0001752724-23-273465.txt : 20231129
0001752724-23-273465.hdr.sgml : 20231129
20231129120954
ACCESSION NUMBER: 0001752724-23-273465
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230929
FILED AS OF DATE: 20231129
DATE AS OF CHANGE: 20231129
PERIOD START: 20240331
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: 231450186
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
5493001GCNPC0XWPCF03
60 State Street
Boston
02109
617-422-4947
Pioneer High Income Fund, Inc.
5493001GCNPC0XWPCF03
2024-03-31
2023-09-29
N
338326433.49
113954335.48
224372098.01
0.00000000
0.00000000
108500000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2223867.60000000
0.00000000
0.00000000
408406.96000000
EUR
USD
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBG5
2435000.00000000
PA
USD
2259990.22000000
1.007251008500
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
PHH MORTGAGE CORP
PAOOWF3GUFM46FBSP561
PHH Mortgage Corp
69356NAA2
755000.00000000
PA
USD
671950.00000000
0.299480196494
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.87500000
N
N
N
N
N
N
AUNA SA
549300C3XBVL3X4TME11
Auna SAA
05151VAA5
975000.00000000
PA
USD
897157.27000000
0.399852422808
Long
DBT
CORP
PE
N
2
2025-11-20
Fixed
6.50000000
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
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
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
1185884.70000000
0.528534835889
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867AA3
3800000.00000000
PA
USD
3858285.54000000
1.719592397726
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.62500000
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
358648AA1
2795000.00000000
PA
USD
2310067.50000000
1.029569862067
Long
DBT
CORP
PY
N
2
2028-07-21
Fixed
7.70000000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
579000.00000000
PA
USD
548429.64000000
0.244428627652
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JAL0
2500000.00000000
PA
USD
1743592.50000000
0.777098630116
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
B RILEY FINANCIAL INC
N/A
B Riley Financial Inc
05580M702
2144.00000000
NS
USD
53064.00000000
0.023649999474
Long
EP
CORP
US
N
1
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
1155000.00000000
PA
USD
1083761.22000000
0.483019604314
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
ATENTO LUXCO 1 SA
549300MLFF3HYCZQTC48
Atento Luxco 1 SA
04684LAC2
790000.00000000
PA
USD
316.00000000
0.000140837476
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.00000000
Y
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KNE5
430000.00000000
PA
USD
444437.29000000
0.198080462741
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
13.11495000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682695AA9
1445000.00000000
PA
USD
1440332.65000000
0.641939288697
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EUR CALL VERSUS USD PUT
000000000
-3150000.00000000
NC
-3573.22000000
-0.00159254204
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EUR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
USD
2023-11-28
-3150000.00000000
USD
1.10080000
EUR
2023-11-28
XXXX
62757.71000000
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBM6
475000.00000000
PA
USD
474406.25000000
0.211437275047
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.75000000
N
N
N
N
N
N
Amplify Energy Corp
J0TW5YQRAZXYN7VEU787
Amplify Energy Corp
03212B103
21.00000000
NS
USD
154.35000000
0.000068791976
Long
EC
CORP
US
N
1
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
6000.00000000
PA
USD
5689.63000000
0.002535801042
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAC5
690000.00000000
PA
USD
713694.60000000
0.318085272781
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564ACC3
1350000.00000000
PA
USD
1557488.66000000
0.694154341744
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
15.92943000
N
N
N
N
N
N
THOPAS RE 2023
N/A
THOPAS RE 2023
000000000
1596147.00000000
PA
USD
1895743.79000000
0.844910667063
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
GENERATION BRIDGE NORTHE
254900T9J93GNTVC6J73
GENERATION BRIDGE NORTHE
37147YAB7
735000.00000000
PA
USD
735918.75000000
0.327990314538
Long
LON
CORP
US
N
2
2029-08-07
Floating
9.56608000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAJ4
2140000.00000000
PA
USD
2165309.78000000
0.965053052141
Long
DBT
CORP
CA
N
2
2030-04-30
Fixed
8.50000000
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
0.000022284410
Long
DBT
CORP
BM
Y
3
2024-01-31
Floating
0.01000000
N
N
N
N
N
N
SCC POWER PLC
529900IYGYC6VSDSDF37
SCC Power PLC
78397YAB8
378100.05825100
PA
USD
145190.42000000
0.064709659216
Long
DBT
CORP
GB
N
2
2028-12-31
Fixed
8.00000000
N
N
Y
N
N
N
VALARIS LTD
N/A
Valaris Ltd
91889FAC5
1705000.00000000
PA
USD
1706278.75000000
0.760468331460
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.37500000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
2211000.00000000
PA
USD
1676145.88000000
0.747038466398
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.12500000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
2460000.00000000
PA
USD
2306250.00000000
1.027868447304
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAK4
1045000.00000000
PA
USD
1071231.15000000
0.477435099774
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
8.62500000
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
3848230.12000000
1.715110815529
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
2200000.00000000
PA
USD
1169637.04000000
0.521293445296
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
22550GAA0
1500000.00000000
PA
USD
157500.00000000
0.070195893962
Long
DBT
CORP
MX
N
2
2026-02-07
Fixed
9.50000000
Y
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
1057000.00000000
PA
USD
909020.00000000
0.405139501775
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
1860000.00000000
PA
USD
1683486.00000000
0.750309871383
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
692000.00000000
PA
USD
640275.56000000
0.285363271850
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust 2020-9
14020FAB9
434000.18000000
PA
USD
429810.34000000
0.191561403495
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Floating
20.23000000
N
N
N
N
N
N
LUNE HOLDINGS SARL
54930003WQ56T0558M33
Lune Holdings Sarl
000000000
885000.00000000
PA
770771.92000000
0.343523961685
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
5.62500000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
717000.00000000
PA
USD
595110.00000000
0.265233514005
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369AEG3
1000000.00000000
PA
USD
1209000.00000000
0.538837052700
Long
DBT
CORP
BM
Y
3
2027-12-01
None
0.00000000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
87817JAG3
937452.49430000
PA
USD
716890.55000000
0.319509670033
Long
LON
CORP
US
N
2
2027-02-02
Floating
10.56608000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AL2
4055000.00000000
PA
USD
3797340.56000000
1.692429938338
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAJ5
710000.00000000
PA
USD
714872.80000000
0.318610382636
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
11.31495000
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
146050.00000000
0.065092763893
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
RESIDENTIAL RE 21 LTD
N/A
Residential Reinsurance 2021 Ltd
76114NAE2
250000.00000000
PA
USD
239750.00000000
0.106853749698
Long
DBT
CORP
KY
Y
2
2025-12-06
Floating
17.36878400
N
N
N
N
N
N
Pangaea Re 2023-3
N/A
Pangaea Re 2023-3
000000000
350000.00000000
PA
USD
378006.10000000
0.168472864207
Long
DBT
CORP
BM
Y
3
2029-05-31
Floating
0.01000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BL5
1360000.00000000
PA
USD
1475461.28000000
0.657595705119
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.62500000
N
N
N
N
N
N
MATIV HOLDINGS INC
549300Z1FU4IDULG1R21
Mativ Holdings Inc
808541AA4
2831000.00000000
PA
USD
2583287.50000000
1.151340796343
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.87500000
N
N
N
N
N
N
PANGAEA RE 2023-1
N/A
PANGAEA RE 2023-1
000000000
1250000.00000000
PA
USD
1462956.93000000
0.652022663680
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AM8
470000.00000000
PA
USD
487569.54000000
0.217303998279
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
9.50000000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
2640000.00000000
PA
USD
2441023.20000000
1.087935274327
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
1905000.00000000
PA
USD
1703858.86000000
0.759389815004
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
000000000
1005000.00000000
PA
1082072.04000000
0.482266756694
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.50000000
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
81560046335277E43118
Lottomatica SpA/Roma
000000000
755000.00000000
PA
858698.78000000
0.382711927024
Long
DBT
CORP
IT
N
2
2027-09-30
Fixed
9.75000000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust
14019QAB8
1475000.00000000
PA
USD
1440015.95000000
0.641798139239
Long
ABS-MBS
CORP
US
N
2
2023-11-06
Floating
20.54000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
1925000.00000000
PA
USD
1031754.57000000
0.459840853274
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
AVATION PLC WTS 01JAN59
N/A
AVATION PLC WTS 01JAN59
000000000
21700.00000000
NC
13238.08000000
0.005900056253
N/A
DE
CORP
US
N
1
AVATION PLC WTS 01JAN59
N/A
Call
Purchased
AVATION PLC
AVATION PLC
1.00000000
0.00000000
GBP
2059-01-01
XXXX
13238.07000000
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AB6
1109000.00000000
PA
USD
1025257.08000000
0.456944998550
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
HERCULES LLC
N/A
Hercules LLC
427056BC9
4000000.00000000
PA
USD
4092290.72000000
1.823885748849
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
6.50000000
N
N
N
N
N
Ashland Inc
Ashland Inc
USD
XXXX
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAJ4
250000.00000000
PA
USD
239125.00000000
0.106575194563
Long
DBT
CORP
BM
Y
2
2025-02-25
Floating
17.28878400
N
N
N
N
N
N
LIMESTONE RE LTD
5493004PN8HGYC184A27
Limestone Re Ltd
000000000
54000.00000000
PA
USD
457.65000000
0.000203969211
Long
DBT
CORP
BM
Y
3
2023-10-01
None
0.00000000
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
993631.69000000
0.442849934912
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AU5
740000.00000000
PA
USD
731716.59000000
0.326117461346
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
2010000.00000000
PA
USD
1475118.90000000
0.657443110388
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
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
5368.32000000
0.002392596961
Long
DBT
CORP
N/A
N
2
2026-12-31
Fixed
8.00000000
Y
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
1645000.00000000
PA
USD
1414700.00000000
0.630515118656
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
480000.00000000
PA
388856.55000000
0.173308781906
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
205000.00000000
PA
USD
205337.24000000
0.091516388098
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AP4
250000.00000000
PA
USD
243600.00000000
0.108569649328
Long
DBT
CORP
BM
Y
2
2025-03-24
Floating
10.56630300
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
1355000.00000000
PA
USD
1332049.15000000
0.593678608799
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.37500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
2500000.00000000
PA
USD
2000000.00000000
0.891376431266
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
GBP/USD FORWARD
000000000
1.00000000
NC
USD
5009.43000000
0.002232643918
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
-605000.00000000
GBP
743561.94000000
USD
2023-12-14
5009.43000000
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
1535000.00000000
PA
USD
1556268.96000000
0.693610735828
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
PATAGONIA HOLDCO LLC
254900OLXUIWWEAJZ984
Patagonia Holdco LLC
70289FAD3
1544400.00000000
PA
USD
1359072.00000000
0.605722374597
Long
LON
CORP
US
N
2
2029-08-01
Floating
11.11743000
N
N
N
N
N
N
TRICIDA INC
N/A
TRICIDA INC
000000000
1300000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2027-05-15
None
0.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
EUR/USD FORWARD
000000000
1.00000000
NC
USD
330551.65000000
0.147322975063
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-5332500.00000000
EUR
5974308.50000000
USD
2023-10-24
330551.65000000
N
N
N
Gleneagles Re 2022
N/A
Gleneagles Re 2022
000000000
750000.00000000
PA
USD
370743.08000000
0.165235821783
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
579000.00010000
PA
USD
411090.00000000
0.183217968564
Long
DBT
CORP
US
N
2
2027-04-01
Variable
7.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
745000.00000000
PA
USD
683158.82000000
0.304475835480
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
1100000.00000000
PA
USD
1406080.50000000
0.626673509081
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
270000.00000000
PA
USD
210958.70000000
0.094021806575
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
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
42389.91000000
0.018892683348
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
1801000.00000000
PA
USD
1632749.03000000
0.727697001757
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
215000.00000000
PA
USD
209148.58000000
0.093215057422
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
3820535.42000000
NS
USD
3820535.42000000
1.702767614104
Long
STIV
RF
US
N
1
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KS12 Mortgage Trust
30311XAC2
1500000.00000000
PA
USD
1431631.50000000
0.638061288679
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Floating
12.32583000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
1051000.00000000
PA
USD
888095.00000000
0.395813475862
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
ACU PETROLEO LUXEMBOURG
N/A
Acu Petroleo Luxembourg Sarl
00110RAA5
1737466.20000000
PA
USD
1588535.46000000
0.707991534637
Long
DBT
CORP
LU
N
2
2032-01-13
Fixed
7.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
960000.00000000
PA
USD
930105.12000000
0.414536891284
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KJ24 Mortgage Trust
30312FAG1
1136004.97000000
PA
USD
1031080.03000000
0.459540218745
Long
ABS-MBS
CORP
US
N
2
2027-10-25
Variable
7.60000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327TAA9
1555000.00000000
PA
USD
1523048.95000000
0.678804968847
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
Thopas Re 2022
N/A
Thopas Re 2022
000000000
1500000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAA5
1931000.00000000
PA
USD
1931171.86000000
0.860700540364
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.12500000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAB3
1680000.00000000
PA
USD
1680346.08000000
0.748910446041
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
3000000.00000000
PA
USD
2935069.68000000
1.308125968438
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
DRAFTKINGS HOLDINGS INC
5493008P45UYYL683Z97
DraftKings Holdings Inc
26142RAB0
1455000.00000000
PA
USD
1100707.50000000
0.490572361609
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
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
1150000.00000000
PA
USD
1089349.00000000
0.485510012012
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS UNITED AIRLINES HOLDINGS, INC.
000000000
1.00000000
NC
USD
11269.81000000
0.005022821509
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
UNITED AIRLINES HOLDINGS
United Airlines Holdings Inc
Y
Default Event
2027-06-20
0.00000000
USD
-68372.70000000
USD
988000.00000000
USD
79642.51000000
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
1910000.00000000
PA
USD
1404889.94000000
0.626142890519
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAX3
2050000.00000000
PA
USD
1663206.00000000
0.741271314370
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAF6
2600000.00000000
PA
USD
2447146.00000000
1.090664134134
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
6.50000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAU7
1355000.00000000
PA
USD
1324512.50000000
0.590319612709
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.25000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
2150000.00000000
PA
USD
1950471.62000000
0.869302215961
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
980000.00000000
PA
USD
877194.86000000
0.390955411916
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
1010000.00000000
PA
USD
943213.85000000
0.420379297767
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAB6
3530000.00000000
PA
USD
3062275.00000000
1.364819880528
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF83 Mortgage Trust
302696AA7
344086.82000000
PA
USD
324153.01000000
0.144471176619
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
14.42583000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAC1
2790000.00000000
PA
USD
2730712.50000000
1.217046381532
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAK7
250000.00000000
PA
USD
251375.00000000
0.112034875204
Long
DBT
CORP
BM
N
2
2026-01-08
Floating
13.70699700
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAC9
1285000.00000000
PA
USD
1286822.13000000
0.573521458957
Long
DBT
CORP
JE
N
2
2031-04-15
Fixed
8.25000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
3080000.00000000
PA
USD
3098735.64000000
1.381069958111
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
745000.00000000
PA
711312.09000000
0.317023416150
Long
DBT
CORP
LU
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AH7
2265000.00000000
PA
USD
2241528.26000000
0.999022730491
Long
DBT
CORP
KY
N
2
2029-04-15
Fixed
9.62500000
N
N
N
N
N
N
MOHEGAN TRIBAL GAMING AU
549300UB083Z2NRDHC48
Mohegan Tribal Gaming Authority
608328BH2
1880000.00000000
PA
USD
1729976.00000000
0.771029916528
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AM5
1855000.00000000
PA
USD
1857318.75000000
0.827785079549
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
MYT HOLDING LLC
N/A
MYT Holding LLC
55406N202
129055.00000000
NS
USD
61301.13000000
0.027321191246
Long
EP
CORP
US
N
2
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
770000.00000000
PA
USD
742233.34000000
0.330804652888
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
22547AAD3
140000.00000000
PA
USD
14700.00000000
0.006551616769
Long
DBT
CORP
MX
N
2
2028-01-21
Fixed
8.00000000
Y
N
N
N
N
N
NSG HOLDINGS LLC/NSG HLD
N/A
NSG Holdings LLC / NSG Holdings Inc
62940QAA3
281461.36000000
PA
USD
280054.05000000
0.124816789825
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
134000.00000000
PA
USD
141453.48000000
0.063044149096
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
766000.00000000
PA
USD
800825.80000000
0.356918621835
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
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
538350.79000000
0.239936602979
Long
DBT
CORP
US
N
2
2026-03-15
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
681525.32000000
0.303747803779
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
BALLYBUNION RE 2023
N/A
BALLYBUNION RE 2023
000000000
250000.00000000
PA
USD
271038.15000000
0.120798509442
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
820000.00000000
PA
USD
657971.94000000
0.293250339875
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KSQ3
610000.00000000
PA
USD
638018.22000000
0.284357202013
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
13.81495000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
1965000.00000000
PA
USD
1694165.96000000
0.755069803699
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
31935HAD9
1389883.41120000
PA
USD
1375405.00000000
0.613001800223
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.88109000
N
N
N
N
N
N
PROVIDENT FDG/PFG FIN
N/A
Provident Funding Associates LP / PFG Finance Corp
74387UAJ0
3415000.00000000
PA
USD
3039350.00000000
1.354602478185
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF74 Mortgage Trust
30313MAC4
284168.10000000
PA
USD
273897.87000000
0.122073052946
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Floating
11.67583000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAH8
4000000.00000000
PA
USD
4062500.64000000
1.810608661251
Long
DBT
CORP
CA
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
PT Bakrie & Brothers TBK
N/A
PT Bakrie & Brothers TBK
000000000
1422679000.00000000
PA
9389.41000000
0.004184749388
Long
DBT
CORP
ID
N
2
2023-10-31
None
0.00000000
N
N
N
N
N
N
RAIN CARBON INC
25490038N6JQH7QXUK52
Rain Carbon Inc
75079LAB7
2175000.00000000
PA
USD
2281031.25000000
1.016628747616
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
12.25000000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de CV
40054JAA7
3255000.00000000
PA
USD
3048307.50000000
1.358594730376
Long
DBT
CORP
MX
N
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
1000000.00000000
PA
USD
802263.60000000
0.357559432351
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YBA3
1169387.83000000
PA
USD
1105098.51000000
0.492529383021
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
10.69648000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
798000.00000000
PA
USD
656229.87000000
0.292473919805
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
AMERITEX HOLDCO INTERMED
N/A
AmeriTex HoldCo Intermediate LLC
030727AA9
2350000.00000000
PA
USD
2323562.50000000
1.035584424537
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
10.25000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
830000.00000000
PA
USD
730237.15000000
0.325458092372
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
2275000.00000000
PA
USD
1420668.80000000
0.633175342478
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
1495000.00000000
PA
USD
739166.57000000
0.329437829639
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
N/A
Ritchie Bros Holdings Inc
76774LAC1
1105000.00000000
PA
USD
1121575.00000000
0.499872760449
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.75000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
319000.00000000
PA
USD
301663.75000000
0.134447978458
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
285000.00000000
PA
USD
289987.50000000
0.129244011430
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
TRICIDA INC
N/A
TRICIDA INC
000000000
1300000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2027-05-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac - STACR
549300KB1O80CETXGJ21
Freddie Mac STACR Trust 2019-DNA3
35564TBE9
1370000.00000000
PA
USD
1519193.55000000
0.677086662501
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Floating
13.57943000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
208000.00000000
PA
USD
207706.39000000
0.092572290334
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Harambee Re 2019, 12/31/22
N/A
Harambee Re 2019, 12/31/22
000000000
600000.00000000
PA
USD
720.00000000
0.000320895515
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
LYB FINANCE CO BV
549300BBGA3CFHX0KS75
LYB Finance Co BV
61238QAA6
2250000.00000000
PA
USD
2385735.26000000
1.063294091003
Long
DBT
CORP
NL
N
2
2027-03-15
Fixed
8.10000000
N
N
N
N
N
N
PORTSALON RE 2022
N/A
PORTSALON RE 2022
000000000
350000.00000000
PA
USD
320921.90000000
0.143031108968
Long
DBT
CORP
BM
Y
3
2028-05-31
Floating
0.01000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
1240000.00000000
PA
USD
1233618.84000000
0.549809379571
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.12500000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADV1
30000.00000000
PA
USD
140076.00000000
0.062430222493
Long
DBT
CORP
BM
Y
3
2026-12-01
Floating
5.45878400
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAN6
925000.00000000
PA
USD
923797.83000000
0.411725806458
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.37500000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
1470000.00000000
PA
USD
1330808.67000000
0.593125741481
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
Berwick Re 2022, 12/31/27
N/A
Berwick Re 2022, 12/31/27
000000000
1000000.00000000
PA
USD
19279.33000000
0.008592570186
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
GULLANE RE 2023
N/A
GULLANE RE 2023
000000000
1063659.00000000
PA
USD
1256102.75000000
0.559830193299
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AE4
2269000.00000000
PA
USD
2313358.95000000
1.031036822545
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
2245000.00000000
PA
USD
1877958.66000000
0.836984044208
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
375000.00000000
PA
USD
364007.18000000
0.162233710531
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
385000.00000000
PA
USD
358444.34000000
0.159754418298
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAE1
270000.00000000
PA
USD
191977.02000000
0.085561895486
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
IMAX CORP
5493002KS2T1Q0X7VZ21
IMAX Corp
45245EAJ8
449000.00000000
PA
USD
418692.50000000
0.186606313224
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
DANAOS CORP
734IM3DNDNT36T7YTD24
Danaos Corp
23585WAA2
1375000.00000000
PA
USD
1390422.44000000
0.619694896260
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.50000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBE9
1910000.00000000
PA
USD
1871800.00000000
0.834239202022
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
2583000.00000000
PA
USD
2498644.44000000
1.113616381965
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
725000.00000000
PA
USD
705425.00000000
0.314399609513
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
675000.00000000
PA
USD
632850.84000000
0.282054161641
Long
DBT
CORP
IT
N
2
N/A
Fixed
7.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
600000.00000000
PA
USD
596165.46000000
0.265703920089
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
1034999.83000000
PA
USD
1025479.38000000
0.457044075041
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
GRINDING MEDIA INC
254900IYFJ03EGFQ8C34
Grinding Media Inc
39854KAB6
1120050.00000000
PA
USD
1113049.69000000
0.496073130247
Long
LON
CORP
US
N
2
2028-10-12
Floating
9.53035000
N
N
N
N
N
N
Alturas Re 2022-2, 12/31/2027
N/A
Alturas Re 2022-2, 12/31/2027
000000000
40466.00000000
PA
USD
9218.15000000
0.004108420824
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd
14366RAA7
235000.00000000
PA
USD
251983.22000000
0.112305951691
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Co-Issuer Corp
47232MAF9
2900000.00000000
PA
USD
2441817.98000000
1.088289498407
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AU9
2840000.00000000
PA
USD
2826315.97000000
1.259655721485
Long
DBT
CORP
CA
N
2
2031-06-01
Fixed
8.62500000
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAM7
250000.00000000
PA
USD
258425.00000000
0.115176977125
Long
DBT
CORP
BM
Y
2
2026-03-11
Floating
21.70960100
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
395000.00000000
PA
USD
386630.46000000
0.172316639826
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
692000.00000000
PA
USD
513581.57000000
0.228897253515
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
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
2410827.30000000
1.074477317537
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
Windstream Escrow LLC / Windstream Escrow Finance Corp
97382WAA1
3135000.00000000
PA
USD
2491588.40000000
1.110471588088
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
Merion Re 2022-2
N/A
Merion Re 2022-2
000000000
1000000.00000000
PA
USD
948111.50000000
0.422562122656
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
720000.00000000
PA
USD
712902.89000000
0.317732416963
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-8471.51000000
-0.00377565217
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
-323188.57000000
USD
297000.00000000
EUR
2023-11-21
-8471.51000000
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAC6
1060000.00000000
PA
USD
968381.91000000
0.431596405519
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.12500000
N
N
N
N
N
N
AMARANTH RE 2023
N/A
AMARANTH RE 2023
000000000
250000.00000000
PA
USD
248858.79000000
0.110913430059
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBA6
1524000.00000000
PA
USD
1260652.80000000
0.561858096965
Long
DBT
CORP
US
N
2
2066-11-01
Floating
8.65102000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
752.00000000
NS
USD
838480.00000000
0.373700655044
Long
EP
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBK9
3500000.00000000
PA
USD
2603303.85000000
1.160261847658
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
CEMIG GERACAO E TRANSM
529900ZT0AVI5W1VFB58
Cemig Geracao e Transmissao SA
12517MAA0
825000.00000000
PA
USD
828217.50000000
0.369126779731
Long
DBT
CORP
BR
N
2
2024-12-05
Fixed
9.25000000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AF3
870000.00000000
PA
USD
801804.88000000
0.357354986253
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
280000.00000000
PA
290565.29000000
0.129501525625
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
81560046335277E43118
Lottomatica SpA/Roma
000000000
730000.00000000
PA
787228.35000000
0.350858398607
Long
DBT
CORP
IT
N
2
2028-06-01
Fixed
7.12500000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
1406000.00000000
PA
USD
1421817.50000000
0.633687304531
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
1645000.00000000
PA
USD
1226326.97000000
0.546559479042
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
INTERNATIONAL PETROLEUM
54930025D80LU0SMR645
International Petroleum Corp
000000000
833000.00000000
PA
USD
778022.00000000
0.346755236903
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.25000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAB2
350000.00000000
PA
USD
345625.00000000
0.154040989528
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
7.75000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS UNITED AIRLINES HOLDINGS, INC.
000000000
1.00000000
NC
USD
3752.80000000
0.001672578735
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
UNITED AIRLINES HOLDINGS
United Airlines Holdings Inc
Y
Default Event
2027-06-20
0.00000000
USD
-25944.61000000
USD
329000.00000000
USD
29697.41000000
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
915000.00000000
PA
USD
802913.46000000
0.357849067295
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
COEUR MINING INC
5493003AVK173D48DR70
Coeur Mining Inc
192108BC1
1665000.00000000
PA
USD
1428674.13000000
0.636743223721
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.12500000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
845000.00000000
PA
USD
798459.51000000
0.355863994267
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
ECCLESTON RE 2023
N/A
ECCLESTON RE 2023
000000000
500000.00000000
PA
USD
585183.33000000
0.260809314166
Long
DBT
CORP
BM
Y
3
2028-11-30
Floating
0.01000000
N
N
N
N
N
N
KNIFE RIVER CORP
N/A
Knife River Corp
498894AA2
1140000.00000000
PA
USD
1142325.60000000
0.509121058336
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.75000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
2075000.00000000
PA
USD
1803175.00000000
0.803653848224
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
750000.00000000
PA
USD
751770.75000000
0.335055364132
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
248000.00000000
PA
USD
186235.21000000
0.083002838433
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAF4
910000.00000000
PA
USD
803038.51000000
0.357904800606
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AG7
2750000.00000000
PA
USD
2440858.75000000
1.087861980900
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.62500000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
421000.00000000
PA
USD
410261.14000000
0.182848555430
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CC4
676000.00000000
PA
USD
662177.29000000
0.295124614813
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
CARRIAGE PURCHASER INC
N/A
Carriage Purchaser Inc
14445LAA5
2640000.00000000
PA
USD
2002466.40000000
0.892475676681
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AG9
1015000.00000000
PA
USD
1015000.00000000
0.452373538867
Long
DBT
CORP
KY
N
2
2024-11-15
Fixed
8.87500000
N
N
N
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance PLC / Vista Management Holding Inc
92841HAA0
1470000.00000000
PA
USD
1290529.91000000
0.575173972809
Long
DBT
CORP
N/A
N
2
2028-06-01
Fixed
9.50000000
N
N
N
N
N
N
WESTERN GLOBAL AIRLINES
N/A
Western Global Airlines LLC
958278AA1
3305000.00000000
PA
USD
4131.25000000
0.001841249440
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
10.37500000
Y
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
885000.00000000
PA
USD
759585.15000000
0.338538150125
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797HC4
12000000.00000000
PA
USD
11961307.44000000
5.331013769576
Long
DBT
UST
US
N
2
2023-10-24
None
0.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAJ0
120000.00000000
PA
USD
120000.00000000
0.053482585876
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
11.51495000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
1169000.00000000
PA
USD
729083.32000000
0.324943843938
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
360000.00000000
PA
USD
317700.00000000
0.141595146106
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
41000.00000000
PA
USD
42136.44000000
0.018779714756
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
2500000.00000000
PA
USD
2284296.95000000
1.018084231622
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
382800.00000000
PA
USD
248927.18000000
0.110943910676
Long
DBT
NUSS
RU
N
2
2030-03-31
Variable
7.50000000
Y
N
N
N
N
N
ASG FINANCE DESIGNATED
5493005UOB0OMEJ4WK10
ASG Finance Designated Activity Co
00217AAA4
2150000.00000000
PA
USD
2077545.00000000
0.925937323948
Long
DBT
CORP
IE
N
2
2024-12-03
Fixed
7.87500000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
1934000.00000000
PA
USD
1841077.37000000
0.820546487878
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
TAP SA
213800XBTDYWRYHKH878
Transportes Aereos Portugueses SA
000000000
1600000.00000000
PA
1666254.00000000
0.742629772052
Long
DBT
CORP
PT
N
2
2024-12-02
Fixed
5.62500000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning Inc
15137NAA1
118000.00000000
PA
USD
118097.89000000
0.052634837864
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBC3
1910000.00000000
PA
USD
1877358.10000000
0.836716381693
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
BERWICK RE 2023
N/A
BERWICK RE 2023
000000000
1000000.00000000
PA
USD
1090226.24000000
0.485900987542
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAL1
1175000.00000000
PA
USD
1201025.59000000
0.535282952137
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
12.25000000
N
N
N
N
N
N
PETROQUEST ENERGY INC
N/A
PETROQUEST ENERGY INC
000000000
8027.00000000
NS
USD
405.36000000
0.000180664175
Long
EC
CORP
US
N
2
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
820000.00000000
PA
753779.15000000
0.335950484345
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
7.75000000
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
24992.00000000
0.011138639885
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
2090000.00000000
PA
USD
1598085.10000000
0.712247696649
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
705000.00000000
PA
USD
676360.93000000
0.301446096015
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDQ0
3800000.00000000
PA
USD
3562687.34000000
1.587847763424
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
2000000.00000000
PA
USD
1981000.00000000
0.882908355169
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.62500000
N
N
N
N
N
N
ENERFLEX LTD
54930014N7872VUS3F89
Enerflex Ltd
29269RAA3
1445000.00000000
PA
USD
1426937.50000000
0.635969228195
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
9.00000000
N
N
N
N
N
N
CARNIVAL PLC
4DR1VPDQMHD3N3QW8W95
Carnival PLC
000000000
731000.00000000
PA
490373.17000000
0.218553543131
Long
DBT
CORP
GB
N
2
2029-10-28
Fixed
1.00000000
N
N
N
N
N
N
TRINITY INDUSTRIES INC
R1JB4KXN77XFCXOQKV49
Trinity Industries Inc
896522AJ8
2880000.00000000
PA
USD
2898000.00000000
1.291604448905
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
7.75000000
N
N
N
N
N
N
ALLEGIANT TRAVEL CO
549300JM9OZXOHWL2K18
Allegiant Travel Co
01748XAD4
420000.00000000
PA
USD
395325.00000000
0.176191693845
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.25000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAN0
740000.00000000
PA
USD
753049.90000000
0.335625466213
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.37500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
355000.00000000
PA
USD
359279.53000000
0.160126652639
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
1280000.00000000
PA
USD
1258200.58000000
0.560765171409
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
1095000.00000000
PA
USD
1109305.08000000
0.494404201698
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
1093000.00000000
PA
USD
1006016.76000000
0.448369814661
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
862000.00000000
PA
USD
862149.99000000
0.384250090651
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
AVATION CAPITAL SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
1291551.00000000
PA
USD
1104276.11000000
0.492162849032
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
8.25000000
N
N
Y
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS UNITED AIRLINES HOLDINGS, INC.
000000000
1.00000000
NC
USD
4939.10000000
0.002201298665
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
UNITED AIRLINES HOLDINGS
United Airlines Holdings Inc
Y
Default Event
2027-06-20
0.00000000
USD
-34165.25000000
USD
433000.00000000
USD
39104.35000000
N
N
N
Sussex Re 2020-1, 12/31/22
N/A
Sussex Re 2020-1, 12/31/22
000000000
250000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AQ2
250000.00000000
PA
USD
246500.00000000
0.109862145153
Long
DBT
CORP
BM
Y
2
2025-03-24
Floating
13.05744900
N
N
N
N
N
N
SEADRILL FINANCE LTD
213800WMN3OHFUDHD642
Seadrill Finance Ltd
81172QAA2
1065000.00000000
PA
USD
1084297.80000000
0.483258751697
Long
DBT
CORP
BM
N
2
2030-08-01
Fixed
8.37500000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAB9
1225000.00000000
PA
USD
1251299.62000000
0.557689494860
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
Berwick Re 2019-1, 12/31/22
N/A
Berwick Re 2019-1, 12/31/22
000000000
834446.00000000
PA
USD
133094.14000000
0.059318489767
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
3000000.00000000
PA
USD
2690049.75000000
1.198923473042
Long
DBT
CORP
US
N
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAA4
1805000.00000000
PA
USD
1796733.10000000
0.800782769308
Long
DBT
CORP
KY
N
2
2028-06-15
Fixed
8.00000000
N
N
N
N
N
N
Grupo Aeromexico SAB de CV
N/A
Grupo Aeromexico SAB de CV
000000000
57203.00000000
NS
738526.75000000
0.329152669405
Long
EC
CORP
MX
N
3
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
580000.00000000
PA
USD
497474.47000000
0.221718508857
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
000000000
1355000.00000000
PA
1428912.09000000
0.636849279689
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.62500000
N
N
N
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453Q201
3000.00000000
NS
USD
3014753.10000000
1.343639929714
Long
EP
CORP
US
N
2
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1295000.00000000
PA
USD
1195599.81000000
0.532864745930
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISHRHX47NOH65
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKL2
450000.00000000
PA
USD
438377.49000000
0.195379681291
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
11.56495000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-4831.54000000
-0.00215336044
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-5311499.50000000
USD
5000000.00000000
EUR
2023-12-18
-4831.54000000
N
N
N
Lorenz Re 2019, 6/30/22
N/A
Lorenz Re 2019, 6/30/22
000000000
499318.00000000
PA
USD
5891.95000000
0.002625972682
Long
DBT
CORP
BM
Y
3
2024-06-30
Floating
0.01000000
N
N
N
N
N
N
BANTRY RE 2023
N/A
BANTRY RE 2023
000000000
1500000.00000000
PA
USD
1740526.85000000
0.775732306038
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
Bantry Re 2022
N/A
Bantry Re 2022
000000000
1000000.00000000
PA
USD
116860.92000000
0.052083534912
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
PARK-OHIO INDUSTRIES INC
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
1185000.00000000
PA
USD
1027987.50000000
0.458161914568
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.62500000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
2235000.00000000
PA
USD
1848354.79000000
0.823789948212
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance PLC / Vista Management Holding Inc
92840JAD1
1705000.00000000
PA
USD
1468431.25000000
0.654462503592
Long
DBT
CORP
N/A
N
2
2027-05-01
Fixed
7.87500000
N
N
N
N
N
N
PROFRAC HOLDINGS II LLC
N/A
ProFrac Holdings II LLC
000000000
4123803.82160000
PA
USD
4139268.09000000
1.844823009060
Long
LON
CORP
US
N
2
2025-03-04
Floating
12.77997000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
2225479.00000000
PA
USD
2119768.75000000
0.944755951742
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
PEGASUS HAVA TASIMACILIG
789000B1MW5PQ58A8T03
Pegasus Hava Tasimaciligi AS
705567AA3
2460000.00000000
PA
USD
2477908.80000000
1.104374751574
Long
DBT
CORP
TR
N
2
2026-04-30
Fixed
9.25000000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
1515000.00000000
PA
USD
1464447.33000000
0.652686917396
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
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
1009112.93000000
0.449749741144
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
265000.00000000
PA
USD
214008.94000000
0.095381262598
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADC3
20000.00000000
PA
USD
34920.00000000
0.015563432489
Long
DBT
CORP
BM
Y
3
2024-12-01
None
0.00000000
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAG0
250000.00000000
PA
USD
249525.00000000
0.111210352005
Long
DBT
CORP
BM
Y
2
2024-03-01
Floating
19.03439200
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAF6
180000.00000000
PA
USD
179562.42000000
0.080028854564
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
520000.00000000
PA
USD
522522.88000000
0.232882290014
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
385000.00000000
PA
USD
268776.78000000
0.119790643481
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
22.00000000
NS
USD
2083.40000000
0.000928546828
Long
EC
CORP
US
N
1
N
N
N
RAND PARENT LLC
N/A
Rand Parent LLC
753272AA1
1225000.00000000
PA
USD
1133248.48000000
0.505075492920
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.50000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAA1
1225000.00000000
PA
USD
1246437.50000000
0.555522505273
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AB2
1240000.00000000
PA
USD
1177628.00000000
0.524854921999
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAR5
3075000.00000000
PA
USD
4079826.21000000
1.818330463629
Long
DBT
CORP
US
N
2
2058-06-15
Fixed
10.75000000
N
N
N
N
N
N
LATAM AIRLINES GROUP SA
549300HX3UUDPEFTG707
Latam Airlines Group SA
51818LAB4
330000.00000000
PA
USD
362864.70000000
0.161724520659
Long
DBT
CORP
CL
N
2
2029-10-15
Fixed
13.37500000
N
N
N
N
N
N
P&L DEV LLC/PLD FIN CORP
N/A
P&L Development LLC / PLD Finance Corp
69306RAA4
2365000.00000000
PA
USD
1726450.00000000
0.769458419880
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.75000000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
Stagwell Global LLC
59565JAA9
2010000.00000000
PA
USD
1623075.00000000
0.723385400589
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50221DAA7
1355000.00000000
PA
USD
1126547.14000000
0.502088784653
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
SCC POWER PLC
529900IYGYC6VSDSDF37
SCC Power PLC
78397YAC6
204803.44990200
PA
USD
23757.20000000
0.010588304076
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
4.00000000
N
N
Y
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
2000000.00000000
PA
USD
1614012.20000000
0.719346217428
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAL3
2116000.00000000
PA
USD
1730652.49000000
0.771331420149
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
GARDA WORLD SECURITY COR
549300ZF1NDXLMCHNO20
Garda World Security Corp
36257BAA7
2059000.00000000
PA
USD
1968643.05000000
0.877401008173
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS EUR PUT
000000000
3150000.00000000
NC
4476.51000000
0.001995127754
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS EUR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
EUR
2023-11-28
3150000.00000000
USD
1.01500000
EUR
2023-11-28
XXXX
-61854.42000000
N
N
N
WINDSOR HOLDINGS III LLC
254900IXUJZ9H146T437
Windsor Holdings III LLC
97360AAA5
1325000.00000000
PA
USD
1307105.35000000
0.582561451086
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.50000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AQ5
870000.00000000
PA
USD
829236.67000000
0.369581011790
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
25259KAA8
2320000.00000000
PA
USD
2314984.86000000
1.031761471471
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.75000000
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
5030.68000000
0.002242114792
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
2023-11-28
Pioneer High Income Fund, Inc.
Anthony J. Koenig, Jr
Anthony J. Koenig, Jr
Managing Director, Chief Operations Officer & Treasurer of the Funds