0001752724-24-051705.txt : 20240312
0001752724-24-051705.hdr.sgml : 20240312
20240312112142
ACCESSION NUMBER: 0001752724-24-051705
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20240312
DATE AS OF CHANGE: 20240312
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIONEER HIGH INCOME FUND, INC.
CENTRAL INDEX KEY: 0001166258
ORGANIZATION NAME:
IRS NUMBER: 020563892
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21043
FILM NUMBER: 24740799
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/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-23-107752
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
2023-03-31
2023-03-31
N
331625731.50
108737950.89
222887780.61
0.00000000
0.00000000
106500000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2094674.52000000
EUR
USD
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AE4
2269000.00000000
PA
USD
2019410.00000000
0.906020955690
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AQ2
250000.00000000
PA
USD
218050.00000000
0.097829499402
Long
DBT
CORP
BM
Y
2
2025-03-24
Floating
12.55961900
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAB3
1680000.00000000
PA
USD
1551900.00000000
0.696269663483
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
1495000.00000000
PA
USD
954109.00000000
0.428066983927
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
520000.00000000
PA
USD
533936.00000000
0.239553733515
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AJ1
390000.00000000
PA
USD
396092.17000000
0.177709235076
Long
DBT
CORP
US
N
2
2030-04-23
Variable
6.00000000
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
2242490.16000000
1.006107267909
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
600000.00000000
PA
USD
598500.00000000
0.268520776851
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
ANR Inc
54930073NMZSTQ358I60
ANR Inc
03634H118
1819798.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
2
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
1095000.00000000
PA
USD
1145643.75000000
0.514000250199
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
380000.00000000
PA
USD
405184.50000000
0.181788565928
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
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
2099631.25000000
0.942012722390
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Thopas Re 2022
N/A
Thopas Re 2022
000000000
1500000.00000000
PA
USD
24900.00000000
0.011171541092
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
Diebold Nixdorf Inc
253651AH6
0.72182000
PA
USD
0.18000000
0.000000080758
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.50000000
N
N
Y
N
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-7267.04000000
-0.00326040305
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
-635000.00000000
GBP
777401.93000000
USD
2023-06-26
-7267.04000000
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
319000.00000000
PA
USD
307835.00000000
0.138112102492
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
421000.00000000
PA
USD
403956.01000000
0.181237396188
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
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
1182775.00000000
0.530659418279
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
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
0.011866904469
Long
DBT
CORP
BM
Y
3
2023-07-01
Floating
0.01000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796Z93
6500000.00000000
PA
USD
6499170.34000000
2.915893514760
Long
DBT
UST
US
N
2
2023-04-04
None
0.00000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAB6
3530000.00000000
PA
USD
2894600.00000000
1.298680435543
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
PHH MORTGAGE CORP
PAOOWF3GUFM46FBSP561
PHH Mortgage Corp
69356NAA2
755000.00000000
PA
USD
656863.20000000
0.294705792395
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.87500000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AA3
1350000.00000000
PA
USD
516121.90000000
0.231561325877
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.37500000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
2000000.00000000
PA
USD
1674800.00000000
0.751409518914
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
MYT HOLDING LLC
N/A
MYT Holding LLC
55406N202
129055.00000000
NS
USD
108083.56000000
0.048492366743
Long
EP
CORP
US
N
2
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
703000.00000000
PA
USD
671772.74000000
0.301395050981
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
GULLANE RE 2023
N/A
GULLANE RE 2023
000000000
1063659.00000000
PA
USD
1102047.84000000
0.494440671886
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
1104900.00000000
0.495720311349
Long
DBT
CORP
US
N
2
2066-11-01
Floating
7.83107000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAT6
580000.00000000
PA
USD
550396.80000000
0.246938974623
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
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
134550.00000000
0.060366700961
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
Amplify Energy Corp
J0TW5YQRAZXYN7VEU787
Amplify Energy Corp
03212B103
21.00000000
NS
USD
144.27000000
0.000064727639
Long
EC
CORP
US
N
1
N
N
N
LIMESTONE RE LTD
5493004PN8HGYC184A27
Limestone Re Ltd
000000000
54000.00000000
PA
USD
1803.60000000
0.000809196446
Long
DBT
CORP
BM
Y
3
2023-10-01
None
0.00000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AQ5
870000.00000000
PA
USD
890662.50000000
0.399601313971
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
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
3884925.00000000
1.742995954900
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564ACC3
1350000.00000000
PA
USD
1469255.76000000
0.659190807131
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
15.34529000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAJ0
120000.00000000
PA
USD
107005.72000000
0.048008787070
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
10.75979000
N
N
N
N
N
N
TAP ROCK RESOURCES LLC
549300Y3SDS1HPFQ6H17
Tap Rock Resources LLC
87602LAA0
1720000.00000000
PA
USD
1506819.83000000
0.676044162616
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
NSG HOLDINGS LLC/NSG HLD
N/A
NSG Holdings LLC / NSG Holdings Inc
62940QAA3
462359.68000000
PA
USD
455424.28000000
0.204328958166
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
81560046335277E43118
Lottomatica SpA/Roma
000000000
755000.00000000
PA
866856.00000000
0.388920378509
Long
DBT
CORP
IT
N
2
2027-09-30
Fixed
9.75000000
N
N
N
N
N
N
INTERNATIONAL PETROLEUM
54930025D80LU0SMR645
International Petroleum Corp
000000000
833000.00000000
PA
USD
774690.00000000
0.347569524843
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.25000000
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
975162.50000000
0.437512768681
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
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
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
THOPAS RE 2023
N/A
THOPAS RE 2023
000000000
1596147.00000000
PA
USD
1665419.78000000
0.747201024408
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
AVATION CAPITAL SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
1275606.00000000
PA
USD
1102846.73000000
0.494799098892
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
8.25000000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US Renal Care Inc
07335BAA4
2500000.00000000
PA
USD
654191.73000000
0.293507220633
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.62500000
N
N
N
N
N
N
ALLEGIANT TRAVEL CO
549300JM9OZXOHWL2K18
Allegiant Travel Co
01748XAD4
420000.00000000
PA
USD
418110.00000000
0.187587672529
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.25000000
N
N
N
N
N
N
RAND PARENT LLC
N/A
Rand Parent LLC
753272AA1
1225000.00000000
PA
USD
1151500.00000000
0.516627693473
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.50000000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de CV
40054JAA7
3255000.00000000
PA
USD
2861624.40000000
1.283885725887
Long
DBT
CORP
MX
N
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
SCC POWER PLC
529900IYGYC6VSDSDF37
SCC Power PLC
78397YAC6
200769.44990200
PA
USD
12626.89000000
0.005665133353
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
4.00000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADV1
30000.00000000
PA
USD
140471.96000000
0.063023625438
Long
DBT
CORP
BM
Y
3
2026-12-01
Floating
4.64871300
N
N
N
N
N
N
PETROQUEST ENERGY INC
N/A
PETROQUEST ENERGY INC
000000000
8026.00000000
NS
USD
401.30000000
0.000180045760
Long
EC
CORP
US
N
2
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AG7
2750000.00000000
PA
USD
2361562.50000000
1.059529819686
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.62500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
1910000.00000000
PA
USD
1592023.20000000
0.714271188686
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
ACU PETROLEO LUXEMBOURG
N/A
Acu Petroleo Luxembourg Sarl
00110RAA5
1759167.49000000
PA
USD
1554747.04000000
0.697547005827
Long
DBT
CORP
LU
N
2
2032-01-13
Fixed
7.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
1910000.00000000
PA
USD
1913686.30000000
0.858587354929
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
557397.43000000
NS
USD
557397.43000000
0.250079851158
Long
STIV
RF
US
N
1
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAC6
1060000.00000000
PA
USD
970361.02000000
0.435358554580
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.12500000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
750000.00000000
PA
USD
762337.50000000
0.342027498283
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
208000.00000000
PA
USD
210179.84000000
0.094298502782
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
275000.00000000
PA
USD
232020.25000000
0.104097339641
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.12500000
N
N
N
N
N
N
ATENTO LUXCO 1 SA
549300MLFF3HYCZQTC48
Atento Luxco 1 SA
04684LAC2
790000.00000000
PA
USD
237000.00000000
0.106331535695
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.00000000
N
N
N
N
N
N
MOHEGAN TRIBAL GAMING AU
549300UB083Z2NRDHC48
Mohegan Tribal Gaming Authority
608328BH2
1880000.00000000
PA
USD
1720200.00000000
0.771778513515
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
Ballylifin Re 2022
N/A
Ballylifin Re 2022
000000000
250000.00000000
PA
USD
1150.00000000
0.000515954709
Long
DBT
CORP
BM
Y
3
2028-05-31
Floating
0.01000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
280000.00000000
PA
270257.40000000
0.121252676687
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
1801000.00000000
PA
USD
1761236.73000000
0.790189899679
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
KOPPERS INC
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
1924000.00000000
PA
USD
1923615.20000000
0.863042018156
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
PROFRAC HOLDINGS II LLC
N/A
ProFrac Holdings II LLC
000000000
4280551.07180000
PA
USD
4248446.94000000
1.906092352112
Long
LON
CORP
US
N
2
2025-03-04
Floating
12.09906000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS UNITED AIRLINES HOLDINGS, INC.
000000000
1.00000000
NC
USD
-3560.14000000
-0.00159727912
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
-38734.00000000
USD
433000.00000000
USD
35173.86000000
N
N
N
TAP SA
213800XBTDYWRYHKH878
Transportes Aereos Portugueses SA
000000000
1600000.00000000
PA
1661366.30000000
0.745382405196
Long
DBT
CORP
PT
N
2
2024-12-02
Fixed
5.62500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KJ24 Mortgage Trust
30312FAG1
1159439.91000000
PA
USD
1065391.36000000
0.477994512343
Long
ABS-MBS
CORP
US
N
2
2027-10-25
Variable
7.60000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
215000.00000000
PA
USD
196187.50000000
0.088020751726
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KS12 Mortgage Trust
30311XAC2
1500000.00000000
PA
USD
1417975.65000000
0.636183664317
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Floating
11.56943000
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
0.019018498853
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
205000.00000000
PA
USD
207487.78000000
0.093090693187
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
Diebold Nixdorf Inc
253651AD5
180000.00000000
PA
USD
91350.00000000
0.040984750150
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
9.37500000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
382800.00000000
PA
USD
249059.25000000
0.111741993804
Long
DBT
NUSS
RU
N
2
2030-03-31
Variable
7.50000000
N
N
N
N
N
N
PROVIDENT FDG/PFG FIN
N/A
Provident Funding Associates LP / PFG Finance Corp
74387UAJ0
3415000.00000000
PA
USD
3017280.97000000
1.353722021791
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.37500000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AC7
2062000.00000000
PA
USD
2027172.82000000
0.909503793546
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
EUR/USD FORWARD
000000000
1.00000000
NC
USD
11276.41000000
0.005059232035
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-2032500.00000000
EUR
2218605.86000000
USD
2023-04-25
11276.41000000
N
N
N
LUNE HOLDINGS SARL
54930003WQ56T0558M33
Lune Holdings Sarl
000000000
885000.00000000
PA
811975.99000000
0.364298117993
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
5.62500000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADC3
20000.00000000
PA
USD
33487.43000000
0.015024345394
Long
DBT
CORP
BM
Y
3
2024-12-01
None
0.00000000
N
N
N
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
3000000.00000000
PA
USD
2550907.11000000
1.144480465918
Long
DBT
CORP
US
N
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-18152.14000000
-0.00814407140
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
-1248000.00000000
EUR
1339568.26000000
USD
2023-05-25
-18152.14000000
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
830000.00000000
PA
USD
764212.91000000
0.342868912736
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
385000.00000000
PA
USD
369600.00000000
0.165823356932
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
717000.00000000
PA
USD
585193.89000000
0.262550907186
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
22550GAA0
1500000.00000000
PA
USD
99486.06000000
0.044635044472
Long
DBT
CORP
MX
N
2
2026-02-07
Fixed
9.50000000
Y
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAL3
2116000.00000000
PA
USD
1682220.00000000
0.754738548428
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
745000.00000000
PA
USD
657749.33000000
0.295103360175
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
1240000.00000000
PA
USD
1258600.00000000
0.564678779857
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.12500000
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
3000000.00000000
PA
USD
3489690.57000000
1.565671550252
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
2640000.00000000
PA
USD
2335817.38000000
1.047979110208
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAN0
740000.00000000
PA
USD
807525.00000000
0.362301153427
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.37500000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAK7
250000.00000000
PA
USD
249700.00000000
0.112029470308
Long
DBT
CORP
BM
N
2
2026-01-08
Floating
12.89871300
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AP4
250000.00000000
PA
USD
219825.00000000
0.098625864279
Long
DBT
CORP
BM
Y
2
2025-03-24
Floating
10.06951500
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAM7
250000.00000000
PA
USD
249625.00000000
0.111995821088
Long
DBT
CORP
BM
Y
2
2026-03-11
Floating
20.88833800
N
N
N
N
N
N
PARK-OHIO INDUSTRIES INC
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
1185000.00000000
PA
USD
917288.60000000
0.411547280649
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.62500000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
2245000.00000000
PA
USD
1820379.58000000
0.816724710084
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AL2
4055000.00000000
PA
USD
3585713.31000000
1.608752754496
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
41000.00000000
PA
USD
43356.69000000
0.019452250761
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Pangaea Re 2022-1
N/A
Pangaea Re 2022-1
000000000
1250000.00000000
PA
USD
41530.05000000
0.018632717274
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AC7
64000.00000000
PA
USD
65822.08000000
0.029531488814
Long
DBT
CORP
AU
N
2
2027-11-01
Fixed
8.00000000
N
N
N
N
N
N
PANGAEA RE 2023-1
N/A
PANGAEA RE 2023-1
000000000
1250000.00000000
PA
USD
1291447.66000000
0.579416088430
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
ALTURAS RE LTD
549300FZNJS17ZR1BR73
Alturas RE Ltd
000000000
162311.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2023-03-10
None
0.00000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
1406000.00000000
PA
USD
1433565.09000000
0.643177964299
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EUR CALL VERSUS USD PUT
000000000
-3150000.00000000
NC
-81087.76000000
-0.03638053184
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
-14756.83000000
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
2000000.00000000
PA
USD
1938521.10000000
0.869729643632
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.62500000
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
37944.14000000
0.017023876273
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
38420700.00000000
PA
2082670.59000000
0.934403215959
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AH5
315000.00000000
PA
USD
313343.66000000
0.140583597334
Long
DBT
CORP
US
N
2
2025-04-23
Variable
5.62500000
N
N
N
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
22547AAD3
140000.00000000
PA
USD
10150.00000000
0.004553861127
Long
DBT
CORP
MX
N
2
2028-01-21
Fixed
8.00000000
Y
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAB7
1375000.00000000
PA
USD
1383855.00000000
0.620875220800
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AM8
470000.00000000
PA
USD
494137.32000000
0.221697806244
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
9.50000000
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
1508350.00000000
0.676730682979
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
1535000.00000000
PA
USD
1565844.08000000
0.702525762387
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
480000.00000000
PA
396666.72000000
0.177967010535
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
Stagwell Global LLC
59565JAA9
2010000.00000000
PA
USD
1762643.47000000
0.790821042399
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
725000.00000000
PA
USD
727816.63000000
0.326539493555
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings Inc
66981QAA4
475000.00000000
PA
USD
445288.75000000
0.199781589094
Long
DBT
CORP
US
N
2
2026-02-01
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
1531530.00000000
0.687130535289
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
752.00000000
NS
USD
884540.00000000
0.396854415966
Long
EP
CORP
US
N
1
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
910000.00000000
PA
USD
686810.04000000
0.308141629891
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AB9
1850000.00000000
PA
USD
1908833.98000000
0.856410331143
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
6.87500000
N
N
N
N
N
N
DANAOS CORP
734IM3DNDNT36T7YTD24
Danaos Corp
23585WAA2
1375000.00000000
PA
USD
1335421.29000000
0.599145133189
Long
DBT
CORP
MH
N
2
2028-03-01
Fixed
8.50000000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
87817JAG3
942783.50690000
PA
USD
658376.83000000
0.295384891983
Long
LON
CORP
US
N
2
2027-02-02
Floating
10.05702000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
1172991.56000000
PA
USD
1169214.53000000
0.524575428406
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
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
0.059713520245
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAJ4
250000.00000000
PA
USD
232500.00000000
0.104312582485
Long
DBT
CORP
BM
Y
2
2025-02-25
Floating
15.88833800
N
N
N
N
N
N
Bantry Re 2022
N/A
Bantry Re 2022
000000000
1000000.00000000
PA
USD
116860.92000000
0.052430384330
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
392000.00000000
PA
USD
387228.99000000
0.173732713807
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
HARBOUR ENERGY PLC
213800YPC42DYBKVPF97
Harbour Energy PLC
411618AB7
2135000.00000000
PA
USD
1868125.00000000
0.838145992071
Long
DBT
CORP
GB
N
2
2026-10-15
Fixed
5.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF83 Mortgage Trust
302696AA7
599878.55000000
PA
USD
581695.87000000
0.260981498585
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
13.66943000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
1169000.00000000
PA
USD
894285.00000000
0.401226571305
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAE3
1410000.00000000
PA
USD
1398015.00000000
0.627228193566
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
2200000.00000000
PA
USD
1084820.00000000
0.486711293472
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Co-Issuer Corp
47232MAF9
2900000.00000000
PA
USD
2455111.00000000
1.101500940644
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
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
306.88000000
0.000137683635
Long
DBT
CORP
BM
Y
3
2023-09-12
Floating
0.01000000
N
N
N
N
N
N
AMARANTH RE 2023
N/A
AMARANTH RE 2023
000000000
250000.00000000
PA
USD
219111.72000000
0.098305846736
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust
14019QAB8
1500000.00000000
PA
USD
1455040.50000000
0.652813041620
Long
ABS-MBS
CORP
US
N
2
2023-11-06
Floating
19.87000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369AEG3
1000000.00000000
PA
USD
1061834.82000000
0.476398848377
Long
DBT
CORP
BM
Y
3
2027-12-01
None
0.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
580000.00000000
PA
USD
509170.40000000
0.228442491825
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
ENERFLEX LTD
54930014N7872VUS3F89
Enerflex Ltd
29269RAA3
1445000.00000000
PA
USD
1405262.50000000
0.630479829874
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
9.00000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAF6
2600000.00000000
PA
USD
2524932.02000000
1.132826578958
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
6.50000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
730481AJ7
1735000.00000000
PA
USD
1626562.50000000
0.729767462149
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAJ5
710000.00000000
PA
USD
644918.92000000
0.289346916297
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
10.55979000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDP2
3800000.00000000
PA
USD
3748700.00000000
1.681877754689
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
Windstream Escrow LLC / Windstream Escrow Finance Corp
97382WAA1
2385000.00000000
PA
USD
1953243.45000000
0.876334918250
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
2010000.00000000
PA
USD
1592925.00000000
0.714675786909
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
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
5599.57000000
0.002512282182
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBG5
2435000.00000000
PA
USD
2087854.23000000
0.936728888540
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
579000.00010000
PA
USD
430749.42000000
0.193258427546
Long
DBT
CORP
US
N
2
2027-04-01
Variable
7.50000000
Y
N
N
N
N
N
B RILEY FINANCIAL INC
N/A
B Riley Financial Inc
05580M702
2144.00000000
NS
USD
50920.00000000
0.022845577205
Long
EP
CORP
US
N
1
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAH8
4000000.00000000
PA
USD
4096080.00000000
1.837731969329
Long
DBT
CORP
CA
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
BANTRY RE 2023
N/A
BANTRY RE 2023
000000000
925821.00000000
PA
USD
955539.85000000
0.428708943749
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAD2
1680000.00000000
PA
USD
1266972.00000000
0.568434930139
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning Inc
15137NAA1
2050000.00000000
PA
USD
1982042.50000000
0.889255792567
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
CARRIAGE PURCHASER INC
N/A
Carriage Purchaser Inc
14445LAA5
2640000.00000000
PA
USD
1953670.70000000
0.876526606641
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
Merion Re 2022-2
N/A
Merion Re 2022-2
000000000
1000000.00000000
PA
USD
948111.50000000
0.425376167955
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BL5
1360000.00000000
PA
USD
1460701.20000000
0.655352750160
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.62500000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
270000.00000000
PA
USD
215184.60000000
0.096543919729
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
LATAM AIRLINES GROUP SA
549300HX3UUDPEFTG707
Latam Airlines Group SA
51818LAB4
330000.00000000
PA
USD
344850.00000000
0.154719114280
Long
DBT
CORP
CL
N
2
2029-10-15
Fixed
13.37500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
375000.00000000
PA
USD
363752.55000000
0.163199861833
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
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
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAD1
1705000.00000000
PA
USD
1648632.70000000
0.739669395732
Long
DBT
CORP
N/A
N
2
2027-05-01
Fixed
7.87500000
N
N
N
N
N
N
RESIDENTIAL RE 21 LTD
N/A
Residential Reinsurance 2021 Ltd
76114NAE2
250000.00000000
PA
USD
224675.00000000
0.100801847182
Long
DBT
CORP
KY
Y
2
2025-12-06
Floating
16.55871300
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust 2020-9
14020FAB9
485000.00000000
PA
USD
477795.81000000
0.214366085342
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Floating
19.56200000
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
544802.89000000
0.244429231835
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
WESTERN GLOBAL AIRLINES
N/A
Western Global Airlines LLC
958278AA1
3305000.00000000
PA
USD
1347745.95000000
0.604674669159
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
10.37500000
N
N
N
N
N
N
HERCULES LLC
N/A
Hercules LLC
427056BC9
4000000.00000000
PA
USD
3646586.72000000
1.636063991493
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
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAG0
250000.00000000
PA
USD
233125.00000000
0.104592992653
Long
DBT
CORP
BM
Y
2
2024-03-01
Floating
18.22871300
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
1934000.00000000
PA
USD
1821355.89000000
0.817162737685
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
2150000.00000000
PA
USD
2093573.25000000
0.939294762714
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
798000.00000000
PA
USD
699151.74000000
0.313678810963
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
265000.00000000
PA
USD
224158.20000000
0.100569981623
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
1645000.00000000
PA
USD
1227926.70000000
0.550917011529
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
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
1300.00000000
0.000583253149
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
770000.00000000
PA
USD
761422.20000000
0.341616843200
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
1860000.00000000
PA
USD
1655143.58000000
0.742590542859
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
VAREX IMAGING CORPORATIO
549300CWYWPVCT8E9W67
Varex Imaging Corp
92214XAC0
1809000.00000000
PA
USD
1771846.05000000
0.794949837604
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAC5
690000.00000000
PA
USD
728012.10000000
0.326627192395
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
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
0.271437042597
Long
ABS-MBS
CORP
US
N
2
2023-06-22
Floating
17.67000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
1000000.00000000
PA
USD
742850.00000000
0.333284309246
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
350000.00000000
PA
USD
336351.75000000
0.150906321144
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
395000.00000000
PA
USD
399443.75000000
0.179212942453
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AG9
1015000.00000000
PA
USD
1006688.92000000
0.451657294646
Long
DBT
CORP
KY
N
2
2024-11-15
Fixed
8.87500000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
3080000.00000000
PA
USD
3131038.77000000
1.404760171881
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKL2
450000.00000000
PA
USD
365998.10000000
0.164207341918
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
10.80979000
N
N
N
N
N
N
Grupo Aeromexico SAB de CV
N/A
Grupo Aeromexico SAB de CV
000000000
57203.00000000
NS
634883.46000000
0.284844444259
Long
EC
CORP
MX
N
3
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
355000.00000000
PA
USD
369391.70000000
0.165729901831
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAP9
2264138.00000000
PA
USD
1435576.70000000
0.644080485736
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
10.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KSQ3
610000.00000000
PA
USD
552310.04000000
0.247797361743
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
13.05979000
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
0.000022432813
Long
DBT
CORP
BM
Y
3
2024-01-31
Floating
0.01000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
915000.00000000
PA
USD
827782.20000000
0.371389673195
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
360000.00000000
PA
USD
291686.40000000
0.130866931871
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
305000.00000000
PA
USD
298710.90000000
0.134018517831
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
285000.00000000
PA
USD
293284.95000000
0.131584131349
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
Pangaea Re 2022-3
N/A
Pangaea Re 2022-3
000000000
350000.00000000
PA
USD
362250.00000000
0.162525733357
Long
DBT
CORP
BM
Y
3
2028-05-31
Floating
0.01000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
NOK/EUR FORWARD
000000000
1.00000000
NC
USD
-34880.96000000
-0.01564956136
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-675052.42000000
EUR
7300000.00000000
NOK
2023-04-04
-34880.96000000
N
N
N
PT Bakrie & Brothers TBK
N/A
PT Bakrie & Brothers TBK
000000000
1422679000.00000000
PA
10626.57000000
0.004767677245
Long
DBT
CORP
ID
N
2
2023-04-28
None
0.00000000
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
358648AA1
2795000.00000000
PA
USD
2012210.69000000
0.902790940128
Long
DBT
CORP
PY
N
2
2028-07-21
Fixed
7.70000000
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
973748.85000000
0.436878525747
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1295000.00000000
PA
USD
1102148.60000000
0.494485878491
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Gleneagles Re 2022
N/A
Gleneagles Re 2022
000000000
750000.00000000
PA
USD
390588.21000000
0.175239848919
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
862000.00000000
PA
USD
862000.00000000
0.386741703668
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Versutus Re 2019-A, 12/31/21
N/A
Versutus Re 2019-A, 12/31/21
000000000
441274.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
692000.00000000
PA
USD
653940.00000000
0.293394280390
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.12500000
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
24455.68000000
0.010972194138
Long
DBT
CORP
N/A
N
2
2026-12-31
Fixed
8.00000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
1365000.00000000
PA
USD
1141959.00000000
0.512347064013
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
BERWICK RE 2023
N/A
BERWICK RE 2023
000000000
1000000.00000000
PA
USD
1025300.00000000
0.460007272356
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAX3
583000.00000000
PA
USD
476787.31000000
0.213913615495
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
2035000.00000000
PA
USD
1836831.70000000
0.824106056856
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
2075000.00000000
PA
USD
1599825.00000000
0.717771515164
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
Celadon Re 2022
N/A
Celadon Re 2022
000000000
350000.00000000
PA
USD
350175.00000000
0.157108208911
Long
DBT
CORP
BM
Y
3
2028-03-31
Floating
0.01000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/NOK FORWARD
000000000
1.00000000
NC
USD
-4185.69000000
-0.00187793605
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-646081.26000000
EUR
7300000.00000000
NOK
2023-06-30
-4185.69000000
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
960000.00000000
PA
USD
963456.00000000
0.432260574071
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
705000.00000000
PA
USD
679642.31000000
0.304925782893
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BC9
1100000.00000000
PA
USD
726000.00000000
0.325724451117
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS EUR PUT
000000000
3150000.00000000
NC
20316.10000000
0.009114945621
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
-46014.83000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
692000.00000000
PA
USD
550840.58000000
0.247138079302
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
AVATION PLC WTS 01JAN59
N/A
AVATION PLC WTS 01JAN59
000000000
21700.00000000
NC
16730.70000000
0.007506333435
N/A
DE
CORP
US
N
1
AVATION PLC WTS 01JAN59
N/A
Call
Purchased
AVATION PLC WTS
AVATION PLC
1.00000000
0.00000000
GBP
2059-01-01
XXXX
16730.69000000
N
N
N
Harambee Re 2019, 12/31/22
N/A
Harambee Re 2019, 12/31/22
000000000
600000.00000000
PA
USD
900.00000000
0.000403790641
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
940000.00000000
PA
USD
924684.94000000
0.414865694956
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAA5
1931000.00000000
PA
USD
1858587.50000000
0.833866932908
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.12500000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
579000.00000000
PA
USD
525442.50000000
0.235743071496
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50221DAA7
1355000.00000000
PA
USD
1139379.00000000
0.511189530840
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAR5
3075000.00000000
PA
USD
4066287.75000000
1.824365489607
Long
DBT
CORP
US
N
2
2058-06-15
Fixed
10.75000000
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
1849006.29000000
0.829568262979
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CC4
676000.00000000
PA
USD
674539.84000000
0.302636527742
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
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
104920.00000000
0.047073015717
Long
DBT
CORP
N/A
N
2
2027-07-31
Fixed
9.50000000
Y
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
2225479.00000000
PA
USD
2008138.72000000
0.900964025261
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
1798000.00000000
PA
USD
1613705.00000000
0.723998864174
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
GOTO GROUP INC
549300D12V5KRBV00592
GoTo Group Inc
541056AA5
508000.00000000
PA
USD
259956.22000000
0.116630987705
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.50000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
31935HAD9
1397011.01840000
PA
USD
1352481.29000000
0.606799209134
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.25203000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAC1
2790000.00000000
PA
USD
2621297.38000000
1.176061501813
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
MATIV HOLDINGS INC
549300Z1FU4IDULG1R21
Mativ Holdings Inc
808541AA4
1831000.00000000
PA
USD
1675461.11000000
0.751706130059
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.87500000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAC9
2375000.00000000
PA
USD
2445181.25000000
1.097045896059
Long
DBT
CORP
JE
N
2
2031-04-15
Fixed
8.25000000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
2235000.00000000
PA
USD
1722953.61000000
0.773013937903
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
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
1033.19000000
0.000463547170
Long
DBT
CORP
BM
Y
3
2024-03-10
Floating
0.01000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
1057000.00000000
PA
USD
884989.11000000
0.397055911983
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
CARNIVAL PLC
4DR1VPDQMHD3N3QW8W95
Carnival PLC
000000000
731000.00000000
PA
402330.52000000
0.180508109910
Long
DBT
CORP
GB
N
2
2029-10-28
Fixed
1.00000000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
1155000.00000000
PA
USD
1074150.00000000
0.481924131085
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
1280000.00000000
PA
USD
1261251.90000000
0.565868571416
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
PECF USS INTERMEDIATE HO
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corp
69291HAA3
1760000.00000000
PA
USD
1168640.00000000
0.524317661920
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
820000.00000000
PA
761192.88000000
0.341513957345
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
7.75000000
N
N
N
N
N
N
ASG FINANCE DESIGNATED
5493005UOB0OMEJ4WK10
ASG Finance Designated Activity Co
00217AAA4
2150000.00000000
PA
USD
2074750.00000000
0.930849593603
Long
DBT
CORP
IE
N
2
2024-12-03
Fixed
7.87500000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
1905000.00000000
PA
USD
1697850.30000000
0.761751180505
Long
DBT
CORP
US
N
2
2027-07-15
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
350.00000000
0.000157029694
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AF3
870000.00000000
PA
USD
730591.20000000
0.327784321778
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
VERMILION ENERGY INC
WT03B8BB1IX8WI9ZGV02
Vermilion Energy Inc
923725AD7
1750000.00000000
PA
USD
1593711.00000000
0.715028430736
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
6.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
1965000.00000000
PA
USD
1652565.00000000
0.741433646778
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
22.00000000
NS
USD
2065.58000000
0.000926735415
Long
EC
CORP
US
N
1
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
2430000.00000000
PA
USD
2384364.60000000
1.069760124792
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
1010000.00000000
PA
USD
972867.35000000
0.436483035246
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBM6
475000.00000000
PA
USD
466694.24000000
0.209385296368
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.75000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
6000.00000000
PA
USD
5822.19000000
0.002612162041
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
LYB FINANCE CO BV
549300BBGA3CFHX0KS75
LYB Finance Co BV
61238QAA6
2250000.00000000
PA
USD
2481753.02000000
1.113454049929
Long
DBT
CORP
NL
N
2
2027-03-15
Fixed
8.10000000
N
N
N
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd
14366RAA7
235000.00000000
PA
USD
252803.60000000
0.113421919904
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
Cirsa Finance International Sarl
000000000
247360.44460000
PA
267106.19000000
0.119838866567
Long
DBT
CORP
LU
N
2
2023-12-20
Fixed
6.25000000
N
N
N
N
N
N
AUNA SA
549300C3XBVL3X4TME11
Auna SAA
05151VAA5
975000.00000000
PA
USD
798281.25000000
0.358153887043
Long
DBT
CORP
PE
N
2
2025-11-20
Fixed
6.50000000
N
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AB2
1240000.00000000
PA
USD
1162278.47000000
0.521463521606
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
GRINDING MEDIA INC
254900IYFJ03EGFQ8C34
Grinding Media Inc
39854KAB6
1123522.37840000
PA
USD
1061728.65000000
0.476351214541
Long
LON
CORP
US
N
2
2028-10-12
Floating
8.70149114
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
1515000.00000000
PA
USD
1510939.80000000
0.677892612984
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
385000.00000000
PA
USD
235360.13000000
0.105595797739
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
1925000.00000000
PA
USD
974791.13000000
0.437346151203
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
GARDA WORLD SECURITY COR
549300ZF1NDXLMCHNO20
Garda World Security Corp
36257BAA7
2059000.00000000
PA
USD
1953465.96000000
0.876434748757
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
PEGASUS HAVA TASIMACILIG
789000B1MW5PQ58A8T03
Pegasus Hava Tasimaciligi AS
705567AA3
2460000.00000000
PA
USD
2475990.00000000
1.110868434879
Long
DBT
CORP
TR
N
2
2026-04-30
Fixed
9.25000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS UNITED AIRLINES HOLDINGS, INC.
000000000
1.00000000
NC
USD
-2705.05000000
-0.00121363763
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
-29414.07000000
USD
329000.00000000
USD
26709.02000000
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JAL0
2500000.00000000
PA
USD
1675236.50000000
0.751605357375
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
EUR/USD FORWARD
000000000
1.00000000
NC
USD
31630.36000000
0.014191159297
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-5494294.61000000
USD
5070000.00000000
EUR
2023-06-27
31630.36000000
N
N
N
PATAGONIA HOLDCO LLC
254900OLXUIWWEAJZ984
Patagonia Holdco LLC
70289FAD3
1556100.00000000
PA
USD
1289617.88000000
0.578595146163
Long
LON
CORP
US
N
2
2029-08-01
Floating
10.47335000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
1470000.00000000
PA
USD
1362837.00000000
0.611445363343
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
675000.00000000
PA
USD
619312.50000000
0.277858435444
Long
DBT
CORP
IT
N
2
N/A
Fixed
7.70000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KNE5
430000.00000000
PA
USD
396675.00000000
0.177970725409
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
12.35979000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
1100000.00000000
PA
USD
1424688.84000000
0.639195579094
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAH9
1175000.00000000
PA
USD
1147720.58000000
0.514932032998
Long
DBT
CORP
US
N
2
2043-05-21
Fixed
5.85000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
1051000.00000000
PA
USD
877585.00000000
0.393734011617
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
BALLYBUNION RE 2023
N/A
BALLYBUNION RE 2023
000000000
250000.00000000
PA
USD
251277.79000000
0.112737355682
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
CEMIG GERACAO E TRANSM
529900ZT0AVI5W1VFB58
Cemig Geracao e Transmissao SA
12517MAA0
825000.00000000
PA
USD
837375.00000000
0.375693543050
Long
DBT
CORP
BR
N
2
2024-12-05
Fixed
9.25000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
2090000.00000000
PA
USD
1485363.00000000
0.666417421329
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
2583000.00000000
PA
USD
2534568.75000000
1.137150158282
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
1910000.00000000
PA
USD
1890900.00000000
0.848364138592
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
DIEBOLD NIXDORF HOLDING
N/A
Diebold Nixdorf Holding Germany Inc & Co KGaA
000000000
1677643.30000000
PA
USD
1761525.47000000
0.790319444690
Long
LON
CORP
DE
N
2
2025-07-15
Floating
11.62926000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867AA3
3800000.00000000
PA
USD
3991662.12000000
1.790884232897
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.62500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
15917.04000000
0.007141279776
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1664914.71000000
USD
1545000.00000000
EUR
2023-05-25
15917.04000000
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAF6
624000.00000000
PA
USD
663897.45000000
0.297861752754
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
845000.00000000
PA
USD
766837.50000000
0.344046451492
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
820000.00000000
PA
USD
639455.52000000
0.286895727639
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
766000.00000000
PA
USD
821535.00000000
0.368586827753
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
248000.00000000
PA
USD
190337.80000000
0.085396247151
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
1645000.00000000
PA
USD
1464757.35000000
0.657172567285
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF74 Mortgage Trust
30313MAC4
285226.15000000
PA
USD
271853.46000000
0.121968759012
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Floating
10.91943000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
285000.00000000
PA
USD
296947.20000000
0.133227222769
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS UNITED AIRLINES HOLDINGS, INC.
000000000
1.00000000
NC
USD
-8123.37000000
-0.00364460087
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
-77515.84000000
USD
988000.00000000
USD
69392.47000000
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
980000.00000000
PA
USD
861385.70000000
0.386466094122
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
745000.00000000
PA
711032.13000000
0.319009022412
Long
DBT
CORP
LU
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
IMAX CORP
5493002KS2T1Q0X7VZ21
IMAX Corp
45245EAJ8
449000.00000000
PA
USD
420178.40000000
0.188515673156
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
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
1150000.00000000
PA
USD
1103425.00000000
0.495058543353
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
885000.00000000
PA
USD
781446.06000000
0.350600673514
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
TRICIDA INC
549300QVPFFJC8SZXG25
Tricida Inc
89610FAB7
1300000.00000000
PA
USD
123500.00000000
0.055409049191
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.50000000
Y
N
N
N
Y
TRICIDA INC
Tricida Inc
USD
XXXX
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453Q201
3000.00000000
NS
USD
2970000.00000000
1.332509118208
Long
EP
CORP
US
N
2
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAE1
270000.00000000
PA
USD
205748.10000000
0.092310174849
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AU5
740000.00000000
PA
USD
740777.00000000
0.332354244800
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
19416MAA7
2085000.00000000
PA
USD
2090212.50000000
0.937786941159
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAF4
910000.00000000
PA
USD
865843.26000000
0.388466006359
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
2211000.00000000
PA
USD
1578451.41000000
0.708182120024
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.12500000
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
63758.46000000
0.028605632765
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AB6
1109000.00000000
PA
USD
1023498.27000000
0.459198914897
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
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
5442.57000000
0.002441843148
Long
DBT
CORP
BM
Y
3
2023-06-30
Floating
0.01000000
N
N
N
N
N
N
PORTSALON RE 2022
N/A
PORTSALON RE 2022
000000000
350000.00000000
PA
USD
320921.90000000
0.143983622216
Long
DBT
CORP
BM
Y
3
2028-05-31
Floating
0.01000000
N
N
N
N
N
N
DRAFTKINGS HOLDINGS INC
5493008P45UYYL683Z97
DraftKings Holdings Inc
26142RAB0
1455000.00000000
PA
USD
1006860.00000000
0.451734050760
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
SCC POWER PLC
529900IYGYC6VSDSDF37
SCC Power PLC
78397YAB8
370651.05825100
PA
USD
129357.22000000
0.058036927661
Long
DBT
CORP
GB
N
2
2028-12-31
Fixed
8.00000000
N
N
Y
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AM5
1855000.00000000
PA
USD
1918709.98000000
0.860841260453
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
000000000
1500000.00000000
PA
USD
1505550.00000000
0.675474445427
Long
DBT
CORP
MH
N
2
2026-04-29
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac - STACR
549300KB1O80CETXGJ21
Freddie Mac STACR Trust 2019-DNA3
35564TBE9
1370000.00000000
PA
USD
1417948.08000000
0.636171294863
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Floating
12.99529000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
N/A
Ritchie Bros Holdings Inc
76774LAC1
1105000.00000000
PA
USD
1158062.10000000
0.519571820774
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.75000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
900000.00000000
PA
USD
675000.00000000
0.302842981410
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
COEUR MINING INC
5493003AVK173D48DR70
Coeur Mining Inc
192108BC1
1665000.00000000
PA
USD
1411087.50000000
0.633093252639
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.12500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
EUR/USD FORWARD
000000000
1.00000000
NC
USD
21148.88000000
0.009488577589
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-3300000.00000000
EUR
3605004.81000000
USD
2023-04-25
21148.88000000
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
2708229.00000000
PA
USD
2329496.72000000
1.045143306476
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
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
582.29000000
0.000261248058
Long
DBT
CORP
BM
Y
3
2024-03-10
Floating
0.01000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
1093000.00000000
PA
USD
1033901.49000000
0.463866384765
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YBA3
1171519.59000000
PA
USD
1067885.33000000
0.479113447618
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
9.93500000
N
N
N
N
N
N
2024-03-11
Pioneer High Income Fund, Inc.
Anthony J. Koenig, Jr
Anthony J. Koenig, Jr
Managing Director, Chief Operations Officer & Treasurer of the Funds