0001752724-22-112589.txt : 20220519
0001752724-22-112589.hdr.sgml : 20220519
20220519161044
ACCESSION NUMBER: 0001752724-22-112589
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220331
FILED AS OF DATE: 20220519
PERIOD START: 20220331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIONEER HIGH INCOME FUND, INC.
CENTRAL INDEX KEY: 0001166258
IRS NUMBER: 020563892
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21043
FILM NUMBER: 22942939
BUSINESS ADDRESS:
STREET 1: 60 STATE ST.
STREET 2: 5TH FL.
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 617-742-7825
MAIL ADDRESS:
STREET 1: 60 STATE ST
STREET 2: 5TH FL
CITY: BOSTON
STATE: MA
ZIP: 02109
FORMER COMPANY:
FORMER CONFORMED NAME: PIONEER HIGH INCOME TRUST
DATE OF NAME CHANGE: 20020129
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001166258
XXXXXXXX
Pioneer High Income Fund, Inc.
811-21043
0001166258
GRH7C46DLKO4V5KVBT29
60 State Street
Boston
02109
617-422-4947
Pioneer High Income Fund, Inc.
GRH7C46DLKO4V5KVBT29
2022-03-31
2022-03-31
N
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261908661.57
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0.00000000
116500000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1485000.00000000
0.00000000
0.00000000
0.00000000
EUR
USD
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BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
910000.00000000
PA
USD
891854.60000000
0.340521231582
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
675000.00000000
PA
USD
705375.00000000
0.269320989909
Long
DBT
CORP
IT
N
2
N/A
Fixed
7.70000000
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AQ2
250000.00000000
PA
USD
249875.00000000
0.095405397630
Long
DBT
CORP
BM
Y
2
2025-03-24
Floating
8.03000000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion Inc
42829LAF1
1455000.00000000
PA
USD
1534588.50000000
0.585925066701
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.87500000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAA7
2085000.00000000
PA
USD
2222630.85000000
0.848628234238
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
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Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAB9
169706.00000000
PA
USD
168433.21000000
0.064309904449
Long
DBT
CORP
N/A
N
2
2025-12-31
Fixed
13.00000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI Escrow Issuer Inc
12511VAA6
1485000.00000000
PA
USD
1499850.00000000
0.572661473282
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
Stagwell Global LLC
59565JAA9
2010000.00000000
PA
USD
1904937.30000000
0.727328866705
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAF6
1402000.00000000
PA
USD
1732435.18000000
0.661465401569
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
87817JAG3
953445.53210000
PA
USD
910837.96000000
0.347769315661
Long
LON
CORP
US
N
2
2027-02-17
Floating
6.25000000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Audacy Capital Corp
29365DAB5
480000.00000000
PA
USD
448262.40000000
0.171152186152
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.75000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AJ1
390000.00000000
PA
USD
430975.47000000
0.164551820247
Long
DBT
CORP
US
N
2
2030-04-23
Variable
5.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BC5
270000.00000000
PA
USD
281137.50000000
0.107341810810
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
Pangaea Re 2018-1, 12/31/21
N/A
Pangaea Re 2018-1, 12/31/21
000000000
500000.00000000
PA
USD
10527.24000000
0.004019431788
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
559000.00000000
PA
USD
533845.00000000
0.203828692338
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
1280000.00000000
PA
USD
1332800.00000000
0.508879695696
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
275000.00000000
PA
USD
253687.50000000
0.096861057774
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.12500000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
USD CALL VERSUS EUR PUT
000000000
3625000.00000000
NC
141697.07000000
0.054101712081
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
EUR CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
EUR
2022-10-19
3625000.00000000
USD
1.20230000
EUR
2022-10-19
XXXX
85989.75000000
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF83 Mortgage Trust
302696AA7
922283.89000000
PA
USD
946426.79000000
0.361357575700
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
9.24143000
N
N
N
N
N
N
ACU PETROLEO LUXEMBOURG
N/A
Acu Petroleo Luxembourg Sarl
00110RAA5
1770000.00000000
PA
USD
1632842.70000000
0.623439748121
Long
DBT
CORP
LU
N
2
2032-01-13
Fixed
7.50000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
520000.00000000
PA
USD
552310.20000000
0.210878936454
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AP5
15750000.00000000
PA
75921.91000000
0.028987934016
Long
DBT
CORP
AR
N
2
2022-05-09
Fixed
16.50000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
4155000.00000000
PA
USD
4069407.00000000
1.553750447047
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
SCHWEITZER-MAUDUIT INTL
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International Inc
808541AA4
831000.00000000
PA
USD
785461.20000000
0.299898901888
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAS8
460000.00000000
PA
USD
484631.62000000
0.185038408846
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.87500000
N
N
N
N
N
N
ALLIANCE DATA SYSTEMS CO
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581AL2
4055000.00000000
PA
USD
4120893.75000000
1.573408731615
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
TARGUS INC
N/A
TARGUS INC
000000000
68241.00000000
NS
USD
104408.73000000
0.039864557885
Long
EC
CORP
US
N
1
N
N
N
Berwick Re 2019-1, 12/31/22
N/A
Berwick Re 2019-1, 12/31/22
000000000
834446.00000000
PA
USD
99716.30000000
0.038072929471
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
Cyprus Re 2017, 1/31/22
N/A
Cyprus Re 2017, 1/31/22
000000000
500000.00000000
PA
USD
50.00000000
0.000019090624
Long
DBT
CORP
BM
Y
2
2023-01-31
Floating
0.01000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ACR1
300000.00000000
PA
USD
36498.24000000
0.013935484142
Long
DBT
CORP
BM
Y
2
2023-12-01
None
0.00000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
1365000.00000000
PA
USD
1289215.06000000
0.492238420933
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Co-Issuer Corp
47232MAF9
1130000.00000000
PA
USD
1081952.40000000
0.413102947231
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
TAP SA
213800XBTDYWRYHKH878
Transportes Aereos Portugueses SA
000000000
2000000.00000000
PA
2012831.88000000
0.768524365683
Long
DBT
CORP
PT
N
2
2024-12-02
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAJ5
710000.00000000
PA
USD
639052.75000000
0.243998326045
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
6.09900000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAF4
910000.00000000
PA
USD
956191.60000000
0.365085902187
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education Inc
57767XAB6
3530000.00000000
PA
USD
3336203.00000000
1.273803997164
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
PT Bakrie & Brothers TBK
N/A
PT Bakrie & Brothers TBK
000000000
1422679000.00000000
PA
9905.51000000
0.003782047504
Long
DBT
CORP
ID
N
2
2022-12-22
None
0.00000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAL3
2116000.00000000
PA
USD
1906473.68000000
0.727915475789
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
Pangaea Re 2019-3, 7/1/23
N/A
Pangaea Re 2019-3, 7/1/23
000000000
735313.00000000
PA
USD
26449.88000000
0.010098894722
Long
DBT
CORP
BM
Y
2
2023-07-01
Floating
0.01000000
N
N
N
N
N
N
Amplify Energy Corp
J0TW5YQRAZXYN7VEU787
Amplify Energy Corp
03212B103
21.00000000
NS
USD
115.50000000
0.000044099343
Long
EC
CORP
US
N
1
N
N
N
CARRIAGE PURCHASER INC
N/A
Carriage Purchaser Inc
14445LAA5
2640000.00000000
PA
USD
2436799.20000000
0.930400386681
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
280000.00000000
PA
316874.25000000
0.120986548554
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
285000.00000000
PA
USD
315993.75000000
0.120650362651
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
1600.00000000
NS
USD
2120000.00000000
0.809442493154
Long
EP
CORP
US
N
1
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AM8
470000.00000000
PA
USD
540500.01000000
0.206369658322
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
9.50000000
N
N
N
N
N
N
PEGASUS HAVA TASIMACILIG
789000B1MW5PQ58A8T03
Pegasus Hava Tasimaciligi AS
705567AA3
3960000.00000000
PA
USD
3890700.00000000
1.485517881187
Long
DBT
CORP
TR
N
2
2026-04-30
Fixed
9.25000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
35000.00000000
PA
USD
37200.70000000
0.014203692148
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
717000.00000000
PA
USD
618412.50000000
0.236117620659
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
160000.00000000
PA
USD
167249.60000000
0.063857987359
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAC6
1060000.00000000
PA
USD
1038800.00000000
0.396626821645
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.12500000
N
N
N
N
N
N
ATENTO LUXCO 1 SA
549300MLFF3HYCZQTC48
Atento Luxco 1 SA
04684LAC2
790000.00000000
PA
USD
798095.16000000
0.304722705700
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.00000000
N
N
N
N
N
N
Gullane Re 2022
N/A
Gullane Re 2022
000000000
1000000.00000000
PA
USD
1037212.28000000
0.396020610308
Long
DBT
CORP
BM
Y
2
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
AVATION CAPITAL SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
1259858.00000000
PA
USD
1070879.30000000
0.408875099273
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
8.25000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
1020000.00000000
PA
USD
942255.60000000
0.359764963232
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.12500000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
1645000.00000000
PA
USD
1624437.50000000
0.620230537723
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
2090000.00000000
PA
USD
2091463.00000000
0.798546709934
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
703000.00000000
PA
USD
705699.52000000
0.269444895701
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
535000.00000000
PA
USD
478974.80000000
0.182878564278
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
940000.00000000
PA
USD
943163.10000000
0.360111458073
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
PERFICIENT INC
549300HTBXKL2755T650
Perficient Inc
71375UAE1
135000.00000000
PA
USD
120622.50000000
0.046055177891
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.12500000
N
N
N
N
Y
Perficient Inc
Perficient Inc
USD
XXXX
N
N
N
LUNE HOLDINGS SARL
54930003WQ56T0558M33
Lune Holdings Sarl
000000000
885000.00000000
PA
876494.86000000
0.334656690903
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
5.62500000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
770000.00000000
PA
USD
787525.20000000
0.300686962882
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
692000.00000000
PA
USD
657400.00000000
0.251003535377
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
218000.00000000
PA
USD
230227.62000000
0.087903782417
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.87500000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
915000.00000000
PA
USD
898987.50000000
0.343244661940
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
2640000.00000000
PA
USD
2705973.60000000
1.033174536412
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAB6
1376000.00000000
PA
USD
1207440.00000000
0.461015681101
Long
DBT
CORP
N/A
N
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAH8
4000000.00000000
PA
USD
4290000.00000000
1.637975611147
Long
DBT
CORP
CA
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
DANAOS CORP
734IM3DNDNT36T7YTD24
Danaos Corp
23585WAA2
1375000.00000000
PA
USD
1471250.00000000
0.561741635874
Long
DBT
CORP
MH
N
2
2028-03-01
Fixed
8.50000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
205000.00000000
PA
USD
219393.78000000
0.083767286917
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
700000.00000000
PA
USD
723625.00000000
0.276289067975
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
3503048.89000000
NS
USD
3503048.89000000
1.337507843001
Long
STIV
RF
US
N
1
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453Q201
3000.00000000
NS
USD
3090000.00000000
1.179800615022
Long
EP
CORP
US
N
1
N
N
N
MYT HOLDING LLC
N/A
MYT Holding LLC
55406N202
129055.00000000
NS
USD
141960.50000000
0.054202292947
Long
EP
CORP
US
N
1
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50221DAA7
1355000.00000000
PA
USD
1260624.25000000
0.481322092382
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-47840.57000000
-0.01826612747
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1907871.34000000
USD
1680000.00000000
EUR
2022-04-28
-47840.57000000
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
820000.00000000
PA
1069114.05000000
0.408201104763
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
7.75000000
N
N
N
N
N
N
MINERVA MERGER SUB INC
N/A
Minerva Merger Sub Inc
60337JAA4
2245000.00000000
PA
USD
2183038.00000000
0.833511189326
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
3000000.00000000
PA
USD
4060458.69000000
1.550333870464
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
248000.00000000
PA
USD
200880.00000000
0.076698494351
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
480000.00000000
PA
528483.06000000
0.201781436639
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
350000.00000000
PA
USD
354140.50000000
0.135215268512
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
TRINSEO OP / TRINSEO FIN
N/A
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
89668QAF5
1340000.00000000
PA
USD
1236458.20000000
0.472095192495
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
5.12500000
N
N
N
N
N
N
STONEWAY CAPITAL CORP
549300CV1RKODDF74O91
Stoneway Capital Corp
86188PAA5
704038.48000000
PA
USD
196250.73000000
0.074930981214
Long
DBT
CORP
CA
N
2
2027-03-01
Fixed
10.00000000
Y
N
N
N
N
N
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties Inc
866082AA8
235000.00000000
PA
USD
245810.00000000
0.093853329831
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
Summit Hotel Properties Inc
Summit Hotel Properties Inc
USD
XXXX
N
N
N
WESTERN GLOBAL AIRLINES
N/A
Western Global Airlines LLC
958278AA1
2055000.00000000
PA
USD
2209125.00000000
0.843471531929
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
10.37500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KNE5
430000.00000000
PA
USD
401185.79000000
0.153177748148
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
7.89900000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
USD/EUR FORWARD
000000000
1.00000000
NC
USD
40919.57000000
0.015623603188
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
-4782158.27000000
USD
4345000.00000000
EUR
2022-06-24
40919.57000000
N
N
N
AAG FH LP/AAG FH FINCO
N/A
AAG FH LP / AAG FH Finco Inc
00033AAA6
1240000.00000000
PA
USD
1221400.00000000
0.466345783556
Long
DBT
CORP
CA
N
2
2024-07-15
Fixed
9.75000000
N
N
N
N
N
N
TRICIDA INC
549300QVPFFJC8SZXG25
Tricida Inc
89610FAB7
1300000.00000000
PA
USD
638040.00000000
0.243611645439
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.50000000
N
N
N
N
Y
TRICIDA INC
Tricida Inc
USD
XXXX
N
N
N
Harambee Re 2019, 12/31/22
N/A
Harambee Re 2019, 12/31/22
000000000
600000.00000000
PA
USD
480.00000000
0.000183269998
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
68274.57000000
0.026068084037
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1650000.00000000
EUR
1895090.51000000
USD
2022-04-28
68274.57000000
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
775000.00000000
PA
USD
815695.25000000
0.311442640006
Long
DBT
CORP
N/A
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAD2
1680000.00000000
PA
USD
1502449.20000000
0.573653880323
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
745000.00000000
PA
USD
710215.95000000
0.271169325116
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAJ0
120000.00000000
PA
USD
110993.99000000
0.042378892448
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
6.29900000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
385000.00000000
PA
USD
379452.15000000
0.144879572796
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
1005000.00000000
PA
USD
1004266.35000000
0.383441442516
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Woburn Re 2019, 12/31/22
N/A
Woburn Re 2019, 12/31/22
000000000
244914.00000000
PA
USD
55311.74000000
0.021118713550
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
GRINDING MEDIA INC
254900IYFJ03EGFQ8C34
Grinding Media Inc
39854KAB6
1134300.00000000
PA
USD
1126501.69000000
0.430112422875
Long
LON
CORP
US
N
2
2028-10-12
Floating
4.79586000
N
N
N
N
N
N
IMAX CORP
5493002KS2T1Q0X7VZ21
IMAX Corp
45245EAH2
449000.00000000
PA
USD
426550.00000000
0.162862120497
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
Y
IMAX Corp
IMAX Corp
USD
XXXX
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAA0
3676000.00000000
PA
USD
3819400.76000000
1.458294940344
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II LLC
77289KAA3
1010000.00000000
PA
USD
1012115.95000000
0.386438517891
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
495000.00000000
PA
USD
435515.85000000
0.166285394071
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
1760000.00000000
PA
USD
1802592.00000000
0.688252152179
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
579000.00000000
PA
USD
587685.00000000
0.224385477164
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AM5
1855000.00000000
PA
USD
1899353.05000000
0.725196730270
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
Versutus Re 2019-B, 12/31/21
N/A
Versutus Re 2019-B, 12/31/21
000000000
58727.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAG0
250000.00000000
PA
USD
245375.00000000
0.093687241395
Long
DBT
CORP
BM
Y
2
2024-03-01
Floating
14.11046500
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBA6
1524000.00000000
PA
USD
1267358.40000000
0.483893275007
Long
DBT
CORP
US
N
2
2066-11-01
Floating
3.33407000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
2150000.00000000
PA
USD
2015066.00000000
0.769377380618
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
P&L DEV LLC/PLD FIN CORP
N/A
P&L Development LLC / PLD Finance Corp
69306RAA4
965000.00000000
PA
USD
887800.00000000
0.338973134633
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.75000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
1057000.00000000
PA
USD
1101499.70000000
0.420566350649
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
1150000.00000000
PA
USD
1165571.00000000
0.445029573673
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
Lorenz Re 2018, 7/1/22
N/A
Lorenz Re 2018, 7/1/22
000000000
500000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
2
2022-07-01
Floating
0.01000000
N
N
N
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAB8
230000.00000000
PA
USD
207000.00000000
0.079035186831
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Connecticut Avenue Securities Trust 2019-HRP1
20754PAD2
4100000.00000000
PA
USD
4137417.01000000
1.579717518771
Long
ABS-MBS
CORP
US
N
2
2039-11-25
Floating
9.70657000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
960000.00000000
PA
USD
940800.00000000
0.359209196962
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
USD/EUR FORWARD
000000000
1.00000000
NC
USD
16550.86000000
0.006319325180
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-685000.00000000
EUR
774956.26000000
USD
2022-04-28
16550.86000000
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADV1
1500000.00000000
PA
USD
1528030.09000000
0.583420983804
Long
DBT
CORP
BM
Y
2
2026-12-01
Floating
0.53046500
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAP9
2264138.00000000
PA
USD
2039286.46000000
0.778625054923
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
10.00000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAA1
298833.00000000
PA
USD
297338.84000000
0.113527684887
Long
DBT
CORP
N/A
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KSQ3
610000.00000000
PA
USD
572613.16000000
0.218630860303
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
8.59900000
N
N
N
N
N
N
Project Watson Bridge Loan 5% 03/25/2022
N/A
Project Watson Bridge Loan 5% 03/25/2022
000000000
4202000.00000000
PA
USD
4202000.00000000
1.604376111431
Long
DBT
CORP
US
N
2
2023-03-25
None
0.00000000
N
N
N
N
N
N
PROVIDENT FDG/PFG FIN
N/A
Provident Funding Associates LP / PFG Finance Corp
74387UAJ0
3415000.00000000
PA
USD
3357832.90000000
1.282062563288
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.37500000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
2583000.00000000
PA
USD
2612497.86000000
0.997484330735
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
RESIDENTIAL RE 21 LTD
N/A
Residential Reinsurance 2021 Ltd
76114NAE2
250000.00000000
PA
USD
247650.00000000
0.094555864825
Long
DBT
CORP
KY
Y
2
2025-12-06
Floating
12.28046500
N
N
N
N
N
N
KOPPERS INC
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
424000.00000000
PA
USD
415520.00000000
0.158650728658
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
820000.00000000
PA
USD
766700.00000000
0.292735641274
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
Diebold Nixdorf Inc
253651AC7
1810000.00000000
PA
USD
1735337.50000000
0.662573543615
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
600000.00000000
PA
USD
627000.01000000
0.239396439293
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
VAREX IMAGING CORPORATIO
549300CWYWPVCT8E9W67
Varex Imaging Corp
92214XAC0
1809000.00000000
PA
USD
1917540.00000000
0.732140735058
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
MAXIM CRANE WORKS LLC
N/A
Maxim Crane Works Holdings Capital LLC
18911YAA3
1113000.00000000
PA
USD
1129695.00000000
0.431331668539
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.12500000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
2030000.00000000
PA
USD
1898050.00000000
0.724699209496
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
1175000.00000000
PA
USD
1219062.50000000
0.465453296844
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
1155000.00000000
PA
USD
1161179.25000000
0.443352748641
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
000000000
10330000000.00000000
PA
743975.77000000
0.284059246280
Long
DBT
NUSS
N/A
N
2
2023-03-14
Fixed
7.87500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1295000.00000000
PA
USD
1230250.00000000
0.469724824152
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
CLEAR CHANNEL INTL BV
N/A
Clear Channel International BV
18452MAB2
200000.00000000
PA
USD
203500.00000000
0.077698843092
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
6.62500000
N
N
N
N
N
N
Versutus Re 2018, 12/31/21
N/A
Versutus Re 2018, 12/31/21
000000000
500000.00000000
PA
USD
600.00000000
0.000229087498
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
1399000.00000000
PA
USD
1503666.56000000
0.574118683584
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
750000.00000000
PA
USD
779062.50000000
0.297455798265
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
2396000.00000000
PA
USD
2515800.00000000
0.960563879376
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
766000.00000000
PA
USD
867602.24000000
0.331261377458
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
375000.00000000
PA
USD
385443.75000000
0.147167240552
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
Thopas Re 2022
N/A
Thopas Re 2022
000000000
1500000.00000000
PA
USD
1530900.00000000
0.584516751306
Long
DBT
CORP
BM
Y
2
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
Pangaea Re 2019-1, 2/1/23
N/A
Pangaea Re 2019-1, 2/1/23
000000000
409624.00000000
PA
USD
8535.53000000
0.003258972020
Long
DBT
CORP
BM
Y
2
2023-02-01
Floating
0.01000000
N
N
N
N
N
N
Bantry Re 2022
N/A
Bantry Re 2022
000000000
1000000.00000000
PA
USD
1017133.75000000
0.388354376637
Long
DBT
CORP
BM
Y
2
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
PECF USS INTERMEDIATE HO
N/A
PECF USS Intermediate Holding III Corp
69291HAA3
1760000.00000000
PA
USD
1698400.00000000
0.648470344515
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAR0
790000.00000000
PA
USD
807775.00000000
0.308418589579
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
7.50000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
270000.00000000
PA
USD
228150.00000000
0.087110521138
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
67777LAD5
1600000.00000000
PA
USD
1486720.00000000
0.567648275199
Long
DBT
CORP
NL
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning Inc
15137NAA1
2050000.00000000
PA
USD
2044875.00000000
0.780758829334
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
RAIN CII CARBON LLC/CII
N/A
Rain CII Carbon LLC / CII Carbon Corp
75079RAC2
2316000.00000000
PA
USD
2258100.00000000
0.862170798958
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
Grupo Aeromexico SAB de CV
N/A
Grupo Aeromexico SAB de CV
000000000
57203.00000000
NS
978202.94000000
0.373490106870
Long
EC
CORP
MX
N
1
N
N
N
Oyster Bay Re 2018, 1/15/22
N/A
Oyster Bay Re 2018, 1/15/22
000000000
277770.00000000
PA
USD
34197.39000000
0.013056990858
Long
DBT
CORP
BM
Y
2
2023-01-31
Floating
0.01000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
615000.00000000
PA
USD
610387.50000000
0.233053575372
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
1965000.00000000
PA
USD
1925700.00000000
0.735256325031
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
355000.00000000
PA
USD
385524.68000000
0.147198140637
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
Diebold Nixdorf Inc
253657AA8
175000.00000000
PA
USD
177777.25000000
0.067877575691
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
9.37500000
N
N
N
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International Inc
588056BB6
2035000.00000000
PA
USD
1963775.00000000
0.749793835846
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12500000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust
14019QAB8
1500000.00000000
PA
USD
1487484.00000000
0.567939979946
Long
ABS-MBS
CORP
US
N
2
2023-11-06
Floating
16.46000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
2430000.00000000
PA
USD
2521611.00000000
0.962782591795
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
830000.00000000
PA
USD
832075.00000000
0.317696633250
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KJ24 Mortgage Trust
30312FAG1
1330137.49000000
PA
USD
1104019.57000000
0.421528468505
Long
ABS-MBS
CORP
US
N
2
2027-10-25
Variable
7.60000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
395000.00000000
PA
USD
416112.75000000
0.158877048015
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
1100000.00000000
PA
USD
1599334.00000000
0.610645707710
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
Pangaea Re 2018-3, 7/1/22
N/A
Pangaea Re 2018-3, 7/1/22
000000000
1000000.00000000
PA
USD
20743.40000000
0.007920089345
Long
DBT
CORP
BM
Y
2
2022-07-01
Floating
0.01000000
N
N
N
N
N
N
INTERNATIONAL PETROLEUM
N/A
International Petroleum Corp/Sweden
000000000
833000.00000000
PA
USD
818422.50000000
0.312483938138
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.25000000
N
N
N
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
Enel SpA
29265WAA6
1010000.00000000
PA
USD
1085750.00000000
0.414552918369
Long
DBT
CORP
IT
N
2
2073-09-24
Fixed
8.75000000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AC7
2062000.00000000
PA
USD
2118705.00000000
0.808948045971
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
United Natural Foods Inc
911163AA1
460000.00000000
PA
USD
468050.00000000
0.178707339113
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAF7
330000.00000000
PA
USD
342375.00000000
0.130723053581
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.62500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
571000.00000000
PA
USD
594553.75000000
0.227008051752
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
41000.00000000
PA
USD
46281.21000000
0.017670744343
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
358648AA1
2795000.00000000
PA
USD
2487550.00000000
0.949777676342
Long
DBT
CORP
PY
N
2
2028-07-21
Fixed
7.70000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AJ5
303000.00000000
PA
USD
310332.60000000
0.118488864835
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.87500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
1150000.00000000
PA
USD
1150023.00000000
0.439093152974
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
535000.00000000
PA
USD
457858.35000000
0.174816039780
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
DRAFTKINGS INC
5493008P45UYYL683Z97
DraftKings Inc
26142RAB0
655000.00000000
PA
USD
470617.50000000
0.179687642699
Long
DBT
CORP
US
N
2
2028-03-15
None
0.00000000
N
N
N
N
Y
DraftKings Inc
DraftKings Inc
USD
XXXX
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
475000.00000000
PA
USD
489250.00000000
0.186801764045
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AH5
815000.00000000
PA
USD
856427.91000000
0.326994878621
Long
DBT
CORP
US
N
2
2025-04-23
Variable
5.37500000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867AA3
3800000.00000000
PA
USD
4274105.78000000
1.631906999325
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.62500000
N
N
N
N
N
N
Harambee Re 2018, 12/31/21
N/A
Harambee Re 2018, 12/31/21
000000000
500000.00000000
PA
USD
400.00000000
0.000152724998
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AJ0
155000.00000000
PA
USD
172825.00000000
0.065986744754
Long
DBT
CORP
US
N
2
2025-10-17
Fixed
9.87500000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
1093000.00000000
PA
USD
1119330.37000000
0.427374323281
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
Alturas Re 2019-3, 9/12/23
N/A
Alturas Re 2019-3, 9/12/23
000000000
24550.00000000
PA
USD
5775.09000000
0.002205001531
Long
DBT
CORP
BM
Y
2
2023-09-12
Floating
0.01000000
N
N
N
N
N
N
Alturas Re 2020-2, 3/10/23
N/A
Alturas Re 2020-2, 3/10/23
000000000
29558.00000000
PA
USD
13977.22000000
0.005336677266
Long
DBT
CORP
BM
Y
2
2023-03-10
Floating
0.01000000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US Renal Care Inc
07335BAA4
2500000.00000000
PA
USD
2381250.00000000
0.909191007936
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.62500000
N
N
N
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
22547AAD3
140000.00000000
PA
USD
16101.40000000
0.006147715735
Long
DBT
CORP
MX
N
2
2028-01-21
Fixed
8.00000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
440000.00000000
PA
USD
462158.40000000
0.176457852607
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.62500000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAV1
1035000.00000000
PA
USD
1064756.25000000
0.406537242265
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.62500000
N
N
N
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
1445000.00000000
PA
USD
1390928.10000000
0.531073730689
Long
DBT
CORP
US
N
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
885000.00000000
PA
USD
883893.75000000
0.337481679567
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
2035000.00000000
PA
USD
1940860.90000000
0.741044946114
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
3010000.00000000
PA
USD
2972375.00000000
1.134889920089
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBM6
475000.00000000
PA
USD
477375.00000000
0.182267740646
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.75000000
N
N
N
N
N
N
NSG HOLDINGS LLC/NSG HLD
N/A
NSG Holdings LLC / NSG Holdings Inc
62940QAA3
845078.10000000
PA
USD
861979.66000000
0.329114606150
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAV6
950000.00000000
PA
USD
970795.12000000
0.370661708620
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAC5
690000.00000000
PA
USD
721912.50000000
0.275635214075
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
HERCULES LLC
N/A
Hercules LLC
427056BC9
4000000.00000000
PA
USD
4054080.00000000
1.547898406909
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
6.50000000
N
N
N
N
N
HERCULES LLC
Hercules LLC
USD
XXXX
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAB3
1680000.00000000
PA
USD
1674926.40000000
0.639507830691
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp
70137WAL2
2560000.00000000
PA
USD
2380800.00000000
0.909019192312
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
FAGE INTL / FAGE USA
N/A
FAGE International SA / FAGE USA Dairy Industry Inc
30257WAA4
1043000.00000000
PA
USD
1027355.00000000
0.392256977620
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
2147628.00000000
PA
USD
1953203.24000000
0.745757405765
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
1400000.00000000
PA
USD
1386000.00000000
0.529192120524
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KS12 Mortgage Trust
30311XAC2
1500000.00000000
PA
USD
1326846.30000000
0.506606498634
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Floating
7.14143000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
1000000.00000000
PA
USD
745010.00000000
0.284454128219
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings Inc
66981QAA4
475000.00000000
PA
USD
457296.75000000
0.174601613882
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAR5
3075000.00000000
PA
USD
4458750.00000000
1.702406469977
Long
DBT
CORP
US
N
2
2058-06-15
Fixed
10.75000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
1169000.00000000
PA
USD
1224527.50000000
0.467539902139
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
ALPHA METALLURGICAL RESOURCE
N/A
ALPHA METALLURGICAL -CW23
21241B118
354.00000000
NC
USD
35754.00000000
0.013651324009
N/A
DE
CORP
US
N
1
ALPHA METALLURGICAL RESOURCE
N/A
Call
Purchased
Alpha Metallurgical Resources
Alpha Metallurgical Resources Inc
1.00000000
48.74100000
USD
2023-07-26
XXXX
-272855.84000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
380000.00000000
PA
USD
417566.80000000
0.159432222476
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
At Home Group Inc
04650YAB6
520000.00000000
PA
USD
451110.40000000
0.172239588143
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.12500000
N
N
N
N
N
N
LOGMEIN INC
549300D12V5KRBV00592
LogMeIn Inc
541056AA5
1050000.00000000
PA
USD
980028.00000000
0.374186937585
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.50000000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
1860000.00000000
PA
USD
1767000.00000000
0.674662681794
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
955000.00000000
PA
USD
916102.85000000
0.349779516457
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
1798000.00000000
PA
USD
1802495.00000000
0.688215116367
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564ACC3
1350000.00000000
PA
USD
1454677.38000000
0.555414002454
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
10.95657000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
EUR CALL VERSUS USD PUT
000000000
-3625000.00000000
NC
-8343.93000000
-0.00318581674
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
USD CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
USD
2022-10-19
-3625000.00000000
USD
1.14500000
EUR
2022-10-19
XXXX
47363.39000000
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAC1
2790000.00000000
PA
USD
2612137.50000000
0.997346740784
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
COEUR MINING INC
5493003AVK173D48DR70
Coeur Mining Inc
192108BC1
1665000.00000000
PA
USD
1445553.00000000
0.551930200144
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.12500000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YBA3
1175000.00000000
PA
USD
1147272.59000000
0.438043012064
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.64700000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
1380000.00000000
PA
USD
1438650.00000000
0.549294548479
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
1210000.00000000
PA
USD
1313937.79000000
0.501677868201
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
862000.00000000
PA
USD
896480.00000000
0.342287267105
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Sussex Re 2020-1, 12/31/22
N/A
Sussex Re 2020-1, 12/31/22
000000000
250000.00000000
PA
USD
5350.00000000
0.002042696857
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer Inc
12510CAA9
250000.00000000
PA
USD
256875.00000000
0.098078085108
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
319000.00000000
PA
USD
323466.00000000
0.123503361080
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
920000.00000000
PA
USD
846400.00000000
0.323166097266
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
215000.00000000
PA
USD
216646.90000000
0.082718493806
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAH9
1175000.00000000
PA
USD
1093278.75000000
0.417427489204
Long
DBT
CORP
US
N
2
2043-05-21
Fixed
5.85000000
N
N
N
N
N
N
RENEWABLE ENERGY GROUP I
549300HPU3BD8ZI0X358
Renewable Energy Group Inc
75972AAD5
1575000.00000000
PA
USD
1691754.75000000
0.645933105021
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.87500000
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAJ4
250000.00000000
PA
USD
248725.00000000
0.094966313259
Long
DBT
CORP
BM
Y
2
2025-02-25
Floating
11.78046500
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AA3
1350000.00000000
PA
USD
1170720.00000000
0.446995526219
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.37500000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
1535000.00000000
PA
USD
1607145.00000000
0.613628045123
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
LYB FINANCE CO BV
549300BBGA3CFHX0KS75
LYB Finance Co BV
61238QAA6
2250000.00000000
PA
USD
2693120.33000000
1.028266997302
Long
DBT
CORP
NL
N
2
2027-03-15
Fixed
8.10000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
NOK/EUR FORWARD
000000000
1.00000000
NC
USD
28117.75000000
0.010735708331
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-723804.58000000
EUR
7300000.00000000
NOK
2022-04-11
28117.75000000
N
N
N
LATAM AIRLINES GROUP SA
N/A
Latam Airlines Group SA
000000000
580000.00000000
PA
USD
582537.50000000
0.222420097337
Long
LON
CORP
CL
N
2
2022-08-08
Floating
0.00000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AB6
1109000.00000000
PA
USD
1081275.00000000
0.412844307446
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
6000.00000000
PA
USD
5994.93000000
0.002288939191
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
EUR/USD FORWARD
000000000
1.00000000
NC
USD
106784.39000000
0.040771614562
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
-3500000.00000000
EUR
3981848.50000000
USD
2022-04-28
106784.39000000
N
N
N
HARBOUR ENERGY PLC
213800YPC42DYBKVPF97
Harbour Energy PLC
411618AB7
2135000.00000000
PA
USD
2108312.50000000
0.804980059598
Long
DBT
CORP
GB
N
2
2026-10-15
Fixed
5.50000000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AG8
880000.00000000
PA
USD
837848.00000000
0.319900836794
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.75000000
N
N
N
N
N
N
CEMIG GERACAO E TRANSM
529900ZT0AVI5W1VFB58
Cemig Geracao e Transmissao SA
12517MAA0
825000.00000000
PA
USD
895133.25000000
0.341773061125
Long
DBT
CORP
BR
N
2
2024-12-05
Fixed
9.25000000
N
N
N
N
N
N
Pangaea Re 2022-1
N/A
Pangaea Re 2022-1
000000000
1250000.00000000
PA
USD
1250000.00000000
0.477265620963
Long
DBT
CORP
BM
Y
2
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
745000.00000000
PA
771756.40000000
0.294666237983
Long
DBT
CORP
LU
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
Berwick Re 2018-1, 12/31/21
N/A
Berwick Re 2018-1, 12/31/21
000000000
1167977.00000000
PA
USD
90284.62000000
0.034471796182
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
TAP ROCK RESOURCES LLC
549300Y3SDS1HPFQ6H17
Tap Rock Resources LLC
87602LAA0
2120000.00000000
PA
USD
2204164.00000000
0.841577360132
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
Summit Midstream Partners LP
N/A
Summit Midstream Partners LP
866142409
12271.00000000
NS
USD
182592.48000000
0.069716090680
Long
EC
CORP
US
N
1
N
N
N
Berwick Re 2022, 12/31/27
N/A
Berwick Re 2022, 12/31/27
000000000
1000000.00000000
PA
USD
1014714.72000000
0.387430760753
Long
DBT
CORP
BM
Y
2
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CC4
676000.00000000
PA
USD
697321.04000000
0.266245887333
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
845000.00000000
PA
USD
859872.00000000
0.328309875223
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
2080000.00000000
PA
USD
2059200.00000000
0.786228293350
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
385000.00000000
PA
USD
363825.00000000
0.138912931637
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
Merion Re 2018-2, 12/31/21
N/A
Merion Re 2018-2, 12/31/21
000000000
500000.00000000
PA
USD
82750.00000000
0.031594984107
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de CV
40054JAA7
3255000.00000000
PA
USD
3222450.00000000
1.230371680219
Long
DBT
CORP
MX
N
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
730481AJ7
2260000.00000000
PA
USD
2299030.20000000
0.877798460813
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
980000.00000000
PA
USD
938350.00000000
0.358273756345
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
2075000.00000000
PA
USD
2114176.00000000
0.807218817173
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
PROFRAC HOLDINGS II LLC
N/A
ProFrac Holdings II LLC
000000000
2695000.00000000
PA
USD
2627625.00000000
1.003260061827
Long
LON
CORP
US
N
2
2025-03-04
Floating
9.50000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AG6
1840000.00000000
PA
USD
1932000.00000000
0.737661743761
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
CARNIVAL PLC
4DR1VPDQMHD3N3QW8W95
Carnival PLC
000000000
731000.00000000
PA
582306.19000000
0.222331780289
Long
DBT
CORP
GB
N
2
2029-10-28
Fixed
1.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
825000.00000000
PA
USD
691234.50000000
0.263921970299
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
380000.00000000
PA
USD
375016.30000000
0.143185909832
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
580000.00000000
PA
USD
591895.80000000
0.225993213226
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAC4
1970000.00000000
PA
USD
1113050.00000000
0.424976399530
Long
DBT
CORP
N/A
N
2
2028-06-30
Fixed
6.00000000
N
N
N
N
N
N
ASG FINANCE DESIGNATED
5493005UOB0OMEJ4WK10
ASG Finance Designated Activity Co
00217AAA4
2150000.00000000
PA
USD
2031750.00000000
0.775747540314
Long
DBT
CORP
IE
N
2
2024-12-03
Fixed
7.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JAL0
2500000.00000000
PA
USD
1790143.75000000
0.683499254766
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
3080000.00000000
PA
USD
3303454.00000000
1.261300019708
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
656000.00000000
PA
USD
691676.56000000
0.264090754331
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Gleneagles Re 2022
N/A
Gleneagles Re 2022
000000000
750000.00000000
PA
USD
759790.06000000
0.290097339830
Long
DBT
CORP
BM
Y
2
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AB9
1850000.00000000
PA
USD
2090075.20000000
0.798016830551
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
6.87500000
N
N
N
N
N
N
PetroQuest Energy Inc
5493006TFRWYUQCKTQ17
PetroQuest Energy Inc
716748405
802650.00000000
NS
USD
341126.25000000
0.130246265226
Long
EC
CORP
US
N
2
N
N
N
GARDA WORLD SECURITY COR
549300ZF1NDXLMCHNO20
Garda World Security Corp
36257BAA7
2059000.00000000
PA
USD
2110475.00000000
0.805805729122
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
470000.00000000
PA
USD
434388.10000000
0.165854805028
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.12500000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
360000.00000000
PA
USD
333844.20000000
0.127465887534
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAA4
625000.00000000
PA
USD
661350.00000000
0.252511694739
Long
DBT
CORP
N/A
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
1010000.00000000
PA
USD
1020897.90000000
0.389791576147
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAB8
1210000.00000000
PA
USD
1206975.00000000
0.460838138290
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
SYLVAMO CORP
5493001AOYU1ZOWOC971
Sylvamo Corp
87133LAA8
3290000.00000000
PA
USD
3228806.00000000
1.232798480449
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKL2
450000.00000000
PA
USD
395399.84000000
0.150968600133
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
6.34900000
N
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AB2
1240000.00000000
PA
USD
1221400.00000000
0.466345783556
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
2010000.00000000
PA
USD
1909500.00000000
0.729070962584
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
Lorenz Re 2019, 6/30/22
N/A
Lorenz Re 2019, 6/30/22
000000000
499318.00000000
PA
USD
57920.89000000
0.022114919626
Long
DBT
CORP
BM
Y
2
2022-06-30
Floating
0.01000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AG9
1015000.00000000
PA
USD
1035300.00000000
0.395290477907
Long
DBT
CORP
KY
N
2
2024-11-15
Fixed
8.87500000
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
Windstream Escrow LLC / Windstream Escrow Finance Corp
97382WAA1
2385000.00000000
PA
USD
2414812.50000000
0.922005589858
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AB4
1290000.00000000
PA
USD
1334730.75000000
0.509616880174
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.50000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAA5
1931000.00000000
PA
USD
1923758.75000000
0.734515131522
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.12500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
1910000.00000000
PA
USD
1979695.90000000
0.755872634426
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
EXTERRAN NRG SOLUTIONS/F
N/A
Exterran Energy Solutions LP / EES Finance Corp
30227KAE9
3140000.00000000
PA
USD
3166297.50000000
1.208931953994
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.12500000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AF3
870000.00000000
PA
USD
854775.00000000
0.326363776927
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust 2020-9
14020FAB9
500000.00000000
PA
USD
500000.00000000
0.190906248385
Long
ABS-MBS
CORP
US
N
2
2022-11-19
Floating
15.90000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
798000.00000000
PA
USD
774941.79000000
0.295882459692
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAU7
1105000.00000000
PA
USD
1091187.50000000
0.416629023820
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
ANR Inc
54930073NMZSTQ358I60
ANR Inc
03634H118
1819798.00000000
NS
USD
10918.79000000
0.004168930471
Long
EC
CORP
US
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
27212.61000000
0.010390114567
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1475000.00000000
EUR
1660275.34000000
USD
2022-04-28
27212.61000000
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
22550GAA0
1500000.00000000
PA
USD
170640.00000000
0.065152484449
Long
DBT
CORP
MX
N
2
2026-02-07
Fixed
9.50000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
725000.00000000
PA
USD
755812.50000000
0.288578657715
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
PHH MORTGAGE CORP
PAOOWF3GUFM46FBSP561
PHH Mortgage Corp
69356NAA2
755000.00000000
PA
USD
705925.00000000
0.269530986783
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.87500000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust 2021-8
14021RAB2
605000.00000000
PA
USD
605000.00000000
0.230996560546
Long
ABS-MBS
CORP
US
N
2
2023-06-22
Floating
14.35000000
N
N
N
N
N
N
LIMESTONE RE LTD
5493004PN8HGYC184A27
Limestone Re Ltd
000000000
54000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
2
2023-03-01
None
0.00000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
22.00000000
NS
USD
2262.04000000
0.000863675140
Long
EC
CORP
US
N
1
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
305000.00000000
PA
USD
317312.85000000
0.121154011516
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AP4
250000.00000000
PA
USD
249875.00000000
0.095405397630
Long
DBT
CORP
BM
Y
2
2025-03-24
Floating
5.53000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
1910000.00000000
PA
USD
2003112.50000000
0.764813384938
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
579000.00010000
PA
USD
540293.85000000
0.206290943858
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
692000.00000000
PA
USD
712760.00000000
0.272140675198
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
1860000.00000000
PA
USD
1725150.00000000
0.658683828804
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
Woburn Re 2018, 12/31/21
N/A
Woburn Re 2018, 12/31/21
000000000
253645.00000000
PA
USD
14035.05000000
0.005358757482
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
AUNA SA
549300C3XBVL3X4TME11
Auna SAA
05151VAA5
975000.00000000
PA
USD
940875.00000000
0.359237832899
Long
DBT
CORP
PE
N
2
2025-11-20
Fixed
6.50000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAG2
815000.00000000
PA
USD
755684.30000000
0.288529709353
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-46824.86000000
-0.01787831670
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1663280.18000000
USD
1460000.00000000
EUR
2022-04-28
-46824.86000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAE1
270000.00000000
PA
USD
239880.15000000
0.091589238997
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
705000.00000000
PA
USD
738487.50000000
0.281963756209
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
1700000.00000000
PA
USD
1737867.50000000
0.663539529232
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
895000.00000000
PA
USD
837236.70000000
0.319667434815
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBG5
735000.00000000
PA
USD
744099.30000000
0.284106411578
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
1051000.00000000
PA
USD
936462.02000000
0.357552901987
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
000000000
1500000.00000000
PA
USD
1530000.00000000
0.584173120059
Long
DBT
CORP
MH
N
2
2026-04-29
Fixed
6.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
38420700.00000000
PA
1919122.66000000
0.732745014424
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-115734.33000000
-0.04418881349
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-5319391.85000000
USD
4700000.00000000
EUR
2022-04-28
-115734.33000000
N
N
N
Versutus Re 2019-A, 12/31/21
N/A
Versutus Re 2019-A, 12/31/21
000000000
441274.00000000
PA
USD
264.76000000
0.000101088676
Long
DBT
CORP
BM
Y
2
2022-12-31
Floating
0.01000000
N
N
N
N
N
N
Amaranth Re 2022
N/A
Amaranth Re 2022
000000000
250000.00000000
PA
USD
228228.05000000
0.087140321603
Long
DBT
CORP
BM
Y
2
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADC3
20000.00000000
PA
USD
58003.79000000
0.022146571882
Long
DBT
CORP
BM
Y
2
2024-12-01
None
0.00000000
N
N
N
N
N
N
Alturas Re 2019-2, 3/10/22
N/A
Alturas Re 2019-2, 3/10/22
000000000
3037.00000000
PA
USD
1045.94000000
0.000399352962
Long
DBT
CORP
BM
Y
2
2023-03-10
Floating
0.01000000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
705000.00000000
PA
USD
694974.90000000
0.265350101762
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
31935HAD9
1414830.03640000
PA
USD
1408817.01000000
0.537903940081
Long
LON
CORP
US
N
2
2027-03-30
Floating
6.00000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
470000.00000000
PA
USD
488800.00000000
0.186629948421
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
1495000.00000000
PA
USD
1289437.50000000
0.492323351305
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
MOHEGAN GAMING & ENT
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BH2
1880000.00000000
PA
USD
1859000.40000000
0.709789584222
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
910000.00000000
PA
USD
839475.00000000
0.320522045726
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAS2
475000.00000000
PA
USD
431300.00000000
0.164675729857
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF74 Mortgage Trust
30313MAC4
1136861.27000000
PA
USD
1158109.66000000
0.442180740819
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Floating
6.49143000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
1801000.00000000
PA
USD
2075477.93000000
0.792443410446
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AA9
531000.00000000
PA
USD
560868.75000000
0.214146697798
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
265000.00000000
PA
USD
268097.85000000
0.102363109487
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
535000.00000000
PA
USD
515606.25000000
0.196864909663
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AW4
1625000.00000000
PA
USD
1708768.75000000
0.652429262841
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
ALTURAS RE LTD
549300FZNJS17ZR1BR73
Alturas RE Ltd
000000000
162311.00000000
PA
USD
5583.50000000
0.002131850075
Long
DBT
CORP
BM
Y
2
2023-03-10
None
0.00000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAT6
580000.00000000
PA
USD
597400.00000000
0.228094785571
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AE4
2269000.00000000
PA
USD
1866252.50000000
0.712558526630
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
Cirsa Finance International Sarl
000000000
870399.70000000
PA
965739.42000000
0.368731379180
Long
DBT
CORP
LU
N
2
2023-12-20
Fixed
6.25000000
N
N
N
N
N
N
Merion Re 2022-2
N/A
Merion Re 2022-2
000000000
1000000.00000000
PA
USD
1013455.43000000
0.386949948094
Long
DBT
CORP
BM
Y
2
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
1905000.00000000
PA
USD
1966912.50000000
0.750991772555
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
GOLAR LNG LTD
213800C2VSFZG3EZLO34
Golar LNG Ltd
000000000
1375000.00000000
PA
USD
1357812.50000000
0.518429780771
Long
DBT
CORP
BM
N
2
2025-10-20
Fixed
7.00000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
421000.00000000
PA
USD
421000.00000000
0.160743061140
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAC7
119296.00000000
PA
USD
110648.23000000
0.042246876959
Long
DBT
CORP
N/A
N
2
2026-12-31
Fixed
8.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/USD FORWARD
000000000
1.00000000
NC
USD
42313.96000000
0.016155998715
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1438000.00000000
EUR
1636327.38000000
USD
2022-05-26
42313.96000000
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
2000000.00000000
PA
USD
2002600.00000000
0.764617706033
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.62500000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
900000.00000000
PA
USD
904500.00000000
0.345349403329
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
382800.00000000
PA
USD
153120.00000000
0.058463129505
Long
DBT
NUSS
RU
N
2
2030-03-31
Variable
7.50000000
N
N
N
N
N
N
Pangaea Re 2016-2, 11/30/21
N/A
Pangaea Re 2016-2, 11/30/21
000000000
1000000.00000000
PA
USD
1783.29000000
0.000680882407
Long
DBT
CORP
BM
Y
2
2022-11-30
Floating
0.01000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
1800000.00000000
PA
USD
1865763.00000000
0.712371629413
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
2022-04-01
Pioneer High Income Fund, Inc.
Anthony J. Koenig, Jr
Anthony J. Koenig, Jr
Managing Director, Chief Operations Officer & Treasurer of the Funds