TALEN ENERGY SUPPLY LLC REGD 144A P/P 10.50000000

NPORT-P false 0000930709 XXXXXXXX S000010184 C000028217 C000028218 Pioneer Variable Contracts Trust /MA/ 811-08786 0000930709 549300VNR8Z3H6PB2X77 60 State Street NULL Boston 02109 617-422-4947 Pioneer VCT High Yield Fund S000010184 YJ7ZWWUVD5RGHGNF3Z30 2021-12-31 2021-03-31 N 59254003.15 12941084.64 46312918.51 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5586595.61000000 ARS AUD CAD CHF CNY CZK DKK EGP EUR GBP GHS HKD IDR INR JPY KRW KZT LKR MXN MYR NOK NZD PEN PLN RON RUB SEK SGD THB TWD USD UYU UZS VND N TALEN ENERGY SU 10.5% 01/15/26 N/A TALEN ENERGY SUPPLY LLC REGD 144A P/P 10.50000000 87422VAE8 235000.00000000 NS USD 210325.00000000 0.454138946036 Long DBT CORP US Y 2 2026-01-15 Fixed 10.50000000 N N N N N N SCIENTIFIC GAME 7.25% 11/15/29 N/A SCIENTIFIC GAMES INTERNA REGD 144A P/P 7.25000000 80874YBE9 100000.00000000 NS USD 108500.00000000 0.234275885629 Long DBT CORP US Y 2 2029-11-15 Fixed 7.25000000 N N N N N N HUDBAY MINERALS 4.5% 04/01/26 549300WI524AL577IX21 HUDBAY MINERALS INC REGD 144A P/P 4.50000000 443628AJ1 45000.00000000 NS USD 46768.95000000 0.100984674481 Long DBT CORP CA Y 2 2026-04-01 Fixed 4.50000000 N N N N N N TRINSEO OP / T 5.125% 04/01/29 N/A TRINSEO OP / TRINSEO FIN REGD 144A P/P 5.12500000 89668QAF5 190000.00000000 NS USD 195937.50000000 0.423073099912 Long DBT CORP LU Y 2 2029-04-01 Fixed 5.12500000 N N N N N N SENSATA TECHNOL 3.75% 02/15/31 N/A SENSATA TECHNOLOGIES INC REGD 144A P/P 3.75000000 81728UAB0 55000.00000000 NS USD 54226.70000000 0.117087632877 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N SHELF DRILL HO 8.875% 11/15/24 N/A SHELF DRILL HOLD LTD REGD 144A P/P 8.87500000 822538AG9 105000.00000000 NS USD 105000.00000000 0.226718598995 Long DBT CORP AE Y 2 2024-11-15 Fixed 8.87500000 N N N N N N DELEK LOG PART/ 6.75% 05/15/25 N/A DELEK LOG PART/FINANCE REGD SER WI 6.75000000 24665FAB8 165000.00000000 NS USD 165000.00000000 0.356272084136 Long DBT CORP US N 2 2025-05-15 Fixed 6.75000000 N N N N N N US FOODS INC 4.75% 02/15/29 N/A US FOODS INC REGD 144A P/P 4.75000000 90290MAD3 120000.00000000 NS USD 120000.00000000 0.259106970281 Long DBT CORP US Y 2 2029-02-15 Fixed 4.75000000 N N N N N N DISH NETWORK C 3.375% 08/15/26 529900U350CWHH15G169 DISH NETWORK CORP REGD CONVERTIBLE 3.37500000 25470MAB5 112000.00000000 NS USD 107665.60000000 0.232474228495 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N N DISH NETWORK CORP-A DISH NETWORK CORP-A USD XXXX N N N SURGERY CENTER 6.75% 07/01/25 N/A SURGERY CENTER HOLDINGS REGD 144A P/P 6.75000000 84611WAB0 57000.00000000 NS USD 58265.40000000 0.125808093885 Long DBT CORP US Y 2 2025-07-01 Fixed 6.75000000 N N N N N N ROYAL CARIBBEA 9.125% 06/15/23 K2NEH8QNVW44JIWK7Z55 ROYAL CARIBBEAN CRUISES REGD 144A P/P 9.12500000 780153BC5 30000.00000000 NS USD 33057.90000000 0.071379435940 Long DBT CORP US Y 2 2023-06-15 Fixed 9.12500000 N N N N N N DRAFTKINGS INC ZCP 03/15/28 5493008P45UYYL683Z97 DRAFTKINGS INC REGD ZCP 144A P/P CONVERTIBLE 0.00000000 26142RAA2 60000.00000000 NS USD 59370.00000000 0.128193173546 Long DBT CORP US Y 2 2028-03-15 Fixed 0.00000000 N N N N N DRAFTKINGS INC - CL A DRAFTKINGS INC - CL A USD XXXX N N N VAREX IMAGING 7.875% 10/15/27 549300CWYWPVCT8E9W67 VAREX IMAGING CORPORATIO REGD 144A P/P 7.87500000 92214XAC0 70000.00000000 NS USD 77875.00000000 0.168149627588 Long DBT CORP US Y 2 2027-10-15 Fixed 7.87500000 N N N N N N CALPINE CORP 5.125% 03/15/28 N/A CALPINE CORP REGD 144A P/P 5.12500000 131347CN4 155000.00000000 NS USD 155720.75000000 0.336236097853 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N VIKING OCEAN C 5.625% 02/15/29 N/A VIKING OCEAN CRUISES SHI REGD 144A P/P 5.62500000 92682RAA0 80000.00000000 NS USD 80824.00000000 0.174517181383 Long DBT CORP BM Y 2 2029-02-15 Fixed 5.62500000 N N N N N N ALBERTSONS COS/S 3.5% 03/15/29 N/A ALBERTSONS COS/SAFEWAY REGD 144A P/P 3.50000000 013092AG6 65000.00000000 NS USD 61856.60000000 0.133562301815 Long DBT CORP US Y 2 2029-03-15 Fixed 3.50000000 N N N N N N CLEARWATER PAPE 4.75% 08/15/28 549300HCVV19GXN4P292 CLEARWATER PAPER CORP REGD 144A P/P 4.75000000 18538RAJ2 145000.00000000 NS USD 146087.50000000 0.315435746007 Long DBT CORP US Y 2 2028-08-15 Fixed 4.75000000 N N N N N N SENSATA TECHNOLOGI 4% 04/15/29 N/A SENSATA TECHNOLOGIES BV REGD 144A P/P 4.00000000 81725WAK9 70000.00000000 NS USD 71262.10000000 0.153870890223 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N T/L GRUPO AEROMEXIC 0% 8/19/22 N/A T/L GRUPO AEROMEXIC0 SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000 N/A 140000.00000000 NS USD 142625.00000000 0.307959430302 Long LON CORP US N 2 2022-08-19 Floating 9.00000000 N N N N N N MILEAGE PLUS HLD 6.5% 06/20/27 N/A MILEAGE PLUS HLDINGS LLC REGD 144A P/P 6.50000000 599191AA1 165000.00000000 NS USD 180675.00000000 0.390117932129 Long DBT CORP US Y 2 2027-06-20 Fixed 6.50000000 N N N N N N SUNCOKE ENGY PAR 7.5% 06/15/25 N/A SUNCOKE ENGY PART FIN CO REGD 144A P/P 7.50000000 86723CAF5 300000.00000000 NS USD 311625.00000000 0.672868413448 Long DBT CORP US Y 2 2025-06-15 Fixed 7.50000000 N N N N N N TRAVEL + LEISU 6.625% 07/31/26 T4VNTWMFQ7JQB65L7T35 TRAVEL + LEISURE CO REGD 144A P/P 6.62500000 98310WAS7 90000.00000000 NS USD 102181.50000000 0.220632824031 Long DBT CORP US Y 2 2026-07-31 Fixed 6.62500000 N N N N N N CALPINE CORP 5% 02/01/31 N/A CALPINE CORP REGD 144A P/P 5.00000000 131347CQ7 50000.00000000 NS USD 48740.00000000 0.105240614429 Long DBT CORP US Y 2 2031-02-01 Fixed 5.00000000 N N N N N N GLOBAL AIR LEASE 6.5% 09/15/24 N/A GLOBAL AIR LEASE CO LTD REGD 144A P/P 7.25000000 37960JAA6 209392.00000000 NS USD 200806.93000000 0.433587293697 Long DBT CORP KY Y 2 2024-09-15 Variable 7.25000000 N N Y N N N MURPHY OIL USA 3.75% 02/15/31 N/A MURPHY OIL USA INC REGD 144A P/P 3.75000000 626738AF5 110000.00000000 NS USD 108121.75000000 0.233459158866 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO V/R /PERP/ 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO REGD V/R /PERP/ SER HH 4.60000000 48128BAG6 44000.00000000 NS USD 44510.40000000 0.096107957416 Long DBT CORP US N 2 2169-08-01 Variable 4.60000000 N N N N N N MACY'S RETAIL 5.875% 04/01/29 N/A MACY'S RETAIL HLDGS LLC REGD 144A P/P 5.87500000 55617LAP7 65000.00000000 NS USD 66654.58000000 0.143922218992 Long DBT CORP US Y 2 2029-04-01 Fixed 5.87500000 N N N N N N INGEVITY CORP 3.875% 11/01/28 5493009UTFC4B5IMGF87 INGEVITY CORP REGD 144A P/P 3.87500000 45688CAB3 110000.00000000 NS USD 106700.00000000 0.230389281074 Long DBT CORP US Y 2 2028-11-01 Fixed 3.87500000 N N N N N N DCP MIDSTREAM 5.375% 07/15/25 N/A DCP MIDSTREAM OPERATING REGD 5.37500000 23311VAG2 200000.00000000 NS USD 216725.00000000 0.467957984451 Long DBT CORP US N 2 2025-07-15 Fixed 5.37500000 N N N N N N TAYLOR MORRISO 5.875% 06/15/27 N/A TAYLOR MORRISON COMM REGD 144A P/P 5.87500000 87724RAA0 147000.00000000 NS USD 162067.50000000 0.349940157550 Long DBT CORP US Y 2 2027-06-15 Fixed 5.87500000 N N N N N N CERIDIAN HCM HO 0.25% 03/15/26 549300T64GVCHFJ8L449 CERIDIAN HCM HOLDING INC REGD 144A P/P CONVERTIBLE 0.25000000 15677JAC2 175000.00000000 NS USD 168437.50000000 0.363694419222 Long DBT CORP US Y 2 2026-03-15 Fixed 0.25000000 N N N N N CERIDIAN HCM HOLDING INC CERIDIAN HCM HOLDING INC USD XXXX N N N LIONS GATE CAPIT 5.5% 04/15/29 N/A LIONS GATE CAPITAL HOLD REGD 144A P/P 5.50000000 53627NAE1 145000.00000000 NS USD 145015.95000000 0.313122028724 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N FAGE INTL / FA 5.625% 08/15/26 N/A FAGE INTL / FAGE USA REGD P/P 5.62500000 30257WAA4 253000.00000000 NS USD 261222.50000000 0.564038087868 Long DBT CORP LU Y 2 2026-08-15 Fixed 5.62500000 N N N N N N ENLINK MIDSTREA 5.45% 06/01/47 N/A ENLINK MIDSTREAM PARTNER REGD 5.45000000 29336UAG2 99000.00000000 NS USD 79855.38000000 0.172425713103 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N DIAMOND SPORTS 6.625% 08/15/27 N/A DIAMOND SPORTS GR/DIAMON REGD 144A P/P 6.62500000 25277LAC0 182000.00000000 NS USD 95550.00000000 0.206313925086 Long DBT CORP US Y 2 2027-08-15 Fixed 6.62500000 N N N N N N STAPLES INC 7.5% 04/15/26 N/A STAPLES INC REGD 144A P/P 7.50000000 855030AN2 91000.00000000 NS USD 96005.00000000 0.207296372348 Long DBT CORP US Y 2 2026-04-15 Fixed 7.50000000 N N N N N N VIKING CRUISES 6.25% 05/15/25 N/A VIKING CRUISES LTD REGD P/P 6.25000000 92676XAC1 69000.00000000 NS USD 68324.49000000 0.147527929999 Long DBT CORP US Y 2 2025-05-15 Fixed 6.25000000 N N N N N N T/L SURGERY CENTER 0% 08/16/24 N/A T/L SURGERY CENTER HOLDINGS INC REGD 0.00000000 86880NAW3 64350.00000000 NS USD 65637.00000000 0.141725035069 Long LON CORP US N 2 2024-08-16 Floating 9.00000000 N N N N N N TRONOX INC 4.625% 03/15/29 N/A TRONOX INC REGD 144A P/P 4.62500000 897051AC2 230000.00000000 NS USD 230287.50000000 0.497242470155 Long DBT CORP US Y 2 2029-03-15 Fixed 4.62500000 N N N N N N OUTFRONT MEDIA 6.25% 06/15/25 N/A OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 6.25000000 69007TAD6 60000.00000000 NS USD 63450.00000000 0.137002810536 Long DBT CORP US Y 2 2025-06-15 Fixed 6.25000000 N N N N N N WELLS FARGO & COMPANY /PFD/CV N/A WELLS FARGO & COMPANY SERIES L/PREFERRED/ CONVERTIBLE 0.00000000 949746804 95.00000000 NS USD 134653.95000000 0.290748141840 Long EP CORP US N 1 N N N WESCO DISTRIBUT 7.25% 06/15/28 N/A WESCO DISTRIBUTION INC REGD 144A P/P 7.25000000 95081QAP9 60000.00000000 NS USD 67140.00000000 0.144970349872 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N VISTRA CORP 5.625% 02/15/27 N/A VISTRA CORP REGD 144A P/P 5.62500000 92840VAB8 183000.00000000 NS USD 190206.54000000 0.410698669225 Long DBT CORP US Y 2 2027-02-15 Fixed 5.62500000 N N N N N N PARTY CITY HOLD 8.75% 02/15/26 N/A PARTY CITY HOLDINGS INC REGD 144A P/P 8.75000000 702150AG8 93000.00000000 NS USD 95790.00000000 0.206832139026 Long DBT CORP US Y 2 2026-02-15 Fixed 8.75000000 N N N N N N OCCIDENTAL PETRO 4.4% 04/15/46 IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM COR REGD 4.40000000 674599CJ2 250000.00000000 NS USD 211875.00000000 0.457485744402 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N GLOBAL PART/GLP FI 7% 08/01/27 N/A GLOBAL PART/GLP FINANCE REGD SER WI 7.00000000 37954FAG9 111000.00000000 NS USD 117105.00000000 0.252856014623 Long DBT CORP US N 2 2027-08-01 Fixed 7.00000000 N N N N N N SUPERIOR ENERGY SERVICES INC N/A SUPERIOR ENERGY SERVICES INC 0.00000000 N/A 1828.00000000 NS USD 58953.00000000 0.127292776824 Long EC CORP US N 2 N N N NOVELIS CORP 4.75% 01/30/30 N/A NOVELIS CORP REGD 144A P/P 4.75000000 670001AE6 130000.00000000 NS USD 133914.30000000 0.289151071252 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N SPECTRUM BRANDS 5.75% 07/15/25 N/A SPECTRUM BRANDS INC REGD 5.75000000 84762LAU9 12000.00000000 NS USD 12375.00000000 0.026720406310 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N PROVIDENT FDG/ 6.375% 06/15/25 N/A PROVIDENT FDG/PFG FIN REGD 144A P/P 6.37500000 74387UAJ0 237000.00000000 NS USD 236421.72000000 0.510487629815 Long DBT CORP US Y 2 2025-06-15 Fixed 6.37500000 N N N N N N TRONOX INC 6.5% 05/01/25 N/A TRONOX INC REGD 144A P/P 6.50000000 897051AB4 155000.00000000 NS USD 166237.50000000 0.358944124767 Long DBT CORP US Y 2 2025-05-01 Fixed 6.50000000 N N N N N N NETFLIX INC 3.625% 06/15/25 549300Y7VHGU0I7CE873 NETFLIX INC REGD 144A P/P 3.62500000 64110LAY2 110000.00000000 NS USD 116908.00000000 0.252430647346 Long DBT CORP US Y 2 2025-06-15 Fixed 3.62500000 N N N N N N ARCHROCK PARTNE 6.25% 04/01/28 N/A ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.25000000 03959KAC4 80000.00000000 NS USD 81264.00000000 0.175467240274 Long DBT CORP US Y 2 2028-04-01 Fixed 6.25000000 N N N N N N PBF HOLDING CO LLC 6% 02/15/28 N/A PBF HOLDING CO LLC REGD SER WI 6.00000000 69318FAJ7 300000.00000000 NS USD 221625.00000000 0.478538185737 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N IRON MOUNTAIN IN 4.5% 02/15/31 SQL3F6CKNNBM3SQGHX24 IRON MOUNTAIN INC REGD 144A P/P 4.50000000 46284VAN1 51000.00000000 NS USD 50418.60000000 0.108865089098 Long DBT CORP US Y 2 2031-02-15 Fixed 4.50000000 N N N N N N MOHEGAN GAMING & E 8% 02/01/26 N/A MOHEGAN GAMING & ENT REGD 144A P/P 8.00000000 608328BH2 200000.00000000 NS USD 201776.00000000 0.435679733628 Long DBT CORP US Y 2 2026-02-01 Fixed 8.00000000 N N N N N N MERCER INTL IN 5.125% 02/01/29 549300Z5IAG39VRTY874 MERCER INTL INC REGD 144A P/P 5.12500000 588056BA8 300000.00000000 NS USD 310800.00000000 0.671087053027 Long DBT CORP CA Y 2 2029-02-01 Fixed 5.12500000 N N N N N N INEOS QUATT 2.5% 01/15/26/EUR/ N/A INEOS QUATTRO FINANCE 2 /EUR/ REGD 144A P/P 2.50000000 N/A 100000.00000000 NS 117234.82000000 0.253136325180 Long DBT CORP GB Y 2 2026-01-15 Fixed 2.50000000 N N N N N N FORD MOTOR CRE 4.134% 08/04/25 N/A FORD MOTOR CREDIT CO LLC REGD 4.13400000 345397XL2 300000.00000000 NS USD 313777.50000000 0.677516144728 Long DBT CORP US N 2 2025-08-04 Fixed 4.13400000 N N N N N N IMAX CORP 0.5% 04/01/26 5493002KS2T1Q0X7VZ21 IMAX CORP REGD 144A P/P CONVERTIBLE 0.50000000 45245EAH2 99000.00000000 NS USD 97891.20000000 0.211369102076 Long DBT CORP CA Y 2 2026-04-01 Fixed 0.50000000 N N N N N IMAX CORP IMAX CORP USD XXXX N N N CSC HOLDINGS LLC 5.5% 05/15/26 N/A CSC HOLDINGS LLC REGD 144A P/P 5.50000000 126307AU1 208000.00000000 NS USD 214448.00000000 0.463041429690 Long DBT CORP US Y 2 2026-05-15 Fixed 5.50000000 N N N N N N MEG ENERGY CORP 6.5% 01/15/25 5493002WXPTG5ZC1T326 MEG ENERGY CORP REGD 144A P/P 6.50000000 552704AD0 42000.00000000 NS USD 43383.90000000 0.093675590733 Long DBT CORP CA Y 2 2025-01-15 Fixed 6.50000000 N N N N N N WILLIAMS SCOTS 4.625% 08/15/28 N/A WILLIAMS SCOTSMAN INTL REGD 144A P/P 4.62500000 96950GAE2 55000.00000000 NS USD 55962.50000000 0.120835615202 Long DBT CORP US Y 2 2028-08-15 Fixed 4.62500000 N N N N N N ENERGY TRANSFER OPE V/R /PERP/ N/A ENERGY TRANSFER OPERATNG REGD V/R /PERP/ SER G 7.12500000 29278NAT0 220000.00000000 NS USD 214346.00000000 0.462821188765 Long DBT CORP US N 2 2169-05-15 Variable 7.12500000 N N N N N N GREIF INC 6.5% 03/01/27 54930070FVGKR0Z1FI24 GREIF INC REGD 144A P/P 6.50000000 397624AH0 324000.00000000 NS USD 341415.00000000 0.737191718820 Long DBT CORP US Y 2 2027-03-01 Fixed 6.50000000 N N N N N N DELTA AIR LINE 7.375% 01/15/26 Q2CCMS6R0AS67HJMBN42 DELTA AIR LINES INC REGD 7.37500000 247361ZZ4 20000.00000000 NS USD 23474.12000000 0.050685900943 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N PRIME SECSRVC B 6.25% 01/15/28 N/A PRIME SECSRVC BRW/FINANC REGD 144A P/P 6.25000000 74166MAE6 260000.00000000 NS USD 270657.40000000 0.584410157484 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N OPTION CARE HEALTH INC WT EXP 6/30/25 N/A OPTION CARE HEALTH INC WARRANTS EXP 6/30/25 0.00000000 68404L128 80.00000000 NS USD 91.20000000 0.000196921297 N/A DE CORP US N 2 OPTION CARE HEALTH INC N/A Call Purchased OPTION CARE HEALTH INC OPTION CARE HEALTH INC 80.00000000 USD 0.00000000 USD 2025-06-30 XXXX 91.20000000 N N N BAUSCH HEALTH COS 5% 01/30/28 B3BS7ACMDUWISF18KY76 BAUSCH HEALTH COS INC REGD 144A P/P 5.00000000 071734AH0 75000.00000000 NS USD 76440.00000000 0.165051140069 Long DBT CORP US Y 2 2028-01-30 Fixed 5.00000000 N N N N N N AIR CANADA 4% 07/01/25 4B4HI3CGXMBDC0G6BM51 AIR CANADA REGD 144A P/P CONVERTIBLE 4.00000000 008911BE8 92000.00000000 NS USD 145015.00000000 0.313119977460 Long DBT CORP CA Y 2 2025-07-01 Fixed 4.00000000 N N N N N AIR CANADA AIR CANADA USD XXXX N N N NCL CORPORATIO 5.875% 03/15/26 N/A NCL CORPORATION LTD REGD 144A P/P 5.87500000 62886HBA8 140000.00000000 NS USD 141874.60000000 0.306339148048 Long DBT CORP US Y 2 2026-03-15 Fixed 5.87500000 N N N N N N COVANTA HOLDING CO 6% 01/01/27 40XIFLS8XDQGGHGPGC04 COVANTA HOLDING CORP REGD 6.00000000 22282EAH5 330000.00000000 NS USD 344437.50000000 0.743717975634 Long DBT CORP US N 2 2027-01-01 Fixed 6.00000000 N N N N N N INTEGRA LIFESCIE 0.5% 08/15/25 WB7IJCYY8YFTENS4O147 INTEGRA LIFESCIENCES HLD REGD CONVERTIBLE 0.50000000 457985AM1 115000.00000000 NS USD 127868.50000000 0.276096830244 Long DBT CORP US N 2 2025-08-15 Fixed 0.50000000 N N N N N INTEGRA LIFESCIENCES HOLDING INTEGRA LIFESCIENCES HOLDING USD XXXX N N N N/A N/A EUR/USD FWD 20210524 000000901 USD N/A 1.00000000 NC N/A 4157.94000000 0.008977926966 N/A DFE N/A N 1 THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 -96125.00000000 EUR 117001.24000000 USD 2021-05-24 4157.94000000 N N N PARKLAND CORP 5.875% 07/15/27 549300Q72GWZCL8MQC95 PARKLAND CORP REGD 144A P/P 5.87500000 70137TAP0 104000.00000000 NS USD 110890.00000000 0.239436432787 Long DBT CORP CA Y 2 2027-07-15 Fixed 5.87500000 N N N N N N PIONEER ILS INTERVAL FUND N/A PIONEER ILS INTERVAL FUND 0.00000000 72369L107 60000.00900000 NS USD 511800.08000000 1.105091400986 Long EC RF US N 2 N N N COMMERCIAL MET 3.875% 02/15/31 549300OQS2LO07ZJ7N73 COMMERCIAL METALS CO REGD 3.87500000 201723AP8 100000.00000000 NS USD 98146.00000000 0.211919272543 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N DIEBOLD NIXDOR 9.375% 07/15/25 549300XZK6EWDBAZSY16 DIEBOLD NIXDORF INC REGD 144A P/P 9.37500000 253657AA8 20000.00000000 NS USD 22275.00000000 0.048096731358 Long DBT CORP US Y 2 2025-07-15 Fixed 9.37500000 N N N N N N HAWAIIAN BRAND 5.75% 01/20/26 N/A HAWAIIAN BRAND INTELLECT REGD 144A P/P 5.75000000 41984LAA5 40000.00000000 NS USD 42512.00000000 0.091792962671 Long DBT CORP US Y 2 2026-01-20 Fixed 5.75000000 N N N N N N LUMEN TECHNOLOGIES 4% 02/15/27 8M3THTGWLTYZVE6BBY25 LUMEN TECHNOLOGIES INC REGD 144A P/P 4.00000000 156700BC9 80000.00000000 NS USD 81714.40000000 0.176439755102 Long DBT CORP US Y 2 2027-02-15 Fixed 4.00000000 N N N N N N COEUR MINING I 5.125% 02/15/29 5493003AVK173D48DR70 COEUR MINING INC REGD 144A P/P 5.12500000 192108BC1 130000.00000000 NS USD 124273.50000000 0.268334417260 Long DBT CORP US Y 2 2029-02-15 Fixed 5.12500000 N N N N N N CARVANA CO 5.5% 04/15/27 5493003WEAK2PJ5WS063 CARVANA CO REGD 144A P/P 5.50000000 146869AF9 45000.00000000 NS USD 45236.25000000 0.097675230703 Long DBT CORP US Y 2 2027-04-15 Fixed 5.50000000 N N N N N N KBR INC 4.75% 09/30/28 254900OFQDXZRKRCV808 KBR INC REGD 144A P/P 4.75000000 48242WAC0 140000.00000000 NS USD 142205.00000000 0.307052555906 Long DBT CORP US Y 2 2028-09-30 Fixed 4.75000000 N N N N N N SCIENTIFIC GAME 8.25% 03/15/26 N/A SCIENTIFIC GAMES INTERNA REGD 144A P/P 8.25000000 80874YBA7 242000.00000000 NS USD 259545.00000000 0.560415988346 Long DBT CORP US Y 2 2026-03-15 Fixed 8.25000000 N N N N N N TRIUMPH GROUP 8.875% 06/01/24 5493007L6S47Q14SL582 TRIUMPH GROUP INC REGD 144A P/P 8.87500000 896818AS0 35000.00000000 NS USD 39382.00000000 0.085034589196 Long DBT CORP US Y 2 2024-06-01 Fixed 8.87500000 N N N N N N WINDSTREAM ESCR 7.75% 08/15/28 N/A WINDSTREAM ESCROW LLC REGD 144A P/P 7.75000000 97382WAA1 185000.00000000 NS USD 188006.25000000 0.405947748595 Long DBT CORP US Y 2 2028-08-15 Fixed 7.75000000 N N N N N N BRUNDAGE-BONE CONC 6% 02/01/26 N/A BRUNDAGE-BONE CONCRETE REGD 144A P/P 6.00000000 66981QAA4 77000.00000000 NS USD 80272.50000000 0.173326368932 Long DBT CORP US Y 2 2026-02-01 Fixed 6.00000000 N N N N N N MICHAELS STORES IN 8% 07/15/27 N/A MICHAELS STORES INC REGD 144A P/P 8.00000000 594087AU2 304000.00000000 NS USD 335920.00000000 0.725326778806 Long DBT CORP US Y 2 2027-07-15 Fixed 8.00000000 N N N N N N DELTA AIR LINES 3.75% 10/28/29 Q2CCMS6R0AS67HJMBN42 DELTA AIR LINES INC REGD 3.75000000 247361ZT8 197000.00000000 NS USD 191957.55000000 0.414479493358 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N N FORD MOTOR CRE 3.815% 11/02/27 N/A FORD MOTOR CREDIT CO LLC REGD 3.81500000 345397YT4 305000.00000000 NS USD 308431.25000000 0.665972389395 Long DBT CORP US N 2 2027-11-02 Fixed 3.81500000 N N N N N N WINNEBAGO INDUS 6.25% 07/15/28 549300B7OYKYJLTE3G11 WINNEBAGO INDUSTRIES REGD 144A P/P 6.25000000 974637AC4 30000.00000000 NS USD 32137.50000000 0.069392085478 Long DBT CORP US Y 2 2028-07-15 Fixed 6.25000000 N N N N N N APX GROUP INC 6.75% 02/15/27 N/A APX GROUP INC REGD 144A P/P 6.75000000 00213MAV6 105000.00000000 NS USD 112635.60000000 0.243205575514 Long DBT CORP US Y 2 2027-02-15 Fixed 6.75000000 N N N N N N BAYTEX ENERGY C 8.75% 04/01/27 549300R5LTV2H7I1I079 BAYTEX ENERGY CORP REGD 144A P/P 8.75000000 07317QAH8 300000.00000000 NS USD 272625.00000000 0.588658648107 Long DBT CORP CA Y 2 2027-04-01 Fixed 8.75000000 N N N N N N HILTON DOMESTIC 3.75% 05/01/29 N/A HILTON DOMESTIC OPERATIN REGD 144A P/P 3.75000000 432833AJ0 105000.00000000 NS USD 103950.00000000 0.224451413005 Long DBT CORP US Y 2 2029-05-01 Fixed 3.75000000 N N N N N N PHH MORTGAGE C 7.875% 03/15/26 N/A PHH MORTGAGE CORP REGD 144A P/P 7.87500000 69356NAA2 80000.00000000 NS USD 82000.00000000 0.177056429692 Long DBT CORP US Y 2 2026-03-15 Fixed 7.87500000 N N N N N N ALLIED UNIVERSA 9.75% 07/15/27 N/A ALLIED UNIVERSAL REGD 144A P/P 9.75000000 019576AB3 215000.00000000 NS USD 235898.00000000 0.509356800628 Long DBT CORP US Y 2 2027-07-15 Fixed 9.75000000 N N N N N N FORD MOTOR CRE 3.375% 11/13/25 N/A FORD MOTOR CREDIT CO LLC REGD 3.37500000 345397B28 200000.00000000 NS USD 203400.00000000 0.439186314626 Long DBT CORP US N 2 2025-11-13 Fixed 3.37500000 N N N N N N TRANSOCEAN INC 8% 02/01/27 N/A TRANSOCEAN INC REGD 144A P/P 8.00000000 893830BL2 37000.00000000 NS USD 22107.50000000 0.047735061212 Long DBT CORP US Y 2 2027-02-01 Fixed 8.00000000 N N N N N N SHELF DRILL HOL 8.25% 02/15/25 N/A SHELF DRILL HOLD LTD REGD 144A P/P 8.25000000 822538AE4 313000.00000000 NS USD 228490.00000000 0.493361263662 Long DBT CORP AE Y 2 2025-02-15 Fixed 8.25000000 N N N N N N HUDBAY MINERAL 6.125% 04/01/29 549300WI524AL577IX21 HUDBAY MINERALS INC REGD 144A P/P 6.12500000 443628AH5 77000.00000000 NS USD 82197.50000000 0.177482876580 Long DBT CORP CA Y 2 2029-04-01 Fixed 6.12500000 N N N N N N MODIVCARE INC 5.875% 11/15/25 549300EFZIFW7F7I0Q28 MODIVCARE INC REGD 144A P/P 5.87500000 743815AE2 30000.00000000 NS USD 31575.00000000 0.068177521555 Long DBT CORP US Y 2 2025-11-15 Fixed 5.87500000 N N N N N N LORENZ RE 2019V/R 6/30/22 N/A LORENZ RE 2019 /VARIABLE/ REGD 0.00000000 N/A 25723.00000000 NS USD 1208.98000000 0.002610459541 Long DBT CORP BM N 3 2022-06-30 Variable 0.00000000 N N N N N N INGLES MARKETS 5.75% 06/15/23 549300XH5RYBMYP8TF26 INGLES MARKETS INC REGD 5.75000000 457030AJ3 82000.00000000 NS USD 82615.00000000 0.178384352914 Long DBT CORP US N 2 2023-06-15 Fixed 5.75000000 N N N N N N DANAOS CORP 8.5% 03/01/28 734IM3DNDNT36T7YTD24 DANAOS CORP REGD 144A P/P 8.50000000 23585WAA2 205000.00000000 NS USD 219093.75000000 0.473072648083 Long DBT CORP GR Y 2 2028-03-01 Fixed 8.50000000 N N N N N N CHENIERE ENERGY PA 4% 03/01/31 N/A CHENIERE ENERGY PARTNERS REGD 144A P/P 4.00000000 16411QAH4 175000.00000000 NS USD 178062.50000000 0.384476957463 Long DBT CORP US Y 2 2031-03-01 Fixed 4.00000000 N N N N N N PARK RIVER HOL 5.625% 02/01/29 N/A PARK RIVER HOLDINGS INC REGD 144A P/P 5.62500000 70082LAA5 45000.00000000 NS USD 43593.75000000 0.094128704047 Long DBT CORP US Y 2 2029-02-01 Fixed 5.62500000 N N N N N N FORTRESS TRANS 9.75% 08/01/27 529900E7PUVK6BC8PE80 FORTRESS TRANS & INFRAST REGD 144A P/P 9.75000000 34960PAC5 85000.00000000 NS USD 96793.75000000 0.208999460872 Long DBT CORP US Y 2 2027-08-01 Fixed 9.75000000 N N N N N N P&L DEV LLC/PLD 7.75% 11/15/25 N/A P&L DEV LLC/PLD FIN CORP REGD 144A P/P 7.75000000 69306RAA4 110000.00000000 NS USD 117700.00000000 0.254140753350 Long DBT CORP US Y 2 2025-11-15 Fixed 7.75000000 N N N N N N NETFLIX INC 5.375% 11/15/29 549300Y7VHGU0I7CE873 NETFLIX INC REGD 144A P/P 5.37500000 64110LAU0 90000.00000000 NS USD 106429.50000000 0.229805210779 Long DBT CORP US Y 2 2029-11-15 Fixed 5.37500000 N N N N N N M/I HOMES INC 4.95% 02/01/28 5299005M71FH9CCSFB69 M/I HOMES INC REGD 4.95000000 55305BAS0 195000.00000000 NS USD 201946.88000000 0.436048701954 Long DBT CORP US N 2 2028-02-01 Fixed 4.95000000 N N N N N N ENDO DAC/FIN LLC 9.5% 07/31/27 N/A ENDO DAC/FIN LLC/FINCO REGD 144A P/P 9.50000000 29273DAB6 83000.00000000 NS USD 90158.75000000 0.194673004640 Long DBT CORP IE Y 2 2027-07-31 Fixed 9.50000000 N N N N N N UNITED WHOLESALE 5.5% 04/15/29 549300HW662MN1WU8550 UNITED WHOLESALE MTGE LL REGD 144A P/P 5.50000000 913229AA8 140000.00000000 NS USD 139825.00000000 0.301913600996 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N UNITI GRP/UNIT 7.875% 02/15/25 N/A UNITI GRP/UNITI HLD/CSL REGD 144A P/P 7.87500000 91327AAA0 93000.00000000 NS USD 100626.00000000 0.217274149929 Long DBT CORP US Y 2 2025-02-15 Fixed 7.87500000 N N N N N N NCR CORP 5% 10/01/28 549300YKTY8JX1DV2R67 NCR CORP REGD 144A P/P 5.00000000 62886EAY4 90000.00000000 NS USD 90900.00000000 0.196273529987 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N ARCONIC CORP 6.125% 02/15/28 549300B4YFWH3U74B152 ARCONIC CORP REGD 144A P/P 6.12500000 03966VAA5 100000.00000000 NS USD 106820.00000000 0.230648388045 Long DBT CORP US Y 2 2028-02-15 Fixed 6.12500000 N N N N N N JOSEPH T RYERSON 8.5% 08/01/28 N/A JOSEPH T RYERSON & SON I REGD 144A P/P 8.50000000 48088LAB3 105000.00000000 NS USD 117600.00000000 0.253924830875 Long DBT CORP US Y 2 2028-08-01 Fixed 8.50000000 N N N N N N AMERICAN AIRLIN 5.75% 04/20/29 N/A AMERICAN AIRLINES/AADVAN REGD 144A P/P 5.75000000 00253XAB7 55000.00000000 NS USD 58619.00000000 0.126571595757 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N OCCIDENTAL PETRO 5.5% 12/01/25 IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM COR REGD 5.50000000 674599EE1 35000.00000000 NS USD 36942.15000000 0.079766404684 Long DBT CORP US N 2 2025-12-01 Fixed 5.50000000 N N N N N N PLANTRONICS INC 4.75% 03/01/29 5493006O3W5M472F6668 PLANTRONICS INC REGD 144A P/P 4.75000000 727493AC2 135000.00000000 NS USD 132637.50000000 0.286394173088 Long DBT CORP US Y 2 2029-03-01 Fixed 4.75000000 N N N N N N PBF HOLDING CO 9.25% 05/15/25 N/A PBF HOLDING CO LLC REGD 144A P/P 9.25000000 69318FAK4 95000.00000000 NS USD 96869.13000000 0.209162223233 Long DBT CORP US Y 2 2025-05-15 Fixed 9.25000000 N N N N N N NATIONSTAR MTG HLD 6% 01/15/27 N/A NATIONSTAR MTG HLD INC REGD 144A P/P 6.00000000 63861CAA7 30000.00000000 NS USD 31125.00000000 0.067205870416 Long DBT CORP US Y 2 2027-01-15 Fixed 6.00000000 N N N N N N CARNIVAL CORP 10.5% 02/01/26 F1OF2ZSX47CR0BCWA982 CARNIVAL CORP REGD 144A P/P 10.50000000 143658BG6 35000.00000000 NS USD 41255.55000000 0.089080004731 Long DBT CORP US Y 2 2026-02-01 Fixed 10.50000000 N N N N N N ALLIANCE DATA S 4.75% 12/15/24 549300G8S4PO686J7H97 ALLIANCE DATA SYSTEMS CO REGD 144A P/P 4.75000000 018581AK4 145000.00000000 NS USD 148806.25000000 0.321306138303 Long DBT CORP US Y 2 2024-12-15 Fixed 4.75000000 N N N N N N REVANCE THERAPE 1.75% 02/15/27 549300N33TFDZHS81H11 REVANCE THERAPEUTICS INC REGD CONVERTIBLE 1.75000000 761330AB5 130000.00000000 NS USD 145685.26000000 0.314567219443 Long DBT CORP US N 2 2027-02-15 Fixed 1.75000000 N N N N N REVANCE THERAPEUTICS INC REVANCE THERAPEUTICS INC USD XXXX N N N BOYD GAMING CO 8.625% 06/01/25 254900787YGRYS2A1Z35 BOYD GAMING CORP REGD 144A P/P 8.62500000 103304BS9 100000.00000000 NS USD 111200.00000000 0.240105792460 Long DBT CORP US Y 2 2025-06-01 Fixed 8.62500000 N N N N N N ROYAL CARIBBEAN 11.5% 06/01/25 K2NEH8QNVW44JIWK7Z55 ROYAL CARIBBEAN CRUISES REGD 144A P/P 11.50000000 780153AZ5 73000.00000000 NS USD 85136.25000000 0.183828298321 Long DBT CORP US Y 2 2025-06-01 Fixed 11.50000000 N N N N N N T/L TEAM HEALTH 0% 02/06/24 N/A T/L TEAM HEAL INC 0.00000000 N/A 153007.70000000 NS USD 142788.93000000 0.308313392016 Long LON CORP US N 2 2024-02-06 Floating 3.75000000 N N N N N N OLIN CORP 5% 02/01/30 549300GKK294V7W57P06 OLIN CORP REGD 5.00000000 680665AK2 134000.00000000 NS USD 140362.99000000 0.303075242320 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N N MEG ENERGY COR 5.875% 02/01/29 5493002WXPTG5ZC1T326 MEG ENERGY CORP REGD 144A P/P 5.87500000 552704AF5 175000.00000000 NS USD 175437.50000000 0.378808992489 Long DBT CORP CA Y 2 2029-02-01 Fixed 5.87500000 N N N N N N UNITED NATURAL 6.75% 10/15/28 549300GKGW6WPZ282D40 UNITED NATURAL FOODS INC REGD 144A P/P 6.75000000 911163AA1 55000.00000000 NS USD 58781.25000000 0.126921929973 Long DBT CORP US Y 2 2028-10-15 Fixed 6.75000000 N N N N N N WESCO DISTRIBU 7.125% 06/15/25 N/A WESCO DISTRIBUTION INC REGD 144A P/P 7.12500000 95081QAN4 90000.00000000 NS USD 98415.00000000 0.212500104001 Long DBT CORP US Y 2 2025-06-15 Fixed 7.12500000 N N N N N N QVC INC 4.375% 09/01/28 N/A QVC INC REGD 4.37500000 747262AZ6 155000.00000000 NS USD 156228.38000000 0.337332185114 Long DBT CORP US N 2 2028-09-01 Fixed 4.37500000 N N N N N N NRG ENERGY INC 3.625% 02/15/31 5E2UPK5SW04M13XY7I38 NRG ENERGY INC REGD 144A P/P 3.62500000 629377CR1 85000.00000000 NS USD 82875.00000000 0.178945751350 Long DBT CORP US Y 2 2031-02-15 Fixed 3.62500000 N N N N N N AMERICAN AXLE & 6.25% 03/15/26 N/A AMERICAN AXLE & MFG INC REGD 6.25000000 02406PAY6 408000.00000000 NS USD 417894.00000000 0.902327068655 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N BOOZ ALLEN HAM 3.875% 09/01/28 N/A BOOZ ALLEN HAMILTON INC REGD 144A P/P 3.87500000 09951LAA1 80000.00000000 NS USD 80420.00000000 0.173644854583 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N ASBURY AUTOMOTIV 4.5% 03/01/28 549300JH4DTA7U42GL91 ASBURY AUTOMOTIVE GROUP REGD SER WI 4.50000000 043436AU8 93000.00000000 NS USD 95130.63000000 0.205408411001 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N ROYAL CARIBBEAN 4.25% 06/15/23 K2NEH8QNVW44JIWK7Z55 ROYAL CARIBBEAN CRUISES REGD 144A P/P CONVERTIBLE 4.25000000 780153BA9 60000.00000000 NS USD 84330.00000000 0.182087423365 Long DBT CORP US Y 2 2023-06-15 Fixed 4.25000000 N N N N N ROYAL CARIBBEAN CRUISES ROYAL CARIBBEAN CRUISES USD XXXX N N N MEG ENERGY COR 7.125% 02/01/27 5493002WXPTG5ZC1T326 MEG ENERGY CORP REGD 144A P/P 7.12500000 552704AE8 25000.00000000 NS USD 26187.50000000 0.056544698201 Long DBT CORP CA Y 2 2027-02-01 Fixed 7.12500000 N N N N N N NCL FINANCE LT 6.125% 03/15/28 N/A NCL FINANCE LTD REGD 144A P/P 6.12500000 62888HAA7 40000.00000000 NS USD 40750.00000000 0.087988408657 Long DBT CORP US Y 2 2028-03-15 Fixed 6.12500000 N N N N N N ALTICE FRANCE HOLD 6% 02/15/28 N/A ALTICE FRANCE HOLDING SA REGD 144A P/P 6.00000000 02156TAA2 200000.00000000 NS USD 197058.00000000 0.425492511247 Long DBT CORP LU Y 2 2028-02-15 Fixed 6.00000000 N N N N N N US ACUTE CARE 6.375% 03/01/26 N/A US ACUTE CARE SOLUTIONS REGD 144A P/P 6.37500000 90367UAA9 45000.00000000 NS USD 46687.50000000 0.100808805624 Long DBT CORP US Y 2 2026-03-01 Fixed 6.37500000 N N N N N N FREEDOM MORTGA 8.125% 11/15/24 549300LYRWPSYPK6S325 FREEDOM MORTGAGE CORP REGD 144A P/P 8.12500000 35640YAA5 182000.00000000 NS USD 188597.50000000 0.407224390229 Long DBT CORP US Y 2 2024-11-15 Fixed 8.12500000 N N N N N N SINCLAIR TELEVIS 5.5% 03/01/30 N/A SINCLAIR TELEVISION GROU REGD 144A P/P 5.50000000 829259AY6 230000.00000000 NS USD 224250.00000000 0.484206150712 Long DBT CORP US Y 2 2030-03-01 Fixed 5.50000000 N N N N N N BEACON ROOFING 4.875% 11/01/25 549300HDXQWWCBOYXP31 BEACON ROOFING SUPPLY IN REGD 144A P/P 4.87500000 073685AD1 287000.00000000 NS USD 293457.50000000 0.633640697760 Long DBT CORP US Y 2 2025-11-01 Fixed 4.87500000 N N N N N N N/A N/A EUR/USD FWD 20210428 000010428 USD N/A 1.00000000 NC N/A 8557.50000000 0.018477565818 N/A DFE N/A N 1 STATE STREET BANK AND TRUST CO N/A -200000.00000000 EUR 243209.22000000 USD 2021-04-28 8557.50000000 N N N HYATT HOTELS C 5.375% 04/23/25 T27JQIMTYSH41TCD5186 HYATT HOTELS CORP REGD 5.37500000 448579AH5 95000.00000000 NS USD 106490.05000000 0.229935951838 Long DBT CORP US N 2 2025-04-23 Fixed 5.37500000 N N N N N N AVATION CAPITAL 8.25% 10/31/26 N/A AVATION CAPITAL SA REGD 144A P/P MTN 8.25000000 05351CAA5 360000.00000000 NS USD 289800.00000000 0.625743333228 Long DBT CORP LU Y 2 2026-10-31 Fixed 8.25000000 N N Y N N N N/A N/A CDX 2I65BRYP9 05.000 NA 06/20/2026 CHASUS33 FLOAT N/A 1.00000000 NC USD -146276.66000000 -0.31584418496 N/A DCR US N 2 JP MORGAN N/A CDX.NA.HY.36 CDX.NA.HY.36 Y 2026-06-20 -1637494.44000000 USD 1640000.00000000 USD 1640000.00000000 USD -151287.78000000 N N N QVC INC 4.75% 02/15/27 N/A QVC INC REGD 4.75000000 747262AY9 77000.00000000 NS USD 79695.00000000 0.172079416637 Long DBT CORP US N 2 2027-02-15 Fixed 4.75000000 N N N N N N CROWN CORK & S 7.375% 12/15/26 N/A CROWN CORK & SEAL CO INC REGD 7.37500000 228255AH8 254000.00000000 NS USD 305752.50000000 0.660188366090 Long DBT CORP US N 2 2026-12-15 Fixed 7.37500000 N N N N N N TRIMAS CORP 4.125% 04/15/29 75G1WUQ8QK4P5MZOYD78 TRIMAS CORP REGD 144A P/P 4.12500000 896215AH3 210000.00000000 NS USD 210000.00000000 0.453437197991 Long DBT CORP US Y 2 2029-04-15 Fixed 4.12500000 N N N N N N MACQUARIE INFRASTR 2% 10/01/23 529900IZSJ64GH477714 MACQUARIE INFRASTRUCTURE REGD CONVERTIBLE 2.00000000 55608BAB1 935.00000000 NS USD 916.30000000 0.001978497640 Long DBT CORP US N 2 2023-10-01 Fixed 2.00000000 N N N N N MACQUARIE INFRASTRUCTURE COR MACQUARIE INFRASTRUCTURE COR USD XXXX N N N HILLENBRAND INC 3.75% 03/01/31 U246OE781574J2BUD366 HILLENBRAND INC REGD 3.75000000 431571AE8 70000.00000000 NS USD 68532.80000000 0.147977718107 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N BUILDERS FIRSTS 6.75% 06/01/27 549300W0SKP6L3H7DP63 BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.75000000 12008RAM9 142000.00000000 NS USD 152295.00000000 0.328839133657 Long DBT CORP US Y 2 2027-06-01 Fixed 6.75000000 N N N N N N T/L GRUPO AEROMEXIC 0% 8/19/22 N/A T/L GRUPO AEROMEXICO SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE REGD 0.00000000 N/A 41265.19000000 NS USD 42348.40000000 0.091439713502 Long LON CORP MX N 2 2022-08-19 Floating 15.50000000 N N N N N N LAMAR MEDIA CO 3.625% 01/15/31 N/A LAMAR MEDIA CORP REGD 144A P/P 3.62500000 513075BX8 65000.00000000 NS USD 62400.65000000 0.134737028042 Long DBT CORP US Y 2 2031-01-15 Fixed 3.62500000 N N N N N N BROOKFIELD RES 4.875% 02/15/30 N/A BROOKFIELD RESID PROPERT REGD 144A P/P 4.87500000 11283YAD2 83000.00000000 NS USD 83051.46000000 0.179326768150 Long DBT CORP CA Y 2 2030-02-15 Fixed 4.87500000 N N N N N N WATCO COS LLC/FI 6.5% 06/15/27 N/A WATCO COS LLC/FINANCE CO REGD 144A P/P 6.50000000 941130AB2 75000.00000000 NS USD 79050.00000000 0.170686716672 Long DBT CORP US Y 2 2027-06-15 Fixed 6.50000000 N N N N N N SUMMIT HOTEL PRO 1.5% 02/15/26 254900OBQWJK6X20LS71 SUMMIT HOTEL PROPERTIES REGD CONVERTIBLE 1.50000000 866082AA8 49000.00000000 NS USD 53991.88000000 0.116580603721 Long DBT CORP US N 2 2026-02-15 Fixed 1.50000000 N N N N N SUMMIT HOTEL PROPERTIES INC SUMMIT HOTEL PROPERTIES INC USD XXXX N N N MDC PARTNERS INC S/UP 05/01/24 529900SR4J92B5C43M74 MDC PARTNERS INC REGD S/UP 144A P/P 7.50000000 552697AQ7 412000.00000000 NS USD 416120.00000000 0.898496603944 Long DBT CORP US Y 2 2024-05-01 Variable 7.50000000 N N N N N N SCIENTIFIC GAMES I 7% 05/15/28 N/A SCIENTIFIC GAMES INTERNA REGD 144A P/P 7.00000000 80874YBC3 100000.00000000 NS USD 106861.00000000 0.230736916260 Long DBT CORP US Y 2 2028-05-15 Fixed 7.00000000 N N N N N N TEVA PHARMACEUTI 2.8% 07/21/23 N/A TEVA PHARMACEUTICALS NE REGD 2.80000000 88167AAD3 456000.00000000 NS USD 454540.80000000 0.981455746309 Long DBT CORP NL N 2 2023-07-21 Fixed 2.80000000 N N N N N N INDIGO NATURAL 5.375% 02/01/29 549300F7DOI6H6TA3C86 INDIGO NATURAL RES LLC REGD 144A P/P 5.37500000 45569LAC5 185000.00000000 NS USD 182263.85000000 0.393548616377 Long DBT CORP US Y 2 2029-02-01 Fixed 5.37500000 N N N N N N PRIME SECSRVC B 5.75% 04/15/26 N/A PRIME SECSRVC BRW/FINANC REGD 144A P/P 5.75000000 74166MAC0 120000.00000000 NS USD 129507.00000000 0.279634720001 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N ARCHROCK PARTN 6.875% 04/01/27 N/A ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.87500000 03959KAA8 77000.00000000 NS USD 80272.50000000 0.173326368932 Long DBT CORP US Y 2 2027-04-01 Fixed 6.87500000 N N N N N N ENLINK MIDSTREA 5.05% 04/01/45 N/A ENLINK MIDSTREAM PARTNER REGD 5.05000000 29336UAD9 40000.00000000 NS USD 30941.20000000 0.066809004907 Long DBT CORP US N 2 2045-04-01 Fixed 5.05000000 N N N N N N EVERBRIDGE INC ZCP 03/15/26 549300WCY0UMR64ATW81 EVERBRIDGE INC REGD ZCP 144A P/P CONVERTIBLE 0.00000000 29978AAD6 70000.00000000 NS USD 68250.00000000 0.147367089347 Long DBT CORP US Y 2 2026-03-15 Fixed 0.00000000 N N N N N EVERBRIDGE INC EVERBRIDGE INC USD XXXX N N N ISTAR INC 4.75% 10/01/24 QFFLKWYYS3UPWD86E794 ISTAR INC REGD 4.75000000 45031UCF6 195000.00000000 NS USD 202878.98000000 0.438061315345 Long DBT CORP US N 2 2024-10-01 Fixed 4.75000000 N N N N N N LORENZ RE 2018 0.0% 07/01/21 N/A LORENZ RE 2018 REGD ZCP /BNR3Y35Y1/ 0.00000000 N/A 50000.00000000 NS USD 535.00000000 0.001155185242 Long DBT CORP BM N 3 2021-07-01 Fixed 0.00000000 N N N N N N TEMPUR SEALY INTL 4% 04/15/29 549300HFEKVR3US71V91 TEMPUR SEALY INTL INC REGD 144A P/P 4.00000000 88023UAH4 120000.00000000 NS USD 119400.00000000 0.257811435429 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N NEPTUNE ENERGY 6.625% 05/15/25 N/A NEPTUNE ENERGY BONDCO REGD 144A P/P 6.62500000 64073KAA1 219000.00000000 NS USD 219821.25000000 0.474643484090 Long DBT CORP GB Y 2 2025-05-15 Fixed 6.62500000 N N N N N N CSC HOLDINGS L 5.375% 02/01/28 N/A CSC HOLDINGS LLC REGD 144A P/P 5.37500000 126307AS6 200000.00000000 NS USD 210250.00000000 0.453977004179 Long DBT CORP US Y 2 2028-02-01 Fixed 5.37500000 N N N N N N KOPPERS INC 6% 02/15/25 N/A KOPPERS INC REGD 144A P/P 6.00000000 500605AH3 79000.00000000 NS USD 81432.41000000 0.175830875314 Long DBT CORP US Y 2 2025-02-15 Fixed 6.00000000 N N N N N N T/L SPECTACLE 0% 12/23/25 N/A T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000 N/A 15600.00000000 NS USD 17030.01000000 0.036771619124 Long LON CORP US N 2 2025-12-23 Floating 11.00000000 N N N N N N BRINK'S CO/THE 5.5% 07/15/25 XFP140TFNOQMIVFTVQ13 BRINK'S CO/THE REGD 144A P/P 5.50000000 109696AB0 140000.00000000 NS USD 147875.00000000 0.319295360252 Long DBT CORP US Y 2 2025-07-15 Fixed 5.50000000 N N N N N N CORNERSTONE BU 6.125% 01/15/29 549300IW41QEWQ6T0H29 CORNERSTONE BUILDING REGD 144A P/P 6.12500000 21925DAA7 195000.00000000 NS USD 207675.00000000 0.448417000442 Long DBT CORP US Y 2 2029-01-15 Fixed 6.12500000 N N N N N N NATIONSTAR MTG H 5.5% 08/15/28 N/A NATIONSTAR MTG HLD INC REGD 144A P/P 5.50000000 63861CAC3 60000.00000000 NS USD 60243.00000000 0.130078176755 Long DBT CORP US Y 2 2028-08-15 Fixed 5.50000000 N N N N N N LEVEL 3 FINANCI 3.75% 07/15/29 N/A LEVEL 3 FINANCING INC REGD 144A P/P 3.75000000 527298BT9 55000.00000000 NS USD 53825.75000000 0.116221891713 Long DBT CORP US Y 2 2029-07-15 Fixed 3.75000000 N N N N N N TERVITA CORP 11% 12/01/25 N/A TERVITA CORP REGD 144A P/P 11.00000000 88159EAA1 145000.00000000 NS USD 164575.00000000 0.355354413616 Long DBT CORP CA Y 2 2025-12-01 Fixed 11.00000000 N N N N N N CP ATLAS BUYER INC 7% 12/01/28 2549006ZZ07G0NDDCR36 CP ATLAS BUYER INC REGD 144A P/P 7.00000000 12597YAA7 90000.00000000 NS USD 94594.50000000 0.204250785835 Long DBT CORP US Y 2 2028-12-01 Fixed 7.00000000 N N N N N N CLEAR CHANNEL O 7.75% 04/15/28 N/A CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.75000000 18453HAC0 110000.00000000 NS USD 109046.30000000 0.235455470111 Long DBT CORP US Y 2 2028-04-15 Fixed 7.75000000 N N N N N N REALOGY GROUP/C 5.75% 01/15/29 N/A REALOGY GROUP/CO-ISSUER REGD 144A P/P 5.75000000 75606DAL5 70000.00000000 NS USD 69037.50000000 0.149067478839 Long DBT CORP US Y 2 2029-01-15 Fixed 5.75000000 N N N N N N FIRST QUANTUM M 7.25% 04/01/23 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS L REGD 144A P/P 7.25000000 335934AK1 200000.00000000 NS USD 203500.00000000 0.439402237101 Long DBT CORP CA Y 2 2023-04-01 Fixed 7.25000000 N N N N N N NORTHRIVER MID 5.625% 02/15/26 549300SOLNLY3BL6GF18 NORTHRIVER MIDSTREAM FIN REGD 144A P/P 5.62500000 66679NAA8 285000.00000000 NS USD 296257.50000000 0.639686527067 Long DBT CORP CA Y 2 2026-02-15 Fixed 5.62500000 N N N N N N T/L BUILDERS FIRST 0% 02/29/24 N/A T/L BUILDERS FIRSTSOURCE INC REGD 0.00000000 N/A 0.01000000 NS USD 0.01000000 0.000000021592 Long LON CORP US N 2 2024-02-29 Fixed 0.00000000 N N N N N N TTM TECHNOLOGIES I 4% 03/01/29 549300SC4BDOIS008048 TTM TECHNOLOGIES INC REGD 144A P/P 4.00000000 87305RAK5 40000.00000000 NS USD 39450.00000000 0.085181416479 Long DBT CORP US Y 2 2029-03-01 Fixed 4.00000000 N N N N N N SCHWEITZER-MAU 6.875% 10/01/26 549300Z1FU4IDULG1R21 SCHWEITZER-MAUDUIT INTL REGD 144A P/P 6.87500000 808541AA4 285000.00000000 NS USD 302100.00000000 0.652301797682 Long DBT CORP US Y 2 2026-10-01 Fixed 6.87500000 N N N N N N DEALER TIRE LLC/DT 8% 02/01/28 N/A DEALER TIRE LLC/DT ISSR REGD 144A P/P 8.00000000 24229JAA1 202000.00000000 NS USD 213413.00000000 0.460806632071 Long DBT CORP US Y 2 2028-02-01 Fixed 8.00000000 N N N N N N IRB HOLDING CORP 7% 06/15/25 N/A IRB HOLDING CORP REGD 144A P/P 7.00000000 44988MAC9 55000.00000000 NS USD 59204.75000000 0.127836361656 Long DBT CORP US Y 2 2025-06-15 Fixed 7.00000000 N N N N N N ALLIED UNIVERS 6.625% 07/15/26 N/A ALLIED UNIVERSAL REGD 144A P/P 6.62500000 019576AA5 95000.00000000 NS USD 100745.60000000 0.217532393209 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N ENDO DAC/FIN LLC/F 6% 06/30/28 N/A ENDO DAC/FIN LLC/FINCO REGD 144A P/P 6.00000000 29273DAC4 105000.00000000 NS USD 85050.00000000 0.183642065186 Long DBT CORP IE Y 2 2028-06-30 Fixed 6.00000000 N N N N N N POWERTEAM SERV 9.033% 12/04/25 N/A POWERTEAM SERVICES LLC REGD 144A P/P 9.03300000 73939VAA2 340000.00000000 NS USD 377502.00000000 0.815111662458 Long DBT CORP US Y 2 2025-12-04 Fixed 9.03300000 N N N N N N ROYAL CARIBBEAN 5.5% 04/01/28 K2NEH8QNVW44JIWK7Z55 ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.50000000 780153BG6 80000.00000000 NS USD 80460.00000000 0.173731223573 Long DBT CORP US Y 2 2028-04-01 Fixed 5.50000000 N N N N N N NUSTAR LOGISTI 6.375% 10/01/30 N/A NUSTAR LOGISTICS LP REGD 6.37500000 67059TAH8 135000.00000000 NS USD 145800.00000000 0.314814968891 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N WOLVERINE WORL 6.375% 05/15/25 549300OVC7PK14LQ8D87 WOLVERINE WORLD WIDE REGD 144A P/P 6.37500000 978097AF0 75000.00000000 NS USD 79875.00000000 0.172468077093 Long DBT CORP US Y 2 2025-05-15 Fixed 6.37500000 N N N N N N CARDTRONICS INC 5.5% 05/01/25 N/A CARDTRONICS INC / USA REGD 144A P/P 5.50000000 14161TAA0 85000.00000000 NS USD 87337.50000000 0.188581291807 Long DBT CORP US Y 2 2025-05-01 Fixed 5.50000000 N N N N N N CCO HLDGS LLC/CA 5.5% 05/01/26 N/A CCO HLDGS LLC/CAP CORP REGD 144A P/P 5.50000000 1248EPBR3 515000.00000000 NS USD 531119.50000000 1.146806370851 Long DBT CORP US Y 2 2026-05-01 Fixed 5.50000000 N N N N N N EXTERRAN NRG S 8.125% 05/01/25 N/A EXTERRAN NRG SOLUTIONS/F REGD SER WI 8.12500000 30227KAE9 89000.00000000 NS USD 81880.00000000 0.176797322721 Long DBT CORP US N 2 2025-05-01 Fixed 8.12500000 N N N N N N GFL ENVIRONMENTAL 4% 08/01/28 549300FYK4MBXWIVZU26 GFL ENVIRONMENTAL INC REGD 144A P/P 4.00000000 36168QAL8 55000.00000000 NS USD 53212.50000000 0.114897747134 Long DBT CORP CA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N SIMMONS FOOD I 4.625% 03/01/29 N/A SIMMONS FOOD INC/SIMMONS REGD 144A P/P 4.62500000 82873MAA1 259000.00000000 NS USD 261271.43000000 0.564143738735 Long DBT CORP US Y 2 2029-03-01 Fixed 4.62500000 N N N N N N TRICIDA INC 3.5% 05/15/27 549300QVPFFJC8SZXG25 TRICIDA INC REGD 144A P/P CONVERTIBLE 3.50000000 89610FAA9 136000.00000000 NS USD 53430.76000000 0.115369019528 Long DBT CORP US Y 2 2027-05-15 Fixed 3.50000000 N N N N N TRICIDA INC TRICIDA INC USD XXXX N N N GENESIS ENERGY LP/ 8% 01/15/27 N/A GENESIS ENERGY LP/FIN REGD 8.00000000 37185LAM4 80000.00000000 NS USD 81001.60000000 0.174900659699 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N CARNIVAL CORP 7.625% 03/01/26 F1OF2ZSX47CR0BCWA982 CARNIVAL CORP REGD 144A P/P 7.62500000 143658BL5 65000.00000000 NS USD 69829.50000000 0.150777584843 Long DBT CORP US Y 2 2026-03-01 Fixed 7.62500000 N N N N N N CCO HLDGS LLC/ 5.125% 05/01/27 N/A CCO HLDGS LLC/CAP CORP REGD 144A P/P 5.12500000 1248EPBT9 175000.00000000 NS USD 185030.13000000 0.399521636625 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N N SUMMIT MATERIAL 5.25% 01/15/29 N/A SUMMIT MATERIALS LLC/FIN REGD 144A P/P 5.25000000 86614RAN7 10000.00000000 NS USD 10459.90000000 0.022585274987 Long DBT CORP US Y 2 2029-01-15 Fixed 5.25000000 N N N N N N AAG FH LP/AAG F 9.75% 07/15/24 N/A AAG FH LP/AAG FH FINCO REGD 144A P/P 9.75000000 00033AAA6 150000.00000000 NS USD 145500.00000000 0.314167201465 Long DBT CORP CA Y 2 2024-07-15 Fixed 9.75000000 N N N N N N LIFEPOINT HEAL 5.375% 01/15/29 N/A LIFEPOINT HEALTH INC REGD 144A P/P 5.37500000 53219LAU3 75000.00000000 NS USD 73875.00000000 0.159512728579 Long DBT CORP US Y 2 2029-01-15 Fixed 5.37500000 N N N N N N DCP MIDSTREAM 3.875% 03/15/23 N/A DCP MIDSTREAM OPERATING REGD 3.87500000 23311VAD9 30000.00000000 NS USD 31302.00000000 0.067588053197 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N MPT OPER PARTNER 3.5% 03/15/31 N/A MPT OPER PARTNERSP/FINL REGD 3.50000000 55342UAM6 205000.00000000 NS USD 201035.63000000 0.434081108398 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N HEXION INC 7.875% 07/15/27 N/A HEXION INC REGD 144A P/P 7.87500000 42829LAF1 103000.00000000 NS USD 110750.75000000 0.239135760740 Long DBT CORP US Y 2 2027-07-15 Fixed 7.87500000 N N N N N N N/A N/A CDX 2I65BRYB0 05.000 NA 12/20/2021 JP MORGAN CH FIXED N/A 1.00000000 NC USD 15277.40000000 0.032987340231 N/A DCR US N 2 JP MORGAN N/A CDX.NA.HY.27 CDX.NA.HY.27 Y 2021-12-20 -309615.90000000 USD 307164.77000000 USD 309615.90000000 USD 12396.26000000 N N N ALLISON TRANSMI 3.75% 01/30/31 N/A ALLISON TRANSMISSION INC REGD 144A P/P 3.75000000 019736AG2 150000.00000000 NS USD 145312.50000000 0.313762346824 Long DBT CORP US Y 2 2031-01-30 Fixed 3.75000000 N N N N N N NOVELIS CORP 5.875% 09/30/26 N/A NOVELIS CORP REGD 144A P/P 5.87500000 670001AC0 92000.00000000 NS USD 96305.60000000 0.207945435309 Long DBT CORP US Y 2 2026-09-30 Fixed 5.87500000 N N N N N N NRG ENERGY INC 3.375% 02/15/29 5E2UPK5SW04M13XY7I38 NRG ENERGY INC REGD 144A P/P 3.37500000 629377CQ3 60000.00000000 NS USD 58575.00000000 0.126476589868 Long DBT CORP US Y 2 2029-02-15 Fixed 3.37500000 N N N N N N KRATON POLYMERS 4.25% 12/15/25 N/A KRATON POLYMERS LLC/CAP REGD 144A P/P 4.25000000 50076XAC5 65000.00000000 NS USD 65243.75000000 0.140875919935 Long DBT CORP US Y 2 2025-12-15 Fixed 4.25000000 N N N N N N LOGMEIN INC 5.5% 09/01/27 N/A LOGMEIN INC REGD 144A P/P 5.50000000 541056AA5 200000.00000000 NS USD 209376.00000000 0.452089841746 Long DBT CORP US Y 2 2027-09-01 Fixed 5.50000000 N N N N N N INSMED INC 1.75% 01/15/25 529900Q55QAG41CCAC11 INSMED INC REGD CONVERTIBLE 1.75000000 457669AA7 111000.00000000 NS USD 123554.10000000 0.266781070973 Long DBT CORP US N 2 2025-01-15 Fixed 1.75000000 N N N N N INSMED INC INSMED INC USD XXXX N N N OUTFRONT MEDIA 4.25% 01/15/29 N/A OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 4.25000000 69007TAE4 70000.00000000 NS USD 67390.40000000 0.145511019750 Long DBT CORP US Y 2 2029-01-15 Fixed 4.25000000 N N N N N N INEOS QUAT 3.75% 07/15/26/EUR/ N/A INEOS QUATTRO FINANCE 1 /EUR/ REGD 144A P/P 3.75000000 N/A 100000.00000000 NS 119157.11000000 0.257286981329 Long DBT CORP GB Y 2 2026-07-15 Fixed 3.75000000 N N N N N N T/L ENTERPRISE 0% 02/19/28 N/A T/L ENTERPRISE DEVELOPMENT AUTHORITY REGD 0.00000000 N/A 280000.00000000 NS USD 281225.00000000 0.607227980977 Long LON CORP US N 2 2028-02-19 Floating 0.00000000 N N N N N N CENOVUS ENERGY 6.75% 11/15/39 549300EIRQ0Z2B9C1W06 CENOVUS ENERGY INC REGD 6.75000000 15135UAF6 65000.00000000 NS USD 80911.26000000 0.174705595335 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75000000 N N N N N N ENLINK MIDSTREAM 5.6% 04/01/44 N/A ENLINK MIDSTREAM PARTNER REGD 5.60000000 29336UAC1 116000.00000000 NS USD 96280.00000000 0.207890159155 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N HECLA MINING CO 7.25% 02/15/28 5493009Y6HOBZD1QD537 HECLA MINING CO REGD 7.25000000 422704AH9 130000.00000000 NS USD 139425.00000000 0.301049911095 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N GARDA WORLD SECU 9.5% 11/01/27 N/A GARDA WORLD SECURITY COR REGD 144A P/P 9.50000000 36257BAA7 323000.00000000 NS USD 357519.01000000 0.771963895824 Long DBT CORP CA Y 2 2027-11-01 Fixed 9.50000000 N N N N N N HARVEST MIDSTREA 7.5% 09/01/28 549300DW5M17KJOXCY66 HARVEST MIDSTREAM I LP REGD 144A P/P 7.50000000 417558AA1 273000.00000000 NS USD 293393.10000000 0.633501643686 Long DBT CORP US Y 2 2028-09-01 Fixed 7.50000000 N N N N N N PENSKE AUTOMOTIV 3.5% 09/01/25 549300W7UTQ0M4C7LB15 PENSKE AUTOMOTIVE GROUP REGD 3.50000000 70959WAJ2 90000.00000000 NS USD 92119.50000000 0.198906704573 Long DBT CORP US N 2 2025-09-01 Fixed 3.50000000 N N N N N N TOPBUILD CORP 3.625% 03/15/29 5493007YSKHOL4RWII46 TOPBUILD CORP REGD 144A P/P 3.62500000 89055FAB9 50000.00000000 NS USD 49375.00000000 0.106611722146 Long DBT CORP US Y 2 2029-03-15 Fixed 3.62500000 N N N N N N ENERGIZER HOLDI 4.75% 06/15/28 5493000D6NN0V57UME20 ENERGIZER HOLDINGS INC REGD 144A P/P 4.75000000 29272WAC3 112000.00000000 NS USD 115500.00000000 0.249390458895 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N RACKSPACE TECH 5.375% 12/01/28 N/A RACKSPACE TECHNOLOGY REGD 144A P/P 5.37500000 750098AA3 150000.00000000 NS USD 152523.75000000 0.329333056320 Long DBT CORP US Y 2 2028-12-01 Fixed 5.37500000 N N N N N N LUMEN TECHNOLOGI 4.5% 01/15/29 8M3THTGWLTYZVE6BBY25 LUMEN TECHNOLOGIES INC REGD 144A P/P 4.50000000 156700BD7 200000.00000000 NS USD 195060.00000000 0.421178380191 Long DBT CORP US Y 2 2029-01-15 Fixed 4.50000000 N N N N N N SCOTTS MIRACLE-GRO 4% 04/01/31 2TH9E0JTOUXOEGI2R879 SCOTTS MIRACLE-GRO CO REGD 144A P/P 4.00000000 810186AT3 135000.00000000 NS USD 133110.00000000 0.287414406784 Long DBT CORP US Y 2 2031-04-01 Fixed 4.00000000 N N N N N N REGIONALCARE/LI 9.75% 12/01/26 N/A REGIONALCARE/LIFEPOINT REGD 144A P/P 9.75000000 53219LAR0 22000.00000000 NS USD 23815.00000000 0.051421937477 Long DBT CORP US Y 2 2026-12-01 Fixed 9.75000000 N N N N N N PBF LOGISTICS 6.875% 05/15/23 N/A PBF LOGISTICS LP/FINANCE REGD SER WI 6.87500000 69318UAB1 135000.00000000 NS USD 135029.70000000 0.291559470541 Long DBT CORP US N 2 2023-05-15 Fixed 6.87500000 N N N N N N HILTON DOMESTIC OP 4% 05/01/31 N/A HILTON DOMESTIC OPERATIN REGD 144A P/P 4.00000000 432833AL5 100000.00000000 NS USD 100000.00000000 0.215922475234 Long DBT CORP US Y 2 2031-05-01 Fixed 4.00000000 N N N N N N IVANHOE MINES LT 2.5% 04/15/26 5299006XZISURYIA4G32 IVANHOE MINES LTD REGD 144A P/P CONVERTIBLE 2.50000000 46579RAA2 110000.00000000 NS USD 112733.44000000 0.243416834064 Long DBT CORP CA Y 2 2026-04-15 Fixed 2.50000000 N N N N N IVANHOE MINES LTD IVANHOE MINES LTD USD XXXX N N N STATION CASINOS 4.5% 02/15/28 N/A STATION CASINOS LLC REGD 144A P/P 4.50000000 857691AG4 137000.00000000 NS USD 136315.00000000 0.294334722115 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N COMMSCOPE INC 8.25% 03/01/27 N/A COMMSCOPE INC REGD 144A P/P 8.25000000 20338QAA1 63000.00000000 NS USD 67410.00000000 0.145553340555 Long DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N L BRANDS INC 6.625% 10/01/30 GR3KVMWVCR54YWQNXU90 L BRANDS INC REGD 144A P/P 6.62500000 501797AW4 60000.00000000 NS USD 67987.50000000 0.146800292849 Long DBT CORP US Y 2 2030-10-01 Fixed 6.62500000 N N N N N N PENN NATIONAL 5.625% 01/15/27 N/A PENN NATIONAL GAMING INC REGD 144A P/P 5.62500000 707569AS8 35000.00000000 NS USD 36312.50000000 0.078406848819 Long DBT CORP US Y 2 2027-01-15 Fixed 5.62500000 N N N N N N CSC HOLDINGS LLC 7.5% 04/01/28 N/A CSC HOLDINGS LLC REGD P/P 7.50000000 126307AY3 200000.00000000 NS USD 220560.00000000 0.476238611376 Long DBT CORP US Y 2 2028-04-01 Fixed 7.50000000 N N N N N N CLEARWAY ENERGY 3.75% 02/15/31 N/A CLEARWAY ENERGY OP LLC REGD 144A P/P 3.75000000 18539UAD7 105000.00000000 NS USD 100704.57000000 0.217443800217 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N T/L COMMSCOPE INC 0% 04/06/26 N/A T/L COMMSCOPE INC REGD 0.00000000 20337EAQ4 96624.90000000 NS USD 96182.07000000 0.207678706275 Long LON CORP US N 2 2026-04-06 Floating 3.35850000 N N N N N N KEN GARFF AUTO 4.875% 09/15/28 N/A KEN GARFF AUTOMOTIVE LLC REGD 144A P/P 4.87500000 48850PAA2 60000.00000000 NS USD 59940.00000000 0.129423931655 Long DBT CORP US Y 2 2028-09-15 Fixed 4.87500000 N N N N N N COLGATE ENERGY 7.75% 02/15/26 N/A COLGATE ENERGY PARTNERS REGD 144A P/P 7.75000000 19416MAA7 225000.00000000 NS USD 220547.25000000 0.476211081261 Long DBT CORP US Y 2 2026-02-15 Fixed 7.75000000 N N N N N N HYATT HOTELS CO 5.75% 04/23/30 T27JQIMTYSH41TCD5186 HYATT HOTELS CORP REGD 5.75000000 448579AJ1 45000.00000000 NS USD 52527.71000000 0.113419131615 Long DBT CORP US N 2 2030-04-23 Fixed 5.75000000 N N N N N N DIEBOLD NIXDORF 8.5% 04/15/24 549300XZK6EWDBAZSY16 DIEBOLD NIXDORF INC REGD SER WI 8.50000000 253651AC7 195000.00000000 NS USD 199192.50000000 0.430101376480 Long DBT CORP US N 2 2024-04-15 Fixed 8.50000000 N N N N N N DYCOM INDUSTRIES 4.5% 04/15/29 549300F56EKTHQI3WT60 DYCOM INDUSTRIES INC REGD 144A P/P 4.50000000 267475AD3 182000.00000000 NS USD 182280.28000000 0.393584092439 Long DBT CORP US Y 2 2029-04-15 Fixed 4.50000000 N N N N N N CD&R SMOKEY BUY 6.75% 07/15/25 N/A CD&R SMOKEY BUYER INC REGD 144A P/P 6.75000000 12510CAA9 30000.00000000 NS USD 32175.00000000 0.069473056406 Long DBT CORP US Y 2 2025-07-15 Fixed 6.75000000 N N N N N N TEREX CORP 5% 05/15/29 YAWJZJYEQ7M1SYMOS462 TEREX CORP REGD 144A P/P 5.00000000 880779BA0 110000.00000000 NS USD 113872.00000000 0.245875240998 Long DBT CORP US Y 2 2029-05-15 Fixed 5.00000000 N N N N N N CAESARS ENTERT 8.125% 07/01/27 549300FA4CTCW903Y781 CAESARS ENTERTAIN INC REGD 144A P/P 8.12500000 28470RAK8 257000.00000000 NS USD 283522.40000000 0.612188583923 Long DBT CORP US Y 2 2027-07-01 Fixed 8.12500000 N N N N N N MURPHY OIL COR 6.375% 07/15/28 QBKYQD0ODE7DC7PDIN91 MURPHY OIL CORP REGD 6.37500000 626717AN2 135000.00000000 NS USD 135168.75000000 0.291859710743 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N N BAUSCH HEALTH CO 5.5% 11/01/25 B3BS7ACMDUWISF18KY76 BAUSCH HEALTH COS INC REGD 144A P/P 5.50000000 91911KAN2 80000.00000000 NS USD 82190.40000000 0.177467546084 Long DBT CORP US Y 2 2025-11-01 Fixed 5.50000000 N N N N N N PAR PHARMACEUTIC 7.5% 04/01/27 N/A PAR PHARMACEUTICAL INC REGD 144A P/P 7.50000000 69888XAA7 139000.00000000 NS USD 147784.80000000 0.319100598179 Long DBT CORP US Y 2 2027-04-01 Fixed 7.50000000 N N N N N N VIKING CRUISES 5.875% 09/15/27 N/A VIKING CRUISES LTD REGD 144A P/P 5.87500000 92676XAD9 109000.00000000 NS USD 106547.50000000 0.230059999300 Long DBT CORP US Y 2 2027-09-15 Fixed 5.87500000 N N N N N N JELD-WEN INC 6.25% 05/15/25 N/A JELD-WEN INC REGD 144A P/P 6.25000000 475795AE0 100000.00000000 NS USD 106250.00000000 0.229417629936 Long DBT CORP US Y 2 2025-05-15 Fixed 6.25000000 N N N N N N GRAY TELEVISIO 5.875% 07/15/26 529900TM5726KDN7UU35 GRAY TELEVISION INC REGD 144A P/P 5.87500000 389375AJ5 106000.00000000 NS USD 109842.50000000 0.237174644859 Long DBT CORP US Y 2 2026-07-15 Fixed 5.87500000 N N N N N N JB POINDEXTER 7.125% 04/15/26 549300W6P81HOZZGPQ16 JB POINDEXTER & CO INC REGD 144A P/P 7.12500000 730481AJ7 254000.00000000 NS USD 268287.50000000 0.579293010744 Long DBT CORP US Y 2 2026-04-15 Fixed 7.12500000 N N N N N N BAUSCH HEALTH C 7.25% 05/30/29 B3BS7ACMDUWISF18KY76 BAUSCH HEALTH COS INC REGD P/P 7.25000000 071734AF4 96000.00000000 NS USD 107160.00000000 0.231382524460 Long DBT CORP US Y 2 2029-05-30 Fixed 7.25000000 N N N N N N BEAZER HOMES U 5.875% 10/15/27 549300DUPYT2T0F60I45 BEAZER HOMES USA REGD SER WI 5.87500000 07556QBR5 125000.00000000 NS USD 129375.00000000 0.279349702334 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N CARPENTER TECH 6.375% 07/15/28 DX6I6ZD3X5WNNCDJKP85 CARPENTER TECHNOLOGY REGD 6.37500000 144285AL7 200000.00000000 NS USD 214935.91000000 0.464094937039 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N N FMG RESOURCES 4.375% 04/01/31 N/A FMG RESOURCES AUG 2006 REGD 144A P/P 4.37500000 30251GBC0 125000.00000000 NS USD 127343.75000000 0.274963777056 Long DBT CORP AU Y 2 2031-04-01 Fixed 4.37500000 N N N N N N WESTERN GLOBA 10.375% 08/15/25 N/A WESTERN GLOBAL AIRLINES REGD 144A P/P 10.37500000 958278AA1 250000.00000000 NS USD 281250.00000000 0.607281961596 Long DBT CORP US Y 2 2025-08-15 Fixed 10.37500000 N N N N N N CLEVELAND-CLIFF 6.75% 03/15/26 549300TM2WLI2BJMDD86 CLEVELAND-CLIFFS INC REGD 144A P/P 6.75000000 185899AG6 320000.00000000 NS USD 348000.00000000 0.751410213815 Long DBT CORP US Y 2 2026-03-15 Fixed 6.75000000 N N N N N N OCI NV 4.625% 10/15/25 549300NCMRGIBJYUOE57 OCI NV REGD 144A P/P 4.62500000 67091GAE3 200000.00000000 NS USD 206750.00000000 0.446419717546 Long DBT CORP NL Y 2 2025-10-15 Fixed 4.62500000 N N N N N N HILCORP ENERGY I/H 6% 02/01/31 N/A HILCORP ENERGY I/HILCORP REGD 144A P/P 6.00000000 431318AV6 90000.00000000 NS USD 91350.00000000 0.197245181126 Long DBT CORP US Y 2 2031-02-01 Fixed 6.00000000 N N N N N N CLEVELAND-CLIF 9.875% 10/17/25 549300TM2WLI2BJMDD86 CLEVELAND-CLIFFS INC REGD 144A P/P 9.87500000 185899AJ0 11000.00000000 NS USD 12887.05000000 0.027826037344 Long DBT CORP US Y 2 2025-10-17 Fixed 9.87500000 N N N N N N BROOKFIELD RESI 6.25% 09/15/27 N/A BROOKFIELD RESID PROPERT REGD 144A P/P 6.25000000 11283YAB6 108000.00000000 NS USD 112725.00000000 0.243398610207 Long DBT CORP CA Y 2 2027-09-15 Fixed 6.25000000 N N N N N N NCR CORP 5.25% 10/01/30 549300YKTY8JX1DV2R67 NCR CORP REGD 144A P/P 5.25000000 62886EAZ1 45000.00000000 NS USD 45568.13000000 0.098391834213 Long DBT CORP US Y 2 2030-10-01 Fixed 5.25000000 N N N N N N DELTA AIR LINES 4.75% 10/20/28 N/A DELTA AIR LINES/SKYMILES REGD 144A P/P 4.75000000 830867AB3 60000.00000000 NS USD 65212.49000000 0.140808422569 Long DBT CORP US Y 2 2028-10-20 Fixed 4.75000000 N N N N N N PATTERN ENERGY O 4.5% 08/15/28 N/A PATTERN ENERGY OP LP/PAT REGD 144A P/P 4.50000000 70339PAA7 25000.00000000 NS USD 25406.25000000 0.054857803864 Long DBT CORP US Y 2 2028-08-15 Fixed 4.50000000 N N N N N N INTESA SANPAOLO SPA V/R /PERP/ 2W8N8UU78PMDQKZENC08 INTESA SANPAOLO SPA REGD V/R /PERP/ MTN 7.70000000 46115HAU1 200000.00000000 NS USD 227000.00000000 0.490144018781 Long DBT CORP IT Y 2 2170-03-17 Variable 7.70000000 N N N N N N COMMSCOPE TECH LLC 6% 06/15/25 N/A COMMSCOPE TECH LLC REGD P/P 6.00000000 20337YAA5 78000.00000000 NS USD 79563.90000000 0.171796342272 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N BEAZER HOMES US 6.75% 03/15/25 549300DUPYT2T0F60I45 BEAZER HOMES USA REGD SER WI 6.75000000 07556QBM6 182000.00000000 NS USD 187460.00000000 0.404768272074 Long DBT CORP US N 2 2025-03-15 Fixed 6.75000000 N N N N N N TECHNIPFMC PLC 6.5% 02/01/26 549300D5I93QWCJTCK36 TECHNIPFMC PLC REGD 144A P/P 6.50000000 87854XAE1 130000.00000000 NS USD 135980.10000000 0.293611597745 Long DBT CORP GB Y 2 2026-02-01 Fixed 6.50000000 N N N N N N ZI TECH LLC/ZI 3.875% 02/01/29 N/A ZI TECH LLC/ZI FIN CORP REGD 144A P/P 3.87500000 98981BAA0 30000.00000000 NS USD 29325.00000000 0.063319265862 Long DBT CORP US Y 2 2029-02-01 Fixed 3.87500000 N N N N N N AMERICAN AIRLINE 5.5% 04/20/26 N/A AMERICAN AIRLINES/AADVAN REGD 144A P/P 5.50000000 00253XAA9 70000.00000000 NS USD 72975.00000000 0.157569426302 Long DBT CORP US Y 2 2026-04-20 Fixed 5.50000000 N N N N N N NETFLIX INC 4.875% 04/15/28 549300Y7VHGU0I7CE873 NETFLIX INC REGD 4.87500000 64110LAS5 97000.00000000 NS USD 110280.27000000 0.238119888678 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N ENLINK MIDSTRE 5.375% 06/01/29 54930000GY1H533OBE23 ENLINK MIDSTREAM LLC REGD 5.37500000 29336TAA8 5000.00000000 NS USD 4675.00000000 0.010094375717 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N CLEAR CHANNEL W 9.25% 02/15/24 N/A CLEAR CHANNEL WORLDWIDE REGD SER WI 9.25000000 18451QAP3 74000.00000000 NS USD 76982.20000000 0.166221871729 Long DBT CORP US N 2 2024-02-15 Fixed 9.25000000 N N N N N N JBS USA LUX/JBS 6.75% 02/15/28 N/A JBS USA LUX/JBS USA FIN REGD 144A P/P 6.75000000 472141AA8 94000.00000000 NS USD 103310.70000000 0.223071020621 Long DBT CORP US Y 2 2028-02-15 Fixed 6.75000000 N N N N N N ENTERCOM MEDIA 6.75% 03/31/29 N/A ENTERCOM MEDIA CORP REGD 144A P/P 6.75000000 29365DAB5 50000.00000000 NS USD 51971.25000000 0.112217609410 Long DBT CORP US Y 2 2029-03-31 Fixed 6.75000000 N N N N N N ELEMENT SOLUTI 3.875% 09/01/28 549300FLGN6P5CU20J91 ELEMENT SOLUTIONS INC REGD 144A P/P 3.87500000 28618MAA4 200000.00000000 NS USD 197520.00000000 0.426490073082 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N LEGACY LIFEPOIN 6.75% 04/15/25 N/A LEGACY LIFEPOINT HEALTH REGD 144A P/P 6.75000000 53219LAT6 65000.00000000 NS USD 69062.50000000 0.149121459458 Long DBT CORP US Y 2 2025-04-15 Fixed 6.75000000 N N N N N N SYNCREON GROUP WT EX 10/01/24 N/A SYNCREON GROUP WARRANTS EXP 10/01/2024 0.00000000 N/A 1007.00000000 NS USD 0.00000000 0.000000 N/A DE CORP US N 3 N/A N/A Call Purchased SYNCREON GROUP SYNCREON GROUP 1007.00000000 USD 0.00000000 USD 2024-10-01 XXXX 0.00000000 N N N KB HOME 6.875% 06/15/27 549300LGUCWQURMWLG09 KB HOME REGD 6.87500000 48666KAX7 176000.00000000 NS USD 206164.64000000 0.445155793745 Long DBT CORP US N 2 2027-06-15 Fixed 6.87500000 N N N N N N MPT OPER PARTN 4.625% 08/01/29 N/A MPT OPER PARTNERSP/FINL REGD 4.62500000 55342UAJ3 146000.00000000 NS USD 153596.38000000 0.331649105566 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N OPTION CARE HE WT EX 6/30/25 N/A OPTION CARE HEALTH INC WARRANTS EXP 6/30/25 0.00000000 68404L110 80.00000000 NS USD 115.20000000 0.000248742691 N/A DE CORP US N 2 OPTION CARE HEALTH INC N/A Call Purchased OPTION CARE HEALTH INC OPTION CARE HEALTH INC 80.00000000 USD 0.00000000 USD 2025-06-30 XXXX 115.20000000 N N N SURGERY CENTER HO 10% 04/15/27 N/A SURGERY CENTER HOLDINGS REGD 144A P/P 10.00000000 86881WAD4 293000.00000000 NS USD 323032.50000000 0.697499769810 Long DBT CORP US Y 2 2027-04-15 Fixed 10.00000000 N N N N N N ALBERTSONS COS/ 5.75% 03/15/25 N/A ALBERTSONS COS/SAFEWAY REGD SER WI 5.75000000 013093AD1 30000.00000000 NS USD 30981.00000000 0.066894942052 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N T/L SPECTACLE 0% 12/23/25 N/A T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000 N/A 215400.00000000 NS USD 235145.07000000 0.507731055535 Long LON CORP US N 2 2025-12-23 Floating 11.00000000 N N N N N N T/L PG&E CORPOR 0% 06/23/25 N/A T/L PG&E CORPORATION REGD 0.00000000 N/A 59550.00000000 NS USD 59587.22000000 0.128662200347 Long LON CORP US N 2 2025-06-23 Floating 3.50000000 N N N N N N US RENAL CARE 10.625% 07/15/27 N/A US RENAL CARE INC REGD 144A P/P 10.62500000 07335BAA4 146000.00000000 NS USD 160600.00000000 0.346771495226 Long DBT CORP US Y 2 2027-07-15 Fixed 10.62500000 N N N N N N VISTAJET MALTA/ 10.5% 06/01/24 N/A VISTAJET MALTA/XO MGMT REGD 144A P/P 10.50000000 92840JAA7 365000.00000000 NS USD 397850.00000000 0.859047567719 Long DBT CORP MT Y 2 2024-06-01 Fixed 10.50000000 N N N N N N SOTHEBY'S 7.375% 10/15/27 N/A SOTHEBY'S REGD 144A P/P 7.37500000 835898AH0 80000.00000000 NS USD 86508.80000000 0.186791942255 Long DBT CORP US Y 2 2027-10-15 Fixed 7.37500000 N N N N N N FORTERRA FIN LLC 6.5% 07/15/25 N/A FORTERRA FIN LLC/FRTA FI REGD 144A P/P 6.50000000 34962WAA2 40000.00000000 NS USD 43000.00000000 0.092846664350 Long DBT CORP US Y 2 2025-07-15 Fixed 6.50000000 N N N N N N ISTAR INC 4.25% 08/01/25 QFFLKWYYS3UPWD86E794 ISTAR INC REGD 4.25000000 45031UCG4 105000.00000000 NS USD 105724.50000000 0.228282957329 Long DBT CORP US N 2 2025-08-01 Fixed 4.25000000 N N N N N N SUMMIT MATERIA 5.125% 06/01/25 N/A SUMMIT MATERIALS LLC/FIN REGD 144A P/P 5.12500000 86614RAL1 203000.00000000 NS USD 206045.00000000 0.444897464096 Long DBT CORP US Y 2 2025-06-01 Fixed 5.12500000 N N N N N N TALEN ENERGY S 7.625% 06/01/28 N/A TALEN ENERGY SUPPLY LLC REGD 144A P/P 7.62500000 87422VAJ7 175000.00000000 NS USD 177187.50000000 0.382587635805 Long DBT CORP US Y 2 2028-06-01 Fixed 7.62500000 N N N N N N FREEDOM MORTGAG 8.25% 04/15/25 549300LYRWPSYPK6S325 FREEDOM MORTGAGE CORP REGD 144A P/P 8.25000000 35640YAB3 152000.00000000 NS USD 158270.00000000 0.341740501553 Long DBT CORP US Y 2 2025-04-15 Fixed 8.25000000 N N N N N N FTS INTERNATIONAL INC-CL A 549300LIZ1UTOOLOZV47 FTS INTERNATIONAL INC-CL A 0.00000000 30283W302 8535.00000000 NS USD 211155.90000000 0.455933045883 Long EC CORP US N 1 N N N DCP MIDSTREAM O 4.95% 04/01/22 N/A DCP MIDSTREAM OPERATING REGD 4.95000000 23311VAB3 49000.00000000 NS USD 50102.50000000 0.108182558154 Long DBT CORP US N 2 2022-04-01 Fixed 4.95000000 N N N N N N NATIONSTAR MTG 5.125% 12/15/30 N/A NATIONSTAR MTG HLD INC REGD 144A P/P 5.12500000 63861CAD1 110000.00000000 NS USD 108098.10000000 0.233408093201 Long DBT CORP US Y 2 2030-12-15 Fixed 5.12500000 N N N N N N NESCO HOLDINGS I 5.5% 04/15/29 N/A NESCO HOLDINGS II INC REGD 144A P/P 5.50000000 64083YAA9 105000.00000000 NS USD 107677.50000000 0.232499923270 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N UNITI GROUP/CSL 6.5% 02/15/29 N/A UNITI GROUP/CSL CAPITAL REGD 144A P/P 6.50000000 91327BAA8 140000.00000000 NS USD 139160.00000000 0.300477716535 Long DBT CORP US Y 2 2029-02-15 Fixed 6.50000000 N N N N N N NCR CORP 8.125% 04/15/25 549300YKTY8JX1DV2R67 NCR CORP REGD 144A P/P 8.12500000 62886EAX6 20000.00000000 NS USD 21925.00000000 0.047341002695 Long DBT CORP US Y 2 2025-04-15 Fixed 8.12500000 N N N N N N AETHON UN/AETHI 8.25% 02/15/26 N/A AETHON UN/AETHIN UN FIN REGD 144A P/P 8.25000000 00810GAC8 260000.00000000 NS USD 269100.00000000 0.581047380855 Long DBT CORP US Y 2 2026-02-15 Fixed 8.25000000 N N N N N N CALPINE CORP 4.625% 02/01/29 N/A CALPINE CORP REGD 144A P/P 4.62500000 131347CP9 50000.00000000 NS USD 48714.50000000 0.105185554197 Long DBT CORP US Y 2 2029-02-01 Fixed 4.62500000 N N N N N N PATRICK INDUSTRI 7.5% 10/15/27 549300FZ5ZTCCJ3Z5W14 PATRICK INDUSTRIES INC REGD 144A P/P 7.50000000 703343AC7 280000.00000000 NS USD 305550.00000000 0.659751123078 Long DBT CORP US Y 2 2027-10-15 Fixed 7.50000000 N N N N N N PRIME HEALTHCAR 7.25% 11/01/25 N/A PRIME HEALTHCARE SERVICE REGD 144A P/P 7.25000000 74165HAB4 100000.00000000 NS USD 106750.00000000 0.230497242312 Long DBT CORP US Y 2 2025-11-01 Fixed 7.25000000 N N N N N N TRANSOCEAN SEN 5.375% 05/15/23 N/A TRANSOCEAN SENTRY LTD REGD P/P 5.37500000 89385AAA3 260339.03000000 NS USD 243416.99000000 0.525591989948 Long DBT CORP KY Y 2 2023-05-15 Fixed 5.37500000 N N N N N N SPECTRUM BRANDS 5.5% 07/15/30 N/A SPECTRUM BRANDS INC REGD 144A P/P 5.50000000 84762LAW5 105000.00000000 NS USD 112350.00000000 0.242588900925 Long DBT CORP US Y 2 2030-07-15 Fixed 5.50000000 N N N N N N T/L TRICO GROUP LL 0% 02/02/24 N/A T/L TRICO GROUP LLC REGD 0.00000000 N/A 95999.76000000 NS USD 97991.76000000 0.211586233717 Long LON CORP US N 2 2024-02-02 Floating 0.00000000 N N N N N N 2021-04-30 Pioneer Variable Contracts Trust /MA/ Mark E. Bradley Mark E. Bradley Treasurer and Chief Accounting and Financial Officer XXXX