URSA RE LTD REGD V/R 144A P/P 5.96612500

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 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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 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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 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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% 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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