59 11/09/20 XJPM FLOAT
N/A
1.00000000
NC
USD
-96674.06000000
-0.04543474818
N/A
DIR
US
N
2
J.P. Morgan
N/A
US0003M
US0003M
Y
2020-11-09
-22499898.75000000
USD
22500000.00000000
USD
22500000.00000000
USD
-185305.49000000
N
N
N
SCIENTIFIC GAME 8.25% 03/15/26
N/A
SCIENTIFIC GAMES INTERNA REGD 144A P/P 8.25000000
80874YBA7
571000.00000000
NS
USD
365502.81000000
0.171778532257
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
VERSUTUS 2018 0.0% 12/31/21
N/A
VERSUTUS 2018 ZCP REGD /BNR3MF0E6/ 0.00000000
N/A
500000.00000000
NS
USD
0.00000000
0.000000
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
OCEAN VIEW RE 2019 0% 6/30/20
N/A
OCEAN VIEW RE 2019 ZCP /XILS00141826/ 0.00000000
N/A
250000.00000000
NS
USD
256041.41000000
0.120334006753
Long
DBT
CORP
BM
N
3
2020-06-30
Fixed
0.00000000
N
N
N
N
N
N
WILLIAMS COMPAN 5.75% 06/24/44
N/A
WILLIAMS COMPANIES INC REGD 5.75000000
969457BV1
1801000.00000000
NS
USD
1877392.94000000
0.882334676726
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
CENTENE CORP 4.25% 12/15/27
N/A
CENTENE CORP REGD 144A P/P 4.25000000
15135BAQ4
670000.00000000
NS
USD
656600.00000000
0.308588008612
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
F-BRASILE SPA/ 7.375% 08/15/26
N/A
F-BRASILE SPA/F-BRASILE REGD 144A P/P SER XR 7.37500000
30191BAB7
421000.00000000
NS
USD
418895.00000000
0.196871723831
Long
DBT
CORP
IT
Y
2
2026-08-15
Fixed
7.37500000
N
N
N
N
N
N
ALTURAS RE LTD 0% 9/12/23
N/A
ALTURAS RE LTD ZCP REGD 0.00000000
N/A
250000.00000000
NS
USD
275775.00000000
0.129608373553
Long
DBT
CORP
BM
N
2
2023-09-12
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LTD 0.0% 12/31/22
N/A
ARTEX SAC LTD WOBURN RE 2019 REGD ZCP /BNR4A2ZY4/ 0.00000000
N/A
244914.00000000
NS
USD
253363.53000000
0.119075460216
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
ALBERTSONS COS/S 7.5% 03/15/26
N/A
ALBERTSONS COS/SAFEWAY REGD 144A P/P 7.50000000
013092AA9
531000.00000000
NS
USD
572311.80000000
0.268974350697
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
CENTENE CORP 4.625% 12/15/29
N/A
CENTENE CORP REGD 144A P/P 4.62500000
15135BAS0
1340000.00000000
NS
USD
1346700.00000000
0.632920303379
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
JBS USA/FOOD/FIN 6.5% 04/15/29
N/A
JBS USA/FOOD/FINANCE REGD 144A P/P 6.50000000
46590XAA4
625000.00000000
NS
USD
670437.50000000
0.315091338751
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
T/L SPECTACLE 0% 12/23/25
N/A
T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000
N/A
100100.00000000
NS
USD
85585.50000000
0.040223361271
Long
LON
CORP
US
N
2
2025-12-23
Fixed
0.00000000
N
N
N
N
N
N
ALTURAS RE LTD ZCP 03/10/23
N/A
ALTURAS RE LTD REGD ZCP 144A P/P SER A 0.00000000
G0229TAD6
250000.00000000
NS
USD
255775.00000000
0.120208799730
Long
DBT
CORP
BM
Y
2
2023-03-10
Fixed
0.00000000
N
N
N
N
N
N
SCIENTIFIC GAME 7.25% 11/15/29
N/A
SCIENTIFIC GAMES INTERNA REGD 144A P/P 7.25000000
80874YBE9
1910000.00000000
NS
USD
1193750.00000000
0.561037062567
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
PBF HOLDING CO LLC 6% 02/15/28
N/A
PBF HOLDING CO LLC REGD 144A P/P 6.00000000
69318FAH1
1965000.00000000
NS
USD
1296900.00000000
0.609515364559
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
T/L SPECTACLE 0% 12/23/25
N/A
T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000
N/A
1381300.00000000
NS
USD
1181011.50000000
0.555050239009
Long
LON
CORP
US
N
2
2025-12-23
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LTD ST A 0% 2/1/21
N/A
ARTEX SAC LTD ST ANDREWS SEG ACCT VARIABLE AT RISK NOTES DUE 12/31/2017 931DSCII2/ BNR30QCG8 0.00000000
N/A
500000.00000000
NS
USD
33900.00000000
0.015932277630
Long
DBT
CORP
BM
N
3
2021-02-01
Fixed
0.00000000
N
N
N
N
N
N
MEG ENERGY CORP 7% 03/31/24
5493002WXPTG5ZC1T326
MEG ENERGY CORP REGD 144A P/P 7.00000000
552704AC2
561000.00000000
NS
USD
258761.25000000
0.121612273596
Long
DBT
CORP
CA
Y
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
BAUSCH HEAL 4.5% 05/15/23/EUR/
N/A
BAUSCH HEALTH COS INC /EUR/ REGD REG S 4.50000000
C96729AD7
575000.00000000
NS
606104.75000000
0.284856317108
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.50000000
N
N
N
N
N
N
MERITOR INC 6.25% 02/15/24
N/A
MERITOR INC REGD 6.25000000
59001KAD2
330000.00000000
NS
USD
313536.30000000
0.147355379903
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
6.25000000
N
N
N
N
N
N
WHITING PETROLE 5.75% 03/15/21
N/A
WHITING PETROLEUM CORP REGD 5.75000000
966387AH5
1527000.00000000
NS
USD
102614.40000000
0.048226581405
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
5.75000000
N
N
N
N
N
N
TRANSOCEAN INC 8% 02/01/27
N/A
TRANSOCEAN INC REGD 144A P/P 8.00000000
893830BL2
1150000.00000000
NS
USD
546250.00000000
0.256725860043
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
HARAMBEE 2018 0.00% 12/31/21
N/A
HARAMBEE 2018 ZCP REGD /BNR3M5Y01/ 0.00000000
N/A
500000.00000000
NS
USD
32500.00000000
0.015274307462
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
PROVIDENT FDG/ 6.375% 06/15/25
N/A
PROVIDENT FDG/PFG FIN REGD 144A P/P 6.37500000
74387UAJ0
3415000.00000000
NS
USD
2868600.00000000
1.348180873449
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.37500000
N
N
N
N
N
N
RAIN CII CARBON 7.25% 04/01/25
N/A
RAIN CII CARBON LLC/CII REGD 144A P/P 7.25000000
75079RAC2
2316000.00000000
NS
USD
1945440.00000000
0.914315344922
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
ABENGOA ABENEW WT EX 10/11/24
N/A
ABENGOA ABENEWCO 2 SA WARRANTS EXP 10/11/2024 144A 0.00000000
N/A
499469.00000000
NS
USD
4994.69000000
0.002347397868
N/A
DE
CORP
ES
N
2
ABENGOA ABENEWCO 2 SA
N/A
Call
Purchased
ABENGOA ABENEWCO 2 SA
ABENGOA ABENEWCO 2 SA
499469.00000000
USD
0.00000000
USD
2024-10-11
XXXX
4994.69000000
N
N
N
CHS/COMMUNITY HE S/UP 06/30/23
N/A
CHS/COMMUNITY HEALTH SYS REGD S/UP 144A P/P 9.87500000
12543DAZ3
610000.00000000
NS
USD
486658.00000000
0.228718889880
Long
DBT
CORP
US
Y
2
2023-06-30
Variable
9.87500000
N
N
N
N
N
N
ARTEX SAC LTD V/R 12/31/21
N/A
ARTEX SAC LIMITED WOBURN SEGREGATED ACCOUNT /BNR3SDP81/ 1.49000000
N/A
253645.00000000
NS
USD
50779.73000000
0.023865391042
Long
DBT
CORP
BM
N
3
2021-12-31
Variable
1.49000000
N
N
N
N
N
N
PANGAEA RE SERIES 0% 2/28/21
N/A
PANGAEA RE SERIES 2015-1 PRINCIPAL-AT-RISK NOTES /BNR1F68C4/ 0.00000000
N/A
1000000.00000000
NS
USD
1308.18000000
0.000614816724
Long
DBT
CORP
BM
N
3
2021-02-28
Fixed
0.00000000
N
N
N
N
N
N
YPF SOCIEDAD AN 6.95% 07/21/27
N/A
YPF SOCIEDAD ANONIMA REGD 144A P/P 6.95000000
984245AQ3
1000000.00000000
NS
USD
515300.00000000
0.242180019552
Long
DBT
CORP
AR
Y
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
ABENGOA SA- B SHARES /EUR/
8ZQH7RR6DBQZIX8PEQ84
ABENGOA SA- B SHARES /EUR/ 0.00000000
E0002V203
1307384.00000000
NS
6912.71000000
0.003248826398
Long
EC
CORP
ES
N
1
N
N
N
SCHWEITZER-MAU 6.875% 10/01/26
549300Z1FU4IDULG1R21
SCHWEITZER-MAUDUIT INTL REGD 144A P/P 6.87500000
808541AA4
2456000.00000000
NS
USD
2443720.00000000
1.148496327151
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
6.87500000
N
N
N
N
N
N
TEVA PHARMACEUTICAL-SP ADR
N/A
TEVA PHARMACEUTICAL-SP ADR 0.00000000
881624209
19026.00000000
NS
USD
170853.48000000
0.080297494909
Long
EC
CORP
IL
N
1
N
N
N
AMPLIFY ENERGY WT EX 4/21/20
N/A
AMPLIFY ENERGY CORP WARRANTS EXP 4/21/20 0.00000000
03212B111
6760.00000000
NS
USD
0.00000000
0.000000
N/A
DE
CORP
US
N
2
AMPLIFY ENERGY CORP
N/A
Call
Purchased
AMPLIFY ENERGY CORP
AMPLIFY ENERGY CORP
6760.00000000
USD
0.00000000
USD
2020-04-21
XXXX
0.00000000
N
N
N
KANE SAC - CARNOU V/R 11/30/20
N/A
KANE SAC - CARNOUSTIE 2016 N VARIABLE REGD /BNR27RJF6/ 0.00000000
N/A
700000.00000000
NS
USD
18900.00000000
0.008882597262
Long
DBT
CORP
BM
N
3
2020-11-30
Variable
0.00000000
N
N
N
N
N
N
BROOKFIELD RESI 6.25% 09/15/27
N/A
BROOKFIELD RESID PROPERT REGD 144A P/P 6.25000000
11283YAB6
535000.00000000
NS
USD
464059.00000000
0.218097841439
Long
DBT
CORP
CA
Y
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
NORTHERN OIL AND 8.5% 05/15/23
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND GAS INC REGD 8.50000000
665531AE9
1035193.00000000
NS
USD
703931.24000000
0.330832682838
Long
DBT
CORP
US
N
2
2023-05-15
Variable
8.50000000
N
N
Y
N
N
N
TRANSOCEAN INC 7.25% 11/01/25
N/A
TRANSOCEAN INC REGD 144A P/P 7.25000000
893830BK4
1785000.00000000
NS
USD
897498.00000000
0.421804935354
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
EUR P USD C 1.1 EO 4/29/20
N/A
EUR P USD C 1.1 EO 4/29/20 0.00000000
N/A
3710000.00000000
NC
36625.41000000
0.017213162254
N/A
DFE
CORP
US
N
2
BOFA SECURITIES INC
8NAV47T0Y26Q87Y0QP81
Put
Written
EUR P USD C 1.1 EO 4/29/20
0
3710000.00000000
EUR
1.10000000
EUR
2020-04-29
XXXX
-2760.78000000
N
N
N
BOMBARDIER INC 7.875% 04/15/27
N/A
BOMBARDIER INC REGD 144A P/P 7.87500000
097751BT7
1921000.00000000
NS
USD
1281979.35000000
0.602502977001
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
ARCHROCK PARTNERS 6% 10/01/22
N/A
ARCHROCK PARTNERS LP/FIN REGD 6.00000000
30227CAD9
970000.00000000
NS
USD
970000.00000000
0.455879330421
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
6.00000000
N
N
N
N
N
N
SYNCREON GROUP
N/A
SYNCREON GROUP 0.00000000
N/A
6402.00000000
NS
USD
34145.07000000
0.016047455308
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC 7.25% 05/15/26
N/A
NRG ENERGY INC REGD SER WI 7.25000000
629377CA8
950000.00000000
NS
USD
995125.00000000
0.467687545036
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.25000000
N
N
N
N
N
N
CIRSA FINA 6.25% 12/20/23/EUR/
N/A
CIRSA FINANCE INTER /EUR/ REGD 144A P/P 6.25000000
N/A
1025000.00000000
NS
757297.89000000
0.355913871157
Long
DBT
CORP
LU
Y
2
2023-12-20
Fixed
6.25000000
N
N
N
N
N
N
GARDA WORLD SECU 9.5% 11/01/27
N/A
GARDA WORLD SECURITY COR REGD 144A P/P 9.50000000
36257BAA7
3226000.00000000
NS
USD
2883721.40000000
1.355287609229
Long
DBT
CORP
CA
Y
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
KRATON POLYMERS LL 7% 04/15/25
N/A
KRATON POLYMERS LLC/CAP REGD 144A P/P 7.00000000
50077DAE4
1330000.00000000
NS
USD
1177050.00000000
0.553188418424
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.00000000
N
N
N
N
N
N
MERITOR INC 7.875% 03/01/26
N/A
MERITOR INC REGD CONVERTIBLE 7.87500000
59001KAC4
2625000.00000000
NS
USD
3278100.00000000
1.540637147477
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.87500000
N
N
N
N
N
MERITOR INC
MERITOR INC
USD
XXXX
N
N
N
NRG ENERGY INC 6.625% 01/15/27
N/A
NRG ENERGY INC REGD SER WI 6.62500000
629377CC4
2915000.00000000
NS
USD
3031600.00000000
1.424787400107
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
WFCM 2015-C28 E 3% 05/15/48
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 SER 2015-C28 CL E REGD 144A P/P 3.00000000
94989JAL0
2500000.00000000
NS
USD
1553488.00000000
0.730106256966
Long
ABS-CBDO
CORP
US
Y
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
T/L ENCINO ACQU 0% 10/29/25
N/A
T/L ENCINO ACQUISITION PARTNERS HOLD REGD 0.00000000
N/A
502836.75000000
NS
USD
238847.46000000
0.112253216636
Long
LON
CORP
US
N
2
2025-10-29
Fixed
0.00000000
N
N
N
N
N
N
KB HOME 7.625% 05/15/23
N/A
KB HOME REGD 7.62500000
48666KAV1
1035000.00000000
NS
USD
1040175.00000000
0.488860085072
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.62500000
N
N
N
N
N
N
ACCESS BANK PLC 10.5% 10/19/21
029200328C3N9YI2D660
ACCESS BANK PLC REGD P/P MTN 10.50000000
00434G2A7
1200000.00000000
NS
USD
1170240.00000000
0.549987863538
Long
DBT
CORP
NG
Y
2
2021-10-19
Fixed
10.50000000
N
N
N
N
N
N
BROOKFIELD RES 6.375% 05/15/25
N/A
BROOKFIELD RESIDENTIAL REGD 144A P/P 6.37500000
11283WAC8
800000.00000000
NS
USD
720000.00000000
0.338384657632
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
MGM RESORTS INTL 6% 03/15/23
N/A
MGM RESORTS INTL REGD 6.00000000
552953CC3
1700000.00000000
NS
USD
1640500.00000000
0.771000042841
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
SOCIETE GENERALE V/R /PERP/
N/A
SOCIETE GENERALE REGD V/R /PERP/ 144A P/P 7.37500000
83368JKG4
980000.00000000
NS
USD
901257.00000000
0.423571585255
Long
DBT
CORP
FR
Y
2
2169-03-13
Variable
7.37500000
N
N
N
N
N
N
ASCENT RESOURCES/ 10% 04/01/22
N/A
ASCENT RESOURCES/ARU FIN REGD 144A P/P 10.00000000
04364VAA1
199000.00000000
NS
USD
116415.00000000
0.054712569330
Long
DBT
CORP
US
Y
2
2022-04-01
Fixed
10.00000000
N
N
N
N
N
N
SPRINT CORP 7.125% 06/15/24
N/A
SPRINT CORP REGD SER WI 7.12500000
85207UAH8
3080000.00000000
NS
USD
3380762.00000000
1.588886099869
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
T/L ALBANY MOLEC 0% 08/30/2025
N/A
T/L ALBANY MOLECULAR RESEARCH REGD 0.00000000
N/A
500000.00000000
NS
USD
386250.00000000
0.181529269458
Long
LON
CORP
US
N
2
2025-08-30
Fixed
0.00000000
N
N
N
N
N
N
TRONOX INC 6.5% 04/15/26
N/A
TRONOX INC REGD 144A P/P 6.50000000
897051AA6
909000.00000000
NS
USD
818100.00000000
0.384489567234
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
EXTRACTION OIL 7.375% 05/15/24
5493002FL3WIE1JVUP20
EXTRACTION OIL & GAS INC REGD 144A P/P 7.37500000
30227MAA3
940000.00000000
NS
USD
166850.00000000
0.078415944619
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
7.37500000
N
N
N
N
N
N
SECTOR RE V LTD ZCP 12/01/24
N/A
SECTOR RE V LTD REGD ZCP 144A P/P SER 9-D 0.00000000
81369ADC3
200000.00000000
NS
USD
208953.96000000
0.098203908632
Long
DBT
CORP
BM
Y
3
2024-12-01
Fixed
0.00000000
N
N
N
N
N
N
ONEOK INC 6.875% 09/30/28
N/A
ONEOK INC REGD 6.87500000
682680AB9
1850000.00000000
NS
USD
1782109.94000000
0.837553697096
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
6.87500000
N
N
N
N
N
N
GMAC CAP 8.125% 2/15/40 /PFD/
N/A
GMAC CAPTIAL TRUST I REGD /PREFERRED/ 0.00000000
361860208
132750.00000000
NS
USD
2722702.50000000
1.279612157356
Long
EP
CORP
US
N
1
N
N
N
LIMESTONE RE LTD ZCP 03/01/23
N/A
LIMESTONE RE LTD REGD ZCP 144A P/P SER B 0.00000000
G5488XAF7
485000.00000000
NS
USD
503672.50000000
0.236715342321
Long
DBT
CORP
BM
Y
3
2023-03-01
Fixed
0.00000000
N
N
N
N
N
N
SPRINT CORP 7.625% 03/01/26
N/A
SPRINT CORP REGD 7.62500000
85207UAK1
41000.00000000
NS
USD
46403.80000000
0.021808797188
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
COMPEER FINANCIAL ACA /PFD/
N/A
COMPEER FINANCIAL CAC /PREFERRED/ 0.00000000
20453Q201
3000.00000000
NS
USD
2880000.00000000
1.353538630528
Long
EP
CORP
US
Y
2
N
N
N
INTER-AME 7.875% 03/14/23/IDR/
N/A
INTER-AMERICAN DEVEL BK /IDR/ REGD EMTN SER GDP 7.87500000
U4582NBR4
10330000000.00000000
NS
646939.21000000
0.304047643173
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
7.87500000
N
N
N
N
N
N
INTELSAT JACKSON 5.5% 08/01/23
N/A
INTELSAT JACKSON HLDG REGD 5.50000000
45824TAP0
1557000.00000000
NS
USD
1019835.00000000
0.479300718494
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.50000000
N
N
N
N
N
N
ENLINK MIDSTREA 5.05% 04/01/45
N/A
ENLINK MIDSTREAM PARTNER REGD 5.05000000
29336UAD9
248000.00000000
NS
USD
90445.60000000
0.042507504708
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
STAPLES INC 7.5% 04/15/26
N/A
STAPLES INC REGD 144A P/P 7.50000000
855030AN2
582000.00000000
NS
USD
514342.50000000
0.241730014955
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
PBF LOGISTICS 6.875% 05/15/23
N/A
PBF LOGISTICS LP/FINANCE REGD SER WI 6.87500000
69318UAB1
1885000.00000000
NS
USD
1168700.00000000
0.549264096353
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
6.87500000
N
N
N
N
N
N
ARTEX SAC LTD BER 0% 12/31/21
N/A
ARTEX SAC LIMITED BERWICK RE 2018-1 /BNR3N2962/ 0.00000000
N/A
1167977.00000000
NS
USD
142142.80000000
0.066804087101
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
FRONTIER COMMU 7.125% 01/15/23
N/A
FRONTIER COMMUNICATIONS REGD 7.12500000
35906AAM0
2198000.00000000
NS
USD
511035.00000000
0.240175560434
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
7.12500000
N
N
N
N
N
N
COMMERCIAL META 5.75% 04/15/26
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO REGD 5.75000000
201723AN3
165000.00000000
NS
USD
154010.18000000
0.072381502821
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
ROYAL BK SCOTLND GR V/R /PERP/
N/A
ROYAL BK SCOTLND GRP PLC REGD V/R /PERP/ 7.50000000
780099CJ4
200000.00000000
NS
USD
183376.00000000
0.086182812469
Long
DBT
CORP
GB
N
2
2168-09-30
Variable
7.50000000
N
N
N
N
N
N
LIMESTONE RE LTD ZCP 08/31/21
N/A
LIMESTONE RE LTD REGD ZCP P/P SER _ 0.00000000
G5488XAA8
12000.00000000
NS
USD
9445.20000000
0.004439042733
Long
DBT
CORP
BM
N
3
2021-08-31
Fixed
0.00000000
N
N
N
N
N
N
ZEKELMAN INDUS 9.875% 06/15/23
N/A
ZEKELMAN INDUSTRIES INC REGD 144A P/P 9.87500000
98932KAA0
253000.00000000
NS
USD
245410.00000000
0.115337470596
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
9.87500000
N
N
N
N
N
N
BAYTEX ENERGY C 8.75% 04/01/27
N/A
BAYTEX ENERGY CORP REGD 144A P/P 8.75000000
07317QAH8
2675000.00000000
NS
USD
1020512.50000000
0.479619129058
Long
DBT
CORP
CA
Y
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
JC PENNEY CORP 5.875% 07/01/23
N/A
JC PENNEY CORP INC REGD 144A P/P 5.87500000
708160CB0
1000000.00000000
NS
USD
370000.00000000
0.173892115727
Long
DBT
CORP
US
Y
2
2023-07-01
Fixed
5.87500000
N
N
N
N
N
N
T/L TRICO GROUP LL 0% 2/02/24
N/A
T/L TRICO GROUP LLC REGD 0.00000000
89609UAE1
932187.49000000
NS
USD
815664.05000000
0.383344722641
Long
LON
CORP
US
N
2
2024-02-02
Fixed
0.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS 7% 03/15/24
N/A
BAUSCH HEALTH COS INC REGD 144A P/P 7.00000000
91911KAK8
920000.00000000
NS
USD
937240.80000000
0.440483204481
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
UNITI GRP/UNIT 7.875% 02/15/25
N/A
UNITI GRP/UNITI HLD/CSL REGD 144A P/P 7.87500000
91327AAA0
3676000.00000000
NS
USD
3379640.88000000
1.588359197359
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
MDC PARTNERS INC 6.5% 05/01/24
529900SR4J92B5C43M74
MDC PARTNERS INC REGD 144A P/P 6.50000000
552697AQ7
3460000.00000000
NS
USD
2595000.00000000
1.219594703549
Long
DBT
CORP
US
Y
2
2024-05-01
Fixed
6.50000000
N
N
N
N
N
N
ENERGY TRANSFER OPE V/R /PERP/
N/A
ENERGY TRANSFER OPERATNG REGD V/R /PERP/ SER G 7.12500000
29278NAT0
1965000.00000000
NS
USD
1182595.95000000
0.555794896747
Long
DBT
CORP
US
N
2
2168-05-15
Variable
7.12500000
N
N
N
N
N
N
DELTA AIR LINES 3.75% 10/28/29
N/A
DELTA AIR LINES INC REGD 3.75000000
247361ZT8
1455000.00000000
NS
USD
1171312.18000000
0.550491765291
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
CINCINNATI BELL IN 7% 07/15/24
549300JYVZOCUJOHL272
CINCINNATI BELL INC REGD 144A P/P 7.00000000
171871AP1
600000.00000000
NS
USD
603750.00000000
0.283749634785
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
DIAMOND SPORTS 6.625% 08/15/27
N/A
DIAMOND SPORTS GR/DIAMON REGD 144A P/P 6.62500000
25277LAC0
3727000.00000000
NS
USD
2492431.25000000
1.171389576670
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
REYNOLDS GRP ISS/R 7% 07/15/24
N/A
REYNOLDS GRP ISS/REYNOLD REGD 144A P/P 7.00000000
761735AV1
1035000.00000000
NS
USD
1051818.75000000
0.494332399458
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
CLEVELAND-CLIFF 6.75% 03/15/26
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC REGD 144A P/P 6.75000000
185899AG6
1840000.00000000
NS
USD
1637600.00000000
0.769637104636
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
ANR INC RTS 3/31/23
N/A
ANR INC RIGHTS EXPIRE 3/31/23 0.00000000
03634H118
1819798.00000000
NS
USD
6369.29000000
0.002993430577
Long
EC
CORP
US
N
3
N
N
N
ABENGOA ABENEW WT EX 10/11/24
N/A
ABENGOA ABENEWCO 2 SA WARRANTS EXP 10/11/2024 144A 0.00000000
N/A
499469.00000000
NS
USD
4994.69000000
0.002347397868
N/A
DE
CORP
ES
N
2
ABENGOA ABENEWCO 2 SA
N/A
Call
Purchased
ABENGOA ABENEWCO 2 SA
ABENGOA ABENEWCO 2 SA
499469.00000000
USD
0.00000000
USD
2024-10-11
XXXX
4994.69000000
N
N
N
USA COM PART/U 6.875% 09/01/27
N/A
USA COM PART/USA COM FIN REGD SER WI 6.87500000
91740PAF5
703000.00000000
NS
USD
435860.00000000
0.204844912327
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
AVANTOR IN 4.75% 10/01/24/EUR/
N/A
AVANTOR INC /EUR/ REGD 144A P/P 4.75000000
U05248AD8
450000.00000000
NS
471904.02000000
0.221784833670
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
APX GROUP INC 6.75% 02/15/27
N/A
APX GROUP INC REGD 144A P/P 6.75000000
00213MAV6
950000.00000000
NS
USD
788500.00000000
0.370578197976
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
HUDBAY MINERALS 7.25% 01/15/23
N/A
HUDBAY MINERALS INC REGD 144A P/P 7.25000000
443628AF9
600000.00000000
NS
USD
522000.00000000
0.245328876783
Long
DBT
CORP
CA
Y
2
2023-01-15
Fixed
7.25000000
N
N
N
N
N
N
ALTURAS RE 2019-2 0% 3/10/22
N/A
ALTURAS RE 2019-2 ZCP REGD 0.00000000
N/A
3037.00000000
NS
USD
26459.86000000
0.012435570370
Long
DBT
CORP
BM
N
2
2022-03-10
Fixed
0.00000000
N
N
N
N
N
N
STACR 2019-HQA2 V/R 04/25/49
N/A
FREDDIE MAC STACR TRUST 2019-HQA2 SER 2019-HQA2 CL B2 V/R REGD 144A P/P 12.19663000
35564MBE4
530000.00000000
NS
USD
315262.82000000
0.148166807513
Long
ABS-CBDO
CORP
US
Y
2
2049-04-25
Variable
12.19663000
N
N
N
N
N
N
CVR PARTNERS/CV 9.25% 06/15/23
N/A
CVR PARTNERS/CVR NITROGE REGD 144A P/P 9.25000000
12663QAA3
420000.00000000
NS
USD
336714.00000000
0.158248405013
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
9.25000000
N
N
N
N
N
N
CRESTWOOD MIDST 6.25% 04/01/23
N/A
CRESTWOOD MIDSTREAM PART REGD SER WI 6.25000000
226373AL2
875000.00000000
NS
USD
490175.00000000
0.230371804937
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.25000000
N
N
N
N
N
N
ALLIED UNIVERSA 9.75% 07/15/27
N/A
ALLIED UNIVERSAL HOLDCO REGD 144A P/P 9.75000000
019576AB3
1905000.00000000
NS
USD
1795272.00000000
0.843739584828
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
LIMA 2019-1 B 8.5% 11/01/22
N/A
L1C 2019-1 3/8L1 LLC SER 2019-1 CL B REGD 144A P/P 8.50000000
50213BAB9
1016639.06000000
NS
USD
955153.03000000
0.448901570892
Long
ABS-CBDO
CORP
US
Y
2
2022-11-01
Fixed
8.50000000
N
N
N
N
N
N
PANGAEA 2015-2 0% 05/29/20
N/A
PANGAEA 2015-2 ZCP /BNR1QVAF7/ 0.00000000
N/A
1000000.00000000
NS
USD
1490.88000000
0.000700681831
Long
DBT
CORP
BM
N
3
2020-05-29
Fixed
0.00000000
N
N
N
N
N
N
CYPRESS 2017 0% 1/10/21
N/A
CYPRESS 2017 ARTEX SAC LIMITED ZCP /BNR310MG3//931DSKII4/ 0.00000000
N/A
500000.00000000
NS
USD
9100.00000000
0.004276806089
Long
DBT
CORP
BM
N
3
2021-01-10
Fixed
0.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLD 6% 02/15/25
N/A
ARDAGH PKG FIN/HLDGS USA REGD 144A P/P 6.00000000
03969AAL4
1087000.00000000
NS
USD
1090043.60000000
0.512297264430
Long
DBT
CORP
IE
Y
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
PETROQUEST ENERGY 10% 02/15/24
5493006TFRWYUQCKTQ17
PETROQUEST ENERGY INC REGD 10.00000000
716748AL2
651285.00000000
NS
USD
530797.28000000
0.249463410923
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
10.00000000
N
N
Y
N
N
N
STACR 2019-HQA1 V/R 02/25/49
N/A
FREDDIE MAC STACR TRUST 2019-HQA1 SER 2019-HQA1 CL B2 V/R REGD 144A P/P 13.19663000
35563MBE5
710000.00000000
NS
USD
405768.12000000
0.190702369950
Long
ABS-CBDO
CORP
US
Y
2
2049-02-25
Variable
13.19663000
N
N
N
N
N
N
CONTURA ENERGY WT EX 7/25/23
N/A
CONTURA ENERGY INC WARRANTS EXP 7/25/23 0.00000000
21241B118
354.00000000
NS
USD
7.08000000
0.000003327449
N/A
DE
CORP
US
N
1
CONTURA ENERGY INC
N/A
Call
Purchased
CONTURA ENERGY INC
CONTURA ENERGY INC
354.00000000
USD
0.00000000
USD
2023-07-25
XXXX
7.08000000
N
N
N
N/A
N/A
IDR/USD FWD 20200424 000006219 USD
N/A
1.00000000
NC
N/A
-94248.14000000
-0.04429461748
N/A
DFE
N/A
N
1
HSBC BANK USA, N.A.
1IE8VN30JCEQV1H4R804
0.00000000
N/A
8956327739.14000000
IDR
2020-04-24
-94248.14000000
N
N
N
BANK OF AMERICA COR V/R /PERP/
N/A
BANK OF AMERICA CORP REGD V/R /PERP/ SER Z 6.50000000
060505EL4
600000.00000000
NS
USD
633000.00000000
0.297496511501
Long
DBT
CORP
US
N
2
2168-04-23
Variable
6.50000000
N
N
N
N
N
N
PRIME SECSRVC B 6.25% 01/15/28
N/A
PRIME SECSRVC BRW/FINANC REGD 144A P/P 6.25000000
74166MAE6
4155000.00000000
NS
USD
3583687.50000000
1.684256760761
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
ELDORADO RESORTS I 6% 04/01/25
N/A
ELDORADO RESORTS INC REGD 6.00000000
28470RAF9
1325000.00000000
NS
USD
1192500.00000000
0.560449589203
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.00000000
N
N
N
N
N
N
NOVELIS CORP 4.75% 01/30/30
N/A
NOVELIS CORP REGD 144A P/P 4.75000000
670001AE6
1095000.00000000
NS
USD
974550.00000000
0.458017733465
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
VERSUTUS LTD V/R 11/30/21
N/A
VERSUTUS LTD SEGREGATED ACCOUNT VERSUTUS SERIES 2017 ACCOUNT A-1 NOTE /RESTRICTED/ 0.00000000
N/A
1000000.00000000
NS
USD
7800.00000000
0.003665833791
Long
DBT
CORP
BM
N
3
2021-11-30
Variable
0.00000000
N
N
N
N
N
N
MEG ENERGY COR 7.125% 02/01/27
5493002WXPTG5ZC1T326
MEG ENERGY CORP REGD 144A P/P 7.12500000
552704AE8
1535000.00000000
NS
USD
758474.20000000
0.356466711791
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
MYT HLDG CO /PFD/
N/A
MYT HLDG CO /PREFERRED/ 0.00000000
55406M204
152183.00000000
NS
USD
111854.51000000
0.052569236209
Long
EP
CORP
US
Y
1
N
N
N
ROYAL BK SCOTLND GR V/R /PERP/
N/A
ROYAL BK SCOTLND GRP PLC REGD V/R /PERP/ 8.62500000
780097BB6
2250000.00000000
NS
USD
2193750.00000000
1.031015753723
Long
DBT
CORP
GB
N
2
2168-09-30
Variable
8.62500000
N
N
N
N
N
N
CIRSA FINANCE 7.875% 12/20/23
N/A
CIRSA FINANCE INTER REGD 144A P/P 7.87500000
50200RAA1
854000.00000000
NS
USD
711339.30000000
0.334314313181
Long
DBT
CORP
LU
Y
2
2023-12-20
Fixed
7.87500000
N
N
N
N
N
N
OCI NV 5.25% 11/01/24
N/A
OCI NV REGD 144A P/P 5.25000000
67091GAC7
615000.00000000
NS
USD
528900.00000000
0.248571729752
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.25000000
N
N
N
N
N
N
INTESA SANPAOLO SPA V/R /PERP/
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA REGD V/R /PERP/ 144A P/P MTN 7.70000000
46115HAU1
675000.00000000
NS
USD
573750.00000000
0.269650274050
Long
DBT
CORP
IT
Y
2
2169-03-17
Variable
7.70000000
N
N
N
N
N
N
AMPLIFY ENERGY CORP
J0TW5YQRAZXYN7VEU787
AMPLIFY ENERGY CORP 0.00000000
03212B103
21.00000000
NS
USD
11.88000000
0.000005583346
Long
EC
CORP
US
N
1
N
N
N
MEX BONOS DES 8% 12/07/23/MXN/
N/A
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000
P9767GWU1
38420700.00000000
NS
1707100.08000000
0.802300661270
Long
DBT
USGA
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
WEST STREET ME 6.375% 09/01/25
N/A
WEST STREET MERGER SUB REGD 144A P/P 6.37500000
95616AAA1
2250000.00000000
NS
USD
1961325.00000000
0.921780956431
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
6.37500000
N
N
N
N
N
N
DEALER TIRE LLC/DT 8% 02/01/28
N/A
DEALER TIRE LLC/DT ISSR REGD 144A P/P 8.00000000
24229JAA1
1683000.00000000
NS
USD
1346400.00000000
0.632779309772
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
GENESIS ENERGY L 6.5% 10/01/25
N/A
GENESIS ENERGY LP/FIN REGD 6.50000000
37185LAJ1
447000.00000000
NS
USD
323091.60000000
0.151846167291
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
ARCHROCK PARTNE 6.25% 04/01/28
N/A
ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.25000000
03959KAC4
385000.00000000
NS
USD
265650.00000000
0.124849839305
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
ENTERCOM MEDIA 7.25% 11/01/24
N/A
ENTERCOM MEDIA CORP REGD 144A P/P 7.25000000
124847AC8
535000.00000000
NS
USD
446725.00000000
0.209951230806
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
7.25000000
N
N
N
N
N
N
WINDSTREAM SRV 8.625% 10/31/25
N/A
WINDSTREAM SRVC / FIN REGD 144A P/P 8.62500000
97381LAB4
2410000.00000000
NS
USD
1446000.00000000
0.679589187411
Long
DBT
CORP
US
Y
2
2025-10-31
Fixed
8.62500000
Y
N
N
N
N
N
FIRST QUANTUM 6.875% 03/01/26
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L REGD 144A P/P 6.87500000
335934AR6
375000.00000000
NS
USD
300937.50000000
0.141434212369
Long
DBT
CORP
CA
Y
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
ASG FINANCE DE 7.875% 12/03/24
N/A
ASG FINANCE DESIGNATED REGD 144A P/P 7.87500000
00217AAA4
2150000.00000000
NS
USD
1236250.00000000
0.581011156941
Long
DBT
CORP
IE
Y
2
2024-12-03
Fixed
7.87500000
N
N
N
N
N
N
PANGAEA RE 0% 7/1/23
N/A
PANGAEA RE 2019-3 REGD /XILS00141735/ 0.00000000
N/A
735313.00000000
NS
USD
739622.50000000
0.347606814499
Long
DBT
CORP
BM
N
3
2023-07-01
Fixed
0.00000000
N
N
N
N
N
N
BLUE CUBE SPINC 9.75% 10/15/23
N/A
BLUE CUBE SPINCO LLC REGD SER WI 9.75000000
095370AB8
210000.00000000
NS
USD
218137.50000000
0.102519976741
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
9.75000000
N
N
N
N
N
N
ALTURAS RE LTD V/R 12/20/19
N/A
ALTURAS RE LTD VARIABLE 2020-2R CLASS A 0.00000000
G0229TAE4
246000.00000000
NS
USD
250034.40000000
0.117510840055
Long
ABS-CBDO
CORP
BM
N
2
2023-03-10
Variable
0.00000000
N
N
N
N
N
N
TAYLOR MORR CO 5.625% 03/01/24
N/A
TAYLOR MORR COMM/HLDGS REGD 144A P/P 5.62500000
877249AD4
565000.00000000
NS
USD
531100.00000000
0.249605682872
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
5.62500000
N
N
N
N
N
N
SHELF DRILL HOL 8.25% 02/15/25
N/A
SHELF DRILL HOLD LTD REGD 144A P/P 8.25000000
822538AE4
2819000.00000000
NS
USD
1347482.00000000
0.633287826716
Long
DBT
CORP
AE
Y
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
BOMBARDIER INC 7.5% 03/15/25
N/A
BOMBARDIER INC REGD 144A P/P 7.50000000
097751BM2
837000.00000000
NS
USD
598036.50000000
0.281064411533
Long
DBT
CORP
CA
Y
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
BAUSCH HEALTH 5.875% 05/15/23
N/A
BAUSCH HEALTH COS INC REGD 144A P/P 5.87500000
91831AAB7
168000.00000000
NS
USD
167160.00000000
0.078561638013
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
5.87500000
N
N
N
N
N
N
ARTEX SAC LTD V/R 02/01/21
N/A
ARTEX SAC LTD DINGLE RE 2019 REGD V/R /BNR4CDDZ9/ 0.00000000
N/A
500000.00000000
NS
USD
510262.80000000
0.239812642889
Long
DBT
CORP
BM
N
3
2021-02-01
Variable
0.00000000
N
N
N
N
N
N
LIMESTONE RE LTD ZCP 08/31/21
N/A
LIMESTONE RE LTD REGD ZCP P/P 0.00000000
G5488XAB6
12000.00000000
NS
USD
9445.20000000
0.004439042733
Long
DBT
CORP
BM
N
3
2021-08-31
Fixed
0.00000000
N
N
N
N
N
N
CEMIG GERACAO E 9.25% 12/05/24
N/A
CEMIG GERACAO E TRANSM REGD 144A P/P 9.25000000
12517MAA0
825000.00000000
NS
USD
794062.50000000
0.373192454445
Long
DBT
CORP
BR
Y
2
2024-12-05
Fixed
9.25000000
N
N
N
N
N
N
T/L PRECYSE ACQUIS 0% 10/20/22
N/A
T/L PRECYSE ACQUISITION CORP REGD 0.00000000
N/A
193467.37000000
NS
USD
133492.49000000
0.062738625729
Long
LON
CORP
US
N
2
2022-10-20
Fixed
0.00000000
N
N
N
N
N
N
SIMMONS FOODS I 5.75% 11/01/24
5493002Z1TVWRIL6NM97
SIMMONS FOODS INC REGD 144A P/P 5.75000000
82873LAA3
2310000.00000000
NS
USD
2097018.00000000
0.985553774970
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
5.75000000
N
N
N
N
N
N
RUSSIAN FED S/UP 3/31/30 REGS
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SER REGS /2.5% TO 3/31/01 5% TO 3/31/07THEN 7.5%/ STEP CPN 7.50000000
X74344DM5
684400.00000000
NS
USD
771661.00000000
0.362664226795
Long
DBT
USGA
RU
N
2
2030-03-31
Variable
7.50000000
N
N
N
N
N
N
ARCHROCK PARTN 6.875% 04/01/27
N/A
ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.87500000
03959KAA8
2583000.00000000
NS
USD
1834188.30000000
0.862029416567
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
JBS USA LUX/JBS 6.75% 02/15/28
N/A
JBS USA LUX/JBS USA FIN REGD 144A P/P 6.75000000
472141AA8
775000.00000000
NS
USD
827312.50000000
0.388819245926
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
MERCER INTL IN 7.375% 01/15/25
N/A
MERCER INTL INC REGD SER WI 7.37500000
588056AY7
1770000.00000000
NS
USD
1473542.70000000
0.692533669508
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.37500000
N
N
N
N
N
N
COMMSCOPE TECH LLC 6% 06/15/25
N/A
COMMSCOPE TECH LLC REGD 144A P/P 6.00000000
20337YAA5
645000.00000000
NS
USD
590304.00000000
0.277430301304
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
PT BAKRIE & 0% 12/22/22 /IDR/
N/A
PT BAKRIE & BROTHERS TBK ZCP CONVERTIBLE REGD /IDR/ 0.00000000
N/A
1422679000.00000000
NS
8722.74000000
0.004099501928
Long
DBT
CORP
ID
N
2
2022-12-22
Fixed
0.00000000
N
N
N
N
N
PT BAKRIE & BROTHERS
PT BAKRIE & BROTHERS
USD
XXXX
N
N
N
CAS 2019-R04 2B1 V/R 06/25/39
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2019-R04 SER 2019-R04 CL 2B1 V/R REGD 144A P/P 6.19663000
20753TAC7
790000.00000000
NS
USD
462751.66000000
0.217483419496
Long
ABS-CBDO
CORP
US
Y
2
2039-06-25
Variable
6.19663000
N
N
N
N
N
N
PANGAEA RE 2018-1 0% 12/31/21
N/A
PANGAEA RE 2018-1 ZCP /BNR3MYH98/ 0.00000000
N/A
500000.00000000
NS
USD
29400.00000000
0.013817373519
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
CARRIAGE SERVI 6.625% 06/01/26
N/A
CARRIAGE SERVICES INC REGD 144A P/P 6.62500000
143905AN7
1025000.00000000
NS
USD
1007062.50000000
0.473297915662
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
6.62500000
N
N
N
N
N
N
BEAZER HOMES US 7.25% 10/15/29
549300DUPYT2T0F60I45
BEAZER HOMES USA REGD SER WI 7.25000000
07556QBT1
1155000.00000000
NS
USD
877800.00000000
0.412547295096
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
N/A
N/A
CDS US165167CF27 05.000 SP 06/20/2022 GSINT LONG
N/A
1.00000000
NC
USD
-337943.53000000
-0.15882625791
N/A
DCR
US
N
2
GOLDMAN SACHS
N/A
CHESAPEAKE ENE 6.625% 08/15/20
CHESAPEAKE ENE 6.625% 08/15/20 6.62500000
Y
2022-06-20
-485000.00000000
USD
425587.49000000
USD
485000.00000000
USD
-340435.87000000
N
N
N
T/L TEAM HEALTH 0% 02/06/24
N/A
T/L TEAM HEAL INC 0.00000000
N/A
1089192.80000000
NS
USD
702529.36000000
0.330173829111
Long
LON
CORP
US
N
2
2024-02-06
Fixed
0.00000000
N
N
N
N
N
N
CAS 2019-HRP1 B1 V/R 11/25/39
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 SER 2019-HRP1 CL B1 V/R REGD 144A P/P 10.19663000
20754PAD2
4100000.00000000
NS
USD
2648153.10000000
1.244575527918
Long
ABS-CBDO
CORP
US
Y
2
2039-11-25
Variable
10.19663000
N
N
N
N
N
N
KINGDOM OF BAH 5.625% 09/30/31
N/A
KINGDOM OF BAHRAIN REGD 144A P/P 5.62500000
05675M2A1
1055000.00000000
NS
USD
870417.20000000
0.409077536415
Long
DBT
USGA
BH
Y
2
2031-09-30
Fixed
5.62500000
N
N
N
N
N
N
TEVA PHARMACEUTI 2.8% 07/21/23
N/A
TEVA PHARMACEUTICALS NE REGD 2.80000000
88167AAD3
2080000.00000000
NS
USD
1897979.20000000
0.892009780256
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
SPRINGLEAF FIN 6.625% 01/15/28
N/A
SPRINGLEAF FINANCE CORP REGD 6.62500000
85172FAQ2
160000.00000000
NS
USD
151200.00000000
0.071060778102
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
RESILIENCE RE LTD ZCP 04/06/20
N/A
RESILIENCE RE LTD REGD ZCP 144A P/P 0.00000000
G7527LAE5
400000.00000000
NS
USD
40.00000000
0.000018799147
Long
DBT
CORP
BM
Y
3
2020-04-06
Fixed
0.00000000
N
N
N
N
N
N
SM ENERGY CO 5% 01/15/24
N/A
SM ENERGY CO REGD SER WI 5.00000000
78454LAH3
1200000.00000000
NS
USD
396000.00000000
0.186111561697
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.00000000
N
N
N
N
N
N
BLUE CUBE SPINCO 10% 10/15/25
N/A
BLUE CUBE SPINCO LLC REGD SER WI 10.00000000
095370AD4
210000.00000000
NS
USD
221571.00000000
0.104133648578
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
10.00000000
N
N
N
N
N
N
PANGAEA RE SERIE 0% 11/30/20
N/A
PANGAEA RE SERIES 2016-1 PRINCIPAL-AT-RISK NOTES /BNR27FFP4/ 0.00000000
N/A
1200000.00000000
NS
USD
2663.71000000
0.001251886939
Long
DBT
CORP
BM
N
3
2020-11-30
Fixed
0.00000000
N
N
N
N
N
N
CLOUD CRANE L 10.125% 08/01/24
N/A
CLOUD CRANE LLC REGD 144A P/P 10.12500000
18911YAA3
1517000.00000000
NS
USD
1194637.50000000
0.561454168655
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
10.12500000
N
N
N
N
N
N
MPT OPER PARTN 4.625% 08/01/29
N/A
MPT OPER PARTNERSP/FINL REGD 4.62500000
55342UAJ3
1363000.00000000
NS
USD
1267590.00000000
0.595740289122
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
NATIONSTAR MTG 8.125% 07/15/23
N/A
NATIONSTAR MTG HLD INC REGD 144A P/P 8.12500000
93369KAA3
384000.00000000
NS
USD
375475.20000000
0.176465343057
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
8.12500000
N
N
N
N
N
N
T/L OLD ALL INC 0% 02/27/23
N/A
T/L OLD ALL INC REGD 0.00000000
01449BAY8
1572000.00000000
NS
USD
1438380.00000000
0.676007949784
Long
LON
CORP
US
N
2
2023-02-27
Fixed
0.00000000
N
N
N
N
N
N
WENTWORTH RE 2020 0% 12/31/23
N/A
WENTWORTH RE 2020-1 ZCP REGD /XILS00179881/ 0.00000000
N/A
300000.00000000
NS
USD
261133.47000000
0.122727166447
Long
DBT
CORP
BM
N
3
2023-12-31
Fixed
0.00000000
N
N
N
N
N
N
COVANTA HOLDING CO 6% 01/01/27
N/A
COVANTA HOLDING CORP REGD 6.00000000
22282EAH5
1691000.00000000
NS
USD
1408459.27000000
0.661945844260
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
6.00000000
N
N
N
N
N
N
PANGAEA 2017-1 V/R 11/30/21
N/A
PANGAEA 2017-1 V/R 931DSDII0 BNR30QU11 0.00000000
N/A
500000.00000000
NS
USD
8050.00000000
0.003783328463
Long
DBT
CORP
BM
N
3
2021-11-30
Variable
0.00000000
N
N
N
N
N
N
WOLVERINE ESCROW 8.5% 11/15/24
N/A
WOLVERINE ESCROW LLC REGD 144A P/P 8.50000000
97789LAC0
3525000.00000000
NS
USD
2811152.25000000
1.321181655094
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
8.50000000
N
N
N
N
N
N
US RENAL CARE 10.625% 07/15/27
N/A
US RENAL CARE INC REGD 144A P/P 10.62500000
07335BAA4
2500000.00000000
NS
USD
2112500.00000000
0.992829985066
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
10.62500000
N
N
N
N
N
N
RACKSPACE HOST 8.625% 11/15/24
N/A
RACKSPACE HOSTIN REGD 144A P/P 8.62500000
45332JAA0
1219000.00000000
NS
USD
1094052.50000000
0.514181362005
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
8.62500000
N
N
N
N
N
N
OASIS PETROLEU 6.875% 03/15/22
N/A
OASIS PETROLEUM INC REGD SER WI 6.87500000
674215AG3
1122000.00000000
NS
USD
221595.00000000
0.104144928066
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.87500000
N
N
N
N
N
N
GLOBAL PART/GLP FI 7% 08/01/27
N/A
GLOBAL PART/GLP FINANCE REGD SER WI 7.00000000
37954FAG9
421000.00000000
NS
USD
315750.00000000
0.148395771732
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
BUILDERS FIRSTSOUR 5% 03/01/30
N/A
BUILDERS FIRSTSOURCE INC REGD 144A P/P 5.00000000
12008RAN7
305000.00000000
NS
USD
274500.00000000
0.129009150722
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
WHITING PETROL 6.625% 01/15/26
N/A
WHITING PETROLEUM CORP REGD SER WI 6.62500000
966387BG6
1125000.00000000
NS
USD
75937.50000000
0.035689006859
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.62500000
N
N
N
N
N
N
ARTEX SAC LIMITED MERION RE
N/A
ARTEX SAC LIMITED MERION RE 2018-2 0.00000000
N/A
500000.00000000
NS
USD
544700.00000000
0.255997393072
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
INTERNATIONAL G 6.25% 01/15/27
N/A
INTERNATIONAL GAME TECH REGD 144A P/P 6.25000000
460599AD5
395000.00000000
NS
USD
343650.00000000
0.161508177215
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
GREAT WST PTRLM/GR 9% 09/30/21
N/A
GREAT WST PTRLM/GRT FNCE REGD 144A P/P 9.00000000
39143GAA8
1220000.00000000
NS
USD
780800.00000000
0.366959362054
Long
DBT
CORP
US
Y
2
2021-09-30
Fixed
9.00000000
N
N
N
N
N
N
HESS MIDSTREAM 5.625% 02/15/26
N/A
HESS MIDSTREAM OPERATION REGD 144A P/P 5.62500000
428102AC1
1240000.00000000
NS
USD
875520.60000000
0.411476025667
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
URSA RE LTD V/R 05/27/20
549300O8X4DWGDJZ6W59
URSA RE LTD REGD V/R 144A P/P SER E 7.57434700
90323WAF7
500000.00000000
NS
USD
494150.00000000
0.232239970234
Long
DBT
CORP
BM
Y
2
2020-05-27
Variable
7.57434700
N
N
N
N
N
N
CALPINE CORP 5.75% 01/15/25
N/A
CALPINE CORP REGD 5.75000000
131347CF1
3281000.00000000
NS
USD
3034925.00000000
1.426350079256
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
MICHAELS STORES IN 8% 07/15/27
N/A
MICHAELS STORES INC REGD 144A P/P 8.00000000
594087AU2
2859000.00000000
NS
USD
2115660.00000000
0.994315117730
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
8.00000000
N
N
N
N
N
N
SYNCREON GROUP WT EX 10/01/24
N/A
SYNCREON GROUP WARRANTS EXP 10/01/2024 0.00000000
N/A
10071.00000000
NS
USD
0.00000000
0.000000
N/A
DE
CORP
US
N
3
N/A
N/A
Call
Purchased
SYNCREON GROUP
SYNCREON GROUP
10071.00000000
USD
0.00000000
USD
2024-10-01
XXXX
0.00000000
N
N
N
STONEWAY CAPITAL 10% 03/01/27
N/A
STONEWAY CAPITAL CORP REGD 144A P/P 10.00000000
86188PAA5
670793.17000000
NS
USD
93917.75000000
0.044139341221
Long
DBT
CORP
AR
Y
2
2027-03-01
Fixed
10.00000000
N
N
N
N
N
N
BAUSCH HEALTH C 5.25% 01/30/30
N/A
BAUSCH HEALTH COS INC REGD 144A P/P 5.25000000
071734AJ6
90000.00000000
NS
USD
85100.40000000
0.039995374608
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
CODERE FINANCE 7.625% 11/01/21
N/A
CODERE FINANCE 2 LUXEMBO REGD 144A P/P 7.62500000
19200EAA5
1240000.00000000
NS
USD
424700.00000000
0.199599950133
Long
DBT
CORP
LU
Y
2
2021-11-01
Fixed
7.62500000
N
N
N
N
N
N
OXFORD FIN LLC 6.375% 12/15/22
N/A
OXFORD FIN LLC/CO-ISS II REGD 144A P/P 6.37500000
69145LAA2
1290000.00000000
NS
USD
1244850.00000000
0.585052973685
Long
DBT
CORP
US
Y
2
2022-12-15
Fixed
6.37500000
N
N
N
N
N
N
FREMF 2020-KF74 V/R 01/25/27
N/A
FREMF 2020-KF74 MORTGAGE TRUST SER 2020-KF74 CL C V/R 144A P/P 7.74525000
30313MAC4
1499933.56000000
NS
USD
1250186.67000000
0.587561094867
Long
ABS-CBDO
CORP
US
Y
2
2027-01-25
Variable
7.74525000
N
N
N
N
N
N
GOLDEN NUGGET I 6.75% 10/15/24
N/A
GOLDEN NUGGET INC REGD 144A P/P 6.75000000
38113YAE9
1045000.00000000
NS
USD
658235.05000000
0.309356447271
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
GOLDEN NUGGET I 8.75% 10/01/25
N/A
GOLDEN NUGGET INC REGD 144A P/P 8.75000000
38113YAC3
1890000.00000000
NS
USD
963900.00000000
0.453012460405
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
8.75000000
N
N
N
N
N
N
DIAMOND SPORTS 5.375% 08/15/26
N/A
DIAMOND SPORTS GR/DIAMON REGD 144A P/P 5.37500000
25277LAA4
501000.00000000
NS
USD
407072.52000000
0.191315410155
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
SPRINT CORP 7.25% 09/15/21
N/A
SPRINT CORP REGD SER WI 7.25000000
85207UAE5
2150000.00000000
NS
USD
2216005.00000000
1.041475129494
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
ARTEX SAC LTD PAN 0% 2/1/23
N/A
ARTEX SAC LTD PANGAEA RE 2019-1ZCP REGD /BNR4941C7/ 0.00000000
N/A
409624.00000000
NS
USD
8535.53000000
0.004011517217
Long
DBT
CORP
BM
N
3
2023-02-01
Fixed
0.00000000
N
N
N
N
N
N
KOPPERS INC 6% 02/15/25
N/A
KOPPERS INC REGD 144A P/P 6.00000000
500605AH3
320000.00000000
NS
USD
256000.00000000
0.120314544935
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
PANGAEA RE 2018-3 0% 07/01/22
N/A
PANGAEA RE 2018-3 REGD ZCP /BNR3WRSC3/ 0.00000000
N/A
1000000.00000000
NS
USD
20743.40000000
0.009748955982
Long
DBT
CORP
BM
N
3
2022-07-01
Fixed
0.00000000
N
N
N
N
N
N
HARAMBEE RE 2019 0.0% 12/31/22
N/A
HARAMBEE RE 2019 ZCP REGD /BNR48WAE2/ 0.00000000
N/A
600000.00000000
NS
USD
57300.00000000
0.026929779003
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
TARGUS INC
N/A
TARGUS INC 0.00000000
N/A
68241.00000000
NS
USD
81206.79000000
0.038165460877
Long
EC
CORP
US
N
3
N
N
N
PANGAEA 2016-2 0% 11/30/20
N/A
PANGAEA 2016-2 REGD ZCP /BNR2NC301/ 0.00000000
N/A
1000000.00000000
NS
USD
2976.10000000
0.001398703582
Long
DBT
CORP
BM
N
3
2020-11-30
Fixed
0.00000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/F 6% 02/01/25
N/A
ENDO DAC/FIN LLC/FINCO REGD 144A P/P 6.00000000
29273EAA6
2540000.00000000
NS
USD
1727200.00000000
0.811747195364
Long
DBT
CORP
IE
Y
2
2025-02-01
Variable
6.00000000
N
N
N
N
N
N
YPF SOCIED 16.5% 05/09/22/ARS/
N/A
YPF SOCIEDAD ANONIMA /ARS/ REGD 144A P/P MTN 16.50000000
984245AP5
15750000.00000000
NS
127183.79000000
0.059773671160
Long
DBT
CORP
AR
Y
2
2022-05-09
Fixed
16.50000000
N
N
N
N
N
N
KRATOS DEFENSE & 6.5% 11/30/25
N/A
KRATOS DEFENSE & SEC REGD 144A P/P 6.50000000
50077BAM0
745000.00000000
NS
USD
681675.00000000
0.320372724293
Long
DBT
CORP
US
Y
2
2025-11-30
Fixed
6.50000000
N
N
N
N
N
N
2020-04-30
Pioneer High Income Trust
Mark E. Bradley
Mark E. Bradley
Treasurer and Chief Accounting and Financial Officer