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