0001752724-24-051714.txt : 20240312
0001752724-24-051714.hdr.sgml : 20240312
20240312113057
ACCESSION NUMBER: 0001752724-24-051714
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230428
FILED AS OF DATE: 20240312
DATE AS OF CHANGE: 20240312
PERIOD START: 20230430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Pioneer Diversified High Income Fund, Inc.
CENTRAL INDEX KEY: 0001388126
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22014
FILM NUMBER: 24740833
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/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-23-139820
0001388126
XXXXXXXX
Pioneer Diversified High Income Fund, Inc.
811-22014
0001388126
5493001J3JB8KDPLS536
60 State Street
Boston
02109
617-422-4947
Pioneer Diversified High Income Fund, Inc.
5493001J3JB8KDPLS536
2023-04-30
2023-04-28
N
141405739.62
43684755.70
97720983.92
0.00000000
0.00000000
42575000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
861132.75000000
EUR
MXN
USD
N
FIBER BIDCO SPA
81560079496BA27EC472
Fiber Bidco Spa
000000000
425000.00000000
PA
504367.18000000
0.516129862561
Long
DBT
CORP
IT
N
2
2027-10-25
Fixed
11.00000000
N
N
N
N
N
N
Cyprus Re 2017, 1/31/22
N/A
Cyprus Re 2017, 1/31/22
000000000
650000.00000000
PA
USD
65.00000000
0.000066515908
Long
DBT
CORP
BM
Y
3
2024-01-31
Floating
0.01000000
N
N
N
N
N
N
TOTAL PLAY TELECOM
4469000001BSAPAMOQ06
Total Play Telecomunicaciones SA de CV
89157FAC4
850000.00000000
PA
USD
560015.62000000
0.573076116853
Long
DBT
CORP
MX
N
2
2028-09-20
Fixed
6.37500000
N
N
N
N
N
N
DRAFTKINGS HOLDINGS INC
5493008P45UYYL683Z97
DraftKings Holdings Inc
26142RAB0
312000.00000000
PA
USD
223392.00000000
0.228601873455
Long
DBT
CORP
US
N
2
2028-03-15
None
0.00000000
N
N
N
N
Y
DraftKings Inc
DraftKings Inc
USD
XXXX
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust 2021-8
14021RAB2
288017.00000000
PA
USD
288017.00000000
0.294734036075
Long
ABS-MBS
CORP
US
N
2
2023-06-22
Floating
17.67000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
425000.00000000
PA
USD
304087.50000000
0.311179326897
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
785000.00000000
PA
USD
613085.00000000
0.627383163171
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAN0
315000.00000000
PA
USD
338597.20000000
0.346493850570
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.37500000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-WILL
05591VAJ4
500000.00000000
PA
USD
454533.90000000
0.465134387484
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
11.69800000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
870000.00000000
PA
USD
672317.13000000
0.687996685082
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
Harambee Re 2019, 12/31/22
N/A
Harambee Re 2019, 12/31/22
000000000
1000000.00000000
PA
USD
1600.00000000
0.001637314664
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
1112739.00000000
PA
USD
993364.36000000
1.016531271127
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust 2020-9
14020FAB9
570966.25000000
PA
USD
563209.67000000
0.576344657418
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Floating
19.74800000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
935000.00000000
PA
USD
875661.12000000
0.896082995558
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
INTRUM AB
549300UNCO2FCUWXX470
Intrum AB
000000000
840000.00000000
PA
881630.19000000
0.902191274211
Long
DBT
CORP
SE
N
2
2028-03-15
Fixed
9.25000000
N
N
N
N
N
N
AVATION PLC WTS 01JAN59
N/A
AVATION PLC WTS 01JAN59
000000000
6475.00000000
NC
4923.16000000
0.005037976289
N/A
DE
CORP
US
N
1
AVATION PLC WTS 01JAN59
N/A
Call
Purchased
Avation PLC
Avation PLC
1.00000000
0.00000000
GBP
2059-01-01
XXXX
4923.15000000
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAC5
325000.00000000
PA
USD
338466.38000000
0.346359979630
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
PETROQUEST ENERGY INC
N/A
PETROQUEST ENERGY INC
000000000
2189.00000000
NS
USD
109.45000000
0.000112002556
Long
EC
CORP
US
N
2
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AM5
845000.00000000
PA
USD
864271.12000000
0.884427361791
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AQ5
370000.00000000
PA
USD
378750.13000000
0.387583213765
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
N
Alturas Re 2022-2, 12/31/2027
N/A
Alturas Re 2022-2, 12/31/2027
000000000
376048.00000000
PA
USD
141506.86000000
0.144807035626
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
197000.00000000
PA
USD
190408.38000000
0.194849020509
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
PORTHCAWL RE 2023
N/A
PORTHCAWL RE 2023
000000000
250000.00000000
PA
USD
214723.68000000
0.219731393797
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
BANCO GNB SUDAMERIS SA
549300SO7QUETMQD9D84
Banco GNB Sudameris SA
059593AE3
1135000.00000000
PA
USD
839900.00000000
0.859487866687
Long
DBT
CORP
CO
N
2
2031-04-16
Fixed
7.50000000
N
N
N
N
N
N
GARDA WORLD SECURITY COR
549300ZF1NDXLMCHNO20
Garda World Security Corp
36257BAA7
958000.00000000
PA
USD
918041.82000000
0.939452084059
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327TAA9
410000.00000000
PA
USD
392327.65000000
0.401477384142
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
PT Bakrie & Brothers TBK
N/A
PT Bakrie & Brothers TBK
000000000
812959000.00000000
PA
6317.47000000
0.006464803920
Long
DBT
CORP
ID
N
2
2023-07-31
None
0.00000000
N
N
N
N
N
N
RMF Buyout Issuance Trust
N/A
RMF Buyout Issuance Trust 2022-HB1
76970HAF5
500000.00000000
PA
USD
55625.00000000
0.056922267632
Long
ABS-MBS
CORP
US
N
2
2032-04-25
Variable
4.50000000
N
N
N
N
N
N
Palisades Center Trust
N/A
Palisades Center Trust 2016-PLSD
69640GAA3
290000.00000000
PA
USD
174000.00000000
0.178057969762
Long
ABS-MBS
CORP
US
N
2
2033-04-13
Fixed
2.71298000
N
N
N
N
N
N
FOUR LAKES RE LTD
549300MG4RRU6DT7MN54
Four Lakes Re Ltd
35087TAB4
250000.00000000
PA
USD
231350.00000000
0.236745467267
Long
DBT
CORP
BM
Y
2
2024-01-05
Floating
15.22414800
N
N
N
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
000000000
750000.00000000
PA
USD
150000.00000000
0.153498249795
Long
DBT
CORP
JM
N
2
2023-03-01
Fixed
6.75000000
Y
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2021-KG05 Mortgage Trust
30318WAJ2
12333286.00000000
PA
USD
69176.17000000
0.070789473483
Long
ABS-MBS
CORP
US
N
2
2031-01-25
Fixed
0.10000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAA5
247000.00000000
PA
USD
237863.12000000
0.243410484072
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.12500000
N
N
N
N
N
N
ABRA GLOBAL FINANCE
N/A
ABRA Global Finance
000852AB9
2374757.00000000
PA
USD
1900144.57000000
1.944459105687
Long
DBT
CORP
KY
N
2
2028-03-02
Fixed
11.50000000
N
N
Y
N
N
N
Gullane Re 2018, 12/31/21
N/A
Gullane Re 2018, 12/31/21
000000000
1059157.00000000
PA
USD
50017.87000000
0.051184370023
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
RESIDENTIAL RE 2022 LTD
N/A
Residential Reinsurance 2022 Ltd
76119YAG8
375000.00000000
PA
USD
374212.50000000
0.382939758676
Long
DBT
CORP
KY
N
2
2026-12-06
Floating
12.06154900
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
411000.00000000
PA
USD
414793.12000000
0.424466786314
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Merion Re 2018-2, 12/31/21
N/A
Merion Re 2018-2, 12/31/21
000000000
500000.00000000
PA
USD
37944.14000000
0.038829060533
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
SANDERS RE III LTD
N/A
Sanders Re III Ltd
80001QAA1
250000.00000000
PA
USD
251000.00000000
0.256853737990
Long
DBT
CORP
BM
Y
2
2027-04-07
Floating
10.80115300
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
145000.00000000
PA
USD
121075.00000000
0.123898670626
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
118000.00000000
PA
USD
93642.44000000
0.095826337643
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
350000.00000000
PA
USD
323475.08000000
0.331019057549
Long
DBT
CORP
NL
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAJ0
100000.00000000
PA
USD
92755.16000000
0.094918364796
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
11.01533000
N
N
N
N
N
N
KILIMANJARO III RE LTD
254900T37LD5YQ545V53
Kilimanjaro III Re Ltd
49407PAH3
250000.00000000
PA
USD
191875.00000000
0.196349844529
Long
DBT
CORP
BM
Y
2
2026-04-20
Floating
17.42414800
N
N
N
N
N
N
RESIDENTIAL RE 19 LTD
N/A
Residential Reinsurance 2019 Ltd
76120FAD3
250000.00000000
PA
USD
239850.00000000
0.245443701422
Long
DBT
CORP
KY
Y
2
2023-12-06
Floating
17.53401200
N
N
N
N
N
N
Amplify Energy Corp
J0TW5YQRAZXYN7VEU787
Amplify Energy Corp
03212B103
6.00000000
NS
USD
41.46000000
0.000042426916
Long
EC
CORP
US
N
1
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADB5
25000.00000000
PA
USD
41862.16000000
0.042838455284
Long
DBT
CORP
BM
Y
3
2024-12-01
None
0.00000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
1160000.00000000
PA
USD
1126436.92000000
1.152707304832
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
HYPATIA LTD
98450041F85DB4C2C372
Hypatia Ltd
44914CAB2
750000.00000000
PA
USD
749625.00000000
0.767107503352
Long
DBT
CORP
BM
Y
2
2023-06-07
Floating
15.32615300
N
N
N
N
N
N
Alturas Re 2020-3, 9/30/24
N/A
Alturas Re 2020-3, 9/30/24
000000000
225450.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-09-30
Floating
0.01000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAL2
668314.44000000
PA
USD
665007.09000000
0.680516162776
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
12.22252000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAC6
510000.00000000
PA
USD
464525.85000000
0.475359366397
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.12500000
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
358648AA1
1310000.00000000
PA
USD
937069.20000000
0.958923214247
Long
DBT
CORP
PY
N
2
2028-07-21
Fixed
7.70000000
N
N
N
N
N
N
Versutus Re 2019-B, 12/31/21
N/A
Versutus Re 2019-B, 12/31/21
000000000
58727.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
PHH MORTGAGE CORP
PAOOWF3GUFM46FBSP561
PHH Mortgage Corp
69356NAA2
355000.00000000
PA
USD
319052.70000000
0.326493540283
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.87500000
N
N
N
N
N
N
LIMESTONE RE LTD
5493004PN8HGYC184A27
Limestone Re Ltd
000000000
27000.00000000
PA
USD
901.80000000
0.000922831477
Long
DBT
CORP
BM
Y
3
2023-10-01
None
0.00000000
N
N
N
N
N
N
PECF USS INTERMEDIATE HO
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corp
69291HAA3
350000.00000000
PA
USD
228434.21000000
0.233761676189
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ACT7
200000.00000000
PA
USD
98064.37000000
0.100351394415
Long
DBT
CORP
BM
Y
3
2024-03-01
None
0.00000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
4960887.43000000
NS
USD
4960887.43000000
5.076583586245
Long
STIV
RF
US
N
1
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCJ7
1000000.00000000
PA
USD
941440.80000000
0.963396767239
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
9.81200000
N
N
N
N
N
N
INTEGRITY RE LTD
N/A
Integrity Re Ltd
45833UAF8
250000.00000000
PA
USD
225000.00000000
0.230247374693
Long
DBT
CORP
BM
N
2
2025-06-06
Floating
12.05115300
N
N
N
N
N
N
PATAGONIA HOLDCO LLC
254900OLXUIWWEAJZ984
Patagonia Holdco LLC
70289FAD3
1019875.00000000
PA
USD
832472.97000000
0.851887625979
Long
LON
CORP
US
N
2
2029-08-01
Floating
10.47335000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KSQ3
280000.00000000
PA
USD
260080.55000000
0.266146061538
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
13.31533000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS EUR PUT
000000000
1350000.00000000
NC
4243.76000000
0.004342731550
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS EUR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
EUR
2023-11-28
1350000.00000000
USD
1.01500000
EUR
2023-11-28
XXXX
-24287.21000000
N
N
N
SIMPAR EUROPE SA
54930068BSUST41D5C30
Simpar Europe SA
82883PAA2
400000.00000000
PA
USD
295983.80000000
0.302886635118
Long
DBT
CORP
LU
N
2
2031-01-26
Fixed
5.20000000
N
N
N
N
N
N
RESILIENCE RE LTD
549300MGGTJ8JMVTOJ89
Resilience Re Ltd
000000000
700000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2023-05-01
None
0.00000000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
USD/EUR FORWARD
000000000
1.00000000
NC
USD
17337.14000000
0.017741470976
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
-711157.92000000
USD
660000.00000000
EUR
2023-05-25
17337.14000000
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAM7
250000.00000000
PA
USD
249800.00000000
0.255625751992
Long
DBT
CORP
BM
Y
2
2026-03-11
Floating
21.31344600
N
N
N
N
N
N
ABRA GLOBAL FINANCE
N/A
ABRA Global Finance
000852AA1
488869.00000000
PA
USD
405761.27000000
0.415224298531
Long
DBT
CORP
KY
N
2
2028-03-02
Fixed
5.00000000
N
N
Y
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-A
80290CAV6
650000.00000000
PA
USD
603138.90000000
0.617205103556
Long
ABS-O
CORP
US
N
2
2032-05-15
Fixed
12.66200000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KS12 Mortgage Trust
30311XAC2
1000000.00000000
PA
USD
945902.30000000
0.967962316849
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Floating
11.75771000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AG9
480000.00000000
PA
USD
480000.00000000
0.491194399345
Long
DBT
CORP
KY
N
2
2024-11-15
Fixed
8.87500000
N
N
N
N
N
N
SCC POWER PLC
529900IYGYC6VSDSDF37
SCC Power PLC
78397YAC6
94701.58884700
PA
USD
8530.04000000
0.008728974737
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
4.00000000
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AQ2
500000.00000000
PA
USD
457250.00000000
0.467913831459
Long
DBT
CORP
BM
Y
2
2025-03-24
Floating
12.57033500
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
765000.00000000
PA
USD
682762.15000000
0.698685300343
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
Bantry Re 2021, 12/31/24
N/A
Bantry Re 2021, 12/31/24
000000000
500000.00000000
PA
USD
44696.28000000
0.045738671682
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
EDEN RE II LTD
549300LKX8PCP3SC3F42
Eden Re II Ltd
27955HAB6
49927.00000000
PA
USD
25512.70000000
0.026107698650
Long
DBT
CORP
BM
Y
3
2025-03-21
None
0.00000000
N
N
N
N
N
N
Woburn Re 2018, 12/31/21
N/A
Woburn Re 2018, 12/31/21
000000000
507289.00000000
PA
USD
11199.12000000
0.011460302128
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
AMARANTH RE 2023
N/A
AMARANTH RE 2023
000000000
250000.00000000
PA
USD
222269.44000000
0.227453133486
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADV1
15000.00000000
PA
USD
70308.48000000
0.071948190838
Long
DBT
CORP
BM
Y
3
2026-12-01
Floating
5.14401200
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAC1
245000.00000000
PA
USD
232618.08000000
0.238043121005
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
550000.00000000
PA
USD
496515.37000000
0.508094935276
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
365000.00000000
PA
USD
364240.47000000
0.372735164330
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JAL0
1100000.00000000
PA
USD
740958.24000000
0.758238620076
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
STRATHCONA RESOURCES
549300YNIUISTSZMLF56
Strathcona Resources Ltd/Alberta
86304TAA6
860000.00000000
PA
USD
727273.01000000
0.744234227722
Long
DBT
CORP
CA
N
2
2026-08-01
Fixed
6.87500000
N
N
N
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
633000.00000000
PA
USD
588690.00000000
0.602419231146
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
PHOENIX 3 RE PTE LTD
254900KZ3HFPS3H5FZ50
Phoenix 3 RE Pte Ltd
000000000
250000.00000000
PA
USD
262400.00000000
0.268519604975
Long
DBT
CORP
SG
Y
3
2029-01-04
None
0.00000000
N
N
N
N
N
N
Harambee Re 2018, 12/31/21
N/A
Harambee Re 2018, 12/31/21
000000000
1000000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
ALAMO RE LTD
5493003E22VRD25G0S03
Alamo Re Ltd
011395AJ9
250000.00000000
PA
USD
249875.00000000
0.255702501117
Long
DBT
CORP
BM
Y
2
2026-06-07
Floating
13.55115300
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
295000.00000000
PA
USD
295000.00000000
0.301879891264
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAD1
745000.00000000
PA
USD
707750.00000000
0.724255908617
Long
DBT
CORP
N/A
N
2
2027-05-01
Fixed
7.87500000
N
N
N
N
N
N
DIEBOLD NIXDORF HOLDING
N/A
Diebold Nixdorf Holding Germany Inc & Co KGaA
000000000
726144.10000000
PA
USD
780604.91000000
0.798809916444
Long
LON
CORP
DE
N
2
2025-07-15
Floating
11.62926000
N
N
N
N
N
N
Freddie Mac - STACR
549300KB1O80CETXGJ21
Freddie Mac STACR Trust 2019-DNA3
35564TBE9
545000.00000000
PA
USD
563766.97000000
0.576914954582
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Floating
13.17043000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBE3
21820371.52000000
PA
USD
247473.56000000
0.253245055537
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
0.79662200
N
N
N
N
N
N
Ballybunion Re 2022
N/A
Ballybunion Re 2022
000000000
264839.00000000
PA
USD
5018.83000000
0.005135877473
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
93000.00000000
PA
USD
92257.99000000
0.094409599964
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
865000.00000000
PA
USD
788139.31000000
0.806520031199
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAG0
250000.00000000
PA
USD
234850.00000000
0.240327093096
Long
DBT
CORP
BM
Y
2
2024-03-01
Floating
18.64154900
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
1309270.91000000
PA
USD
1006133.98000000
1.029598699930
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
EDEN RE II LTD
549300LKX8PCP3SC3F42
Eden Re II Ltd
27955GAB8
300000.00000000
PA
USD
308790.00000000
0.315991497028
Long
DBT
CORP
BM
Y
3
2027-03-19
None
0.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2021-KG05 Mortgage Trust
30318WAL7
1000000.00000000
PA
USD
5192.70000000
0.005313802411
Long
ABS-MBS
CORP
US
N
2
2031-01-25
Fixed
0.10000000
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
Windstream Escrow LLC / Windstream Escrow Finance Corp
97382WAA1
875000.00000000
PA
USD
720675.29000000
0.737482637905
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
Alturas Re 2019-2, 3/10/22
N/A
Alturas Re 2019-2, 3/10/22
000000000
3037.00000000
PA
USD
1033.19000000
0.001057285711
Long
DBT
CORP
BM
Y
3
2024-03-10
Floating
0.01000000
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAJ4
250000.00000000
PA
USD
234100.00000000
0.239559601847
Long
DBT
CORP
BM
Y
2
2025-02-25
Floating
16.31154900
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
998816.00000000
PA
USD
857847.88000000
0.877854321137
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KNE5
200000.00000000
PA
USD
185330.24000000
0.189652449827
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
12.61533000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
235000.00000000
PA
196137.47000000
0.200711722428
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
295000.00000000
PA
USD
294280.23000000
0.301143335029
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163ABT9
1000000.00000000
PA
USD
846836.80000000
0.866586444415
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
4.53477300
N
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AB2
575000.00000000
PA
USD
557568.63000000
0.570572058971
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50221DAA7
425000.00000000
PA
USD
366031.25000000
0.374567708302
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
EUR/USD FORWARD
000000000
1.00000000
NC
USD
52192.37000000
0.053409582984
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-2566171.53000000
USD
2368000.00000000
EUR
2023-06-27
52192.37000000
N
N
N
MERNA REINSURANCE II LTD
549300478X5RX87PYX60
Merna Reinsurance II Ltd
59013MAJ1
250000.00000000
PA
USD
249875.00000000
0.255702501117
Long
DBT
CORP
BM
Y
2
2026-07-07
Floating
10.25000000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
87817JAG3
320304.63770000
PA
USD
210600.30000000
0.215511849709
Long
LON
CORP
US
N
2
2027-02-02
Floating
10.23221000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAB8
555000.00000000
PA
USD
543900.00000000
0.556584653757
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
381000.00000000
PA
USD
269959.47000000
0.276255374404
Long
DBT
CORP
US
N
2
2027-04-01
Variable
7.50000000
Y
N
N
N
N
N
GULLANE RE 2023
N/A
GULLANE RE 2023
000000000
1000000.00000000
PA
USD
1048244.16000000
1.072690959454
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
CARRIAGE PURCHASER INC
N/A
Carriage Purchaser Inc
14445LAA5
1245000.00000000
PA
USD
914189.28000000
0.935509696411
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
Oakmont Re 2020, 4/30/24
N/A
Oakmont Re 2020, 4/30/24
000000000
1015734.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-04-30
Floating
0.01000000
N
N
N
N
N
N
AUNA SA
549300C3XBVL3X4TME11
Auna SAA
05151VAA5
445000.00000000
PA
USD
350437.50000000
0.358610286084
Long
DBT
CORP
PE
N
2
2025-11-20
Fixed
6.50000000
N
N
N
N
N
N
PROMONTORIA HOLDING
54930014SXEXD3RX1509
Promontoria Holding 264 BV
74349MAA4
280000.00000000
PA
USD
283150.00000000
0.289753529530
Long
DBT
CORP
NL
N
2
2027-03-01
Fixed
7.87500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKL2
450000.00000000
PA
USD
387746.91000000
0.396789813657
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
11.06533000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564ACC3
640000.00000000
PA
USD
703133.70000000
0.719531948814
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
15.52043000
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
91889FAC5
725000.00000000
PA
USD
725311.75000000
0.742227227873
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.37500000
N
N
N
N
N
N
Thopas Re 2022
N/A
Thopas Re 2022
000000000
250000.00000000
PA
USD
4150.00000000
0.004246784911
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
Ballybunion Re 2021-3, 7/31/25
N/A
Ballybunion Re 2021-3, 7/31/25
000000000
100000.00000000
PA
USD
2235.92000000
0.002288065377
Long
DBT
CORP
BM
Y
3
2025-07-31
Floating
0.01000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BL5
595000.00000000
PA
USD
632951.99000000
0.647713484463
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.62500000
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AN9
250000.00000000
PA
USD
219825.00000000
0.224951685075
Long
DBT
CORP
BM
Y
2
2025-12-08
Floating
10.49709300
N
N
N
N
N
N
Sussex Re 2022, 12/31/2027
N/A
Sussex Re 2022, 12/31/2027
000000000
500000.00000000
PA
USD
75300.00000000
0.077056121397
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAB6
1660000.00000000
PA
USD
1427600.00000000
1.460894009385
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AF3
405000.00000000
PA
USD
349993.25000000
0.358155675434
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
120000.00000000
PA
USD
122307.60000000
0.125160016911
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
P&L DEV LLC/PLD FIN CORP
N/A
P&L Development LLC / PLD Finance Corp
69306RAA4
790000.00000000
PA
USD
632000.00000000
0.646739292471
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.75000000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AM8
280000.00000000
PA
USD
295133.65000000
0.302016658204
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
9.50000000
N
N
N
N
N
N
Grupo Aeromexico SAB de CV
N/A
Grupo Aeromexico SAB de CV
000000000
24166.00000000
NS
268817.26000000
0.275086526165
Long
EC
CORP
MX
N
3
N
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-14255.90000000
-0.01458837132
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
-469000.00000000
EUR
503417.10000000
USD
2023-05-25
-14255.90000000
N
N
N
GATEWAY RE LTD
549300ZYFWQV9RCIN520
Gateway Re Ltd
36779CAC0
250000.00000000
PA
USD
259225.00000000
0.265270558688
Long
DBT
CORP
BM
N
2
2026-02-24
Floating
18.06344600
N
N
N
N
N
N
Pangaea Re 2022-3
N/A
Pangaea Re 2022-3
000000000
250000.00000000
PA
USD
258750.00000000
0.264784480896
Long
DBT
CORP
BM
Y
3
2028-05-31
Floating
0.01000000
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust 2022-A
00085YAD5
500000.00000000
PA
USD
482533.60000000
0.493787087116
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
10.07000000
N
N
N
N
N
N
MONA LISA RE LTD
549300R6SO6XBFDC7M25
Mona Lisa Re Ltd
608800AG3
250000.00000000
PA
USD
254225.00000000
0.260153950361
Long
DBT
CORP
BM
Y
2
2026-01-08
Floating
17.56414800
N
N
N
N
N
N
DANAOS CORP
734IM3DNDNT36T7YTD24
Danaos Corp
23585WAA2
655000.00000000
PA
USD
648281.44000000
0.663400442765
Long
DBT
CORP
MH
N
2
2028-03-01
Fixed
8.50000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
605000.00000000
PA
USD
602741.66000000
0.616798599258
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
Dartmouth Re 2021, 12/31/24
N/A
Dartmouth Re 2021, 12/31/24
000000000
100000.00000000
PA
USD
56920.00000000
0.058247469189
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
ACU PETROLEO LUXEMBOURG
N/A
Acu Petroleo Luxembourg Sarl
00110RAA5
810012.15000000
PA
USD
706445.54000000
0.722921026438
Long
DBT
CORP
LU
N
2
2032-01-13
Fixed
7.50000000
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
367000.00000000
PA
USD
391153.73000000
0.400276086372
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
18385500.00000000
PA
1001434.29000000
1.024789405333
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
MERION RE 2023-1
N/A
MERION RE 2023-1
000000000
500000.00000000
PA
USD
463911.88000000
0.474731077595
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AE4
395000.00000000
PA
USD
359450.00000000
0.367832972592
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
Portrush Re 2017, 6/15/22
N/A
Portrush Re 2017, 6/15/22
000000000
750000.00000000
PA
USD
159525.00000000
0.163245388657
Long
DBT
CORP
BM
Y
3
2023-06-15
Floating
0.01000000
N
N
N
N
N
N
INTERNATIONAL PETROLEUM
54930025D80LU0SMR645
International Petroleum Corp
000000000
383000.00000000
PA
USD
360925.41000000
0.369342791611
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.25000000
N
N
N
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAB8
890000.00000000
PA
USD
525019.90000000
0.537264238384
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
271000.00000000
PA
USD
248642.50000000
0.254441257164
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Versutus Re 2019-A, 12/31/21
N/A
Versutus Re 2019-A, 12/31/21
000000000
441274.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
345000.00000000
PA
339380.02000000
0.347294927236
Long
DBT
CORP
LU
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
505000.00000000
PA
USD
414775.94000000
0.424449205648
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Ballybunion Re 2022-2
N/A
Ballybunion Re 2022-2
000000000
250000.00000000
PA
USD
253877.47000000
0.259798315383
Long
DBT
CORP
BM
Y
3
2028-05-31
Floating
0.01000000
N
N
N
N
N
N
MATIV HOLDINGS INC
549300Z1FU4IDULG1R21
Mativ Holdings Inc
808541AA4
379000.00000000
PA
USD
345374.07000000
0.353428768464
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.87500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
200000.00000000
PA
USD
178582.68000000
0.182747525491
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
Ballybunion Re 2022-3
N/A
Ballybunion Re 2022-3
000000000
97898.00000000
PA
USD
100741.96000000
0.103091430273
Long
DBT
CORP
BM
Y
3
2028-06-30
Floating
0.01000000
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
591555AF4
613000.00000000
PA
USD
349410.00000000
0.357558823073
Long
DBT
CORP
NL
N
2
2029-10-17
Fixed
7.75000000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US Renal Care Inc
07335BAA4
1165000.00000000
PA
USD
206787.50000000
0.211610128863
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.62500000
N
N
N
N
N
N
GAMBOGE RE 2023
N/A
GAMBOGE RE 2023
000000000
500000.00000000
PA
USD
428552.44000000
0.438546996570
Long
DBT
CORP
BM
Y
3
2029-03-31
Floating
0.01000000
N
N
N
N
N
N
SBERBANK (SB CAP SA)
222100YFG9QVABDS2B03
Sberbank of Russia Via SB Capital SA
78406JAD6
200000.00000000
PA
USD
10000.00000000
0.010233216653
Long
DBT
CORP
LU
N
2
2023-05-23
Fixed
5.25000000
Y
N
N
N
N
N
INTEGRITY RE LTD
N/A
Integrity Re Ltd
45833UAH4
250000.00000000
PA
USD
249800.00000000
0.255625751992
Long
DBT
CORP
BM
Y
2
2025-06-06
Floating
17.05115300
N
N
N
N
N
N
SCC POWER PLC
529900IYGYC6VSDSDF37
SCC Power PLC
78397YAB8
174835.13933900
PA
USD
59006.86000000
0.060382998239
Long
DBT
CORP
GB
N
2
2028-12-31
Fixed
8.00000000
N
N
Y
N
N
N
NSG HOLDINGS LLC/NSG HLD
N/A
NSG Holdings LLC / NSG Holdings Inc
62940QAA3
63574.46000000
PA
USD
63261.77000000
0.064737139826
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
URSA RE LTD
549300O8X4DWGDJZ6W59
Ursa Re Ltd
90323WAL4
250000.00000000
PA
USD
249875.00000000
0.255702501117
Long
DBT
CORP
BM
N
2
2025-12-06
Floating
10.55115300
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
730481AJ7
545000.00000000
PA
USD
525919.55000000
0.538184869721
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
CAELUS RE V LTD
N/A
Caelus Re V Ltd
12765KAG0
250000.00000000
PA
USD
25.00000000
0.000025583041
Long
DBT
CORP
KY
Y
2
2025-06-09
Floating
5.24401200
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
607000.00000000
PA
USD
448256.66000000
0.458710751794
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
B RILEY FINANCIAL INC
N/A
B Riley Financial Inc
05580M702
1322.00000000
NS
USD
32653.40000000
0.033414931665
Long
EP
CORP
US
N
1
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
1195000.00000000
PA
USD
860450.94000000
0.880518088831
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
ENVISION HEALTHCARE CORP
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373UAG6
206739.78800000
PA
USD
13093.45000000
0.013398811058
Long
LON
CORP
US
N
2
2027-03-31
Floating
8.64833000
Y
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
344000.00000000
PA
USD
285888.54000000
0.292555936843
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
Merion Re 2021-2, 12/31/24
N/A
Merion Re 2021-2, 12/31/24
000000000
500000.00000000
PA
USD
98250.00000000
0.100541353615
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAB5
465000.00000000
PA
USD
402287.68000000
0.411669698628
Long
DBT
CORP
N/A
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF83 Mortgage Trust
302696AA7
394123.92000000
PA
USD
382456.08000000
0.391375592690
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
13.85771000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AB6
515000.00000000
PA
USD
468640.37000000
0.479569843856
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
955000.00000000
PA
USD
769151.69000000
0.787089588280
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
HERCULES LLC
N/A
Hercules LLC
427056BC9
1900000.00000000
PA
USD
1948930.45000000
1.994382753652
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
6.50000000
N
N
N
N
N
HERCULES LLC
Hercules LLC
USD
XXXX
N
N
N
AVATION CAPITAL SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
380624.00000000
PA
USD
330191.32000000
0.337891931450
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
8.25000000
N
N
N
N
N
N
LATAM AIRLINES GROUP SA
549300HX3UUDPEFTG707
Latam Airlines Group SA
51818LAB4
285000.00000000
PA
USD
299215.80000000
0.306194010740
Long
DBT
CORP
CL
N
2
2029-10-15
Fixed
13.37500000
N
N
N
N
N
N
WESTERN GLOBAL AIRLINES
N/A
Western Global Airlines LLC
958278AA1
965000.00000000
PA
USD
125450.00000000
0.128375702912
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
10.37500000
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
4600000.00000000
PA
USD
5313314.23000000
5.437229566118
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
90471MAA0
1174000.00000000
PA
USD
29350.00000000
0.030034490876
Long
DBT
CORP
MX
N
2
2028-01-27
Fixed
8.37500000
Y
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
836000.00000000
PA
USD
551760.00000000
0.564627962047
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.87500000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
626000.00000000
PA
USD
641645.86000000
0.656610109989
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
EDEN RE II LTD
549300LKX8PCP3SC3F42
Eden Re II Ltd
27955KAB9
80000.00000000
PA
USD
59184.00000000
0.060564269439
Long
DBT
CORP
BM
Y
3
2026-03-20
None
0.00000000
N
N
N
N
N
N
PORTSALON RE 2022
N/A
PORTSALON RE 2022
000000000
250000.00000000
PA
USD
229229.93000000
0.234575953704
Long
DBT
CORP
BM
Y
3
2028-05-31
Floating
0.01000000
N
N
N
N
N
N
Bantry RE 2019, 12/31/22
N/A
Bantry RE 2019, 12/31/22
000000000
492000.00000000
PA
USD
8372.94000000
0.008568210904
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
225000.00000000
PA
USD
204721.83000000
0.209496283999
Long
DBT
CORP
IT
N
2
N/A
Fixed
7.70000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-FAME
63873VAN3
900000.00000000
PA
USD
656203.50000000
0.671507258397
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
4.54408300
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAH4
320000.00000000
PA
USD
118144.00000000
0.120899314825
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
Y
Y
N
N
N
N
Carnoustie Re 2020, 12/31/23
N/A
Carnoustie Re 2020, 12/31/23
000000000
250000.00000000
PA
USD
28831.97000000
0.029504379554
Long
DBT
CORP
BM
Y
3
2023-12-31
Floating
0.01000000
N
N
N
N
N
N
Bantry Re 2022
N/A
Bantry Re 2022
000000000
417157.00000000
PA
USD
48749.35000000
0.049886266024
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
Woburn Re 2019, 12/31/22
N/A
Woburn Re 2019, 12/31/22
000000000
499829.00000000
PA
USD
86510.81000000
0.088528386155
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
674000.00000000
PA
USD
518826.87000000
0.530926776612
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
ARAGVI FINANCE INTL
635400VKAYT1VT6VBF50
Aragvi Finance International DAC
03851RAB0
555000.00000000
PA
USD
377400.00000000
0.386201596485
Long
DBT
CORP
IE
N
2
2026-04-29
Fixed
8.45000000
N
N
N
N
N
N
ISOSCELES RE 2022 G1
N/A
ISOSCELES RE 2022 G1
000000000
383000.00000000
PA
USD
382540.40000000
0.391461879173
Long
DBT
CORP
BM
Y
3
2028-05-31
Floating
0.01000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
645000.00000000
PA
USD
477296.26000000
0.488427603625
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
750000.00000000
PA
USD
705047.25000000
0.721490125986
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
8.77043000
N
N
N
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453Q201
500.00000000
NS
USD
495000.00000000
0.506544224324
Long
EP
CORP
US
N
2
N
N
N
Merion Re 2022-2
N/A
Merion Re 2022-2
000000000
363953.00000000
PA
USD
345068.03000000
0.353115591102
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAL3
473000.00000000
PA
USD
389042.50000000
0.398115618973
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US Renal Care Inc
90290PAN4
482500.00000000
PA
USD
319153.49000000
0.326596680873
Long
LON
CORP
US
N
2
2026-07-26
Floating
9.84029000
N
N
N
N
N
N
SOVCOMBANK (SOVCOM CAPT)
635400EQFFCXMNLYU680
Sovcombank Via SovCom Capital DAC
84605LAD8
865000.00000000
PA
USD
31248.13000000
0.031976888429
Long
DBT
CORP
IE
N
2
N/A
Fixed
7.60000000
Y
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
885000.00000000
PA
USD
843846.08000000
0.863525975844
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
FOUR LAKES RE LTD
549300MG4RRU6DT7MN54
Four Lakes Re Ltd
35087TAA6
250000.00000000
PA
USD
233900.00000000
0.239354937514
Long
DBT
CORP
BM
Y
2
2024-01-05
Floating
12.36414800
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
46639YAX5
500000.00000000
PA
USD
325004.45000000
0.332584095004
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
4.42339800
N
N
N
N
N
N
Thopas Re 2020, 12/31/23
N/A
Thopas Re 2020, 12/31/23
000000000
300000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2023-12-31
Floating
0.01000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KJ24 Mortgage Trust
30312FAG1
579125.84000000
PA
USD
533628.44000000
0.546073543873
Long
ABS-MBS
CORP
US
N
2
2027-10-25
Variable
7.60000000
N
N
N
N
N
N
RAIN CII CARBON LLC/CII
N/A
Rain CII Carbon LLC / CII Carbon Corp
75079RAC2
336000.00000000
PA
USD
325631.04000000
0.333225298126
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADW9
4500.00000000
PA
USD
21092.54000000
0.021584453158
Long
DBT
CORP
BM
Y
3
2026-12-01
Floating
5.14401200
N
N
N
N
N
N
Thopas Re 2021, 12/31/24
N/A
Thopas Re 2021, 12/31/24
000000000
250000.00000000
PA
USD
4025.00000000
0.004118869702
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
845000.00000000
PA
USD
826790.50000000
0.846072631316
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
Viribus Re 2019, 12/31/22
N/A
Viribus Re 2019, 12/31/22
000000000
212306.00000000
PA
USD
1507.37000000
0.001542524378
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF74 Mortgage Trust
30313MAC4
142525.38000000
PA
USD
135962.26000000
0.139133126321
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Floating
11.10771000
N
N
N
N
N
N
Viribus Re 2020, 12/31/23
N/A
Viribus Re 2020, 12/31/23
000000000
240783.00000000
PA
USD
8307.01000000
0.008500743306
Long
DBT
CORP
BM
Y
3
2023-12-31
Floating
0.01000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAA8
10000.00000000
PA
USD
6036.83000000
0.006177618928
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
558000.00000000
PA
USD
523143.25000000
0.535343821781
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAJ5
330000.00000000
PA
USD
305680.22000000
0.312809191780
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
10.81533000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
245000.00000000
PA
USD
236168.14000000
0.241675974316
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AF3
590000.00000000
PA
USD
593699.41000000
0.607545468930
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.87500000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
170000.00000000
PA
USD
137275.00000000
0.140476481604
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
Alturas Re 2020-2, 3/10/23
N/A
Alturas Re 2020-2, 3/10/23
000000000
60078.00000000
PA
USD
1183.54000000
0.001211142123
Long
DBT
CORP
BM
Y
3
2024-03-10
Floating
0.01000000
N
N
N
N
N
N
Sussex Re 2021-1, 12/31/24
N/A
Sussex Re 2021-1, 12/31/24
000000000
250000.00000000
PA
USD
8675.00000000
0.008877315446
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
135000.00000000
PA
USD
140929.88000000
0.144216599492
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
Viribus Re 2018, 12/31/21
N/A
Viribus Re 2018, 12/31/21
000000000
500000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
Torricelli Re 2021, 7/31/25
N/A
Torricelli Re 2021, 7/31/25
000000000
375860.00000000
PA
USD
15599.32000000
0.015963122119
Long
DBT
CORP
BM
Y
3
2025-07-31
Floating
0.01000000
N
N
N
N
N
N
Berwick Re 2020-1, 12/31/23
N/A
Berwick Re 2020-1, 12/31/23
000000000
993323.00000000
PA
USD
99.33000000
0.000101646541
Long
DBT
CORP
BM
Y
3
2023-12-31
Floating
0.01000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2021-KG05 Mortgage Trust
30318WAN3
1000000.00000000
PA
USD
505762.20000000
0.517557416750
Long
ABS-MBS
CORP
US
N
2
2031-01-25
None
0.00000000
N
N
N
N
N
N
OLD HEAD RE 2023
N/A
OLD HEAD RE 2023
000000000
250000.00000000
PA
USD
195220.39000000
0.199773254595
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
ATENTO LUXCO 1 SA
549300MLFF3HYCZQTC48
Atento Luxco 1 SA
04684LAC2
1384000.00000000
PA
USD
354304.00000000
0.362566959303
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.00000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAB1
230000.00000000
PA
USD
182275.00000000
0.186525956542
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
Alturas Re 2021-3, 7/31/25
N/A
Alturas Re 2021-3, 7/31/25
000000000
213682.00000000
PA
USD
34509.64000000
0.035314462273
Long
DBT
CORP
BM
Y
3
2025-07-31
Floating
0.01000000
N
N
N
N
N
N
EDEN RE II LTD
549300LKX8PCP3SC3F42
Eden Re II Ltd
27954QAH4
70000.00000000
PA
USD
18340.00000000
0.018767719341
Long
DBT
CORP
BM
Y
3
2024-03-22
None
0.00000000
N
N
N
N
N
N
PANGAEA RE 2023-1
N/A
PANGAEA RE 2023-1
000000000
1000000.00000000
PA
USD
1043473.99000000
1.067809541146
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
Walton Health Re 2019, 6/30/22
N/A
Walton Health Re 2019, 6/30/22
000000000
250000.00000000
PA
USD
135666.62000000
0.138830591504
Long
DBT
CORP
BM
Y
3
2023-06-30
Floating
0.01000000
N
N
N
N
N
N
ENERFLEX LTD
54930014N7872VUS3F89
Enerflex Ltd
29269RAA3
630000.00000000
PA
USD
627732.00000000
0.642371755603
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
9.00000000
N
N
N
N
N
N
TORRICELLI RE 2022
N/A
TORRICELLI RE 2022
000000000
500000.00000000
PA
USD
543280.50000000
0.555950705986
Long
DBT
CORP
BM
Y
3
2028-06-30
Floating
0.01000000
N
N
N
N
N
N
Berwick Re 2022, 12/31/27
N/A
Berwick Re 2022, 12/31/27
000000000
750000.00000000
PA
USD
47818.85000000
0.048934065214
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
Lorenz Re 2019, 6/30/22
N/A
Lorenz Re 2019, 6/30/22
000000000
498977.00000000
PA
USD
5438.85000000
0.005565693039
Long
DBT
CORP
BM
Y
3
2023-06-30
Floating
0.01000000
N
N
N
N
N
N
MYT HOLDING LLC
N/A
MYT Holding LLC
55406N202
50188.00000000
NS
USD
41405.10000000
0.042370735884
Long
EP
CORP
US
N
2
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
400000.00000000
PA
USD
388339.81000000
0.397396541072
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
CAPE LOOKOUT RE LTD
N/A
Cape Lookout Re Ltd
13947LAE2
250000.00000000
PA
USD
249875.00000000
0.255702501117
Long
DBT
CORP
BM
Y
2
2026-04-28
Floating
11.56154900
N
N
N
N
N
N
NATEL ENGINEERING CO INC
N/A
Natel Engineering Co Inc
63229BAD0
122688.92260000
PA
USD
107966.25000000
0.110484202746
Long
LON
CORP
US
N
2
2026-04-30
Floating
11.27457000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
521000.00000000
PA
USD
511914.48000000
0.523853178165
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
Alturas Re 2019-3, 9/12/23
N/A
Alturas Re 2019-3, 9/12/23
000000000
24550.00000000
PA
USD
306.88000000
0.000314036952
Long
DBT
CORP
BM
Y
3
2023-09-12
Floating
0.01000000
N
N
N
N
N
N
VAREX IMAGING CORPORATIO
549300CWYWPVCT8E9W67
Varex Imaging Corp
92214XAC0
239000.00000000
PA
USD
236610.00000000
0.242128139227
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
400000.00000000
PA
USD
344547.00000000
0.352582409814
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
585000.00000000
PA
USD
544186.31000000
0.556877640983
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
CAPE LOOKOUT RE LTD
N/A
Cape Lookout Re Ltd
13947LAC6
250000.00000000
PA
USD
242700.00000000
0.248360168168
Long
DBT
CORP
BM
Y
2
2024-03-22
Floating
8.27115300
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAC2
685000.00000000
PA
USD
648010.00000000
0.663122672332
Long
DBT
CORP
MX
N
2
N/A
Fixed
8.37500000
N
N
N
N
N
N
Lion Rock Re 2020, 1/31/22
N/A
Lion Rock Re 2020, 1/31/22
000000000
250000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-01-31
Floating
0.01000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
500000.00000000
PA
USD
175000.00000000
0.179081291427
Long
DBT
NUSS
GH
N
2
2049-06-16
Fixed
8.62700000
Y
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust
14019QAB8
1000000.00000000
PA
USD
971384.00000000
0.994038292528
Long
ABS-MBS
CORP
US
N
2
2023-11-06
Floating
20.06000000
N
N
N
N
N
N
GATEWAY RE II LTD
N/A
Gateway Re II Ltd
367927AA8
250000.00000000
PA
USD
249875.00000000
0.255702501117
Long
DBT
CORP
BM
N
2
2026-04-27
Floating
14.56154900
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAB7
585000.00000000
PA
USD
590896.22000000
0.604676903871
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
Harambee Re 2020, 12/31/23
N/A
Harambee Re 2020, 12/31/23
000000000
500000.00000000
PA
USD
7050.00000000
0.007214417740
Long
DBT
CORP
BM
Y
3
2023-12-31
Floating
0.01000000
N
N
N
N
N
N
Gleneagles Re 2022
N/A
Gleneagles Re 2022
000000000
250000.00000000
PA
USD
130196.07000000
0.133232459168
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAJ4
910000.00000000
PA
USD
914842.26000000
0.936177904992
Long
DBT
CORP
CA
N
2
2030-04-30
Fixed
8.50000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
350000.00000000
PA
USD
355915.70000000
0.364216246831
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
PURPLE RE LTD
N/A
Purple Re Ltd
74639NAA1
250000.00000000
PA
USD
249875.00000000
0.255702501117
Long
DBT
CORP
BM
N
2
2026-04-24
Floating
17.31344600
N
N
N
N
N
N
AEROPUERTOS DOMINICANOS
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI SA
007866AC0
200000.00000000
PA
USD
196500.00000000
0.201082707231
Long
DBT
CORP
DO
N
2
2029-03-30
Fixed
6.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
1175000.00000000
PA
USD
1164300.40000000
1.191453824240
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2020-SB79 Mortgage Trust
30316VAF4
7651641.03000000
PA
USD
313883.32000000
0.321203601733
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Variable
1.19312100
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BW1
750000.00000000
PA
USD
130218.00000000
0.133254900612
Long
DBT
NUSS
UA
N
2
2026-02-01
Variable
8.99400000
Y
Y
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAB3
911000.00000000
PA
USD
846929.37000000
0.866681173301
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
Ballybunion Re 2020, 2/28/22
N/A
Ballybunion Re 2020, 2/28/22
000000000
250000.00000000
PA
USD
28243.52000000
0.028902205920
Long
DBT
CORP
BM
Y
3
2024-02-29
Floating
0.01000000
N
N
N
N
N
N
Oakmont Re 2022
N/A
Oakmont Re 2022
000000000
750000.00000000
PA
USD
235879.11000000
0.241380203655
Long
DBT
CORP
BM
Y
3
2028-04-01
Floating
0.01000000
N
N
N
N
N
N
Berwick Re 2019-1, 12/31/22
N/A
Berwick Re 2019-1, 12/31/22
000000000
1128124.00000000
PA
USD
179935.78000000
0.184132182037
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
Versutus Re 2018, 12/31/21
N/A
Versutus Re 2018, 12/31/21
000000000
500000.00000000
PA
USD
1300.00000000
0.001330318164
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
Alturas Re 2021-2, 12/31/24
N/A
Alturas Re 2021-2, 12/31/24
000000000
439922.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
Thopas Re 2019, 12/31/22
N/A
Thopas Re 2019, 12/31/22
000000000
313499.00000000
PA
USD
1034.55000000
0.001058677428
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
INTL DESIGN GROUP
815600907387ED411436
International Design Group SPA
000000000
930000.00000000
PA
979933.44000000
1.002787119706
Long
DBT
CORP
IT
N
2
2025-11-15
Fixed
6.50000000
N
N
N
N
N
N
Multifamily Structured Credit
N/A
Freddie Mac Multifamily Structured Credit Risk
35563FAC5
702000.00000000
PA
USD
649156.67000000
0.664296084586
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
12.30979000
N
N
N
N
N
N
RED CARRETERAS OCCIDE
549300L1K86IY3XOY318
Red de Carreteras de Occidente SAB de CV
000000000
3375000.00000000
PA
175981.67000000
0.180085855607
Long
DBT
CORP
MX
N
2
2028-06-10
Fixed
9.00000000
N
N
N
N
N
N
PEGASUS HAVA TASIMACILIG
789000B1MW5PQ58A8T03
Pegasus Hava Tasimaciligi AS
705567AA3
1059000.00000000
PA
USD
1055145.24000000
1.079752984132
Long
DBT
CORP
TR
N
2
2026-04-30
Fixed
9.25000000
N
N
N
N
N
N
Global Mortgage Securitization
N/A
Global Mortgage Securitization Ltd
378961AF3
19339.52000000
PA
USD
12241.94000000
0.012527442427
Long
ABS-MBS
CORP
KY
N
2
2032-11-25
Fixed
5.25000000
N
N
N
N
N
N
NOBLE FINANCE II LLC
N/A
Noble Finance II LLC
65505PAA5
175000.00000000
PA
USD
179203.50000000
0.183382824048
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
900000.00000000
PA
USD
666450.00000000
0.681992723840
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
Gleneagles Re 2021, 12/31/24
N/A
Gleneagles Re 2021, 12/31/24
000000000
250000.00000000
PA
USD
25.00000000
0.000025583041
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
CAPE LOOKOUT RE LTD
N/A
Cape Lookout Re Ltd
13947LAD4
250000.00000000
PA
USD
238675.00000000
0.244241298466
Long
DBT
CORP
BM
Y
2
2025-03-28
Floating
5.00000000
N
N
N
N
N
N
ENERGEAN PLC
549300RVMKU0CYUZBB05
Energean PLC
29280EAA7
1510000.00000000
PA
USD
1367154.00000000
1.399038308004
Long
DBT
CORP
GB
N
2
2027-04-30
Fixed
6.50000000
N
N
N
N
N
N
BANTRY RE 2023
N/A
BANTRY RE 2023
000000000
386213.00000000
PA
USD
401382.28000000
0.410743183192
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
250000.00000000
PA
USD
246500.00000000
0.252248790497
Long
DBT
NUSS
N/A
Y
2
2023-12-29
Floating
9.20800000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
850000.00000000
PA
USD
900076.18000000
0.921067455416
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
WALTON HEATH RE 2022
N/A
WALTON HEATH RE 2022
000000000
250000.00000000
PA
USD
243948.29000000
0.249637570370
Long
DBT
CORP
BM
Y
3
2027-12-15
Floating
0.01000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-17457.49000000
-0.01786462773
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-4890000.00000000
EUR
5397433.34000000
USD
2023-07-25
-17457.49000000
N
N
N
LIFEPT/LEGACY LIFEPT
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
357000.00000000
PA
USD
296886.41000000
0.303810295486
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
Pangaea Re 2019-3, 7/1/23
N/A
Pangaea Re 2019-3, 7/1/23
000000000
735313.00000000
PA
USD
26449.88000000
0.027066735248
Long
DBT
CORP
BM
Y
3
2023-07-01
Floating
0.01000000
N
N
N
N
N
N
PROFRAC HOLDINGS II LLC
N/A
ProFrac Holdings II LLC
000000000
1846433.85480000
PA
USD
1834893.64000000
1.877686415337
Long
LON
CORP
US
N
2
2025-03-04
Floating
12.42016000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBA6
450000.00000000
PA
USD
335250.00000000
0.343068588292
Long
DBT
CORP
US
N
2
2066-11-01
Floating
7.83107000
N
N
N
N
N
N
MYSTIC RE IV LTD
N/A
Mystic Re IV Ltd
62865LAB3
250000.00000000
PA
USD
227600.00000000
0.232908011022
Long
DBT
CORP
BM
Y
2
2025-01-08
Floating
11.19344600
N
N
N
N
N
N
VITALITY RE XI LTD
N/A
Vitality Re XI Ltd
92851AAB0
250000.00000000
PA
USD
245450.00000000
0.251174302748
Long
DBT
CORP
KY
Y
2
2024-01-09
Floating
6.85115300
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
000000000
125000.00000000
PA
USD
122500.00000000
0.125356903999
Long
LON
CORP
US
N
2
2028-10-15
Floating
9.33221000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
245000.00000000
PA
USD
251484.91000000
0.257349956899
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369AEG3
500000.00000000
PA
USD
537142.86000000
0.549669926000
Long
DBT
CORP
BM
Y
3
2027-12-01
None
0.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EUR CALL VERSUS USD PUT
000000000
-1350000.00000000
NC
-43270.34000000
-0.04427947638
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EUR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
USD
2023-11-28
-1350000.00000000
USD
1.10000000
EUR
2023-11-28
XXXX
-14739.37000000
N
N
N
HYPATIA LTD
98450041F85DB4C2C372
Hypatia Ltd
44914CAA4
250000.00000000
PA
USD
248625.00000000
0.254423349035
Long
DBT
CORP
BM
Y
2
2023-06-07
Floating
12.37615300
N
N
N
N
N
N
Pangaea Re 2022-1
N/A
Pangaea Re 2022-1
000000000
746905.00000000
PA
USD
24815.20000000
0.025393931788
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
LUNE HOLDINGS SARL
54930003WQ56T0558M33
Lune Holdings Sarl
000000000
420000.00000000
PA
395485.88000000
0.404709269325
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
5.62500000
N
N
N
N
N
N
BCO DE GALICIA Y BUENOS
579100KKDHKDFFKKB072
Banco de Galicia y Buenos Aires SAU
059538AR9
300000.00000000
PA
USD
267210.00000000
0.273441782185
Long
DBT
CORP
AR
N
2
2026-07-19
Fixed
7.96200000
N
N
N
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
603000.00000000
PA
USD
594416.37000000
0.608279149631
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.62500000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
625000.00000000
PA
USD
588281.25000000
0.602000948416
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
CAELUS RE V LTD
N/A
Caelus Re V Ltd
12765KAC9
400000.00000000
PA
USD
32000.00000000
0.032746293289
Long
DBT
CORP
KY
Y
2
2024-06-05
Floating
4.94029000
N
N
N
N
N
N
MOHEGAN TRIBAL GAMING AU
549300UB083Z2NRDHC48
Mohegan Tribal Gaming Authority
608328BH2
700000.00000000
PA
USD
626500.00000000
0.641111023311
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd
38136PAA9
500000.00000000
PA
USD
443909.00000000
0.454261697122
Long
ABS-CBDO
CORP
KY
N
2
2030-11-28
Floating
9.95043000
N
N
N
N
N
N
ALAMO RE II PTE LTD
N/A
Alamo Re II Pte Ltd
011396AA6
250000.00000000
PA
USD
250000.00000000
0.255830416325
Long
DBT
CORP
SG
Y
2
2023-06-08
Floating
10.64321800
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
81560046335277E43118
Lottomatica SpA/Roma
000000000
325000.00000000
PA
383518.77000000
0.392463066391
Long
DBT
CORP
IT
N
2
2027-09-30
Fixed
9.75000000
N
N
N
N
N
N
CEMIG GERACAO E TRANSM
529900ZT0AVI5W1VFB58
Cemig Geracao e Transmissao SA
12517MAA0
400000.00000000
PA
USD
410000.00000000
0.419561882773
Long
DBT
CORP
BR
N
2
2024-12-05
Fixed
9.25000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AU5
270000.00000000
PA
USD
273704.40000000
0.280087642408
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
BERWICK RE 2023
N/A
BERWICK RE 2023
000000000
1000000.00000000
PA
USD
1029278.71000000
1.053283203577
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAF6
294000.00000000
PA
USD
319235.31000000
0.326680409052
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
464000.00000000
PA
USD
349160.00000000
0.357302992656
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.12500000
N
N
N
N
N
N
Viribus Re 2022
N/A
Viribus Re 2022
000000000
221888.00000000
PA
USD
10916.89000000
0.011171490054
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
1046000.00000000
PA
USD
970165.00000000
0.992790863418
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
KILIMANJARO III RE LTD
254900T37LD5YQ545V53
Kilimanjaro III Re Ltd
49407PAE0
250000.00000000
PA
USD
207500.00000000
0.212339245550
Long
DBT
CORP
BM
Y
2
2025-04-21
Floating
17.42414800
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-11028.26000000
-0.01128545738
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
-324000.00000000
GBP
396658.62000000
USD
2023-06-26
-11028.26000000
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AL2
1110000.00000000
PA
USD
935426.70000000
0.957242408412
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
535000.00000000
PA
USD
405955.33000000
0.415422884333
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
LYB FINANCE CO BV
549300BBGA3CFHX0KS75
LYB Finance Co BV
61238QAA6
300000.00000000
PA
USD
331225.31000000
0.338950035819
Long
DBT
CORP
NL
N
2
2027-03-15
Fixed
8.10000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
178000.00000000
PA
USD
188902.68000000
0.193308205077
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAB6
234000.00000000
PA
USD
13162.50000000
0.013469471419
Long
DBT
CORP
N/A
N
2
2027-07-31
Fixed
9.50000000
Y
N
N
N
N
N
TRICIDA INC
549300QVPFFJC8SZXG25
Tricida Inc
89610FAB7
300000.00000000
PA
USD
32250.00000000
0.033002123706
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.50000000
Y
N
N
N
Y
TRICIDA INC
Tricida Inc
USD
XXXX
N
N
N
RESIDENTIAL RE 21 LTD
N/A
Residential Reinsurance 2021 Ltd
76114NAE2
500000.00000000
PA
USD
449150.00000000
0.459624925970
Long
DBT
CORP
KY
Y
2
2025-12-06
Floating
16.97414800
N
N
N
N
N
N
FITNESS & SPORTS CLUBS LLC
N/A
Fitness International LLC
33818XAH3
191702.96000000
PA
USD
185232.99000000
0.189552931795
Long
LON
CORP
US
N
2
2025-04-18
Floating
8.44542000
N
N
N
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
400000.00000000
PA
USD
335733.31000000
0.343563169886
Long
DBT
CORP
US
N
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd
14366RAA7
120000.00000000
PA
USD
129010.08000000
0.132018809906
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
915000.00000000
PA
USD
770887.50000000
0.788865880260
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
TAP SA
213800XBTDYWRYHKH878
Transportes Aereos Portugueses SA
000000000
700000.00000000
PA
750293.09000000
0.767791174323
Long
DBT
CORP
PT
N
2
2024-12-02
Fixed
5.62500000
N
N
N
N
N
N
BALLYBUNION RE 2023
N/A
BALLYBUNION RE 2023
000000000
264416.00000000
PA
USD
265843.46000000
0.272043372196
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
695000.00000000
PA
USD
427960.64000000
0.437941394808
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Multifamily Structured Credit
N/A
Freddie Mac Multifamily Structured Credit Risk
35563GAC3
180000.00000000
PA
USD
149248.57000000
0.152729295196
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Floating
11.66533000
N
N
N
N
N
N
Old Head Re 2022, 12/31/2027
N/A
Old Head Re 2022, 12/31/2027
000000000
250000.00000000
PA
USD
125000.00000000
0.127915208162
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
Diebold Nixdorf Inc
253651AH6
0.47203000
PA
USD
0.08000000
0.000000081865
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.50000000
N
N
Y
N
N
N
PARK-OHIO INDUSTRIES INC
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
385000.00000000
PA
USD
306075.00000000
0.313213178707
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.62500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WAD9
1660500.00000000
PA
USD
1004659.46000000
1.028089791668
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.74871000
N
N
N
N
N
N
ASG FINANCE DESIGNATED
5493005UOB0OMEJ4WK10
ASG Finance Designated Activity Co
00217AAA4
1000000.00000000
PA
USD
965000.00000000
0.987505407016
Long
DBT
CORP
IE
N
2
2024-12-03
Fixed
7.87500000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAH8
1685000.00000000
PA
USD
1733403.31000000
1.773829161829
Long
DBT
CORP
CA
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de CV
40054JAA7
1510000.00000000
PA
USD
1350964.57000000
1.382471313536
Long
DBT
CORP
MX
N
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
CARNOUSTIE RE 2023
N/A
CARNOUSTIE RE 2023
000000000
226387.00000000
PA
USD
234439.86000000
0.239907387948
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
MCF CLO LLC
N/A
MCF CLO VII LLC
55281FAS9
1000000.00000000
PA
USD
944605.00000000
0.966634761652
Long
ABS-CBDO
CORP
US
N
2
2033-07-20
Floating
14.40043000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
100000.00000000
PA
USD
91438.53000000
0.093571028792
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Desarrolladora Homex SAB de CV
N/A
Desarrolladora Homex SAB de CV
000000000
89094.00000000
NS
94.15000000
0.000096345734
Long
EC
CORP
MX
N
1
N
N
N
Sussex Re 2020-1, 12/31/22
N/A
Sussex Re 2020-1, 12/31/22
000000000
515671.00000000
PA
USD
721.94000000
0.000738776843
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
Lion Rock Re 2021, 12/31/24
N/A
Lion Rock Re 2021, 12/31/24
000000000
250000.00000000
PA
USD
52325.00000000
0.053545306136
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
Brotherhood Mutual Re, 12/31/22
N/A
Brotherhood Mutual Re, 12/31/22
000000000
250000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-01-31
Floating
0.01000000
N
N
N
N
N
N
MYSTIC RE IV LTD
N/A
Mystic Re IV Ltd
62865LAC1
500000.00000000
PA
USD
433800.00000000
0.443916938408
Long
DBT
CORP
BM
Y
2
2025-01-08
Floating
11.69000000
N
N
N
N
N
N
Dartmouth Re 2018, 1/15/22
N/A
Dartmouth Re 2018, 1/15/22
000000000
462683.00000000
PA
USD
82738.65000000
0.084668253102
Long
DBT
CORP
BM
Y
3
2024-01-31
Floating
0.01000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
7000.00000000
PA
USD
6827.08000000
0.006986298874
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
LIGHTNING RE SERIES 2023
N/A
Lightning Re Series 2023-1
532242AA2
250000.00000000
PA
USD
253600.00000000
0.259514374320
Long
DBT
CORP
US
Y
2
2026-03-31
Floating
16.06154900
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2020-1
92259LAR9
235863.73000000
PA
USD
178872.17000000
0.183043766880
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
4.29000000
N
N
N
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
22547AAD3
275000.00000000
PA
USD
18290.25000000
0.018716809088
Long
DBT
CORP
MX
N
2
2028-01-21
Fixed
8.00000000
Y
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
389000.00000000
PA
USD
328058.02000000
0.335708879342
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
130000.00000000
PA
127656.86000000
0.130634030562
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
INSTANT BRANDS HOLDING
N/A
Instant Brands Holdings Inc
45783DAB5
334468.75000000
PA
USD
128352.38000000
0.131345771247
Long
LON
CORP
US
N
2
2028-04-12
Floating
9.95343000
N
N
N
N
N
N
THOPAS RE 2023
N/A
THOPAS RE 2023
000000000
766025.00000000
PA
USD
799270.49000000
0.817910808853
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2005-AR6
23332UFX7
10370.06000000
PA
USD
10135.31000000
0.010371682307
Long
ABS-MBS
CORP
US
N
2
2045-10-19
Floating
5.79129000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
400000.00000000
PA
377185.86000000
0.385982462383
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
448000.00000000
PA
USD
391749.12000000
0.400885361859
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
400000.00000000
PA
USD
328079.09000000
0.335730440729
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
PROMONTORIA HOLDING
54930014SXEXD3RX1509
Promontoria Holding 264 BV
000000000
360000.00000000
PA
398270.74000000
0.407559076898
Long
DBT
CORP
NL
N
2
2027-03-01
Fixed
6.37500000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAK7
250000.00000000
PA
USD
249550.00000000
0.255369921576
Long
DBT
CORP
BM
N
2
2026-01-08
Floating
13.31344600
N
N
N
N
N
N
2024-03-11
Pioneer Diversified High Income Fund, Inc.
Anthony J. Koenig, Jr
Anthony J. Koenig, Jr
Managing Director, Chief Operations Officer & Treasurer of the Funds