0001752724-19-183342.txt : 20191127 0001752724-19-183342.hdr.sgml : 20191127 20191127151528 ACCESSION NUMBER: 0001752724-19-183342 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191127 PERIOD START: 20200331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PIONEER SERIES TRUST X CENTRAL INDEX KEY: 0001174520 IRS NUMBER: 030460956 FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21108 FILM NUMBER: 191257210 BUSINESS ADDRESS: STREET 1: 60 STATE STREET STREET 2: 13TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6174224947 MAIL ADDRESS: STREET 1: 60 STATE STREET STREET 2: 13TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: PIONEER FUNDAMENTAL GROWTH FUND DATE OF NAME CHANGE: 20051213 FORMER COMPANY: FORMER CONFORMED NAME: PIONEER LARGE CAP GROWTH FUND DATE OF NAME CHANGE: 20020530 0001174520 S000031914 Pioneer Dynamic Credit Fund C000099381 Pioneer Dynamic Credit Fund: Class A RCRAX C000099382 Pioneer Dynamic Credit Fund: Class C RCRCX C000099383 Pioneer Dynamic Credit Fund: Class Y RCRYX NPORT-P 1 primary_doc.xml NPORT-P false 0001174520 XXXXXXXX S000031914 C000099381 C000099382 C000099383 Pioneer Series Trust X 811-21108 0001174520 549300OT70Y6XDA91822 60 State Street NULL Boston 02109 617-422-4947 Pioneer Dynamic Credit Fund S000031914 HNEH6BRMRL0UD63MV889 2020-03-31 2019-09-30 N 201586287.37 8851945.63 192734341.74 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5795666.81000000 SEK EUR GBP AED JPY CZK DOP THB RUB CAD TWD SGD MYR HUF VND INR EGP PHP IDR ARS HKD LKR CNY AUD COP UYU ZAR MXN CHF TRY NOK PLN NZD KRW DKK USD RON N URSA RE LTD V/R 12/10/19 549300O8X4DWGDJZ6W59 URSA RE LTD REGD V/R 144A P/P 5.96612500 90323WAD2 250000.00000000 NS USD 248075.00000000 0.128713439317 Long DBT CORP BM Y 2 2019-12-10 Variable 5.96612500 N N N N N N UACST 2019-1 F 6.05% 12/10/21 N/A UNITED AUTO CREDIT SECURITIZATION TRUST 2019-1 SER 2019-1 CL F REGD 144A P/P 6.05000000 90945QAF8 500000.00000000 NS USD 504269.85000000 0.261639853825 Long ABS-CBDO CORP US Y 2 2026-01-12 Fixed 6.05000000 N N N N N N BRINK'S CO/THE 4.625% 10/15/27 XFP140TFNOQMIVFTVQ13 BRINK'S CO/THE REGD 144A P/P 4.62500000 109696AA2 1579000.00000000 NS USD 1587901.61000000 0.823880993737 Long DBT CORP US Y 2 2027-10-15 Fixed 4.62500000 N N N N N N RMIR 2019-1 M1B V/R 02/25/29 N/A RADNOR RE 2019-1 LTD SER 2019-1 CL M1B V/R REGD 144A P/P 3.96838000 75049SAB9 850000.00000000 NS USD 853593.72000000 0.442886157336 Long ABS-CBDO CORP BM Y 2 2029-02-25 Variable 3.96838000 N N N N N N THPT 2018-THL C V/R 11/11/19 N/A THARALDSON HOTEL PORTFOLIO TRUST 2018-THPT SER 2018-THL CL C V/R REGD 144A P/P 3.39213000 88327HAJ2 416381.25000000 NS USD 416375.92000000 0.216036185477 Long ABS-CBDO CORP US Y 2 2034-11-11 Variable 3.39213000 N N N N N N CAS 2019-R02 1M2 V/R 08/25/31 N/A CONNECTICUT AVENUE SECURITIES TRUST 2019-R02 SER 2019-R02 CL 1M2 V/R REGD 144A P/P 4.31838000 20753KAB8 1000000.00000000 NS USD 1005129.20000000 0.521510173498 Long ABS-CBDO CORP US Y 2 2031-08-25 Variable 4.31838000 N N N N N N LHIPO 2007-1GA A V/R 12/23/36 N/A LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 2 SER 2007-1GA CL A V/R REGD 144A P/P 4.50000000 50346AAA3 358972.45000000 NS USD 367946.76000000 0.190908769385 Long ABS-CBDO CORP US Y 2 2036-12-23 Variable 4.50000000 N N N N N N T/L WEX INC 0% 05/15/2026 N/A T/L WEX INC REGD 0.00000000 N/A 1242807.45000000 NS USD 1251196.40000000 0.649181868007 Long LON CORP US N 2 2026-05-15 Fixed 0.00000000 N N N N N N INTERNATIONAL G 6.25% 01/15/27 N/A INTERNATIONAL GAME TECH REGD 144A P/P 6.25000000 460599AD5 1270000.00000000 NS USD 1406525.00000000 0.729773940285 Long DBT CORP US Y 2 2027-01-15 Fixed 6.25000000 N N N N N N SOCTY 2016-A A 4.8% 03/21/22 N/A SOLARCITY LMC SERIES VI LLC SER 2016-A CL A REGD 144A P/P 4.80000000 83416NAA1 945660.71000000 NS USD 982340.90000000 0.509686489253 Long ABS-CBDO CORP US Y 2 2048-09-20 Fixed 4.80000000 N N N N N N ENABLE MIDSTREA 4.95% 05/15/28 N/A ENABLE MIDSTREAM PARTNER REGD 4.95000000 292480AL4 1400000.00000000 NS USD 1454013.02000000 0.754413046929 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N T/L APPLIED SYSTEM 0% 09/19/24 N/A T/L APPLIED SYSTEMS INC REGD 0.00000000 N/A 980000.00000000 NS USD 979912.78000000 0.508426661877 Long LON CORP US N 2 2024-09-19 Fixed 0.00000000 N N N N N N STACR 2019-HQA1 V/R 02/25/49 N/A FREDDIE MAC STACR TRUST 2019-HQA1 SER 2019-HQA1 CL M2 V/R REGD 144A P/P 4.36838000 35563MAH9 1250000.00000000 NS USD 1259435.38000000 0.653456653666 Long ABS-CBDO CORP US Y 2 2049-02-25 Variable 4.36838000 N N N N N N TAH 2017-SFR2 5.104% 01/17/24 N/A TRICON AMERICAN HOMES 2017-SFR2 TRUST SER 2017-SFR2 CL F REGD 144A P/P 5.10400000 89613FAF5 900000.00000000 NS USD 936053.64000000 0.485670395607 Long ABS-CBDO CORP US Y 2 2036-01-17 Fixed 5.10400000 N N N N N N BMIR 2019-1A M1B V/R 03/25/29 N/A BELLEMEADE RE 2019-1 LTD SER 2019-1A CL M1B V/R REGD 144A P/P 3.76838000 07876RAB2 380000.00000000 NS USD 380773.07000000 0.197563686140 Long ABS-CBDO CORP BM Y 2 2029-03-25 Variable 3.76838000 N N N N N N REGIONALCARE HO 8.25% 05/01/23 N/A REGIONALCARE HOSPITAL PR REGD 144A P/P 8.25000000 75915QAC2 880000.00000000 NS USD 936100.00000000 0.485694449442 Long DBT CORP US Y 2 2023-05-01 Fixed 8.25000000 N N N N N N DRMT 2018-3A B1 V/R 08/25/58 N/A DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2018-3A CL B1 V/R REGD 144A P/P 5.00700000 24381KAE4 1250000.00000000 NS USD 1278416.75000000 0.663305116492 Long ABS-CBDO CORP US Y 2 2058-08-25 Variable 5.00700000 N N N N N N APF 2017-A B 3.97% 04/15/29 N/A ACCESS POINT FUNDING I 2017-1 LLC SER 2017-A CL B REGD 144A P/P 3.97000000 00436KAB5 1000000.00000000 NS USD 1007424.00000000 0.522700827940 Long ABS-CBDO CORP US Y 2 2029-04-15 Fixed 3.97000000 N N N N N N URSA RE LTD V/R 12/10/20 549300O8X4DWGDJZ6W59 URSA RE LTD REGD V/R 144A P/P SER C 6.04612500 90323WAG5 250000.00000000 NS USD 248000.00000000 0.128674525650 Long DBT CORP BM Y 2 2020-12-10 Variable 6.04612500 N N N N N N NOVA CHEMICALS 4.875% 06/01/24 N/A NOVA CHEMICALS CORP REGD 144A P/P 4.87500000 66977WAQ2 1600000.00000000 NS USD 1645360.00000000 0.853693215825 Long DBT CORP CA Y 2 2024-06-01 Fixed 4.87500000 N N N N N N GALILEI RE LTD V/R 01/08/20 N/A GALILEI RE LTD REGD V/R 144A P/P SER *** 7.46063000 363543AD1 400000.00000000 NS USD 398160.00000000 0.206584875536 Long DBT CORP BM Y 2 2020-01-08 Variable 7.46063000 N N N N N N N/A N/A CDX 2I667KHC5 05.000 BP 12/20/2024 CHASUS33 LONG N/A 1.00000000 NC -2499604.84000000 -1.29691720605 N/A DCR US N 2 JP MORGAN CHASE & CO N/A iTRAXX Europe Crossover S32 iTRAXX Europe Crossover S32 Y 2024-12-20 -19248249.37000000 EUR 19261616.21000000 EUR 19077625.16707200 EUR -2526338.52000000 N N N DCP MIDSTREAM 3.875% 03/15/23 N/A DCP MIDSTREAM OPERATING REGD 3.87500000 23311VAD9 1515000.00000000 NS USD 1532043.75000000 0.794899204868 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N HTGC 2018-1A 4.605% 03/20/24 N/A HERCULES CAPITAL FUNDING TRUST 2018-1 SER 2018-1A CL A REGD 144A P/P 4.60500000 42710VAA2 500000.00000000 NS USD 506429.50000000 0.262760385838 Long ABS-CBDO CORP US Y 2 2027-11-22 Fixed 4.60500000 N N N N N N T/L ELECTRICAL COM 0% 06/14/25 N/A T/L ELECTRICAL COMPONENTS INTERNATIONAL INC REGD 0.00000000 29279EAB8 206063.60000000 NS USD 189578.51000000 0.098362600192 Long LON CORP US N 2 2025-06-14 Fixed 0.00000000 N N N N N N BMIR 2018-2A B1 V/R 08/25/28 N/A BELLEMEADE RE 2018-2 LTD SER 2018-2A CL B1 V/R REGD 144A P/P 4.66838000 07877DAD8 235000.00000000 NS USD 235687.35000000 0.122286120819 Long ABS-CBDO CORP BM Y 2 2028-08-25 Variable 4.66838000 N N N N N N N/A N/A CDX HY 30 V1 05.000 NA 06/20/2023 JPMCL FIXED N/A 1.00000000 NC USD 1497574.85000000 0.777015054234 N/A DCR US N 2 CITIBANK N/A CITIBANK N/A CDX HY 30 CDX HY 30 Y 2023-06-20 -9840000.00000000 USD 10453425.60000000 USD 9840000.00000000 USD 144782.59000000 N N N NATIONSTAR MORT/ 6.5% 06/01/22 N/A NATIONSTAR MORT/CAP CORP REGD 6.50000000 63860UAL4 1425000.00000000 NS USD 1425000.00000000 0.739359673597 Long DBT CORP US N 2 2022-06-01 Fixed 6.50000000 N N N N N N BAUSCH HEALTH CO 6.5% 03/15/22 B3BS7ACMDUWISF18KY76 BAUSCH HEALTH COS INC REGD 144A P/P 6.50000000 91911KAJ1 900000.00000000 NS USD 930375.00000000 0.482724039525 Long DBT CORP US Y 2 2022-03-15 Fixed 6.50000000 N N N N N N UBS AG STAMFOR 7.625% 08/17/22 N/A UBS AG STAMFORD CT REGD 7.62500000 90261AAB8 2000000.00000000 NS USD 2257400.00000000 1.171249492757 Long DBT CORP US N 2 2022-08-17 Fixed 7.62500000 N N N N N N HCA INC 5.625% 09/01/28 N/A HCA INC REGD 5.62500000 404121AJ4 1265000.00000000 NS USD 1409589.50000000 0.731363952720 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N PANGAEA RE SERIE 0% 11/30/20 N/A PANGAEA RE SERIES 2016-1 PRINCIPAL-AT-RISK NOTES /BNR27FFP4/ 0.00000000 N/A 1000000.00000000 NS USD 2743.55000000 0.001423487882 Long DBT CORP BM N 3 2020-11-30 Fixed 0.00000000 N N N N N N MDCP 2018-2A 5.584% 07/20/24 N/A ELM 2018-2 TRUST SER 2018-2A CL B REGD 144A P/P 5.58400000 289333AC0 1500000.00000000 NS USD 1526210.25000000 0.791872499846 Long ABS-CBDO CORP US Y 2 2027-10-20 Fixed 5.58400000 N N N N N N T/L NAVIOS MARITIM 0% 09/14/20 N/A T/L NAVIOS MARITIME PARTNERS L P REGD 0.00000000 N/A 276697.87000000 NS USD 276467.38000000 0.143444794271 Long LON CORP MH N 2 2020-09-14 Fixed 0.00000000 N N N N N N URSA RE LTD V/R 12/10/20 549300O8X4DWGDJZ6W59 URSA RE LTD REGD V/R 144A P/P SER D 7.33612500 90323WAH3 250000.00000000 NS USD 246200.00000000 0.127740597641 Long DBT CORP BM Y 2 2020-12-10 Variable 7.33612500 N N N N N N T/L KAR AUCTION S 0% 09/11/26 5493004HKD20LBSG7D03 T/L KAR AUCTION SERVICES INC REGD 0.00000000 48562RAL3 296859.07000000 NS USD 299178.13000000 0.155228241785 Long LON CORP US N 2 2026-09-11 Fixed 0.00000000 N N N N N N ENGS 2016-1A D 5.22% 01/22/21 N/A ENGS COMMERCIAL FINANCE TRUST 2016-1 SER 2016-1A CL D REGD 144A P/P 5.22000000 29332JAE6 800000.00000000 NS USD 797970.00000000 0.414025851748 Long ABS-CBDO CORP US Y 2 2024-01-22 Fixed 5.22000000 N N N N N N STACR 2018-HQA2 V/R 10/25/48 N/A FREDDIE MAC STACR TRUST 2018-HQA2 SER 2018-HQA2 CL B2 V/R REGD 144A P/P 13.01838000 35563XBE1 2510000.00000000 NS USD 3149842.67000000 1.634292384825 Long ABS-CBDO CORP US Y 2 2048-10-25 Variable 13.01838000 N N N N N N ROYAL BK SCOTLND GR V/R /PERP/ N/A ROYAL BK SCOTLND GRP PLC REGD V/R /PERP/ 8.62500000 780097BB6 1000000.00000000 NS USD 1070850.00000000 0.555609337875 Long DBT CORP GB N 2 2168-09-30 Variable 8.62500000 N N N N N N STACR 2018-HQA2 V/R 10/25/48 N/A FREDDIE MAC STACR TRUST 2018-HQA2 SER 2018-HQA2 CL M2 V/R REGD 144A P/P 4.31838000 35563XAH5 350000.00000000 NS USD 353984.12000000 0.183664269068 Long ABS-CBDO CORP US Y 2 2048-10-25 Variable 4.31838000 N N N N N N ENLINK MIDSTREA 4.15% 06/01/25 88CPW63VL7KHJWS0NY83 ENLINK MIDSTREAM PARTNER REGD 4.15000000 29336UAE7 2940000.00000000 NS USD 2726850.00000000 1.414823105930 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N TARGA RESOURCES 6.5% 07/15/27 N/A TARGA RESOURCES PARTNERS REGD 144A P/P 6.50000000 87612BBK7 327000.00000000 NS USD 356786.43000000 0.185118244511 Long DBT CORP US Y 2 2027-07-15 Fixed 6.50000000 N N N N N N FCRT 2018-2 E 5.5% 10/15/24 N/A FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2018-2 SER 2018-2 CL E REGD 144A P/P 5.50000000 35105MAG6 1500000.00000000 NS USD 1569491.55000000 0.814328954472 Long ABS-CBDO CORP US Y 2 2024-10-15 Fixed 5.50000000 N N N N N N PANGAEA 2017-1 V/R 11/30/21 N/A PANGAEA 2017-1 V/R 931DSDII0 BNR30QU11 0.00000000 N/A 1000000.00000000 NS USD 16100.00000000 0.008353467189 Long DBT CORP BM N 3 2021-11-30 Variable 0.00000000 N N N N N N FCRT 2018-2 F 6.48% 06/15/26 N/A FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2018-2 SER 2018-2 CL F REGD 144A P/P 6.48000000 35105MAH4 500000.00000000 NS USD 518400.45000000 0.268971500003 Long ABS-CBDO CORP US Y 2 2026-06-15 Fixed 6.48000000 N N N N N N CLEARWAY ENERGY 5.75% 10/15/25 N/A CLEARWAY ENERGY OP LLC REGD 144A P/P 5.75000000 18539UAA3 1443000.00000000 NS USD 1518757.50000000 0.788005648753 Long DBT CORP US Y 2 2025-10-15 Fixed 5.75000000 N N N N N N T/L CONSTELLIS GR 0% 04/21/24 N/A T/L CONSTELLIS GROUP INC REGD 0.00000000 21038KAE7 977500.00000000 NS USD 586500.00000000 0.304304876186 Long LON CORP US N 2 2024-04-21 Fixed 0.00000000 N N N N N N KANE SAC LTD VAR 0% 7/1/2019 N/A KANE SAC LIMITED VARIABLE NOTE REGD 0.00000000 N/A 700000.00000000 NS USD 11900.00000000 0.006174301835 Long DBT CORP BM N 3 2020-07-01 Fixed 0.00000000 N N N N N N PROG 2018-SFR 4.656% 08/17/23 N/A PROGRESS RESIDENTIAL 2018-SFR2 TRUST SER 2018-SFR2 CL E REGD 144A P/P 4.65600000 74332UAJ6 2500000.00000000 NS USD 2577286.50000000 1.337222249409 Long ABS-CBDO CORP US Y 2 2035-08-17 Fixed 4.65600000 N N N N N N T/L TPF II POWER 0% 10/02/2023 N/A T/L TPF II POWER LLC TL B 0.00000000 87264NAB3 541783.77000000 NS USD 544303.06000000 0.282411040547 Long LON CORP US N 2 2023-10-02 Fixed 0.00000000 N N N N N N VIRIBUS RE 2019 0.0% 12/31/22 N/A VIRIBUS RE 2019 REGD ZCP /BNR492XD4/ 0.00000000 N/A 106153.00000000 NS USD 123254.25000000 0.063950331262 Long DBT CORP BM N 3 2022-12-31 Fixed 0.00000000 N N N N N N EMIR 2019-1 M1B V/R 04/25/29 N/A EAGLE RE 2019-1 LTD SER 2019-1 CL M1B V/R REGD 144A P/P 3.81838000 269822AB8 770000.00000000 NS USD 772946.48000000 0.401042426078 Long ABS-CBDO CORP US Y 2 2029-04-25 Variable 3.81838000 N N N N N N GSMS 2018-HART B V/R 10/15/20 N/A GS MORTGAGE SECURITIES TRUST 2018-HART SER 2018-HART CL B V/R REGD 144A P/P 3.32750000 36259DAG8 500000.00000000 NS USD 500517.65000000 0.259693029006 Long ABS-CBDO CORP US Y 2 2031-10-15 Variable 3.32750000 N N N N N N HCA INC 5.875% 02/01/29 N/A HCA INC REGD 5.87500000 404119BW8 76000.00000000 NS USD 85365.48000000 0.044291784862 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N TERVITA CORP 7.625% 12/01/21 N/A TERVITA CORP REGD 144A P/P 7.62500000 88158UAA6 1200000.00000000 NS USD 1219500.00000000 0.632736225931 Long DBT CORP CA Y 2 2021-12-01 Fixed 7.62500000 N N N N N N AMERICAN MIDSTRE 9.5% 12/15/21 N/A AMERICAN MIDSTREAM PTR/F REGD 144A P/P 9.50000000 02753GAA7 900000.00000000 NS USD 846000.00000000 0.438946164114 Long DBT CORP US Y 2 2021-12-15 Fixed 9.50000000 N N N N N N ARDAGH PKG FIN 4.625% 05/15/23 N/A ARDAGH PKG FIN/HLDGS USA REGD 144A P/P 4.62500000 03969AAH3 1000000.00000000 NS USD 1023750.00000000 0.531171554979 Long DBT CORP IE Y 2 2023-05-15 Fixed 4.62500000 N N N N N N DELL INT LLC / 4.42% 06/15/21 N/A DELL INT LLC / EMC CORP REGD 144A P/P 4.42000000 25272KAD5 2375000.00000000 NS USD 2448881.00000000 1.270599197782 Long DBT CORP US Y 2 2021-06-15 Fixed 4.42000000 N N N N N N GECMS 1997-HE1 A V/R 03/25/27 N/A GE MORTGAGE SERVICES LLC SER 1997-HE1 CL A4 V/R REGD 7.78000000 36157T4E8 104211.75000000 NS USD 20620.83000000 0.010699094833 Long ABS-CBDO CORP US N 2 2027-03-25 Variable 7.78000000 N N N N N N T/L ALBANY 0% MOLEC 08/30/2024 N/A T/L ALBANY MOLECULAR RESEARCH INC REGD 0.00000000 N/A 980000.00000000 NS USD 965300.00000000 0.500844837139 Long LON CORP US N 2 2024-08-30 Fixed 0.00000000 N N N N N N HOOTY 2014-1A 4.846% 08/20/21 N/A HOA FUNDING LLC SER 2014-1A CL A2 REGD 144A P/P 4.84600000 40433JAA9 900000.00000000 NS USD 904482.00000000 0.469289485119 Long ABS-CBDO CORP US Y 2 2044-08-20 Fixed 4.84600000 N N N N N N WFRBS 2013-C12 D V/R 03/15/48 N/A WFRBS COMMERCIAL MORTGAGE TRUST 2013-C12 SER 2013-C12 CL D V/R REGD 144A P/P 4.54844600 92937FAU5 200000.00000000 NS USD 200798.48000000 0.104184069215 Long ABS-CBDO CORP US Y 2 2048-03-15 Variable 4.54844600 N N N N N N VERSUTUS 2018 0.0% 12/31/21 N/A VERSUTUS 2018 ZCP REGD /BNR3MF0E6/ 0.00000000 N/A 1500000.00000000 NS USD 0.00000000 0.000000 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N PSTAT 2018-1A D V/R 04/15/26 N/A PALMER SQUARE LOAN FUNDING 2018-1 LTD SER 2018-1A CL D V/R REGD 144A P/P 6.25338000 69700FAA2 650000.00000000 NS USD 622205.35000000 0.322830557534 Long ABS-CBDO CORP KY Y 2 2026-04-15 Variable 6.25338000 N N N N N N BXGNT 2018-A C 4.44% 02/02/34 N/A BXG RECEIVABLES NOTE TRUST 2018-A SER 2018-A CL C REGD 144A P/P 4.44000000 05607UAC3 411523.62000000 NS USD 425257.81000000 0.220644544278 Long ABS-CBDO CORP US Y 2 2034-02-02 Fixed 4.44000000 N N N N N N US TREAS BDS 2.5% 02/15/46 N/A UNITED STATES TREASURY BOND 2.50000000 912810RQ3 9000000.00000000 NS USD 9689765.58000000 5.027524151908 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N BAUSCH HEALTH COS 7% 03/15/24 B3BS7ACMDUWISF18KY76 BAUSCH HEALTH COS INC REGD 144A P/P 7.00000000 91911KAK8 1250000.00000000 NS USD 1313700.00000000 0.681611791723 Long DBT CORP US Y 2 2024-03-15 Fixed 7.00000000 N N N N N N ARTEX SAC LTD BER 0% 12/31/21 N/A ARTEX SAC LIMITED BERWICK RE 2018-1 /BNR3N2962/ 0.00000000 N/A 41791.00000000 NS USD 6674.02000000 0.003462807893 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N T/L FILTRATION GRO 0% 03/29/25 N/A T/L FILTRATION GROUP CORPORATION REGD 0.00000000 N/A 480238.64000000 NS USD 481989.59000000 0.250079765571 Long LON CORP US N 2 2025-03-29 Fixed 0.00000000 N N N N N N MSBT 2019-25 A V/R 02/14/21 N/A BTH-25 MORTGAGE-BACKED SECURITIES TRUST SER 2019-25 4.99888000 05588AAA4 500000.00000000 NS USD 500990.10000000 0.259938159166 Long ABS-CBDO CORP US N 2 2020-02-14 Variable 4.99888000 N N N N N N CAS 2019-R03 1B1 V/R 09/25/31 N/A CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 SER 2019-R03 CL 1B1 V/R REGD 144A P/P 6.11838000 20753MAE8 1000000.00000000 NS USD 1073535.10000000 0.557002499039 Long ABS-CBDO CORP US Y 2 2031-09-25 Variable 6.11838000 N N N N N N MSBAM 2014-C17 D V/R 07/15/24 N/A MORGAN STANLEY BANK OF AMERICA MERR SER 2014-C17 CL D V/R REGD 144A P/P 4.90258400 61763UAE2 500000.00000000 NS USD 488665.25000000 0.253543424378 Long ABS-CBDO CORP US Y 2 2047-08-15 Variable 4.90258400 N N N N N N PROG 2018-SFR 5.368% 10/17/23 N/A PROGRESS RESIDENTIAL 2018-SFR3 TRUST SER 2018-SFR3 CL F REGD 144A P/P 5.36800000 74331MAF3 2510000.00000000 NS USD 2600862.75000000 1.349454760640 Long ABS-CBDO CORP US Y 2 2035-10-17 Fixed 5.36800000 N N N N N N CANTOR FITZGER 7.875% 10/15/19 549300RLUEEVQEMX0450 CANTOR FITZGERALD LP REGD 144A P/P 7.87500000 138616AA5 695000.00000000 NS USD 696379.50000000 0.361315733207 Long DBT CORP US Y 2 2019-10-15 Fixed 7.87500000 N N N N N N PANGAEA 2015-2 0% 11/30/19 N/A PANGAEA 2015-2 ZCP /BNR1QVAF7/ 0.00000000 N/A 2000000.00000000 NS USD 2981.76000000 0.001547082877 Long DBT CORP BM N 3 2019-11-30 Fixed 0.00000000 N N N N N N NEPTUNE ENERGY 6.625% 05/15/25 N/A NEPTUNE ENERGY BONDCO REGD 144A P/P 6.62500000 64073KAA1 1528000.00000000 NS USD 1570020.00000000 0.814603140169 Long DBT CORP GB Y 2 2025-05-15 Fixed 6.62500000 N N N N N N ARTEX SAC LIMITED 0% 12/31/21 N/A ARTEX SAC LIMITED CARNOUSTIE RE 2018 0% 0.00000000 N/A 250000.00000000 NS USD 24950.00000000 0.012945279899 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N AXIS 2018-2A F 7.39% 06/22/26 N/A AMUR EQUIPMENT FINANCE RECEIVABLES VI LLC SER 2018-2A CL F REGD 144A P/P 7.39000000 03237JAG2 1667000.00000000 NS USD 1736811.29000000 0.901142616474 Long ABS-CBDO CORP US Y 2 2026-06-22 Fixed 7.39000000 N N N N N N PANGAEA RE SERIES 0% 2/1/19 N/A PANGAEA RE SERIES 2015-1 PRINCIPAL-AT-RISK NOTES /BNR1F68C4/ 0.00000000 N/A 2000000.00000000 NS USD 2616.36000000 0.001357495491 Long DBT CORP BM N 3 2020-02-01 Fixed 0.00000000 N N N N N N BOMBARDIER INC 7.5% 12/01/24 W7L3VLU8EHQY34Z36697 BOMBARDIER INC REGD 144A P/P 7.50000000 097751BR1 950000.00000000 NS USD 950000.00000000 0.492906449065 Long DBT CORP CA Y 2 2024-12-01 Fixed 7.50000000 N N N N N N CYPRESS 2017 0% 1/10/20 N/A CYPRESS 2017 ARTEX SAC LIMITED ZCP /BNR310MG3//931DSKII4/ 0.00000000 N/A 250000.00000000 NS USD 4550.00000000 0.002360762466 Long DBT CORP BM N 3 2020-01-10 Fixed 0.00000000 N N N N N N FREEDOM MORTGAG 8.25% 04/15/25 549300LYRWPSYPK6S325 FREEDOM MORTGAGE CORP REGD 144A P/P 8.25000000 35640YAB3 1600000.00000000 NS USD 1468000.00000000 0.761670176029 Long DBT CORP US Y 2 2025-04-15 Fixed 8.25000000 N N N N N N T/L RACKSPACE HOST 0% 11/03/23 N/A T/L RACKSPACE HOSTING INC REGD 0.00000000 N/A 415897.27000000 NS USD 382365.55000000 0.198389942626 Long LON CORP US N 2 2023-11-03 Fixed 0.00000000 N N N N N N SPRINT CAPITAL 6.875% 11/15/28 N/A SPRINT CAPITAL CORP REGD 6.87500000 852060AD4 1500000.00000000 NS USD 1635300.00000000 0.848473595954 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N T/L ENERGIZER 0% 12/17/25 N/A T/L ENERGIZER HOLDINGS INC. ZCP REGD 0.00000000 N/A 294750.00000000 NS USD 295299.12000000 0.153215621738 Long LON CORP US N 2 2025-12-17 Fixed 0.00000000 N N N N N N CAS 2018-R07 1B1 V/R 04/25/31 N/A CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 SER 2018-R07 CL 1B1 V/R REGD 144A P/P 6.36838000 20753QAF6 1000000.00000000 NS USD 1077662.60000000 0.559144047848 Long ABS-CBDO CORP US Y 2 2031-04-25 Variable 6.36838000 N N N N N N IMTT 2017-APTS D V/R 06/15/19 N/A IMT TRUST 2017-APTS SER 2017-APTS CL DFL V/R REGD 144A P/P 3.57750000 44974AAL1 750000.00000000 NS USD 749765.03000000 0.389014756390 Long ABS-CBDO CORP US Y 2 2034-06-15 Variable 3.57750000 N N N N N N GMSL 2004-A B3 5.25% 11/25/32 N/A GLOBAL MORTGAGE SECURITIZATION LTD SER 2004-A CL B3 REGD 144A P/P 5.25000000 378961AH9 84162.17000000 NS USD 0.84000000 0.000000435833 Long ABS-CBDO CORP KY Y 2 2032-11-25 Fixed 5.25000000 N N N N N N T/L AVAST HOLDING 0% 09/29/23 N/A T/L AVAST HOLDING B V REGD 0.00000000 N/A 338920.84000000 NS USD 341277.36000000 0.177071380698 Long LON CORP NL N 2 2023-09-29 Fixed 0.00000000 N N N N N N SUNOCO LP/FINA 4.875% 01/15/23 N/A SUNOCO LP/FINANCE CORP REGD SER WI 4.87500000 86765LAJ6 2525000.00000000 NS USD 2591281.25000000 1.344483409965 Long DBT CORP US N 2 2023-01-15 Fixed 4.87500000 N N N N N N VEROS 2018-1 C 4.65% 02/15/24 N/A VEROS AUTOMOBILE RECEIVABLES TRUST 2018-1 SER 2018-1 CL C REGD 144A P/P 4.65000000 92511AAC0 750000.00000000 NS USD 765908.70000000 0.397390881710 Long ABS-CBDO CORP US Y 2 2024-02-15 Fixed 4.65000000 N N N N N N TAH 2017-SFR1 5.151% 09/17/22 N/A TRICON AMERICAN HOMES 2017-SFR1 TRUST SER 2017-SFR1 CL F REGD 144A P/P 5.15100000 89613DAF0 1000000.00000000 NS USD 1034006.20000000 0.536492973003 Long ABS-CBDO CORP US Y 2 2034-09-17 Fixed 5.15100000 N N N N N N JPMDB 2016-C4 D V/R 11/15/26 N/A JPMDB COMMERCIAL MORTGAGE SECURITIES TRU SER 2016-C4 CL D V/R REGD 144A P/P 3.21958000 46646RAB9 300000.00000000 NS USD 276791.22000000 0.143612818297 Long ABS-CBDO CORP US Y 2 2049-12-15 Variable 3.21958000 N N N N N N VERSUTUS LTD V/R 11/30/21 N/A VERSUTUS LTD SEGREGATED ACCOUNT VERSUTUS SERIES 2017 ACCOUNT A-1 NOTE /RESTRICTED/ 0.00000000 N/A 1500000.00000000 NS USD 19350.00000000 0.010039726094 Long DBT CORP BM N 3 2021-11-30 Variable 0.00000000 N N N N N N T/L BUILDERS FIRST 0% 02/29/24 N/A T/L BUILDERS FIRSTSOURCE INC REGD 0.00000000 N/A 304124.42000000 NS USD 305236.60000000 0.158371672242 Long LON CORP US N 2 2024-02-29 Fixed 0.00000000 N N N N N N GMAT 2013-1A M V/R 11/25/43 N/A GMAT 2013-1 TRUST SER 2013-1A CL M V/R REGD 144A P/P 5.00000000 36198GAB6 570000.00000000 NS USD 348287.44000000 0.180708552952 Long ABS-CBDO CORP US Y 2 2043-11-25 Variable 5.00000000 N N N N N N ROSY 2018-1 A1 6.25% 12/15/22 N/A ROSY 2018-1 SER 2018-1 CL A1 REGD 144A P/P 6.25000000 77862UAA6 500000.00000000 NS USD 502500.00000000 0.260721569110 Long ABS-CBDO CORP US Y 3 2025-12-15 Fixed 6.25000000 N N N N N N FLY LEASING LT 6.375% 10/15/21 549300LI58A0MHGHTZ98 FLY LEASING LTD REGD 6.37500000 34407DAB5 400000.00000000 NS USD 407000.00000000 0.211171499757 Long DBT CORP IE N 2 2021-10-15 Fixed 6.37500000 N N N N N N PSTAT 2018-1A C V/R 04/15/26 N/A PALMER SQUARE LOAN FUNDING 2018-1 LTD SER 2018-1A CL C V/R REGD 144A P/P 4.15338000 69700EAG2 650000.00000000 NS USD 621177.70000000 0.322297362468 Long ABS-CBDO CORP KY Y 2 2026-04-15 Variable 4.15338000 N N N N N N T/L ELDORADO RESOR 0% 04/17/24 N/A T/L ELDORADO RESORTS INC REGD 0.00000000 N/A 458663.80000000 NS USD 458564.27000000 0.237925564204 Long LON CORP US N 2 2024-04-17 Fixed 0.00000000 N N N N N N GMSL 2004-A B2 5.25% 11/25/32 N/A GLOBAL MORTGAGE SECURITIZATION LTD SER 2004-A CL B2 REGD 144A P/P 5.25000000 378961AG1 178920.41000000 NS USD 17303.54000000 0.008977922587 Long ABS-CBDO CORP KY Y 2 2032-11-25 Fixed 5.25000000 N N N N N N CREDIT SUISSE GROUP V/R /PERP/ 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG REGD V/R /PERP/ REG S 7.12500000 H3698DCA0 1955000.00000000 NS USD 2079631.25000000 1.079014373476 Long DBT CORP CH N 2 2168-07-29 Variable 7.12500000 N N N N N N CHENIERE CORP 5.875% 03/31/25 N/A CHENIERE CORP CHRISTI HD REGD SER WI 5.87500000 16412XAC9 1390000.00000000 NS USD 1546555.70000000 0.802428714072 Long DBT CORP US N 2 2025-03-31 Fixed 5.87500000 N N N N N N T/L VISTRA OPERAT 0% 08/04/23 N/A T/L VISTRA OPERATION COMPANY LLC REGD 0.00000000 87239PAD6 666528.20000000 NS USD 669444.26000000 0.347340413730 Long LON CORP US N 2 2023-08-04 Fixed 0.00000000 N N N N N N STACR 2019-HQA2 V/R 04/25/49 N/A FREDDIE MAC STACR TRUST 2019-HQA2 SER 2019-HQA2 CL B1 V/R REGD 144A P/P 6.11838000 35564MBD6 180000.00000000 NS USD 190491.28000000 0.098836189897 Long ABS-CBDO CORP US Y 2 2049-04-25 Variable 6.11838000 N N N N N N WLAKE 2018-3A E 4.9% 12/15/23 N/A WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 SER 2018-3A CL E REGD 144A P/P 4.90000000 96042GAN2 2750000.00000000 NS USD 2846167.23000000 1.476730718721 Long ABS-CBDO CORP US Y 2 2023-12-15 Fixed 4.90000000 N N N N N N STANDARD INDUS 5.375% 11/15/24 N/A STANDARD INDUSTRIES INC REGD 144A P/P 5.37500000 120111BM0 1520000.00000000 NS USD 1565600.00000000 0.812309828059 Long DBT CORP US Y 2 2024-11-15 Fixed 5.37500000 N N N N N N BX 2018-IND D V/R 10/15/20 N/A BX COMMERCIAL MORTGAGE TRUST 2018-IND SER 2018-IND CL D V/R REGD 144A P/P 3.32750000 056059AL2 392639.34000000 NS USD 392885.33000000 0.203848118842 Long ABS-CBDO CORP US Y 2 2035-11-15 Variable 3.32750000 N N N N N N LIMESTONE RE LTD ZCP 08/31/21 5493004PN8HGYC184A27 LIMESTONE RE LTD REGD ZCP P/P SER _ 0.00000000 G5488XAA8 12000.00000000 NS USD 26484.00000000 0.013741194102 Long DBT CORP BM N 3 2021-08-31 Fixed 0.00000000 N N N N N N ARTEX SAC LTD 0% 2/1/19 N/A ARTEX SAC LTD FORMERLY KANE SAC LTD ARLINGTON 2015 ZCP REGD /BNR1QGF08/ 0.00000000 N/A 500000.00000000 NS USD 24300.00000000 0.012608028118 Long DBT CORP BM N 3 2020-02-01 Fixed 0.00000000 N N N N N N KB HOME 7% 12/15/21 549300LGUCWQURMWLG09 KB HOME REGD 7.00000000 48666KAT6 2190000.00000000 NS USD 2359287.00000000 1.224113449995 Long DBT CORP US N 2 2021-12-15 Fixed 7.00000000 N N N N N N LIBERTY MUTUAL 7.697% 10/15/97 N/A LIBERTY MUTUAL INSURANCE REGD 144A P/P 7.69700000 53079QAD9 100000.00000000 NS USD 149454.28000000 0.077544187844 Long DBT CORP US Y 2 2097-10-15 Fixed 7.69700000 N N N N N N URSA RE LTD V/R 05/27/20 549300O8X4DWGDJZ6W59 URSA RE LTD REGD V/R 144A P/P SER B 5.39431200 90323WAE0 250000.00000000 NS USD 247825.00000000 0.128583727094 Long DBT CORP BM Y 2 2020-05-27 Variable 5.39431200 N N N N N N NETFLIX INC SR 4.375% 11/15/26 549300Y7VHGU0I7CE873 NETFLIX INC REGD 4.37500000 64110LAN6 1000000.00000000 NS USD 1013050.00000000 0.525619871816 Long DBT CORP US N 2 2026-11-15 Fixed 4.37500000 N N N N N N KANE SAC - CARNOU V/R 11/30/20 N/A KANE SAC - CARNOUSTIE 2016 N VARIABLE REGD /BNR27RJF6/ 0.00000000 N/A 500000.00000000 NS USD 13500.00000000 0.007004460065 Long DBT CORP BM N 3 2020-11-30 Variable 0.00000000 N N N N N N FIXED INCOME TR S/UP 10/15/97 N/A FIXED INCOME TR SERIES A REGD S/UP 144A P/P 7.69700000 33834EAA0 1000000.00000000 NS USD 1494542.80000000 0.775441878446 Long DBT CORP US Y 3 2097-10-15 Variable 7.69700000 N N N N N N SLIDE 2018-FUN B V/R 06/15/21 N/A SLIDE 2018-FUN SER 2018-FUN CL B V/R REGD 144A P/P 3.27750000 831350AG8 1459731.54000000 NS USD 1459264.72000000 0.757137885664 Long ABS-CBDO CORP US Y 2 2031-06-15 Variable 3.27750000 N N N N N N US T BILL ZCP 10/15/19 N/A UNITED STATES TREASURY BILL ZCP 0.00000000 912796VZ9 8500000.00000000 PA USD 8494397.06000000 4.407308517679 Long STIV UST US N 2 2019-10-15 Fixed 0.00000000 N N N N N N US TREAS NTS 2.125% 12/31/22 N/A UNITED STATES TREASURY NOTE 2.12500000 912828N30 10000000.00000000 NS USD 10170703.10000000 5.277058052124 Long DBT UST US N 2 2022-12-31 Fixed 2.12500000 N N N N N N CAS 2018-R07 1M2 V/R 04/25/31 N/A CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 SER 2018-R07 CL 1M2 V/R REGD 144A P/P 4.41838000 20753QAE9 1000000.00000000 NS USD 1009723.50000000 0.523893920971 Long ABS-CBDO CORP US Y 2 2031-04-25 Variable 4.41838000 N N N N N N CAS 2018-C06 1M2 V/R 03/25/31 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2018-C06 CL 1M2 V/R REGD 4.01838000 30711X3H5 1130000.00000000 NS USD 1134112.86000000 0.588433202801 Long ABS-CBDO CORP US N 2 2031-03-25 Variable 4.01838000 N N N N N N MOLINA HEALTHC 5.375% 11/15/22 549300NQQCEQ46YHZ591 MOLINA HEALTHCARE INC REGD SER WI 5.37500000 60855RAG5 1700000.00000000 NS USD 1802068.00000000 0.935000988267 Long DBT CORP US N 2 2022-11-15 Fixed 5.37500000 N N N N N N BARCLAYS PLC V/R /PERP/ 213800LBQA1Y9L22JB70 BARCLAYS PLC REGD V/R /PERP/ 7.75000000 06738EBA2 1000000.00000000 NS USD 1040670.00000000 0.539950478261 Long DBT CORP GB N 2 2167-12-15 Variable 7.75000000 N N N N N N STACR 2019-HQA2 V/R 04/25/49 N/A FREDDIE MAC STACR TRUST 2019-HQA2 SER 2019-HQA2 CL M2 V/R REGD 144A P/P 4.06838000 35564MAH8 150000.00000000 NS USD 150574.83000000 0.078125583972 Long ABS-CBDO CORP US Y 2 2049-04-25 Variable 4.06838000 N N N N N N ONEOK INC 6.875% 09/30/28 2T3D6M0JSY48PSZI1Q41 ONEOK INC REGD 6.87500000 682680AB9 1450000.00000000 NS USD 1801940.78000000 0.934934980311 Long DBT CORP US N 2 2028-09-30 Fixed 6.87500000 N N N N N N TARGA RESOURCE 5.875% 04/15/26 N/A TARGA RESOURCES PARTNERS REGD 5.87500000 87612BBJ0 1475000.00000000 NS USD 1563057.50000000 0.810990654747 Long DBT CORP US N 2 2026-04-15 Fixed 5.87500000 N N N N N N T/L NN INC 0% 10/19/2022 N/A T/L NN INC REGD 0.00000000 N/A 440506.82000000 NS USD 434587.29000000 0.225485134655 Long LON CORP US N 2 2022-10-19 Fixed 0.00000000 N N N N N N N/A N/A CDX ITRAXX 05.000 NA 06/20/2022 JPMCL FIXED N/A 1.00000000 NC 2066694.46000000 1.072302134296 N/A DCR US N 2 CITIBANK N/A CDX ITRAXX CDX ITRAXX Y 2022-06-20 -9957039.40000000 EUR 11104716.30000000 EUR 9680430.70082600 EUR -283073.57000000 N N N P/O S P 500 INDE DEC 2650.00 N/A PUT OPTION ON S P 500 INDEX DEC 2650.00 0.00000000 991998SG1 35.00000000 NC USD 73955.00000000 0.038371469937 N/A DE CORP US N 1 CITIGROUP GLOBAL MARKETS LIMIT N/A Put Written P/O S P 500 INDE DEC 2650.00 1313955 3500.00000000 USD 2650.00000000 USD 2019-12-20 XXXX -98385.00000000 N N N RESIDENTIAL RE 17 V/R 12/06/21 N/A RESIDENTIAL RE 17 LTD REGD V/R 144A P/P 7.71062500 76118XAF3 250000.00000000 NS USD 249925.00000000 0.129673309771 Long DBT CORP KY Y 2 2021-12-06 Variable 7.71062500 N N N N N N ARTEX SAC LTD CAR V/R 12/31/17 N/A CARNOUSTIE 2017 V/R 931DSHII1 BNR30WD58 0.00000000 N/A 500000.00000000 NS USD 127100.00000000 0.065945694395 Long DBT CORP BM N 3 2021-11-30 Variable 0.00000000 N N N N N N CAS 2018-C05 1B1 V/R 01/25/31 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2018-C05 CL 1B1 V/R REGD 6.26838000 30711XY32 1000000.00000000 NS USD 1086392.10000000 0.563673339266 Long ABS-CBDO CORP US N 2 2031-01-25 Variable 6.26838000 N N N N N N T/L OUTFRONT MEDIA 0% 03/18/24 N/A T/L OUTFRONT MEDIA CAPITAL LLC REGD 0.00000000 N/A 462686.57000000 NS USD 465867.54000000 0.241714857764 Long LON CORP US N 2 2024-03-18 Fixed 0.00000000 N N N N N N ACER 2016-2A E 6.79% 05/11/20 N/A ASCENTIUM EQUIPMENT RECEIVABLES 2016-2 TRUST SER 2016-2A CL E REGD 144A P/P 6.79000000 04364UAG0 1200000.00000000 NS USD 1219524.00000000 0.632748678305 Long ABS-CBDO CORP US Y 2 2024-10-10 Fixed 6.79000000 N N N N N N EDEN RE II LTD ZCP 03/22/22 549300LKX8PCP3SC3F42 EDEN RE II LTD REGD ZCP 144A P/P SER A 0.00000000 27954GAA1 25000.00000000 NS USD 56035.11000000 0.029073754834 Long ABS-CBDO CORP BM Y 3 2022-03-22 Fixed 0.00000000 N N N N N N T/L BEACON ROOF 0% 01/02/2025 N/A T/L BEACON ROOFING SUPPLY ZCP REGD 0.00000000 N/A 295500.00000000 NS USD 295214.55000000 0.153171742687 Long LON CORP US N 2 2025-01-02 Fixed 0.00000000 N N N N N N WFCM 2016-BNK1 D 3% 08/15/49 N/A WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 SER 2016-BNK1 CL D REGD 144A P/P 3.00000000 95000GAJ3 750000.00000000 NS USD 627947.33000000 0.325809777505 Long ABS-CBDO CORP US Y 2 2049-08-15 Fixed 3.00000000 N N N N N N INTOW 2016-1A 6.414% 11/15/23 N/A INSITE ISSUER LLC SER 2016-1A CL C REGD 144A P/P 6.41400000 45780KAF3 200000.00000000 NS USD 208412.58000000 0.108134636577 Long ABS-CBDO CORP US Y 2 2046-11-15 Fixed 6.41400000 N N N N N N KABB 2019-1 C 4.611% 03/15/22 N/A KABBAGE FUNDING LLC SER 2019-1 CL C REGD 144A P/P 4.61100000 48283PAG6 700000.00000000 NS USD 708126.72000000 0.367410765308 Long ABS-CBDO CORP US Y 2 2024-03-15 Fixed 4.61100000 N N N N N N WELLCARE HEALTH 5.25% 04/01/25 529900JCT1MMTWHZ5P23 WELLCARE HEALTH PLANS REGD 5.25000000 94946TAC0 1190000.00000000 NS USD 1239087.50000000 0.642899178638 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N DIAMOND SPORTS 6.625% 08/15/27 N/A DIAMOND SPORTS GR/DIAMON REGD 144A P/P 6.62500000 25277LAC0 1434000.00000000 NS USD 1487775.00000000 0.771930412903 Long DBT CORP US Y 2 2027-08-15 Fixed 6.62500000 N N N N N N VISTRA OPERATI 5.625% 02/15/27 N/A VISTRA OPERATIONS CO LLC REGD 144A P/P 5.62500000 92840VAB8 1345000.00000000 NS USD 1416352.25000000 0.734872798076 Long DBT CORP US Y 2 2027-02-15 Fixed 5.62500000 N N N N N N CIGAR 2019-1A 4.85% 05/15/26 N/A CIG AUTO RECEIVABLES TRUST 2019-1 SER 2019-1A CL D REGD 144A P/P 4.85000000 125504AD2 1000000.00000000 NS USD 1021359.50000000 0.529931246699 Long ABS-CBDO CORP US Y 2 2026-05-15 Fixed 4.85000000 N N N N N N SHINY 2017-1A 5.927% 08/28/24 N/A FOUR SEAS LP SER 2017-1A CL A2 REGD 144A P/P 5.92700000 35100LAB4 1800000.00000000 NS USD 1830375.00000000 0.949688043903 Long ABS-CBDO CORP CA Y 2 2027-08-28 Fixed 5.92700000 N N N N N N NCMS 2018-FL1 MC V/R 06/15/35 N/A NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUS SER 2018-FL1 CL MCR1 V/R REGD 144A P/P 4.54510000 63874MAW2 426221.70000000 NS USD 426198.56000000 0.221132651375 Long ABS-CBDO CORP US Y 2 2035-06-15 Variable 4.54510000 N N N N N N T/L UNIVAR USA 0% 07/01/2024 N/A T/L UNIVAR USA INC REGD 0.00000000 N/A 823966.44000000 NS USD 827423.80000000 0.429307923294 Long LON CORP US N 2 2024-07-01 Fixed 0.00000000 N N N N N N MSC 2016-UBS9 D 3% 02/15/26 N/A MORGAN STANLEY CAPITAL I TRUST 2016-UBS9 SER 2016-UBS9 CL D REGD 144A P/P 3.00000000 61766CAV1 260000.00000000 NS USD 241145.42000000 0.125118034400 Long ABS-CBDO CORP US Y 2 2049-03-15 Fixed 3.00000000 N N N N N N T/L SELECT MEDICAL 0% 03/06/25 N/A T/L SELECT MEDICAL CORPORATION 0.00000000 N/A 18143.24000000 NS USD 18171.58000000 0.009428304180 Long LON CORP US N 2 2025-03-06 Fixed 0.00000000 N N N N N N N/A N/A CDX 2I65BRLR9 05.000 BP 12/20/2023 JPMSGB2LXXX FIXED N/A 1.00000000 NC USD 2053325.45000000 1.065365638247 N/A DCR US N 2 JP MORGAN N/A CDX.NA.HY CDX.NA.HY Y 2023-12-20 -18960000.00000000 USD 20137886.20000000 USD 18960000.00000000 USD 325072.58000000 N N N ST. ANDREWS 2017-4 0% 06/01/20 N/A ST. ANDREWS 2017-4 ARTEX SAC LIMITED ZCP /931QWXII2/ /BNR36B755/ 0.00000000 N/A 217248.00000000 NS USD 21377.20000000 0.011091536571 Long DBT CORP BM N 3 2020-06-01 Fixed 0.00000000 N N N N N N T/L USI HOLDINGS 0% 05/16/2024 N/A T/L USI HOLDINGS CORPORATION REGD 0.00000000 N/A 980000.00000000 NS USD 964483.66000000 0.500421280033 Long LON CORP US N 2 2024-05-16 Fixed 0.00000000 N N N N N N SWH 2017-1 E V/R 10/17/19 N/A STARWOOD WAYPOINT HOMES 2017-1 TRUST SER 2017-1 CL E V/R REGD 144A P/P 4.62750000 85572MAE0 1525000.00000000 NS USD 1524994.51000000 0.791241714492 Long ABS-CBDO CORP US Y 2 2035-01-17 Variable 4.62750000 N N N N N N GENESIS ENERGY 6.25% 05/15/26 N/A GENESIS ENERGY LP/FIN REGD 6.25000000 37185LAK8 1500000.00000000 NS USD 1447500.00000000 0.751033773707 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N CONN 2019-A C 5.29% 10/16/23 N/A CONN'S RECEIVABLES FUNDING 2019-A LLC SER 2019-A CL C REGD 144A P/P 5.29000000 20827DAC4 1000000.00000000 NS USD 1009965.10000000 0.524019274864 Long ABS-CBDO CORP US Y 2 2023-10-16 Fixed 5.29000000 N N N N N N N/A N/A CDX NA HY 28 05.000 NA 06/20/2022 XJPM FIXED N/A 1.00000000 NC USD 787529.13000000 0.408608617898 N/A DCR US N 2 JP MORGAN N/A CDX NA HY 28 CDX NA HY 28 Y 2022-06-20 -5557500.00000000 USD 5966913.67000000 USD 5557500.00000000 USD -47959.55000000 N N N KILIMANJARO II RE V/R 04/20/21 N/A KILIMANJARO II RE LTD REGD V/R 144A P/P SER A-1 11.40338000 49407QAA6 250000.00000000 NS USD 249250.00000000 0.129323086767 Long DBT CORP BM Y 2 2021-04-20 Variable 11.40338000 N N N N N N CAS 2018-C04 2M2 V/R 12/25/30 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2018-C04 CL 2M2 V/R REGD 4.56838000 30711XR63 2750000.00000000 NS USD 2797248.30000000 1.451349186007 Long ABS-CBDO CORP US N 2 2030-12-25 Variable 4.56838000 N N N N N N SOCIETE GENERALE V/R /PERP/ O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE REGD V/R /PERP/ 144A P/P 7.37500000 83368JKG4 1020000.00000000 NS USD 1073142.00000000 0.556798539539 Long DBT CORP FR Y 2 2168-03-13 Variable 7.37500000 N N N N N N CZR 2017-VICI 3.531% 10/15/22 N/A CAESARS PALACE LAS VEGAS TRUST 2017-VICI SER 2017-VICI CL A REGD 144A P/P 3.53100000 12770QAA3 1000000.00000000 NS USD 1039544.20000000 0.539366358177 Long ABS-CBDO CORP US Y 2 2034-10-15 Fixed 3.53100000 N N N N N N GALILEI RE LTD V/R 01/08/20 N/A GALILEI RE LTD REGD V/R 144A P/P SER ** 8.64063000 363543AC3 250000.00000000 NS USD 250400.00000000 0.129919762995 Long DBT CORP BM Y 2 2020-01-08 Variable 8.64063000 N N N N N N BLUE LOTUS RE 0.0% 12/31/21 N/A BLUE LOTUS RE ZCP REGD /BNR3ML7U0/ 0.00000000 N/A 250000.00000000 NS USD 269250.00000000 0.139700064642 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N T/L ACADIA HEALTHCA 0% 2/11/22 N/A T/L ADADIA HEALTHCARE COMPANY INC ZCP REGD 0.00000000 N/A 476964.60000000 NS USD 478216.63000000 0.248122169449 Long LON CORP US N 2 2022-02-11 Fixed 0.00000000 N N N N N N GSMS 2018-FBLU B V/R 11/15/20 N/A GS MORTGAGE SECURITIES CORP TRUST 2018-FBLU SER 2018-FBLU CL B V/R REGD 144A P/P 3.22750000 36256FAG6 500000.00000000 NS USD 500153.30000000 0.259503986411 Long ABS-CBDO CORP US Y 2 2035-11-15 Variable 3.22750000 N N N N N N TAYLOR MORR CO 5.875% 04/15/23 N/A TAYLOR MORR COMM/HLDGS REGD 144A P/P 5.87500000 87724LAA3 1500000.00000000 NS USD 1601250.00000000 0.830806791121 Long DBT CORP US Y 2 2023-04-15 Fixed 5.87500000 N N N N N N FCRT 2019-1 F 5.57% 11/16/26 N/A FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2019-1 SER 2019-1 CL F REGD 144A P/P 5.57000000 35105RAH3 500000.00000000 NS USD 509671.70000000 0.264442597722 Long ABS-CBDO CORP US Y 2 2026-11-16 Fixed 5.57000000 N N N N N N VIDEOTRON LTD 5.375% 06/15/24 N/A VIDEOTRON LTD REGD 144A P/P 5.37500000 92660FAG9 1400000.00000000 NS USD 1530410.00000000 0.794051535488 Long DBT CORP CA Y 2 2024-06-15 Fixed 5.37500000 N N N N N N VIRIBUS RE 2018 0% 12/31/21 N/A VIRIBUS RE 2018 ZCP 0.00000000 N/A 250000.00000000 NS USD 79725.00000000 0.041365228054 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N RESIDENTIAL RE 20 V/R 12/06/20 N/A RESIDENTIAL RE 2016 LTD REGD V/R P/P 7.38062500 76118GAE3 250000.00000000 NS USD 248100.00000000 0.128726410540 Long DBT CORP KY Y 2 2023-12-06 Variable 7.38062500 N N N N N N T/L NATURES BOUNTY 0% 09/26/24 N/A T/L NATURES BOUNTY CO THE REGD 0.00000000 18913EAB3 980000.00000000 NS USD 909869.24000000 0.472084648633 Long LON CORP US N 2 2024-09-26 Fixed 0.00000000 N N N N N N SCFET 2019-1A 5.49% 04/20/30 N/A SCF EQUIPMENT LEASING 2019-1 LLC SER 2019-1A CL E REGD 144A P/P 5.49000000 78397AAF1 970055.21000000 NS USD 991807.73000000 0.514598343526 Long ABS-CBDO CORP US Y 2 2030-04-20 Fixed 5.49000000 N N N N N N CAS 2017-C02 2B1 V/R 09/25/29 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2017-C02 CL 2B1 V/R REGD 7.51838000 30711XGQ1 890000.00000000 NS USD 1039241.16000000 0.539209126208 Long ABS-CBDO CORP US N 2 2029-09-25 Variable 7.51838000 N N N N N N GMSL 2005-A B2 5.25% 04/25/32 N/A GLOBAL MORTGAGE SECURITIZATION LTD SER 2005-A CL B2 REGD P/P 5.25000000 378961AV8 226136.30000000 NS USD 177006.56000000 0.091839657843 Long ABS-CBDO CORP KY Y 2 2032-04-25 Fixed 5.25000000 N N N N N N LEVEL 3 FINANC 5.375% 05/01/25 N/A LEVEL 3 FINANCING INC REGD SER WI 5.37500000 527298BH5 1520000.00000000 NS USD 1574400.80000000 0.816876113403 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N BX 2017-APPL C V/R 07/15/34 N/A BX TRUST 2017-APPL SER 2017-APPL CL C V/R REGD 144A P/P 3.42750000 12433PAJ5 850000.00000000 NS USD 850017.17000000 0.441030468325 Long ABS-CBDO CORP US Y 2 2034-07-15 Variable 3.42750000 N N N N N N T/L ALBERTSONS LLC 0% 8/17/26 N/A T/L ALBERTSONS LLC REGD 0.00000000 01310TAW9 364301.32000000 NS USD 366965.46000000 0.190399622966 Long LON CORP US N 2 2026-08-17 Fixed 0.00000000 N N N N N N T/L ATLANTIC POW 0% 04/13/23 N/A T/L ATLANTIC POWER LIMITED PARTNERTNERSHIP REGD 0.00000000 N/A 487906.36000000 NS USD 489279.82000000 0.253862293342 Long LON CORP US N 2 2023-04-13 Fixed 0.00000000 N N N N N N CAS 2017-C05 1M2 V/R 01/25/30 N/A FANNIE MAE CONNECTICUT AVENUE SECURITIES SER 2017-C05 CL 1M2 V/R REGD 4.21838000 30711XNX8 1500000.00000000 NS USD 1519504.65000000 0.788393306704 Long ABS-CBDO CORP US N 2 2030-01-25 Variable 4.21838000 N N N N N N NATIONSTAR MORT/ 6.5% 07/01/21 N/A NATIONSTAR MORT/CAP CORP REGD SER WI 0.00000000 63860UAK6 740000.00000000 NS USD 741850.00000000 0.384908051830 Long DBT CORP US N 2 2021-07-01 Fixed 0.00000000 N N N N N N T/L FITNESS INTERN 0% 04/18/25 N/A T/L FITNESS INTERNATIONAL LLC REGD 0.00000000 N/A 737345.86000000 NS USD 739650.07000000 0.383766620583 Long LON CORP US N 2 2025-04-18 Fixed 0.00000000 N N N N N N NWSB 2018-1 B V/R 11/25/24 N/A NEWTEK SMALL BUSINESS LOAN TRUST 2018-1 SER 2018-1 CL B V/R 144A P/P 5.01838000 65252MAB5 865144.04000000 NS USD 863552.78000000 0.448053404600 Long ABS-CBDO CORP US Y 2 2044-02-25 Variable 5.01838000 N N N N N N NRG ENERGY INC 5.25% 06/15/29 5E2UPK5SW04M13XY7I38 NRG ENERGY INC REGD 144A P/P 5.25000000 629377CH3 1300000.00000000 NS USD 1397890.00000000 0.725293680088 Long DBT CORP US Y 2 2029-06-15 Fixed 5.25000000 N N N N N N F/C US 5YR NOTE (CBT) DEC19 N/A FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC19 0.00000000 N/A 237.00000000 NC USD 28238179.81000000 14.65134835601 N/A DIR CORP US N 1 CITIGROUP GLOBAL MARKETS LIMIT XKZZ2JZF41MRHTR1V493 Long F/C US 5YR NOTE (CBT) DEC19 US 5YR NOTE (CBT) DEC19 2019-12-31 28458515.63000000 USD -220335.82000000 N N N BALTA 2003-3 1A V/R 10/25/33 N/A BEAR STEARNS ALT-A TRUST 2003-3 SER 2003-3 CL 1A V/R REGD 4.54399900 07386HCE9 18505.34000000 NS USD 19640.72000000 0.010190565844 Long ABS-CBDO CORP US N 2 2033-10-25 Variable 4.54399900 N N N N N N CSAIL 2015-C4 D V/R 11/15/25 N/A CSAIL 2015-C4 COMMERCIAL MORTGAGE TRUST SER 2015-C4 CL D V/R REGD 3.73343200 12635RBE7 500000.00000000 NS USD 496099.15000000 0.257400495169 Long ABS-CBDO CORP US N 2 2048-11-15 Variable 3.73343200 N N N N N N GALILEI RE LTD V/R 01/08/20 N/A GALILEI RE LTD REGD V/R 144A P/P SER * 10.49063000 363543AB5 250000.00000000 NS USD 249700.00000000 0.129556568770 Long DBT CORP BM Y 2 2020-01-08 Variable 10.49063000 N N N N N N STACR 2019-HQA2 V/R 04/25/49 N/A FREDDIE MAC STACR TRUST 2019-HQA2 SER 2019-HQA2 CL B2 V/R REGD 144A P/P 13.26838000 35564MBE4 140000.00000000 NS USD 168013.71000000 0.087173727568 Long ABS-CBDO CORP US Y 2 2049-04-25 Variable 13.26838000 N N N N N N RESILIENCE RE LTD ZCP 01/08/20 N/A RESILIENCE RE LTD REGD ZCP P/P 0.00000000 G7527LAD7 250000.00000000 NS USD 175.00000000 0.000090798556 Long DBT CORP BM N 3 2020-01-08 Fixed 0.00000000 N N N N N N ARTEX SAC LTD FORMERLY KANE N/A ARTEX SAC LTD FORMERLY KANE SAC - CARNOUSTIE SEG ACCT /BNR1EPMT0/ 0.00000000 N/A 1500000.00000000 NS USD 4800.00000000 0.002490474690 Long DBT CORP BM N 3 2020-07-01 Fixed 0.00000000 N N N N N N HARAMBEE 2018 0.00% 12/31/21 N/A HARAMBEE 2018 ZCP REGD /BNR3M5Y01/ 0.00000000 N/A 1500000.00000000 NS USD 172500.00000000 0.089501434172 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N THOPAS RE 2018 0% 12/31/21 N/A THOPAS RE 2018 ZCP /BNR3KW852/ 0.00000000 N/A 250000.00000000 NS USD 25300.00000000 0.013126877011 Long DBT CORP BM Y 3 2021-12-31 Fixed 0.00000000 N N N N N N TIME WARNER CA 4.125% 02/15/21 N/A TIME WARNER CABLE LLC REGD 4.12500000 88732JAX6 2466000.00000000 NS USD 2510409.65000000 1.302523269769 Long DBT CORP US N 2 2021-02-15 Fixed 4.12500000 N N N N N N T/L TRADER CORPORAT0% 9/28/23 N/A T/L TRADER CORPORATION REGD 0.00000000 N/A 687389.24000000 NS USD 685670.77000000 0.355759520493 Long LON CORP CA N 2 2023-09-28 Fixed 0.00000000 N N N N N N ARTEX SAC LTD 0.0% 12/31/22 N/A ARTEX SAC LTD BERWICK RE 2019-1 REGD ZCP /BNR4941A1/ 0.00000000 N/A 32174.00000000 NS USD 34585.62000000 0.017944710676 Long DBT CORP BM N 3 2022-12-31 Fixed 0.00000000 N N N N N N ARCELORMITTAL 6% 3/1/21 2EULGUTUI56JI9SAL165 ARCELORMITTAL REGD 5.50000000 03938LAU8 2010000.00000000 NS USD 2093073.90000000 1.085989077558 Long DBT CORP LU N 2 2021-03-01 Variable 5.50000000 N N N N N N N/A N/A CDX NA HY 29 V1 05.000 NA 12/20/2022 JPMCL FIXED N/A 1.00000000 NC USD 809166.50000000 0.419835143386 N/A DCR US N 2 JP MORGAN N/A CDX NA HY 29 CDX NA HY 29 Y 2022-12-20 -5568000.00000000 USD 5945379.89000000 USD 5568000.00000000 USD 4906.62000000 N N N CFMT 2018-RM2 D V/R 10/25/23 N/A CASCADE FUNDING MORTGAGE TRUST 2018-RM2 SER 2018-RM2 CL D V/R REGD 144A P/P 4.00000000 14727QAD7 2071351.48000000 NS USD 1937744.55000000 1.005396616143 Long ABS-CBDO CORP US Y 2 2068-10-25 Variable 4.00000000 N N N N N N PROG 2018-SFR1 4.38% 03/17/23 N/A PROGRESS RESIDENTIAL 2018-SFR1 TRUST SER 2018-SFR1 CL E REGD 144A P/P 4.38000000 74334AAE9 1675000.00000000 NS USD 1705652.50000000 0.884975912751 Long ABS-CBDO CORP US Y 2 2035-03-17 Fixed 4.38000000 N N N N N N 2019-10-30 Pioneer Series Trust X Mark E. Bradley Mark E. Bradley Treasurer and Chief Accounting and Financial Officer