0001752724-24-051943.txt : 20240312
0001752724-24-051943.hdr.sgml : 20240312
20240312124155
ACCESSION NUMBER: 0001752724-24-051943
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
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: 24741124
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
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0001752724-23-286225
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
2023-10-31
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45059672.95
96126945.66
0.00000000
0.00000000
43325000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
560262.50000000
0.00000000
0.00000000
42277.38000000
EUR
USD
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Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAJ5
330000.00000000
PA
USD
327937.50000000
0.341150441999
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
11.32062000
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
0.004187171424
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
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N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KSQ3
280000.00000000
PA
USD
286270.15000000
0.297804271252
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
13.82062000
N
N
N
N
N
N
AVATION CAPITAL SA
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Avation Capital SA
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385381.00000000
PA
USD
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0.341774408563
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DBT
CORP
LU
N
2
2026-10-31
Fixed
8.25000000
N
N
Y
N
N
N
PRIME SECSRVC BRW/FINANC
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Prime Security Services Borrower LLC / Prime Finance Inc
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935000.00000000
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USD
867028.02000000
0.901961478175
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
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Lottomatica SpA/Roma
000000000
325000.00000000
PA
367485.91000000
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Long
DBT
CORP
IT
N
2
2027-09-30
Fixed
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N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2021-KG05 Mortgage Trust
30318WAN3
1000000.00000000
PA
USD
495231.50000000
0.515184890771
Long
ABS-MBS
CORP
US
N
2
2031-01-25
None
0.00000000
N
N
N
N
N
N
Grupo Aeromexico SAB de CV
N/A
Grupo Aeromexico SAB de CV
000000000
24166.00000000
NS
301589.11000000
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Long
EC
CORP
MX
N
3
N
N
N
FREEDOM MORTGAGE CORP
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Freedom Mortgage Corp
35640YAL1
155000.00000000
PA
USD
155050.84000000
0.161297999156
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
12.25000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
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Carpenter Technology Corp
144285AM5
845000.00000000
PA
USD
834183.80000000
0.867793930486
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AQ5
370000.00000000
PA
USD
343450.72000000
0.357288705723
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
N
FUGUE FINANCE LLC
254900Y4DWBRGAFENC88
FUGUE FINANCE LLC
000000000
99749.37340000
PA
USD
99749.37000000
0.103768375573
Long
LON
CORP
US
N
2
2028-01-26
Floating
9.38558000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAJ0
250000.00000000
PA
USD
238000.00000000
0.247589266844
Long
DBT
CORP
BM
Y
2
2025-03-16
Floating
11.19853400
N
N
N
N
N
N
GAMBOGE RE 2023
N/A
GAMBOGE RE 2023
000000000
500000.00000000
PA
USD
482500.00000000
0.501940425431
Long
DBT
CORP
BM
Y
3
2029-03-31
Floating
0.01000000
N
N
N
N
N
N
INTERNATIONAL PETROLEUM
54930025D80LU0SMR645
International Petroleum Corp
000000000
383000.00000000
PA
USD
354466.50000000
0.368748322924
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.25000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd
38136PAA9
500000.00000000
PA
USD
465349.50000000
0.484098913998
Long
ABS-CBDO
CORP
KY
N
2
2030-11-28
Floating
10.37743000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BW1
750000.00000000
PA
USD
228900.00000000
0.238122618406
Long
DBT
NUSS
UA
N
2
2026-02-01
Variable
8.99400000
Y
Y
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
900000.00000000
PA
USD
696699.72000000
0.724770474310
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WAD9
1660500.00000000
PA
USD
979609.82000000
1.019079315663
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.59476400
N
N
N
N
N
N
BCO DE GALICIA Y BUENOS
579100KKDHKDFFKKB072
Banco de Galicia y Buenos Aires SAU
059538AR9
300000.00000000
PA
USD
275700.00000000
0.286808238945
Long
DBT
CORP
AR
N
2
2026-07-19
Fixed
7.96200000
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50221DAA7
425000.00000000
PA
USD
344785.25000000
0.358677005321
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
SUTTER RE LTD
N/A
Sutter Re Ltd
86944RAF5
250000.00000000
PA
USD
251875.00000000
0.262023304985
Long
DBT
CORP
BM
Y
2
2026-06-19
Floating
15.19853400
N
N
N
N
N
N
PORTHCAWL RE 2023
N/A
PORTHCAWL RE 2023
000000000
250000.00000000
PA
USD
250000.00000000
0.260072759290
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
400000.00000000
PA
USD
340690.28000000
0.354417044732
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
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
0.000078021827
Long
DBT
CORP
BM
Y
3
2024-06-15
Floating
0.01000000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AL2
1110000.00000000
PA
USD
1010326.53000000
1.051033633767
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
TORRICELLI RE 2022
N/A
TORRICELLI RE 2022
000000000
500000.00000000
PA
USD
7451.50000000
0.007751728663
Long
DBT
CORP
BM
Y
3
2028-06-30
Floating
0.01000000
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
MYT HOLDING LLC
N/A
MYT Holding LLC
55406N202
50188.00000000
NS
USD
23839.30000000
0.024799810122
Long
EP
CORP
US
N
2
N
N
N
RESIDENTIAL RE 21 LTD
N/A
Residential Reinsurance 2021 Ltd
76114NAE2
500000.00000000
PA
USD
480750.00000000
0.500119916116
Long
DBT
CORP
KY
Y
2
2025-12-06
Floating
17.35853400
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
Sussex Re 2021-1, 12/31/24
N/A
Sussex Re 2021-1, 12/31/24
000000000
250000.00000000
PA
USD
350.00000000
0.000364101863
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
14020FAA1
85730.17000000
PA
USD
82785.57000000
0.086121086477
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Floating
8.56500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BL5
595000.00000000
PA
USD
645316.18000000
0.671316638190
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.62500000
N
N
N
N
N
N
SOVCOMBANK (SOVCOM CAPT)
635400EQFFCXMNLYU680
Sovcombank Via SovCom Capital DAC
84605LAD8
865000.00000000
PA
USD
31248.13000000
0.032507149567
Long
DBT
CORP
IE
N
2
N/A
Fixed
7.60000000
Y
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AB2
575000.00000000
PA
USD
535741.48000000
0.557327059880
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
Verscend Escrow Corp
92535WAA8
411000.00000000
PA
USD
407973.31000000
0.424410977794
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
VITALITY RE XI LTD
N/A
Vitality Re XI Ltd
92851AAB0
250000.00000000
PA
USD
249500.00000000
0.259552613772
Long
DBT
CORP
KY
Y
2
2024-01-09
Floating
7.24853400
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAJ4
910000.00000000
PA
USD
901306.59000000
0.937621167313
Long
DBT
CORP
CA
N
2
2030-04-30
Fixed
8.50000000
N
N
N
N
N
N
WINDSOR HOLDINGS III LLC
254900IXUJZ9H146T437
WINDSOR HOLDINGS III LLC
97360BAB1
312500.00000000
PA
USD
311928.13000000
0.324496037878
Long
LON
CORP
US
N
2
2030-08-01
Floating
9.81459000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
87817JAG3
318493.46030000
PA
USD
230376.83000000
0.239658951419
Long
LON
CORP
US
N
2
2027-03-02
Floating
10.63304199
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
464100.00000000
0.482799070347
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.12500000
N
N
N
N
N
N
Amplify Energy Corp
J0TW5YQRAZXYN7VEU787
Amplify Energy Corp
03212B103
6.00000000
NS
USD
41.70000000
0.000043380136
Long
EC
CORP
US
N
1
N
N
N
CITRUS RE LTD
549300VWWT5SE805NK88
Citrus Re Ltd
177510AL8
250000.00000000
PA
USD
255850.00000000
0.266158461858
Long
DBT
CORP
BM
Y
2
2026-06-07
Floating
12.19853400
N
N
N
N
N
N
LUNE HOLDINGS SARL
54930003WQ56T0558M33
Lune Holdings Sarl
000000000
420000.00000000
PA
362187.63000000
0.376780545260
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
5.62500000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
748201.08000000
PA
USD
714582.01000000
0.743373260321
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
9.18510000
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
0.029993639974
Long
DBT
CORP
BM
Y
3
2023-12-31
Floating
0.01000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
170000.00000000
PA
USD
142160.27000000
0.147888054721
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
521000.00000000
PA
USD
500866.83000000
0.521047274061
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
STRATHCONA RESOURCES
549300YNIUISTSZMLF56
Strathcona Resources Ltd/Alberta
86304TAA6
860000.00000000
PA
USD
793350.00000000
0.825314894333
Long
DBT
CORP
CA
N
2
2026-08-01
Fixed
6.87500000
N
N
N
N
N
N
BALLYBUNION RE 2023
N/A
BALLYBUNION RE 2023
000000000
264416.00000000
PA
USD
289535.52000000
0.301201206396
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAC1
245000.00000000
PA
USD
238343.92000000
0.247947043738
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AH7
970000.00000000
PA
USD
922249.88000000
0.959408284189
Long
DBT
CORP
KY
N
2
2029-04-15
Fixed
9.62500000
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
2
2024-04-30
Floating
0.01000000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
625000.00000000
PA
USD
551592.88000000
0.573817129227
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
CAPE LOOKOUT RE LTD
N/A
Cape Lookout Re Ltd
13947LAC6
250000.00000000
PA
USD
248750.00000000
0.258772395494
Long
DBT
CORP
BM
Y
2
2024-03-22
Floating
9.14853400
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-WILL
05591VAJ4
500000.00000000
PA
USD
452144.05000000
0.470361402721
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
12.19948000
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
0.072154825604
Long
DBT
CORP
BM
Y
3
2024-01-31
Floating
0.01000000
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
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
448000.00000000
PA
USD
378560.00000000
0.393812575028
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
1046000.00000000
PA
USD
981111.39000000
1.020641385476
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
591555AF4
613000.00000000
PA
USD
363202.50000000
0.377836305425
Long
DBT
CORP
NL
N
2
2029-10-17
Fixed
7.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KNE5
200000.00000000
PA
USD
202873.36000000
0.211047338087
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
13.12062000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-5592.14000000
-0.00581745312
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
-207868.55000000
USD
191000.00000000
EUR
2023-11-21
-5592.14000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC24
36253GAG7
3803055.95000000
PA
USD
12616.64000000
0.013124977511
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
0.68331900
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
545766.89000000
0.567756404047
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-436.02000000
-0.00045358769
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-4890000.00000000
EUR
5194667.54000000
USD
2024-01-24
-436.02000000
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
1112739.00000000
PA
USD
1005598.93000000
1.046115553860
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
RMF Buyout Issuance Trust
N/A
RMF Buyout Issuance Trust 2022-HB1
76970HAF5
500000.00000000
PA
USD
55650.00000000
0.057892196218
Long
ABS-O
CORP
US
N
2
2032-04-25
Variable
4.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
200000.00000000
PA
USD
168593.04000000
0.175385828440
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
271000.00000000
PA
USD
250919.75000000
0.261029566972
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
MERNA REINSURANCE II LTD
549300478X5RX87PYX60
Merna Reinsurance II Ltd
59013MAJ1
250000.00000000
PA
USD
260375.00000000
0.270865778801
Long
DBT
CORP
BM
Y
2
2026-07-07
Floating
15.69853400
N
N
N
N
N
N
PORTSALON RE 2022
N/A
PORTSALON RE 2022
000000000
250000.00000000
PA
USD
229229.93000000
0.238465841628
Long
DBT
CORP
BM
Y
3
2028-05-31
Floating
0.01000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
25259KAA8
985000.00000000
PA
USD
962050.46000000
1.000812470837
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.75000000
N
N
N
N
N
N
AMERITEX HOLDCO INTERMED
N/A
AmeriTex HoldCo Intermediate LLC
030727AA9
1000000.00000000
PA
USD
945500.00000000
0.983595175638
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
10.25000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
310000.00000000
PA
USD
300954.53000000
0.313080300152
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de CV
40054JAA7
1510000.00000000
PA
USD
1400779.47000000
1.457218327683
Long
DBT
CORP
MX
N
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2005-AR6
23332UFX7
11136.02000000
PA
USD
10690.04000000
0.011120752798
Long
ABS-MBS
CORP
US
N
2
2045-10-19
Floating
6.28799000
N
N
N
N
N
N
GARDA WORLD SECURITY COR
549300ZF1NDXLMCHNO20
Garda World Security Corp
36257BAA7
958000.00000000
PA
USD
870532.11000000
0.905606751596
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISHRHX47NOH65
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKL2
450000.00000000
PA
USD
434641.77000000
0.452153937707
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
11.57062000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
235000.00000000
PA
186412.55000000
0.193923304979
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
SANDERS RE III LTD
N/A
Sanders Re III Ltd
799925AA0
500000.00000000
PA
USD
514300.00000000
0.535021680413
Long
DBT
CORP
BM
Y
2
2026-06-05
Floating
13.44853400
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
464000.00000000
PA
USD
339231.09000000
0.352899062454
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.12500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KS12 Mortgage Trust
30311XAC2
1000000.00000000
PA
USD
954904.50000000
0.993378592697
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Floating
12.33111000
N
N
N
N
N
N
CITRUS RE LTD
549300VWWT5SE805NK88
Citrus Re Ltd
177510AM6
250000.00000000
PA
USD
252150.00000000
0.262309385020
Long
DBT
CORP
BM
Y
2
2026-06-07
Floating
14.44853400
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBE9
295000.00000000
PA
USD
286082.15000000
0.297608696537
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Oakmont Re 2022
N/A
Oakmont Re 2022
000000000
750000.00000000
PA
USD
235879.11000000
0.245382923987
Long
DBT
CORP
BM
Y
3
2028-04-01
Floating
0.01000000
N
N
N
N
N
N
ATENTO LUXCO 1 SA
549300MLFF3HYCZQTC48
Atento Luxco 1 SA
04684LAC2
1384000.00000000
PA
USD
138.40000000
0.000143976279
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.00000000
Y
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
0.000067618917
Long
DBT
CORP
BM
Y
3
2024-01-31
Floating
0.01000000
N
N
N
N
N
N
CEMIG GERACAO E TRANSM
529900ZT0AVI5W1VFB58
Cemig Geracao e Transmissao SA
12517MAA0
400000.00000000
PA
USD
397940.00000000
0.413973415328
Long
DBT
CORP
BR
N
2
2024-12-05
Fixed
9.25000000
N
N
N
N
N
N
MYSTIC RE IV LTD
N/A
Mystic Re IV Ltd
62865LAC1
500000.00000000
PA
USD
490200.00000000
0.509950666417
Long
DBT
CORP
BM
Y
2
2025-01-08
Floating
11.69000000
N
N
N
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
400000.00000000
PA
USD
348340.00000000
0.362374979885
Long
DBT
CORP
US
N
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
ENERGEAN PLC
549300RVMKU0CYUZBB05
Energean PLC
29280EAA7
1510000.00000000
PA
USD
1256169.00000000
1.306781351862
Long
DBT
CORP
GB
N
2
2027-04-30
Fixed
6.50000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
535000.00000000
PA
USD
408996.91000000
0.425475819700
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
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
30991.11000000
0.032239773964
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
836000.00000000
PA
USD
631572.92000000
0.657019647991
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.87500000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAB9
520000.00000000
PA
USD
524818.63000000
0.545964116925
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
LIFEPT/LEGACY LIFEPT
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
357000.00000000
PA
USD
333789.87000000
0.347238610056
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163ABT9
1000000.00000000
PA
USD
822820.70000000
0.855972999402
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
4.38849000
N
N
N
N
N
N
OLD HEAD RE 2023
N/A
OLD HEAD RE 2023
000000000
250000.00000000
PA
USD
245000.00000000
0.254871304105
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
ABRA GLOBAL FINANCE
N/A
ABRA Global Finance
000852AB9
2417568.00000000
PA
USD
1857735.16000000
1.932585236371
Long
DBT
CORP
KY
N
2
2028-03-02
Fixed
11.50000000
N
N
Y
N
N
N
WESTERN GLOBAL AIRLINES
N/A
Western Global Airlines LLC
958278AA1
965000.00000000
PA
USD
7237.50000000
0.007529106381
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
10.37500000
Y
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
1309270.91000000
PA
USD
931546.25000000
0.969079214578
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
RAIN CARBON INC
25490038N6JQH7QXUK52
Rain Carbon Inc
75079LAB7
920000.00000000
PA
USD
936100.00000000
0.973816439888
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
12.25000000
N
N
N
N
N
N
Pangaea Re 2023-3
N/A
Pangaea Re 2023-3
000000000
250000.00000000
PA
USD
277500.00000000
0.288680762812
Long
DBT
CORP
BM
Y
3
2029-05-31
Floating
0.01000000
N
N
N
N
N
N
CAPE LOOKOUT RE LTD
N/A
Cape Lookout Re Ltd
13947LAE2
250000.00000000
PA
USD
255075.00000000
0.265352236304
Long
DBT
CORP
BM
Y
2
2026-04-28
Floating
11.94853400
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS12
61691EBB0
5846123.50000000
PA
USD
93244.50000000
0.097001417614
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.64912500
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
345000.00000000
PA
326714.83000000
0.339878509357
Long
DBT
CORP
LU
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
575000.00000000
PA
USD
548696.63000000
0.570804186310
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.37500000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AF3
405000.00000000
PA
USD
363898.37000000
0.378560212749
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
BORR IHC LTD / BORR FIN
N/A
Borr IHC Ltd / Borr Finance LLC
100018AA8
335000.00000000
PA
USD
333402.72000000
0.346835861381
Long
DBT
CORP
N/A
N
2
2028-11-15
Fixed
10.00000000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
GBP/USD FORWARD
000000000
1.00000000
NC
USD
4055.11000000
0.004218494587
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
-310000.00000000
GBP
380973.88000000
USD
2023-12-14
4055.11000000
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
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
000000000
420000.00000000
PA
449383.75000000
0.467489887371
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.50000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
245000.00000000
PA
USD
243444.27000000
0.253252892129
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
FOUR LAKES RE LTD
549300MG4RRU6DT7MN54
Four Lakes Re Ltd
35087TAB4
250000.00000000
PA
USD
250375.00000000
0.260462868429
Long
DBT
CORP
BM
Y
2
2024-01-05
Floating
15.60853400
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
1300.00000000
0.001352378348
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
BANTRY RE 2023
N/A
BANTRY RE 2023
000000000
1000000.00000000
PA
USD
1190000.00000000
1.237946334224
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAC7
370000.00000000
PA
USD
376595.56000000
0.391768985703
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
8.62500000
N
N
N
N
N
N
PATAGONIA HOLDCO LLC
254900OLXUIWWEAJZ984
Patagonia Holdco LLC
70289FAD3
1014750.00000000
PA
USD
886637.81000000
0.922361366953
Long
LON
CORP
US
N
2
2029-08-01
Floating
11.11743000
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
0.002326007535
Long
DBT
CORP
BM
Y
3
2025-07-31
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
410448.96000000
0.426986374301
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
4.39750000
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
0.052033141859
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
CARNOUSTIE RE 2023
N/A
CARNOUSTIE RE 2023
000000000
226387.00000000
PA
USD
264872.79000000
0.275544789425
Long
DBT
CORP
BM
Y
3
2028-12-31
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
165438.18000000
0.172103855858
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Floating
12.17062000
N
N
N
N
N
N
FIBER BIDCO SPA
81560079496BA27EC472
Fiber Bidco Spa
000000000
425000.00000000
PA
476674.05000000
0.495879741863
Long
DBT
CORP
IT
N
2
2027-10-25
Fixed
11.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2021-KG05 Mortgage Trust
30318WAJ2
12333286.00000000
PA
USD
62762.86000000
0.065291640724
Long
ABS-MBS
CORP
US
N
2
2031-01-25
Fixed
0.10000000
N
N
N
N
N
N
URSA RE LTD
549300O8X4DWGDJZ6W59
Ursa Re Ltd
90323WAL4
250000.00000000
PA
USD
252100.00000000
0.262257370468
Long
DBT
CORP
BM
N
2
2025-12-06
Floating
10.94853400
N
N
N
N
N
N
Desarrolladora Homex SAB de CV
N/A
Desarrolladora Homex SAB de CV
000000000
89094.00000000
NS
64.24000000
0.000066828296
Long
EC
CORP
MX
N
1
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327TAA9
410000.00000000
PA
USD
394811.14000000
0.410718490314
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
GRUPO POSADAS SAB CV
529900NRFIXN5G8NUX35
Grupo Posadas SAB de CV
400489AL4
800000.00000000
PA
USD
674000.00000000
0.701156159048
Long
DBT
CORP
MX
N
2
2027-12-30
Variable
5.00000000
N
N
N
N
N
N
LIMESTONE RE LTD
5493004PN8HGYC184A27
Limestone Re Ltd
000000000
27000.00000000
PA
USD
228.83000000
0.000238049798
Long
DBT
CORP
BM
Y
3
2023-12-31
None
0.00000000
N
N
N
N
N
N
RESIDENTIAL RE 19 LTD
N/A
Residential Reinsurance 2019 Ltd
76120FAD3
250000.00000000
PA
USD
249500.00000000
0.259552613772
Long
DBT
CORP
KY
Y
2
2023-12-06
Floating
17.67853400
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCJ7
1000000.00000000
PA
USD
939754.50000000
0.977618183484
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
9.81200000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
1253386.14000000
NS
USD
1253386.14000000
1.303886367546
Long
STIV
RF
US
N
1
N
N
N
ECCLESTON RE 2023
N/A
ECCLESTON RE 2023
000000000
500000.00000000
PA
USD
595000.00000000
0.618973167112
Long
DBT
CORP
BM
Y
3
2028-11-30
Floating
0.01000000
N
N
N
N
N
N
FITNESS & SPORTS CLUBS LLC
N/A
Fitness International LLC
33818XAH3
191702.96000000
PA
USD
191123.83000000
0.198824407337
Long
LON
CORP
US
N
2
2025-04-18
Floating
8.67412000
N
N
N
N
N
N
Gleneagles Re 2022
N/A
Gleneagles Re 2022
000000000
250000.00000000
PA
USD
123581.03000000
0.128560237872
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
INTEGRITY RE LTD
N/A
Integrity Re Ltd
45833UAF8
250000.00000000
PA
USD
225000.00000000
0.234065483361
Long
DBT
CORP
BM
N
2
2025-06-06
Floating
12.51853400
N
N
N
N
N
N
BANCO GNB SUDAMERIS SA
549300SO7QUETMQD9D84
Banco GNB Sudameris SA
059593AE3
1135000.00000000
PA
USD
872247.50000000
0.907391256438
Long
DBT
CORP
CO
N
2
2031-04-16
Fixed
7.50000000
N
N
N
N
N
N
LYB FINANCE CO BV
549300BBGA3CFHX0KS75
LYB Finance Co BV
61238QAA6
300000.00000000
PA
USD
315122.62000000
0.327819237193
Long
DBT
CORP
NL
N
2
2027-03-15
Fixed
8.10000000
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
3
2027-05-15
None
0.00000000
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
24992.00000000
0.025998953600
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
695000.00000000
PA
USD
304796.21000000
0.317076765424
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
KILIMANJARO III RE LTD
254900T37LD5YQ545V53
Kilimanjaro III Re Ltd
49407PAE0
250000.00000000
PA
USD
244125.00000000
0.253961049447
Long
DBT
CORP
BM
Y
2
2025-04-21
Floating
17.80853400
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682695AA9
610000.00000000
PA
USD
593629.17000000
0.617547104949
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.00000000
N
N
N
N
N
N
NATEL ENGINEERING CO INC
N/A
Natel Engineering Co Inc
63229BAD0
121989.10560000
PA
USD
106130.52000000
0.110406628725
Long
LON
CORP
US
N
2
2026-04-30
Floating
11.69053000
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
644547.54000000
0.670517028887
Long
ABS-O
CORP
US
N
2
2032-05-15
Fixed
12.66200000
N
N
N
N
N
N
HERCULES LLC
N/A
Hercules LLC
427056BC9
1900000.00000000
PA
USD
1928191.33000000
2.005880158535
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
Thopas Re 2019, 12/31/22
N/A
Thopas Re 2019, 12/31/22
000000000
313499.00000000
PA
USD
2445.29000000
0.002543813270
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
197000.00000000
PA
USD
185684.32000000
0.193165733837
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
DRAFTKINGS HOLDINGS INC
5493008P45UYYL683Z97
DraftKings Holdings Inc
26142RAB0
312000.00000000
PA
USD
231816.00000000
0.241156107071
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
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
350000.00000000
PA
USD
327477.38000000
0.340671783287
Long
DBT
CORP
NL
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Bantry Re 2021, 12/31/24
N/A
Bantry Re 2021, 12/31/24
000000000
500000.00000000
PA
USD
1000.00000000
0.001040291037
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
27955KAB9
80000.00000000
PA
USD
52181.60000000
0.054284050784
Long
DBT
CORP
BM
Y
3
2026-03-20
None
0.00000000
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAG0
250000.00000000
PA
USD
249750.00000000
0.259812686531
Long
DBT
CORP
BM
Y
2
2024-03-01
Floating
19.02853400
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AU5
270000.00000000
PA
USD
262234.37000000
0.272800064747
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
9.00000000
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
0.029381480713
Long
DBT
CORP
BM
Y
3
2024-02-29
Floating
0.01000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAH4
320000.00000000
PA
USD
136467.20000000
0.141965605026
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
Y
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE INC
90290PAS3
481247.57000000
PA
USD
297571.25000000
0.309560704292
Long
LON
CORP
US
N
2
2028-06-28
Floating
10.44613000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
645000.00000000
PA
USD
469486.22000000
0.488402306737
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
SOLOMON RE LTD
N/A
Solomon Re Ltd
83427GAA3
250000.00000000
PA
USD
254450.00000000
0.264702054406
Long
DBT
CORP
BM
Y
2
2026-06-08
Floating
10.69853400
N
N
N
N
N
N
PHOENIX 3 RE PTE LTD
254900KZ3HFPS3H5FZ50
Phoenix 3 RE Pte Ltd
000000000
250000.00000000
PA
USD
275325.00000000
0.286418129807
Long
DBT
CORP
SG
Y
3
2029-01-04
None
0.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
400000.00000000
PA
USD
318534.12000000
0.331368190066
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
CAELUS RE V LTD
N/A
Caelus Re V Ltd
12765KAC9
400000.00000000
PA
USD
32000.00000000
0.033289313189
Long
DBT
CORP
KY
Y
2
2024-06-05
Floating
5.53056000
N
N
N
N
N
N
GATEWAY RE II LTD
5493000ENKV5WXNA8Z86
Gateway Re II Ltd
367927AA8
250000.00000000
PA
USD
254725.00000000
0.264988134441
Long
DBT
CORP
BM
Y
2
2026-04-27
Floating
14.94853400
N
N
N
N
N
N
KILIMANJARO III RE LTD
254900T37LD5YQ545V53
Kilimanjaro III Re Ltd
49407PAH3
250000.00000000
PA
USD
239625.00000000
0.249279739780
Long
DBT
CORP
BM
Y
2
2026-04-20
Floating
17.80853400
N
N
N
N
N
N
TORRICELLI RE 2023
N/A
TORRICELLI RE 2023
000000000
750000.00000000
PA
USD
831135.00000000
0.864622291172
Long
DBT
CORP
BM
Y
3
2029-06-30
Floating
0.01000000
N
N
N
N
N
N
Woburn Re 2019, 12/31/22
N/A
Woburn Re 2019, 12/31/22
000000000
499829.00000000
PA
USD
83681.37000000
0.087052979188
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
M6 ETX HOLDINGS II MIDCO
N/A
M6 ETX Holdings II Midco LLC
55285DAB7
150000.00000000
PA
USD
149330.40000000
0.155347076696
Long
LON
CORP
US
N
2
2029-09-19
Floating
0.00000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
850000.00000000
PA
USD
873063.10000000
0.908239717808
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
AMARANTH RE 2023
N/A
AMARANTH RE 2023
000000000
250000.00000000
PA
USD
252500.00000000
0.262673486883
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
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
7750.00000000
0.008062255538
Long
DBT
CORP
BM
Y
3
2023-12-31
Floating
0.01000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF83 Mortgage Trust
302696AA7
229352.63000000
PA
USD
216486.04000000
0.225208487083
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
14.43111000
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AQ2
500000.00000000
PA
USD
497000.00000000
0.517024645470
Long
DBT
CORP
BM
Y
2
2025-03-24
Floating
13.07373900
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
130000.00000000
PA
134834.95000000
0.140267589981
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
225000.00000000
PA
USD
210120.53000000
0.218586504083
Long
DBT
CORP
IT
N
2
N/A
Fixed
7.70000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAU7
580000.00000000
PA
USD
530700.00000000
0.552082453422
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.25000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ACT7
200000.00000000
PA
USD
103180.00000000
0.107337229214
Long
DBT
CORP
BM
Y
3
2024-03-01
None
0.00000000
N
N
N
N
N
N
GENERATION BRIDGE NORTHE
254900T9J93GNTVC6J73
GENERATION BRIDGE NORTHE
37147YAB7
308871.57720000
PA
USD
309643.76000000
0.322119628241
Long
LON
CORP
US
N
2
2029-08-07
Floating
9.57412000
N
N
N
N
N
N
PT Bakrie & Brothers TBK
N/A
PT Bakrie & Brothers TBK
000000000
812959000.00000000
PA
5117.78000000
0.005323980664
Long
DBT
CORP
ID
N
2
2024-04-28
None
0.00000000
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
572964.60000000
0.596049937991
Long
DBT
CORP
N/A
N
2
2027-05-01
Fixed
7.87500000
N
N
N
N
N
N
QUEEN STREET 2023 RE DAC
635400VHHVVMXL5BJI05
Queen Street 2023 RE DAC
747977AA4
500000.00000000
PA
USD
512050.00000000
0.532681025579
Long
DBT
CORP
IE
Y
2
2025-12-08
Floating
12.94484500
N
N
N
N
N
N
STABILITAS RE LTD
N/A
Stabilitas Re Ltd
85237TAA0
250000.00000000
PA
USD
255375.00000000
0.265664323615
Long
DBT
CORP
BM
Y
2
2026-06-05
Floating
13.94853400
N
N
N
N
N
N
Ballybunion Re 2022-3
N/A
Ballybunion Re 2022-3
000000000
97898.00000000
PA
USD
101286.08000000
0.105367001213
Long
DBT
CORP
BM
Y
3
2028-06-30
Floating
0.01000000
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
1152274.40000000
1.198700730672
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
INTEGRITY RE LTD
N/A
Integrity Re Ltd
45833UAH4
250000.00000000
PA
USD
263475.00000000
0.274090681016
Long
DBT
CORP
BM
Y
2
2025-06-06
Floating
17.44853400
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
365000.00000000
PA
USD
350491.91000000
0.364613592571
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
EDEN RE II LTD
549300LKX8PCP3SC3F42
Eden Re II Ltd
27955GAB8
300000.00000000
PA
USD
344550.00000000
0.358432276854
Long
DBT
CORP
BM
Y
3
2027-03-19
None
0.00000000
N
N
N
N
N
N
ACC Auto Trust
N/A
ACC Auto Trust 2022-A
00085YAD5
500000.00000000
PA
USD
482015.75000000
0.501436664496
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
10.07000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
955000.00000000
PA
USD
681268.35000000
0.708717358408
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAC5
325000.00000000
PA
USD
334343.75000000
0.347814806456
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
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
310104.97000000
0.322599420870
Long
DBT
CORP
N/A
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
389000.00000000
PA
USD
317304.77000000
0.330089308280
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
ISOSCELES RE 2023-A CLASS C
N/A
ISOSCELES RE 2023-A CLASS C
000000000
250000.00000000
PA
USD
249425.00000000
0.259474591944
Long
DBT
CORP
BM
Y
3
2029-04-30
Floating
0.01000000
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAM7
250000.00000000
PA
USD
255350.00000000
0.265638316339
Long
DBT
CORP
BM
Y
2
2026-03-11
Floating
21.69853400
N
N
N
N
N
N
THOPAS RE 2023
N/A
THOPAS RE 2023
000000000
766025.00000000
PA
USD
937078.38000000
0.974834239833
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
Windstream Escrow LLC / Windstream Escrow Finance Corp
97382WAA1
875000.00000000
PA
USD
693863.45000000
0.721819928050
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
90471MAA0
1174000.00000000
PA
USD
23544.34000000
0.024492965877
Long
DBT
CORP
MX
N
2
2028-01-27
Fixed
8.37500000
Y
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAL3
473000.00000000
PA
USD
360574.38000000
0.375102295744
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
INTRUM AB
549300UNCO2FCUWXX470
Intrum AB
000000000
840000.00000000
PA
758949.74000000
0.789528612179
Long
DBT
CORP
SE
N
2
2028-03-15
Fixed
9.25000000
N
N
N
N
N
N
TOPANGA RE LIMITED
N/A
Topanga Re Ltd
89055TAA1
250000.00000000
PA
USD
227500.00000000
0.236666210954
Long
DBT
CORP
BM
Y
2
2026-01-08
Floating
10.43853400
N
N
N
N
N
N
Bantry Re 2022
N/A
Bantry Re 2022
000000000
417157.00000000
PA
USD
17311.35000000
0.018008842246
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
120000.00000000
PA
USD
120486.00000000
0.125340505903
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
MATIV HOLDINGS INC
549300Z1FU4IDULG1R21
Mativ Holdings Inc
808541AA4
379000.00000000
PA
USD
341100.00000000
0.354843272776
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.87500000
N
N
N
N
N
N
MOHEGAN TRIBAL GAMING AU
549300UB083Z2NRDHC48
Mohegan Tribal Gaming Authority
608328BH2
700000.00000000
PA
USD
643125.00000000
0.669037173275
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
ENVISION HEALTHCARE CORP
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373UAG6
206739.78800000
PA
USD
3101.10000000
0.003226046535
Long
LON
CORP
US
N
2
2027-03-31
Floating
0.00000000
Y
N
N
N
N
N
GULLANE RE 2023
N/A
GULLANE RE 2023
000000000
1000000.00000000
PA
USD
1210000.00000000
1.258752154967
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2020-SB79 Mortgage Trust
30316VAF4
7597528.98000000
PA
USD
278798.16000000
0.290031227025
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Variable
1.08547600
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
91889FAC5
725000.00000000
PA
USD
711406.25000000
0.740069545657
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.37500000
N
N
N
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
633000.00000000
PA
USD
542790.92000000
0.564660529129
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
505000.00000000
PA
USD
412709.18000000
0.429337660909
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAA1
520000.00000000
PA
USD
523203.77000000
0.544284192541
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
344000.00000000
PA
USD
270470.00000000
0.281367516821
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
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
Sussex Re 2020-1, 12/31/22
N/A
Sussex Re 2020-1, 12/31/22
000000000
515671.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
TORREY PINES RE LTD
N/A
Torrey Pines Re Ltd
89141WAF9
300000.00000000
PA
USD
302490.00000000
0.314677635831
Long
DBT
CORP
BM
Y
2
2026-06-05
Floating
10.44853400
N
N
N
N
N
N
B RILEY FINANCIAL INC
N/A
B Riley Financial Inc
05580M702
1322.00000000
NS
USD
32521.20000000
0.033831512877
Long
EP
CORP
US
N
1
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
550000.00000000
PA
USD
500500.14000000
0.520665809741
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
626000.00000000
PA
USD
624857.73000000
0.650033896021
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBK9
500000.00000000
PA
USD
359796.55000000
0.374293126167
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
AVATION PLC WTS 01JAN59
N/A
AVATION PLC WTS 01JAN59
000000000
6475.00000000
NC
2361.01000000
0.002456137541
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
2361.00000000
N
N
N
ALAMO RE LTD
5493003E22VRD25G0S03
Alamo Re Ltd
011395AJ9
250000.00000000
PA
USD
250675.00000000
0.260774955740
Long
DBT
CORP
BM
Y
2
2026-06-07
Floating
13.94853400
N
N
N
N
N
N
AUNA SA
549300C3XBVL3X4TME11
Auna SAA
05151VAA5
770000.00000000
PA
USD
704558.93000000
0.732946340032
Long
DBT
CORP
PE
N
2
2025-11-20
Fixed
6.50000000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
870000.00000000
PA
USD
686388.62000000
0.714043929397
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
PARK-OHIO INDUSTRIES INC
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
385000.00000000
PA
USD
333987.50000000
0.347444202774
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.62500000
N
N
N
N
N
N
Global Mortgage Securitization
N/A
Global Mortgage Securitization Ltd
378961AF3
18596.93000000
PA
USD
8140.32000000
0.008468301935
Long
ABS-MBS
CORP
KY
N
2
2032-11-25
Fixed
5.25000000
N
N
N
N
N
N
SANDERS RE III LTD
N/A
Sanders Re III Ltd
80001QAA1
250000.00000000
PA
USD
246325.00000000
0.256249689729
Long
DBT
CORP
BM
Y
2
2027-04-07
Floating
11.19853400
N
N
N
N
N
N
Berwick Re 2019-1, 12/31/22
N/A
Berwick Re 2019-1, 12/31/22
000000000
1128124.00000000
PA
USD
179935.78000000
0.187185579199
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
381000.00000000
PA
USD
258359.91000000
0.268769498735
Long
DBT
CORP
US
N
2
2027-04-01
Variable
7.50000000
N
N
N
N
N
N
MCF CLO LLC
N/A
MCF CLO VII LLC
55281FAS9
1000000.00000000
PA
USD
950032.00000000
0.988309774618
Long
ABS-CBDO
CORP
US
N
2
2033-07-20
Floating
14.82743000
N
N
N
N
N
N
SCC POWER PLC
529900IYGYC6VSDSDF37
SCC Power PLC
78397YAB8
178348.13933900
PA
USD
66470.35000000
0.069148509342
Long
DBT
CORP
GB
N
2
2028-12-31
Fixed
8.00000000
N
N
Y
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
64000.00000000
PA
USD
67637.89000000
0.070363090739
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
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
260625.00000000
0.271125851560
Long
DBT
CORP
BM
Y
2
2026-06-08
Floating
14.69853400
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBC3
295000.00000000
PA
USD
287562.59000000
0.299148785000
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
000000000
750000.00000000
PA
USD
18750.00000000
0.019505456946
Long
DBT
CORP
JM
N
2
2023-03-01
Fixed
6.75000000
Y
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
85663.73000000
0.089115210528
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
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
539592.13000000
0.561332856562
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
768833.67000000
0.799810775970
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
MONA LISA RE LTD
549300R6SO6XBFDC7M25
Mona Lisa Re Ltd
608800AG3
250000.00000000
PA
USD
267500.00000000
0.278277852441
Long
DBT
CORP
BM
Y
2
2026-01-08
Floating
17.94853400
N
N
N
N
N
N
AZUL SECURED FINANCE LLP
N/A
Azul Secured Finance LLP
05501WAC6
430000.00000000
PA
USD
417798.28000000
0.434631806026
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
11.93000000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAH8
1685000.00000000
PA
USD
1698264.32000000
1.766689150830
Long
DBT
CORP
CA
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
7000.00000000
PA
USD
6587.09000000
0.006852490687
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAC2
685000.00000000
PA
USD
622924.89000000
0.648023179893
Long
DBT
CORP
MX
N
2
N/A
Fixed
8.37500000
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
18654.44000000
0.019406046735
Long
DBT
CORP
BM
Y
3
2025-07-31
Floating
0.01000000
N
N
N
N
N
N
ENERFLEX LTD
54930014N7872VUS3F89
Enerflex Ltd
29269RAA3
630000.00000000
PA
USD
573300.00000000
0.596398851605
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
9.00000000
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AN9
250000.00000000
PA
USD
230600.00000000
0.239891113169
Long
DBT
CORP
BM
Y
2
2025-12-08
Floating
11.07861600
N
N
N
N
N
N
Ballybunion Re 2022
N/A
Ballybunion Re 2022
000000000
264839.00000000
PA
USD
5018.83000000
0.005221043866
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
TOTAL PLAY TELECOM
4469000001BSAPAMOQ06
Total Play Telecomunicaciones SA de CV
89157FAC4
850000.00000000
PA
USD
407012.90000000
0.423411871879
Long
DBT
CORP
MX
N
2
2028-09-20
Fixed
6.37500000
N
N
N
N
N
N
ASG FINANCE DESIGNATED
5493005UOB0OMEJ4WK10
ASG Finance Designated Activity Co
00217AAA4
1000000.00000000
PA
USD
967500.00000000
1.006481578455
Long
DBT
CORP
IE
N
2
2024-12-03
Fixed
7.87500000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
885000.00000000
PA
USD
807388.95000000
0.839919488189
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
31935HAG2
194510.05000000
PA
USD
191997.56000000
0.199733340825
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.88109000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBA6
450000.00000000
PA
USD
367209.00000000
0.382004231465
Long
DBT
CORP
US
N
2
2066-11-01
Floating
8.65102000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC23
17322VAY2
641224.29000000
PA
USD
2418.95000000
0.002516412004
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Variable
0.89286500
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
7994.00000000
0.008316086551
Long
DBT
CORP
BM
Y
3
2023-12-31
Floating
0.01000000
N
N
N
N
N
N
LATAM AIRLINES GROUP SA
549300HX3UUDPEFTG707
Latam Airlines Group SA
51818LAB4
285000.00000000
PA
USD
307160.46000000
0.319536273509
Long
DBT
CORP
CL
N
2
2029-10-15
Fixed
13.37500000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
558000.00000000
PA
USD
498341.60000000
0.518420299925
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
PURPLE RE LTD
N/A
Purple Re Ltd
74639NAA1
250000.00000000
PA
USD
252250.00000000
0.262413414124
Long
DBT
CORP
BM
Y
2
2026-04-24
Floating
17.69853400
N
N
N
N
N
N
SIMPAR EUROPE SA
54930068BSUST41D5C30
Simpar Europe SA
82883PAA2
400000.00000000
PA
USD
312000.00000000
0.324570803595
Long
DBT
CORP
LU
N
2
2031-01-26
Fixed
5.20000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAL2
642182.05000000
PA
USD
642564.92000000
0.668454527071
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
12.66750000
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
658.15000000
0.000684667546
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
250000.00000000
PA
USD
250375.00000000
0.260462868429
Long
DBT
NUSS
N/A
Y
2
2023-12-29
Floating
9.70070000
N
N
N
N
N
N
CARRIAGE PURCHASER INC
N/A
Carriage Purchaser Inc
14445LAA5
1245000.00000000
PA
USD
915913.83000000
0.952816948163
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
Velocity Commercial Capital Lo
N/A
Velocity Commercial Capital Loan Trust 2020-1
92259LAR9
216124.60000000
PA
USD
161347.82000000
0.167848691011
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
4.29000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADB5
25000.00000000
PA
USD
43655.00000000
0.045413905227
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
0.000103332108
Long
DBT
CORP
BM
Y
3
2023-12-31
Floating
0.01000000
N
N
N
N
N
N
Lion Rock Re 2020, 1/31/22
N/A
Lion Rock Re 2020, 1/31/22
000000000
250000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2024-01-31
Floating
0.01000000
N
N
N
N
N
N
Sussex Re 2022, 12/31/2027
N/A
Sussex Re 2022, 12/31/2027
000000000
500000.00000000
PA
USD
35300.00000000
0.036722273611
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
785000.00000000
PA
USD
674315.00000000
0.701483850724
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADW9
4500.00000000
PA
USD
21015.90000000
0.021862652407
Long
DBT
CORP
BM
Y
3
2026-12-01
Floating
5.44853400
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
585000.00000000
PA
USD
508146.27000000
0.528620010249
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
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
16237.15000000
0.016891361614
Long
DBT
CORP
BM
Y
3
2025-07-31
Floating
0.01000000
N
N
N
N
N
N
SCC POWER PLC
529900IYGYC6VSDSDF37
SCC Power PLC
78397YAC6
96604.58884700
PA
USD
11853.38000000
0.012330964974
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
4.00000000
N
N
Y
N
N
N
PHH MORTGAGE CORP
PAOOWF3GUFM46FBSP561
PHH Mortgage Corp
69356NAA2
355000.00000000
PA
USD
306187.50000000
0.318524111941
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.87500000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAK4
445000.00000000
PA
USD
452168.51000000
0.470386848240
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
8.62500000
N
N
N
N
N
N
TAP SA
213800XBTDYWRYHKH878
Transportes Aereos Portugueses SA
000000000
700000.00000000
PA
731232.64000000
0.760694761473
Long
DBT
CORP
PT
N
2
2024-12-02
Fixed
5.62500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBD6
7224364.67000000
PA
USD
188689.57000000
0.196292068477
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.36266400
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
4600000.00000000
PA
USD
4300945.90000000
4.474235471095
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
22547AAD3
275000.00000000
PA
USD
31625.00000000
0.032899204050
Long
DBT
CORP
MX
N
2
2028-01-21
Fixed
8.00000000
Y
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
47350.00000000
0.049257780609
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50216YAD2
399687.50000000
PA
USD
392817.67000000
0.408644701340
Long
LON
CORP
US
N
2
2028-10-15
Floating
9.67412000
N
N
N
N
N
N
PEGASUS HAVA TASIMACILIG
789000B1MW5PQ58A8T03
Pegasus Hava Tasimaciligi AS
705567AA3
1059000.00000000
PA
USD
1061287.44000000
1.104047811686
Long
DBT
CORP
TR
N
2
2026-04-30
Fixed
9.25000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAJ0
100000.00000000
PA
USD
99313.97000000
0.103315432856
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
11.52062000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AB6
515000.00000000
PA
USD
454848.00000000
0.473174297671
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education Inc
57767XAB6
1210000.00000000
PA
USD
996991.60000000
1.037161425607
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
350000.00000000
PA
USD
349796.69000000
0.363890361436
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
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
255725.00000000
0.266028425478
Long
DBT
CORP
BM
Y
2
2026-06-08
Floating
12.94853400
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
0.039958286135
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
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
4889.97000000
0.005086991962
Long
DBT
CORP
BM
Y
3
2024-06-30
Floating
0.01000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KJ24 Mortgage Trust
30312FAG1
568002.48000000
PA
USD
502625.17000000
0.522876459403
Long
ABS-MBS
CORP
US
N
2
2027-10-25
Variable
7.60000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2020-KF74 Mortgage Trust
30313MAC4
141986.73000000
PA
USD
137043.83000000
0.142565468047
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Floating
11.68111000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
915000.00000000
PA
USD
759841.47000000
0.790456270906
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
302.31000000
0.000314490383
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
-28228.66000000
N
N
N
ACU PETROLEO LUXEMBOURG
N/A
Acu Petroleo Luxembourg Sarl
00110RAA5
800019.75000000
PA
USD
721981.58000000
0.751070966671
Long
DBT
CORP
LU
N
2
2032-01-13
Fixed
7.50000000
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
WALTON HEATH RE 2022
N/A
WALTON HEATH RE 2022
000000000
250000.00000000
PA
USD
48002.85000000
0.049936934613
Long
DBT
CORP
BM
Y
3
2027-12-15
Floating
0.01000000
N
N
N
N
N
N
Palisades Center Trust
N/A
Palisades Center Trust 2016-PLSD
69640GAA3
290000.00000000
PA
USD
150800.00000000
0.156875888404
Long
ABS-MBS
CORP
US
N
2
2033-04-13
Fixed
2.71298000
N
N
N
N
N
N
Viribus Re 2022
N/A
Viribus Re 2022
000000000
221888.00000000
PA
USD
8143.29000000
0.008471391600
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AM8
280000.00000000
PA
USD
288035.03000000
0.299640260098
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
9.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AU9
1260000.00000000
PA
USD
1063567.89000000
1.106420143381
Long
DBT
CORP
CA
N
2
2031-06-01
Fixed
8.62500000
N
N
N
N
N
N
Ballybunion Re 2022-2
N/A
Ballybunion Re 2022-2
000000000
250000.00000000
PA
USD
253877.47000000
0.264106456578
Long
DBT
CORP
BM
Y
3
2028-05-31
Floating
0.01000000
N
N
N
N
N
N
GARFUNKELUX HOLDCO 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
400000.00000000
PA
358236.87000000
0.372670605042
Long
DBT
CORP
LU
N
2
2025-11-01
Fixed
7.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-4239.66000000
-0.00441048029
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2517650.76000000
USD
2370000.00000000
EUR
2023-12-18
-4239.66000000
N
N
N
Berwick Re 2022, 12/31/27
N/A
Berwick Re 2022, 12/31/27
000000000
750000.00000000
PA
USD
14459.49000000
0.015042077848
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
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
0.000026007275
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance PLC / Vista Management Holding Inc
92841HAA0
260000.00000000
PA
USD
199204.69000000
0.207230853567
Long
DBT
CORP
N/A
N
2
2028-06-01
Fixed
9.50000000
N
N
N
N
N
N
FLOODSMART RE LTD
549300KK1LNVFW95S875
FloodSmart Re Ltd
33975CAJ4
250000.00000000
PA
USD
246975.00000000
0.256925878903
Long
DBT
CORP
BM
Y
2
2025-02-25
Floating
17.27853400
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
130395.59000000
0.135649363562
Long
DBT
CORP
BM
Y
3
2024-06-30
Floating
0.01000000
N
N
N
N
N
N
Capital Funding Mortgage Trust
N/A
Capital Funding Mortgage Trust 2020-9
14020FAB9
504631.99000000
PA
USD
500099.39000000
0.520248913107
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Floating
20.21500000
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
81560046335277E43118
Lottomatica SpA/Roma
000000000
310000.00000000
PA
332755.35000000
0.346162408173
Long
DBT
CORP
IT
N
2
2028-06-01
Fixed
7.12500000
N
N
N
N
N
N
DANAOS CORP
734IM3DNDNT36T7YTD24
Danaos Corp
23585WAA2
655000.00000000
PA
USD
650998.34000000
0.677227738310
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.50000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
865000.00000000
PA
USD
787089.45000000
0.818802100280
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAF6
85000.00000000
PA
USD
82154.58000000
0.085464673235
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2021-KG05 Mortgage Trust
30318WAL7
1000000.00000000
PA
USD
4760.70000000
0.004952513540
Long
ABS-MBS
CORP
US
N
2
2031-01-25
Fixed
0.10000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBE3
21019610.45000000
PA
USD
162908.29000000
0.169472033966
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
0.63531600
N
N
N
N
N
N
MYSTIC RE IV LTD
N/A
Mystic Re IV Ltd
62865LAB3
250000.00000000
PA
USD
242125.00000000
0.251880467373
Long
DBT
CORP
BM
Y
2
2025-01-08
Floating
11.57853400
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
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
100000.00000000
PA
USD
97239.27000000
0.101157141041
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
1175000.00000000
PA
USD
1024357.26000000
1.065629676431
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd
14366RAA7
120000.00000000
PA
USD
127945.70000000
0.133100764953
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
PROFRAC HOLDINGS II LLC
N/A
ProFrac Holdings II LLC
000000000
415774.56330000
PA
USD
417853.44000000
0.434689188479
Long
LON
CORP
US
N
2
2025-03-04
Floating
12.92590000
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
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
EUR CALL VERSUS USD PUT
000000000
-1350000.00000000
NC
-240.76000000
-0.00025046047
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
28290.21000000
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453Q201
500.00000000
NS
USD
502049.05000000
0.522277126931
Long
EP
CORP
US
N
2
N
N
N
INTL DESIGN GROUP
815600907387ED411436
International Design Group SPA
000000000
930000.00000000
PA
934831.35000000
0.972496674664
Long
DBT
CORP
IT
N
2
2025-11-15
Fixed
6.50000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
31935HAD9
698209.71870000
PA
USD
690063.71000000
0.717867092584
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.88109000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
000000000
580000.00000000
PA
608475.43000000
0.632991536163
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.62500000
N
N
N
N
N
N
BERWICK RE 2023
N/A
BERWICK RE 2023
000000000
1000000.00000000
PA
USD
1110000.00000000
1.154723051251
Long
DBT
CORP
BM
Y
2
2028-12-31
Floating
0.01000000
N
N
N
N
N
N
ATLAS CAPITAL DAC
635400CBPJFGGWD2AH20
Atlas Capital DAC
049207AA1
250000.00000000
PA
USD
252700.00000000
0.262881545091
Long
DBT
CORP
IE
Y
2
2026-06-05
Floating
12.56000000
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
530643.00000000
0.552023156833
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.75000000
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
3
2027-05-15
None
0.00000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
1195000.00000000
PA
USD
903152.32000000
0.939541263689
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
765000.00000000
PA
USD
650834.61000000
0.677057411458
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
358648AA1
1310000.00000000
PA
USD
1061855.69000000
1.104638957068
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
596923.91000000
0.620974593441
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.62500000
N
N
N
N
N
N
MERION RE 2023-1
N/A
MERION RE 2023-1
000000000
500000.00000000
PA
USD
522000.00000000
0.543031921399
Long
DBT
CORP
BM
Y
3
2028-12-31
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
0.130036379645
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
CAPE LOOKOUT RE LTD
N/A
Cape Lookout Re Ltd
13947LAD4
250000.00000000
PA
USD
243750.00000000
0.253570940308
Long
DBT
CORP
BM
Y
2
2025-03-28
Floating
10.79853400
N
N
N
N
N
N
EDEN RE II LTD
549300LKX8PCP3SC3F42
Eden Re II Ltd
27954QAH4
70000.00000000
PA
USD
26600.00000000
0.027671741588
Long
DBT
CORP
BM
Y
3
2024-03-22
None
0.00000000
N
N
N
N
N
N
RESIDENTIAL RE 2022 LTD
N/A
Residential Reinsurance 2022 Ltd
76119YAG8
375000.00000000
PA
USD
378375.00000000
0.393620121186
Long
DBT
CORP
KY
N
2
2026-12-06
Floating
12.44853400
N
N
N
N
N
N
TERVITA CORP
N/A
Tervita Corp
88159EAA1
367000.00000000
PA
USD
381668.93000000
0.397046767042
Long
DBT
CORP
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
WHITE HERON RE 2023
N/A
WHITE HERON RE 2023
000000000
500000.00000000
PA
USD
502500.00000000
0.522746246174
Long
DBT
CORP
BM
Y
3
2029-05-31
Floating
0.01000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C24
46643GAG5
6691699.26000000
PA
USD
27998.07000000
0.029126141278
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
0.84443200
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
607000.00000000
PA
USD
330268.88000000
0.343575755718
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
ARAGVI FINANCE INTL
635400VKAYT1VT6VBF50
Aragvi Finance International DAC
03851RAB0
555000.00000000
PA
USD
376079.10000000
0.391231716994
Long
DBT
CORP
IE
N
2
2026-04-29
Fixed
8.45000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369AEG3
500000.00000000
PA
USD
620350.00000000
0.645344544904
Long
DBT
CORP
BM
Y
2
2027-12-01
None
0.00000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAN0
315000.00000000
PA
USD
323483.17000000
0.336516642424
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
800000.00000000
PA
USD
572400.00000000
0.595462589672
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
FINANCIERE MENDEL SASU
969500FG3VYTO80D0A13
FINANCIERE MENDEL SASU
000000000
405000.00000000
PA
USD
405506.25000000
0.421844517388
Long
LON
CORP
FR
N
2
2030-11-30
Floating
0.00000000
N
N
N
N
N
N
Multifamily Structured Credit
N/A
Freddie Mac Multifamily Structured Credit Risk
35563FAC5
750000.00000000
PA
USD
744175.05000000
0.774158634595
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Floating
13.07062000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564ACC3
640000.00000000
PA
USD
737151.04000000
0.766851619947
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
15.93510000
N
N
N
N
N
N
EDEN RE II LTD
549300LKX8PCP3SC3F42
Eden Re II Ltd
27955HAB6
49927.00000000
PA
USD
7514.01000000
0.007816757256
Long
DBT
CORP
BM
Y
3
2025-03-21
None
0.00000000
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
0.102208594401
Long
DBT
CORP
BM
Y
3
2024-12-31
Floating
0.01000000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAK7
250000.00000000
PA
USD
252250.00000000
0.262413414124
Long
DBT
CORP
BM
N
2
2026-01-08
Floating
13.69853400
N
N
N
N
N
N
PANGAEA RE 2023-1
N/A
PANGAEA RE 2023-1
000000000
1000000.00000000
PA
USD
1190000.00000000
1.237946334224
Long
DBT
CORP
BM
Y
3
2028-12-31
Floating
0.01000000
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
224000.00000000
0.233025192324
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
4.16727900
N
N
N
N
N
N
FOUR LAKES RE LTD
549300MG4RRU6DT7MN54
Four Lakes Re Ltd
35087TAA6
250000.00000000
PA
USD
246750.00000000
0.256691813420
Long
DBT
CORP
BM
Y
2
2024-01-05
Floating
12.74853400
N
N
N
N
N
N
PETROQUEST ENERGY INC
N/A
PETROQUEST ENERGY INC
000000000
2189.00000000
NS
USD
110.54000000
0.000114993771
Long
EC
CORP
US
N
2
N
N
N
Freddie Mac - STACR
549300KB1O80CETXGJ21
Freddie Mac STACR Trust 2019-DNA3
35564TBE9
545000.00000000
PA
USD
603095.47000000
0.627394811994
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Floating
13.58510000
N
N
N
N
N
N
ISOSCELES RE 2023-A CLASS D
N/A
ISOSCELES RE 2023-A CLASS D
000000000
375000.00000000
PA
USD
374362.50000000
0.389445953400
Long
DBT
CORP
BM
Y
3
2029-04-30
Floating
0.01000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAB1
230000.00000000
PA
USD
169183.40000000
0.175999974656
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
GATEWAY RE LTD
549300ZYFWQV9RCIN520
Gateway Re Ltd
36779CAC0
250000.00000000
PA
USD
263925.00000000
0.274558811983
Long
DBT
CORP
BM
Y
2
2026-02-24
Floating
18.44853400
N
N
N
N
N
N
LIGHTNING RE SERIES 2023
N/A
Lightning Re Series 2023-1
532242AA2
250000.00000000
PA
USD
262200.00000000
0.272764309944
Long
DBT
CORP
US
Y
2
2026-03-31
Floating
16.44853400
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
500000.00000000
PA
USD
206325.00000000
0.214638048242
Long
DBT
NUSS
GH
N
2
2049-06-16
Fixed
8.62700000
Y
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
6494.08000000
0.006755733218
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
SECTOR RE V LTD
549300QS6XPZQHTCEJ97
Sector Re V Ltd
81369ADV1
15000.00000000
PA
USD
70053.00000000
0.072875508026
Long
DBT
CORP
BM
Y
3
2026-12-01
Floating
5.44853400
N
N
N
N
N
N
Merion Re 2022-2
N/A
Merion Re 2022-2
000000000
363953.00000000
PA
USD
345068.03000000
0.358971178820
Long
DBT
CORP
BM
Y
3
2027-12-31
Floating
0.01000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
145000.00000000
PA
USD
108997.95000000
0.113389590454
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
BORR IHC LTD / BORR FIN
N/A
Borr IHC Ltd / Borr Finance LLC
100018AB6
240000.00000000
PA
USD
237960.00000000
0.247547655203
Long
DBT
CORP
N/A
N
2
2030-11-15
Fixed
10.37500000
N
N
N
N
N
N
SEADRILL FINANCE LTD
213800WMN3OHFUDHD642
Seadrill Finance Ltd
81172QAA2
455000.00000000
PA
USD
455145.60000000
0.473483888284
Long
DBT
CORP
BM
N
2
2030-08-01
Fixed
8.37500000
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