0001752724-21-280448.txt : 20211223
0001752724-21-280448.hdr.sgml : 20211223
20211223132128
ACCESSION NUMBER: 0001752724-21-280448
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211031
FILED AS OF DATE: 20211223
PERIOD START: 20220430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Pioneer Diversified High Income Fund, Inc.
CENTRAL INDEX KEY: 0001388126
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22014
FILM NUMBER: 211516420
BUSINESS ADDRESS:
STREET 1: 60 STATE STREET
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 617-742-7825
MAIL ADDRESS:
STREET 1: 60 STATE STREET
CITY: BOSTON
STATE: MA
ZIP: 02109
FORMER COMPANY:
FORMER CONFORMED NAME: Pioneer Diversified High Income Trust
DATE OF NAME CHANGE: 20070130
FORMER COMPANY:
FORMER CONFORMED NAME: Pioneer Diversified Income Opportunity Trust
DATE OF NAME CHANGE: 20070129
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001388126
XXXXXXXX
Pioneer Diversified High Income Fund, Inc.
811-22014
0001388126
F6XC8RH66QIXRMU75G31
60 State Street
NULL
Boston
02109
617-422-4947
Pioneer Diversified High Income Fund, Inc.
F6XC8RH66QIXRMU75G31
2022-04-30
2021-10-31
N
193409483.38
63762994.59
129646488.79
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
1026554.72000000
ARS
AUD
BRL
CAD
CHF
CNY
CZK
DKK
EGP
EUR
GBP
GHS
HKD
IDR
INR
JPY
KRW
KZT
LKR
MXN
NOK
NZD
PEN
PLN
RUB
SEK
SGD
TWD
USD
UZS
VND
N
HARAMBEE RE 2020 0.0% 12/31/23
N/A
HARAMBEE RE 2020 REGD ZCP /XILS00171922/ 0.00000000
N/A
500000.00000000
NS
USD
27600.00000000
0.021288659845
Long
DBT
CORP
BM
N
3
2023-12-31
Fixed
0.00000000
N
N
N
N
N
N
TALEN ENERGY SU 10.5% 01/15/26
N/A
TALEN ENERGY SUPPLY LLC REGD 144A P/P 10.50000000
87422VAE8
178000.00000000
NS
USD
117035.00000000
0.090272402355
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
10.50000000
N
N
N
N
N
N
OMAN GOV INTERN 6.75% 10/28/27
N/A
OMAN GOV INTERNTL BOND REGD 144A P/P 6.75000000
68205LAD5
235000.00000000
NS
USD
262910.95000000
0.202790644354
Long
DBT
USGA
OM
Y
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
CALL EUR/PUT USD FEBRUARY 4 2022 1.25 EUR-USD
N/A
CALL EUR/PUT USD FEBRUARY 4 2022 1.25 EUR-USD 0.00000000
N/A
-800000.00000000
NC
-76.79000000
-0.00005923029
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, N.A.
N/A
Call
Purchased
CALL EUR/PUT USD FEBRUARY 4 2022 1.25 EUR-USD
0
-800000.00000000
EUR
1.25000000
EUR
2022-02-04
XXXX
11271.07000000
N
N
N
STRATHCONA RES 6.875% 08/01/26
N/A
STRATHCONA RESOURCES REGD 144A P/P 6.87500000
86304TAA6
1610000.00000000
NS
USD
1600388.30000000
1.234424715190
Long
DBT
CORP
CA
Y
2
2026-08-01
Fixed
6.87500000
N
N
N
N
N
N
ASG FINANCE DE 7.875% 12/03/24
N/A
ASG FINANCE DESIGNATED REGD 144A P/P 7.87500000
00217AAA4
1000000.00000000
NS
USD
980000.00000000
0.755901690162
Long
DBT
CORP
IE
Y
2
2024-12-03
Fixed
7.87500000
N
N
N
N
N
N
SCIENTIFIC GAME 7.25% 11/15/29
N/A
SCIENTIFIC GAMES INTERNA REGD 144A P/P 7.25000000
80874YBE9
295000.00000000
NS
USD
333373.60000000
0.257140477240
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
ARTEX SAC LTD GLEN 0% 12/31/21
N/A
ARTEX SAC LIMITED GLENEAGLES RE 2018-1 /BNR3MYEC4/ 0.00000000
N/A
250000.00000000
NS
USD
29575.00000000
0.022812033149
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
SHELF DRILL HO 8.875% 11/15/24
N/A
SHELF DRILL HOLD LTD REGD 144A P/P 8.87500000
822538AG9
480000.00000000
NS
USD
496766.40000000
0.383169960587
Long
DBT
CORP
AE
Y
2
2024-11-15
Fixed
8.87500000
N
N
N
N
N
N
RESILIENCE RE LTD ZCP 05/01/22
N/A
RESILIENCE RE LTD REGD ZCP P/P 0.00000000
G7527LAD7
700000.00000000
NS
USD
0.00000000
0.000000
Long
DBT
CORP
BM
N
3
2022-05-01
Fixed
0.00000000
N
N
N
N
N
N
DELEK LOG PART/ 6.75% 05/15/25
N/A
DELEK LOG PART/FINANCE REGD SER WI 6.75000000
24665FAB8
555000.00000000
NS
USD
566100.00000000
0.436648925307
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
CAS 2021-R01 1B2 V/R 10/25/41
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 SER 2021-R01 CL 1B2 V/R REGD 144A P/P 6.05000000
20754RAJ5
330000.00000000
NS
USD
329175.00000000
0.253901978427
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
6.05000000
N
N
N
N
N
N
AIGIM 2019-2A E V/R 10/25/32
N/A
AIG CLO 2019-2 LTD SER 2019-2A CL E V/R REGD 144A P/P 7.37388000
00140EAA8
1000000.00000000
NS
USD
1001501.00000000
0.772486018979
Long
ABS-CBDO
CORP
US
Y
2
2032-10-25
Variable
7.37388000
N
N
N
N
N
N
GOLAR LNG LTD 7% 10/20/25
213800C2VSFZG3EZLO34
GOLAR LNG LTD REGD 144A P/P 7.00000000
G4023LAB7
645000.00000000
NS
USD
630487.50000000
0.486312823343
Long
DBT
CORP
BM
Y
2
2025-10-20
Fixed
7.00000000
N
N
N
N
N
N
ACCESS BANK PL 6.125% 09/21/26
029200328C3N9YI2D660
ACCESS BANK PLC REGD 144A P/P MTN 6.12500000
00434G2B5
430000.00000000
NS
USD
431075.00000000
0.332500327639
Long
DBT
CORP
NG
Y
2
2026-09-21
Fixed
6.12500000
N
N
N
N
N
N
TRICIDA INC 3.5% 05/15/27
549300QVPFFJC8SZXG25
TRICIDA INC REGD CONVERTIBLE 3.50000000
89610FAB7
300000.00000000
NS
USD
134580.00000000
0.103805356593
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.50000000
N
N
N
N
N
TRICIDA INC
TRICIDA INC
USD
XXXX
N
N
N
RAIN CII CARBON 7.25% 04/01/25
N/A
RAIN CII CARBON LLC/CII REGD 144A P/P 7.25000000
75079RAC2
336000.00000000
NS
USD
343140.00000000
0.264673577512
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
KILIMANJARO III R V/R 04/21/25
254900T37LD5YQ545V53
KILIMANJARO III RE LTD REGD V/R 144A P/P SER A-1 11.29563000
49407PAE0
250000.00000000
NS
USD
251625.00000000
0.194085472231
Long
DBT
CORP
BM
Y
2
2025-04-21
Variable
11.29563000
N
N
N
N
N
N
ROYAL CARIBBEA 9.125% 06/15/23
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES REGD 144A P/P 9.12500000
780153BC5
125000.00000000
NS
USD
135722.50000000
0.104686599125
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
GARDA WORLD SECURI 6% 06/01/29
N/A
GARDA WORLD SECURITY REGD 144A P/P 6.00000000
36485MAL3
1023000.00000000
NS
USD
999982.50000000
0.771314757023
Long
DBT
CORP
CA
Y
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
DRAFTKINGS INC ZCP 03/15/28
5493008P45UYYL683Z97
DRAFTKINGS INC REGD ZCP 144A P/P CONVERTIBLE 0.00000000
26142RAA2
312000.00000000
NS
USD
272045.60000000
0.209836458001
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
0.00000000
N
N
N
N
N
DRAFTKINGS INC - CL A
DRAFTKINGS INC - CL A
USD
XXXX
N
N
N
VAREX IMAGING 7.875% 10/15/27
549300CWYWPVCT8E9W67
VAREX IMAGING CORPORATIO REGD 144A P/P 7.87500000
92214XAC0
265000.00000000
NS
USD
294865.50000000
0.227438091653
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
WFCM 2015-C31 E V/R 11/15/25
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUS SER 2015-C31 CL E V/R REGD 144A P/P 4.60173100
94989WAD9
1660500.00000000
NS
USD
1168725.99000000
0.901471378752
Long
ABS-CBDO
CORP
US
Y
2
2048-11-15
Variable
4.60173100
N
N
N
N
N
N
HYPATIA LTD V/R 06/07/23
98450041F85DB4C2C372
HYPATIA LTD REGD V/R 144A P/P SER A 7.31048900
44914CAA4
250000.00000000
NS
USD
263900.00000000
0.203553526565
Long
DBT
CORP
BM
Y
2
2023-06-07
Variable
7.31048900
N
N
N
N
N
N
BERWICK RE 202 0% 12/31/24
N/A
BERWICK RE 2021-1 REGD /XILS00265332/ 0.00000000
N/A
1000000.00000000
NS
USD
988000.00000000
0.762072316204
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L GRUPO AEROMEXIC 0% 8/19/22
N/A
T/L GRUPO AEROMEXIC0 SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000
N/A
535000.00000000
NS
USD
539681.25000000
0.416271396963
Long
LON
CORP
US
N
2
2022-08-19
Floating
9.00000000
N
N
N
N
N
N
MILEAGE PLUS HLD 6.5% 06/20/27
N/A
MILEAGE PLUS HLDINGS LLC REGD 6.50000000
599191AA1
645000.00000000
NS
USD
701992.20000000
0.541466418837
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
LORENZ RE 2020 0.0% 06/30/23
N/A
LORENZ RE 2020 REGD ZCP /XILS00219068/ 0.00000000
N/A
63338.00000000
NS
USD
4389.32000000
0.003385606537
Long
DBT
CORP
BM
N
3
2023-06-30
Fixed
0.00000000
N
N
N
N
N
N
CYPRESS 2017 0% 1/31/22
N/A
CYPRESS 2017 ARTEX SAC LIMITED ZCP /BNR310MG3//931DSKII4/ 0.00000000
N/A
650000.00000000
NS
USD
65.00000000
0.000050136336
Long
DBT
CORP
BM
N
3
2023-01-31
Fixed
0.00000000
N
N
N
N
N
N
AUNA SA 6.5% 11/20/25
549300C3XBVL3X4TME11
AUNA SA REGD 144A P/P 6.50000000
05151VAA5
445000.00000000
NS
USD
462248.20000000
0.356545097606
Long
DBT
CORP
PE
Y
2
2025-11-20
Fixed
6.50000000
N
N
N
N
N
N
GLOBAL AIR LEASE 6.5% 09/15/24
N/A
GLOBAL AIR LEASE CO LTD REGD 144A P/P 6.50000000
37960JAA6
1073814.00000000
NS
USD
1042512.32000000
0.804119208880
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
THOPAS RE 2018 0% 12/31/21
N/A
THOPAS RE 2018 ZCP /BNR3KW852/ 0.00000000
N/A
500000.00000000
NS
USD
6800.00000000
0.005245032135
Long
DBT
CORP
BM
Y
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
ALTURAS RE 2020-3 0% 09/30/24
N/A
ALTURAS RE 2020-3 ZCP REGD /XILS00216310/ 0.00000000
N/A
225450.00000000
NS
USD
13121.19000000
0.010120744589
Long
DBT
CORP
BM
N
3
2024-09-30
Fixed
0.00000000
N
N
N
N
N
N
BANTRY RE 2020 0.0% 12/31/23
N/A
BANTRY RE 2020 REGD ZCP /XILS00179882/ 0.00000000
N/A
470033.00000000
NS
USD
68718.82000000
0.053004767534
Long
DBT
CORP
BM
N
3
2023-12-31
Fixed
0.00000000
N
N
N
N
N
N
LSF11 A5 HOLDC 6.625% 10/15/29
N/A
LSF11 A5 HOLDCO LLC REGD 144A P/P 6.62500000
50221DAA7
425000.00000000
NS
USD
425337.88000000
0.328075124879
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
CARRIAGE PURCH 7.875% 10/15/29
N/A
CARRIAGE PURCHASER INC REGD 144A P/P 7.87500000
14445LAA5
1245000.00000000
NS
USD
1237530.00000000
0.954541855741
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
LORENZ RE 2020 0.0% 06/30/23
N/A
LORENZ RE 2020 A ZCP REGD P/P 0.00000000
N/A
336662.00000000
NS
USD
23330.68000000
0.017995612698
Long
DBT
CORP
BM
N
3
2023-06-30
Fixed
0.00000000
N
N
N
N
N
N
DIG INTL FIN/DIG 13% 12/31/25
N/A
DIG INTL FIN/DIG INTL HL REGD 144A P/P 13.00000000
25381XAB9
53149.00000000
NS
USD
54477.73000000
0.042020212431
Long
DBT
CORP
JM
Y
2
2025-12-31
Fixed
13.00000000
N
N
Y
N
N
N
SCIL IV LLC / 5.375% 11/01/26
N/A
SCIL IV LLC / SCIL USA H REGD 144A P/P 5.37500000
78397UAA8
430000.00000000
NS
USD
433685.10000000
0.334513571518
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
ARAGVI FINANCE 8.45% 04/29/26
N/A
ARAGVI FINANCE INTL REGD 144A P/P 8.45000000
03851RAB0
555000.00000000
NS
USD
572160.60000000
0.441323637331
Long
DBT
CORP
IE
Y
2
2026-04-29
Fixed
8.45000000
N
N
N
N
N
N
BANCO MERCANTIL DE V/R /PERP/
N/A
BANCO MERCANTIL DE NORTE REGD V/R /PERP/ 144A P/P 8.37500000
05971PAC2
685000.00000000
NS
USD
800765.00000000
0.617652670329
Long
DBT
CORP
KY
Y
2
2170-10-14
Variable
8.37500000
N
N
N
N
N
N
ENLINK MIDSTREA 5.45% 06/01/47
N/A
ENLINK MIDSTREAM PARTNER REGD 5.45000000
29336UAG2
145000.00000000
NS
USD
145000.00000000
0.111842597013
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
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
665000.00000000
NS
USD
198312.98000000
0.152964404860
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
AMPLIFY ENERGY CORP
J0TW5YQRAZXYN7VEU787
AMPLIFY ENERGY CORP 0.00000000
03212B103
6.00000000
NS
USD
20.46000000
0.000015781376
Long
EC
CORP
US
N
1
N
N
N
METINVEST BV 7.75% 10/17/29
N/A
METINVEST BV REGD 144A P/P 7.75000000
591555AF4
1345000.00000000
NS
USD
1462284.00000000
1.127900966426
Long
DBT
CORP
NL
Y
2
2029-10-17
Fixed
7.75000000
N
N
N
N
N
N
STAPLES INC 7.5% 04/15/26
N/A
STAPLES INC REGD 144A P/P 7.50000000
855030AN2
389000.00000000
NS
USD
392890.00000000
0.303047158212
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
LIMESTONE RE LTD ZCP 03/01/22
5493004PN8HGYC184A27
LIMESTONE RE LTD REGD ZCP P/P 0.00000000
N/A
849.00000000
NS
USD
0.08000000
0.000000061706
Long
DBT
CORP
BM
N
3
2023-03-01
Fixed
0.00000000
N
N
N
N
N
N
VIKING CRUISES 6.25% 05/15/25
N/A
VIKING CRUISES LTD REGD P/P 6.25000000
92676XAC1
245000.00000000
NS
USD
243775.00000000
0.188030545427
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
BROTHERHOOD MUT V/R 01/31/22
N/A
BROTHERHOOD MUTUAL INSURANCE REGD V/R /BNR3N54R4/ 0.00000000
N/A
250000.00000000
NS
USD
18875.00000000
0.014558820818
Long
DBT
CORP
BM
N
3
2023-01-31
Variable
0.00000000
N
N
N
N
N
N
OLD HEAD RE 2021 05 12/31/24
N/A
OLD HEAD RE 2021 ZCP REGD /XILS00265330/ 0.00000000
N/A
250000.00000000
NS
USD
240646.75000000
0.185617637813
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
WILLIAMS COMPAN 5.75% 06/24/44
D71FAKCBLFS2O0RBPG08
WILLIAMS COMPANIES INC REGD 5.75000000
969457BV1
1175000.00000000
NS
USD
1542747.47000000
1.189964714354
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
WALTON HEATH RE 0.0% 06/30/21
N/A
WALTON HEATH RE 2019 REGD ZCP /XILS00143041/ 0.00000000
N/A
250000.00000000
NS
USD
210084.66000000
0.162044234256
Long
DBT
CORP
BM
N
3
2022-06-30
Fixed
0.00000000
N
N
N
N
N
N
THOPAS RE 2020 0% 12/31/23
N/A
THOPAS RE 2020 ZCP REGD /XILS00171925/ 0.00000000
N/A
300000.00000000
NS
USD
2400.00000000
0.001851187812
Long
DBT
CORP
BM
N
3
2023-12-31
Fixed
0.00000000
N
N
N
N
N
N
WESCO DISTRIBUT 7.25% 06/15/28
N/A
WESCO DISTRIBUTION INC REGD 144A P/P 7.25000000
95081QAP9
245000.00000000
NS
USD
270212.95000000
0.208422883274
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF GH 7.875% 02/11/35
N/A
REPUBLIC OF GHANA REGD 144A P/P 7.87500000
37443GAH4
320000.00000000
NS
USD
271793.28000000
0.209641836455
Long
DBT
USGA
GH
Y
2
2035-02-11
Fixed
7.87500000
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
7000.00000000
NS
USD
7212.24000000
0.005563004495
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
EXPEDIA GROUP I 6.25% 05/01/25
N/A
EXPEDIA GROUP INC REGD 144A P/P 6.25000000
30212PAS4
95000.00000000
NS
USD
108509.74000000
0.083696628433
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
PARTY CITY HOLD 8.75% 02/15/26
N/A
PARTY CITY HOLDINGS INC REGD 144A P/P 8.75000000
702150AG8
418000.00000000
NS
USD
427405.00000000
0.329669552942
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
8.75000000
N
N
N
N
N
N
OCCIDENTAL PETRO 4.4% 04/15/46
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR REGD 4.40000000
674599CJ2
955000.00000000
NS
USD
966236.63000000
0.745285613993
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
ARTEX SAC LTD 0.0% 12/31/22
N/A
ARTEX SAC LTD GLENEAGLES RE 2019 REGD ZCP /BNR490275/ 0.00000000
N/A
221708.00000000
NS
USD
4954.57000000
0.003821599833
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
GLOBAL PART/GLP FI 7% 08/01/27
N/A
GLOBAL PART/GLP FINANCE REGD SER WI 7.00000000
37954FAG9
197000.00000000
NS
USD
205372.50000000
0.158409612105
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
T/L POLYCONCEPT HO 0% 08/16/23
N/A
T/L POLYCONCEPT HOLDING B V REGD 0.00000000
N/A
236068.10000000
NS
USD
235212.35000000
0.181425931542
Long
LON
CORP
NL
N
2
2023-08-16
Floating
5.50000000
N
N
N
N
N
N
RED CARRETERA 9% 06/10/28/MXN/
549300L1K86IY3XOY318
RED CARRETERAS OCCIDE /MXN/ REGD 144A P/P EMTN 9.00000000
P7993SAC9
3960000.00000000
NS
195127.63000000
0.150507454402
Long
DBT
CORP
MX
Y
2
2028-06-10
Fixed
9.00000000
N
N
N
N
N
N
FREMF 2020-KF74 V/R 01/25/27
N/A
FREMF 2020-KF74 MORTGAGE TRUST SER 2020-KF74 CL C V/R 144A P/P 6.33025000
30313MAC4
569668.17000000
NS
USD
563218.73000000
0.434426520345
Long
ABS-CBDO
CORP
US
Y
2
2027-01-25
Variable
6.33025000
N
N
N
N
N
N
STACR 2021-HQA3 V/R 09/25/41
N/A
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 SER 2021-HQA3 CL B2 V/R REGD 144A P/P 6.29867000
35564KKL2
210000.00000000
NS
USD
202914.41000000
0.156513617834
Long
ABS-CBDO
CORP
US
Y
2
2041-09-25
Variable
6.29867000
N
N
N
N
N
N
TRONOX INC 6.5% 05/01/25
N/A
TRONOX INC REGD 144A P/P 6.50000000
897051AB4
600000.00000000
NS
USD
630750.00000000
0.486515297010
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.50000000
N
N
N
N
N
N
MATTERHORN RE LTD V/R 12/07/21
N/A
MATTERHORN RE LTD REGD V/R 144A P/P SER B 7.53802400
577092AC3
250000.00000000
NS
USD
251075.00000000
0.193661241691
Long
DBT
CORP
BM
Y
2
2021-12-07
Variable
7.53802400
N
N
N
N
N
N
C/O HOMEX OCT22 0.01
N/A
CALL OPTION ON 100SHS HOMEX OCT22 0.01 0.00000000
N/A
18332.00000000
NC
0.00000000
0.000000
N/A
DE
CORP
MX
N
3
BROWN BROTHERS HARRIMAN AND CO
5493006KMX1VFTPYPW14
Call
Written
C/O HOMEX OCT22 0.01
1059031
1833200.00000000
MXN
15000000000.00000000
MXN
2022-10-23
XXXX
-0.01000000
N
N
N
MOHEGAN GAMING & E 8% 02/01/26
N/A
MOHEGAN GAMING & ENT REGD 144A P/P 8.00000000
608328BH2
900000.00000000
NS
USD
924750.00000000
0.713285804058
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
MAV ACQUISITION CO 8% 08/01/29
N/A
MAV ACQUISITION CORP REGD 144A P/P 8.00000000
57767XAB6
1660000.00000000
NS
USD
1614350.00000000
1.245193768891
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
BMARK 2020-B18 A V/R 08/15/25
N/A
BENCHMARK 2020-B18 MORTGAGE TRUST SER 2020-B18 CL AGNG V/R REGD 144A P/P 4.38849000
08163ABT9
1000000.00000000
NS
USD
975306.60000000
0.752281538129
Long
ABS-CBDO
CORP
US
Y
2
2053-07-15
Variable
4.38849000
N
N
N
N
N
N
BANCO GNB SUDAMER V/R 04/16/31
N/A
BANCO GNB SUDAMERIS SA REGD V/R 144A P/P 7.50000000
059593AE3
1135000.00000000
NS
USD
1149198.85000000
0.886409543926
Long
DBT
CORP
CO
Y
2
2031-04-16
Variable
7.50000000
N
N
N
N
N
N
VCC 2020-1 M6 V/R 02/25/50
N/A
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 SER 2020-1 CL M6 V/R REGD 144A P/P 5.69000000
92259LAU2
427091.39000000
NS
USD
427570.07000000
0.329796876097
Long
ABS-CBDO
CORP
US
Y
2
2050-02-25
Variable
5.69000000
N
N
N
N
N
N
BALLYBUNION RE 0% 6/30/25
N/A
BALLYBUNION RE 2021-2 ZCP REGD /XILS00327652/ 0.00000000
N/A
500000.00000000
NS
USD
500000.00000000
0.385664127633
Long
DBT
CORP
BM
N
3
2025-06-30
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LTD 0.0% 12/31/22
N/A
ARTEX SAC LTD WOBURN RE 2019 REGD ZCP /BNR4A2ZY4/ 0.00000000
N/A
499829.00000000
NS
USD
129874.96000000
0.100176226299
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
GARFUNKELU 7.75% 11/01/25/GBP/
N/A
GARFUNKELUX HOLDCO 3 SA /GBP/ REGD 144A P/P 7.75000000
N/A
400000.00000000
NS
567367.59000000
0.437626653290
Long
DBT
CORP
LU
Y
2
2025-11-01
Fixed
7.75000000
N
N
N
N
N
N
FREMF 2019-KS12 V/R 08/25/29
N/A
FREMF 2019-KS12 MORTGAGE TRUST SER 2019-KS12 CL C V/R 6.98025000
30311XAC2
1000000.00000000
NS
USD
820483.00000000
0.632861720866
Long
ABS-CBDO
CORP
US
N
2
2029-08-25
Variable
6.98025000
N
N
N
N
N
N
CARNOUSTIE RE 2021 0% 12/31/24
N/A
CARNOUSTIE RE 2021 ZCP REGD /XILS00265795/ 0.00000000
N/A
231715.00000000
NS
USD
234934.80000000
0.181211849385
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
DENNING RE 2021 0% 7/31/25
N/A
DENNING RE 2021-XILS00323559 0.00000000
N/A
250000.00000000
NS
USD
248275.06000000
0.191501568856
Long
DBT
CORP
BM
N
3
2025-07-31
Fixed
0.00000000
N
N
N
N
N
N
STONEWAY CAPITAL 10% 03/01/27
N/A
STONEWAY CAPITAL CORP REGD 10.00000000
86188PAA5
332093.62000000
NS
USD
87177.90000000
0.067242777504
Long
DBT
CORP
AR
Y
2
2027-03-01
Fixed
10.00000000
Y
N
N
N
N
N
ENLINK MIDSTREA 4.15% 06/01/25
N/A
ENLINK MIDSTREAM PARTNER REGD 4.15000000
29336UAE7
420000.00000000
NS
USD
438429.60000000
0.338173138425
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
GREIF INC 6.5% 03/01/27
54930070FVGKR0Z1FI24
GREIF INC REGD 144A P/P 6.50000000
397624AH0
730000.00000000
NS
USD
759200.00000000
0.585592411399
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
6.50000000
N
N
N
N
N
N
CAELUS RE V LTD V/R 06/05/20
N/A
CAELUS RE V LTD REGD V/R P/P SER D 0.13295400
12765KAD7
375000.00000000
NS
USD
33.00000000
0.000025453832
Long
DBT
CORP
KY
Y
2
2024-06-05
Variable
0.13295400
N
N
N
N
N
N
DELTA AIR LINE 7.375% 01/15/26
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC REGD 7.37500000
247361ZZ4
155000.00000000
NS
USD
182319.04000000
0.140627827025
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
PRIME SECSRVC B 6.25% 01/15/28
N/A
PRIME SECSRVC BRW/FINANC REGD 144A P/P 6.25000000
74166MAE6
935000.00000000
NS
USD
958375.00000000
0.739221716642
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
NCMS 2019-FAME E V/R 08/15/24
N/A
NATIXIS COMMERCIAL MORTGAGE SECURITIES SER 2019-FAME CL E V/R REGD 144A P/P 4.39750000
63873VAN3
900000.00000000
NS
USD
790863.30000000
0.610015209344
Long
ABS-CBDO
CORP
US
Y
2
2036-08-15
Variable
4.39750000
N
N
N
N
N
N
BNP PARIBAS V/R /PERP/
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS REGD V/R /PERP/ 144A P/P 6.62500000
05565AHN6
1453000.00000000
NS
USD
1569240.00000000
1.210399151296
Long
DBT
CORP
FR
Y
2
2170-09-25
Variable
6.62500000
N
N
N
N
N
N
FREMF 2021-KG05 0.1% 01/25/31
N/A
FREMF 2021-KG05 MORTGAGE TRUST SER 2021-KG05 CL X2A 144A P/P 0.10000000
30318WAJ2
12333286.00000000
NS
USD
89514.99000000
0.069045441057
Long
ABS-CBDO
CORP
US
Y
2
2031-01-25
Fixed
0.10000000
N
N
N
N
N
N
VIRIBUS RE 2018 0% 12/31/21
N/A
VIRIBUS RE 2018 ZCP 0.00000000
N/A
500000.00000000
NS
USD
0.00000000
0.000000
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN 7% 10/12/28
N/A
KINGDOM OF BAHRAIN REGD 144A P/P 7.00000000
05674RAG9
300000.00000000
NS
USD
328352.40000000
0.253267483805
Long
DBT
USGA
BH
Y
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
MYT HLDG CO /PFD/
N/A
MYT HLDG CO /PREFERRED/ 0.00000000
55406N202
50188.00000000
NS
USD
53400.03000000
0.041188951971
Long
EP
CORP
US
N
2
N
N
N
MSC 2019-BPR D V/R 05/15/21
N/A
MORGAN STANLEY CAPITAL I TRUST 2019-BPR SER 2019-BPR CL D V/R REGD 144A P/P 4.09000000
61769GAL1
750000.00000000
NS
USD
626814.83000000
0.483479989199
Long
ABS-CBDO
CORP
US
Y
2
2036-05-15
Variable
4.09000000
N
N
N
N
N
N
SUMMIT MIDSTREAM PARTNERS LP
N/A
SUMMIT MIDSTREAM PARTNERS LP 0.00000000
866142409
5709.00000000
NS
USD
179205.51000000
0.138226273362
Long
EC
CORP
US
N
1
N
N
N
NATWEST GROUP PLC V/R /PERP/
N/A
NATWEST GROUP PLC REGD V/R /PERP/ 8.00000000
780099CK1
250000.00000000
NS
USD
293125.00000000
0.226095594825
Long
DBT
CORP
GB
N
2
2170-09-30
Variable
8.00000000
N
N
N
N
N
N
AHP HEALTH PART 5.75% 07/15/29
N/A
AHP HEALTH PARTN REGD 144A P/P 5.75000000
00150LAB7
290000.00000000
NS
USD
291450.00000000
0.224803619997
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
NCL CORPORATIO 5.875% 03/15/26
N/A
NCL CORPORATION LTD REGD 144A P/P 5.87500000
62886HBA8
615000.00000000
NS
USD
616537.50000000
0.475552794182
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
RENEWABLE ENER 5.875% 06/01/28
549300HPU3BD8ZI0X358
RENEWABLE ENERGY GROUP I REGD 144A P/P 5.87500000
75972AAD5
745000.00000000
NS
USD
783181.25000000
0.604089827121
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.87500000
N
N
N
N
N
N
FREMF 2019-KJ24 V/R 10/25/27
N/A
FREMF 2019-KJ24 MORTGAGE TRUST SER 2019-KJ24 CL B V/R 144A P/P 7.60000000
30312FAG1
792540.71000000
NS
USD
682332.22000000
0.526302120765
Long
ABS-CBDO
CORP
US
Y
2
2027-10-25
Variable
7.60000000
N
N
N
N
N
N
FREMF 2020-KF83 V/R 07/25/30
N/A
FREMF 2020-KF83 MORTGAGE TRUST SER 2020-KF83 CL C V/R 144A P/P 9.08025000
302696AA7
854629.47000000
NS
USD
865545.05000000
0.667619353272
Long
ABS-CBDO
CORP
US
Y
2
2030-07-25
Variable
9.08025000
N
N
N
N
N
N
BRASKEM IDESA S 6.99% 02/20/32
N/A
BRASKEM IDESA SAPI REGD 144A P/P 6.99000000
10554NAB4
425000.00000000
NS
USD
435027.88000000
0.335549295673
Long
DBT
CORP
MX
Y
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
INTER-AME 7.875% 03/14/23/IDR/
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVEL BK /IDR/ REGD EMTN SER GDP 7.87500000
U4582NBR4
4840000000.00000000
NS
355906.97000000
0.274521102207
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
7.87500000
N
N
N
N
N
N
ALLIANCE DATA SYST 7% 01/15/26
549300G8S4PO686J7H97
ALLIANCE DATA SYSTEMS CO REGD 144A P/P 7.00000000
018581AL2
1110000.00000000
NS
USD
1182150.00000000
0.911825696964
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
VERSUTUS RE 2019-A 0% 12/31/21
N/A
VERSUTUS RE 2019-A REGD ZCP /BNR48UWU6/ 0.00000000
N/A
441274.00000000
NS
USD
0.00000000
0.000000
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211221 000005455 USD
N/A
1.00000000
NC
N/A
-2051.65000000
-0.00158249561
N/A
DFE
N/A
N
1
STATE STREET BANK AND TRUST CO
N/A
-395564.70000000
USD
340000.00000000
EUR
2021-12-21
-2051.65000000
N
N
N
NABORS INDUSTRIE 7.5% 01/15/28
N/A
NABORS INDUSTRIES LTD REGD 144A P/P 7.50000000
629571AB6
515000.00000000
NS
USD
489250.00000000
0.377372348889
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
DIEBOLD NIXDOR 9.375% 07/15/25
549300XZK6EWDBAZSY16
DIEBOLD NIXDORF INC REGD 144A P/P 9.37500000
253657AA8
80000.00000000
NS
USD
86200.00000000
0.066488495604
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
9.37500000
N
N
N
N
N
N
ELDORADO GOLD C 6.25% 09/01/29
5493004PWQ01YDD1IH62
ELDORADO GOLD CORP REGD 144A P/P 6.25000000
284902AF0
1635000.00000000
NS
USD
1660015.50000000
1.280416859332
Long
DBT
CORP
CA
Y
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
MCAS 2020-01 M10 V/R 03/25/50
N/A
MULTIFAMILY CONNECTICUT AVENUE SECURITIES SER 2020-01 CL M10 V/R 144A P/P 3.83925000
62548QAD3
750000.00000000
NS
USD
780253.65000000
0.601831686520
Long
ABS-CBDO
CORP
US
Y
2
2050-03-25
Variable
3.83925000
N
N
N
N
N
N
OAKMONT RE 2020 0% 4/30/24
N/A
OAKMONT RE 2020 ZCP /XILS00243849/ 0.00000000
N/A
350000.00000000
NS
USD
282638.79000000
0.218007284761
Long
DBT
CORP
BM
N
3
2024-04-30
Fixed
0.00000000
N
N
N
N
N
N
CA MAGNUM HOLD 5.375% 10/31/26
549300ZRDHFR078MFZ78
CA MAGNUM HOLDINGS REGD 144A P/P 5.37500000
12674CAA1
200000.00000000
NS
USD
205262.13000000
0.158324480605
Long
DBT
CORP
MU
Y
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
BARCLAYS PLC V/R /PERP/
213800LBQA1Y9L22JB70
BARCLAYS PLC REGD V/R /PERP/ 7.75000000
06738EBA2
650000.00000000
NS
USD
705932.50000000
0.544505683561
Long
DBT
CORP
GB
N
2
2169-12-15
Variable
7.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211221 000000010 USD
N/A
1.00000000
NC
N/A
-813.07000000
-0.00062714386
N/A
DFE
N/A
N
1
BROWN BROTHERS HARRIMAN AND CO
5493006KMX1VFTPYPW14
-162847.86000000
USD
140000.00000000
EUR
2021-12-21
-813.07000000
N
N
N
SCIENTIFIC GAME 8.25% 03/15/26
N/A
SCIENTIFIC GAMES INTERNA REGD 144A P/P 8.25000000
80874YBA7
1574000.00000000
NS
USD
1670407.50000000
1.288432502561
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
TRIUMPH GROUP 8.875% 06/01/24
5493007L6S47Q14SL582
TRIUMPH GROUP INC REGD 144A P/P 8.87500000
896818AS0
101000.00000000
NS
USD
111252.51000000
0.085812204432
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
8.87500000
N
N
N
N
N
N
ENEL SPA V/R 09/24/73
WOCMU6HCI0OJWNPRZS33
ENEL SPA REGD V/R SER * 8.75000000
29265WAA6
460000.00000000
NS
USD
519892.00000000
0.401007389287
Long
DBT
CORP
IT
Y
2
2073-09-24
Variable
8.75000000
N
N
N
N
N
N
TMS INTERNATION 6.25% 04/15/29
N/A
TMS INTERNATIONAL CORP REGD 144A P/P 6.25000000
87261QAC7
870000.00000000
NS
USD
898275.00000000
0.692864888500
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
SECTOR RE V LTD ZCP 12/01/24
549300QS6XPZQHTCEJ97
SECTOR RE V LTD REGD ZCP P/P SER 9-C 0.00000000
81369ADB5
25000.00000000
NS
USD
71637.05000000
0.055255680789
Long
DBT
CORP
BM
N
3
2024-12-01
Fixed
0.00000000
N
N
N
N
N
N
WINDSTREAM ESCR 7.75% 08/15/28
N/A
WINDSTREAM ESCROW LLC REGD 144A P/P 7.75000000
97382WAA1
875000.00000000
NS
USD
925513.75000000
0.713874906013
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
CLEAR CHANNEL OU 7.5% 06/01/29
N/A
CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.50000000
18453HAD8
645000.00000000
NS
USD
659754.38000000
0.508887194830
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
7.50000000
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
212306.00000000
NS
USD
8874.39000000
0.006845067755
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
GOL EQUITY FINA 3.75% 07/15/24
222100H9BH197YU7RY14
GOL EQUITY FINANCE SA REGD 144A P/P CONVERTIBLE 3.75000000
36256KAA8
225000.00000000
NS
USD
195163.46000000
0.150535091093
Long
DBT
CORP
LU
Y
2
2024-07-15
Fixed
3.75000000
N
N
N
N
N
GOL LINHAS AEREAS INTEL-ADR
GOL LINHAS AEREAS INTEL-ADR
USD
XXXX
N
N
N
INTL DESIGN 6.5% 11/15/25/EUR/
815600907387ED411436
INTL DESIGN GROUP /EUR/ REGD 144A P/P 6.50000000
45939TAB3
930000.00000000
NS
1107236.58000000
0.854042859420
Long
DBT
CORP
IT
Y
2
2025-11-15
Fixed
6.50000000
N
N
N
N
N
N
BALLYBUNION RE 0.0% 01/31/25
N/A
BALLYBUNION RE 2021 REGD ZCP /XILS00327651/ 0.00000000
N/A
250000.00000000
NS
USD
257693.95000000
0.198766624846
Long
DBT
CORP
BM
N
3
2025-01-31
Fixed
0.00000000
N
N
N
N
N
N
GMSL 2004-A B1 5.25% 11/25/32
N/A
GLOBAL MORTGAGE SECURITIZATION LTD SER 2004-A CL B1 REGD P/P 5.25000000
378961AF3
22570.18000000
NS
USD
14687.02000000
0.011328513511
Long
ABS-CBDO
CORP
KY
Y
2
2032-11-25
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211221 000000908 USD
N/A
1.00000000
NC
N/A
-3268.88000000
-0.00252137950
N/A
DFE
N/A
N
1
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
-203208.23000000
USD
172750.00000000
EUR
2021-12-21
-3268.88000000
N
N
N
MCFCL 2017-3A ER V/R 07/20/33
N/A
MCF CLO VII LLC SER 2017-3A CL ER V/R REGD 144A P/P 9.28150000
55281FAS9
1000000.00000000
NS
USD
975973.00000000
0.752795551278
Long
ABS-CBDO
CORP
US
Y
2
2033-07-20
Variable
9.28150000
N
N
N
N
N
N
TULLOW OIL PLC 10.25% 05/15/26
2138003EYHWO75RKS857
TULLOW OIL PLC REGD 144A P/P 10.25000000
899415AG8
985000.00000000
NS
USD
1037697.50000000
0.800405402170
Long
DBT
CORP
GB
Y
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
PEGASUS HAVA TA 9.25% 04/30/26
N/A
PEGASUS HAVA TASIMACILIG REGD 144A P/P 9.25000000
705567AA3
1915000.00000000
NS
USD
1984204.27000000
1.530472817674
Long
DBT
CORP
TR
Y
2
2026-04-30
Fixed
9.25000000
N
N
N
N
N
N
CARNOUSTIE RE 2020 0% 12/31/23
N/A
CARNOUSTIE RE 2020 REGD ZCP /XILS00179880/ 0.00000000
N/A
250000.00000000
NS
USD
33900.00000000
0.026148027853
Long
DBT
CORP
BM
N
3
2023-12-31
Fixed
0.00000000
N
N
N
N
N
N
APX GROUP INC 6.75% 02/15/27
N/A
APX GROUP INC REGD 144A P/P 6.75000000
00213MAV6
450000.00000000
NS
USD
474750.00000000
0.366188089188
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF GH 8.627% 06/16/49
N/A
REPUBLIC OF GHANA REGD REG S 8.62700000
V71795AL8
500000.00000000
NS
USD
422152.00000000
0.325617765617
Long
DBT
USGA
GH
N
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
FREMF 2021-KG05 ZCP 01/25/31
N/A
FREMF 2021-KG05 MORTGAGE TRUST SER 2021-KG05 CL C ZCP 144A P/P 0.00000000
30318WAN3
1000000.00000000
NS
USD
488842.00000000
0.377057646961
Long
ABS-CBDO
CORP
US
Y
2
2031-01-25
Fixed
0.00000000
N
N
N
N
N
N
BAYTEX ENERGY C 8.75% 04/01/27
549300R5LTV2H7I1I079
BAYTEX ENERGY CORP REGD 144A P/P 8.75000000
07317QAH8
1450000.00000000
NS
USD
1547875.00000000
1.193919723122
Long
DBT
CORP
CA
Y
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
PHH MORTGAGE C 7.875% 03/15/26
N/A
PHH MORTGAGE CORP REGD 144A P/P 7.87500000
69356NAA2
355000.00000000
NS
USD
359558.20000000
0.277337399073
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
7.87500000
N
N
N
N
N
N
GARFUNKELU 6.75% 11/01/25/EUR/
N/A
GARFUNKELUX HOLDCO 3 SA /EUR/ REGD 144A P/P 6.75000000
N/A
235000.00000000
NS
281089.44000000
0.216812227329
Long
DBT
CORP
LU
Y
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
ALAMO RE II PTE L V/R 06/08/23
N/A
ALAMO RE II PTE LTD REGD V/R 144A P/P SER A 5.50055900
011396AA6
250000.00000000
NS
USD
262625.00000000
0.202570083039
Long
DBT
CORP
SG
Y
2
2023-06-08
Variable
5.50055900
N
N
N
N
N
N
ALLIED UNIVERSA 9.75% 07/15/27
N/A
ALLIED UNIVERSAL REGD 144A P/P 9.75000000
019576AB3
585000.00000000
NS
USD
628875.00000000
0.485069056531
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
KERNEL HOLDING S 6.5% 10/17/24
5493003GR6L4DZOS2U12
KERNEL HOLDING SA REGD 144A P/P 6.50000000
49229QAB0
815000.00000000
NS
USD
860417.34000000
0.663664205664
Long
DBT
CORP
UA
Y
2
2024-10-17
Fixed
6.50000000
N
N
N
N
N
N
SHELF DRILL HOL 8.25% 02/15/25
N/A
SHELF DRILL HOLD LTD REGD 144A P/P 8.25000000
822538AE4
595000.00000000
NS
USD
459459.00000000
0.354393708837
Long
DBT
CORP
AE
Y
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
HUDBAY MINERAL 6.125% 04/01/29
549300WI524AL577IX21
HUDBAY MINERALS INC REGD 144A P/P 6.12500000
443628AH5
405000.00000000
NS
USD
426262.50000000
0.328788310411
Long
DBT
CORP
CA
Y
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
MATTERHORN RE LTD V/R 12/07/21
N/A
MATTERHORN RE LTD REGD V/R 144A P/P SER B* 6.28802400
577092AE9
250000.00000000
NS
USD
250450.00000000
0.193179161531
Long
DBT
CORP
BM
Y
2
2021-12-07
Variable
6.28802400
N
N
N
N
N
N
AEROPUERTOS DOM 6.75% 03/30/29
N/A
AEROPUERTOS DOMINICANOS REGD 144A P/P 6.75000000
007866AC0
200000.00000000
NS
USD
211200.00000000
0.162904527512
Long
DBT
CORP
DO
Y
2
2029-03-30
Fixed
6.75000000
N
N
N
N
N
N
SHIBA BIDCO 4.5% 10/31/28/EUR/
815600658C215B62EA21
SHIBA BIDCO SPA /EUR/ REGD 144A P/P 4.50000000
N/A
405000.00000000
NS
467437.28000000
0.360547581629
Long
DBT
CORP
IT
Y
2
2028-10-31
Fixed
4.50000000
N
N
N
N
N
N
LORENZ RE 2019V/R 6/30/22
N/A
LORENZ RE 2019 /VARIABLE/ REGD 0.00000000
N/A
498977.00000000
NS
USD
38820.41000000
0.029943279114
Long
DBT
CORP
BM
N
3
2022-06-30
Variable
0.00000000
N
N
N
N
N
N
ONEMAIN FINANC 8.875% 06/01/25
N/A
ONEMAIN FINANCE CORP REGD 8.87500000
85172FAS8
215000.00000000
NS
USD
233006.25000000
0.179724304279
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.87500000
N
N
N
N
N
N
DANAOS CORP 8.5% 03/01/28
734IM3DNDNT36T7YTD24
DANAOS CORP REGD 144A P/P 8.50000000
23585WAA2
655000.00000000
NS
USD
717880.00000000
0.553721127891
Long
DBT
CORP
GR
Y
2
2028-03-01
Fixed
8.50000000
N
N
N
N
N
N
T/L ALTICE US FINA 0% 01/15/26
N/A
T/L ALTICE US FINANCE I CORPORATION REGD 0.00000000
64072UAH5
611.81000000
NS
USD
600.87000000
0.000463468008
Long
LON
CORP
US
N
2
2026-01-15
Floating
2.34025000
N
N
N
N
N
N
FORTRESS TRANS 9.75% 08/01/27
529900E7PUVK6BC8PE80
FORTRESS TRANS & INFRAST REGD 144A P/P 9.75000000
34960PAC5
325000.00000000
NS
USD
366031.25000000
0.282330245436
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
T/L DTI HOLDCO INC 0% 09/29/23
N/A
T/L DTI HOLDCO INC REGD 0.00000000
23358EAD1
550856.75000000
NS
USD
545922.18000000
0.421085202611
Long
LON
CORP
US
N
2
2023-09-29
Floating
5.75000000
N
N
N
N
N
N
KB HOME 7.625% 05/15/23
549300LGUCWQURMWLG09
KB HOME REGD 7.62500000
48666KAV1
340000.00000000
NS
USD
361250.00000000
0.278642332215
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.62500000
N
N
N
N
N
N
CLEAR CHANNEL 6.625% 08/01/25
N/A
CLEAR CHANNEL INTL BV REGD 144A P/P 6.62500000
18452MAB2
200000.00000000
NS
USD
208000.01000000
0.160436284809
Long
DBT
CORP
GB
Y
2
2025-08-01
Fixed
6.62500000
N
N
N
N
N
N
P&L DEV LLC/PLD 7.75% 11/15/25
N/A
P&L DEV LLC/PLD FIN CORP REGD 144A P/P 7.75000000
69306RAA4
465000.00000000
NS
USD
476043.75000000
0.367185995118
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
7.75000000
N
N
N
N
N
N
BERWICK RE 0.00% 12/31/23
N/A
BERWICK RE 2020-1 ZCP REGD PRIV /XILS00179879/ 0.00000000
N/A
993323.00000000
NS
USD
99.33000000
0.000076616035
Long
DBT
CORP
BM
N
3
2023-12-31
Fixed
0.00000000
N
N
N
N
N
N
ENDO DAC/FIN LLC 9.5% 07/31/27
N/A
ENDO DAC/FIN LLC/FINCO REGD 144A P/P 9.50000000
29273DAB6
234000.00000000
NS
USD
232245.00000000
0.179137130644
Long
DBT
CORP
IE
Y
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
T/L JAZZ ACQUIS 0% 6/12/26
N/A
T/L JAZZ ACQUISITION INC REGD 0.00000000
47214DAK0
322141.06000000
NS
USD
314288.87000000
0.242419885747
Long
LON
CORP
US
N
2
2026-06-12
Floating
4.34000000
N
N
N
N
N
N
UNITI GRP/UNIT 7.875% 02/15/25
N/A
UNITI GRP/UNITI HLD/CSL REGD 144A P/P 7.87500000
91327AAA0
386000.00000000
NS
USD
405956.20000000
0.313125487461
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
PHOENIX ONE RE ZCP 01/04/27
254900OK0APRPP1W0Z09
PHOENIX ONE RE REGD ZCP REG S P/P 0.00000000
N/A
250000.00000000
NS
USD
263675.00000000
0.203379977707
Long
DBT
CORP
SG
N
3
2027-01-04
Fixed
0.00000000
N
N
N
N
N
N
MARRIOTT INTERN 5.75% 05/01/25
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL REGD SER EE 5.75000000
571903BD4
16000.00000000
NS
USD
18136.62000000
0.013989287461
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
T/L WIRECO WORLDGROUP INC 0% 09/29/23
N/A
T/L WIRECO WORLDGROUP INC REGD 0.00000000
N/A
385464.32000000
NS
USD
386393.67000000
0.298036355327
Long
LON
CORP
US
N
2
2023-09-29
Floating
6.00000000
N
N
N
N
N
N
FREMF 2021-KG05 0.1% 01/25/31
N/A
FREMF 2021-KG05 MORTGAGE TRUST SER 2021-KG05 CL X2B 144A P/P 0.10000000
30318WAL7
1000000.00000000
NS
USD
6421.50000000
0.004953084391
Long
ABS-CBDO
CORP
US
Y
2
2031-01-25
Fixed
0.10000000
N
N
N
N
N
N
T/L GRINDING MEDIA 0% 09/21/28
N/A
T/L GRINDING MEDIA INC REGD 0.00000000
N/A
535000.00000000
NS
USD
537006.25000000
0.414208093880
Long
LON
CORP
US
N
2
2028-09-21
Floating
4.75000000
N
N
N
N
N
N
ARCONIC CORP 6.125% 02/15/28
549300B4YFWH3U74B152
ARCONIC CORP REGD 144A P/P 6.12500000
03966VAA5
445000.00000000
NS
USD
469728.65000000
0.362314980053
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
JOSEPH T RYERSON 8.5% 08/01/28
N/A
JOSEPH T RYERSON & SON I REGD 144A P/P 8.50000000
48088LAB3
323000.00000000
NS
USD
359337.50000000
0.277167166927
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
8.50000000
N
N
N
N
N
N
IBRD V/R 12/29/23
N/A
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R 4.49800000
U4586HKB8
250000.00000000
NS
USD
252450.00000000
0.194721818042
Long
DBT
USGA
US
Y
2
2023-12-29
Variable
4.49800000
N
N
N
N
N
N
EDEN RE II LTD ZCP 03/22/23
549300LKX8PCP3SC3F42
EDEN RE II LTD REGD ZCP 144A P/P SER B 0.00000000
27954TAB1
7125.00000000
NS
USD
26099.34000000
0.020131158385
Long
DBT
CORP
BM
Y
3
2023-03-22
Fixed
0.00000000
N
N
N
N
N
N
PORTRUSH2017 0% 6/15/21
N/A
PORTRUSH2017 ZCP REGD ZCP /BNR38PK57/ /932ERMII8/ 0.00000000
N/A
750000.00000000
NS
USD
478575.00000000
0.369138419764
Long
DBT
CORP
BM
N
3
2022-06-15
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
191702.96000000
NS
USD
178443.44000000
0.137638467239
Long
LON
CORP
US
N
2
2025-04-18
Floating
4.25000000
N
N
N
N
N
N
BALLYBUNION RE 0% 2/28/22
N/A
BALLYBUNION RE ZCP REGD /XILS00203915/ 0.00000000
N/A
250000.00000000
NS
USD
77375.00000000
0.059681523751
Long
DBT
CORP
BM
N
3
2023-02-28
Fixed
0.00000000
N
N
N
N
N
N
REPUBLIC OF NI 7.375% 09/28/33
N/A
REPUBLIC OF NIGERIA REGD 144A P/P MTN 7.37500000
65412JAS2
675000.00000000
NS
USD
668250.00000000
0.515440106582
Long
DBT
USGA
NG
Y
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
CREDITO REAL SA 7.25% 07/20/23
549300W2IL7TPPCTKL39
CREDITO REAL SAB DE CV REGD 144A P/P 7.25000000
22548WAA0
600000.00000000
NS
USD
576000.00000000
0.444285075034
Long
DBT
CORP
MX
Y
2
2023-07-20
Fixed
7.25000000
N
N
N
N
N
N
PBF HOLDING CO 9.25% 05/15/25
N/A
PBF HOLDING CO LLC REGD 144A P/P 9.25000000
69318FAK4
141000.00000000
NS
USD
137475.00000000
0.106038351892
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
VITALITY RE XI LT V/R 01/09/24
N/A
VITALITY RE XI LTD REGD V/R 144A P/P SER B 1.83295400
92851AAB0
250000.00000000
NS
USD
244425.00000000
0.188531908793
Long
DBT
CORP
KY
Y
2
2024-01-09
Variable
1.83295400
N
N
N
N
N
N
TAP ROCK RESOURCES 7% 10/01/26
549300Y3SDS1HPFQ6H17
TAP ROCK RESOURCES LLC REGD 144A P/P 7.00000000
87602LAA0
1000000.00000000
NS
USD
1030000.00000000
0.794468102925
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
OXFORD FIN LLC 6.375% 12/15/22
N/A
OXFORD FIN LLC/CO-ISS II REGD 144A P/P 6.37500000
69145LAA2
615000.00000000
NS
USD
617964.30000000
0.476653325336
Long
DBT
CORP
US
Y
2
2022-12-15
Fixed
6.37500000
N
N
N
N
N
N
CARNIVAL CORP 10.5% 02/01/26
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP REGD 144A P/P 10.50000000
143658BG6
135000.00000000
NS
USD
156870.00000000
0.120998263403
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
PANGAEA RE 0% 7/1/23
N/A
PANGAEA RE 2019-3 REGD /XILS00141735/ 0.00000000
N/A
735313.00000000
NS
USD
26449.88000000
0.020401539792
Long
DBT
CORP
BM
N
3
2023-07-01
Fixed
0.00000000
N
N
N
N
N
N
BOYD GAMING CO 8.625% 06/01/25
254900787YGRYS2A1Z35
BOYD GAMING CORP REGD 144A P/P 8.62500000
103304BS9
410000.00000000
NS
USD
443095.20000000
0.341771847533
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
8.62500000
N
N
N
N
N
N
CEMIG GERACAO E 9.25% 12/05/24
N/A
CEMIG GERACAO E TRANSM REGD 144A P/P 9.25000000
12517MAA0
400000.00000000
NS
USD
446960.00000000
0.344752876974
Long
DBT
CORP
BR
Y
2
2024-12-05
Fixed
9.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN 11.5% 06/01/25
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES REGD 144A P/P 11.50000000
780153AZ5
178000.00000000
NS
USD
202252.50000000
0.156003067948
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
HARAMBEE RE 2019 0.0% 12/31/22
N/A
HARAMBEE RE 2019 ZCP REGD /BNR48WAE2/ 0.00000000
N/A
1000000.00000000
NS
USD
3500.00000000
0.002699648893
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L TEAM HEALTH 0% 02/06/24
N/A
T/L TEAM HEAL INC 0.00000000
N/A
364323.89000000
NS
USD
347838.23000000
0.268297455061
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75000000
N
N
N
N
N
N
PCT 2016-PLSD 2.712% 04/13/21
N/A
PALISADES CENTER TRUST 2016-PLSD SER 2016-PLSD CL A REGD 144A P/P 2.71298000
69640GAA3
500000.00000000
NS
USD
469095.55000000
0.361826652135
Long
ABS-CBDO
CORP
US
Y
2
2033-04-13
Fixed
2.71298000
N
N
N
N
N
N
FOUR LAKES RE LTD V/R 01/05/24
N/A
FOUR LAKES RE LTD REGD V/R 144A P/P SER A 7.03802400
35087TAA6
250000.00000000
NS
USD
253675.00000000
0.195666695155
Long
DBT
CORP
BM
Y
2
2024-01-05
Variable
7.03802400
N
N
N
N
N
N
BEAZER HOMES US 7.25% 10/15/29
549300DUPYT2T0F60I45
BEAZER HOMES USA REGD SER WI 7.25000000
07556QBT1
885000.00000000
NS
USD
966862.50000000
0.745768365208
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
UNITED NATURAL 6.75% 10/15/28
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC REGD 144A P/P 6.75000000
911163AA1
225000.00000000
NS
USD
243562.50000000
0.187866638173
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
WESCO DISTRIBU 7.125% 06/15/25
N/A
WESCO DISTRIBUTION INC REGD 144A P/P 7.12500000
95081QAN4
350000.00000000
NS
USD
371000.00000000
0.286162782704
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
DARTMOUTH RE 2021 0% 12/31/24
N/A
DARTMOUTH RE 2021 ZCP REGD /XILS00266502/ 0.00000000
N/A
100000.00000000
NS
USD
94419.65000000
0.072828543897
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
TORREY PINES RE P V/R 06/07/24
N/A
TORREY PINES RE PTE LTD REGD V/R 144A P/P SER B 5.29056000
89142MAB9
250000.00000000
NS
USD
252225.00000000
0.194548269184
Long
DBT
CORP
BM
Y
2
2024-06-07
Variable
5.29056000
N
N
N
N
N
N
ARTEX SAC LIMITED V/R 01/31/22
N/A
ARTEX SAC LIMITED SEMINOLE SEGREGATED ACCOUNT /BNR3N2EG4/ 0.00000000
N/A
567400.00000000
NS
USD
14019.08000000
0.010813312516
Long
DBT
CORP
BM
N
3
2023-01-31
Variable
0.00000000
N
N
N
N
N
N
ALTICE FRANCE H 10.5% 05/15/27
N/A
ALTICE FRANCE HOLDING SA REGD P/P 10.50000000
02156TAB0
607000.00000000
NS
USD
657077.50000000
0.506822441650
Long
DBT
CORP
LU
Y
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
MEG ENERGY COR 7.125% 02/01/27
5493002WXPTG5ZC1T326
MEG ENERGY CORP REGD 144A P/P 7.12500000
552704AE8
825000.00000000
NS
USD
866250.00000000
0.668163101125
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
HYPATIA LTD V/R 06/07/23
98450041F85DB4C2C372
HYPATIA LTD REGD V/R 144A P/P SER B 10.41048900
44914CAB2
750000.00000000
NS
USD
797700.00000000
0.615288549227
Long
DBT
CORP
BM
Y
2
2023-06-07
Variable
10.41048900
N
N
N
N
N
N
NCL FINANCE LT 6.125% 03/15/28
N/A
NCL FINANCE LTD REGD 144A P/P 6.12500000
62888HAA7
170000.00000000
NS
USD
171487.50000000
0.132273154175
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
GOODYEAR TIRE & 9.5% 05/31/25
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER REGD 9.50000000
382550BH3
555000.00000000
NS
USD
604883.40000000
0.466563657562
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
9.50000000
N
N
N
N
N
N
CALL EUR/PUT USD FEBRUARY 15 2022 1.202 EUR-USD
N/A
CALL EUR/PUT USD FEBRUARY 15 2022 1.202 EUR-USD 0.00000000
N/A
-3300000.00000000
NC
-6568.52000000
-0.00506648507
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
N/A
Call
Purchased
CALL EUR/PUT USD FEBRUARY 15 2022 1.202 EUR-USD
0
-3300000.00000000
EUR
1.20200000
EUR
2022-02-15
XXXX
22753.05000000
N
N
N
ALTICE FRANCE HOLD 6% 02/15/28
N/A
ALTICE FRANCE HOLDING SA REGD 144A P/P 6.00000000
02156TAA2
695000.00000000
NS
USD
660250.00000000
0.509269480540
Long
DBT
CORP
LU
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
BCO DE GALICIA Y V/R 07/19/26
N/A
BCO DE GALICIA Y BUENOS REGD V/R 8.25000000
059538AR9
300000.00000000
NS
USD
288750.00000000
0.222721033708
Long
DBT
CORP
AR
Y
2
2026-07-19
Variable
8.25000000
N
N
N
N
N
N
US ACUTE CARE 6.375% 03/01/26
N/A
US ACUTE CARE SOLUTIONS REGD 144A P/P 6.37500000
90367UAA9
340000.00000000
NS
USD
352750.00000000
0.272086042045
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
FREEDOM MORTGA 8.125% 11/15/24
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP REGD 144A P/P 8.12500000
35640YAA5
247000.00000000
NS
USD
249341.56000000
0.192324190440
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
8.12500000
N
N
N
N
N
N
NSG HOLDINGS 7.75% 12/15/25
N/A
NSG HOLDINGS 7.75% 12/15/25 7.75000000
62940QAA3
137675.06000000
NS
USD
147312.31000000
0.113626147051
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
PANGAEA RE 2020-1 0% 02/01/24
N/A
PANGAEA RE 2020-1 REGD ZCP /XILS00178572/ 0.00000000
N/A
810646.00000000
NS
USD
17203.50000000
0.013269545639
Long
DBT
CORP
BM
N
3
2024-02-01
Fixed
0.00000000
N
N
N
N
N
N
CARNIVAL 7.625% 03/01/26/EUR/
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP /EUR/ REGD 144A P/P 7.62500000
N/A
130000.00000000
NS
161386.75000000
0.124482160300
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
METINVEST BV 7.75% 04/23/23
N/A
METINVEST BV REGD 144A P/P 7.75000000
591555AD9
200000.00000000
NS
USD
211200.00000000
0.162904527512
Long
DBT
CORP
NL
Y
2
2023-04-23
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220127 000005208 USD
N/A
1.00000000
NC
N/A
-8206.44000000
-0.00632985904
N/A
DFE
N/A
N
1
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
-1925477.64000000
USD
1655000.00000000
EUR
2022-01-27
-8206.44000000
N
N
N
ARTEX SAC LTD DAR V/R 01/31/22
N/A
ARTEX SAC LIMITED DARTMOUTH RE 2018 /BNR3NKE25/ 0.00000000
N/A
462683.00000000
NS
USD
97672.38000000
0.075337466453
Long
DBT
CORP
BM
N
3
2023-01-31
Variable
0.00000000
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
12500.00000000
NS
USD
3716.78000000
0.002866857432
Long
ABS-CBDO
CORP
BM
N
3
2023-03-22
Variable
0.00000000
N
N
N
N
N
N
FOUR LAKES RE LTD V/R 01/05/24
N/A
FOUR LAKES RE LTD REGD V/R 144A P/P SER B 9.53802400
35087TAB4
250000.00000000
NS
USD
254875.00000000
0.196592289061
Long
DBT
CORP
BM
Y
2
2024-01-05
Variable
9.53802400
N
N
N
N
N
N
EDEN RE II LTD ZCP 03/22/22
N/A
EDEN RE II LTD REGD ZCP 144A P/P SER B 0.00000000
27954GAB9
37500.00000000
NS
USD
11793.29000000
0.009096497799
Long
ABS-CBDO
CORP
BM
N
3
2023-03-22
Variable
0.00000000
N
N
N
N
N
N
UKRAINE GOVERN 8.994% 02/01/24
N/A
UKRAINE GOVERNMENT REGD 144A P/P 8.99400000
903724BW1
750000.00000000
NS
USD
819375.00000000
0.632007089160
Long
DBT
USGA
UA
Y
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
AVATION CAPITAL 8.25% 10/31/26
N/A
AVATION CAPITAL SA REGD 144A P/P MTN 8.25000000
05351CAA5
371284.00000000
NS
USD
308165.72000000
0.237696927140
Long
DBT
CORP
LU
Y
2
2026-10-31
Fixed
8.25000000
N
N
Y
N
N
N
MONA LISA RE LTD V/R 01/09/23
549300R6SO6XBFDC7M25
MONA LISA RE LTD REGD V/R 144A P/P SER B 8.03295400
608800AD0
750000.00000000
NS
USD
757425.00000000
0.584223303746
Long
DBT
CORP
BM
Y
2
2023-01-09
Variable
8.03295400
N
N
N
N
N
N
YPF SOCIEDAD AN 6.95% 07/21/27
N/A
YPF SOCIEDAD ANONIMA REGD 144A P/P 6.95000000
984245AQ3
995000.00000000
NS
USD
721384.95000000
0.556424594860
Long
DBT
CORP
AR
Y
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
FRESB 2020-SB79 V/R 07/25/40
N/A
FRESB 2020-SB79 MORTGAGE TRUST SER 2020-SB79 CL X1 V/R 1.21375900
30316VAF4
8216473.00000000
NS
USD
544379.13000000
0.419895004547
Long
ABS-CBDO
CORP
US
N
2
2040-07-25
Variable
1.21375900
N
N
N
N
N
N
GLENEAGLES RE 2021 0% 12/31/24
N/A
GLENEAGLES RE 2021 ZCP REGD /XILS00268141/ 0.00000000
N/A
250000.00000000
NS
USD
245425.00000000
0.189303237049
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
VIRIBUS RE 2020 0% 12/31/23
N/A
VIRIBUS RE 2020 REGD ZCP /XILS00172222/ 0.00000000
N/A
240783.00000000
NS
USD
1902.19000000
0.001467212893
Long
DBT
CORP
BM
N
3
2023-12-31
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
305000.00000000
NS
USD
343125.00000000
0.264662007588
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
MAXIM CRANE W 10.125% 08/01/24
N/A
MAXIM CRANE WORKS LLC REGD 144A P/P 10.12500000
18911YAA3
368000.00000000
NS
USD
378580.01000000
0.292009458592
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
10.12500000
N
N
N
N
N
N
ARTEX SAC LIMITED MERION RE
N/A
ARTEX SAC LIMITED MERION RE 2018-2 0.00000000
N/A
500000.00000000
NS
USD
82750.00000000
0.063827413123
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
BUILDERS FIRSTS 6.75% 06/01/27
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.75000000
12008RAM9
273000.00000000
NS
USD
287673.75000000
0.221890891673
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
T/L GRUPO AEROMEXIC 0% 8/19/22
N/A
T/L GRUPO AEROMEXICO SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000
N/A
151766.35000000
NS
USD
155181.09000000
0.119695559400
Long
LON
CORP
MX
N
2
2022-08-19
Floating
0.00000000
N
N
N
N
N
N
COMPEER FINANCIAL ACA /PFD/
N/A
COMPEER FINANCIAL CAC /PREFERRED/ 0.00000000
20453Q201
500.00000000
NS
USD
531250.00000000
0.409768135611
Long
EP
CORP
US
Y
2
N
N
N
ONEMAIN FINANC 6.625% 01/15/28
N/A
ONEMAIN FINANCE CORP REGD 6.62500000
85172FAQ2
75000.00000000
NS
USD
84187.50000000
0.064936197490
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
HARAMBEE 2018 0.00% 12/31/21
N/A
HARAMBEE 2018 ZCP REGD /BNR3M5Y01/ 0.00000000
N/A
1000000.00000000
NS
USD
1000.00000000
0.000771328255
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
WATCO COS LLC/FI 6.5% 06/15/27
N/A
WATCO COS LLC/FINANCE CO REGD 144A P/P 6.50000000
941130AB2
575000.00000000
NS
USD
610937.50000000
0.471233355952
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
EDEN RE II LTD ZCP 03/22/24
549300LKX8PCP3SC3F42
EDEN RE II LTD REGD ZCP 144A P/P SER B 0.00000000
27954QAH4
70000.00000000
NS
USD
64596.00000000
0.049824719977
Long
DBT
CORP
BM
Y
3
2024-03-22
Fixed
0.00000000
N
N
N
N
N
N
OLYMPUS WTR US 6.25% 10/01/29
549300YU2GGVCBN3MY89
OLYMPUS WTR US HLDG CORP REGD 144A P/P 6.25000000
681639AB6
205000.00000000
NS
USD
204487.50000000
0.157726986599
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
6.25000000
N
N
N
N
N
N
SCIENTIFIC GAMES I 7% 05/15/28
N/A
SCIENTIFIC GAMES INTERNA REGD 144A P/P 7.00000000
80874YBC3
295000.00000000
NS
USD
318732.75000000
0.245847575954
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
TEVA PHARMACEUTI 2.8% 07/21/23
N/A
TEVA PHARMACEUTICALS NE REGD 2.80000000
88167AAD3
493000.00000000
NS
USD
496598.90000000
0.383040763104
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
MYSTIC RE IV LTD V/R 01/08/25
N/A
MYSTIC RE IV LTD REGD V/R 144A P/P SER A 5.53295400
62865LAB3
250000.00000000
NS
USD
252525.00000000
0.194779667661
Long
DBT
CORP
BM
Y
2
2025-01-08
Variable
5.53295400
N
N
N
N
N
N
VIRIBUS RE 2021 0% 12/31/24
N/A
VIRIBUS RE 2021 ZCP REGD /XILS00265549/ 0.00000000
N/A
216242.00000000
NS
USD
219009.90000000
0.168928524053
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
ARCHROCK PARTN 6.875% 04/01/27
N/A
ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.87500000
03959KAA8
521000.00000000
NS
USD
543142.51000000
0.418941164600
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
ENLINK MIDSTREA 5.05% 04/01/45
N/A
ENLINK MIDSTREAM PARTNER REGD 5.05000000
29336UAD9
118000.00000000
NS
USD
112395.00000000
0.086693439250
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
KILIMANJARO III R V/R 04/20/26
254900T37LD5YQ545V53
KILIMANJARO III RE LTD REGD V/R 144A P/P SER A-2 11.29563000
49407PAH3
250000.00000000
NS
USD
251325.00000000
0.193854073755
Long
DBT
CORP
BM
Y
2
2026-04-20
Variable
11.29563000
N
N
N
N
N
N
SPRINT CORP 7.125% 06/15/24
N/A
SPRINT CORP REGD SER WI 7.12500000
85207UAH8
340000.00000000
NS
USD
384200.00000000
0.296344315673
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
LORENZ RE 2018 0.0% 07/01/21
N/A
LORENZ RE 2018 REGD ZCP /BNR3Y35Y1/ 0.00000000
N/A
750000.00000000
NS
USD
5735.87000000
0.004424238599
Long
DBT
CORP
BM
N
3
2022-07-01
Fixed
0.00000000
N
N
N
N
N
N
AILSA RE 2021 0.0% 06/30/25
N/A
AILSA RE 2021 REGD ZCP 0.00000000
N/A
350000.00000000
NS
USD
356846.82000000
0.275246035068
Long
DBT
CORP
BM
N
3
2025-06-30
Fixed
0.00000000
N
N
N
N
N
N
RESIDENTIAL RE 19 V/R 12/06/23
N/A
RESIDENTIAL RE 19 LTD REGD V/R 144A P/P SER 2 12.26802400
76120FAD3
250000.00000000
NS
USD
248600.00000000
0.191752204259
Long
DBT
CORP
KY
Y
2
2023-12-06
Variable
12.26802400
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
603000.00000000
NS
USD
616567.50000000
0.475575934029
Long
DBT
CORP
GB
Y
2
2025-05-15
Fixed
6.62500000
N
N
N
N
N
N
PUT EUR/CALL USD FEBRUARY 15. 2022 1.15 EUR-USD
N/A
PUT EUR/CALL USD FEBRUARY 15. 2022 1.15 EUR-USD 0.00000000
N/A
3300000.00000000
NC
32163.61000000
0.024808701184
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
N/A
Put
Written
PUT EUR/CALL USD FEBRUARY 15. 2022 1.15 EUR-USD
0
3300000.00000000
EUR
1.15000000
EUR
2022-02-15
XXXX
2842.04000000
N
N
N
T/L FIRST BRANDS 0% 03/24/27
N/A
T/L FIRST BRANDS GROUP LLC REGD 0.00000000
N/A
666926.19000000
NS
USD
673803.53000000
0.519723701188
Long
LON
CORP
US
N
2
2027-03-24
Floating
6.00000000
N
N
N
N
N
N
HERCULES LLC 6.5% 06/30/29
N/A
HERCULES LLC REGD SER UNIT CONVERTIBLE 6.50000000
427056BC9
1900000.00000000
NS
USD
1907125.00000000
1.471019398827
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
6.50000000
N
N
N
N
N
ASHLAND GLOBAL HOLDINGS INC
ASHLAND GLOBAL HOLDINGS INC
USD
XXXX
N
N
N
ARTEX SAC LTD V/R 12/31/22
N/A
ARTEX SAC LTD BANTRY RE 2019 REGD V/R /BNR4B8Q46/ 0.00000000
N/A
492000.00000000
NS
USD
16710.12000000
0.012888987704
Long
DBT
CORP
BM
N
3
2022-12-31
Variable
0.00000000
N
N
N
N
N
N
WFCM 2015-C28 E 3% 05/15/48
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 SER 2015-C28 CL E REGD 144A P/P 3.00000000
94989JAL0
1100000.00000000
NS
USD
806484.03000000
0.622063919761
Long
ABS-CBDO
CORP
US
Y
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
ALTURAS RE LTD 0% 9/12/23
N/A
ALTURAS RE LTD ZCP REGD 0.00000000
N/A
24550.00000000
NS
USD
12454.22000000
0.009606291783
Long
DBT
CORP
BM
N
3
2023-09-12
Fixed
0.00000000
N
N
N
N
N
N
KOPPERS INC 6% 02/15/25
N/A
KOPPERS INC REGD 144A P/P 6.00000000
500605AH3
199000.00000000
NS
USD
203762.07000000
0.157167441942
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
T/L SPECTACLE 0% 12/23/25
N/A
T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000
N/A
46383.75000000
NS
USD
50674.25000000
0.039086480839
Long
LON
CORP
US
N
2
2025-12-23
Floating
11.00000000
N
N
N
N
N
N
T/L U S RENAL 0% 06/26/26
N/A
T/L U S RENAL CARE INC REGD 0.00000000
90290PAN4
490000.00000000
NS
USD
488162.50000000
0.376533529412
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.12500000
N
N
N
N
N
N
ATENTO LUXCO 1 SA 8% 02/10/26
N/A
ATENTO LUXCO 1 SA REGD 144A P/P 8.00000000
04684LAC2
1384000.00000000
NS
USD
1469126.19000000
1.133178540901
Long
DBT
CORP
LU
Y
2
2026-02-10
Fixed
8.00000000
N
N
N
N
N
N
GOL FINANCE SA 7% 01/31/25
N/A
GOL FINANCE SA REGD 144A P/P 7.00000000
36254VAA6
500000.00000000
NS
USD
450380.00000000
0.347390819607
Long
DBT
CORP
LU
Y
2
2025-01-31
Fixed
7.00000000
N
N
N
N
N
N
KENBOURNE INVE 6.875% 11/26/24
N/A
KENBOURNE INVEST SA REGD 144A P/P 6.87500000
48855KAA8
1345000.00000000
NS
USD
1402162.50000000
1.081527554727
Long
DBT
CORP
LU
Y
2
2024-11-26
Fixed
6.87500000
N
N
N
N
N
N
ARTEX SAC LTD PAN 0% 2/1/23
N/A
ARTEX SAC LTD PANGAEA RE 2019-1ZCP REGD /BNR4941C7/ 0.00000000
N/A
819247.00000000
NS
USD
17071.03000000
0.013167367785
Long
DBT
CORP
BM
N
3
2023-02-01
Fixed
0.00000000
N
N
N
N
N
N
GLM 2017-2A E V/R 11/28/30
N/A
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD SER 2017-2A CL E V/R REGD 144A P/P 4.83150000
38136PAA9
500000.00000000
NS
USD
480360.00000000
0.370515240700
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-28
Variable
4.83150000
N
N
N
N
N
N
MONTELL FIN 8.1% 3/15/27 144A
N/A
MONTELL FINANCE CO BV SERIES 144A PRIVATE PLACEMENT 8.10000000
61238QAA6
300000.00000000
NS
USD
388025.08000000
0.299294707956
Long
DBT
CORP
NL
Y
2
2027-03-15
Fixed
8.10000000
N
N
N
N
N
N
TERVITA CORP 11% 12/01/25
N/A
TERVITA CORP REGD 144A P/P 11.00000000
88159EAA1
367000.00000000
NS
USD
422068.37000000
0.325553259435
Long
DBT
CORP
CA
Y
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
CACLN 2021-3 9.812% 02/25/25
N/A
JPMORGAN CHASE BANK NA - CACLN SER 2021-3 CL G REGD 144A P/P 9.81200000
46591HCJ7
1000000.00000000
NS
USD
989151.90000000
0.762960809221
Long
ABS-CBDO
CORP
US
Y
2
2029-02-26
Fixed
9.81200000
N
N
N
N
N
N
CLEAR CHANNEL O 7.75% 04/15/28
N/A
CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.75000000
18453HAC0
535000.00000000
NS
USD
553968.43000000
0.427291502585
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
FIRST QUANTUM M 7.25% 04/01/23
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L REGD 144A P/P 7.25000000
335934AK1
425000.00000000
NS
USD
431800.00000000
0.333059540624
Long
DBT
CORP
CA
Y
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
EMPIRE COMMUNITIES 7% 12/15/25
549300JM1L6KK2QFP273
EMPIRE COMMUNITIES CORP REGD 144A P/P 7.00000000
29163VAC7
390000.00000000
NS
USD
403650.00000000
0.311346650238
Long
DBT
CORP
CA
Y
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
STACR 2018-HRP2 V/R 02/25/47
N/A
STACR TRUST 2018-HRP2 SER 2018-HRP2 CL B2 V/R REGD 144A P/P 10.58925000
35564ACC3
640000.00000000
NS
USD
734522.05000000
0.566557611282
Long
ABS-CBDO
CORP
US
Y
2
2047-02-25
Variable
10.58925000
N
N
N
N
N
N
BAUSCH HEALTH COS 7% 01/15/28
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC REGD 144A P/P 7.00000000
071734AD9
547000.00000000
NS
USD
553911.35000000
0.427247475168
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
CREDITO REAL SAB D 8% 01/21/28
549300W2IL7TPPCTKL39
CREDITO REAL SAB DE CV REGD 144A P/P 8.00000000
22547AAD3
1480000.00000000
NS
USD
1259628.00000000
0.971586667526
Long
DBT
CORP
MX
Y
2
2028-01-21
Fixed
8.00000000
N
N
N
N
N
N
TURKIYE VAKIFLAR V/R 11/01/27
N/A
TURKIYE VAKIFLAR BANKASI REGD V/R 8.00000000
90015WAE3
344000.00000000
NS
USD
348300.00000000
0.268653631309
Long
DBT
CORP
TR
Y
2
2027-11-01
Variable
8.00000000
N
N
N
N
N
N
SCHWEITZER-MAU 6.875% 10/01/26
549300Z1FU4IDULG1R21
SCHWEITZER-MAUDUIT INTL REGD 144A P/P 6.87500000
808541AA4
379000.00000000
NS
USD
395581.23000000
0.305122979952
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
6.87500000
N
N
N
N
N
N
DEALER TIRE LLC/DT 8% 02/01/28
N/A
DEALER TIRE LLC/DT ISSR REGD 144A P/P 8.00000000
24229JAA1
840000.00000000
NS
USD
873600.00000000
0.673832363802
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
EUR CALL /USD PUT 10/19/22 1.2023
N/A
EUR CALL /USD PUT 10/19/22 1.2023 0.00000000
N/A
-1700000.00000000
NC
-21291.10000000
-0.01642242701
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
N/A
Call
Purchased
EUR CALL /USD PUT 10/19/22 1.2023
0
-1700000.00000000
EUR
1.20230000
EUR
2022-10-19
XXXX
4833.71000000
N
N
N
SPRINT CORP 7.625% 03/01/26
N/A
SPRINT CORP REGD 7.62500000
85207UAK1
850000.00000000
NS
USD
1018937.50000000
0.785935284102
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
CAPE LOOKOUT RE L V/R 03/22/24
N/A
CAPE LOOKOUT RE LTD REGD V/R 144A P/P SER A 3.30070100
13947LAC6
250000.00000000
NS
USD
252000.00000000
0.194374720327
Long
DBT
CORP
BM
Y
2
2024-03-22
Variable
3.30070100
N
N
N
N
N
N
HOWMET AEROSPA 6.875% 05/01/25
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC REGD 6.87500000
443201AA6
280000.00000000
NS
USD
324444.40000000
0.250253132983
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
ALLIED UNIVERS 6.625% 07/15/26
N/A
ALLIED UNIVERSAL REGD 144A P/P 6.62500000
019576AA5
245000.00000000
NS
USD
257617.97000000
0.198708019325
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
MSC 2007-T25 AJ V/R 11/12/49
N/A
MORGAN STANLEY CAPITAL I TRUST 2007-TOP25 SER 2007-T25 CL AJ V/R REGD 5.57400000
61751XAG5
174174.12000000
NS
USD
130630.59000000
0.100759065069
Long
ABS-CBDO
CORP
US
N
2
2049-11-12
Variable
5.57400000
N
N
N
N
N
N
SYLVAMO CORP 7% 09/01/29
5493001AOYU1ZOWOC971
SYLVAMO CORP REGD 144A P/P 7.00000000
87133LAA8
1175000.00000000
NS
USD
1180875.00000000
0.910842253439
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
7.00000000
N
N
N
N
N
N
ARTERA SERVICE 9.033% 12/04/25
N/A
ARTERA SERVICES LLC REGD 144A P/P 9.03300000
73939VAA2
1425000.00000000
NS
USD
1521187.50000000
1.173334900310
Long
DBT
CORP
US
Y
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
CAELUS RE V LTD V/R 06/07/21
N/A
CAELUS RE V LTD REGD V/R 144A P/P SER C 0.13295400
12765KAG0
250000.00000000
NS
USD
25.00000000
0.000019283206
Long
DBT
CORP
KY
Y
2
2025-06-09
Variable
0.13295400
N
N
N
N
N
N
DESARROLLADORA HOMEX SAB /MXN/
N/A
DESARROLLADORA HOMEX SAB DE /MXN/ 0.00000000
P35054108
89094.00000000
NS
229.42000000
0.000176958128
Long
EC
CORP
MX
N
1
N
N
N
ALTICE FRANCE 8.125% 02/01/27
N/A
ALTICE FRANCE SA REGD 144A P/P 8.12500000
02156LAA9
200000.00000000
NS
USD
215000.00000000
0.165835574882
Long
DBT
CORP
FR
Y
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
SUSSEX RE 2020-10.0% 12/31/22
N/A
SUSSEX RE 2020-1 REGD ZCP /XILS00176384/ 0.00000000
N/A
515671.00000000
NS
USD
16295.20000000
0.012568948185
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
TURKIYE VAKIFLAR 6.5% 01/08/26
N/A
TURKIYE VAKIFLAR BANKASI REGD 144A P/P 6.50000000
90015WAK9
540000.00000000
NS
USD
542149.20000000
0.418174996530
Long
DBT
CORP
TR
Y
2
2026-01-08
Fixed
6.50000000
N
N
N
N
N
N
PETROQUEST ENERGY INC
5493006TFRWYUQCKTQ17
PETROQUEST ENERGY INC 0.00000000
716748405
218823.00000000
NS
USD
92999.78000000
0.071733358047
Long
EC
CORP
US
N
3
N
N
N
STACR 2021-DNA1 V/R 01/25/51
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SER 2021-DNA1 CL B2 V/R REGD 144A P/P 4.79867000
35564KBE8
120000.00000000
NS
USD
124396.27000000
0.095950357900
Long
ABS-CBDO
CORP
US
Y
2
2051-01-25
Variable
4.79867000
N
N
N
N
N
N
EXTERRAN NRG S 8.125% 05/01/25
N/A
EXTERRAN NRG SOLUTIONS/F REGD SER WI 8.12500000
30227KAE9
750000.00000000
NS
USD
725625.00000000
0.559695065228
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.12500000
N
N
N
N
N
N
MATTERHORN RE LTD ZCP 12/07/21
N/A
MATTERHORN RE LTD REGD ZCP 144A P/P SER B 0.00000000
577092AK5
250000.00000000
NS
USD
248750.00000000
0.191867903497
Long
DBT
CORP
BM
Y
2
2021-12-07
Fixed
0.00000000
N
N
N
N
N
N
GENESIS ENERGY LP/ 8% 01/15/27
N/A
GENESIS ENERGY LP/FIN REGD 8.00000000
37185LAM4
365000.00000000
NS
USD
366715.50000000
0.282858026794
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
TAP SA 5.625% 12/02/24/EUR/
N/A
TAP SA /EUR/ REGD 144A P/P 5.62500000
N/A
1000000.00000000
NS
937351.29000000
0.723005535088
Long
DBT
CORP
PT
Y
2
2024-12-02
Fixed
5.62500000
N
N
N
N
N
N
CARNIVAL CORP 7.625% 03/01/26
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP REGD 144A P/P 7.62500000
143658BL5
100000.00000000
NS
USD
105359.00000000
0.081266373646
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
UNITI GRP/UNITI HL 6% 01/15/30
N/A
UNITI GRP/UNITI HLD/CSL REGD 144A P/P 6.00000000
91327AAB8
890000.00000000
NS
USD
878875.00000000
0.677901120348
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
THOPAS RE 2021 0% 12/31/24
N/A
THOPAS RE 2021 ZCP REGD /XILS00265550/ 0.00000000
N/A
250000.00000000
NS
USD
248150.00000000
0.191405106544
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
BALLYBUNION RE 0% 7/31/25
N/A
BALLYBUNION RE 2021-3 ZCP REGD /XILS00327653/ 0.00000000
N/A
100000.00000000
NS
USD
100000.00000000
0.077132825526
Long
DBT
CORP
BM
N
3
2025-07-31
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LTD V/R 02/01/22
N/A
ARTEX SAC LTD DINGLE RE 2019 REGD V/R /BNR4CDDZ9/ 0.00000000
N/A
250000.00000000
NS
USD
5131.40000000
0.003957993809
Long
DBT
CORP
BM
N
3
2023-02-01
Variable
0.00000000
N
N
N
N
N
N
AAG FH LP/AAG F 9.75% 07/15/24
N/A
AAG FH LP/AAG FH FINCO REGD 144A P/P 9.75000000
00033AAA6
575000.00000000
NS
USD
567829.75000000
0.437983130356
Long
DBT
CORP
CA
Y
2
2024-07-15
Fixed
9.75000000
N
N
N
N
N
N
HEXION INC 7.875% 07/15/27
N/A
HEXION INC REGD 144A P/P 7.87500000
42829LAF1
404000.00000000
NS
USD
428240.00000000
0.330313612035
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
7.87500000
N
N
N
N
N
N
MSCR 2021-MN1 B1 V/R 01/25/51
N/A
FREDDIE MAC MULTIFAMILY STRUCTURED C SER 2021-MN1 CL B1 V/R REGD 144A P/P 7.79867000
35563FAC5
70000.00000000
NS
USD
82769.48000000
0.063842438597
Long
ABS-CBDO
CORP
US
Y
2
2051-01-25
Variable
7.79867000
N
N
N
N
N
N
VEDANTA RESOUR 6.375% 07/30/22
N/A
VEDANTA RESOURCES LTD REGD 144A P/P 6.37500000
92241TAK8
375000.00000000
NS
USD
371640.00000000
0.286656432787
Long
DBT
CORP
IN
Y
2
2022-07-30
Fixed
6.37500000
N
N
N
N
N
N
DEUCE FINCO 5.5% 06/15/27/GBP/
N/A
DEUCE FINCO /GBP/ REGD 144A P/P 5.50000000
N/A
440000.00000000
NS
598416.24000000
0.461575354323
Long
DBT
CORP
GB
Y
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
UNIFIN FINANCI 8.375% 01/27/28
5493007GRMPGDJG93Z17
UNIFIN FINANCIERA SA DE REGD 144A P/P 8.37500000
90471MAA0
1174000.00000000
NS
USD
1038872.60000000
0.801311790003
Long
DBT
CORP
MX
Y
2
2028-01-27
Fixed
8.37500000
N
N
N
N
N
N
JPMCC 2013-LC11 V/R 05/15/23
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST SER 2013-LC11 CL D V/R REGD 4.16447300
46639YAX5
500000.00000000
NS
USD
398276.60000000
0.307201994992
Long
ABS-CBDO
CORP
US
N
2
2046-04-15
Variable
4.16447300
N
N
N
N
N
N
LIMESTONE RE LTD ZCP 03/01/23
5493004PN8HGYC184A27
LIMESTONE RE LTD REGD ZCP 144A P/P SER B 0.00000000
G5488XAF7
27000.00000000
NS
USD
10629.90000000
0.008199142220
Long
DBT
CORP
BM
Y
3
2023-03-01
Fixed
0.00000000
N
N
N
N
N
N
GLENEAGLES RE 2020 0% 12/31/23
N/A
GLENEAGLES RE 2020 REGD ZCP /XILS00191683/ 0.00000000
N/A
243580.00000000
NS
USD
24344.12000000
0.018777307605
Long
DBT
CORP
BM
N
3
2023-12-31
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LIMITED 0% 12/31/21
N/A
ARTEX SAC LIMITED GULLANE RE 2018-1 REGD ZCP /BNR3MYKH6/ 0.00000000
N/A
1059157.00000000
NS
USD
147116.91000000
0.113475429510
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
CINCINNATI BELL IN 7% 07/15/24
549300JYVZOCUJOHL272
CINCINNATI BELL INC REGD 144A P/P 7.00000000
171871AP1
300000.00000000
NS
USD
305250.00000000
0.235447949920
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
T/L ENTERPRISE 0% 02/19/28
N/A
T/L ENTERPRISE DEVELOPMENT AUTHORITY REGD 0.00000000
N/A
1243125.00000000
NS
USD
1247786.72000000
0.962453153684
Long
LON
CORP
US
N
2
2028-02-19
Floating
5.00000000
N
N
N
N
N
N
CENOVUS ENERGY 6.75% 11/15/39
549300NKHFE6ZRF37I48
CENOVUS ENERGY INC REGD 6.75000000
15135UAF6
660000.00000000
NS
USD
903533.12000000
0.696920625026
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
DCP MIDSTREAM OP 5.6% 04/01/44
N/A
DCP MIDSTREAM OPERATING REGD 5.60000000
23311VAF4
230000.00000000
NS
USD
276000.00000000
0.212886598453
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
ALTURAS RE 2019-2 0% 3/10/22
N/A
ALTURAS RE 2019-2 ZCP REGD 0.00000000
N/A
3037.00000000
NS
USD
4026.15000000
0.003105483254
Long
DBT
CORP
BM
N
3
2023-03-10
Fixed
0.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP V/R /PERP/
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP REGD V/R /PERP/ SER G 7.12500000
29273VAM2
915000.00000000
NS
USD
957090.00000000
0.738230559834
Long
DBT
CORP
US
N
2
2170-05-15
Variable
7.12500000
N
N
N
N
N
N
ENLINK MIDSTREAM 5.6% 04/01/44
N/A
ENLINK MIDSTREAM PARTNER REGD 5.60000000
29336UAC1
344000.00000000
NS
USD
337429.60000000
0.260268984643
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
KOSMOS ENERGY L 7.75% 05/01/27
213800YDFJ3OT9B5P157
KOSMOS ENERGY LTD REGD 144A P/P 7.75000000
500688AF3
405000.00000000
NS
USD
405000.00000000
0.312387943383
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
T/L KUEHG CORP 0% 02/21/25
N/A
T/L KUEHG CORP REGD 0.00000000
48244EAJ3
0.05000000
NS
USD
0.05000000
0.000000038566
Long
LON
CORP
US
N
2
2025-02-21
Floating
0.00000000
N
N
N
N
N
N
YPF SOCIED 16.5% 05/09/22/ARS/
N/A
YPF SOCIEDAD ANONIMA /ARS/ REGD 144A P/P MTN 16.50000000
984245AP5
7750000.00000000
NS
73828.03000000
0.056945645569
Long
DBT
CORP
AR
Y
2
2022-05-09
Fixed
16.50000000
N
N
N
N
N
N
GOL FINANCE SA 8% 06/30/26
N/A
GOL FINANCE SA REGD P/P 8.00000000
36254VAC2
2115000.00000000
NS
USD
2048927.40000000
1.580395596612
Long
DBT
CORP
LU
Y
2
2026-06-30
Fixed
8.00000000
N
N
N
N
N
N
GARDA WORLD SECU 9.5% 11/01/27
N/A
GARDA WORLD SECURITY COR REGD 144A P/P 9.50000000
36257BAA7
958000.00000000
NS
USD
1034640.00000000
0.798047066030
Long
DBT
CORP
CA
Y
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
HARVEST MIDSTREA 7.5% 09/01/28
549300DW5M17KJOXCY66
HARVEST MIDSTREAM I LP REGD 144A P/P 7.50000000
417558AA1
845000.00000000
NS
USD
887250.00000000
0.684360994486
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
AEROVIAS DE MEXICO 7% 02/05/25
N/A
AEROVIAS DE MEXICO S.A. REGD 144A P/P 0.00000000
008065AD6
680000.00000000
NS
USD
632400.00000000
0.487787988631
Long
DBT
CORP
MX
Y
2
2025-02-05
Fixed
0.00000000
Y
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
1128124.00000000
NS
USD
134810.82000000
0.103983394581
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L NEO TECHNOLOGY 0% 4/24/26
N/A
T/L NEO TECHNOLOGY INC REGD 0.00000000
N/A
267473.55000000
NS
USD
262458.42000000
0.202441595178
Long
LON
CORP
US
N
2
2026-04-24
Floating
7.25000000
N
N
N
N
N
N
REGIONALCARE/LI 9.75% 12/01/26
N/A
REGIONALCARE/LIFEPOINT REGD 144A P/P 9.75000000
53219LAR0
357000.00000000
NS
USD
376635.00000000
0.290509217422
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
LIBERTY MUTUAL 7.697% 10/15/97
N/A
LIBERTY MUTUAL INSURANCE REGD P/P 7.69700000
53079QAD9
4600000.00000000
NS
USD
7315163.16000000
5.642392037202
Long
DBT
CORP
US
Y
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
EDEN RE II LTD ZCP 03/21/25
549300LKX8PCP3SC3F42
EDEN RE II LTD REGD ZCP 144A P/P SER B 0.00000000
27955HAB6
600000.00000000
NS
USD
604920.00000000
0.466591888176
Long
DBT
CORP
BM
Y
3
2025-03-21
Fixed
0.00000000
N
N
N
N
N
N
SIERRACOL ENRGY AN 6% 06/15/28
N/A
SIERRACOL ENRGY ANDINA REGD 144A P/P 6.00000000
82653LAA9
900000.00000000
NS
USD
882828.00000000
0.680950180941
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
THOPAS RE 2019 0.0% 12/31/22
N/A
THOPAS RE 2019 ZCP REGD /BNR48W680/ 0.00000000
N/A
313499.00000000
NS
USD
12477.26000000
0.009624063186
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
PUT EUR/CALL USD 04FEB2022 1.1655 EUR-USD
N/A
PUT EUR/CALL USD 04FEB2022 1.1655 EUR-USD 0.00000000
N/A
800000.00000000
NC
13248.72000000
0.010219112082
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
Put
Written
PUT EUR/CALL USD 04FEB2022 1.1655 EUR-USD
0
800000.00000000
EUR
1.16550000
EUR
2022-02-04
XXXX
1900.86000000
N
N
N
PANGAEA RE 2020-3 0% 07/01/24
N/A
PANGAEA RE 2020-3 ZCP REGD P/P /XILS00223142/ 0.00000000
N/A
620500.00000000
NS
USD
51505.84000000
0.039727909703
Long
DBT
CORP
BM
N
3
2024-07-01
Fixed
0.00000000
N
N
N
N
N
N
DELEK LOG PART 7.125% 06/01/28
N/A
DELEK LOG PART/FINANCE REGD 144A P/P 7.12500000
24665FAC6
510000.00000000
NS
USD
534225.00000000
0.412062837170
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
7.12500000
N
N
N
N
N
N
BATH & BODY WO 6.625% 10/01/30
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC REGD 144A P/P 6.62500000
501797AW4
250000.00000000
NS
USD
279925.00000000
0.215914061855
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
CAELUS RE V LTD V/R 06/05/20
N/A
CAELUS RE V LTD REGD V/R 144A P/P 0.14055900
12765KAC9
400000.00000000
NS
USD
20000.00000000
0.015426565105
Long
DBT
CORP
KY
Y
2
2024-06-05
Variable
0.14055900
N
N
N
N
N
N
ALTURAS RE 2021-2 0% 12/31/24
N/A
ALTURAS RE 2021-2 ZCP REGD /XILS00265448/ 0.00000000
N/A
439922.00000000
NS
USD
411239.09000000
0.317200329787
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
COLGATE ENERGY 7.75% 02/15/26
N/A
COLGATE ENERGY PARTNERS REGD 144A P/P 7.75000000
19416MAA7
995000.00000000
NS
USD
1062162.50000000
0.819275947935
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
HYATT HOTELS CO 5.75% 04/23/30
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP REGD 5.75000000
448579AJ1
180000.00000000
NS
USD
216843.46000000
0.167257487668
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
DIEBOLD NIXDORF 8.5% 04/15/24
549300XZK6EWDBAZSY16
DIEBOLD NIXDORF INC REGD SER WI 8.50000000
253651AC7
865000.00000000
NS
USD
863918.75000000
0.666364942130
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
N
ARTEX SAC LTD V/R 12/31/21
N/A
ARTEX SAC LTD BANTRY RE 2018 REGD V/R /BNR4B8Q79/ 0.00000000
N/A
500000.00000000
NS
USD
5700.00000000
0.004396571055
Long
DBT
CORP
BM
N
3
2022-12-31
Variable
0.00000000
N
N
N
N
N
N
CD&R SMOKEY BUY 6.75% 07/15/25
N/A
CD&R SMOKEY BUYER INC REGD 144A P/P 6.75000000
12510CAA9
120000.00000000
NS
USD
126750.00000000
0.097765856355
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
TOTAL PLAY TELEC 7.5% 11/12/25
N/A
TOTAL PLAY TELECOM REGD 144A P/P 7.50000000
89157FAA8
770000.00000000
NS
USD
800422.70000000
0.617388644667
Long
DBT
CORP
MX
Y
2
2025-11-12
Fixed
7.50000000
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
1579039.00000000
NS
USD
122059.71000000
0.094148103152
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
PORT ROYAL RE 20210% 5/31/25
N/A
PORT ROYAL RE 2021 ZCP REGD /XILS00311791/ 0.00000000
N/A
250000.00000000
NS
USD
246284.88000000
0.189966486789
Long
DBT
CORP
BM
N
3
2025-05-31
Fixed
0.00000000
N
N
N
N
N
N
VINE ENERGY HOL 6.75% 04/15/29
N/A
VINE ENERGY HOLDINGS LLC REGD 144A P/P 6.75000000
92735LAA0
950000.00000000
NS
USD
1020062.50000000
0.786803028389
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
WHITE HERON RE 20210% 6/30/25
N/A
WHITE HERON RE 2021 ZCP REGD /XILS00311850/ 0.00000000
N/A
250000.00000000
NS
USD
250024.62000000
0.192851053918
Long
DBT
CORP
BM
N
3
2025-06-30
Fixed
0.00000000
N
N
N
N
N
N
CAESARS ENTERT 8.125% 07/01/27
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC REGD 144A P/P 8.12500000
28470RAK8
510000.00000000
NS
USD
571225.50000000
0.440602368279
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
AMBIENCE MERGE 7.125% 07/15/29
N/A
AMBIENCE MERGER REGD 144A P/P 7.12500000
04650YAB6
245000.00000000
NS
USD
236086.90000000
0.182100496668
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
7.12500000
N
N
N
N
N
N
MONGOLIAN MORTG 9.75% 01/29/22
N/A
MONGOLIAN MORTGAGE CO REGD 144A P/P 9.75000000
60938EAA8
500000.00000000
NS
USD
501875.00000000
0.387110368112
Long
DBT
CORP
MN
Y
2
2022-01-29
Fixed
9.75000000
N
N
N
N
N
N
MURPHY OIL COR 6.375% 07/15/28
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP REGD 6.37500000
626717AN2
605000.00000000
NS
USD
639064.53000000
0.492928528928
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
NRG ENERGY INC 6.625% 01/15/27
5E2UPK5SW04M13XY7I38
NRG ENERGY INC REGD SER WI 6.62500000
629377CC4
126000.00000000
NS
USD
130487.46000000
0.100648664856
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
PAR PHARMACEUTIC 7.5% 04/01/27
N/A
PAR PHARMACEUTICAL INC REGD 144A P/P 7.50000000
69888XAA7
381000.00000000
NS
USD
384333.75000000
0.296447480828
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
VERSCEND ESCROW 9.75% 08/15/26
N/A
VERSCEND ESCROW CORP REGD 144A P/P 9.75000000
92535WAA8
411000.00000000
NS
USD
435376.41000000
0.335818126710
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
PT BAKRIE & 0% 12/22/22 /IDR/
N/A
PT BAKRIE & BROTHERS TBK ZCP CONVERTIBLE REGD /IDR/ 0.00000000
N/A
812959000.00000000
NS
5738.20000000
0.004426035794
Long
DBT
CORP
ID
N
2
2022-12-22
Fixed
0.00000000
N
N
N
N
N
PT BAKRIE & BROTHERS TBK ZCP
PT BAKRIE & BROTHERS TBK ZCP
USD
XXXX
N
N
N
JB POINDEXTER 7.125% 04/15/26
549300W6P81HOZZGPQ16
JB POINDEXTER & CO INC REGD 144A P/P 7.12500000
730481AJ7
1095000.00000000
NS
USD
1151118.75000000
0.887890417043
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
MERION RE 2021-1 0% 12/31/24
N/A
MERION RE 2021-1 ZCP REGD /XILS00267067/ 0.00000000
N/A
250000.00000000
NS
USD
205000.00000000
0.158122292329
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
WESTERN GLOBA 10.375% 08/15/25
N/A
WESTERN GLOBAL AIRLINES REGD 144A P/P 10.37500000
958278AA1
965000.00000000
NS
USD
1072587.85000000
0.827317314962
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
10.37500000
N
N
N
N
N
N
T/L MHI HOLDINGS 0% 09/21/26
N/A
T/L MHI HOLDINGS LLC REGD 0.00000000
55303YAC7
491247.80000000
NS
USD
494932.16000000
0.381755159448
Long
LON
CORP
US
N
2
2026-09-21
Floating
5.08700000
N
N
N
N
N
N
KILIMANJARO RE LT V/R 05/06/22
549300TOWVCRIW71JM30
KILIMANJARO RE LTD REGD V/R 144A P/P SER B1 4.94000000
494074AJ6
250000.00000000
NS
USD
253875.00000000
0.195820960806
Long
DBT
CORP
BM
Y
2
2022-05-06
Variable
4.94000000
N
N
N
N
N
N
CLEVELAND-CLIFF 6.75% 03/15/26
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC REGD 144A P/P 6.75000000
185899AG6
870000.00000000
NS
USD
926550.00000000
0.714674194918
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
FRIGORIFICO CONC 7.7% 07/21/28
529900Q6VZVL47QJCQ91
FRIGORIFICO CONCEPCION REGD 144A P/P 7.70000000
358648AA1
1310000.00000000
NS
USD
1334903.10000000
1.029648479074
Long
DBT
CORP
PY
Y
2
2028-07-21
Fixed
7.70000000
N
N
N
N
N
N
SUSSEX RE 2021-1 0% 12/31/24
N/A
SUSSEX RE 2021-1 ZCP REGD /XILS00265783/ 0.00000000
N/A
250000.00000000
NS
USD
243250.00000000
0.187625598093
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
FIRST QUANTUM 6.875% 10/15/27
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L REGD 144A P/P 6.87500000
335934AT2
400000.00000000
NS
USD
427000.00000000
0.329357164999
Long
DBT
CORP
CA
Y
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
CINCINNATI BELL IN 8% 10/15/25
549300JYVZOCUJOHL272
CINCINNATI BELL INC REGD 144A P/P 8.00000000
14987RAA6
325000.00000000
NS
USD
338482.11000000
0.261080815345
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
GULLANE RE 2021 0% 12/31/24
N/A
GULLANE RE 2021 ZCP REGD /XILS00265339/ 0.00000000
N/A
900000.00000000
NS
USD
864090.00000000
0.666497032094
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
OLIN CORP 9.5% 06/01/25
549300GKK294V7W57P06
OLIN CORP REGD 144A P/P 9.50000000
680665AM8
280000.00000000
NS
USD
344050.00000000
0.265375486224
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
9.50000000
N
N
N
N
N
N
ISOSCELES RE 2021 0% 6/30/25
N/A
ISOSCELES RE 2021-G1 ZCP REGD /XILS00323560/ 0.00000000
N/A
250000.00000000
NS
USD
248575.00000000
0.191732921053
Long
DBT
CORP
BM
N
3
2025-06-30
Fixed
0.00000000
N
N
N
N
N
N
TARGUS INC
N/A
TARGUS INC 0.00000000
N/A
42088.00000000
NS
USD
64394.64000000
0.049669405319
Long
EC
CORP
US
N
3
N
N
N
CFGMS 2021-19 B V/R 11/06/23
N/A
CAPITAL FUNDING MORTGAGE TRUST SER 2021-19 CL B V/R REGD 144A P/P 16.46000000
14019QAB8
1000000.00000000
NS
USD
999895.00000000
0.771247265801
Long
ABS-CBDO
CORP
US
Y
2
2023-11-06
Variable
16.46000000
N
N
N
N
N
N
ALTURAS RE LTD V/R 12/20/19
N/A
ALTURAS RE LTD VARIABLE 2020-2R CLASS A 1.57000000
G0229TAE4
60078.00000000
NS
USD
51715.14000000
0.039889348707
Long
ABS-CBDO
CORP
BM
N
3
2023-03-10
Variable
1.57000000
N
N
N
N
N
N
ING GROEP NV V/R /PERP/
549300NYKK9MWM7GGW15
ING GROEP NV REGD V/R /PERP/ 6.50000000
456837AF0
350000.00000000
NS
USD
384564.25000000
0.296625271990
Long
DBT
CORP
NL
N
2
2170-10-16
Variable
6.50000000
N
N
N
N
N
N
CLEVELAND-CLIF 9.875% 10/17/25
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC REGD 144A P/P 9.87500000
185899AJ0
71000.00000000
NS
USD
81295.00000000
0.062705130512
Long
DBT
CORP
US
Y
2
2025-10-17
Fixed
9.87500000
N
N
N
N
N
N
DELL INT LLC / 7.125% 06/15/24
N/A
DELL INT LLC / EMC CORP REGD 144A P/P 7.12500000
25272KAW3
130000.00000000
NS
USD
132104.70000000
0.101896087763
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
PANGAEA RE 2018-1 0% 12/31/21
N/A
PANGAEA RE 2018-1 ZCP /BNR3MYH98/ 0.00000000
N/A
1000000.00000000
NS
USD
21054.49000000
0.016239923037
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
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
1000000.00000000
NS
USD
131800.00000000
0.101661064044
Long
DBT
CORP
BM
N
3
2022-11-30
Variable
0.00000000
N
N
N
N
N
N
INTESA SANPAOLO SPA V/R /PERP/
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA REGD V/R /PERP/ MTN 7.70000000
46115HAU1
225000.00000000
NS
USD
251156.25000000
0.193723912112
Long
DBT
CORP
IT
Y
2
2170-03-17
Variable
7.70000000
N
N
N
N
N
N
T/L AMERICAN AIRLINES INC 0% 3/10/28
N/A
T/L AMERICAN AIRLINES INC REGD 0.00000000
N/A
175000.00000000
NS
USD
182312.55000000
0.140622821104
Long
LON
CORP
US
N
2
2028-03-10
Floating
5.50000000
N
N
N
N
N
N
CFGMS 2020-9 B V/R 11/19/22
N/A
CAPITAL FUNDING MORTGAGE TRUST 2020-9 SER 2020-9 CL B V/R REGD 144A P/P 15.90000000
14020FAB9
588625.00000000
NS
USD
588625.00000000
0.454023094257
Long
ABS-CBDO
CORP
US
Y
2
2022-11-19
Variable
15.90000000
N
N
N
N
N
N
PRECISION DRIL 6.875% 01/15/29
549300WF2OE8T5BP4B84
PRECISION DRILLING CORP REGD 144A P/P 6.87500000
740212AM7
443000.00000000
NS
USD
457397.50000000
0.352803615638
Long
DBT
CORP
CA
Y
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
SECTOR RE V LTD ZCP 03/01/24
549300QS6XPZQHTCEJ97
SECTOR RE V LTD REGD ZCP 144A P/P SER A 0.00000000
81369ACT7
200000.00000000
NS
USD
130286.01000000
0.100493280779
Long
DBT
CORP
BM
Y
3
2024-03-01
Fixed
0.00000000
N
N
N
N
N
N
MC BRAZIL DWNST 7.25% 06/30/31
N/A
MC BRAZIL DWNSTRM REGD 144A P/P 7.25000000
55292WAA8
1355000.00000000
NS
USD
1322588.40000000
1.020149803009
Long
DBT
CORP
LU
Y
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
ARTEX SAC LIMITED V/R 01/31/22
N/A
ARTEX SAC LIMITED OYSTER BAY SEGREGATED ACCOUNT REGD V/R /BNR3NKES8/ 0.00000000
N/A
333342.00000000
NS
USD
302541.20000000
0.233358575942
Long
DBT
CORP
BM
N
3
2023-01-31
Variable
0.00000000
N
N
N
N
N
N
LIMA 2019-1 B 8.5% 11/01/22
N/A
L1C 2019-1 3/8L1 LLC SER 2019-1 CL B REGD 144A P/P 8.50000000
50213BAB9
35898.79000000
NS
USD
36140.74000000
0.027876373928
Long
ABS-CBDO
CORP
US
Y
2
2022-11-01
Fixed
8.50000000
N
N
N
N
N
N
MYSTIC RE IV LTD V/R 01/08/25
N/A
MYSTIC RE IV LTD REGD V/R 144A P/P SER B 19.50820100
62865LAC1
500000.00000000
NS
USD
499500.00000000
0.385278463506
Long
DBT
CORP
BM
Y
2
2025-01-08
Variable
19.50820100
N
N
N
N
N
N
ENTERCOM MEDIA 6.75% 03/31/29
N/A
ENTERCOM MEDIA CORP REGD 144A P/P 6.75000000
29365DAB5
225000.00000000
NS
USD
223031.25000000
0.172030304932
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
6.75000000
N
N
N
N
N
N
SECTOR RE V LTD ZCP 12/01/25
549300QS6XPZQHTCEJ97
SECTOR RE V LTD REGD ZCP 144A P/P SER 10-D 0.00000000
81369ADL3
225000.00000000
NS
USD
235740.91000000
0.181833624805
Long
DBT
CORP
BM
Y
3
2025-12-01
Fixed
0.00000000
N
N
N
N
N
N
PANGAEA RE 2018-3 0% 07/01/22
N/A
PANGAEA RE 2018-3 REGD ZCP /BNR3WRSC3/ 0.00000000
N/A
1000000.00000000
NS
USD
20743.40000000
0.015999970530
Long
DBT
CORP
BM
N
3
2022-07-01
Fixed
0.00000000
N
N
N
N
N
N
LEGACY LIFEPOIN 6.75% 04/15/25
N/A
LEGACY LIFEPOINT HEALTH REGD 144A P/P 6.75000000
53219LAT6
280000.00000000
NS
USD
293300.00000000
0.226230577270
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
KB HOME 6.875% 06/15/27
549300LGUCWQURMWLG09
KB HOME REGD 6.87500000
48666KAX7
211000.00000000
NS
USD
249203.66000000
0.192217824274
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.87500000
N
N
N
N
N
N
HARBOUR ENERGY P 5.5% 10/15/26
213800YPC42DYBKVPF97
HARBOUR ENERGY PLC REGD 144A P/P 5.50000000
411618AB7
1000000.00000000
NS
USD
993560.00000000
0.766360901303
Long
DBT
CORP
GB
Y
2
2026-10-15
Fixed
5.50000000
N
N
N
N
N
N
T/L CSC HOLDINGS LL 0% 7/17/25
N/A
T/L CSC HOLDINGS LLC REGD 0.00000000
64072UAE2
972.06000000
NS
USD
951.81000000
0.000734157946
Long
LON
CORP
US
N
2
2025-07-17
Floating
2.34025000
N
N
N
N
N
N
CFGMS 2021-8 B V/R 06/22/23
N/A
CAPITAL FUNDING MORTGAGE TRUST 2021-8 SER 2021-8 CL B V/R REGD 144A P/P 14.35000000
14021RAB2
288017.00000000
NS
USD
288017.00000000
0.222155650097
Long
ABS-CBDO
CORP
US
Y
2
2023-06-22
Variable
14.35000000
N
N
N
N
N
N
SBERBANK (SB CA 5.25% 05/23/23
N/A
SBERBANK (SB CAP SA) REGD P/P 5.25000000
78406JAD6
200000.00000000
NS
USD
210190.40000000
0.162125794506
Long
DBT
CORP
LU
Y
2
2023-05-23
Fixed
5.25000000
N
N
N
N
N
N
EUR PUT /USD CALL 10/19/22 1.145
N/A
EUR PUT /USD CALL 10/19/22 1.145 0.00000000
N/A
1700000.00000000
NC
30697.70000000
0.023678003381
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
N/A
Put
Written
EUR PUT /USD CALL 10/19/22 1.145
0
1700000.00000000
EUR
1.14500000
EUR
2022-10-19
XXXX
4572.89000000
N
N
N
REPUBLIC OF ANG 8.25% 05/09/28
N/A
REPUBLIC OF ANGOLA REGD 144A P/P 8.25000000
035198AB6
448000.00000000
NS
USD
450347.52000000
0.347365766865
Long
DBT
USGA
AO
Y
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
SURGERY CENTER HO 10% 04/15/27
N/A
SURGERY CENTER HOLDINGS REGD 144A P/P 10.00000000
86881WAD4
1066000.00000000
NS
USD
1144361.66000000
0.882678482603
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
VERSUTUS 2018 0.0% 12/31/21
N/A
VERSUTUS 2018 ZCP REGD /BNR3MF0E6/ 0.00000000
N/A
500000.00000000
NS
USD
0.00000000
0.000000
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211124 000006038 USD
N/A
1.00000000
NC
N/A
15257.66000000
0.011768664267
N/A
DFE
N/A
N
1
BANK OF AMERICA, N.A.
N/A
-813000.00000000
EUR
955405.08000000
USD
2021-11-24
15257.66000000
N
N
N
T/L SPECTACLE 0% 12/23/25
N/A
T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000
N/A
639896.25000000
NS
USD
699086.65000000
0.539225286025
Long
LON
CORP
US
N
2
2025-12-23
Floating
11.00000000
N
N
N
N
N
N
US RENAL CARE 10.625% 07/15/27
N/A
US RENAL CARE INC REGD 144A P/P 10.62500000
07335BAA4
1165000.00000000
NS
USD
1208046.75000000
0.931800591959
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
10.62500000
N
N
N
N
N
N
PROVINCE OF SALT 9.5% 03/16/22
529900F2BTF8AUQGEP42
PROVINCE OF SALTA REGD P/P 9.50000000
795751AA4
23680.00000000
NS
USD
22022.40000000
0.016986499368
Long
DBT
USGA
AR
Y
2
2022-03-16
Fixed
9.50000000
N
N
N
N
N
N
VISTAJET MALTA/ 10.5% 06/01/24
N/A
VISTAJET MALTA/XO MGMT REGD 144A P/P 10.50000000
92840JAA7
910000.00000000
NS
USD
982254.02000000
0.757640279476
Long
DBT
CORP
MT
Y
2
2024-06-01
Fixed
10.50000000
N
N
N
N
N
N
SOTHEBY'S 7.375% 10/15/27
N/A
SOTHEBY'S REGD 144A P/P 7.37500000
835898AH0
558000.00000000
NS
USD
589354.02000000
0.454585407981
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
T/L ENVISION HEALT 0% 10/10/25
N/A
T/L ENVISION HEALTHCARE CORPORATION REGD 0.00000000
N/A
316062.50000000
NS
USD
262134.34000000
0.202191623118
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.83700000
N
N
N
N
N
N
PANGAEA RE 2021-1 0% 12/31/24
N/A
PANGAEA RE 2021-1 ZCP REGD /XILS00266525/ 0.00000000
N/A
790000.00000000
NS
USD
769697.00000000
0.593689044094
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L INSTANT BRA 0% 04/07/28
N/A
T/L INSTANT BRANDS HOLDINGS INC REGD 0.00000000
N/A
377781.25000000
NS
USD
376836.80000000
0.290664871464
Long
LON
CORP
US
N
2
2028-04-07
Floating
5.75000000
N
N
N
N
N
N
TALEN ENERGY S 7.625% 06/01/28
N/A
TALEN ENERGY SUPPLY LLC REGD 144A P/P 7.62500000
87422VAJ7
710000.00000000
NS
USD
678050.00000000
0.522999123484
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
7.62500000
N
N
N
N
N
N
BOMBARDIER INC 7.125% 06/15/26
W7L3VLU8EHQY34Z36697
BOMBARDIER INC REGD 144A P/P 7.12500000
097751BV2
450000.00000000
NS
USD
471915.00000000
0.364001373584
Long
DBT
CORP
CA
Y
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
TORRICELLI RE 2021 0% 07/31/25
N/A
TORRICELLI RE 2021 ZCP REGD /XILS00322417/ 0.00000000
N/A
375860.00000000
NS
USD
394840.93000000
0.304551965645
Long
DBT
CORP
BM
N
3
2025-07-31
Fixed
0.00000000
N
N
N
N
N
N
ENERGY TRANSFER L V/R 11/01/66
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP REGD V/R SER * 3.14325000
29273RBA6
450000.00000000
NS
USD
371700.00000000
0.286702712483
Long
DBT
CORP
US
N
2
2066-11-01
Variable
3.14325000
N
N
N
N
N
N
LION ROCK RE 2020 0% 01/31/22
N/A
LION ROCK RE 2020 REGD ZCP /XILS00171823/ 0.00000000
N/A
250000.00000000
NS
USD
0.00000000
0.000000
Long
DBT
CORP
BM
N
3
2023-01-31
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
911000.00000000
NS
USD
920110.00000000
0.709706840954
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20211123 000010428 USD
N/A
1.00000000
NC
N/A
20935.82000000
0.016148389513
N/A
DFE
N/A
N
1
STATE STREET BANK AND TRUST CO
N/A
-1104234.60000000
USD
822000.00000000
GBP
2021-11-23
20935.82000000
N
N
N
MEX BONOS DES 8% 12/07/23/MXN/
N/A
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000
P9767GWU1
18385500.00000000
NS
911988.12000000
0.703442205424
Long
DBT
USGA
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
MERION RE 2021-2 0% 12/31/24
N/A
MERION RE 2021-2 ZCP REGD /XILS00265333/ 0.00000000
N/A
500000.00000000
NS
USD
472500.00000000
0.364452600614
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
FTS INTERNATIONAL INC-CL A
549300LIZ1UTOOLOZV47
FTS INTERNATIONAL INC-CL A 0.00000000
30283W302
10642.00000000
NS
USD
282013.00000000
0.217524595252
Long
EC
CORP
US
N
1
N
N
N
FINANCIERA INDEPEN 8% 07/19/24
4469000001BNUHDNSG66
FINANCIERA INDEPENDENCIA REGD 144A P/P 8.00000000
31770BAC2
530000.00000000
NS
USD
484573.70000000
0.373765386569
Long
DBT
CORP
MX
Y
2
2024-07-19
Fixed
8.00000000
N
N
N
N
N
N
C/O HOMEX OCT22 0.01
N/A
CALL OPTION ON 100SHS HOMEX OCT22 0.01 0.00000000
N/A
18332.00000000
NC
0.00000000
0.000000
N/A
DE
CORP
MX
N
3
BROWN BROTHERS HARRIMAN AND CO
5493006KMX1VFTPYPW14
Call
Written
C/O HOMEX OCT22 0.01
1059031
1833200.00000000
MXN
12500000000.00000000
MXN
2022-10-23
XXXX
-0.01000000
N
N
N
RESIDENTIAL RE 18 V/R 12/06/22
N/A
RESIDENTIAL RE 18 LTD REGD V/R 144A P/P SER II 11.68548900
76117UAD5
250000.00000000
NS
USD
248075.00000000
0.191347256925
Long
DBT
CORP
KY
Y
2
2022-12-06
Variable
11.68548900
N
N
N
N
N
N
ARTEX SAC LTD V/R 12/31/21
N/A
ARTEX SAC LIMITED WOBURN SEGREGATED ACCOUNT /BNR3SDP81/ 1.49000000
N/A
507289.00000000
NS
USD
35781.53000000
0.027599305105
Long
DBT
CORP
BM
N
3
2022-12-31
Variable
1.49000000
N
N
N
N
N
N
UNITI GROUP/CSL 6.5% 02/15/29
N/A
UNITI GROUP/CSL CAPITAL REGD 144A P/P 6.50000000
91327BAA8
10000.00000000
NS
USD
10115.85000000
0.007802640931
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
LION ROCK RE 20210% 12/31/24
N/A
LION ROCK RE 2021 ZCP REGD /XILS00265784/ 0.00000000
N/A
250000.00000000
NS
USD
217650.00000000
0.167879594759
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
AETHON UN/AETHI 8.25% 02/15/26
N/A
AETHON UN/AETHIN UN FIN REGD 144A P/P 8.25000000
00810GAC8
1160000.00000000
NS
USD
1246083.60000000
0.961139489105
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
ALTURAS RE 2021-3 0% 7/31/25
N/A
ALTURAS RE 2021-3 ZCP REGD /XILS00322493/ 0.00000000
N/A
213682.00000000
NS
USD
201096.13000000
0.155111127094
Long
DBT
CORP
BM
N
3
2025-07-31
Fixed
0.00000000
N
N
N
N
N
N
PATRICK INDUSTRI 7.5% 10/15/27
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC REGD 144A P/P 7.50000000
703343AC7
1001000.00000000
NS
USD
1072321.25000000
0.827111678849
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
FIRST QUANTUM 6.875% 03/01/26
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L REGD 144A P/P 6.87500000
335934AR6
500000.00000000
NS
USD
520625.00000000
0.401572772898
Long
DBT
CORP
CA
Y
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
PETROLEOS MEXI 6.875% 10/16/25
N/A
PETROLEOS MEXICANOS REGD 144A P/P 6.87500000
71654QDG4
610000.00000000
NS
USD
666339.60000000
0.513966561083
Long
DBT
CORP
MX
Y
2
2025-10-16
Fixed
6.87500000
N
N
N
N
N
N
BPR 2021-WILL E V/R 06/15/23
N/A
BPR TRUST 2021-WILL SER 2021-WILL CL E V/R REGD 144A P/P 6.84000000
05591VAJ4
500000.00000000
NS
USD
499995.70000000
0.385660810922
Long
ABS-CBDO
CORP
US
Y
2
2038-06-15
Variable
6.84000000
N
N
N
N
N
N
PRIME HEALTHCAR 7.25% 11/01/25
N/A
PRIME HEALTHCARE SERVICE REGD 144A P/P 7.25000000
74165HAB4
550000.00000000
NS
USD
585750.00000000
0.451805525523
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
BANTRY RE 2021 0% 12/31/24
N/A
BANTRY RE 2021 ZCP REGD /XILS00267979/ 0.00000000
N/A
500000.00000000
NS
USD
492850.00000000
0.380149130608
Long
DBT
CORP
BM
N
3
2024-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L TRAVERSE MIDST 0% 09/27/24
N/A
T/L TRAVERSE MIDSTREAM PARTNERS LLC REGD 0.00000000
89435TAB0
642194.40000000
NS
USD
642939.99000000
0.495917780728
Long
LON
CORP
US
N
2
2024-09-27
Floating
4.30000000
N
N
N
N
N
N
VERSUTUS RE 2019-B 0% 12/31/21
N/A
VERSUTUS RE 2019-B REGD ZCP /BNR48UYP5/ 0.00000000
N/A
58727.00000000
NS
USD
0.00000000
0.000000
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
DIGICEL LTD 6.75% 03/01/23
N/A
DIGICEL LTD REGD 6.75000000
G27649AG0
750000.00000000
NS
USD
725625.00000000
0.559695065228
Long
DBT
CORP
JM
N
2
2023-03-01
Fixed
6.75000000
N
N
N
N
N
N
2021-11-30
Pioneer Diversified High Income Fund, Inc.
Anthony J. Koenig, Jr.
Anthony J. Koenig, Jr.
Managing Director, Chief Operations Officer & Fund Treasurer