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