0001752724-24-051798.txt : 20240312 0001752724-24-051798.hdr.sgml : 20240312 20240312121246 ACCESSION NUMBER: 0001752724-24-051798 CONFORMED SUBMISSION TYPE: NPORT-P/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20240312 DATE AS OF CHANGE: 20240312 PERIOD START: 20240430 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: 24741012 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 0001752724-23-217512 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 2024-04-30 2023-07-31 N 143614862.78 44034173.79 99580688.99 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 54050.48000000 EUR USD N GLOBAL PART/GLP FINANCE N/A Global Partners LP / GLP Finance Corp 37954FAG9 197000.00000000 PA USD 192565.70000000 0.193376549161 Long DBT CORP US N 2 2027-08-01 Fixed 7.00000000 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 Old Head Re 2022, 12/31/2027 N/A Old Head Re 2022, 12/31/2027 000000000 250000.00000000 PA USD 125000.00000000 0.125526345788 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N UNIFIN FINANCIERA SA DE 5493007GRMPGDJG93Z17 Unifin Financiera SAB de CV 90471MAA0 1174000.00000000 PA USD 54228.88000000 0.054457225140 Long DBT CORP MX N 2 2028-01-27 Fixed 8.37500000 Y N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 Fortress Transportation and Infrastructure Investors LLC 34960PAC5 325000.00000000 PA USD 338378.63000000 0.339803463334 Long DBT CORP US N 2 2027-08-01 Fixed 9.75000000 N N N N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 Cidron Aida Finco Sarl 000000000 345000.00000000 PA 344315.57000000 0.345765402401 Long DBT CORP LU N 2 2028-04-01 Fixed 5.00000000 N N N N N N SUTTER RE LTD N/A Sutter Re Ltd 86944RAF5 250000.00000000 PA USD 251750.00000000 0.252810060417 Long DBT CORP BM Y 2 2026-06-19 Floating 15.15869800 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 Braskem Idesa SAPI 10554NAB4 425000.00000000 PA USD 274072.34000000 0.275226394574 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N WALTON HEATH RE 2022 N/A WALTON HEATH RE 2022 000000000 250000.00000000 PA USD 176159.94000000 0.176901708339 Long DBT CORP BM Y 3 2027-12-15 Floating 0.01000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A VistaJet Malta Finance PLC / Vista Management Holding Inc 92840JAB5 465000.00000000 PA USD 393608.64000000 0.395266033999 Long DBT CORP N/A N 2 2030-02-01 Fixed 6.37500000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 Olympus Water US Holding Corp 000000000 580000.00000000 PA 615212.87000000 0.617803387624 Long DBT CORP US N 2 2028-11-15 Fixed 9.62500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BG6 135000.00000000 PA USD 142305.53000000 0.142904745330 Long DBT CORP PA N 2 2026-02-01 Fixed 10.50000000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 Bonanza RE Ltd 09785EAJ0 250000.00000000 PA USD 175000.00000000 0.175736884103 Long DBT CORP BM Y 2 2025-03-16 Floating 11.15869800 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 Viking Cruises Ltd 92676XAC1 245000.00000000 PA USD 240503.60000000 0.241516304455 Long DBT CORP BM N 2 2025-05-15 Fixed 6.25000000 N N N N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 Mativ Holdings Inc 808541AA4 379000.00000000 PA USD 330038.50000000 0.331428214995 Long DBT CORP US N 2 2026-10-01 Fixed 6.87500000 N N N N N N SCC POWER PLC 529900IYGYC6VSDSDF37 SCC Power PLC 78397YAB8 176583.13933900 PA USD 57830.98000000 0.058074492742 Long DBT CORP GB N 2 2028-12-31 Fixed 8.00000000 N N Y N N N PT Bakrie & Brothers TBK N/A PT Bakrie & Brothers TBK 000000000 812959000.00000000 PA 5714.43000000 0.005738492129 Long DBT CORP ID N 2 2023-10-31 None 0.00000000 N N N N N N Ballybunion Re 2022 N/A Ballybunion Re 2022 000000000 264839.00000000 PA USD 5018.83000000 0.005039963120 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 Team Health Holdings Inc 87817JAG3 319399.04900000 PA USD 222780.84000000 0.223718918054 Long LON CORP US N 2 2027-02-02 Floating 10.56865000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A Clear Channel Outdoor Holdings Inc 18453HAD8 645000.00000000 PA USD 513426.19000000 0.515588107701 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N CAPE LOOKOUT RE LTD N/A Cape Lookout Re Ltd 13947LAC6 250000.00000000 PA USD 243050.00000000 0.244073426750 Long DBT CORP BM Y 2 2024-03-22 Floating 9.10869800 N N N N N N CREDITO REAL SAB DE CV 549300W2IL7TPPCTKL39 Credito Real SAB de CV SOFOM ER 22547AAD3 275000.00000000 PA USD 30250.00000000 0.030377375680 Long DBT CORP MX N 2 2028-01-21 Fixed 8.00000000 Y N N N N N PORTHCAWL RE 2023 N/A PORTHCAWL RE 2023 000000000 250000.00000000 PA USD 234852.23000000 0.235841137857 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 309140.39000000 0.310442107938 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AT2 400000.00000000 PA USD 393288.00000000 0.394944043859 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N ENVISION HEALTHCARE CORP 549300OL60X0LPKY8N60 Envision Healthcare Corp 29373UAG6 206739.78800000 PA USD 900.15000000 0.000903940321 Long LON CORP US N 2 2027-03-31 Floating 0.00000000 Y N N N N N GAMBOGE RE 2023 N/A GAMBOGE RE 2023 000000000 500000.00000000 PA USD 455982.09000000 0.457902124021 Long DBT CORP BM Y 3 2029-03-31 Floating 0.01000000 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 FloodSmart Re Ltd 33975CAJ4 250000.00000000 PA USD 243650.00000000 0.244675953210 Long DBT CORP BM Y 2 2025-02-25 Floating 17.23869800 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2020-B18 Mortgage Trust 08163ABT9 1000000.00000000 PA USD 849716.00000000 0.853293955503 Long ABS-MBS CORP US N 2 2053-07-15 Variable 4.38849000 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 0.028362446862 Long DBT CORP BM Y 3 2024-02-29 Floating 0.01000000 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 69360.23000000 0.069652289719 Long DBT CORP BM Y 3 2024-01-31 Floating 0.01000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AS6 400000.00000000 PA USD 334027.36000000 0.335433871153 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N MCF CLO LLC N/A MCF CLO VII LLC 55281FAS9 1000000.00000000 PA USD 948768.00000000 0.952763040327 Long ABS-CBDO CORP US N 2 2033-07-20 Floating 14.73775000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAN4 350000.00000000 PA USD 354016.25000000 0.355506929697 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 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 0.002245334936 Long DBT CORP BM Y 3 2025-07-31 Floating 0.01000000 N N N N N N GARDA WORLD SECURITY COR 549300ZF1NDXLMCHNO20 Garda World Security Corp 36257BAA7 958000.00000000 PA USD 937743.27000000 0.941691887765 Long DBT CORP CA N 2 2027-11-01 Fixed 9.50000000 N N N N N N VERSCEND ESCROW CORP N/A Verscend Escrow Corp 92535WAA8 411000.00000000 PA USD 412169.71000000 0.413905260327 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BV1 1175000.00000000 PA USD 1150190.06000000 1.155033241550 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N JPMBB Commercial Mortgage Secu N/A JPMBB Commercial Mortgage Securities Trust 2014-C24 46643GAG5 6724971.66000000 PA USD 40687.42000000 0.040858745217 Long ABS-MBS CORP US N 2 2047-11-15 Variable 0.84572300 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 LSF11 A5 HoldCo LLC 50216YAD2 125000.00000000 PA USD 124406.25000000 0.124930095645 Long LON CORP US N 2 2028-10-15 Floating 9.66865000 N N N N N N SEADRILL FINANCE LTD N/A Seadrill Finance Ltd 81172QAA2 455000.00000000 PA USD 464418.50000000 0.466374057772 Long DBT CORP BM N 2 2030-08-01 Fixed 8.37500000 N N N N N N SCIL IV LLC / SCIL USA H N/A SCIL IV LLC / SCIL USA Holdings LLC 000000000 420000.00000000 PA 470037.57000000 0.472016788362 Long DBT CORP US N 2 2028-07-15 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 407548.28000000 0.409264370565 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 Murphy Oil Corp 626717AN2 605000.00000000 PA USD 602333.70000000 0.604869986449 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N N GATEWAY RE II LTD 5493000ENKV5WXNA8Z86 Gateway Re II Ltd 367927AA8 250000.00000000 PA USD 246775.00000000 0.247814111855 Long DBT CORP BM Y 2 2026-04-27 Floating 14.90869800 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 Bread Financial Holdings Inc 018581AL2 1110000.00000000 PA USD 1072061.55000000 1.076575750653 Long DBT CORP US N 2 2026-01-15 Fixed 7.00000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 Staples Inc 855030AN2 389000.00000000 PA USD 321370.09000000 0.322723304346 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N US ACUTE CARE SOLUTIONS N/A US Acute Care Solutions LLC 90367UAA9 765000.00000000 PA USD 668479.95000000 0.671294762850 Long DBT CORP US N 2 2026-03-01 Fixed 6.37500000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 Owens-Brockway Glass Container Inc 69073TAU7 580000.00000000 PA USD 589407.60000000 0.591889457663 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N VITALITY RE XI LTD N/A Vitality Re XI Ltd 92851AAB0 250000.00000000 PA USD 247150.00000000 0.248190690892 Long DBT CORP KY Y 2 2024-01-09 Floating 7.20869800 N N N N N N ABRA GLOBAL FINANCE N/A ABRA Global Finance 000852AB9 2417568.00000000 PA USD 2042446.71000000 2.051046975789 Long DBT CORP KY N 2 2028-03-02 Fixed 11.50000000 N N Y N N N SOLOMON RE LTD N/A Solomon Re Ltd 83427GAA3 250000.00000000 PA USD 250150.00000000 0.251203323191 Long DBT CORP BM Y 2 2026-06-08 Floating 10.65869800 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 Kosmos Energy Ltd 500688AF3 405000.00000000 PA USD 371928.93000000 0.373495035806 Long DBT CORP US N 2 2027-05-01 Fixed 7.75000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 Altice France Holding SA 02156TAB0 607000.00000000 PA USD 256847.74000000 0.257929265809 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 000000000 500000.00000000 PA USD 222500.00000000 0.223436895503 Long DBT NUSS GH N 2 2049-06-16 Fixed 8.62700000 Y N N N N N BPR Trust N/A BPR Trust 2021-WILL 05591VAJ4 500000.00000000 PA USD 448185.10000000 0.450072302718 Long ABS-MBS CORP US N 2 2038-06-15 Floating 12.08648000 N N N N N N PROFRAC HOLDINGS II LLC N/A ProFrac Holdings II LLC 000000000 416360.40650000 PA USD 417921.76000000 0.419681530865 Long LON CORP US N 2 2025-03-04 Floating 12.77997000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAP9 245000.00000000 PA USD 249846.10000000 0.250898143539 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N SUMMER (BC) BIDC 213800CCW2O2WZ7YV169 Summer BC Bidco B LLC 865632AA1 400000.00000000 PA USD 340645.95000000 0.342080330488 Long DBT CORP US N 2 2026-10-31 Fixed 5.50000000 N N N N N N GoldenTree Loan Management US 549300UYD6YMBA6XSE43 Goldentree Loan Management US Clo 2 Ltd 38136PAA9 500000.00000000 PA USD 451701.50000000 0.453603509456 Long ABS-CBDO CORP KY N 2 2030-11-28 Floating 10.28775000 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 2307.70000000 0.002317417185 Long DBT CORP BM Y 3 2023-09-12 Floating 0.01000000 N N N N N N PETROQUEST ENERGY INC N/A PETROQUEST ENERGY INC 000000000 2189.00000000 NS USD 110.54000000 0.000111005458 Long EC CORP US N 2 N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 Eden Re II Ltd 27954QAH4 70000.00000000 PA USD 25060.00000000 0.025165521803 Long DBT CORP BM Y 3 2024-03-22 None 0.00000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 USD/GBP FORWARD 000000000 1.00000000 NC USD -2971.91000000 -0.00298442401 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -310000.00000000 GBP 394959.59000000 USD 2023-09-26 -2971.91000000 N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 Freddie Mac STACR REMIC Trust 2021-DNA7 35564KNE5 200000.00000000 PA USD 207499.46000000 0.208373191734 Long ABS-MBS CORP US N 2 2041-11-25 Floating 12.86901000 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 27052.14000000 0.027166050239 Long DBT CORP BM Y 3 2025-07-31 Floating 0.01000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 USD/EUR FORWARD 000000000 1.00000000 NC USD 79655.17000000 0.079990579305 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -4890000.00000000 EUR 5478550.13000000 USD 2023-10-24 79655.17000000 N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 Freddie Mac STACR REMIC Trust 2022-DNA2 35564KSQ3 280000.00000000 PA USD 296445.74000000 0.297694003733 Long ABS-MBS CORP US N 2 2042-02-25 Floating 13.56901000 N N N N N N BCO DE GALICIA Y BUENOS 579100KKDHKDFFKKB072 Banco de Galicia y Buenos Aires SAU 059538AR9 300000.00000000 PA USD 280500.00000000 0.281681119949 Long DBT CORP AR N 2 2026-07-19 Fixed 7.96200000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 Freedom Mortgage Corp 35640YAA5 247000.00000000 PA USD 245685.52000000 0.246720044309 Long DBT CORP US N 2 2024-11-15 Fixed 8.12500000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAD9 118000.00000000 PA USD 93884.34000000 0.094279665015 Long DBT CORP US N 2 2045-04-01 Fixed 5.05000000 N N N N N N NSG HOLDINGS LLC/NSG HLD N/A NSG Holdings LLC / NSG Holdings Inc 62940QAA3 38700.94000000 PA USD 38410.68000000 0.038572418397 Long DBT CORP US N 2 2025-12-15 Fixed 7.75000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A Archrock Partners LP / Archrock Partners Finance Corp 03959KAA8 521000.00000000 PA USD 507969.35000000 0.510108290223 Long DBT CORP US N 2 2027-04-01 Fixed 6.87500000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 Olympus Water US Holding Corp 25259KAA8 985000.00000000 PA USD 952987.50000000 0.957000307655 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N TMS INTERNATIONAL CORP 549300L4K0F1YF8WKF23 TMS International Corp/DE 87261QAC7 870000.00000000 PA USD 727537.50000000 0.730600990391 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N VAREX IMAGING CORPORATIO 549300CWYWPVCT8E9W67 Varex Imaging Corp 92214XAC0 239000.00000000 PA USD 239000.00000000 0.240006373147 Long DBT CORP US N 2 2027-10-15 Fixed 7.87500000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 Sector Re V Ltd 81369AEG3 500000.00000000 PA USD 545850.00000000 0.548148446788 Long DBT CORP BM Y 3 2027-12-01 None 0.00000000 N N N N N N OLD HEAD RE 2023 N/A OLD HEAD RE 2023 000000000 250000.00000000 PA USD 222534.36000000 0.223471400185 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N BERWICK RE 2023 N/A BERWICK RE 2023 000000000 1000000.00000000 PA USD 1119971.15000000 1.124687086782 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A VistaJet Malta Finance PLC / Vista Management Holding Inc 92840JAD1 745000.00000000 PA USD 690777.04000000 0.693685740685 Long DBT CORP N/A N 2 2027-05-01 Fixed 7.87500000 N N N N N N PHOENIX 3 RE PTE LTD 254900KZ3HFPS3H5FZ50 Phoenix 3 RE Pte Ltd 000000000 250000.00000000 PA USD 264950.00000000 0.266065642532 Long DBT CORP SG Y 3 2029-01-04 None 0.00000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 Talen Energy Supply LLC 87422VAK4 445000.00000000 PA USD 461856.60000000 0.463801370209 Long DBT CORP US N 2 2030-06-01 Fixed 8.62500000 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 WINDSOR HOLDINGS III LLC 000000000 312500.00000000 PA USD 311197.81000000 0.312508191253 Long LON CORP US N 2 2030-06-27 Floating 0.00000000 N N N N N N MYSTIC RE IV LTD N/A Mystic Re IV Ltd 62865LAC1 500000.00000000 PA USD 471050.00000000 0.473033481468 Long DBT CORP BM Y 2 2025-01-08 Floating 11.69000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 Olin Corp 680665AM8 280000.00000000 PA USD 294341.39000000 0.295580792807 Long DBT CORP US N 2 2025-06-01 Fixed 9.50000000 N N N N N N Gleneagles Re 2022 N/A Gleneagles Re 2022 000000000 250000.00000000 PA USD 123581.03000000 0.124101400837 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Oakmont Re 2022 N/A Oakmont Re 2022 000000000 750000.00000000 PA USD 235879.11000000 0.236872341808 Long DBT CORP BM Y 3 2028-04-01 Floating 0.01000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 Angolan Government International Bond 035198AB6 448000.00000000 PA USD 412048.00000000 0.413783037835 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 Banco Mercantil del Norte SA/Grand Cayman 05971PAC2 685000.00000000 PA USD 669587.50000000 0.672406976484 Long DBT CORP MX N 2 N/A Fixed 8.37500000 N N N N N N TORREY PINES RE LTD N/A Torrey Pines Re Ltd 89141WAF9 300000.00000000 PA USD 301950.00000000 0.303221440886 Long DBT CORP BM Y 2 2026-06-05 Floating 10.40869800 N N N N N N NCL FINANCE LTD N/A NCL Finance Ltd 62888HAA7 170000.00000000 PA USD 154700.00000000 0.155351405547 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N BX Trust N/A BX Trust 2022-PSB 05606DAL2 647147.71000000 PA USD 648030.81000000 0.650759516300 Long ABS-MBS CORP US N 2 2039-08-15 Floating 12.55464000 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 FloodSmart Re Ltd 33975CAM7 250000.00000000 PA USD 257350.00000000 0.258433640709 Long DBT CORP BM Y 2 2026-03-11 Floating 21.65869800 N N N N N N SOVCOMBANK (SOVCOM CAPT) 635400EQFFCXMNLYU680 Sovcombank Via SovCom Capital DAC 84605LAD8 865000.00000000 PA USD 31248.13000000 0.031379708572 Long DBT CORP IE N 2 N/A Fixed 7.60000000 Y N N N N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAM4 365000.00000000 PA USD 359217.34000000 0.360729920272 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 ASG Finance Designated Activity Co 00217AAA4 1000000.00000000 PA USD 970000.00000000 0.974084443317 Long DBT CORP IE N 2 2024-12-03 Fixed 7.87500000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 Merna Reinsurance II Ltd 59013MAJ1 250000.00000000 PA USD 258925.00000000 0.260015272665 Long DBT CORP BM Y 2 2026-07-07 Floating 15.65869800 N N N N N N KILIMANJARO III RE LTD 254900T37LD5YQ545V53 Kilimanjaro III Re Ltd 49407PAE0 250000.00000000 PA USD 237275.00000000 0.238274109575 Long DBT CORP BM Y 2 2025-04-21 Floating 17.76869800 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 Scientific Games International Inc 80874YBC3 295000.00000000 PA USD 293938.00000000 0.295175704226 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 YPF SA 984245AQ3 1195000.00000000 PA USD 1015750.00000000 1.020027085876 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 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 0.008341988877 Long DBT CORP BM Y 3 2023-12-31 Floating 0.01000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 Scientific Games International Inc 80874YBE9 295000.00000000 PA USD 294262.50000000 0.295501570620 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 MC Brazil Downstream Trading SARL 55292WAA8 1309270.91000000 PA USD 849942.00000000 0.853520907136 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N INTERNATIONAL PETROLEUM 54930025D80LU0SMR645 International Petroleum Corp 000000000 383000.00000000 PA USD 355998.50000000 0.357497526489 Long DBT CORP CA N 2 2027-02-01 Fixed 7.25000000 N N N N N N QUEEN STREET 2023 RE DAC 635400VHHVVMXL5BJI05 Queen Street 2023 RE DAC 747977AA4 500000.00000000 PA USD 501350.00000000 0.503461067687 Long DBT CORP IE Y 2 2025-12-08 Floating 12.90869800 N N N N N N SANDERS RE III LTD N/A Sanders Re III Ltd 80001QAA1 250000.00000000 PA USD 245975.00000000 0.247010743242 Long DBT CORP BM Y 2 2027-04-07 Floating 11.15869800 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAC1 344000.00000000 PA USD 283081.22000000 0.284273208863 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 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 590165.55000000 0.592650599213 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N LOTTOMATICA SPA/ROMA 81560046335277E43118 Lottomatica SpA/Roma 000000000 325000.00000000 PA 387264.52000000 0.388895200392 Long DBT CORP IT N 2 2027-09-30 Fixed 9.75000000 N N N N N N NOBLE FINANCE II LLC N/A Noble Finance II LLC 65505PAA5 175000.00000000 PA USD 180031.25000000 0.180789319521 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N CAPE LOOKOUT RE LTD N/A Cape Lookout Re Ltd 13947LAD4 250000.00000000 PA USD 235700.00000000 0.236692477618 Long DBT CORP BM Y 2 2025-03-28 Floating 10.40869800 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 USD/EUR FORWARD 000000000 1.00000000 NC USD 3260.94000000 0.003274671056 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -207017.39000000 USD 191000.00000000 EUR 2023-08-25 3260.94000000 N N N DEALER TIRE LLC/DT ISSR N/A Dealer Tire LLC / DT Issuer LLC 24229JAA1 1046000.00000000 PA USD 961982.24000000 0.966032922403 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N HERCULES LLC N/A Hercules LLC 427056BC9 1900000.00000000 PA USD 1944970.36000000 1.953160175659 Long DBT CORP US N 2 2029-06-30 Fixed 6.50000000 N N N N N Ashland Inc Ashland Inc USD XXXX N N N DIGICEL LTD N/A Digicel Ltd 000000000 750000.00000000 PA USD 120000.00000000 0.120505291956 Long DBT CORP JM N 2 2023-03-01 Fixed 6.75000000 Y N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 AthenaHealth Group Inc 60337JAA4 505000.00000000 PA USD 427891.95000000 0.429693703005 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N SANDERS RE III LTD N/A Sanders Re III Ltd 799925AA0 500000.00000000 PA USD 509500.00000000 0.511645385433 Long DBT CORP BM Y 2 2026-06-05 Floating 13.40869800 N N N N N N WATCO COS LLC/FINANCE CO N/A Watco Cos LLC / Watco Finance Corp 941130AB2 575000.00000000 PA USD 550942.00000000 0.553261888010 Long DBT CORP US N 2 2027-06-15 Fixed 6.50000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 Kenbourne Invest SA 48855KAA8 836000.00000000 PA USD 734049.80000000 0.737140712165 Long DBT CORP LU N 2 2024-11-26 Fixed 6.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153AZ5 90000.00000000 PA USD 95347.62000000 0.095749106545 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N PAR PHARMACEUTICAL INC 549300KK5WR4MGN4YT97 Par Pharmaceutical Inc 69888XAA7 381000.00000000 PA USD 280002.60000000 0.281181625513 Long DBT CORP US N 2 2027-04-01 Variable 7.50000000 Y N N N N N FREMF Mortgage Trust N/A FREMF 2019-KS12 Mortgage Trust 30311XAC2 1000000.00000000 PA USD 948289.50000000 0.952282525475 Long ABS-MBS USGSE US N 2 2029-08-25 Floating 12.11771000 N N N N N N STABILITAS RE LTD N/A Stabilitas Re Ltd 85237TAA0 250000.00000000 PA USD 251975.00000000 0.253036007840 Long DBT CORP BM Y 2 2026-06-05 Floating 13.90869800 N N N N N N PANGAEA RE 2023-1 N/A PANGAEA RE 2023-1 000000000 1000000.00000000 PA USD 1120000.00000000 1.124716058263 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N CITRUS RE LTD 549300VWWT5SE805NK88 Citrus Re Ltd 177510AL8 250000.00000000 PA USD 250725.00000000 0.251780744382 Long DBT CORP BM Y 2 2026-06-07 Floating 12.15869800 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 Four Lakes Re Ltd 35087TAB4 250000.00000000 PA USD 244925.00000000 0.245956321937 Long DBT CORP BM Y 2 2024-01-05 Floating 15.56869800 N N N N N N Velocity Commercial Capital Lo N/A Velocity Commercial Capital Loan Trust 2020-1 92259LAR9 228922.77000000 PA USD 171240.46000000 0.171961513559 Long ABS-MBS CORP US N 2 2050-02-25 Variable 4.29000000 N N N N N N ALLIED UNIVERSAL N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AB3 585000.00000000 PA USD 536496.95000000 0.538756013280 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 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 681762.10000000 0.684632840879 Long DBT CORP US N 2 2025-11-15 Fixed 7.75000000 N N N N N N PARK-OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 Park-Ohio Industries Inc 700677AR8 385000.00000000 PA USD 338370.76000000 0.339795560195 Long DBT CORP US N 2 2027-04-15 Fixed 6.62500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co LLC 92840VAB8 7000.00000000 PA USD 6768.50000000 0.006797000571 Long DBT CORP US N 2 2027-02-15 Fixed 5.62500000 N N N N N N KILIMANJARO III RE LTD 254900T37LD5YQ545V53 Kilimanjaro III Re Ltd 49407PAH3 250000.00000000 PA USD 232825.00000000 0.233805371665 Long DBT CORP BM Y 2 2026-04-20 Floating 17.76869800 N N N N N N PORTSALON RE 2022 N/A PORTSALON RE 2022 000000000 250000.00000000 PA USD 229229.93000000 0.230195163665 Long DBT CORP BM Y 3 2028-05-31 Floating 0.01000000 N N N N N N Desarrolladora Homex SAB de CV N/A Desarrolladora Homex SAB de CV 000000000 89094.00000000 NS 63.85000000 0.000064118857 Long EC CORP MX N 1 N N N Bantry Re 2021, 12/31/24 N/A Bantry Re 2021, 12/31/24 000000000 500000.00000000 PA USD 1000.00000000 0.001004210766 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N ECCLESTON RE 2023 N/A ECCLESTON RE 2023 000000000 500000.00000000 PA USD 514574.14000000 0.516740891451 Long DBT CORP BM Y 3 2028-11-30 Floating 0.01000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RBA6 450000.00000000 PA USD 358671.77000000 0.360182053004 Long DBT CORP US N 2 2066-11-01 Floating 8.31664000 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 1800.00000000 0.001807579379 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 Baytex Energy Corp 07317QAH8 1685000.00000000 PA USD 1726813.28000000 1.734084487177 Long DBT CORP CA N 2 2027-04-01 Fixed 8.75000000 N N N N N N BANCO GNB SUDAMERIS SA 549300SO7QUETMQD9D84 Banco GNB Sudameris SA 059593AE3 1135000.00000000 PA USD 944887.50000000 0.948866200448 Long DBT CORP CO N 2 2031-04-16 Fixed 7.50000000 N N N N N N Ballybunion Re 2022-3 N/A Ballybunion Re 2022-3 000000000 97898.00000000 PA USD 101286.08000000 0.101712572013 Long DBT CORP BM Y 3 2028-06-30 Floating 0.01000000 N N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 Baytex Energy Corp 07317QAJ4 910000.00000000 PA USD 922131.21000000 0.926014089029 Long DBT CORP CA N 2 2030-04-30 Fixed 8.50000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 Cornerstone Building Brands Inc 21925DAA7 464000.00000000 PA USD 383960.00000000 0.385576765831 Long DBT CORP US N 2 2029-01-15 Fixed 6.12500000 N N N N N N ATENTO LUXCO 1 SA 549300MLFF3HYCZQTC48 Atento Luxco 1 SA 04684LAC2 1384000.00000000 PA USD 27680.00000000 0.027796554011 Long DBT CORP LU N 2 2026-02-10 Fixed 8.00000000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 Tullow Oil PLC 899415AG8 785000.00000000 PA USD 638205.00000000 0.640892332110 Long DBT CORP GB N 2 2026-05-15 Fixed 10.25000000 N N N N N N CAPE LOOKOUT RE LTD N/A Cape Lookout Re Ltd 13947LAE2 250000.00000000 PA USD 252625.00000000 0.253688744838 Long DBT CORP BM Y 2 2026-04-28 Floating 11.90869800 N N N N N N PATAGONIA HOLDCO LLC 254900OLXUIWWEAJZ984 Patagonia Holdco LLC 70289FAD3 1017312.50000000 PA USD 878703.67000000 0.882403685807 Long LON CORP US N 2 2029-08-01 Floating 10.78873000 N N N N N N Santander Bank Auto Credit-Lin N/A Santander Bank Auto Credit-Linked Notes Series 2022-A 80290CAV6 650000.00000000 PA USD 597531.55000000 0.600047615717 Long ABS-O CORP US N 2 2032-05-15 Fixed 12.66200000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING Groep NV 456837AF0 350000.00000000 PA USD 329879.47000000 0.331268515357 Long DBT CORP NL N 2 N/A Fixed 6.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BL5 100000.00000000 PA USD 98651.45000000 0.099066848201 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N INTL DESIGN GROUP 815600907387ED411436 International Design Group SPA 000000000 930000.00000000 PA 991449.94000000 0.995624704002 Long DBT CORP IT N 2 2025-11-15 Fixed 6.50000000 N N N N N N DRAFTKINGS HOLDINGS INC 5493008P45UYYL683Z97 DraftKings Holdings Inc 26142RAB0 312000.00000000 PA USD 239928.00000000 0.240938280738 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 SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 Shelf Drilling Holdings Ltd 822538AE4 395000.00000000 PA USD 377225.00000000 0.378813406320 Long DBT CORP KY N 2 2025-02-15 Fixed 8.25000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAB7 575000.00000000 PA USD 583462.25000000 0.585919073183 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N FREMF Mortgage Trust N/A FREMF 2021-KG05 Mortgage Trust 30318WAL7 1000000.00000000 PA USD 4965.10000000 0.004986006875 Long ABS-MBS CORP US N 2 2031-01-25 Fixed 0.10000000 N N N N N N TERVITA CORP N/A Tervita Corp 88159EAA1 367000.00000000 PA USD 385350.00000000 0.386972618796 Long DBT CORP CA N 2 2025-12-01 Fixed 11.00000000 N N N N N N FIRST BRANDS GROUP LLC N/A First Brands Group LLC 31935HAD9 700000.00000000 PA USD 694750.00000000 0.697675429891 Long LON CORP US N 2 2027-03-30 Floating 10.88109000 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 FloodSmart Re Ltd 33975CAG0 250000.00000000 PA USD 241750.00000000 0.242767952754 Long DBT CORP BM Y 2 2024-03-01 Floating 18.98869800 N N N N N N TORRICELLI RE 2023 N/A TORRICELLI RE 2023 000000000 750000.00000000 PA USD 750000.00000000 0.753158074730 Long DBT CORP BM Y 3 2029-06-30 Floating 0.01000000 N N N N N N CARNOUSTIE RE 2023 N/A CARNOUSTIE RE 2023 000000000 226387.00000000 PA USD 246761.83000000 0.247800886399 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 245225.00000000 0.246257585167 Long DBT NUSS N/A Y 2 2023-12-29 Floating 9.45530000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724BW1 750000.00000000 PA USD 241288.50000000 0.242304509486 Long DBT NUSS UA N 2 2026-02-01 Variable 8.99400000 Y Y N N N N TORRICELLI RE 2022 N/A TORRICELLI RE 2022 000000000 500000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2028-06-30 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 0.052545328346 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N CARRIAGE PURCHASER INC N/A Carriage Purchaser Inc 14445LAA5 1245000.00000000 PA USD 980288.10000000 0.984415864102 Long DBT CORP US N 2 2029-10-15 Fixed 7.87500000 N N N N N N ENERGEAN PLC 549300RVMKU0CYUZBB05 Energean PLC 29280EAA7 1510000.00000000 PA USD 1375610.00000000 1.381402372239 Long DBT CORP GB N 2 2027-04-30 Fixed 6.50000000 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 FITNESS & SPORTS CLUBS LLC N/A Fitness International LLC 33818XAH3 191702.96000000 PA USD 191008.04000000 0.191812330219 Long LON CORP US N 2 2025-04-18 Floating 8.76912000 N N N N N N GARFUNKELUX HOLDCO 3 SA 2221007QVSNJV7EWBX69 Garfunkelux Holdco 3 SA 000000000 235000.00000000 PA 188087.47000000 0.188879462381 Long DBT CORP LU N 2 2025-11-01 Fixed 6.75000000 N N N N N N Capital Funding Mortgage Trust N/A Capital Funding Mortgage Trust 2021-8 14021RAB2 288017.00000000 PA USD 288017.00000000 0.289229772279 Long ABS-MBS CORP US N 2 2023-12-15 Floating 18.30000000 N N N N N N Thopas Re 2022 N/A Thopas Re 2022 000000000 250000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N LOTTOMATICA SPA/ROMA 81560046335277E43118 Lottomatica SpA/Roma 000000000 310000.00000000 PA 349366.12000000 0.350837219086 Long DBT CORP IT N 2 2028-06-01 Fixed 7.12500000 N N N N N N DSLA Mortgage Loan Trust N/A DSLA Mortgage Loan Trust 2005-AR6 23332UFX7 10309.24000000 PA USD 10403.57000000 0.010447377002 Long ABS-MBS CORP US N 2 2045-10-19 Floating 6.20059000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2021-R01 20754RAJ5 330000.00000000 PA USD 333263.60000000 0.334666895138 Long ABS-MBS CORP US N 2 2041-10-25 Floating 11.06901000 N N N N N N PHH MORTGAGE CORP PAOOWF3GUFM46FBSP561 PHH Mortgage Corp 69356NAA2 355000.00000000 PA USD 319570.81000000 0.320916447999 Long DBT CORP US N 2 2026-03-15 Fixed 7.87500000 N N N N N N URSA RE LTD 549300O8X4DWGDJZ6W59 Ursa Re Ltd 90323WAL4 250000.00000000 PA USD 250000.00000000 0.251052691576 Long DBT CORP BM N 2 2025-12-06 Floating 10.90869800 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HAU1 225000.00000000 PA USD 216562.50000000 0.217474394078 Long DBT CORP IT N 2 N/A Fixed 7.70000000 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 MOHEGAN TRIBAL GAMING AU 549300UB083Z2NRDHC48 Mohegan Tribal Gaming Authority 608328BH2 700000.00000000 PA USD 647500.00000000 0.650226471183 Long DBT CORP US N 2 2026-02-01 Fixed 8.00000000 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 11876.80000000 0.011926810429 Long DBT CORP BM Y 3 2025-07-31 Floating 0.01000000 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 471750.00000000 0.473736429005 Long DBT CORP US N 2 2028-06-01 Fixed 7.12500000 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 1151185.24000000 1.156032612021 Long DBT CORP US N 2 2026-02-15 Fixed 8.25000000 N N N N N N TAP SA 213800XBTDYWRYHKH878 Transportes Aereos Portugueses SA 000000000 700000.00000000 PA 758272.98000000 0.761465890315 Long DBT CORP PT N 2 2024-12-02 Fixed 5.62500000 N N N N N N CEMIG GERACAO E TRANSM 529900ZT0AVI5W1VFB58 Cemig Geracao e Transmissao SA 12517MAA0 400000.00000000 PA USD 402600.00000000 0.404295254515 Long DBT CORP BR N 2 2024-12-05 Fixed 9.25000000 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 CARNIVAL HLDGS BM LTD N/A Carnival Holdings Bermuda Ltd 14366RAA7 120000.00000000 PA USD 130937.88000000 0.131489228813 Long DBT CORP US N 2 2028-05-01 Fixed 10.37500000 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 LSF11 A5 HoldCo LLC 50221DAA7 425000.00000000 PA USD 354862.66000000 0.356356903732 Long DBT CORP US N 2 2029-10-15 Fixed 6.62500000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 EnLink Midstream Partners LP 29336UAG2 145000.00000000 PA USD 119941.10000000 0.120446143942 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 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 0.004041948334 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N TOTAL PLAY TELECOM 4469000001BSAPAMOQ06 Total Play Telecomunicaciones SA de CV 89157FAC4 850000.00000000 PA USD 487623.75000000 0.489677019656 Long DBT CORP MX N 2 2028-09-20 Fixed 6.37500000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 Freedom Mortgage Corp 35640YAB3 911000.00000000 PA USD 900237.17000000 0.904027858343 Long DBT CORP US N 2 2025-04-15 Fixed 8.25000000 N N N N N N Wells Fargo Commercial Mortgag N/A Wells Fargo Commercial Mortgage Trust 2015-C31 94989WAD9 1660500.00000000 PA USD 1046535.11000000 1.050941824779 Long ABS-MBS CORP US N 2 2048-11-15 Variable 4.59514900 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 Precision Drilling Corp 740212AM7 271000.00000000 PA USD 255544.87000000 0.256620909728 Long DBT CORP CA N 2 2029-01-15 Fixed 6.87500000 N N N N N N Palisades Center Trust N/A Palisades Center Trust 2016-PLSD 69640GAA3 290000.00000000 PA USD 165300.00000000 0.165996039670 Long ABS-MBS CORP US N 2 2033-04-13 Fixed 2.71298000 N N N N N N MYT HOLDING LLC N/A MYT Holding LLC 55406N202 50188.00000000 NS USD 28858.10000000 0.028979614715 Long EP CORP US N 2 N N N ACC Auto Trust N/A ACC Auto Trust 2022-A 00085YAD5 500000.00000000 PA USD 480906.60000000 0.482931585307 Long ABS-O CORP US N 2 2029-03-15 Fixed 10.07000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2016-UBS12 61691EBB0 5876094.43000000 PA USD 103030.85000000 0.103464688831 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.65007500 N N N N N N FREMF Mortgage Trust N/A FREMF 2021-KG05 Mortgage Trust 30318WAJ2 12333286.00000000 PA USD 65794.38000000 0.066071424758 Long ABS-MBS CORP US N 2 2031-01-25 Fixed 0.10000000 N N N N N N GARFUNKELUX HOLDCO 3 SA 2221007QVSNJV7EWBX69 Garfunkelux Holdco 3 SA 000000000 400000.00000000 PA 369091.46000000 0.370645617883 Long DBT CORP LU N 2 2025-11-01 Fixed 7.75000000 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 0.055859223875 Long ABS-MBS CORP US N 2 2032-04-25 Variable 4.50000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 Garda World Security Corp 36485MAL3 473000.00000000 PA USD 393564.57000000 0.395221778430 Long DBT CORP CA N 2 2029-06-01 Fixed 6.00000000 N N N N N N LIFEPT/LEGACY LIFEPT N/A RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc 53219LAR0 357000.00000000 PA USD 334746.98000000 0.336156521304 Long DBT CORP US N 2 2026-12-01 Fixed 9.75000000 N N N N N N ACU PETROLEO LUXEMBOURG N/A Acu Petroleo Luxembourg Sarl 00110RAA5 800019.75000000 PA USD 715743.91000000 0.718757740340 Long DBT CORP LU N 2 2032-01-13 Fixed 7.50000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A VistaJet Malta Finance PLC / Vista Management Holding Inc 92841HAA0 260000.00000000 PA USD 248310.40000000 0.249355977065 Long DBT CORP N/A N 2 2028-06-01 Fixed 9.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AU9 1260000.00000000 PA USD 1289925.00000000 1.295356572728 Long DBT CORP CA N 2 2031-06-01 Fixed 8.62500000 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 0.001038906248 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N FIBER BIDCO SPA 81560079496BA27EC472 Fiber Bidco Spa 000000000 425000.00000000 PA 503502.28000000 0.505622410435 Long DBT CORP IT N 2 2027-10-25 Fixed 11.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BL5 595000.00000000 PA USD 649693.00000000 0.652428705394 Long DBT CORP LR N 2 2027-08-15 Fixed 11.62500000 N N N N N N Amplify Energy Corp J0TW5YQRAZXYN7VEU787 Amplify Energy Corp 03212B103 6.00000000 NS USD 44.04000000 0.000044225442 Long EC CORP US N 1 N N N DANAOS CORP 734IM3DNDNT36T7YTD24 Danaos Corp 23585WAA2 655000.00000000 PA USD 661851.30000000 0.664638201154 Long DBT CORP US N 2 2028-03-01 Fixed 8.50000000 N N N N N N Multifamily Structured Credit N/A Freddie Mac Multifamily Structured Credit Risk 35563FAC5 750000.00000000 PA USD 717366.53000000 0.720387192814 Long ABS-MBS CORP US N 2 2051-01-25 Floating 12.81901000 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 US RENAL CARE INC 54930058SS5MF69JGN89 US Renal Care Inc 90290PAN4 481247.57480000 PA USD 243030.03000000 0.244053372661 Long LON CORP US N 2 2026-07-26 Floating 10.18750000 N N N N N N AZUL SECURED FINANCE LLP N/A Azul Secured Finance LLP 05501WAC6 430000.00000000 PA USD 432687.50000000 0.434509445946 Long DBT CORP US N 2 2028-08-28 Fixed 11.93000000 N N N N N N Sussex Re 2020-1, 12/31/22 N/A Sussex Re 2020-1, 12/31/22 000000000 515671.00000000 PA USD 670.37000000 0.000673192771 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 Matador Resources Co 576485AF3 590000.00000000 PA USD 586345.89000000 0.588814855517 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 Surgery Center Holdings Inc 86881WAD4 626000.00000000 PA USD 640620.22000000 0.643317722037 Long DBT CORP US N 2 2027-04-15 Fixed 10.00000000 N N N N N N B RILEY FINANCIAL INC N/A B Riley Financial Inc 05580M702 1322.00000000 NS USD 32203.92000000 0.032339523181 Long EP CORP US N 1 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 0.180693447519 Long DBT CORP BM Y 3 2024-12-31 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 8200.00000000 0.008234528283 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Capital Funding Mortgage Trust N/A Capital Funding Mortgage Trust 2020-9 14020FAB9 521417.91000000 PA USD 514908.53000000 0.517076689489 Long ABS-MBS CORP US N 2 2023-11-15 Floating 20.10500000 N N N N N N FREMF Mortgage Trust N/A FREMF 2021-KG05 Mortgage Trust 30318WAN3 1000000.00000000 PA USD 496826.60000000 0.498918620707 Long ABS-MBS CORP US N 2 2031-01-25 None 0.00000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 Alamo Re Ltd 011395AJ9 250000.00000000 PA USD 252250.00000000 0.253312165800 Long DBT CORP BM Y 2 2026-06-07 Floating 13.90869800 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 Natixis Commercial Mortgage Se N/A Natixis Commercial Mortgage Securities Trust 2019-FAME 63873VAN3 900000.00000000 PA USD 470781.36000000 0.472763710288 Long ABS-MBS CORP US N 2 2036-08-15 Variable 4.39750000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 Four Lakes Re Ltd 35087TAA6 250000.00000000 PA USD 244675.00000000 0.245705269246 Long DBT CORP BM Y 2 2024-01-05 Floating 12.70869800 N N N N N N Freddie Mac - STACR 549300YG8OJES76WL398 STACR Trust 2018-HRP2 35564ACC3 640000.00000000 PA USD 740582.02000000 0.743700437817 Long ABS-MBS CORP US N 2 2047-02-25 Floating 15.68349000 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 108715.48000000 0.109173255480 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 Beazer Homes USA Inc 07556QBT1 885000.00000000 PA USD 869784.90000000 0.873447360951 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N N COMM Mortgage Trust N/A COMM 2015-LC21 Mortgage Trust 12593FBE3 21504076.80000000 PA USD 204845.69000000 0.205708247329 Long ABS-MBS CORP US N 2 2048-07-10 Variable 0.64617900 N N N N N N PURPLE RE LTD N/A Purple Re Ltd 74639NAA1 250000.00000000 PA USD 249475.00000000 0.250525480924 Long DBT CORP BM Y 2 2026-04-24 Floating 17.65869800 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 Freddie Mac STACR Trust 2019-DNA3 35564TBE9 545000.00000000 PA USD 601338.67000000 0.603870766610 Long ABS-MBS CORP US N 2 2049-07-25 Floating 13.33349000 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 0.007079685902 Long DBT CORP BM Y 3 2023-12-31 Floating 0.01000000 N N N N N N SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 Shelf Drilling Holdings Ltd 822538AG9 480000.00000000 PA USD 481200.00000000 0.483226220746 Long DBT CORP KY N 2 2024-11-15 Fixed 8.87500000 N N 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 0.028953374687 Long DBT CORP BM Y 3 2023-12-31 Floating 0.01000000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 Sector Re V Ltd 81369ACT7 200000.00000000 PA USD 101480.00000000 0.101907308564 Long DBT CORP BM Y 3 2024-03-01 None 0.00000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2014-GC24 36253GAG7 4023197.71000000 PA USD 20986.21000000 0.021074578025 Long ABS-MBS CORP US N 2 2047-09-10 Variable 0.69395800 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 588512.50000000 0.590990588606 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgag 549300S7ENI2U7O0XH56 Wells Fargo Commercial Mortgage Trust 2015-C28 94989JAL0 1100000.00000000 PA USD 756231.52000000 0.759415834204 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.00000000 N N N N N N AQUILA RE LTD 2023-1 N/A Aquila Re I Ltd Series 2023-1 03843AAB8 250000.00000000 PA USD 249800.00000000 0.250851849423 Long DBT CORP BM Y 2 2026-06-08 Floating 12.90869800 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 0.086875086803 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N AQUILA RE LTD 2023-1 N/A Aquila Re I Ltd Series 2023-1 03843AAC6 250000.00000000 PA USD 253125.00000000 0.254190850221 Long DBT CORP BM Y 2 2026-06-08 Floating 14.65869800 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 Civitas Resources Inc 17888HAA1 520000.00000000 PA USD 534851.20000000 0.537103333412 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 Dreyfus Government Cash Management 262006208 232839.41000000 NS USD 232839.41000000 0.233819842342 Long STIV RF US N 1 N N N GRUPO POSADAS SAB CV 529900NRFIXN5G8NUX35 Grupo Posadas SAB de CV 400489AL4 800000.00000000 PA USD 683000.00000000 0.685875953387 Long DBT CORP MX N 2 2027-12-30 Variable 5.00000000 N N N N N N INTEGRITY RE LTD N/A Integrity Re Ltd 45833UAH4 250000.00000000 PA USD 253650.00000000 0.254718060873 Long DBT CORP BM Y 2 2025-06-06 Floating 17.40869800 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 Matterhorn Re Ltd 577092AN9 250000.00000000 PA USD 223450.00000000 0.224390895731 Long DBT CORP BM Y 2 2025-12-08 Floating 10.84408800 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 Metinvest BV 591555AF4 613000.00000000 PA USD 355540.00000000 0.357037095852 Long DBT CORP NL N 2 2029-10-17 Fixed 7.75000000 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 0.048020204002 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N LIMESTONE RE LTD 5493004PN8HGYC184A27 Limestone Re Ltd 000000000 27000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2023-10-01 None 0.00000000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 Eden Re II Ltd 27955GAB8 300000.00000000 PA USD 318660.00000000 0.320001802791 Long DBT CORP BM Y 3 2027-03-19 None 0.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAA9 200000.00000000 PA USD 163596.30000000 0.164285165787 Long DBT CORP FR N 2 2027-02-01 Fixed 8.12500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 000000000 130000.00000000 PA 140790.97000000 0.141383807872 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N TRICIDA INC N/A TRICIDA INC 000000000 300000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2027-05-15 None 0.00000000 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 0.000025105269 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 18163.44000000 0.018239922001 Long DBT CORP BM Y 3 2025-03-21 None 0.00000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 Neptune Bidco US Inc 640695AA0 625000.00000000 PA USD 574909.00000000 0.577329807446 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 Gateway Re Ltd 36779CAC0 250000.00000000 PA USD 260325.00000000 0.261421167738 Long DBT CORP BM Y 2 2026-02-24 Floating 18.40869800 N N N N N N INTEGRITY RE LTD N/A Integrity Re Ltd 45833UAF8 250000.00000000 PA USD 225000.00000000 0.225947422419 Long DBT CORP BM N 2 2025-06-06 Floating 12.40869800 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 Eden Re II Ltd 27955KAB9 80000.00000000 PA USD 48661.60000000 0.048866502625 Long DBT CORP BM Y 3 2026-03-20 None 0.00000000 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 6956.35000000 0.006985641564 Long DBT CORP US N 2 2029-02-15 Fixed 6.50000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc 410345AQ5 370000.00000000 PA USD 378315.13000000 0.379908126602 Long DBT CORP US N 2 2031-02-15 Fixed 9.00000000 N N N N N N CAELUS RE V LTD N/A Caelus Re V Ltd 12765KAC9 400000.00000000 PA USD 32000.00000000 0.032134744521 Long DBT CORP KY Y 2 2024-06-05 Floating 5.29300000 N N N N N N GULLANE RE 2023 N/A GULLANE RE 2023 000000000 1000000.00000000 PA USD 1109345.59000000 1.114016785032 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 37443GAH4 320000.00000000 PA USD 145600.00000000 0.146213087574 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.87500000 Y N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HBA8 400000.00000000 PA USD 378503.08000000 0.380096868016 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N LYB FINANCE CO BV 549300BBGA3CFHX0KS75 LYB Finance Co BV 61238QAA6 300000.00000000 PA USD 323807.87000000 0.325171349268 Long DBT CORP NL N 2 2027-03-15 Fixed 8.10000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE 5493002KQF9IH3CTQZ40 Multifamily Connecticut Avenue Securities Trust 2020-01 62548QAD3 750000.00000000 PA USD 721215.08000000 0.724251948158 Long ABS-MBS CORP US N 2 2050-03-25 Floating 8.93349000 N N N N N N RESIDENTIAL RE 21 LTD N/A Residential Reinsurance 2021 Ltd 76114NAE2 500000.00000000 PA USD 475900.00000000 0.477903903685 Long DBT CORP KY Y 2 2025-12-06 Floating 17.31869800 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 Sector Re V Ltd 81369ADW9 4500.00000000 PA USD 25901.10000000 0.026010163479 Long DBT CORP BM Y 3 2026-12-01 Floating 5.40869800 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 0.098663707789 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N SIERRACOL ENRGY ANDINA N/A SierraCol Energy Andina LLC 82653LAA9 900000.00000000 PA USD 709132.32000000 0.712118310480 Long DBT CORP US N 2 2028-06-15 Fixed 6.00000000 N N N N N N COMPEER FINANCIAL ACA 54930020HTACTODKHT04 Compeer Financial ACA 20453Q201 500.00000000 NS USD 503757.90000000 0.505879106792 Long EP CORP US N 2 N N N THOPAS RE 2023 N/A THOPAS RE 2023 000000000 766025.00000000 PA USD 852509.22000000 0.856098937099 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N MERION RE 2023-1 N/A MERION RE 2023-1 000000000 500000.00000000 PA USD 490875.51000000 0.492942472058 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N MYSTIC RE IV LTD N/A Mystic Re IV Ltd 62865LAB3 250000.00000000 PA USD 234800.00000000 0.235788687928 Long DBT CORP BM Y 2 2025-01-08 Floating 11.53869800 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 0.000065273699 Long DBT CORP BM Y 3 2024-01-31 Floating 0.01000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDE9 800000.00000000 PA USD 593971.36000000 0.596472434589 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N FREMF Mortgage Trust N/A FREMF 2020-KF83 Mortgage Trust 302696AA7 229449.85000000 PA USD 214456.61000000 0.215359636667 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 14.21771000 N N N N N N WINDSTREAM ESCROW LLC N/A Windstream Escrow LLC / Windstream Escrow Finance Corp 97382WAA1 875000.00000000 PA USD 736978.20000000 0.740081442973 Long DBT CORP US N 2 2028-08-15 Fixed 7.75000000 N N N N N N LIGHTNING RE SERIES 2023 N/A Lightning Re Series 2023-1 532242AA2 250000.00000000 PA USD 256950.00000000 0.258031956402 Long DBT CORP US Y 2 2026-03-31 Floating 16.40869800 N N N N N N PEGASUS HAVA TASIMACILIG 789000B1MW5PQ58A8T03 Pegasus Hava Tasimaciligi AS 705567AA3 1059000.00000000 PA USD 1068531.00000000 1.073030334332 Long DBT CORP TR N 2 2026-04-30 Fixed 9.25000000 N N N N N N FREMF Mortgage Trust N/A FREMF 2019-KJ24 Mortgage Trust 30312FAG1 577178.96000000 PA USD 524502.26000000 0.526710816444 Long ABS-MBS CORP US N 2 2027-10-25 Variable 7.60000000 N N N N N N FUGUE FINANCE LLC 254900Y4DWBRGAFENC88 Fugue Finance LLC 000000000 100000.00000000 PA USD 100250.00000000 0.100672129322 Long LON CORP US N 2 2028-01-26 Floating 0.00000000 N N N N N N Gullane Re 2018, 12/31/21 N/A Gullane Re 2018, 12/31/21 000000000 1059157.00000000 PA USD 50017.87000000 0.050228483561 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N BALLYBUNION RE 2023 N/A BALLYBUNION RE 2023 000000000 264416.00000000 PA USD 273044.93000000 0.274194658391 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N AMARANTH RE 2023 N/A AMARANTH RE 2023 000000000 250000.00000000 PA USD 239617.97000000 0.240626945274 Long DBT CORP BM Y 3 2028-12-31 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 1048656.36000000 1.053072006868 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 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 5538.64000000 0.005561961918 Long DBT CORP BM Y 3 2024-06-30 Floating 0.01000000 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 32858.75000000 0.032997110517 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Multifamily Structured Credit N/A Freddie Mac Multifamily Structured Credit Risk 35563GAC3 180000.00000000 PA USD 163350.00000000 0.164037828676 Long ABS-MBS CORP US N 2 2051-11-25 Floating 11.91901000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAM2 915000.00000000 PA USD 803645.54000000 0.807029503562 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 USD CALL VERSUS EUR PUT 000000000 1350000.00000000 NC 1098.49000000 0.001103115484 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 -27432.48000000 N N N Chase Auto Credit Linked Notes N/A JPMorgan Chase Bank NA - CACLN 46591HCJ7 1000000.00000000 PA USD 934407.60000000 0.938342172038 Long ABS-O CORP US N 2 2029-02-26 Fixed 9.81200000 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 FREMF Mortgage Trust N/A FREMF 2020-KF74 Mortgage Trust 30313MAC4 142240.57000000 PA USD 136310.32000000 0.136884290902 Long ABS-MBS USGSE US N 2 2027-01-25 Floating 11.46771000 N N N N N N TRICIDA INC N/A TRICIDA INC 000000000 300000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2027-05-15 None 0.00000000 N N N N N N Pangaea Re 2023-3 N/A Pangaea Re 2023-3 000000000 250000.00000000 PA USD 260000.00000000 0.261094799239 Long DBT CORP BM Y 3 2029-05-31 Floating 0.01000000 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 39750.00000000 0.039917377960 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 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 34992.04000000 0.035139383303 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N VALARIS LTD N/A Valaris Ltd 91889FAC5 725000.00000000 PA USD 741820.00000000 0.744943630661 Long DBT CORP BM N 2 2030-04-30 Fixed 8.37500000 N N N N N N Viribus Re 2022 N/A Viribus Re 2022 000000000 221888.00000000 PA USD 10916.89000000 0.010962858472 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/EUR FORWARD 000000000 1.00000000 NC USD 21714.99000000 0.021806426748 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -2591644.53000000 USD 2370000.00000000 EUR 2023-09-28 21714.99000000 N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 Altice France Holding SA 02156TAA2 695000.00000000 PA USD 258648.84000000 0.259737949820 Long DBT CORP LU N 2 2028-02-15 Fixed 6.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAA9 310000.00000000 PA USD 315078.14000000 0.316404860415 Long DBT CORP US N 2 2028-06-01 Fixed 8.12500000 N N N N N N SIMPAR EUROPE SA 54930068BSUST41D5C30 Simpar Europe SA 82883PAA2 400000.00000000 PA USD 323486.16000000 0.324848284623 Long DBT CORP LU N 2 2031-01-26 Fixed 5.20000000 N N N N N N INTRUM AB 549300UNCO2FCUWXX470 Intrum AB 000000000 840000.00000000 PA 802360.12000000 0.805738670959 Long DBT CORP SE N 2 2028-03-15 Fixed 9.25000000 N N N N N N AVATION CAPITAL SA 54930056OEYSV06OMD90 Avation Capital SA 05351CAA5 385381.00000000 PA USD 335981.15000000 0.337395888106 Long DBT CORP LU N 2 2026-10-31 Fixed 8.25000000 N N Y N N N SOTHEBY'S 549300P5BAAMQQ7VL735 Sotheby's 835898AH0 558000.00000000 PA USD 494311.50000000 0.496392930209 Long DBT CORP US N 2 2027-10-15 Fixed 7.37500000 N N N N N N BANTRY RE 2023 N/A BANTRY RE 2023 000000000 1000000.00000000 PA USD 1119978.25000000 1.124694216679 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N LIBERTY MUTUAL INSURANCE CNC20I6IOMGF7KY49D67 Liberty Mutual Insurance Co 53079QAD9 4600000.00000000 PA USD 5032127.96000000 5.053317074865 Long DBT CORP US N 2 2097-10-15 Fixed 7.69700000 N N N N N N LUNE HOLDINGS SARL 54930003WQ56T0558M33 Lune Holdings Sarl 000000000 420000.00000000 PA 374564.33000000 0.376141532860 Long DBT CORP LU N 2 2028-11-15 Fixed 5.62500000 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 75.00000000 0.000075315807 Long DBT CORP BM Y 3 2024-06-15 Floating 0.01000000 N N N N N N CD Commercial Mortgage Trust N/A CD 2016-CD1 Mortgage Trust 12514MBD6 7259070.56000000 PA USD 211893.72000000 0.212785954936 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.36389000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 McGraw-Hill Education Inc 57767XAB6 1210000.00000000 PA USD 1040600.00000000 1.044981723418 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N GRUPO AEROMEXICO SAB N/A Grupo Aeromexico SAB de CV 40054JAA7 1510000.00000000 PA USD 1367893.90000000 1.373653781545 Long DBT CORP MX N 2 2027-03-17 Fixed 8.50000000 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 2023-11-01 None 0.00000000 N N N N N N NABORS INDUSTRIES LTD N/A Nabors Industries Ltd 629571AB6 515000.00000000 PA USD 472376.82000000 0.474365888397 Long DBT CORP BM N 2 2028-01-15 Fixed 7.50000000 N N N N N N ATLAS CAPITAL DAC 635400CBPJFGGWD2AH20 Atlas Capital DAC 049207AA1 250000.00000000 PA USD 251825.00000000 0.252885376225 Long DBT CORP IE Y 2 2026-06-05 Floating 12.55000000 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 132007.95000000 0.132563804628 Long DBT CORP BM Y 3 2024-06-30 Floating 0.01000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 Sprint LLC 85207UAK1 850000.00000000 PA USD 884724.20000000 0.888449566852 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N AVATION PLC WTS 01JAN59 N/A AVATION PLC WTS 01JAN59 000000000 6475.00000000 NC 4154.85000000 0.004172345102 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 4154.84000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 EUR CALL VERSUS USD PUT 000000000 -1350000.00000000 NC -26590.84000000 -0.02670280781 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 1940.13000000 N N N CITRUS RE LTD 549300VWWT5SE805NK88 Citrus Re Ltd 177510AM6 250000.00000000 PA USD 249400.00000000 0.250450165116 Long DBT CORP BM Y 2 2026-06-07 Floating 14.40869800 N N N N N N STRATHCONA RESOURCES 549300YNIUISTSZMLF56 Strathcona Resources Ltd/Alberta 86304TAA6 860000.00000000 PA USD 755105.01000000 0.758284580734 Long DBT CORP CA N 2 2026-08-01 Fixed 6.87500000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 Triumph Group Inc 896818AU5 270000.00000000 PA USD 277326.24000000 0.278493995987 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 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 0.001513717182 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 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 334320.00000000 0.335727743391 Long DBT CORP US N 2 2025-04-01 Fixed 7.25000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A Clear Channel Outdoor Holdings Inc 18453HAC0 535000.00000000 PA USD 447383.05000000 0.449266875473 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N SCC POWER PLC 529900IYGYC6VSDSDF37 SCC Power PLC 78397YAC6 95648.58884700 PA USD 9421.39000000 0.009461061271 Long DBT CORP GB N 2 2032-05-17 Fixed 4.00000000 N N Y N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 Spirit AeroSystems Inc 85205TAN0 315000.00000000 PA USD 337191.12000000 0.338610953007 Long DBT CORP US N 2 2029-11-30 Fixed 9.37500000 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 10061.34000000 0.010103705951 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 Freddie Mac STACR REMIC Trust 2021-HQA3 35564KKL2 450000.00000000 PA USD 439104.33000000 0.440953295717 Long ABS-MBS CORP US N 2 2041-09-25 Floating 11.31901000 N N N N N N FRIGORIFICO CONCEPCION 529900Q6VZVL47QJCQ91 Frigorifico Concepcion SA 358648AA1 1310000.00000000 PA USD 1120050.00000000 1.124766268801 Long DBT CORP PY N 2 2028-07-21 Fixed 7.70000000 N N N N N N NEPTUNE ENERGY BONDCO 549300CPMT8I2QBRYF88 Neptune Energy Bondco PLC 64073KAA1 603000.00000000 PA USD 598569.16000000 0.601089594851 Long DBT CORP GB N 2 2025-05-15 Fixed 6.62500000 N N N N N N PRIME HEALTHCARE SERVICE N/A Prime Healthcare Services Inc 74165HAB4 550000.00000000 PA USD 522495.16000000 0.524695265015 Long DBT CORP US N 2 2025-11-01 Fixed 7.25000000 N N N N N N Merion Re 2022-2 N/A Merion Re 2022-2 000000000 363953.00000000 PA USD 345068.03000000 0.346521030834 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N ENERFLEX LTD 54930014N7872VUS3F89 Enerflex Ltd 29269RAA3 630000.00000000 PA USD 633902.85000000 0.636572066762 Long DBT CORP CA N 2 2027-10-15 Fixed 9.00000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 Civitas Resources Inc 17888HAB9 520000.00000000 PA USD 538200.00000000 0.540466234426 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N MONA LISA RE LTD 549300R6SO6XBFDC7M25 Mona Lisa Re Ltd 608800AG3 250000.00000000 PA USD 269000.00000000 0.270132696136 Long DBT CORP BM Y 2 2026-01-08 Floating 17.90869800 N N N N N N FRESB Multifamily Mortgage Pas N/A FRESB 2020-SB79 Mortgage Trust 30316VAF4 7625618.21000000 PA USD 269785.98000000 0.270921985714 Long ABS-MBS USGSE US N 2 2040-07-25 Variable 1.08597800 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 880237.56000000 0.883944034659 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 682695AA9 610000.00000000 PA USD 619821.00000000 0.622430921383 Long DBT CORP US N 2 2029-01-15 Fixed 9.00000000 N N N N N N TRANSOCEAN TITAN FIN LTD N/A Transocean Titan Financing Ltd 89386MAA6 120000.00000000 PA USD 123900.00000000 0.124421713945 Long DBT CORP KY N 2 2028-02-01 Fixed 8.37500000 N N N N N N ARAGVI FINANCE INTL 635400VKAYT1VT6VBF50 Aragvi Finance International DAC 03851RAB0 555000.00000000 PA USD 378565.50000000 0.380159550852 Long DBT CORP IE N 2 2026-04-29 Fixed 8.45000000 N N N N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 Latam Airlines Group SA 51818LAB4 285000.00000000 PA USD 312021.71000000 0.313335560503 Long DBT CORP CL N 2 2029-10-15 Fixed 13.37500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 IHS Holding Ltd 44963HAB1 230000.00000000 PA USD 189612.00000000 0.190410411820 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 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 310625.00000000 0.311932969284 Long ABS-MBS CORP US N 2 2046-04-15 Variable 4.16817600 N N N N N N RESIDENTIAL RE 19 LTD N/A Residential Reinsurance 2019 Ltd 76120FAD3 250000.00000000 PA USD 238075.00000000 0.239077478188 Long DBT CORP KY Y 2 2023-12-06 Floating 17.79869800 N N N N N N AUNA SA 549300C3XBVL3X4TME11 Auna SAA 05151VAA5 445000.00000000 PA USD 389375.00000000 0.391014567130 Long DBT CORP PE N 2 2025-11-20 Fixed 6.50000000 N N N N N N WESTERN GLOBAL AIRLINES N/A Western Global Airlines LLC 958278AA1 965000.00000000 PA USD 4825.00000000 0.004845316947 Long DBT CORP US N 2 2025-08-15 Fixed 10.37500000 Y 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 Capital Funding Mortgage Trust N/A Capital Funding Mortgage Trust 14019QAB8 990000.11000000 PA USD 964469.99000000 0.968531147737 Long ABS-MBS CORP US N 2 2023-11-06 Floating 20.41000000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 Bonanza RE Ltd 09785EAK7 250000.00000000 PA USD 246900.00000000 0.247939638201 Long DBT CORP BM N 2 2026-01-08 Floating 13.65869800 N N N N N N Ballybunion Re 2022-2 N/A Ballybunion Re 2022-2 000000000 250000.00000000 PA USD 253877.47000000 0.254946488696 Long DBT CORP BM Y 3 2028-05-31 Floating 0.01000000 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 544271.85000000 0.546563651567 Long DBT CORP US N 2 2025-05-15 Fixed 6.75000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 20754KAJ0 100000.00000000 PA USD 100448.00000000 0.100870963053 Long ABS-MBS CORP US N 2 2041-11-25 Floating 11.26901000 N N N N N N NATEL ENGINEERING CO INC N/A Natel Engineering Co Inc 63229BAD0 122688.92260000 PA USD 95390.64000000 0.095792307692 Long LON CORP US N 2 2026-04-30 Floating 11.68185000 N N N N N N Bantry Re 2022 N/A Bantry Re 2022 000000000 417157.00000000 PA USD 48749.35000000 0.048954622120 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Grupo Aeromexico SAB de CV N/A Grupo Aeromexico SAB de CV 000000000 24166.00000000 NS 324714.84000000 0.326082138307 Long EC CORP MX N 3 N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 Sector Re V Ltd 81369ADB5 25000.00000000 PA USD 43035.00000000 0.043216210328 Long DBT CORP BM Y 3 2024-12-01 None 0.00000000 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 0.000099748255 Long DBT CORP BM Y 3 2023-12-31 Floating 0.01000000 N N N N N N Global Mortgage Securitization N/A Global Mortgage Securitization Ltd 378961AF3 18891.95000000 PA USD 8503.66000000 0.008539466925 Long ABS-MBS CORP KY N 2 2032-11-25 Fixed 5.25000000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 Matterhorn Re Ltd 577092AQ2 500000.00000000 PA USD 478550.00000000 0.480565062216 Long DBT CORP BM Y 2 2025-03-24 Floating 12.84273300 N N N N N N ELDORADO GOLD CORP 5493004PWQ01YDD1IH62 Eldorado Gold Corp 284902AF0 633000.00000000 PA USD 566608.84000000 0.568994697412 Long DBT CORP CA N 2 2029-09-01 Fixed 6.25000000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 Sector Re V Ltd 81369ADV1 15000.00000000 PA USD 86337.00000000 0.086700544930 Long DBT CORP BM Y 3 2026-12-01 Floating 5.40869800 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 United Wholesale Mortgage LLC 913229AC4 865000.00000000 PA USD 809319.95000000 0.812727807176 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CJ2 955000.00000000 PA USD 756212.07000000 0.759396302305 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N RESIDENTIAL RE 2022 LTD N/A Residential Reinsurance 2022 Ltd 76119YAG8 375000.00000000 PA USD 372337.50000000 0.373905326199 Long DBT CORP KY N 2 2026-12-06 Floating 12.40869800 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 Carpenter Technology Corp 144285AM5 845000.00000000 PA USD 861849.30000000 0.865478345993 Long DBT CORP US N 2 2030-03-15 Fixed 7.62500000 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 XXXX NPORT-EX 2 AAPI060AMU093023.htm
Pioneer Diversified High Income Fund, Inc.
Schedule of Investments  |  July 31, 2023
 
Ticker Symbol: HNW

Schedule of Investments  |  7/31/23
(unaudited) 
Principal
Amount
USD ($)
          Value
  UNAFFILIATED ISSUERS — 140.5%  
  Senior Secured Floating Rate Loan
Interests — 3.3% of Net Assets*(a)
 
  Auto Parts & Equipment — 0.7%  
700,000 First Brands Group LLC, First Lien 2021 Term Loan, 10.881% (Term SOFR + 500 bps), 3/30/27 $   694,750
  Total Auto Parts & Equipment    $694,750
  Chemicals-Diversified — 0.1%  
125,000 LSF11 A5 Holdco LLC, Fourth Amendment Incremental Term Loan, 9.669% (Term SOFR + 425 bps), 10/15/28 $   124,406
  Total Chemicals-Diversified    $124,406
  Dialysis Centers — 0.3%  
481,248 US Renal Care, Inc., Initial Term Loan, 10.433% (LIBOR + 500 bps), 6/26/26 $   243,030
  Total Dialysis Centers    $243,030
  Distribution & Wholesale — 0.3%  
312,500(b) Windsor Holdings III LLC, Dollar Term B Loan, 8/1/30 $   311,198
  Total Distribution & Wholesale    $311,198
  Electronic Composition — 0.1%  
122,689 Natel Engineering Co., Inc., Initial Term Loan, 11.682% (Term SOFR + 625 bps), 4/30/26 $    95,390
  Total Electronic Composition     $95,390
  Medical Labs & Testing Services — 0.0%  
206,740(c) Envision Healthcare Corp., 2018 Third Out Term Loan, 9.121% (Term SOFR + 425 bps), 3/31/27 $       900
  Total Medical Labs & Testing Services        $900
  Oil-Field Services — 0.4%  
416,360 ProFrac Holdings II LLC, Term Loan, 12.78% (Term SOFR + 725 bps), 3/4/25 $   417,922
  Total Oil-Field Services    $417,922
  Physical Practice Management — 0.2%  
319,399 Team Health Holdings, Inc., Extended Term Loan, 10.569% (Term SOFR + 525 bps), 3/2/27 $   222,781
  Total Physical Practice Management    $222,781
1Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Principal
Amount
USD ($)
          Value
  Recreational Centers — 0.2%  
191,703 Fitness International LLC, Term B Loan, 8.769% (Term SOFR + 325 bps), 4/18/25 $   191,008
  Total Recreational Centers    $191,008
  Schools — 0.1%  
100,000(b) Bach Finance Limited (aka Nord Anglia/Fugue Finance), First Lien Seventh Amendment Dollar Term Loan, 1/31/28 $   100,250
  Total Schools    $100,250
  Telecom Services — 0.9%  
1,017,312 Patagonia Holdco LLC, Amendment No.1 Term Loan, 10.789% (Term SOFR + 575 bps), 8/1/29 $   878,704
  Total Telecom Services    $878,704
  Total Senior Secured Floating Rate Loan Interests
(Cost $3,786,291)
$3,280,339
Shares            
  Common Stocks — 0.3% of Net Assets  
  Household Durables — 0.0%  
89,094(d) Desarrolladora Homex SAB de CV $        64
  Total Household Durables         $64
  Oil, Gas & Consumable Fuels — 0.0%  
6(d) Amplify Energy Corp. $        44
2,189(d) Petroquest Energy, Inc.        110
  Total Oil, Gas & Consumable Fuels        $154
  Passenger Airlines — 0.3%  
24,166(d)+ Grupo Aeromexico SAB de CV $   324,715
  Total Passenger Airlines    $324,715
  Total Common Stocks
(Cost $619,487)
   $324,933
Principal
Amount
USD ($)
           
  Asset Backed Securities — 3.4% of Net
Assets
 
500,000 ACC Auto Trust, Series 2022-A, Class D, 10.07%, 3/15/29 (144A) $   480,907
Pioneer Diversified High Income Fund, Inc. |  | 7/31/232

Schedule of Investments  |  7/31/23
(unaudited) (continued)
Principal
Amount
USD ($)
          Value
  Asset Backed Securities — (continued)  
500,000(a) Goldentree Loan Management US CLO 2, Ltd., Series 2017-2A, Class E, 10.288% (3 Month Term SOFR + 496 bps), 11/28/30 (144A) $   451,701
1,000,000 JPMorgan Chase Bank NA - CACLN, Series 2021-3, Class G, 9.812%, 2/26/29 (144A)    934,408
1,000,000(a) MCF CLO VII LLC, Series 2017-3A, Class ER, 14.738% (3 Month Term SOFR + 941 bps), 7/20/33 (144A)    948,768
650,000 Santander Bank Auto Credit-Linked Notes, Series 2022-A, Class E, 12.662%, 5/15/32 (144A)    597,531
  Total Asset Backed Securities
(Cost $3,615,651)
$3,413,315
  Collateralized Mortgage
Obligations—2.8% of Net Assets
 
330,000(a) Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2, 11.069% (SOFR30A + 600 bps), 10/25/41 (144A) $   333,264
10,309(a) DSLA Mortgage Loan Trust, Series 2005-AR6, Class 2A1C, 6.201% (1 Month Term SOFR + 95 bps), 10/19/45      10,403
100,000(a) Fannie Mae Connecticut Avenue Securities, Series 2021-R02, Class 2B2, 11.269% (SOFR30A + 620 bps), 11/25/41 (144A)    100,448
200,000(a) Freddie Mac STACR REMIC Trust, Series 2021-DNA7, Class B2, 12.869% (SOFR30A + 780 bps), 11/25/41 (144A)    207,499
450,000(a) Freddie Mac STACR REMIC Trust, Series 2021-HQA3, Class B2, 11.319% (SOFR30A + 625 bps), 9/25/41 (144A)    439,104
280,000(a) Freddie Mac STACR REMIC Trust, Series 2022-DNA2, Class B2, 13.569% (SOFR30A + 850 bps), 2/25/42 (144A)    296,446
545,000(a) Freddie Mac STACR Trust, Series 2019-DNA3, Class B2, 13.333% (SOFR30A + 826 bps), 7/25/49 (144A)    601,339
18,892 Global Mortgage Securitization, Ltd., Series 2004-A, Class B1, 5.25%, 11/25/32 (144A)       8,504
3Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Principal
Amount
USD ($)
          Value
  Collateralized Mortgage
Obligations—(continued)
 
500,000(e) RMF Buyout Issuance Trust, Series 2022-HB1, Class M5, 4.50%, 4/25/32 (144A) $    55,625
640,000(a) STACR Trust, Series 2018-HRP2, Class B2, 15.683% (SOFR30A + 1,061 bps), 2/25/47 (144A)    740,582
  Total Collateralized Mortgage Obligations
(Cost $3,048,157)
$2,793,214
  Commercial Mortgage-Backed
Securities—11.5% of Net Assets
 
1,000,000(e) Benchmark Mortgage Trust, Series 2020-B18, Class AGNG, 4.388%, 7/15/53 (144A) $   849,716
500,000(a) BPR Trust, Series 2021-WILL, Class E, 12.086% (1 Month Term SOFR + 686 bps), 6/15/38 (144A)    448,185
647,148(a) BX Trust, Series 2022-PSB, Class F, 12.555% (1 Month Term SOFR + 733 bps), 8/15/39 (144A)    648,031
521,418(a) Capital Funding Mortgage Trust, Series 2020-9, Class B, 20.105% (1 Month USD LIBOR + 1,490 bps), 11/15/23 (144A)    514,909
288,017(a) Capital Funding Mortgage Trust, Series 2021-8, Class B, 18.30% (1 Month USD LIBOR + 1,310 bps), 12/15/23 (144A)    288,017
990,000(a) Capital Funding Mortgage Trust, Series 2021-19, Class B, 20.41% (1 Month USD LIBOR + 1,521 bps), 11/6/23 (144A)    964,470
7,259,070(e)(f) CD Mortgage Trust, Series 2016-CD1, Class XA, 1.364%, 8/10/49    211,894
21,504,077(e)(f) COMM Mortgage Trust, Series 2015-LC21, Class XA, 0.646%, 7/10/48    204,846
750,000(a) Freddie Mac Multifamily Structured Credit Risk, Series 2021-MN1, Class B1, 12.819% (SOFR30A + 775 bps), 1/25/51 (144A)    717,367
180,000(a) Freddie Mac Multifamily Structured Credit Risk, Series 2021-MN3, Class B1, 11.919% (SOFR30A + 685 bps), 11/25/51 (144A)    163,350
577,179(e) FREMF Mortgage Trust, Series 2019-KJ24, Class B, 7.60%, 10/25/27 (144A)    524,502
1,000,000(a) FREMF Mortgage Trust, Series 2019-KS12, Class C, 12.118% (1 Month USD LIBOR + 690 bps), 8/25/29    948,289
142,240(a) FREMF Mortgage Trust, Series 2020-KF74, Class C, 11.468% (1 Month USD LIBOR + 625 bps), 1/25/27 (144A)    136,310
Pioneer Diversified High Income Fund, Inc. |  | 7/31/234

Schedule of Investments  |  7/31/23
(unaudited) (continued)
Principal
Amount
USD ($)
          Value
  Commercial Mortgage-Backed
Securities—(continued)
 
229,450(a) FREMF Mortgage Trust, Series 2020-KF83, Class C, 14.218% (1 Month USD LIBOR + 900 bps), 7/25/30 (144A) $   214,457
1,000,000(g) FREMF Mortgage Trust, Series 2021-KG05, Class C, 0.000%, 1/25/31 (144A)    496,827
12,333,286(f) FREMF Mortgage Trust, Series 2021-KG05, Class X2A, 0.10%, 1/25/31 (144A)      65,794
1,000,000(f) FREMF Mortgage Trust, Series 2021-KG05, Class X2B, 0.10%, 1/25/31 (144A)       4,965
7,625,618(e)(f) FRESB Mortgage Trust, Series 2020-SB79, Class X1, 1.086%, 7/25/40    269,786
4,023,198(e)(f) GS Mortgage Securities Trust, Series 2014-GC24, Class XA, 0.694%, 9/10/47      20,986
500,000(e) JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class D, 4.168%, 4/15/46    310,625
6,724,972(e)(f) JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class XA, 0.846%, 11/15/47      40,687
5,876,094(e)(f) Morgan Stanley Capital I Trust, Series 2016-UB12, Class XA, 0.65%, 12/15/49    103,031
750,000(a) Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class M10, 8.933% (SOFR30A + 386 bps), 3/25/50 (144A)    721,215
900,000(e) Natixis Commercial Mortgage Securities Trust, Series 2019-FAME, Class E, 4.398%, 8/15/36 (144A)    470,781
290,000 Palisades Center Trust, Series 2016-PLSD, Class A, 2.713%, 4/13/33 (144A)    165,300
228,923(e) Velocity Commercial Capital Loan Trust, Series 2020-1, Class M5, 4.29%, 2/25/50 (144A)    171,240
1,100,000 Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class E, 3.00%, 5/15/48 (144A)    756,232
1,660,500(e) Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class E, 4.595%, 11/15/48 (144A)  1,046,535
  Total Commercial Mortgage-Backed Securities
(Cost $13,184,946)
$11,478,347
  Convertible Corporate Bonds — 2.2%
of Net Assets
 
  Banks — 0.0%  
IDR812,959,000 PT Bakrie & Brothers Tbk, 10/31/23 $     5,715
  Total Banks      $5,715
5Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Principal
Amount
USD ($)
          Value
  Chemicals — 2.0%  
1,900,000(h) Hercules LLC, 6.50%, 6/30/29 $ 1,944,970
  Total Chemicals $1,944,970
  Entertainment — 0.2%  
312,000(g) DraftKings Holdings, Inc., 3/15/28 $   239,928
  Total Entertainment    $239,928
  Total Convertible Corporate Bonds
(Cost $1,844,157)
$2,190,613
  Corporate Bonds — 90.0% of Net Assets  
  Advertising — 1.3%  
645,000 Clear Channel Outdoor Holdings, Inc., 7.50%, 6/1/29 (144A) $   513,426
535,000 Clear Channel Outdoor Holdings, Inc., 7.75%, 4/15/28 (144A)    447,383
400,000 Summer BC Bidco B LLC, 5.50%, 10/31/26 (144A)    340,646
  Total Advertising $1,301,455
  Aerospace & Defense — 0.6%  
315,000 Spirit AeroSystems, Inc., 9.375%, 11/30/29 (144A) $   337,191
270,000 Triumph Group, Inc., 9.00%, 3/15/28 (144A)    277,326
  Total Aerospace & Defense    $614,517
  Agriculture — 1.1%  
1,310,000 Frigorifico Concepcion SA, 7.70%, 7/21/28 (144A) $ 1,120,050
  Total Agriculture $1,120,050
  Airlines — 7.9%  
2,417,568(i) ABRA Global Finance, 11.50% (5.50% PIK or 6.00% Cash), 3/2/28 (144A) $ 2,042,447
430,000 Azul Secured Finance LLP, 11.93%, 8/28/28 (144A)    432,687
1,510,000 Grupo Aeromexico SAB de CV, 8.50%, 3/17/27 (144A)  1,367,894
285,000 Latam Airlines Group SA, 13.375%, 10/15/29 (144A)    312,022
1,059,000 Pegasus Hava Tasimaciligi AS, 9.25%, 4/30/26 (144A)  1,068,531
585,000 Spirit Loyalty Cayman, Ltd./Spirit IP Cayman, Ltd., 8.00%, 9/20/25 (144A)    590,165
EUR700,000 Transportes Aereos Portugueses SA, 5.625%, 12/2/24 (144A)    758,273
465,000 VistaJet Malta Finance Plc/Vista Management Holding, Inc., 6.375%, 2/1/30 (144A)    393,609
Pioneer Diversified High Income Fund, Inc. |  | 7/31/236

Schedule of Investments  |  7/31/23
(unaudited) (continued)
Principal
Amount
USD ($)
          Value
  Airlines — (continued)  
745,000 VistaJet Malta Finance Plc/Vista Management Holding, Inc., 7.875%, 5/1/27 (144A) $   690,777
260,000 VistaJet Malta Finance Plc/Vista Management Holding, Inc., 9.50%, 6/1/28 (144A)    248,310
  Total Airlines $7,904,715
  Apparel — 0.4%  
370,000 Hanesbrands, Inc., 9.00%, 2/15/31 (144A) $   378,315
  Total Apparel    $378,315
  Auto Parts & Equipment — 1.0%  
1,046,000 Dealer Tire LLC/DT Issuer LLC, 8.00%, 2/1/28 (144A) $   961,982
  Total Auto Parts & Equipment    $961,982
  Banks — 3.6%  
300,000(e) Banco de Galicia y Buenos Aires SAU, 7.962% (5 Year CMT Index + 716 bps), 7/19/26 (144A) $   280,500
1,135,000(e) Banco GNB Sudameris SA, 7.50% (5 Year CMT Index + 666 bps), 4/16/31 (144A)    944,887
685,000(e)(j) Banco Mercantil del Norte SA, 8.375% (10 yr. US Treasury Yield Curve Rate T Note Constant Maturity + 776 bps) (144A)    669,588
247,000 Freedom Mortgage Corp., 8.125%, 11/15/24 (144A)    245,686
911,000 Freedom Mortgage Corp., 8.25%, 4/15/25 (144A)    900,237
350,000(e)(j) ING Groep NV, 6.50% (5 Year USD Swap Rate + 445 bps)    329,879
225,000(e)(j) Intesa Sanpaolo S.p.A., 7.70% (5 Year USD Swap Rate + 546 bps) (144A)    216,563
865,000(c)(e)(j) Sovcombank Via SovCom Capital DAC, 7.60% (5 Year CMT Index + 636 bps) (144A)     31,248
  Total Banks $3,618,588
  Biotechnology — 0.3%  
EUR345,000 Cidron Aida Finco S.a.r.l., 5.00%, 4/1/28 (144A) $   344,316
  Total Biotechnology    $344,316
  Building Materials — 0.4%  
464,000 Cornerstone Building Brands, Inc., 6.125%, 1/15/29 (144A) $   383,960
  Total Building Materials    $383,960
  Chemicals — 4.3%  
425,000 Braskem Idesa SAPI, 6.99%, 2/20/32 (144A) $   274,072
425,000 LSF11 A5 HoldCo LLC, 6.625%, 10/15/29 (144A)    354,863
7Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Principal
Amount
USD ($)
          Value
  Chemicals — (continued)  
EUR420,000 Lune Holdings S.a.r.l., 5.625%, 11/15/28 (144A) $   374,564
300,000 LYB Finance Co. BV, 8.10%, 3/15/27 (144A)    323,808
379,000 Mativ Holdings, Inc., 6.875%, 10/1/26 (144A)    330,039
280,000 Olin Corp., 9.50%, 6/1/25 (144A)    294,341
EUR580,000 Olympus Water US Holding Corp., 9.625%, 11/15/28 (144A)    615,213
985,000 Olympus Water US Holding Corp., 9.75%, 11/15/28 (144A)    952,987
336,000 Rain CII Carbon LLC/CII Carbon Corp., 7.25%, 4/1/25 (144A)    334,320
EUR420,000 SCIL IV LLC/SCIL USA Holdings LLC, 9.50%, 7/15/28 (144A)    470,038
  Total Chemicals $4,324,245
  Commercial Services — 4.3%  
585,000 Allied Universal Holdco LLC/Allied Universal Finance Corp., 9.75%, 7/15/27 (144A) $   536,497
1,384,000 Atento Luxco 1 SA, 8.00%, 2/10/26 (144A)      27,680
473,000 Garda World Security Corp., 6.00%, 6/1/29 (144A)    393,565
958,000 Garda World Security Corp., 9.50%, 11/1/27 (144A)    937,743
625,000 Neptune Bidco US, Inc., 9.29%, 4/15/29 (144A)    574,909
935,000 Prime Security Services Borrower LLC/Prime Finance, Inc., 6.25%, 1/15/28 (144A)    880,238
558,000 Sotheby's, 7.375%, 10/15/27 (144A)    494,311
411,000 Verscend Escrow Corp., 9.75%, 8/15/26 (144A)    412,170
  Total Commercial Services $4,257,113
  Diversified Financial Services — 6.6%  
1,000,000 ASG Finance Designated Activity Co., 7.875%, 12/3/24 (144A) $   970,000
385,381(i) Avation Capital SA, 8.25% (9.00% PIK or 8.25% Cash), 10/31/26 (144A)    335,981
1,110,000 Bread Financial Holdings, Inc., 7.00%, 1/15/26 (144A)  1,072,062
275,000(c) Credito Real SAB de CV SOFOM ER, 8.00%, 1/21/28 (144A)      30,250
EUR235,000 Garfunkelux Holdco 3 SA, 6.75%, 11/1/25 (144A)    188,088
GBP400,000 Garfunkelux Holdco 3 SA, 7.75%, 11/1/25 (144A)    369,091
1,112,739(i) Global Aircraft Leasing Co., Ltd., 6.50% (7.25% PIK or 6.50% Cash), 9/15/24 (144A)  1,048,656
EUR840,000 Intrum AB, 9.25%, 3/15/28 (144A)    802,360
610,000 OneMain Finance Corp., 9.00%, 1/15/29    619,821
355,000 PHH Mortgage Corp., 7.875%, 3/15/26 (144A)    319,571
Pioneer Diversified High Income Fund, Inc. |  | 7/31/238

Schedule of Investments  |  7/31/23
(unaudited) (continued)
Principal
Amount
USD ($)
          Value
  Diversified Financial Services — (continued)  
1,174,000(c) Unifin Financiera SAB de CV, 8.375%, 1/27/28 (144A) $    54,229
865,000 United Wholesale Mortgage LLC, 5.75%, 6/15/27 (144A)    809,320
  Total Diversified Financial Services $6,619,429
  Electric — 0.9%  
400,000 Cemig Geracao e Transmissao SA, 9.25%, 12/5/24 (144A) $   402,600
38,701 NSG Holdings LLC/NSG Holdings, Inc., 7.75%, 12/15/25 (144A)      38,411
445,000 Talen Energy Supply LLC, 8.625%, 6/1/30 (144A)    461,856
7,000 Vistra Operations Co. LLC, 5.625%, 2/15/27 (144A)      6,768
  Total Electric    $909,635
  Electrical Components & Equipments — 0.6%  
350,000 WESCO Distribution, Inc., 7.125%, 6/15/25 (144A) $   354,016
245,000 WESCO Distribution, Inc., 7.25%, 6/15/28 (144A)    249,846
  Total Electrical Components & Equipments    $603,862
  Energy-Alternate Sources — 0.1%  
95,649(i) SCC Power Plc, 4.00% (4.00% PIK or 4.00% Cash), 5/17/32 (144A) $     9,421
176,583(i) SCC Power Plc, 8.00% (4.00% PIK or 4.00% Cash or 8.00% Cash), 12/31/28 (144A)     57,831
  Total Energy-Alternate Sources     $67,252
  Engineering & Construction — 0.2%  
230,000 IHS Holding, Ltd., 6.25%, 11/29/28 (144A) $   189,612
  Total Engineering & Construction    $189,612
  Entertainment — 2.0%  
EUR310,000 Lottomatica S.p.A./Roma, 7.125%, 6/1/28 (144A) $   349,366
EUR325,000 Lottomatica S.p.A./Roma, 9.75%, 9/30/27 (144A)    387,265
700,000 Mohegan Tribal Gaming Authority, 8.00%, 2/1/26 (144A)    647,500
295,000 Scientific Games International, Inc., 7.00%, 5/15/28 (144A)    293,938
295,000 Scientific Games International, Inc., 7.25%, 11/15/29 (144A)    294,262
  Total Entertainment $1,972,331
9Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Principal
Amount
USD ($)
          Value
  Environmental Control — 0.4%  
367,000 Tervita Corp., 11.00%, 12/1/25 (144A) $   385,350
  Total Environmental Control    $385,350
  Food — 0.4%  
555,000 Aragvi Finance International DAC, 8.45%, 4/29/26 (144A) $   378,566
  Total Food    $378,566
  Healthcare-Products — 0.2%  
239,000 Varex Imaging Corp., 7.875%, 10/15/27 (144A) $   239,000
  Total Healthcare-Products    $239,000
  Healthcare-Services — 2.6%  
445,000 Auna SAA, 6.50%, 11/20/25 (144A) $   389,375
550,000 Prime Healthcare Services, Inc., 7.25%, 11/1/25 (144A)    522,495
357,000 RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/1/26 (144A)    334,747
626,000 Surgery Center Holdings, Inc., 10.00%, 4/15/27 (144A)    640,620
765,000 US Acute Care Solutions LLC, 6.375%, 3/1/26 (144A)    668,480
  Total Healthcare-Services $2,555,717
  Home Builders — 0.9%  
885,000 Beazer Homes USA, Inc., 7.25%, 10/15/29 $   869,785
  Total Home Builders    $869,785
  Home Furnishings — 1.0%  
EUR930,000 International Design Group S.p.A., 6.50%, 11/15/25 (144A) $   991,450
  Total Home Furnishings    $991,450
  Insurance — 5.1%  
4,600,000 Liberty Mutual Insurance Co., 7.697%, 10/15/97 (144A) $ 5,032,128
  Total Insurance $5,032,128
  Iron & Steel — 2.0%  
845,000 Carpenter Technology Corp., 7.625%, 3/15/30 $   861,849
613,000 Metinvest BV, 7.75%, 10/17/29 (144A)    355,540
870,000 TMS International Corp., 6.25%, 4/15/29 (144A)    727,538
  Total Iron & Steel $1,944,927
Pioneer Diversified High Income Fund, Inc. |  | 7/31/2310

Schedule of Investments  |  7/31/23
(unaudited) (continued)
Principal
Amount
USD ($)
          Value
  Leisure Time — 2.0%  
100,000 Carnival Corp., 7.625%, 3/1/26 (144A) $    98,651
EUR130,000 Carnival Corp., 7.625%, 3/1/26 (144A)    140,791
135,000 Carnival Corp., 10.50%, 2/1/26 (144A)    142,305
120,000 Carnival Holdings Bermuda, Ltd., 10.375%, 5/1/28 (144A)    130,938
400,000 NCL Corp., Ltd., 5.875%, 3/15/26 (144A)    378,503
170,000 NCL Finance, Ltd., 6.125%, 3/15/28 (144A)    154,700
90,000 Royal Caribbean Cruises, Ltd., 11.50%, 6/1/25 (144A)      95,348
595,000 Royal Caribbean Cruises, Ltd., 11.625%, 8/15/27 (144A)    649,693
245,000 Viking Cruises, Ltd., 6.25%, 5/15/25 (144A)    240,504
  Total Leisure Time $2,031,433
  Lodging — 0.7%  
800,000(k) Grupo Posadas S.A.B de CV, 5.00%, 12/30/27 (144A) $   683,000
  Total Lodging    $683,000
  Media — 1.4%  
400,000 CSC Holdings LLC, 5.375%, 2/1/28 (144A) $   334,027
1,210,000 McGraw-Hill Education, Inc., 8.00%, 8/1/29 (144A)  1,040,600
  Total Media $1,374,627
  Metal Fabricate/Hardware — 0.3%  
385,000 Park-Ohio Industries, Inc., 6.625%, 4/15/27 $   338,371
  Total Metal Fabricate/Hardware    $338,371
  Mining — 2.3%  
633,000 Eldorado Gold Corp., 6.25%, 9/1/29 (144A) $   566,609
400,000 First Quantum Minerals, Ltd., 6.875%, 10/15/27 (144A)    393,288
1,260,000 First Quantum Minerals, Ltd., 8.625%, 6/1/31 (144A)  1,289,925
  Total Mining $2,249,822
  Oil & Gas — 17.6%  
1,160,000 Aethon United BR LP/Aethon United Finance Corp., 8.25%, 2/15/26 (144A) $ 1,151,185
910,000 Baytex Energy Corp., 8.50%, 4/30/30 (144A)    922,131
1,685,000 Baytex Energy Corp., 8.75%, 4/1/27 (144A)  1,726,813
294,000 Cenovus Energy, Inc., 6.75%, 11/15/39    309,141
520,000 Civitas Resources, Inc., 8.375%, 7/1/28 (144A)    534,851
520,000 Civitas Resources, Inc., 8.75%, 7/1/31 (144A)    538,200
11Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Principal
Amount
USD ($)
          Value
  Oil & Gas — (continued)  
1,510,000 Energean Plc, 6.50%, 4/30/27 (144A) $ 1,375,610
383,000 International Petroleum Corp., 7.25%, 2/1/27 (144A)    355,999
405,000 Kosmos Energy, Ltd., 7.75%, 5/1/27 (144A)    371,929
590,000 Matador Resources Co., 6.875%, 4/15/28 (144A)    586,346
1,309,271 MC Brazil Downstream Trading S.a.r.l, 7.25%, 6/30/31 (144A)    849,942
605,000 Murphy Oil Corp., 6.375%, 7/15/28    602,334
515,000 Nabors Industries, Ltd., 7.50%, 1/15/28 (144A)    472,377
603,000 Neptune Energy Bondco Plc, 6.625%, 5/15/25 (144A)    598,569
175,000 Noble Finance II LLC, 8.00%, 4/15/30 (144A)    180,031
955,000 Occidental Petroleum Corp., 4.40%, 4/15/46    756,212
800,000 Petroleos Mexicanos, 5.95%, 1/28/31    593,971
271,000 Precision Drilling Corp., 6.875%, 1/15/29 (144A)    255,545
455,000 Seadrill Finance, Ltd., 8.375%, 8/1/30 (144A)    464,419
395,000 Shelf Drilling Holdings, Ltd., 8.25%, 2/15/25 (144A)    377,225
480,000 Shelf Drilling Holdings, Ltd., 8.875%, 11/15/24 (144A)    481,200
900,000 SierraCol Energy Andina LLC, 6.00%, 6/15/28 (144A)    709,132
860,000 Strathcona Resources, Ltd., 6.875%, 8/1/26 (144A)    755,105
120,000 Transocean Titan Financing, Ltd., 8.375%, 2/1/28 (144A)    123,900
785,000 Tullow Oil Plc, 10.25%, 5/15/26 (144A)    638,205
725,000 Valaris, Ltd., 8.375%, 4/30/30 (144A)    741,820
1,195,000 YPF SA, 6.95%, 7/21/27 (144A)  1,015,750
  Total Oil & Gas $17,487,942
  Oil & Gas Services — 1.2%  
521,000 Archrock Partners LP/Archrock Partners Finance Corp., 6.875%, 4/1/27 (144A) $   507,969
630,000 Enerflex, Ltd., 9.00%, 10/15/27 (144A)    633,903
  Total Oil & Gas Services $1,141,872
  Packaging & Containers — 1.1%  
EUR425,000 Fiber Bidco S.p.A., 11.00%, 10/25/27 (144A) $   503,502
580,000 Owens-Brockway Glass Container, Inc., 7.25%, 5/15/31 (144A)    589,408
  Total Packaging & Containers $1,092,910
  Pharmaceuticals — 1.0%  
790,000 P&L Development LLC/PLD Finance Corp., 7.75%, 11/15/25 (144A) $   681,762
Pioneer Diversified High Income Fund, Inc. |  | 7/31/2312

Schedule of Investments  |  7/31/23
(unaudited) (continued)
Principal
Amount
USD ($)
          Value
  Pharmaceuticals — (continued)  
381,000 Par Pharmaceutical, Inc., 7.50%, 4/1/27 (144A) $   280,003
300,000 Tricida, Inc., 3.50%, 5/15/27          —
300,000 Tricida, Inc., 3.50%, 5/15/27         —
  Total Pharmaceuticals    $961,765
  Pipelines — 6.0%  
800,020 Acu Petroleo Luxembourg S.a.r.l., 7.50%, 7/13/35 (144A) $   715,744
555,000 Delek Logistics Partners LP/Delek Logistics Finance Corp., 6.75%, 5/15/25    544,272
510,000 Delek Logistics Partners LP/Delek Logistics Finance Corp., 7.125%, 6/1/28 (144A)    471,750
450,000(a) Energy Transfer LP, 8.651% (3 Month Term SOFR + 328 bps), 11/1/66    358,672
915,000(e)(j) Energy Transfer LP, 7.125% (5 Year CMT Index + 531 bps)    803,646
118,000 EnLink Midstream Partners LP, 5.05%, 4/1/45      93,884
145,000 EnLink Midstream Partners LP, 5.45%, 6/1/47    119,941
344,000 EnLink Midstream Partners LP, 5.60%, 4/1/44    283,081
365,000 Genesis Energy LP/Genesis Energy Finance Corp., 8.00%, 1/15/27    359,217
197,000 Global Partners LP/GLP Finance Corp., 7.00%, 8/1/27    192,566
310,000 Venture Global LNG, Inc., 8.125%, 6/1/28 (144A)    315,078
575,000 Venture Global LNG, Inc., 8.375%, 6/1/31 (144A)    583,462
1,175,000 Williams Cos., Inc., 5.75%, 6/24/44  1,150,190
  Total Pipelines $5,991,503
  REITs — 1.0%  
890,000 Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 6.00%, 1/15/30 (144A) $   588,513
10,000 Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 2/15/29 (144A)       6,956
410,000 Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 10.50%, 2/15/28 (144A)    407,548
  Total REITs $1,003,017
  Retail — 0.3%  
389,000 Staples, Inc., 7.50%, 4/15/26 (144A) $   321,370
  Total Retail    $321,370
13Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Principal
Amount
USD ($)
          Value
  Software — 0.4%  
505,000 AthenaHealth Group, Inc., 6.50%, 2/15/30 (144A) $   427,892
  Total Software    $427,892
  Telecommunications — 3.7%  
695,000 Altice France Holding SA, 6.00%, 2/15/28 (144A) $   258,649
607,000 Altice France Holding SA, 10.50%, 5/15/27 (144A)    256,848
200,000 Altice France SA, 8.125%, 2/1/27 (144A)    163,596
750,000(c) Digicel, Ltd., 6.75%, 3/1/24    120,000
836,000 Kenbourne Invest SA, 6.875%, 11/26/24 (144A)    734,050
850,000 Sprint LLC, 7.625%, 3/1/26    884,724
850,000 Total Play Telecomunicaciones SA de CV, 6.375%, 9/20/28 (144A)    487,624
875,000 Windstream Escrow LLC/Windstream Escrow Finance Corp., 7.75%, 8/15/28 (144A)    736,978
  Total Telecommunications $3,642,469
  Transportation — 2.5%  
1,245,000 Carriage Purchaser, Inc., 7.875%, 10/15/29 (144A) $   980,288
655,000 Danaos Corp., 8.50%, 3/1/28 (144A)    661,852
400,000 Simpar Europe SA, 5.20%, 1/26/31 (144A)    323,486
575,000 Watco Cos. LLC/Watco Finance Corp., 6.50%, 6/15/27 (144A)    550,942
965,000 Western Global Airlines LLC, 10.375%, 8/15/25 (144A)      4,825
  Total Transportation $2,521,393
  Trucking & Leasing — 0.3%  
325,000 Fortress Transportation and Infrastructure Investors LLC, 9.75%, 8/1/27 (144A) $   338,379
  Total Trucking & Leasing    $338,379
  Total Corporate Bonds
(Cost $98,161,600)
$89,576,065
Shares            
  Preferred Stock — 0.6% of Net Assets  
  Capital Markets — 0.1%  
1,322 B Riley Financial, Inc., 6.75%, 5/31/24 $    32,204
  Total Capital Markets     $32,204
Pioneer Diversified High Income Fund, Inc. |  | 7/31/2314

Schedule of Investments  |  7/31/23
(unaudited) (continued)
Shares           Value
  Financial Services — 0.5%  
500(e)(j) Compeer Financial ACA, 6.75% (3 Month USD LIBOR + 484 bps) (144A) $   503,758
  Total Financial Services    $503,758
  Internet — 0.0%  
50,188 MYT Holding LLC, 10.00%, 6/6/29 $    28,858
  Total Internet     $28,858
  Total Preferred Stock
(Cost $624,106)
   $564,820
  Right/Warrant — 0.0% of Net Assets  
  Trading Companies & Distributors — 0.0%  
GBP6,475(d) Avation Plc, 1/1/59 $     4,155
  Total Trading Companies & Distributors      $4,155
  Total Right/Warrant
(Cost $—)
     $4,155
Principal
Amount
USD ($)
           
  Insurance-Linked Securities — 25.3% of
Net Assets#
 
  Event Linked Bonds — 12.0%  
  Earthquakes – California — 0.6%  
250,000(a) Sutter Re, 15.159%, (3 Month U.S. Treasury Bill + 975 bps), 6/19/26 (144A) $   251,750
300,000(a) Torrey Pines Re, 10.409%, (3 Month U.S. Treasury Bill + 500 bps), 6/5/26 (144A)    301,950
               $553,700
  Earthquakes – U.S. — 0.3%  
250,000(a) Ursa Re, 10.909%, (3 Month U.S. Treasury Bill + 550 bps), 12/6/25 (144A) $   250,000
  Flood – U.S. — 0.7%  
250,000(a) FloodSmart Re, 17.239%, (3 Month U.S. Treasury Bill + 1,183 bps), 2/25/25 (144A) $   243,650
250,000(a) FloodSmart Re, 18.989%, (3 Month U.S. Treasury Bill + 1,358 bps), 3/1/24 (144A)    241,750
250,000(a) FloodSmart Re, 21.659%, (1 Month U.S. Treasury Bill + 1,625 bps), 3/11/26 (144A)    257,350
               $742,750
15Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Principal
Amount
USD ($)
          Value
  Multiperil – Florida — 0.5%  
500,000(a) Sanders Re, 13.409%, (3 Month U.S. Treasury Bill + 800 bps), 6/5/26 (144A) $   509,500
  Multiperil – U.S. — 2.8%  
400,000(a) Caelus Re V, 5.533%, (1 Month USD LIBOR + 10 bps), 6/5/24 (144A) $    32,000
250,000(a) Four Lakes Re, 12.709%, (3 Month U.S. Treasury Bill + 730 bps), 1/5/24 (144A)    244,675
250,000(a) Four Lakes Re, 15.569%, (3 Month U.S. Treasury Bill + 1,016 bps), 1/5/24 (144A)    244,925
500,000(a) Matterhorn Re, 13.00%, (SOFR + 775 bps), 3/24/25 (144A)    478,550
375,000(a) Residential Re, 12.409%, (3 Month U.S. Treasury Bill + 700 bps), 12/6/26 (144A)    372,337
500,000(a) Residential Re, 17.319%, (3 Month U.S. Treasury Bill + 1,191 bps), 12/6/25 (144A)    475,900
250,000(a) Residential Re, 17.799%, (3 Month U.S. Treasury Bill + 1,239 bps), 12/6/23 (144A)    238,075
250,000(a) Sanders Re III, 11.159%, (3 Month U.S. Treasury Bill + 575 bps), 4/7/27 (144A)    245,975
250,000(a) Solomon Re, 10.659%, (3 Month U.S. Treasury Bill + 525 bps), 6/8/26 (144A)    250,150
250,000(a) Stabilitas Re, 13.909%, (3 Month U.S. Treasury Bill + 850 bps), 6/5/26 (144A)    251,975
             $2,834,562
  Multiperil – U.S. & Canada — 1.7%  
250,000(a) Kilimanjaro III Re, 17.769%, (3 Month U.S. Treasury Bill + 1,236 bps), 4/21/25 (144A) $   237,275
250,000(a) Kilimanjaro III Re, 17.769%, (3 Month U.S. Treasury Bill + 1,236 bps), 4/20/26 (144A)    232,825
250,000(a) Matterhorn Re, 10.949%, (SOFR + 575 bps), 12/8/25 (144A)    223,450
250,000(a) Mona Lisa Re, 17.909%, (3 Month U.S. Treasury Bill + 1,250 bps), 1/8/26 (144A)    269,000
250,000(a) Mystic Re IV, 11.539%, (3 Month U.S. Treasury Bill + 613 bps), 1/8/25 (144A)    234,800
500,000(a) Mystic Re IV, 11.69%, (3 Month U.S. Treasury Bill + 1,160 bps), 1/8/25 (144A)    471,050
             $1,668,400
Pioneer Diversified High Income Fund, Inc. |  | 7/31/2316

Schedule of Investments  |  7/31/23
(unaudited) (continued)
Principal
Amount
USD ($)
          Value
  Multiperil – U.S. Regional — 0.5%  
250,000(a) Aquila Re, 12.909%, (3 Month U.S. Treasury Bill + 750 bps), 6/8/26 (144A) $   249,800
250,000(a) Aquila Re, 14.659%, (3 Month U.S. Treasury Bill + 925 bps), 6/8/26 (144A)    253,125
               $502,925
  Multiperil – Worldwide — 0.3%  
250,000(a) Atlas Capital Re, 12.55%, (SOFR + 725 bps), 6/5/26 (144A) $   251,825
  Pandemic – U.S — 0.2%  
250,000(a) Vitality Re XI, 7.209%, (3 Month U.S. Treasury Bill + 180 bps), 1/9/24 (144A) $   247,150
  Windstorm – Florida — 0.2%  
250,000(a) Integrity Re, 12.409%, (3 Month U.S. Treasury Bill + 700 bps), 6/6/25 (144A) $   225,000
  Windstorm – Jamaica — 0.2%  
250,000(a) International Bank for Reconstruction & Development, 9.686%, (SOFR + 440 bps), 12/29/23 (144A) $   245,225
  Windstorm – North Carolina — 0.5%  
250,000(a) Cape Lookout Re, 9.109%, (1 Month U.S. Treasury Bill + 370 bps), 3/22/24 (144A) $   243,050
250,000(a) Cape Lookout Re, 10.409%, (3 Month U.S. Treasury Bill + 500 bps), 3/28/25 (144A)    235,700
               $478,750
  Windstorm – U.S. — 2.5%  
250,000(a) Alamo Re, 13.909%, (1 Month U.S. Treasury Bill + 850 bps), 6/7/26 (144A) $   252,250
250,000(a) Bonanza Re, 11.159%, (3 Month U.S. Treasury Bill + 575 bps), 3/16/25 (144A)    175,000
250,000(a) Bonanza Re, 13.659%, (3 Month U.S. Treasury Bill + 825 bps), 1/8/26 (144A)    246,900
250,000(a) Cape Lookout Re, 11.909%, (1 Month U.S. Treasury Bill + 650 bps), 4/28/26 (144A)    252,625
250,000(a) Gateway Re, 18.409%, (1 Month U.S. Treasury Bill + 1,300 bps), 2/24/26 (144A)    260,325
250,000(a) Gateway Re II, 14.909%, (3 Month U.S. Treasury Bill + 950 bps), 4/27/26 (144A)    246,775
250,000(a) Merna Re II, 15.659%, (3 Month U.S. Treasury Bill + 1,025 bps), 7/7/26 (144A)    258,925
17Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Principal
Amount
USD ($)
          Value  
  Windstorm – U.S. — (continued)    
250,000(a) Purple Re, 17.659%, (1 Month U.S. Treasury Bill + 1,225 bps), 4/24/26 (144A) $   249,475  
500,000(a) Queen Street Re, 12.909%, (3 Month U.S. Treasury Bill + 750 bps), 12/8/25 (144A)    501,350  
             $2,443,625  
  Windstorm – U.S. Regional — 0.5%    
250,000(a) Citrus Re, 12.136%, (3 Month U.S. Treasury Bill + 675 bps), 6/7/26 (144A) $   250,725  
250,000(a) Citrus Re, 14.386%, (3 Month U.S. Treasury Bill + 900 bps), 6/7/26 (144A)    249,400  
               $500,125  
  Winterstorm – Florida — 0.5%    
250,000(a) Integrity Re, 17.409%, (1 Month U.S. Treasury Bill + 1,200 bps), 6/6/25 (144A) $   253,650  
250,000(a) Lightning Re, 16.409%, (3 Month U.S. Treasury Bill + 1,100 bps), 3/31/26 (144A)    256,950  
               $510,600  
  Total Event Linked Bonds $11,964,137  
Face
Amount
USD ($)
           
  Collateralized Reinsurance — 3.3%  
  Multiperil – Massachusetts — 0.2%  
250,000(d)(l)+ Portsalon Re 2022, 5/31/28 $   229,230
  Multiperil – U.S. — 1.1%  
250,000(d)(l)+ Ballybunion Re 2020, 2/29/24 $    28,244
100,000(d)(l)+ Ballybunion Re 2021-3, 7/31/25       2,236
264,839(d)(l)+ Ballybunion Re 2022, 12/31/27       5,019
250,000(d)(l)+ Ballybunion Re 2022-2, 5/31/28    253,877
97,898(d)(l)+ Ballybunion Re 2022-3, 6/30/28    101,286
264,416(d)(l)+ Ballybunion Re 2023, 12/31/28    273,045
500,000(d)(l)+ Gamboge Re, 3/31/29    455,982
             $1,119,689
  Multiperil – Worldwide — 1.7%  
250,000(d)(l)+ Amaranth Re 2023, 12/31/28 $   239,618
650,000(d)(l)+ Cypress Re 2017, 1/31/24          65
462,683(d)(l)+ Dartmouth Re 2018, 1/31/24      69,360
100,000(d)(l)+ Dartmouth Re 2021, 12/31/24      32,859
Pioneer Diversified High Income Fund, Inc. |  | 7/31/2318

Schedule of Investments  |  7/31/23
(unaudited) (continued)
Face
Amount
USD ($)
          Value
  Multiperil – Worldwide — (continued)  
27,000(d)(l)+ Limestone Re 2019-2B, 10/1/23 (144A) $        —
500,000(d)(l)+ Merion Re 2023-1, 12/31/28    490,876
250,000(d)(l)+ Old Head Re 2022, 12/31/27    125,000
250,000(d)(l)+ Old Head Re 2023, 12/31/28    222,534
250,000(d)(l)+ Porthcawl Re 2023, 12/31/28    234,852
700,000(d)(l)+ Resilience Re, 5/1/24          —
250,000(d)(l)+ Walton Health Re 2019, 6/30/24    132,008
250,000(d)(l)+ Walton Health Re 2022, 12/15/27    176,160
             $1,723,332
  Windstorm – Florida — 0.0%  
750,000(d)(l)+ Portrush Re 2017, 6/15/24 $        75
  Windstorm – U.S. Regional — 0.3%  
1,015,734(l)+ Oakmont Re 2020, 4/30/24 $        —
750,000(d)(l)+ Oakmont Re 2022, 4/1/28    235,879
               $235,879
  Total Collateralized Reinsurance $3,308,205
  Reinsurance Sidecars — 10.0%  
  Multiperil – U.S. — 0.3%  
250,000(d)(l)+ Carnoustie Re 2020, 12/31/23 $    28,832
226,387(d)(l)+ Carnoustie Re 2023, 12/31/28    246,762
1,000,000(d)(m)+ Harambee Re 2018, 12/31/24          —
1,000,000(m)+ Harambee Re 2019, 12/31/24       1,800
500,000(m)+ Harambee Re 2020, 12/31/23      7,050
               $284,444
  Multiperil – U.S. Regional — 0.0%  
250,000(d)(l)+ Brotherhood Re, 1/31/24 $        —
  Multiperil – Worldwide — 9.7%  
24,550(m)+ Alturas Re 2019-3, 9/12/23 $     2,308
225,450(m)+ Alturas Re 2020-3, 9/30/24          —
439,922(d)(m)+ Alturas Re 2021-2, 12/31/24          —
213,682(d)(m)+ Alturas Re 2021-3, 7/31/25      27,052
376,048(d)(m)+ Alturas Re 2022-2, 12/31/27    108,715
500,000(d)(l)+ Bantry Re 2021, 12/31/24       1,000
417,157(d)(l)+ Bantry Re 2022, 12/31/27      48,749
1,000,000(d)(l)+ Bantry Re 2023, 12/31/28  1,119,978
1,128,124(d)(l)+ Berwick Re 2019-1, 12/31/24    179,936
993,323(d)(l)+ Berwick Re 2020-1, 12/31/23          99
750,000(d)(l)+ Berwick Re 2022, 12/31/27      47,819
1,000,000(d)(l)+ Berwick Re 2023, 12/31/28  1,119,971
19Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Face
Amount
USD ($)
          Value
  Multiperil – Worldwide — (continued)  
500,000(l)+ Eccleston Re 2023, 11/30/28 $   514,574
70,000(d)(l)+ Eden Re II, 3/22/24 (144A)      25,690
49,927(d)(l)+ Eden Re II, 3/21/25 (144A)      17,365
80,000(d)(l)+ Eden Re II, 3/20/26 (144A)      48,662
300,000(d)(l)+ Eden Re II, 3/19/27 (144A)    318,660
250,000(d)(l)+ Gleneagles Re 2021, 12/31/24          25
250,000(d)(l)+ Gleneagles Re 2022, 12/31/27    123,581
1,059,157(l)+ Gullane Re 2018, 12/31/24      50,018
1,000,000(d)(l)+ Gullane Re 2023, 12/31/28  1,109,346
250,000(d)(m)+ Lion Rock Re 2020, 1/31/24          —
250,000(d)(m)+ Lion Rock Re 2021, 12/31/24      52,325
498,977(d)(m)+ Lorenz Re 2019, 6/30/24       5,539
500,000(l)+ Merion Re 2018-2, 12/31/24      34,992
500,000(d)(l)+ Merion Re 2021-2, 12/31/24      98,250
363,953(d)(l)+ Merion Re 2022-2, 12/31/27    345,068
1,000,000(d)(l)+ Pangaea Re 2023-1, 12/31/28  1,120,000
250,000(l)+ Pangaea Re 2023-3, 5/31/29    260,000
250,000(d)(l)+ Phoenix 3 Re 2023-3, 1/4/27    264,950
200,000(l)+ Sector Re V, 3/1/24 (144A)    101,480
25,000(l)+ Sector Re V, 12/1/24 (144A)      43,035
15,000(a)(d)(l)+ Sector Re V, 12/1/26 (144A)      86,337
4,500(a)(d)(l)+ Sector Re V, 12/1/26 (144A)      25,901
500,000(d)(l)+ Sector Re V, 12/1/27 (144A)    545,850
515,671(l)+ Sussex Re 2020-1, 12/31/24         670
250,000(l)+ Sussex Re 2021-1, 12/31/24       8,200
500,000(d)(l)+ Sussex Re 2022, 12/31/27      39,750
313,499(m)+ Thopas Re 2019, 12/31/24       1,035
300,000(m)+ Thopas Re 2020, 12/31/23          —
250,000(m)+ Thopas Re 2021, 12/31/24       4,025
250,000(m)+ Thopas Re 2022, 12/31/27          —
766,025(d)(m)+ Thopas Re 2023, 12/31/28    852,509
375,860(m)+ Torricelli Re 2021, 7/31/25      11,877
500,000(d)(m)+ Torricelli Re 2022, 6/30/28          —
750,000(m)+ Torricelli Re 2023, 6/30/29    768,930
500,000(d)(m)+ Viribus Re 2018, 12/31/24          —
212,306(m)+ Viribus Re 2019, 12/31/24       1,507
240,783(d)(m)+ Viribus Re 2020, 12/31/23       8,307
221,888(m)+ Viribus Re 2022, 12/31/27      10,917
Pioneer Diversified High Income Fund, Inc. |  | 7/31/2320

Schedule of Investments  |  7/31/23
(unaudited) (continued)
Face
Amount
USD ($)
          Value
  Multiperil – Worldwide — (continued)  
507,289(d)(l)+ Woburn Re 2018, 12/31/24 $    10,061
499,829(d)(l)+ Woburn Re 2019, 12/31/24     86,511
             $9,651,574
  Total Reinsurance Sidecars $9,936,018
  Total Insurance-Linked Securities
(Cost $25,559,182)
$25,208,360
Principal
Amount
USD ($)
           
  Foreign Government Bonds — 1.0% of
Net Assets
 
  Angola — 0.4%  
448,000 Angolan Government International Bond, 8.250%, 5/9/28 (144A) $   412,048
  Total Angola    $412,048
  Ghana — 0.4%  
320,000(c) Ghana Government International Bond, 7.875%, 2/11/35 (144A) $   145,600
500,000(c) Ghana Government International Bond, 8.627%, 6/16/49    222,500
  Total Ghana    $368,100
  Ukraine — 0.2%  
750,000(c) Ukraine Government International Bond, 8.994%, 2/1/26 (144A) $   241,289
  Total Ukraine    $241,289
  Total Foreign Government Bonds
(Cost $2,022,397)
$1,021,437
21Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Shares           Value
  SHORT TERM INVESTMENTS — 0.1% of Net
Assets
 
  Open-End Fund — 0.1%  
141,400(n) Dreyfus Government Cash Management,
Institutional Shares, 5.14%
$   141,400
               $141,400
  TOTAL SHORT TERM INVESTMENTS
(Cost $141,400)
   $141,400
Number of
Contracts
Description Counterparty Amount Strike
Price
Expiration
Date
 
  Over The Counter (OTC) Currency Put Option Purchased — 0.0%  
1,350,000 Put EUR Call USD Goldman Sachs & Co. EUR 28,531 EUR 1.02 11/28/23 $1,098
  Total Over The Counter (OTC) Currency Put Option Purchased
(Premiums paid $ 28,531)
$1,098
  TOTAL OPTIONS PURCHASED
(Premiums paid $ 28,531)
$1,098
  TOTAL INVESTMENTS IN UNAFFILIATED ISSUERS — 140.5%
(Cost $152,635,905)
$139,998,096
  Over The Counter (OTC) Currency Call Option Written — (0.0%)  
(1,350,000) Call EUR Put USD Citibank NA EUR 28,531 EUR 1.10 11/28/23 $(26,591)
  Total Over The Counter (OTC) Currency Call Option Written
(Premiums received $28,531)
$(26,591)
  OTHER ASSETS AND LIABILITIES — (40.5)% $(40,374,761)
  net assets — 100.0% $99,596,744
             
bps Basis Points.
CMT Constant Maturity Treasury Index.
FREMF Freddie Mac Multifamily Fixed-Rate Mortgage Loans.
FRESB Freddie Mac Multifamily Small Balance Certificates.
LIBOR London Interbank Offered Rate.
REIT Real Estate Investment Trust.
SOFR Secured Overnight Financing Rate.
SOFR30A Secured Overnight Financing Rate 30 Day Average.
Pioneer Diversified High Income Fund, Inc. |  | 7/31/2322

Schedule of Investments  |  7/31/23
(unaudited) (continued)
(144A) The resale of such security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold normally to qualified institutional buyers. At July 31, 2023, the value of these securities amounted to $109,428,650, or 109.9% of net assets.
(a) Floating rate note. Coupon rate, reference index and spread shown at July 31, 2023.
(b) This term loan will settle after July 31, 2023, at which time the interest rate will be determined.
(c) Security is in default.
(d) Non-income producing security.
(e) The interest rate is subject to change periodically. The interest rate and/or reference index and spread shown at July 31, 2023.
(f) Security represents the interest-only portion payments on a pool of underlying mortgages or mortgage-backed securities.
(g) Security issued with a zero coupon. Income is recognized through accretion of discount.
(h) Security is priced as a unit.
(i) Payment-in-kind (PIK) security which may pay interest in the form of additional principal amount.
(j) Security is perpetual in nature and has no stated maturity date.
(k) Debt obligation initially issued at one coupon which converts to a higher coupon at a specific date. The rate shown is the rate at July 31, 2023.
(l) Issued as participation notes.
(m) Issued as preference shares.
(n) Rate periodically changes. Rate disclosed is the 7-day yield at July 31, 2023.
* Senior secured floating rate loan interests in which the Fund invests generally pay interest at rates that are periodically re-determined by reference to a base lending rate plus a premium. These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as LIBOR or SOFR, (ii) the prime rate offered by one or more major United States banks, (iii) the rate of a certificate of deposit or (iv) other base lending rates used by commercial lenders. The interest rate shown is the rate accruing at July 31, 2023.
Amount rounds to less than 0.1%.
+ Security is valued using significant unobservable inputs (Level 3).
# Securities are restricted as to resale.
Restricted Securities Acquisition date Cost Value
Alamo Re 4/12/2023 $250,000 $252,250
Alturas Re 2019-3 6/26/2019 24,550 2,308
Alturas Re 2020-3 8/3/2020
Alturas Re 2021-2 2/16/2021 22,989
Alturas Re 2021-3 8/16/2021 50,285 27,052
Alturas Re 2022-2 1/18/2022 113,382 108,715
Amaranth Re 2023 1/27/2023 208,962 239,618
23Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Restricted Securities Acquisition date Cost Value
Aquila Re 5/10/2023 $250,000 $249,800
Aquila Re 5/10/2023 250,000 253,125
Atlas Capital Re 5/17/2023 250,000 251,825
Ballybunion Re 2020 12/31/2019 17,156 28,244
Ballybunion Re 2021-3 8/2/2021 2,102 2,236
Ballybunion Re 2022 3/9/2022 423 5,019
Ballybunion Re 2022-2 8/9/2022 250,000 253,877
Ballybunion Re 2022-3 8/9/2022 97,898 101,286
Ballybunion Re 2023 3/21/2023 264,416 273,045
Bantry Re 2021 1/11/2021 8,143 1,000
Bantry Re 2022 2/2/2022 30,944 48,749
Bantry Re 2023 1/12/2023 1,000,000 1,119,978
Berwick Re 2019-1 12/31/2018 134,801 179,936
Berwick Re 2020-1 9/24/2020 99
Berwick Re 2022 12/31/2021 46,769 47,819
Berwick Re 2023 2/1/2023 1,000,000 1,119,971
Bonanza Re 1/6/2023 250,000 246,900
Bonanza Re 7/25/2023 208,046 175,000
Brotherhood Re 1/22/2018 39,767
Caelus Re V 4/27/2017 400,000 32,000
Cape Lookout Re 3/9/2021 250,000 243,050
Cape Lookout Re 3/16/2022 250,000 235,700
Cape Lookout Re 4/14/2023 250,000 252,625
Carnoustie Re 2020 7/16/2020 6,309 28,832
Carnoustie Re 2023 3/22/2023 226,387 246,762
Citrus Re 4/27/2023 250,000 249,400
Citrus Re 4/27/2023 250,000 250,725
Cypress Re 2017 1/24/2017 2,185 65
Dartmouth Re 2018 1/18/2018 159,773 69,360
Dartmouth Re 2021 1/19/2021 13,333 32,859
Eccleston Re 2023 7/13/2023 500,000 514,574
Eden Re II 12/23/2019 57,847 25,690
Eden Re II 1/25/2021 39,921 17,365
Eden Re II 1/21/2022 69,182 48,662
Eden Re II 1/17/2023 300,000 318,660
FloodSmart Re 2/8/2022 248,869 241,750
FloodSmart Re 2/14/2022 250,000 243,650
FloodSmart Re 2/23/2023 250,000 257,350
Four Lakes Re 11/5/2020 250,000 244,675
Four Lakes Re 11/5/2020 250,000 244,925
Gamboge Re 4/20/2023 422,596 455,982
Gateway Re 2/3/2023 250,000 260,325
Gateway Re II 4/13/2023 250,000 246,775
Gleneagles Re 2021 1/13/2021 4,575 25
Pioneer Diversified High Income Fund, Inc. |  | 7/31/2324

Schedule of Investments  |  7/31/23
(unaudited) (continued)
Restricted Securities Acquisition date Cost Value
Gleneagles Re 2022 1/18/2022 $115,769 $123,581
Gullane Re 2018 3/26/2018 50,018
Gullane Re 2023 1/10/2023 1,000,000 1,109,346
Harambee Re 2018 12/19/2017 21,232
Harambee Re 2019 12/20/2018 1,800
Harambee Re 2020 2/27/2020 7,050
Integrity Re 5/9/2022 250,000 225,000
Integrity Re 3/23/2023 250,000 253,650
International Bank for Reconstruction & Development 7/19/2021 250,000 245,225
Kilimanjaro III Re 4/8/2021 250,000 237,275
Kilimanjaro III Re 4/8/2021 250,000 232,825
Lightning Re 3/20/2023 250,000 256,950
Limestone Re 2019-2B 6/20/2018 230
Lion Rock Re 2020 12/30/2019
Lion Rock Re 2021 3/1/2021 107,115 52,325
Lorenz Re 2019 6/26/2019 93,709 5,539
Matterhorn Re 12/15/2021 250,000 223,450
Matterhorn Re 3/10/2022 500,000 478,550
Merion Re 2018-2 12/28/2017 34,992
Merion Re 2021-2 12/28/2020 136,047 98,250
Merion Re 2022-2 3/1/2022 363,953 345,068
Merion Re 2023-1 1/11/2023 441,808 490,876
Merna Re II 4/5/2023 250,000 258,925
Mona Lisa Re 12/30/2022 250,000 269,000
Mystic Re IV 6/9/2021 500,000 471,050
Mystic Re IV 10/26/2021 249,106 234,800
Oakmont Re 2020 12/3/2020
Oakmont Re 2022 5/9/2022 172,533 235,879
Old Head Re 2022 1/6/2022 188,288 125,000
Old Head Re 2023 1/11/2023 168,991 222,534
Pangaea Re 2023-1 1/23/2023 1,000,000 1,120,000
Pangaea Re 2023-3 7/5/2023 250,000 260,000
Phoenix 3 Re 2023-3 12/21/2020 224,140 264,950
Porthcawl Re 2023 1/23/2023 197,811 234,852
Portrush Re 2017 6/12/2017 575,239 75
Portsalon Re 2022 7/15/2022 202,158 229,230
Purple Re 4/6/2023 250,000 249,475
Queen Street Re 5/12/2023 500,000 501,350
Residential Re 11/5/2019 250,000 238,075
Residential Re 10/28/2021 500,000 475,900
Residential Re 11/22/2022 375,000 372,337
Resilience Re 2/8/2017 339
Sanders Re 5/24/2023 500,000 509,500
25Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

Restricted Securities Acquisition date Cost Value
Sanders Re III 3/24/2023 $250,000 $245,975
Sector Re V 4/23/2019 136,333 101,480
Sector Re V 12/4/2019 419 43,035
Sector Re V 12/6/2021 15,000 86,337
Sector Re V 1/5/2022 4,500 25,901
Sector Re V 12/30/2022 500,000 545,850
Solomon Re 6/12/2023 250,000 250,150
Stabilitas Re 6/7/2023 250,000 251,975
Sussex Re 2020-1 1/21/2020 670
Sussex Re 2021-1 1/26/2021 6,173 8,200
Sussex Re 2022 1/5/2022 2,192 39,750
Sutter Re 6/6/2023 250,000 251,750
Thopas Re 2019 2/13/2019 1,035
Thopas Re 2020 12/30/2019
Thopas Re 2021 1/22/2021 4,025
Thopas Re 2022 2/15/2022
Thopas Re 2023 2/13/2023 766,025 852,509
Torrey Pines Re 5/18/2023 300,000 301,950
Torricelli Re 2021 7/2/2021 11,877
Torricelli Re 2022 7/26/2022
Torricelli Re 2023 7/19/2023 750,000 768,930
Ursa Re 4/12/2023 250,000 250,000
Viribus Re 2018 12/22/2017 10,559
Viribus Re 2019 3/25/2019 1,507
Viribus Re 2020 3/12/2020 24,541 8,307
Viribus Re 2022 4/18/2022 10,917
Vitality Re XI 1/23/2020 250,000 247,150
Walton Health Re 2019 7/18/2019 76,159 132,008
Walton Health Re 2022 7/13/2022 140,587 176,160
Woburn Re 2018 3/20/2018 152,369 10,061
Woburn Re 2019 1/30/2019 69,247 86,511
Total Restricted Securities     $25,208,360
% of Net assets     25.3%
Pioneer Diversified High Income Fund, Inc. |  | 7/31/2326

Schedule of Investments  |  7/31/23
(unaudited) (continued)
FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS
Currency
Purchased
In
Exchange for
Currency
Sold
Deliver Counterparty Settlement
Date
Unrealized
Appreciation
(Depreciation)
EUR 191,000 USD 207,017 HSBC Bank USA NA 8/25/23 $3,261
EUR 2,370,000 USD 2,591,645 JPMorgan Chase Bank NA 9/28/23 21,715
USD 394,960 GBP 310,000 State Street Bank & Trust Co. 9/26/23 (2,972)
USD 5,478,550 EUR 4,890,000 State Street Bank & Trust Co. 10/24/23 79,655
TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS $101,659
Principal amounts are denominated in U.S. dollars (“USD”) unless otherwise noted.
EUR — Euro
GBP — Great British Pound
IDR — Indonesian Rupiah
USD — United States Dollar
Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in the three broad levels below.
Level 1 unadjusted quoted prices in active markets for identical securities.
Level 2 other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risks, etc.).
Level 3 significant unobservable inputs (including the Adviser's own assumptions in determining fair value of investments).
The following is a summary of the inputs used as of July 31, 2023, in valuing the Fund's investments:
  Level 1 Level 2 Level 3 Total
Senior Secured Floating Rate Loan Interests $$3,280,339 $$3,280,339
Common Stocks        
Household Durables 64 64
Oil, Gas & Consumable Fuels 44 110 154
Passenger Airlines 324,715 324,715
Asset Backed Securities 3,413,315 3,413,315
Collateralized Mortgage Obligations 2,793,214 2,793,214
Commercial Mortgage-Backed Securities 11,478,347 11,478,347
Convertible Corporate Bonds 2,190,613 2,190,613
Corporate Bonds 89,576,065 89,576,065
Preferred Stock        
Capital Markets 32,204 32,204
All Other Preferred Stock 532,616 532,616
Right/Warrant 4,155 4,155
27Pioneer Diversified High Income Fund, Inc. |  | 7/31/23

  Level 1 Level 2 Level 3 Total
Insurance-Linked Securities        
Collateralized Reinsurance        
Multiperil – Massachusetts $$$229,230 $229,230
Multiperil – U.S. 1,119,689 1,119,689
Multiperil – Worldwide 1,723,332 1,723,332
Windstorm – Florida 75 75
Windstorm – U.S. Regional 235,879 235,879
Reinsurance Sidecars        
Multiperil – U.S. 284,444 284,444
Multiperil – U.S. Regional —* —*
Multiperil – Worldwide 9,651,574 9,651,574
All Other Insurance-Linked Securities 11,964,137 11,964,137
Foreign Government Bonds 1,021,437 1,021,437
Open-End Fund 141,400 141,400
Over The Counter (OTC) Currency Put Option Purchased 1,098 1,098
Total Investments in Securities $177,867 $126,251,291 $13,568,938 $139,998,096
Other Financial Instruments        
Over The Counter (OTC) Currency Call Option Written $$(26,591) $$(26,591)
Net unrealized appreciation on forward foreign currency exchange contracts 101,659 101,659
Total Other Financial Instruments $$75,068 $$75,068
* Securities valued at $0.
Pioneer Diversified High Income Fund, Inc. |  | 7/31/2328

Schedule of Investments  |  7/31/23
(unaudited) (continued)
The following is a reconciliation of assets valued using significant unobservable inputs (Level 3):
  Common
Stocks
Insurance-
Linked
Securities
Total
Balance as of 4/30/23 $268,817 $12,206,359 $12,475,176
Realized gain (loss) (56,139) (56,139)
Changed in unrealized appreciation (depreciation) 55,898 413,579 469,477
Return of capital (792,947) (792,947)
Purchases 2,113,787 2,113,787
Sales (640,416) (640,416)
Transfers in to Level 3*
Transfers out of Level 3*
Balance as of 7/31/23 $324,715 $13,244,223 $13,568,938
* Transfers are calculated on the beginning of period value. During the period ended July 31, 2023, there were no transfers in or out of Level 3.
Net change in unrealized appreciation (depreciation) of Level 3 investments still held and considered Level 3 at July 31, 2023: $490,872
29Pioneer Diversified High Income Fund, Inc. |  | 7/31/23