NPORT-P false 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 2024-04-30 N 147635205.65 43410981.69 104224223.96 0.00000000 0.00000000 41325000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 961095.80000000 0.00000000 0.00000000 1532261.19000000 EUR USD N OLIN CORP 549300GKK294V7W57P06 680665AM8 280000.00000000 PA USD 287880.32000000 0.276212485986 Long DBT CORP US N 2 2025-06-01 Fixed 9.50000000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27955KAB9 80000.00000000 PA USD 16253.60000000 0.015594839071 Long DBT CORP BM Y 3 2026-03-20 None 0.00000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KSQ3 280000.00000000 PA USD 309993.77000000 0.297429674428 Long ABS-MBS CORP US N 2 2042-02-25 Floating 13.83002000 N N N N N N GARFUNKELUX HOLDCO 3 SA 2221007QVSNJV7EWBX69 000000000 400000.00000000 PA 348360.55000000 0.334241442885 Long DBT CORP LU N 2 2025-11-01 Fixed 7.75000000 N N N N N N SCIL IV LLC / SCIL USA H N/A 000000000 420000.00000000 PA 485157.66000000 0.465494144802 Long DBT CORP US N 2 2028-07-15 Fixed 9.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163ABT9 1000000.00000000 PA USD 885095.90000000 0.849222825913 Long ABS-MBS CORP US N 2 2053-07-15 Variable 4.53477300 N N N N N N FREMF Mortgage Trust N/A 30318WAN3 1000000.00000000 PA USD 527109.00000000 0.505745190486 Long ABS-MBS CORP US N 2 2031-01-25 None 0.00000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 230000.00000000 PA USD 198375.00000000 0.190334830486 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N INTEGRITY RE LTD N/A 45833UAH4 250000.00000000 PA USD 256100.00000000 0.245720227284 Long DBT CORP BM Y 2 2025-06-06 Floating 17.39305400 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AM7 271000.00000000 PA USD 268188.27000000 0.257318557826 Long DBT CORP CA N 2 2029-01-15 Fixed 6.87500000 N N N N N N Gleneagles Re 2022 N/A 000000000 250000.00000000 PA USD 118836.23000000 0.114019779169 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Oakmont Re 2020, 4/30/24 N/A 000000000 1015734.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2027-03-31 Floating 0.01000000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 835898AH0 558000.00000000 PA USD 520013.03000000 0.498936821251 Long DBT CORP US N 2 2027-10-15 Fixed 7.37500000 N N N N N N SOLOMON RE LTD N/A 83427GAA3 250000.00000000 PA USD 256275.00000000 0.245888134507 Long DBT CORP BM Y 2 2026-06-08 Floating 10.64305400 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAC0 535000.00000000 PA USD 453607.34000000 0.435222564165 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N YAPI VE KREDI BANKASI AS B85ZYWEZ5IZCZ2WNIO12 984848AS0 490000.00000000 PA USD 488334.00000000 0.468541747250 Long DBT CORP TR N 2 N/A Fixed 9.74300000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAC6 510000.00000000 PA USD 498121.90000000 0.477932942145 Long DBT CORP US N 2 2028-06-01 Fixed 7.12500000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 591555AF4 613000.00000000 PA USD 398450.00000000 0.382300759709 Long DBT CORP NL N 2 2029-10-17 Fixed 7.75000000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 87817JAG3 149633.28290000 PA USD 131789.51000000 0.126448060722 Long LON CORP US N 2 2027-03-02 Floating 10.57946062 N N N N N N CEMIG GERACAO E TRANSM 529900ZT0AVI5W1VFB58 12517MAA0 200000.00000000 PA USD 200553.20000000 0.192424747702 Long DBT CORP BR N 2 2024-12-05 Fixed 9.25000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682695AA9 985000.00000000 PA USD 1032644.56000000 0.990791315842 Long DBT CORP US N 2 2029-01-15 Fixed 9.00000000 N N N N N N SUTTER RE LTD N/A 86944RAF5 250000.00000000 PA USD 254125.00000000 0.243825274340 Long DBT CORP BM Y 2 2026-06-19 Floating 15.14305400 N N N N N N VERSCEND ESCROW CORP N/A 92535WAA8 411000.00000000 PA USD 411000.00000000 0.394342106262 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N Lorenz Re 2019, 6/30/22 N/A 000000000 498977.00000000 PA USD 4640.49000000 0.004452410220 Long DBT CORP BM Y 3 2024-06-30 Floating 0.01000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AF3 405000.00000000 PA USD 394401.96000000 0.378416787398 Long DBT CORP US N 2 2027-05-01 Fixed 7.75000000 N N N N N N RAIN CARBON INC 25490038N6JQH7QXUK52 75079LAB7 920000.00000000 PA USD 958080.68000000 0.919249521462 Long DBT CORP US N 2 2029-09-01 Fixed 12.25000000 N N N N N N GAMBOGE RE 2023 N/A 000000000 500000.00000000 PA USD 524400.00000000 0.503145986677 Long DBT CORP BM Y 3 2029-03-31 Floating 0.01000000 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 33975CAJ4 250000.00000000 PA USD 243125.00000000 0.233271106046 Long DBT CORP BM Y 2 2025-02-25 Floating 17.22305400 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAN0 315000.00000000 PA USD 340679.23000000 0.326871447976 Long DBT CORP US N 2 2029-11-30 Fixed 9.37500000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAG9 197000.00000000 PA USD 195441.44000000 0.187520168128 Long DBT CORP US N 2 2027-08-01 Fixed 7.00000000 N N N N N N SERVICE LOGIC ACQUISITIO 25490008CFAWEVHSQF88 81759AAC4 498714.63240000 PA USD 500584.81000000 0.480296030020 Long LON CORP US N 2 2027-10-29 Floating 9.59069530 N N N N N N Harambee Re 2019, 12/31/22 N/A 000000000 1000000.00000000 PA USD 1900.00000000 0.001822992705 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAC0 250000.00000000 PA USD 265750.00000000 0.254979111287 Long DBT CORP BM Y 2 2026-02-24 Floating 18.39305400 N N N N N N PURPLE RE LTD N/A 74639NAC7 250000.00000000 PA USD 249750.00000000 0.239627593769 Long DBT CORP BM Y 2 2027-06-07 Floating 7.39305400 N N N N N N AUNA SA 549300C3XBVL3X4TME11 05151AAA1 800800.00000000 PA USD 820461.24000000 0.787207818707 Long DBT CORP PE N 2 2029-12-15 Fixed 10.00000000 N N N N N N AQUILA RE LTD 2023-1 N/A 03843AAB8 250000.00000000 PA USD 254750.00000000 0.244424942993 Long DBT CORP BM Y 2 2026-06-08 Floating 12.89305400 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAJ0 250000.00000000 PA USD 234675.00000000 0.225163585857 Long DBT CORP BM Y 2 2025-03-16 Floating 11.17305400 N N N N N N ATLAS CAPITAL DAC 635400CBPJFGGWD2AH20 049207AA1 250000.00000000 PA USD 259575.00000000 0.249054384995 Long DBT CORP IE Y 2 2026-06-05 Floating 12.58813300 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 97360BAD7 310939.45310000 PA USD 314016.51000000 0.301289372152 Long LON CORP US N 2 2030-08-01 Floating 9.31882000 N N N N N N Dartmouth Re 2021, 12/31/24 N/A 000000000 100000.00000000 PA USD 30991.11000000 0.029735035505 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AM5 845000.00000000 PA USD 860916.42000000 0.826023343988 Long DBT CORP US N 2 2030-03-15 Fixed 7.62500000 N N N N N N M6 ETX HOLDINGS II MIDCO N/A 55285DAB7 149242.21210000 PA USD 149673.67000000 0.143607372943 Long LON CORP US N 2 2029-09-19 Floating 9.91573000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 505000.00000000 PA USD 454624.74000000 0.436198728785 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N BPR Trust N/A 05591VAJ4 500000.00000000 PA USD 480206.65000000 0.460743800005 Long ABS-MBS CORP US N 2 2038-06-15 Floating 12.18548000 N N N N N N PINE VALLEY RE 2024 N/A 000000000 250000.00000000 PA USD 217660.00000000 0.208838206445 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N RESIDENTIAL RE 21 LTD N/A 76114NAE2 500000.00000000 PA USD 470800.00000000 0.451718402989 Long DBT CORP KY Y 2 2025-12-06 Floating 17.37305400 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAE8 250000.00000000 PA USD 253550.00000000 0.243273579179 Long DBT CORP BM Y 2 2027-01-07 Floating 11.14305400 N N N N N N NCL FINANCE LTD N/A 62888HAA7 170000.00000000 PA USD 165882.40000000 0.159159160603 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAA8 521000.00000000 PA USD 519733.81000000 0.498668918081 Long DBT CORP US N 2 2027-04-01 Fixed 6.87500000 N N N N N N FIBER BIDCO SPA 81560079496BA27EC472 000000000 425000.00000000 PA 488710.90000000 0.468903371434 Long DBT CORP IT N 2 2027-10-25 Fixed 11.00000000 N N N N N N SUMMER (BC) BIDC 213800CCW2O2WZ7YV169 865632AA1 400000.00000000 PA USD 382019.44000000 0.366536132853 Long DBT CORP US N 2 2026-10-31 Fixed 5.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BW1 750000.00000000 PA USD 236865.00000000 0.227264824817 Long DBT NUSS UA N 2 2026-02-01 Variable 8.99400000 Y Y N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369AEM0 500000.00000000 PA USD 555131.34000000 0.532631780701 Long DBT CORP BM Y 3 2028-12-01 None 0.00000000 N N N N N N INDIABULLS HOUSING FIN 335800A2A3G53ZQZTQ21 000000000 1475000.00000000 PA USD 1427523.44000000 1.369665693599 Long DBT CORP IN N 2 2027-07-03 Fixed 9.70000000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 577092AQ2 500000.00000000 PA USD 486050.00000000 0.466350318124 Long DBT CORP BM Y 2 2025-03-24 Floating 13.08025900 N N N N N N PANGAEA RE 2024-1 N/A 000000000 500000.00000000 PA USD 522551.27000000 0.501372185990 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 370000.00000000 PA USD 393728.65000000 0.377770766756 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N DANAOS CORP 734IM3DNDNT36T7YTD24 23585WAA2 655000.00000000 PA USD 660778.41000000 0.633996958570 Long DBT CORP US N 2 2028-03-01 Fixed 8.50000000 N N N N N N CD Commercial Mortgage Trust N/A 12514MBD6 7010720.82000000 PA USD 140268.40000000 0.134583299995 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.49453500 N N N N N N TOTAL PLAY TELECOM 4469000001BSAPAMOQ06 89157FAC4 850000.00000000 PA USD 453747.85000000 0.435357379273 Long DBT CORP MX N 2 2028-09-20 Fixed 6.37500000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KNE5 200000.00000000 PA USD 217133.92000000 0.208333448549 Long ABS-MBS CORP US N 2 2041-11-25 Floating 13.13002000 N N N N N N NATEL ENGINEERING CO INC N/A 63229BAD0 121639.19710000 PA USD 107042.49000000 0.102704041280 Long LON CORP US N 2 2026-04-30 Floating 11.69330000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 607000.00000000 PA USD 215479.42000000 0.206746005691 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -12900.98000000 -0.01237810127 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -4890000.00000000 EUR 5225811.95000000 USD 2024-07-26 -12900.98000000 N N N FUGUE FINANCE LLC 254900Y4DWBRGAFENC88 000000000 99248.12020000 PA USD 99736.62000000 0.095694279324 Long LON CORP US N 2 2028-01-26 Floating 9.34316000 N N N N N N GRUPO POSADAS SAB CV 529900NRFIXN5G8NUX35 400489AL4 800000.00000000 PA USD 735000.00000000 0.705210336017 Long DBT CORP MX N 2 2027-12-30 Variable 7.00000000 N N N N N N ECCLESTON RE 2023 N/A 000000000 500000.00000000 PA USD 52959.68000000 0.050813215956 Long DBT CORP BM Y 3 2028-11-30 Floating 0.01000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 956821.00000000 PA USD 905125.90000000 0.868441006907 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N N N N N STABILITAS RE LTD N/A 85237TAA0 250000.00000000 PA USD 259800.00000000 0.249270265710 Long DBT CORP BM Y 2 2026-06-05 Floating 13.89305400 N N N N N N DIGICEL INTL FIN LTD Common Equity N/A 000000000 16729.30423500 NS USD 50187.91000000 0.048153786224 Long EC CORP US N 3 N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAK7 250000.00000000 PA USD 254200.00000000 0.243897234579 Long DBT CORP BM N 2 2026-01-08 Floating 13.64305400 N N N N N N DS PARENT INC 254900EH8GRZUGRWRH57 000000000 385000.00000000 PA USD 382593.75000000 0.367087165980 Long LON CORP US N 2 2031-01-31 Floating 10.79823000 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TBE9 545000.00000000 PA USD 625491.05000000 0.600139800743 Long ABS-MBS CORP US N 2 2049-07-25 Floating 13.59450000 N N N N N N PHH MORTGAGE CORP PAOOWF3GUFM46FBSP561 69356NAA2 355000.00000000 PA USD 339617.03000000 0.325852299106 Long DBT CORP US N 2 2026-03-15 Fixed 7.87500000 N N N N N N TMS INTERNATIONAL CORP 549300L4K0F1YF8WKF23 87261QAC7 870000.00000000 PA USD 801760.25000000 0.769264782731 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAC2 685000.00000000 PA USD 679995.80000000 0.652435464773 Long DBT CORP MX N 2 N/A Fixed 8.37500000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369AEG3 1179.00000000 PA USD 48294.07000000 0.046336703853 Long DBT CORP BM Y 3 2027-12-01 None 0.00000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBT1 885000.00000000 PA USD 876486.30000000 0.840962174337 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N N WATCO COS LLC/FINANCE CO N/A 941130AB2 575000.00000000 PA USD 566885.60000000 0.543909638720 Long DBT CORP US N 2 2027-06-15 Fixed 6.50000000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KKL2 450000.00000000 PA USD 470679.17000000 0.451602470247 Long ABS-MBS CORP US N 2 2041-09-25 Floating 11.58002000 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 33975CAP0 500000.00000000 PA USD 499750.00000000 0.479495054999 Long DBT CORP BM Y 2 2027-03-12 Floating 19.39305400 N N N N N N Harambee Re 2020, 12/31/23 N/A 000000000 500000.00000000 PA USD 11400.00000000 0.010937956232 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N COMM Mortgage Trust N/A 12593FBE3 19732575.16000000 PA USD 89013.65000000 0.085405912961 Long ABS-MBS CORP US N 2 2048-07-10 Variable 0.76274300 N N N N N N CD&R FIREFLY BIDCO LTD 213800OAU5VX61DYZ558 000000000 555000.00000000 PA 689894.05000000 0.661932537165 Long DBT CORP GB N 2 2029-04-30 Fixed 8.62500000 N N N N N N FREMF Mortgage Trust N/A 302696AA7 212173.51000000 PA USD 199467.14000000 0.191382705882 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 14.43688000 N N N N N N WINDSTREAM ESCROW LLC N/A 97382WAA1 875000.00000000 PA USD 843095.14000000 0.808924363230 Long DBT CORP US N 2 2028-08-15 Fixed 7.75000000 N N N N N N Woburn Re 2019, 12/31/22 N/A 000000000 499829.00000000 PA USD 68802.06000000 0.066013501838 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N ACC Auto Trust N/A 00085YAD5 500000.00000000 PA USD 483894.10000000 0.464281797085 Long ABS-O CORP US N 2 2029-03-15 Fixed 10.07000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AJ9 250000.00000000 PA USD 256025.00000000 0.245648267046 Long DBT CORP BM Y 2 2026-06-07 Floating 13.89305400 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CJ2 955000.00000000 PA USD 737782.98000000 0.707880521406 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N MYSTIC RE IV LTD N/A 62865LAC1 500000.00000000 PA USD 486850.00000000 0.467117894000 Long DBT CORP BM Y 2 2025-01-08 Floating 17.08305400 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CJ8 635000.00000000 PA USD 616088.91000000 0.591118730935 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N HTL Commercial Mortgage Trust N/A 404300AL9 1000000.00000000 PA USD 994181.00000000 0.953886689894 Long ABS-MBS CORP US N 2 2039-05-10 Variable 11.92697000 N N N N N N Alturas Re 2020-3, 9/30/24 N/A 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 Global Mortgage Securitization N/A 378961AF3 17956.17000000 PA USD 7901.60000000 0.007581346926 Long ABS-MBS CORP KY N 2 2032-11-25 Fixed 5.25000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAK1 850000.00000000 PA USD 872196.05000000 0.836845808834 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92841HAA0 260000.00000000 PA USD 232826.20000000 0.223389718007 Long DBT CORP N/A N 2 2028-06-01 Fixed 9.50000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 465965AC5 440000.00000000 PA USD 449578.36000000 0.431356879349 Long DBT CORP US N 2 2031-12-15 Fixed 8.75000000 N N N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 55292WAA8 1288268.21000000 PA USD 1116139.47000000 1.070902164192 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N ABRA GLOBAL FINANCE N/A 000852AB9 2137472.12000000 PA USD 1935009.91000000 1.856583658269 Long DBT CORP KY N 2 2028-03-02 Fixed 11.50000000 N N Y N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAF5 250000.00000000 PA USD 248700.00000000 0.238620150432 Long DBT CORP BM Y 2 2027-01-07 Floating 14.89305400 N N N N N N Lion Rock Re 2021, 12/31/24 N/A 000000000 250000.00000000 PA USD 11000.00000000 0.010554168294 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N BANTRY RE 2024 N/A 000000000 1000000.00000000 PA USD 1053728.45000000 1.011020672511 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 200000.00000000 PA USD 206635.00000000 0.198260051405 Long DBT CORP CA N 2 2029-03-01 Fixed 9.37500000 N N N N N N ARAGVI FINANCE INTL 635400VKAYT1VT6VBF50 03851RAB0 555000.00000000 PA USD 449328.00000000 0.431116666479 Long DBT CORP IE N 2 2026-04-29 Fixed 8.45000000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAE2 250000.00000000 PA USD 256000.00000000 0.245624280299 Long DBT CORP BM Y 2 2026-04-28 Floating 13.81305400 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 344000.00000000 PA USD 297896.57000000 0.285822775820 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 295000.00000000 PA USD 296024.24000000 0.284026331645 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Grupo Aeromexico SAB de CV N/A 000000000 24166.00000000 NS 416150.49000000 0.399283846104 Long EC CORP MX N 2 N N N BANCO GNB SUDAMERIS SA 549300SO7QUETMQD9D84 059593AE3 1135000.00000000 PA USD 1018508.48000000 0.977228173357 Long DBT CORP CO N 2 2031-04-16 Fixed 7.50000000 N N N N N N KENDALL RE LTD N/A 48878QAE0 250000.00000000 PA USD 249989.08000000 0.239856983819 Long DBT CORP BM Y 2 2027-04-30 Floating 13.14305400 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -43796.59000000 -0.04202150741 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2579223.13000000 USD 2370000.00000000 EUR 2024-06-27 -43796.59000000 N N N KILIMANJARO III RE LTD 254900T37LD5YQ545V53 49407PAH3 250000.00000000 PA USD 244525.00000000 0.234614363829 Long DBT CORP BM Y 2 2026-04-20 Floating 17.75305400 N N N N N N HERCULES LLC N/A 427056BC9 1900000.00000000 PA USD 1928274.93000000 1.850121648053 Long DBT CORP US N 2 2029-06-30 Fixed 6.50000000 N N N N N Ashland Inc USD XXXX N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 245000.00000000 PA USD 248875.66000000 0.238788690905 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327TAA9 410000.00000000 PA USD 425346.21000000 0.408106862146 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAD3 980000.00000000 PA USD 961021.61000000 0.922071255113 Long DBT CORP US N 2 2029-05-15 Fixed 9.75000000 N N N N N N RESIDENTIAL RE 2022 LTD N/A 76119YAG8 375000.00000000 PA USD 377550.00000000 0.362247839950 Long DBT CORP KY N 2 2026-12-06 Floating 13.08305400 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 836000.00000000 PA USD 332059.20000000 0.318600789128 Long DBT CORP LU N 2 2024-11-26 Fixed 6.87500000 Y N N N N N Multifamily Structured Credit N/A 35563FAC5 750000.00000000 PA USD 769150.80000000 0.737976998797 Long ABS-MBS CORP US N 2 2051-01-25 Floating 13.08002000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAL3 473000.00000000 PA USD 418172.30000000 0.401223711831 Long DBT CORP CA N 2 2029-06-01 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 30311XAC2 1000000.00000000 PA USD 957860.00000000 0.919037785656 Long ABS-MBS USGSE US N 2 2029-08-25 Floating 12.33688000 N N N N N N Torricelli Re 2021, 7/31/25 N/A 000000000 375860.00000000 PA USD 5939.55000000 0.005698819117 Long DBT CORP BM Y 3 2025-07-31 Floating 0.01000000 N N N N N N CARNOUSTIE RE 2023 N/A 000000000 226387.00000000 PA USD 16952.51000000 0.016265422140 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N BERWICK RE 2024 N/A 000000000 1000000.00000000 PA USD 1039045.14000000 0.996932479342 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 300000.00000000 PA USD 266527.49000000 0.255725089497 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N GULLANE RE 2023 N/A 000000000 1000000.00000000 PA USD 27615.86000000 0.026496584911 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N GULLANE RE 2024 N/A 000000000 1000000.00000000 PA USD 1050115.56000000 1.007554213503 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N Desarrolladora Homex SAB de CV N/A 000000000 89094.00000000 NS 62.41000000 0.000059880513 Long EC CORP MX N 1 N N N SOVCOMBANK (SOVCOM CAPT) 635400EQFFCXMNLYU680 84605LAD8 865000.00000000 PA USD 31248.13000000 0.029981638445 Long DBT CORP IE N 2 N/A Fixed 7.60000000 Y N N N N N GENERATION BRIDGE NORTHE 254900T9J93GNTVC6J73 000000000 303171.96320000 PA USD 305066.79000000 0.292702385692 Long LON CORP US N 2 2029-08-22 Floating 8.81573000 N N N N N N GS Mortgage Securities Trust N/A 36253GAG7 3314480.91000000 PA USD 173.68000000 0.000166640722 Long ABS-MBS CORP US N 2 2047-09-10 Variable 0.79684900 N N N N N N FINANCIERE MENDEL SASU 969500FG3VYTO80D0A13 000000000 405000.00000000 PA USD 408163.86000000 0.391620915456 Long LON CORP FR N 2 2030-11-11 Floating 9.56426000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCJ7 1000000.00000000 PA USD 1018168.90000000 0.976902356587 Long ABS-O CORP US N 2 2029-02-26 Fixed 9.81200000 N N N N N N ISOSCELES RE 2023-A CLASS D N/A 000000000 375000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2029-04-30 Floating 0.01000000 N N N N N N PEGASUS HAVA TASIMACILIG 789000B1MW5PQ58A8T03 705567AA3 1059000.00000000 PA USD 1081450.80000000 1.037619431366 Long DBT CORP TR N 2 2026-04-30 Fixed 9.25000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 200000.00000000 PA USD 150572.45000000 0.144469725251 Long DBT CORP FR N 2 2027-02-01 Fixed 8.12500000 N N N N N N FREMF Mortgage Trust N/A 30318WAJ2 12330470.87000000 PA USD 59289.84000000 0.056886813590 Long ABS-MBS CORP US N 2 2031-01-25 Fixed 0.10000000 N N N N N N INTEGRITY RE LTD N/A 45833UAF8 250000.00000000 PA USD 175000.00000000 0.167907222861 Long DBT CORP BM N 2 2025-06-06 Floating 12.46305400 N N N N N N LOTTOMATICA SPA/ROMA 81560046335277E43118 000000000 310000.00000000 PA 347787.14000000 0.333691273281 Long DBT CORP IT N 2 2028-06-01 Fixed 7.12500000 N N N N N N THOPAS RE 2024 N/A 000000000 766025.00000000 PA USD 817655.09000000 0.784515402401 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N FREMF Mortgage Trust N/A 30313MAC4 111356.22000000 PA USD 101161.94000000 0.097061830883 Long ABS-MBS USGSE US N 2 2027-01-25 Floating 11.68688000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 21925DAA7 464000.00000000 PA USD 391514.38000000 0.375646241463 Long DBT CORP US N 2 2029-01-15 Fixed 6.12500000 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 33975CAM7 250000.00000000 PA USD 250400.00000000 0.240251249168 Long DBT CORP BM Y 2 2026-03-11 Floating 21.64305400 N N N N N N CITRUS RE LTD 549300VWWT5SE805NK88 177510AM6 250000.00000000 PA USD 258175.00000000 0.247711127212 Long DBT CORP BM Y 2 2026-06-07 Floating 14.39305400 N N N N N N FITNESS & SPORTS CLUBS LLC N/A 33818XAM2 541702.96000000 PA USD 536285.93000000 0.514550178090 Long LON CORP US N 2 2029-02-12 Floating 10.57946558 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAK4 445000.00000000 PA USD 470825.13000000 0.451742514466 Long DBT CORP US N 2 2030-06-01 Fixed 8.62500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AF0 350000.00000000 PA USD 344490.44000000 0.330528189043 Long DBT CORP NL N 2 N/A Fixed 6.50000000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AB6 515000.00000000 PA USD 488295.72000000 0.468505018744 Long DBT CORP BM N 2 2028-01-15 Fixed 7.50000000 N N N N N N Sussex Re 2022, 12/31/2027 N/A 000000000 500000.00000000 PA USD 13750.00000000 0.013192710367 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N QUEEN STREET 2023 RE DAC 635400VHHVVMXL5BJI05 747977AA4 500000.00000000 PA USD 515800.00000000 0.494894546010 Long DBT CORP IE Y 2 2025-12-08 Floating 12.87875300 N N N N N N SEADRILL FINANCE LTD 213800WMN3OHFUDHD642 81172QAA2 455000.00000000 PA USD 474005.81000000 0.454794281012 Long DBT CORP BM N 2 2030-08-01 Fixed 8.37500000 N N N N N N MYT HOLDING LLC N/A 55406N202 50188.00000000 NS USD 8782.90000000 0.008426927700 Long EP CORP US N 2 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 575000.00000000 PA USD 590072.11000000 0.566156395874 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N STRATHCONA RESOURCES 549300YNIUISTSZMLF56 86304TAA6 860000.00000000 PA USD 851685.30000000 0.817166362713 Long DBT CORP CA N 2 2026-08-01 Fixed 6.87500000 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAS3 405992.47820000 PA USD 365055.04000000 0.350259302616 Long LON CORP US N 2 2028-06-28 Floating 10.43021000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE 5493002KQF9IH3CTQZ40 62548QAD3 740161.29000000 PA USD 729062.94000000 0.699513905980 Long ABS-MBS CORP US N 2 2050-03-25 Floating 9.19450000 N N N N N N PURPLE RE LTD N/A 74639NAA1 250000.00000000 PA USD 257500.00000000 0.247063485067 Long DBT CORP BM Y 2 2026-04-24 Floating 17.64305400 N N N N N N FIRST BRANDS GROUP LLC N/A 31935HAD9 694629.15610000 PA USD 666670.33000000 0.639650078139 Long LON CORP US N 2 2027-03-30 Floating 10.59111000 N N N N N N Freddie Mac - STACR 549300YG8OJES76WL398 35564ACC3 640000.00000000 PA USD 788124.61000000 0.756181797335 Long ABS-MBS CORP US N 2 2047-02-25 Floating 15.94450000 N N N N N N PT Bakrie & Brothers TBK N/A 000000000 812959000.00000000 PA 4999.75000000 0.004797109357 Long DBT CORP ID N 2 2024-12-31 None 0.00000000 N N N N N N TORRICELLI RE 2022 N/A 000000000 500000.00000000 PA USD 6377.00000000 0.006118539201 Long DBT CORP BM Y 3 2028-06-30 Floating 0.01000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BZ1 280000.00000000 PA USD 278734.14000000 0.267437002080 Long DBT CORP KY N 2 2031-05-15 Fixed 8.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17322VAY2 286682.24000000 PA USD 5.27000000 0.000005056406 Long ABS-MBS CORP US N 2 2047-07-10 Variable 0.96574200 N N N N N N Endo Inc N/A 29290D117 1957.66944000 NS USD 55793.58000000 0.053532257550 Long EC CORP US N 2 N N N DEALER TIRE LLC/DT ISSR N/A 24229JAA1 1046000.00000000 PA USD 1028981.58000000 0.987276796990 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N FIRST BRANDS GROUP LLC N/A 31935HAG2 193566.37900000 PA USD 185743.01000000 0.178214817000 Long LON CORP US N 2 2027-03-30 Floating 10.59111000 N N N N N N PHOENIX 3 RE PTE LTD 254900KZ3HFPS3H5FZ50 000000000 250000.00000000 PA USD 283525.00000000 0.272033687781 Long DBT CORP SG Y 3 2029-01-04 None 0.00000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AQ3 250000.00000000 PA USD 249625.00000000 0.239507660038 Long DBT CORP BM Y 2 2026-06-07 Floating 16.65268500 N N N N N N GOL FINANCE SA 5299007RH8MA67ZC6J07 36254VAK4 1186175.00000000 PA USD 1278103.56000000 1.226301824507 Long DBT CORP LU N 2 2025-01-29 Floating 15.81573000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 915000.00000000 PA USD 878504.86000000 0.842898921787 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 350000.00000000 PA USD 350230.65000000 0.336035747442 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N LIFEPT/LEGACY LIFEPT N/A 53219LAR0 357000.00000000 PA USD 355454.19000000 0.341047576556 Long DBT CORP US N 2 2026-12-01 Fixed 9.75000000 N N N N N N INEOS US PETROCHEM LLC N/A 000000000 400000.00000000 PA USD 399500.00000000 0.383308203046 Long LON CORP US N 2 2029-03-29 Floating 9.66573000 N N N N N N ALLIED UNIVERSAL N/A 019576AB3 585000.00000000 PA USD 582784.86000000 0.559164499246 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAU1 225000.00000000 PA USD 223024.32000000 0.213985109724 Long DBT CORP IT N 2 N/A Fixed 7.70000000 N N N N N N CITRUS RE LTD 549300VWWT5SE805NK88 177510AN4 250000.00000000 PA USD 248725.00000000 0.238644137178 Long DBT CORP BM Y 2 2027-06-07 Floating 14.64305400 N N N N N N JP Morgan Chase Commercial Mor N/A 46639YAX5 500000.00000000 PA USD 226786.05000000 0.217594376223 Long ABS-MBS CORP US N 2 2046-04-15 Variable 4.29667100 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAD8 645000.00000000 PA USD 519757.64000000 0.498691782247 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N WHITE HERON RE 2023 N/A 000000000 500000.00000000 PA USD 13014.22000000 0.012486751645 Long DBT CORP BM Y 3 2029-05-31 Floating 0.01000000 N N N N N N Wells Fargo Commercial Mortgag 549300S7ENI2U7O0XH56 94989JAL0 1100000.00000000 PA USD 830170.44000000 0.796523503325 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.00000000 N N N N N N TAP SA 213800XBTDYWRYHKH878 000000000 700000.00000000 PA 743267.45000000 0.713142704986 Long DBT CORP PT N 2 2024-12-02 Fixed 5.62500000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAG2 145000.00000000 PA USD 122922.97000000 0.117940882963 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N Brotherhood Mutual Re, 12/31/22 N/A 000000000 250000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-01-31 Floating 0.01000000 N N N N N N AETHON UN/AETHIN UN FIN N/A 00810GAC8 1160000.00000000 PA USD 1167495.92000000 1.120177129309 Long DBT CORP US N 2 2026-02-15 Fixed 8.25000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643GAG5 6394289.58000000 PA USD 4040.55000000 0.003876785881 Long ABS-MBS CORP US N 2 2047-11-15 Variable 0.95863500 N N N N N N SIERRACOL ENRGY ANDINA N/A 82653LAA9 900000.00000000 PA USD 779020.29000000 0.747446476837 Long DBT CORP US N 2 2028-06-15 Fixed 6.00000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BG9 225000.00000000 PA USD 225629.12000000 0.216484336776 Long DBT CORP US N 2 2035-04-25 Fixed 6.64500000 N N N N N N LUNE HOLDINGS SARL 54930003WQ56T0558M33 000000000 420000.00000000 PA 363061.44000000 0.348346503533 Long DBT CORP LU N 2 2028-11-15 Fixed 5.62500000 N N N N N N PETROQUEST ENERGY INC N/A 000000000 2189.00000000 NS USD 110.54000000 0.000106059796 Long EC CORP US N 2 N N N Wells Fargo Commercial Mortgag N/A 94989WAD9 1660500.00000000 PA USD 1104063.30000000 1.059315443234 Long ABS-MBS CORP US N 2 2048-11-15 Variable 4.74692100 N N N N N N AMERITEX HOLDCO INTERMED N/A 030727AA9 846000.00000000 PA USD 891160.33000000 0.855041463625 Long DBT CORP US N 2 2028-10-15 Fixed 10.25000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAH4 320000.00000000 PA USD 154400.00000000 0.148142144055 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.87500000 Y N N N N N TRICIDA INC N/A 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 CARNOUSTIE RE 2024 N/A 000000000 500000.00000000 PA USD 519232.77000000 0.498188185310 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N AZUL SECURED FINANCE LLP N/A 05501WAC6 430000.00000000 PA USD 427088.26000000 0.409778306590 Long DBT CORP US N 2 2028-08-28 Fixed 11.93000000 N N N N N N Velocity Commercial Capital Lo N/A 92259LAR9 204047.46000000 PA USD 159470.44000000 0.153007078336 Long ABS-MBS CORP US N 2 2050-02-25 Variable 4.29000000 N N N N N N GALILEO RE LTD 549300MXI75DHMS7JH38 36354TAN2 250000.00000000 PA USD 259850.00000000 0.249318239202 Long DBT CORP BM Y 2 2028-01-07 Floating 12.39305400 N N N N N N Gullane Re 2018, 12/31/21 N/A 000000000 1059157.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAB6 1210000.00000000 PA USD 1111376.65000000 1.066332382025 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N TOPANGA RE LIMITED N/A 89055TAA1 250000.00000000 PA USD 240675.00000000 0.230920404926 Long DBT CORP BM Y 2 2026-01-08 Floating 5.05000000 N N N N N N PORTSALON RE 2022 N/A 000000000 250000.00000000 PA USD 229225.00000000 0.219934475202 Long DBT CORP BM Y 3 2028-05-31 Floating 0.01000000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAJ1 250000.00000000 PA USD 264750.00000000 0.254019641443 Long DBT CORP BM Y 2 2026-07-07 Floating 15.64305400 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AU9 1260000.00000000 PA USD 1219551.86000000 1.170123233988 Long DBT CORP CA N 2 2031-06-01 Fixed 8.62500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 100000.00000000 PA USD 100620.27000000 0.096542114852 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BV1 1175000.00000000 PA USD 1116444.76000000 1.071195080740 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N BALLYBUNION RE 2023 N/A 000000000 264416.00000000 PA USD 162774.13000000 0.156176869268 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 808541AA4 379000.00000000 PA USD 373613.73000000 0.358471107583 Long DBT CORP US N 2 2026-10-01 Fixed 6.87500000 N N N N N N ENDO FINANCE HOLDINGS N/A 29281RAA7 110000.00000000 PA USD 111767.41000000 0.107237459540 Long DBT CORP US N 2 2031-04-15 Fixed 8.50000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UFX7 14420.35000000 PA USD 13030.29000000 0.012502170325 Long ABS-MBS CORP US N 2 2045-10-19 Floating 6.27330000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CCF9 850000.00000000 PA USD 869649.11000000 0.834402096708 Long ABS-O CORP US N 2 2033-12-15 Fixed 12.24000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAF6 85000.00000000 PA USD 89509.26000000 0.085881435811 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AS6 330000.00000000 PA USD 323692.78000000 0.310573461428 Long DBT CORP LU N 2 2032-04-02 Fixed 7.37500000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27955GAB8 3000.00000000 PA USD 24469.02000000 0.023477286824 Long DBT CORP BM Y 3 2027-03-19 None 0.00000000 N N N N N N Viribus Re 2018, 12/31/21 N/A 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 Sussex Re 2021-1, 12/31/24 N/A 000000000 250000.00000000 PA USD 125.00000000 0.000119933730 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N ENERFLEX LTD 54930014N7872VUS3F89 29269RAA3 630000.00000000 PA USD 645133.23000000 0.618985880142 Long DBT CORP CA N 2 2027-10-15 Fixed 9.00000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BY4 280000.00000000 PA USD 278386.82000000 0.267103759013 Long DBT CORP KY N 2 2029-05-15 Fixed 8.25000000 N N N N N N Viribus Re 2019, 12/31/22 N/A 000000000 212306.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 625000.00000000 PA USD 589922.36000000 0.566012715265 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N AVATION PLC WTS 01JAN59 213800KA972GUP1B6I78 000000000 6475.00000000 NC 1213.63000000 0.001164441387 N/A DE CORP US N 1 AVATION PLC WTS 01JAN59 213800KA972GUP1B6I78 Call Purchased Avation PLC AVATION PLC 1.00000000 0.00000000 GBP 2059-01-01 XXXX 1213.62000000 N N N Palisades Center Trust N/A 69640GAA3 290000.00000000 PA USD 181250.00000000 0.173903909392 Long ABS-MBS CORP US N 2 2033-04-13 Fixed 2.71298000 N N N N N N PI0047 2024-1 N/A 000000000 560883.00000000 PA USD 581466.12000000 0.557899207983 Long DBT CORP BM Y 3 2029-12-31 None 0.00000000 N N N N N N Natixis Commercial Mortgage Se N/A 63873VAN3 900000.00000000 PA USD 447712.74000000 0.429566873217 Long ABS-MBS CORP US N 2 2036-08-15 Variable 4.54408300 N N N N N N LC AHAB US BIDCO LLC N/A 000000000 355000.00000000 PA USD 356331.25000000 0.341889089178 Long LON CORP US N 2 2031-04-14 Floating 0.00000000 N N N N N N TORREY PINES RE LTD N/A 89141WAF9 300000.00000000 PA USD 304260.00000000 0.291928295015 Long DBT CORP BM Y 2 2026-06-05 Floating 10.39305400 N N N N N N Alturas Re 2022-2, 12/31/2027 N/A 000000000 376048.00000000 PA USD 41628.51000000 0.039941300034 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Thopas Re 2021, 12/31/24 N/A 000000000 250000.00000000 PA USD 2600.00000000 0.002494621596 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N FREMF Mortgage Trust N/A 30312FAG1 517311.16000000 PA USD 471881.72000000 0.452756280709 Long ABS-MBS CORP US N 2 2027-10-25 Variable 7.60000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 215000.00000000 PA USD 231095.33000000 0.221729000437 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AB6 448000.00000000 PA USD 421872.64000000 0.404774076477 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AE0 255000.00000000 PA USD 260188.23000000 0.249642760688 Long DBT CORP US N 2 2030-03-15 Fixed 7.87500000 N N N N N N AQUILA RE LTD 2023-1 N/A 03843AAC6 250000.00000000 PA USD 256750.00000000 0.246343882683 Long DBT CORP BM Y 2 2026-06-08 Floating 14.64305400 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369ADB5 25000.00000000 PA USD 45823.83000000 0.043966583063 Long DBT CORP BM Y 3 2024-12-01 None 0.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 800000.00000000 PA USD 631213.76000000 0.605630568419 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Thopas Re 2022 N/A 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 MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 80854EAH1 168750.00000000 PA USD 168750.00000000 0.161910536330 Long LON CORP US N 2 2028-04-20 Floating 9.18021000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AN0 250000.00000000 PA USD 249750.00000000 0.239627593769 Long DBT CORP BM Y 2 2027-06-07 Floating 11.40268500 N N N N N N CAELUS RE V LTD N/A 12765KAC9 227151.20000000 PA USD 68145.36000000 0.065383417991 Long DBT CORP KY Y 3 2024-06-05 Floating 5.54464000 N N N N N N GARFUNKELUX HOLDCO 3 SA 2221007QVSNJV7EWBX69 000000000 235000.00000000 PA 175554.40000000 0.168439152943 Long DBT CORP LU N 2 2025-11-01 Fixed 6.75000000 N N N N N N CHAMPIONS FINANCING INC 391200ZDD75EGEUJ7625 000000000 475000.00000000 PA USD 477152.23000000 0.457813176122 Long LON CORP US N 2 2029-02-23 Floating 10.07193000 N N N N N N Portrush Re 2017, 6/15/22 N/A 000000000 750000.00000000 PA USD 75.00000000 0.000071960238 Long DBT CORP BM Y 3 2024-06-15 Floating 0.01000000 N N N N N N ISOSCELES RE 2023-A CLASS C N/A 000000000 250000.00000000 PA USD 200.00000000 0.000191893968 Long DBT CORP BM Y 3 2029-04-30 Floating 0.01000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 7000.00000000 PA USD 6810.65000000 0.006534613299 Long DBT CORP US N 2 2027-02-15 Fixed 5.62500000 N N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 07317QAJ4 910000.00000000 PA USD 948777.29000000 0.910323199301 Long DBT CORP CA N 2 2030-04-30 Fixed 8.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 400000.00000000 PA USD 306884.48000000 0.294446404434 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N ENERGEAN PLC 549300RVMKU0CYUZBB05 29280EAA7 1510000.00000000 PA USD 1404300.00000000 1.347383503223 Long DBT CORP GB N 2 2027-04-30 Fixed 6.50000000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 00217AAA4 1000000.00000000 PA USD 980000.00000000 0.940280448023 Long DBT CORP IE N 2 2024-12-03 Fixed 7.87500000 N N N N N N BX Trust N/A 05606DAL2 631664.94000000 PA USD 628057.38000000 0.602602116990 Long ABS-MBS CORP US N 2 2039-08-15 Floating 12.65398000 N N N N N N Berwick Re 2020-1, 12/31/23 N/A 000000000 993323.00000000 PA USD 7127.90000000 0.006839005107 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N URSA RE LTD 549300O8X4DWGDJZ6W59 90323WAL4 250000.00000000 PA USD 253975.00000000 0.243681353864 Long DBT CORP BM Y 2 2025-12-06 Floating 10.89305400 N N N N N N WALTON HEATH RE 2022 N/A 000000000 250000.00000000 PA USD 36438.35000000 0.034961498023 Long DBT CORP BM Y 3 2027-12-15 Floating 0.01000000 N N N N N N FREMF Mortgage Trust N/A 30318WAL7 1000000.00000000 PA USD 4539.90000000 0.004355897148 Long ABS-MBS CORP US N 2 2031-01-25 Fixed 0.10000000 N N N N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 51818LAB4 285000.00000000 PA USD 327272.91000000 0.314008488204 Long DBT CORP CL N 2 2029-10-15 Fixed 13.37500000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 985000.00000000 PA USD 1045201.81000000 1.002839618552 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N Merion Re 2021-2, 12/31/24 N/A 000000000 500000.00000000 PA USD 80250.00000000 0.076997455054 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N NSG HOLDINGS LLC/NSG HLD N/A 62940QAA3 11327.34000000 PA USD 11214.07000000 0.010759562003 Long DBT CORP US N 2 2025-12-15 Fixed 7.75000000 N N N N N N Bantry Re 2021, 12/31/24 N/A 000000000 500000.00000000 PA USD 1663.75000000 0.001596317954 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N ELDORADO GOLD CORP 5493004PWQ01YDD1IH62 284902AF0 633000.00000000 PA USD 596118.76000000 0.571957974212 Long DBT CORP CA N 2 2029-09-01 Fixed 6.25000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 580000.00000000 PA 657936.83000000 0.631270548248 Long DBT CORP US N 2 2028-11-15 Fixed 9.62500000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAL1 155000.00000000 PA USD 168207.71000000 0.161390225428 Long DBT CORP US N 2 2030-10-01 Fixed 12.25000000 N N N N N N Thopas Re 2020, 12/31/23 N/A 000000000 300000.00000000 PA USD 60.00000000 0.000057568190 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N MCF CLO LLC N/A 55281FAS9 1000000.00000000 PA USD 987063.00000000 0.947057183538 Long ABS-CBDO CORP US N 2 2033-07-20 Floating 14.73617000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 577092AN9 250000.00000000 PA USD 230000.00000000 0.220678064332 Long DBT CORP BM Y 2 2025-12-08 Floating 11.08580600 N N N N N N Lion Rock Re 2020, 1/31/22 N/A 000000000 250000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-01-31 Floating 0.01000000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AG8 785000.00000000 PA USD 764766.63000000 0.733770519887 Long DBT CORP GB N 2 2026-05-15 Fixed 10.25000000 N N N N N N Fannie Mae - CAS N/A 20754RAJ5 330000.00000000 PA USD 346210.89000000 0.332178908938 Long ABS-MBS CORP US N 2 2041-10-25 Floating 11.33002000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAC1 245000.00000000 PA USD 244216.88000000 0.234318731980 Long DBT CORP BM N 2 2025-05-15 Fixed 6.25000000 N N N N N N Capital Funding Mortgage Trust N/A 14019QAB8 960000.00000000 PA USD 954847.20000000 0.916147094908 Long ABS-MBS CORP US N 2 2024-10-27 Floating 20.54000000 N N N N N N 3R LUX SARL N/A 88563PAA6 290000.00000000 PA USD 304929.88000000 0.292571024675 Long DBT CORP LU N 2 2031-02-05 Fixed 9.75000000 N N N N N N CREDITO REAL SAB DE CV 549300W2IL7TPPCTKL39 22547AAD3 275000.00000000 PA USD 36781.25000000 0.035290500233 Long DBT CORP MX N 2 2028-01-21 Fixed 8.00000000 Y N N N N N Morgan Stanley Capital I Trust N/A 61691EBB0 5784548.33000000 PA USD 75927.98000000 0.072850607195 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.78463800 N N N N N N PRIME HEALTHCARE SERVICE N/A 74165HAB4 550000.00000000 PA USD 546315.00000000 0.524172768328 Long DBT CORP US N 2 2025-11-01 Fixed 7.25000000 N N N N N N GRUPO AEROMEXICO SAB N/A 40054JAA7 1510000.00000000 PA USD 1480537.79000000 1.420531363772 Long DBT CORP MX N 2 2027-03-17 Fixed 8.50000000 N N N N N N LOTTOMATICA SPA/ROMA 81560046335277E43118 000000000 325000.00000000 PA 368746.41000000 0.353801060818 Long DBT CORP IT N 2 2027-09-30 Fixed 9.75000000 N N N N N N LIBERTY MUTUAL INSURANCE CNC20I6IOMGF7KY49D67 53079QAD9 4106000.00000000 PA USD 4410014.23000000 4.231275669361 Long DBT CORP US N 2 2097-10-15 Fixed 7.69700000 N N N N N N OLD HEAD RE 2024 N/A 000000000 250000.00000000 PA USD 209950.15000000 0.201440837861 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N SANDERS RE III LTD N/A 799925AA0 500000.00000000 PA USD 508450.00000000 0.487842442650 Long DBT CORP BM Y 2 2026-06-05 Floating 11.85305400 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAM4 365000.00000000 PA USD 369118.76000000 0.354158319414 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBK9 500000.00000000 PA USD 432277.75000000 0.414757465755 Long DBT CORP US N 2 N/A Fixed 4.12500000 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 50216YAD2 397684.05380000 PA USD 399051.29000000 0.382877679332 Long LON CORP US N 2 2028-10-16 Floating 9.66573000 N N N N N N RESILIENCE RE LTD 549300MGGTJ8JMVTOJ89 000000000 700000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2025-05-01 None 0.00000000 N N N N N N BCO DE GALICIA Y BUENOS 579100KKDHKDFFKKB072 059538AR9 300000.00000000 PA USD 297750.00000000 0.285682146325 Long DBT CORP AR N 2 2026-07-19 Fixed 7.96200000 N N N N N N Viribus Re 2020, 12/31/23 N/A 000000000 240783.00000000 PA USD 7994.00000000 0.007670001940 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N CARRIAGE PURCHASER INC N/A 14445LAA5 1245000.00000000 PA USD 1101286.04000000 1.056650746013 Long DBT CORP US N 2 2029-10-15 Fixed 7.87500000 N N N N N N SIMPAR EUROPE SA 54930068BSUST41D5C30 82883PAA2 400000.00000000 PA USD 320008.08000000 0.307038102891 Long DBT CORP LU N 2 2031-01-26 Fixed 5.20000000 N N N N N N GARDA WORLD SECURITY COR 549300ZF1NDXLMCHNO20 36257BAA7 958000.00000000 PA USD 953596.78000000 0.914947354624 Long DBT CORP CA N 2 2027-11-01 Fixed 9.50000000 N N N N N N LIGHTNING RE SERIES 2023 N/A 532242AA2 250000.00000000 PA USD 262400.00000000 0.251764887307 Long DBT CORP BM Y 2 2026-03-31 Floating 16.39305400 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369AEN8 500000.00000000 PA USD 555131.34000000 0.532631780701 Long DBT CORP BM Y 3 2028-12-01 None 0.00000000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAD4 250000.00000000 PA USD 247500.00000000 0.237468786618 Long DBT CORP BM Y 2 2025-03-28 Floating 14.98305400 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 4.00000000 NC USD -31448.40000000 -0.03017379147 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-06-18 509698.40000000 USD -31448.40000000 N N N ACU PETROLEO LUXEMBOURG N/A 00110RAA5 790305.53000000 PA USD 756663.17000000 0.725995494377 Long DBT CORP LU N 2 2032-01-13 Fixed 7.50000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 389000.00000000 PA USD 375041.56000000 0.359841067412 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N HIGH POINT RE LTD N/A 429932AA4 250000.00000000 PA USD 251000.00000000 0.240826931075 Long DBT CORP BM Y 2 2027-01-06 Floating 11.14305400 N N N N N N RESIDENTIAL RE 2023 LTD N/A 76090WAB6 500000.00000000 PA USD 495300.00000000 0.475225414189 Long DBT CORP KY N 2 2027-12-06 Floating 13.89305400 N N N N N N Pangaea Re 2023-3 N/A 000000000 250000.00000000 PA USD 289897.20000000 0.278147621527 Long DBT CORP BM Y 3 2029-05-31 Floating 0.01000000 N N N N N N KILIMANJARO III RE LTD 254900T37LD5YQ545V53 49407PAE0 250000.00000000 PA USD 245500.00000000 0.235549846928 Long DBT CORP BM Y 2 2025-04-21 Floating 17.75305400 N N N N N N PARK-OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 700677AR8 385000.00000000 PA USD 365780.76000000 0.350955609072 Long DBT CORP US N 2 2027-04-15 Fixed 6.62500000 N N N N N N ENDO FINANCE HOLDINGS N/A 29280UAB9 165000.00000000 PA USD 164768.01000000 0.158089937002 Long LON CORP US N 2 2031-04-23 Floating 0.00000000 N N N N N N Viribus Re 2022 N/A 000000000 221888.00000000 PA USD 8143.29000000 0.007813241193 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 4835.66000000 0.004639669950 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -310000.00000000 GBP 392314.05000000 USD 2024-06-27 4835.66000000 N N N GATEWAY RE II LTD 5493000ENKV5WXNA8Z86 367927AA8 250000.00000000 PA USD 256825.00000000 0.246415842922 Long DBT CORP BM Y 2 2026-04-27 Floating 14.89305400 N N N N N N Cyprus Re 2017, 1/31/22 N/A 000000000 650000.00000000 PA USD 65.00000000 0.000062365539 Long DBT CORP BM Y 3 2025-01-31 Floating 0.01000000 N N N N N N PAR PHARMACEUTICAL INC N/A 000000000 381000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2027-04-01 Floating 7.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAJ0 100000.00000000 PA USD 105125.00000000 0.100864267447 Long ABS-MBS CORP US N 2 2041-11-25 Floating 11.53002000 N N N N N N UNIFIN FINANCIERA SA DE 5493007GRMPGDJG93Z17 90471MAA0 1174000.00000000 PA USD 73375.00000000 0.070401099871 Long DBT CORP MX N 2 2028-01-27 Fixed 8.37500000 Y N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 000000000 500000.00000000 PA USD 235045.00000000 0.225518589699 Long DBT NUSS GH N 2 2049-06-16 Fixed 8.62700000 Y N N N N N BORR IHC LTD / BORR FIN N/A 100018AB6 240000.00000000 PA USD 249246.72000000 0.239144711785 Long DBT CORP N/A N 2 2030-11-15 Fixed 10.37500000 N N N N N N Dartmouth Re 2018, 1/15/22 N/A 000000000 462683.00000000 PA USD 69360.23000000 0.066549049121 Long DBT CORP BM Y 3 2025-01-31 Floating 0.01000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AC4 865000.00000000 PA USD 830076.14000000 0.796433025319 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 822538AH7 970000.00000000 PA USD 917987.73000000 0.880781544943 Long DBT CORP KY N 2 2029-04-15 Fixed 9.62500000 N N N N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 000000000 345000.00000000 PA 348854.34000000 0.334715219500 Long DBT CORP LU N 2 2028-04-01 Fixed 5.00000000 N N N N N N RMF Buyout Issuance Trust N/A 76970HAF5 500000.00000000 PA USD 98500.00000000 0.094507779724 Long ABS-O CORP US N 3 2032-04-25 Variable 4.50000000 N N N N N N MYSTIC RE IV LTD N/A 62865LAB3 250000.00000000 PA USD 245075.00000000 0.235142072244 Long DBT CORP BM Y 2 2025-01-08 Floating 11.49305400 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 400000.00000000 PA USD 384752.20000000 0.369158133667 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 520000.00000000 PA USD 542455.68000000 0.520469867166 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAH9 250000.00000000 PA USD 233575.00000000 0.224108169027 Long DBT CORP BM Y 2 2024-12-23 Floating 5.39305400 N N N N N N Walton Health Re 2019, 6/30/22 N/A 000000000 250000.00000000 PA USD 62920.21000000 0.060370044131 Long DBT CORP BM Y 3 2024-06-30 Floating 0.01000000 N N N N N N SANDERS RE III LTD N/A 80001QAA1 250000.00000000 PA USD 250525.00000000 0.240371182899 Long DBT CORP BM Y 2 2027-04-07 Floating 11.14305400 N N N N N N Harambee Re 2018, 12/31/21 N/A 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 State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -3383.40000000 -0.00324627027 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -207445.63000000 USD 191000.00000000 EUR 2024-05-28 -3383.40000000 N N N MERION RE 2024-1 N/A 000000000 750000.00000000 PA USD 674568.72000000 0.647228345167 Long DBT CORP BM Y 3 2029-12-31 Floating 0.01000000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AL2 222000.00000000 PA USD 222712.18000000 0.213685620806 Long DBT CORP US N 2 2026-01-15 Fixed 7.00000000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27955HAB6 49927.00000000 PA USD 9116.67000000 0.008747169951 Long DBT CORP BM Y 3 2025-03-21 None 0.00000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327BAA8 10000.00000000 PA USD 8039.27000000 0.007713437140 Long DBT CORP US N 2 2029-02-15 Fixed 6.50000000 N N N N N N FRIGORIFICO CONCEPCION 529900Q6VZVL47QJCQ91 358648AA1 1310000.00000000 PA USD 1141785.78000000 1.095509025270 Long DBT CORP PY N 2 2028-07-21 Fixed 7.70000000 N N N N N N WAYSTAR TECHNOLOGIES INC 549300BIRBTAWWHCSZ09 63939WAK9 325000.00000000 PA USD 327234.38000000 0.313971519831 Long LON CORP US N 2 2029-10-22 Floating 9.31573000 N N N N N N P&L DEV LLC/PLD FIN CORP N/A 69306RAA4 790000.00000000 PA USD 669082.60000000 0.641964578461 Long DBT CORP US N 2 2025-11-15 Fixed 7.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBA6 450000.00000000 PA USD 407414.93000000 0.390902339705 Long DBT CORP US N 2 2066-11-01 Floating 8.58554000 N N N N N N Gleneagles Re 2021, 12/31/24 N/A 000000000 250000.00000000 PA USD 25.00000000 0.000023986746 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAA9 1224000.00000000 PA USD 1239300.00000000 1.189070978811 Long DBT CORP US N 2 2026-03-01 Fixed 6.37500000 N N N N N N MONA LISA RE LTD 549300R6SO6XBFDC7M25 608800AG3 250000.00000000 PA USD 267675.00000000 0.256826090739 Long DBT CORP BM Y 2 2026-01-08 Floating 17.89305400 N N N N N N SANDERS RE III LTD N/A 799927AA6 250000.00000000 PA USD 250625.00000000 0.240467129883 Long DBT CORP BM Y 2 2028-04-07 Floating 11.14305400 N N N N N N Sussex Re 2020-1, 12/31/22 N/A 000000000 515671.00000000 PA USD 670.37000000 0.000643199799 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 000000000 250000.00000000 PA USD 125000.00000000 0.119933730615 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N TRICIDA INC N/A 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 CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAB9 520000.00000000 PA USD 551585.84000000 0.529229980365 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N B RILEY FINANCIAL INC N/A 05580M702 235.00000000 NS USD 5886.75000000 0.005648159109 Long EP CORP US N 1 N N N Amplify Energy Corp J0TW5YQRAZXYN7VEU787 03212B103 6.00000000 NS USD 42.36000000 0.000040643142 Long EC CORP US N 1 N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 935000.00000000 PA USD 913417.00000000 0.876396067338 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N CITRUS RE LTD 549300VWWT5SE805NK88 177510AL8 250000.00000000 PA USD 256575.00000000 0.246175975460 Long DBT CORP BM Y 2 2026-06-07 Floating 12.14305400 N N N N N N TRANSOCEAN TITAN FIN LTD N/A 89386MAA6 120000.00000000 PA USD 123186.36000000 0.118193597725 Long DBT CORP KY N 2 2028-02-01 Fixed 8.37500000 N N N N N N DRAFTKINGS HOLDINGS INC 5493008P45UYYL683Z97 26142RAB0 312000.00000000 PA USD 258180.00000000 0.247715924561 Long DBT CORP US N 2 2028-03-15 None 0.00000000 N N N N Y DraftKings Inc USD XXXX N N N UNITI GRP/UNITI HLD/CSL N/A 91327AAB8 890000.00000000 PA USD 692145.03000000 0.664092284597 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N N TORRICELLI RE 2023 N/A 000000000 750000.00000000 PA USD 952096.50000000 0.913507881205 Long DBT CORP BM Y 3 2029-06-30 Floating 0.01000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAD9 155000.00000000 PA USD 158201.53000000 0.151789597455 Long DBT CORP US N 2 2029-12-15 Fixed 7.87500000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 695000.00000000 PA USD 202741.79000000 0.194524633810 Long DBT CORP LU N 2 2028-02-15 Fixed 6.00000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AQ3 1195000.00000000 PA USD 1083486.30000000 1.039572432235 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 295000.00000000 PA USD 297524.32000000 0.285465613170 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AU5 242000.00000000 PA USD 250580.04000000 0.240423992119 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CAV6 650000.00000000 PA USD 697898.83000000 0.669612882191 Long ABS-O CORP US N 2 2032-05-15 Fixed 12.66200000 N N N N N N Atento ordinary N/A 000000000 441379.00000000 NS USD 13.48000000 0.000012933653 Long EC CORP US N 2 N N N LYB FINANCE CO BV 549300BBGA3CFHX0KS75 61238QAA6 300000.00000000 PA USD 315379.07000000 0.302596707384 Long DBT CORP NL N 2 2027-03-15 Fixed 8.10000000 N N N N N N Alturas Re 2021-3, 7/31/25 N/A 000000000 213682.00000000 PA USD 9060.12000000 0.008692911931 Long DBT CORP BM Y 3 2025-07-31 Floating 0.01000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BE7 230000.00000000 PA USD 252422.01000000 0.242191306789 Long DBT CORP CH N 2 N/A Fixed 9.25000000 N N N N N N 2001 CAT RE LTD 5493007NG10QO60NSO35 90215BAB3 250000.00000000 PA USD 259000.00000000 0.248502689834 Long DBT CORP BM Y 2 2027-01-08 Floating 12.50000000 N N N N N N SCC POWER PLC 529900IYGYC6VSDSDF37 78397YAB8 181932.44933900 PA USD 73318.78000000 0.070347158476 Long DBT CORP GB N 2 2028-12-31 Fixed 8.00000000 N N Y N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAB5 310000.00000000 PA USD 315399.95000000 0.302616741114 Long DBT CORP US N 2 2032-05-15 Fixed 8.62500000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830AT6 440000.00000000 PA USD 356154.08000000 0.341719099905 Long DBT CORP KY N 2 2038-03-15 Fixed 6.80000000 N N N N N N MYSTIC RE IV LTD N/A 62865LAE7 250000.00000000 PA USD 254050.00000000 0.243753314102 Long DBT CORP BM Y 2 2027-01-08 Floating 17.39305400 N N N N N N BLUE RIDGE RE LTD N/A 096003AB4 500000.00000000 PA USD 509050.00000000 0.488418124557 Long DBT CORP BM Y 2 2027-01-08 Floating 13.39305400 N N N N N N THOPAS RE 2023 N/A 000000000 766025.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2028-12-31 Floating 0.01000000 N N N N N N FOUNDATION RE IV LTD N/A 349939AA6 500000.00000000 PA USD 499650.00000000 0.479399108015 Long DBT CORP BM Y 2 2027-01-08 Floating 11.64305400 N N N N N N CARNIVAL HLDGS BM LTD N/A 14366RAA7 120000.00000000 PA USD 130112.04000000 0.124838578841 Long DBT CORP US N 2 2028-05-01 Fixed 10.37500000 N N N N N N Merion Re 2022-2 N/A 000000000 363953.00000000 PA USD 345068.03000000 0.331082369231 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Ballybunion Re 2022 N/A 000000000 264839.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AA8 335000.00000000 PA USD 346297.54000000 0.332262047000 Long DBT CORP N/A N 2 2028-11-15 Fixed 10.00000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92840JAB5 1305000.00000000 PA USD 1009852.59000000 0.968923107921 Long DBT CORP N/A N 2 2030-02-01 Fixed 6.37500000 N N N N N N 2024-06-27 Pioneer Diversified High Income Fund, Inc. Anthony J. Koenig, Jr Anthony J. Koenig, Jr Managing Director, Chief Operations Officer & Treasurer of the Funds