Pioneer Diversified High Income Fund, Inc.
+146
New
-43
Exited
411
Positions
| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | LIBERTY MUTUAL INSURANCE | 53079QAD9 | Jan 2022 | 4,106,000 | -494,000 | $4.4M | +2.5% | 4.23% | DBT |
| 2 | ABRA GLOBAL FINANCE | 000852AB9 | Apr 2024 | 2,137,472 | -280,096 | $1.9M | +4.2% | 1.86% | DBT |
| 3 | HERCULES LLC | 427056BC9 | Jan 2022 | 1,900,000 | — | $1.9M | +0.0% | 1.85% | DBT |
| 4 | GRUPO AEROMEXICO SAB | 40054JAA7 | Oct 2022 | 1,510,000 | — | $1.5M | +5.7% | 1.42% | DBT |
| 5 | INDIABULLS HOUSING FIN | 000000000 | Jan 2022 | 1,475,000 | +1,111,047 | $1.4M | +313.7% | 1.37% | DBT |
| 6 | ENERGEAN PLC | 29280EAA7 | Jan 2022 | 1,510,000 | — | $1.4M | +11.8% | 1.35% | DBT |
| 7 | GOL FINANCE SA | 36254VAK4 | Apr 2024 | 1,186,175 | New | $1.3M | — | 1.23% | DBT |
| 8 | US ACUTE CARE SOLUTIONS | 90367UAA9 | Jan 2022 | 1,224,000 | +459,000 | $1.2M | +90.4% | 1.19% | DBT |
| 9 | FIRST QUANTUM MINERALS L | 335934AU9 | Apr 2024 | 1,260,000 | — | $1.2M | +14.7% | 1.17% | DBT |
| 10 | AETHON UN/AETHIN UN FIN | 00810GAC8 | Jan 2022 | 1,160,000 | — | $1.2M | +1.3% | 1.12% | DBT |
| 11 | FRIGORIFICO CONCEPCION | 358648AA1 | Jan 2022 | 1,310,000 | — | $1.1M | +7.5% | 1.10% | DBT |
| 12 | WILLIAMS COMPANIES INC | 969457BV1 | Jan 2022 | 1,175,000 | — | $1.1M | +9.0% | 1.07% | DBT |
| 13 | MC BRAZIL DWNSTRM | 55292WAA8 | Jan 2022 | 1,288,268 | -21,003 | $1.1M | +19.8% | 1.07% | DBT |
| 14 | MCGRAW-HILL EDUCATION | 57767XAB6 | Jan 2022 | 1,210,000 | — | $1.1M | +11.5% | 1.07% | DBT |
| 15 | Wells Fargo Commercial Mortgag | 94989WAD9 | Jan 2022 | 1,660,500 | — | $1.1M | +12.7% | 1.06% | ABS-MBS |
| 16 | CARRIAGE PURCHASER INC | 14445LAA5 | Jan 2022 | 1,245,000 | — | $1.1M | +20.2% | 1.06% | DBT |
| 17 | YPF SOCIEDAD ANONIMA | 984245AQ3 | Jan 2022 | 1,195,000 | — | $1.1M | +20.0% | 1.04% | DBT |
| 18 | PEGASUS HAVA TASIMACILIG | 705567AA3 | Jan 2022 | 1,059,000 | — | $1.1M | +1.9% | 1.04% | DBT |
| 19 | BANTRY RE 2024 | 000000000 | Jan 2022 | 1,000,000 | New | $1.1M | — | 1.01% | DBT |
| 20 | GULLANE RE 2024 | 000000000 | Jan 2022 | 1,000,000 | New | $1.1M | — | 1.01% | DBT |
| 21 | OLYMPUS WTR US HLDG CORP | 25259KAA8 | Apr 2024 | 985,000 | — | $1.0M | +8.6% | 1.00% | DBT |
| 22 | BERWICK RE 2024 | 000000000 | Jan 2022 | 1,000,000 | New | $1.0M | — | 1.00% | DBT |
| 23 | ONEMAIN FINANCE CORP | 682695AA9 | Apr 2024 | 985,000 | +375,000 | $1.0M | +74.0% | 0.99% | DBT |
| 24 | DEALER TIRE LLC/DT ISSR | 24229JAA1 | Jan 2022 | 1,046,000 | — | $1.0M | +4.9% | 0.99% | DBT |
| 25 | BANCO GNB SUDAMERIS SA | 059593AE3 | Jan 2022 | 1,135,000 | — | $1.0M | +16.8% | 0.98% | DBT |
| 26 | Chase Auto Credit Linked Notes | 46591HCJ7 | Jan 2022 | 1,000,000 | — | $1.0M | +8.3% | 0.98% | ABS-O |
| 27 | VISTAJET MALTA/VM HOLDS | 92840JAB5 | Jan 2022 | 1,305,000 | +840,000 | $1.0M | +225.6% | 0.97% | DBT |
| 28 | HTL Commercial Mortgage Trust | 404300AL9 | Apr 2024 | 1,000,000 | New | $994K | — | 0.95% | ABS-MBS |
| 29 | MCF CLO LLC | 55281FAS9 | Jan 2022 | 1,000,000 | — | $987K | +3.9% | 0.95% | ABS-CBDO |
| 30 | ASG FINANCE DESIGNATED | 00217AAA4 | Jan 2022 | 1,000,000 | — | $980K | +1.3% | 0.94% | DBT |
| 31 | US ACUTE CARE SOLUTIONS | 90367UAD3 | Apr 2024 | 980,000 | New | $961K | — | 0.92% | DBT |
| 32 | RAIN CARBON INC | 75079LAB7 | Apr 2024 | 920,000 | — | $958K | +2.3% | 0.92% | DBT |
| 33 | FREMF Mortgage Trust | 30311XAC2 | Jan 2022 | 1,000,000 | — | $958K | +0.3% | 0.92% | ABS-MBS |
| 34 | Capital Funding Mortgage Trust | 14019QAB8 | Jul 2023 | 960,000 | New | $955K | — | 0.92% | ABS-MBS |
| 35 | GARDA WORLD SECURITY COR | 36257BAA7 | Jan 2022 | 958,000 | — | $954K | +9.5% | 0.91% | DBT |
| 36 | TORRICELLI RE 2023 | 000000000 | Jan 2022 | 750,000 | New | $952K | — | 0.91% | DBT |
| 37 | BAYTEX ENERGY CORP | 07317QAJ4 | Apr 2024 | 910,000 | — | $949K | +5.3% | 0.91% | DBT |
| 38 | SHELF DRILL HOLD LTD | 822538AH7 | Apr 2024 | 970,000 | — | $918K | -0.5% | 0.88% | DBT |
| 39 | PRIME SECSRVC BRW/FINANC | 74166MAE6 | Jan 2022 | 935,000 | — | $913K | +5.4% | 0.88% | DBT |
| 40 | GLOBAL AIR LEASE CO LTD | 37960JAA6 | Jan 2022 | 956,821 | -155,918 | $905K | -10.0% | 0.87% | DBT |
| 41 | AMERITEX HOLDCO INTERMED | 030727AA9 | Apr 2024 | 846,000 | -154,000 | $891K | -5.7% | 0.86% | DBT |
| 42 | BENCHMARK Mortgage Trust | 08163ABT9 | Jan 2022 | 1,000,000 | — | $885K | +7.6% | 0.85% | ABS-MBS |
| 43 | ENERGY TRANSFER LP | 29273VAM2 | Jan 2022 | 915,000 | — | $879K | +15.6% | 0.84% | DBT |
| 44 | BEAZER HOMES USA | 07556QBT1 | Jan 2022 | 885,000 | — | $876K | +8.6% | 0.84% | DBT |
| 45 | SPRINT LLC | 85207UAK1 | Jan 2022 | 850,000 | — | $872K | -0.1% | 0.84% | DBT |
| 46 | Santander Bank Auto Credit-Lin | 80290CCF9 | Apr 2024 | 850,000 | New | $870K | — | 0.83% | ABS-O |
| 47 | CARPENTER TECHNOLOGY | 144285AM5 | Oct 2022 | 845,000 | — | $861K | +3.2% | 0.83% | DBT |
| 48 | STRATHCONA RESOURCES | 86304TAA6 | Jan 2022 | 860,000 | — | $852K | +7.4% | 0.82% | DBT |
| 49 | WINDSTREAM ESCROW LLC | 97382WAA1 | Jan 2022 | 875,000 | — | $843K | +21.5% | 0.81% | DBT |
| 50 | Wells Fargo Commercial Mortgag | 94989JAL0 | Jan 2022 | 1,100,000 | — | $830K | +8.0% | 0.80% | ABS-MBS |
| 51 | UNITED WHOLESALE MTGE LL | 913229AC4 | Jan 2022 | 865,000 | — | $830K | +5.5% | 0.80% | DBT |
| 52 | AUNA SA | 05151AAA1 | Apr 2024 | 800,800 | New | $820K | — | 0.79% | DBT |
| 53 | THOPAS RE 2024 | 000000000 | Jan 2022 | 766,025 | New | $818K | — | 0.78% | DBT |
| 54 | TMS INTERNATIONAL CORP | 87261QAC7 | Jan 2022 | 870,000 | — | $802K | +16.8% | 0.77% | DBT |
| 55 | Freddie Mac - STACR | 35564ACC3 | Jan 2022 | 640,000 | — | $788K | +6.9% | 0.76% | ABS-MBS |
| 56 | SIERRACOL ENRGY ANDINA | 82653LAA9 | Jan 2022 | 900,000 | — | $779K | +11.8% | 0.75% | DBT |
| 57 | Multifamily Structured Credit | 35563FAC5 | Jan 2022 | 750,000 | — | $769K | +3.4% | 0.74% | ABS-MBS |
| 58 | TULLOW OIL PLC | 899415AG8 | Jan 2022 | 785,000 | — | $765K | +13.4% | 0.73% | DBT |
| 59 | ACU PETROLEO LUXEMBOURG | 00110RAA5 | Jan 2022 | 790,306 | -9,714 | $757K | +4.8% | 0.73% | DBT |
| 60 | TAP SA | 000000000 | Jan 2022 | 700,000 | New | $743K | — | 0.71% | DBT |
| 61 | OCCIDENTAL PETROLEUM COR | 674599CJ2 | Jan 2022 | 955,000 | — | $738K | +8.3% | 0.71% | DBT |
| 62 | GRUPO POSADAS SAB CV | 400489AL4 | Apr 2024 | 800,000 | — | $735K | +9.1% | 0.71% | DBT |
| 63 | MULTIFAMILY CONNECTICUT AVENUE | 62548QAD3 | Jan 2022 | 740,161 | -8,040 | $729K | +2.0% | 0.70% | ABS-MBS |
| 64 | Santander Bank Auto Credit-Lin | 80290CAV6 | Oct 2022 | 650,000 | — | $698K | +8.3% | 0.67% | ABS-O |
| 65 | UNITI GRP/UNITI HLD/CSL | 91327AAB8 | Jan 2022 | 890,000 | — | $692K | +28.3% | 0.66% | DBT |
| 66 | CD&R FIREFLY BIDCO LTD | 000000000 | Jan 2022 | 555,000 | New | $690K | — | 0.66% | DBT |
| 67 | BANCO MERCANTIL DE NORTE | 05971PAC2 | Jan 2022 | 685,000 | — | $680K | +9.2% | 0.65% | DBT |
| 68 | MERION RE 2024-1 | 000000000 | Jan 2022 | 750,000 | New | $675K | — | 0.65% | DBT |
| 69 | P&L DEV LLC/PLD FIN CORP | 69306RAA4 | Jan 2022 | 790,000 | — | $669K | +26.1% | 0.64% | DBT |
| 70 | FIRST BRANDS GROUP LLC | 31935HAD9 | Apr 2024 | 694,629 | -3,581 | $667K | -3.4% | 0.64% | LON |
| 71 | DANAOS CORP | 23585WAA2 | Jan 2022 | 655,000 | — | $661K | +1.5% | 0.63% | DBT |
| 72 | OLYMPUS WTR US HLDG CORP | 000000000 | Jan 2022 | 580,000 | New | $658K | — | 0.63% | DBT |
| 73 | ENERFLEX LTD | 29269RAA3 | Oct 2022 | 630,000 | — | $645K | +12.5% | 0.62% | DBT |
| 74 | PETROLEOS MEXICANOS | 71654QDE9 | Apr 2024 | 800,000 | — | $631K | +10.3% | 0.61% | DBT |
| 75 | BX Trust | 05606DAL2 | Oct 2022 | 631,665 | -10,517 | $628K | -2.3% | 0.60% | ABS-MBS |
| 76 | Freddie Mac - STACR | 35564TBE9 | Oct 2023 | 545,000 | — | $625K | +3.7% | 0.60% | ABS-MBS |
| 77 | MGM RESORTS INTL | 552953CJ8 | Apr 2024 | 635,000 | New | $616K | — | 0.59% | DBT |
| 78 | ELDORADO GOLD CORP | 284902AF0 | Jan 2022 | 633,000 | — | $596K | +9.8% | 0.57% | DBT |
| 79 | VENTURE GLOBAL LNG INC | 92332YAB7 | Apr 2024 | 575,000 | — | $590K | +7.5% | 0.57% | DBT |
| 80 | NEPTUNE BIDCO US INC | 640695AA0 | Oct 2023 | 625,000 | — | $590K | +6.9% | 0.57% | DBT |
| 81 | ALLIED UNIVERSAL | 019576AB3 | Jan 2022 | 585,000 | — | $583K | +14.7% | 0.56% | DBT |
| 82 | PI0047 2024-1 | 000000000 | Jan 2022 | 560,883 | New | $581K | — | 0.56% | DBT |
| 83 | WATCO COS LLC/FINANCE CO | 941130AB2 | Jan 2022 | 575,000 | — | $567K | +5.8% | 0.54% | DBT |
| 84 | SECTOR RE V LTD | 81369AEM0 | Apr 2024 | 500,000 | New | $555K | — | 0.53% | DBT |
| 85 | SECTOR RE V LTD | 81369AEN8 | Apr 2024 | 500,000 | New | $555K | — | 0.53% | DBT |
| 86 | CIVITAS RESOURCES INC | 17888HAB9 | Apr 2024 | 520,000 | — | $552K | +5.1% | 0.53% | DBT |
| 87 | PRIME HEALTHCARE SERVICE | 74165HAB4 | Jan 2022 | 550,000 | — | $546K | +9.2% | 0.52% | DBT |
| 88 | CIVITAS RESOURCES INC | 17888HAA1 | Apr 2024 | 520,000 | — | $542K | +3.7% | 0.52% | DBT |
| 89 | FITNESS & SPORTS CLUBS LLC | 33818XAM2 | Apr 2024 | 541,703 | New | $536K | — | 0.51% | LON |
| 90 | FREMF Mortgage Trust | 30318WAN3 | Jan 2022 | 1,000,000 | — | $527K | +6.4% | 0.51% | ABS-MBS |
| 91 | GAMBOGE RE 2023 | 000000000 | Jan 2022 | 500,000 | New | $524K | — | 0.50% | DBT |
| 92 | PANGAEA RE 2024-1 | 000000000 | Jan 2022 | 500,000 | New | $523K | — | 0.50% | DBT |
| 93 | SOTHEBY'S | 835898AH0 | Jan 2022 | 558,000 | — | $520K | +4.3% | 0.50% | DBT |
| 94 | CLEAR CHANNEL OUTDOOR HO | 18453HAD8 | Jan 2022 | 645,000 | — | $520K | +10.7% | 0.50% | DBT |
| 95 | ARCHROCK PARTNERS LP/FIN | 03959KAA8 | Jan 2022 | 521,000 | — | $520K | +3.8% | 0.50% | DBT |
| 96 | CARNOUSTIE RE 2024 | 000000000 | Jan 2022 | 500,000 | New | $519K | — | 0.50% | DBT |
| 97 | QUEEN STREET 2023 RE DAC | 747977AA4 | Apr 2024 | 500,000 | — | $516K | +0.7% | 0.49% | DBT |
| 98 | BLUE RIDGE RE LTD | 096003AB4 | Apr 2024 | 500,000 | New | $509K | — | 0.49% | DBT |
| 99 | SANDERS RE III LTD | 799925AA0 | Apr 2024 | 500,000 | — | $508K | -1.1% | 0.49% | DBT |
| 100 | SERVICE LOGIC ACQUISITIO | 81759AAC4 | Apr 2024 | 498,715 | New | $501K | — | 0.48% | LON |
| 101 | FLOODSMART RE LTD | 33975CAP0 | Apr 2024 | 500,000 | New | $500K | — | 0.48% | DBT |
| 102 | FOUNDATION RE IV LTD | 349939AA6 | Apr 2024 | 500,000 | New | $500K | — | 0.48% | DBT |
| 103 | DELEK LOG PART/FINANCE | 24665FAC6 | Jan 2022 | 510,000 | — | $498K | +7.3% | 0.48% | DBT |
| 104 | RESIDENTIAL RE 2023 LTD | 76090WAB6 | Apr 2024 | 500,000 | New | $495K | — | 0.48% | DBT |
| 105 | FIBER BIDCO SPA | 000000000 | Jan 2022 | 425,000 | New | $489K | — | 0.47% | DBT |
| 106 | YAPI VE KREDI BANKASI AS | 984848AS0 | Apr 2024 | 490,000 | New | $488K | — | 0.47% | DBT |
| 107 | NABORS INDUSTRIES LTD | 629571AB6 | Jan 2022 | 515,000 | — | $488K | +7.4% | 0.47% | DBT |
| 108 | MYSTIC RE IV LTD | 62865LAC1 | Jan 2022 | 500,000 | — | $487K | -0.7% | 0.47% | DBT |
| 109 | MATTERHORN RE LTD | 577092AQ2 | Oct 2022 | 500,000 | — | $486K | -2.2% | 0.47% | DBT |
| 110 | SCIL IV LLC / SCIL USA H | 000000000 | Jan 2022 | 420,000 | New | $485K | — | 0.47% | DBT |
| 111 | ACC Auto Trust | 00085YAD5 | Oct 2022 | 500,000 | — | $484K | +0.4% | 0.46% | ABS-O |
| 112 | BPR Trust | 05591VAJ4 | Jan 2022 | 500,000 | — | $480K | +6.2% | 0.46% | ABS-MBS |
| 113 | CHAMPIONS FINANCING INC | 000000000 | Jan 2022 | 475,000 | New | $477K | — | 0.46% | LON |
| 114 | SEADRILL FINANCE LTD | 81172QAA2 | Apr 2024 | 455,000 | — | $474K | +4.1% | 0.45% | DBT |
| 115 | FREMF Mortgage Trust | 30312FAG1 | Jan 2022 | 517,311 | -50,691 | $472K | -6.1% | 0.45% | ABS-MBS |
| 116 | TALEN ENERGY SUPPLY LLC | 87422VAK4 | Apr 2024 | 445,000 | — | $471K | +4.1% | 0.45% | DBT |
| 117 | RESIDENTIAL RE 21 LTD | 76114NAE2 | Jan 2022 | 500,000 | — | $471K | -2.1% | 0.45% | DBT |
| 118 | Freddie Mac - STACR | 35564KKL2 | Jan 2022 | 450,000 | — | $471K | +8.3% | 0.45% | ABS-MBS |
| 119 | ATHENAHEALTH GROUP INC | 60337JAA4 | Jan 2022 | 505,000 | — | $455K | +10.2% | 0.44% | DBT |
| 120 | TOTAL PLAY TELECOM | 89157FAC4 | Oct 2022 | 850,000 | — | $454K | +11.5% | 0.44% | DBT |
| 121 | CLEAR CHANNEL OUTDOOR HO | 18453HAC0 | Jan 2022 | 535,000 | — | $454K | +10.9% | 0.44% | DBT |
| 122 | JB POINDEXTER & CO INC | 465965AC5 | Apr 2024 | 440,000 | New | $450K | — | 0.43% | DBT |
| 123 | ARAGVI FINANCE INTL | 03851RAB0 | Jan 2022 | 555,000 | — | $449K | +19.5% | 0.43% | DBT |
| 124 | Natixis Commercial Mortgage Se | 63873VAN3 | Jan 2022 | 900,000 | — | $448K | +9.1% | 0.43% | ABS-MBS |
| 125 | AIR LEASE CORP | 00912XBK9 | Apr 2024 | 500,000 | — | $432K | +20.1% | 0.41% | DBT |
| 126 | AZUL SECURED FINANCE LLP | 05501WAC6 | Apr 2024 | 430,000 | — | $427K | +2.2% | 0.41% | DBT |
| 127 | UNITI GROUP/CSL CAPITAL | 91327TAA9 | Apr 2024 | 410,000 | — | $425K | +7.7% | 0.41% | DBT |
| 128 | REPUBLIC OF ANGOLA | 035198AB6 | Jan 2022 | 448,000 | — | $422K | +11.4% | 0.40% | DBT |
| 129 | GARDA WORLD SECURITY | 36485MAL3 | Jan 2022 | 473,000 | — | $418K | +16.0% | 0.40% | DBT |
| 130 | Grupo Aeromexico SAB de CV | AEROMEX* | Jan 2022 | 24,166 | New | $416K | — | 0.40% | EC |
| 131 | VERSCEND ESCROW CORP | 92535WAA8 | Jan 2022 | 411,000 | — | $411K | +0.7% | 0.39% | DBT |
| 132 | FINANCIERE MENDEL SASU | 000000000 | Jan 2022 | 405,000 | New | $408K | — | 0.39% | LON |
| 133 | ENERGY TRANSFER LP | 29273RBA6 | Jan 2022 | 450,000 | — | $407K | +10.9% | 0.39% | DBT |
| 134 | INEOS US PETROCHEM LLC | 000000000 | Jan 2022 | 400,000 | New | $400K | — | 0.38% | LON |
| 135 | LSF11 A5 HOLDCO LLC | 50216YAD2 | Apr 2024 | 397,684 | -2,003 | $399K | +1.6% | 0.38% | LON |
| 136 | METINVEST BV | 591555AF4 | Jan 2022 | 613,000 | — | $398K | +9.7% | 0.38% | DBT |
| 137 | KOSMOS ENERGY LTD | 500688AF3 | Jan 2022 | 405,000 | — | $394K | +8.4% | 0.38% | DBT |
| 138 | CIVITAS RESOURCES INC | 17888HAC7 | Apr 2024 | 370,000 | — | $394K | +4.5% | 0.38% | DBT |
| 139 | CORNERSTONE BUILDING | 21925DAA7 | Apr 2024 | 464,000 | — | $392K | +15.4% | 0.38% | DBT |
| 140 | FIRST QUANTUM MINERALS L | 335934AT2 | Jan 2022 | 400,000 | — | $385K | +12.9% | 0.37% | DBT |
| 141 | DS PARENT INC | 000000000 | Jan 2022 | 385,000 | New | $383K | — | 0.37% | LON |
| 142 | SUMMER (BC) BIDC | 865632AA1 | Apr 2024 | 400,000 | — | $382K | +9.7% | 0.37% | DBT |
| 143 | RESIDENTIAL RE 2022 LTD | 76119YAG8 | Oct 2023 | 375,000 | — | $378K | -0.2% | 0.36% | DBT |
| 144 | STAPLES INC | 855030AN2 | Jan 2022 | 389,000 | — | $375K | +18.2% | 0.36% | DBT |
| 145 | MATIV HOLDINGS INC | 808541AA4 | Jan 2022 | 379,000 | — | $374K | +9.5% | 0.36% | DBT |
| 146 | GENESIS ENERGY LP/FIN | 37185LAM4 | Jan 2022 | 365,000 | — | $369K | +5.3% | 0.35% | DBT |
| 147 | LOTTOMATICA SPA/ROMA | 000000000 | Jan 2022 | 325,000 | New | $369K | — | 0.35% | DBT |
| 148 | PARK-OHIO INDUSTRIES INC | 700677AR8 | Oct 2022 | 385,000 | — | $366K | +9.5% | 0.35% | DBT |
| 149 | US RENAL CARE INC | 90290PAS3 | Apr 2024 | 405,992 | -75,255 | $365K | +22.7% | 0.35% | LON |
| 150 | LUNE HOLDINGS SARL | 000000000 | Jan 2022 | 420,000 | New | $363K | — | 0.35% | DBT |
| 151 | LC AHAB US BIDCO LLC | 000000000 | Jan 2022 | 355,000 | New | $356K | — | 0.34% | LON |
| 152 | TRANSOCEAN INC | 893830AT6 | Apr 2024 | 440,000 | New | $356K | — | 0.34% | DBT |
| 153 | LIFEPT/LEGACY LIFEPT | 53219LAR0 | Jan 2022 | 357,000 | — | $355K | +6.5% | 0.34% | DBT |
| 154 | WESCO DISTRIBUTION INC | 95081QAN4 | Jan 2022 | 350,000 | — | $350K | +0.1% | 0.34% | DBT |
| 155 | CIDRON AIDA FINCO SARL | 000000000 | Jan 2022 | 345,000 | New | $349K | — | 0.33% | DBT |
| 156 | GARFUNKELUX HOLDCO 3 SA | 000000000 | Jan 2022 | 400,000 | New | $348K | — | 0.33% | DBT |
| 157 | LOTTOMATICA SPA/ROMA | 000000000 | Jan 2022 | 310,000 | New | $348K | — | 0.33% | DBT |
| 158 | BORR IHC LTD / BORR FIN | 100018AA8 | Apr 2024 | 335,000 | — | $346K | +3.9% | 0.33% | DBT |
| 159 | Fannie Mae - CAS | 20754RAJ5 | Jan 2022 | 330,000 | — | $346K | +5.6% | 0.33% | ABS-MBS |
| 160 | Merion Re 2022-2 | 000000000 | Jan 2022 | 363,953 | New | $345K | — | 0.33% | DBT |
| 161 | ING GROEP NV | 456837AF0 | Jan 2022 | 350,000 | — | $344K | +5.2% | 0.33% | DBT |
| 162 | SPIRIT AEROSYSTEMS INC | 85205TAN0 | Oct 2023 | 315,000 | — | $341K | +5.3% | 0.33% | DBT |
| 163 | PHH MORTGAGE CORP | 69356NAA2 | Jan 2022 | 355,000 | — | $340K | +10.9% | 0.33% | DBT |
| 164 | KENBOURNE INVEST SA | 48855KAA8 | Jan 2022 | 836,000 | — | $332K | -47.4% | 0.32% | DBT |
| 165 | LATAM AIRLINES GROUP SA | 51818LAB4 | Oct 2022 | 285,000 | — | $327K | +6.5% | 0.31% | DBT |
| 166 | WAYSTAR TECHNOLOGIES INC | 63939WAK9 | Apr 2024 | 325,000 | New | $327K | — | 0.31% | LON |
| 167 | MILLICOM INTL CELLULAR | 600814AS6 | Apr 2024 | 330,000 | New | $324K | — | 0.31% | DBT |
| 168 | SIMPAR EUROPE SA | 82883PAA2 | Oct 2022 | 400,000 | — | $320K | +2.6% | 0.31% | DBT |
| 169 | EQUIPMENTSHARE.COM INC | 29450YAB5 | Apr 2024 | 310,000 | New | $315K | — | 0.30% | DBT |
| 170 | LYB FINANCE CO BV | 61238QAA6 | Jan 2022 | 300,000 | — | $315K | +0.1% | 0.30% | DBT |
| 171 | WINDSOR HOLDINGS III LLC | 97360BAD7 | Apr 2024 | 310,939 | New | $314K | — | 0.30% | LON |
| 172 | Freddie Mac - STACR | 35564KSQ3 | Oct 2022 | 280,000 | — | $310K | +8.3% | 0.30% | ABS-MBS |
| 173 | CSC HOLDINGS LLC | 126307AS6 | Oct 2023 | 400,000 | — | $307K | -3.7% | 0.29% | DBT |
| 174 | GENERATION BRIDGE NORTHE | 000000000 | Jan 2022 | 303,172 | New | $305K | — | 0.29% | LON |
| 175 | 3R LUX SARL | 88563PAA6 | Apr 2024 | 290,000 | New | $305K | — | 0.29% | DBT |
| 176 | TORREY PINES RE LTD | 89141WAF9 | Apr 2024 | 300,000 | — | $304K | +0.6% | 0.29% | DBT |
| 177 | ENLINK MIDSTREAM PARTNER | 29336UAC1 | Jan 2022 | 344,000 | — | $298K | +10.1% | 0.29% | DBT |
| 178 | BCO DE GALICIA Y BUENOS | 059538AR9 | Jan 2022 | 300,000 | — | $298K | +8.0% | 0.29% | DBT |
| 179 | LIGHT & WONDER INTL INC | 80874YBE9 | Jan 2022 | 295,000 | — | $298K | +4.0% | 0.29% | DBT |
| 180 | LIGHT & WONDER INTL INC | 80874YBC3 | Jan 2022 | 295,000 | — | $296K | +2.9% | 0.28% | DBT |
| 181 | Pangaea Re 2023-3 | 000000000 | Jan 2022 | 250,000 | New | $290K | — | 0.28% | DBT |
| 182 | OLIN CORP | 680665AM8 | Jan 2022 | 280,000 | — | $288K | -0.1% | 0.28% | DBT |
| 183 | PHOENIX 3 RE PTE LTD | 000000000 | Jan 2022 | 250,000 | New | $284K | — | 0.27% | DBT |
| 184 | TRANSOCEAN INC | 893830BZ1 | Apr 2024 | 280,000 | New | $279K | — | 0.27% | DBT |
| 185 | TRANSOCEAN INC | 893830BY4 | Apr 2024 | 280,000 | New | $278K | — | 0.27% | DBT |
| 186 | PRECISION DRILLING CORP | 740212AM7 | Jan 2022 | 271,000 | — | $268K | +6.9% | 0.26% | DBT |
| 187 | MONA LISA RE LTD | 608800AG3 | Oct 2023 | 250,000 | — | $268K | +0.1% | 0.26% | DBT |
| 188 | CSC HOLDINGS LLC | 126307BN6 | Apr 2024 | 300,000 | New | $267K | — | 0.26% | DBT |
| 189 | GATEWAY RE LTD | 36779CAC0 | Apr 2024 | 250,000 | — | $266K | +0.7% | 0.25% | DBT |
| 190 | MERNA REINSURANCE II LTD | 59013MAJ1 | Apr 2024 | 250,000 | — | $265K | +1.7% | 0.25% | DBT |
| 191 | LIGHTNING RE SERIES 2023 | 532242AA2 | Apr 2024 | 250,000 | — | $262K | +0.1% | 0.25% | DBT |
| 192 | ONEMAIN FINANCE CORP | 682691AE0 | Apr 2024 | 255,000 | New | $260K | — | 0.25% | DBT |
| 193 | GALILEO RE LTD | 36354TAN2 | Apr 2024 | 250,000 | New | $260K | — | 0.25% | DBT |
| 194 | STABILITAS RE LTD | 85237TAA0 | Apr 2024 | 250,000 | — | $260K | +1.7% | 0.25% | DBT |
| 195 | ATLAS CAPITAL DAC | 049207AA1 | Apr 2024 | 250,000 | — | $260K | +2.7% | 0.25% | DBT |
| 196 | 2001 CAT RE LTD | 90215BAB3 | Apr 2024 | 250,000 | New | $259K | — | 0.25% | DBT |
| 197 | DRAFTKINGS HOLDINGS INC | 26142RAB0 | Oct 2022 | 312,000 | — | $258K | +11.4% | 0.25% | DBT |
| 198 | CITRUS RE LTD | 177510AM6 | Apr 2024 | 250,000 | — | $258K | +2.4% | 0.25% | DBT |
| 199 | PURPLE RE LTD | 74639NAA1 | Apr 2024 | 250,000 | — | $258K | +2.1% | 0.25% | DBT |
| 200 | GATEWAY RE II LTD | 367927AA8 | Apr 2024 | 250,000 | — | $257K | +0.8% | 0.25% | DBT |
| 201 | AQUILA RE LTD 2023-1 | 03843AAC6 | Apr 2024 | 250,000 | — | $257K | -1.5% | 0.25% | DBT |
| 202 | CITRUS RE LTD | 177510AL8 | Apr 2024 | 250,000 | — | $257K | +0.3% | 0.25% | DBT |
| 203 | SOLOMON RE LTD | 83427GAA3 | Apr 2024 | 250,000 | — | $256K | +0.7% | 0.25% | DBT |
| 204 | INTEGRITY RE LTD | 45833UAH4 | Apr 2024 | 250,000 | — | $256K | -2.8% | 0.25% | DBT |
| 205 | ALAMO RE LTD | 011395AJ9 | Apr 2024 | 250,000 | — | $256K | +2.1% | 0.25% | DBT |
| 206 | CAPE LOOKOUT RE LTD | 13947LAE2 | Apr 2024 | 250,000 | — | $256K | +0.4% | 0.25% | DBT |
| 207 | AQUILA RE LTD 2023-1 | 03843AAB8 | Apr 2024 | 250,000 | — | $255K | -0.4% | 0.24% | DBT |
| 208 | BONANZA RE LTD | 09785EAK7 | Oct 2023 | 250,000 | — | $254K | +0.8% | 0.24% | DBT |
| 209 | SUTTER RE LTD | 86944RAF5 | Apr 2024 | 250,000 | — | $254K | +0.9% | 0.24% | DBT |
| 210 | MYSTIC RE IV LTD | 62865LAE7 | Apr 2024 | 250,000 | New | $254K | — | 0.24% | DBT |
| 211 | URSA RE LTD | 90323WAL4 | Apr 2024 | 250,000 | — | $254K | +0.7% | 0.24% | DBT |
| 212 | FOUR LAKES RE LTD | 35087TAE8 | Apr 2024 | 250,000 | New | $254K | — | 0.24% | DBT |
| 213 | UBS GROUP AG | 902613BE7 | Apr 2024 | 230,000 | New | $252K | — | 0.24% | DBT |
| 214 | HIGH POINT RE LTD | 429932AA4 | Apr 2024 | 250,000 | New | $251K | — | 0.24% | DBT |
| 215 | SANDERS RE III LTD | 799927AA6 | Apr 2024 | 250,000 | New | $251K | — | 0.24% | DBT |
| 216 | TRIUMPH GROUP INC | 896818AU5 | Apr 2024 | 242,000 | -28,000 | $251K | -4.4% | 0.24% | DBT |
| 217 | SANDERS RE III LTD | 80001QAA1 | Apr 2024 | 250,000 | — | $251K | +1.7% | 0.24% | DBT |
| 218 | FLOODSMART RE LTD | 33975CAM7 | Apr 2024 | 250,000 | — | $250K | -1.9% | 0.24% | DBT |
| 219 | KENDALL RE LTD | 48878QAE0 | Apr 2024 | 250,000 | New | $250K | — | 0.24% | DBT |
| 220 | PURPLE RE LTD | 74639NAC7 | Apr 2024 | 250,000 | New | $250K | — | 0.24% | DBT |
| 221 | ALAMO RE LTD | 011395AN0 | Apr 2024 | 250,000 | New | $250K | — | 0.24% | DBT |
| 222 | ALAMO RE LTD | 011395AQ3 | Apr 2024 | 250,000 | New | $250K | — | 0.24% | DBT |
| 223 | BORR IHC LTD / BORR FIN | 100018AB6 | Apr 2024 | 240,000 | — | $249K | +4.7% | 0.24% | DBT |
| 224 | WESCO DISTRIBUTION INC | 95081QAP9 | Jan 2022 | 245,000 | — | $249K | +2.2% | 0.24% | DBT |
| 225 | CITRUS RE LTD | 177510AN4 | Apr 2024 | 250,000 | New | $249K | — | 0.24% | DBT |
| 226 | FOUR LAKES RE LTD | 35087TAF5 | Apr 2024 | 250,000 | New | $249K | — | 0.24% | DBT |
| 227 | CAPE LOOKOUT RE LTD | 13947LAD4 | Oct 2022 | 250,000 | — | $248K | +1.5% | 0.24% | DBT |
| 228 | KILIMANJARO III RE LTD | 49407PAE0 | Jan 2022 | 250,000 | — | $246K | +0.6% | 0.24% | DBT |
| 229 | MYSTIC RE IV LTD | 62865LAB3 | Jan 2022 | 250,000 | — | $245K | +1.2% | 0.24% | DBT |
| 230 | KILIMANJARO III RE LTD | 49407PAH3 | Jan 2022 | 250,000 | — | $245K | +2.0% | 0.23% | DBT |
| 231 | VIKING CRUISES LTD | 92676XAC1 | Jan 2022 | 245,000 | — | $244K | +2.5% | 0.23% | DBT |
| 232 | FLOODSMART RE LTD | 33975CAJ4 | Oct 2022 | 250,000 | — | $243K | -1.6% | 0.23% | DBT |
| 233 | TOPANGA RE LIMITED | 89055TAA1 | Apr 2024 | 250,000 | — | $241K | +5.8% | 0.23% | DBT |
| 234 | UKRAINE GOVERNMENT | 903724BW1 | Jan 2022 | 750,000 | — | $237K | +3.5% | 0.23% | DBT |
| 235 | REPUBLIC OF GHANA | 000000000 | Jan 2022 | 500,000 | New | $235K | — | 0.23% | DBT |
| 236 | BONANZA RE LTD | 09785EAJ0 | Apr 2024 | 250,000 | — | $235K | -1.4% | 0.23% | DBT |
| 237 | GATEWAY RE LTD | 36779CAH9 | Apr 2024 | 250,000 | New | $234K | — | 0.22% | DBT |
| 238 | VISTAJET MALTA/VM HOLDS | 92841HAA0 | Apr 2024 | 260,000 | — | $233K | +16.9% | 0.22% | DBT |
| 239 | VENTURE GLOBAL LNG INC | 92332YAC5 | Apr 2024 | 215,000 | New | $231K | — | 0.22% | DBT |
| 240 | MATTERHORN RE LTD | 577092AN9 | Jan 2022 | 250,000 | — | $230K | -0.3% | 0.22% | DBT |
| 241 | PORTSALON RE 2022 | 000000000 | Jan 2022 | 250,000 | New | $229K | — | 0.22% | DBT |
| 242 | JP Morgan Chase Commercial Mor | 46639YAX5 | Jan 2022 | 500,000 | — | $227K | +1.2% | 0.22% | ABS-MBS |
| 243 | CITIZENS FINANCIAL GROUP | 174610BG9 | Apr 2024 | 225,000 | New | $226K | — | 0.22% | DBT |
| 244 | INTESA SANPAOLO SPA | 46115HAU1 | Jan 2022 | 225,000 | — | $223K | +6.1% | 0.21% | DBT |
| 245 | BREAD FINANCIAL HLDGS | 018581AL2 | Jan 2022 | 222,000 | -888,000 | $223K | -78.0% | 0.21% | DBT |
| 246 | PINE VALLEY RE 2024 | 000000000 | Jan 2022 | 250,000 | New | $218K | — | 0.21% | DBT |
| 247 | Freddie Mac - STACR | 35564KNE5 | Jan 2022 | 200,000 | — | $217K | +7.0% | 0.21% | ABS-MBS |
| 248 | ALTICE FRANCE HOLDING SA | 02156TAB0 | Jan 2022 | 607,000 | — | $215K | -34.8% | 0.21% | DBT |
| 249 | OLD HEAD RE 2024 | 000000000 | Jan 2022 | 250,000 | New | $210K | — | 0.20% | DBT |
| 250 | FIRST QUANTUM MINERALS L | 335934AV7 | Apr 2024 | 200,000 | New | $207K | — | 0.20% | DBT |
| 251 | ALTICE FRANCE HOLDING SA | 02156TAA2 | Jan 2022 | 695,000 | — | $203K | -33.5% | 0.19% | DBT |
| 252 | CEMIG GERACAO E TRANSM | 12517MAA0 | Jan 2022 | 200,000 | -200,000 | $201K | -49.6% | 0.19% | DBT |
| 253 | FREMF Mortgage Trust | 302696AA7 | Jan 2022 | 212,174 | -17,179 | $199K | -7.9% | 0.19% | ABS-MBS |
| 254 | IHS HOLDING LTD | 44963HAB1 | Jan 2022 | 230,000 | — | $198K | +17.3% | 0.19% | DBT |
| 255 | GLOBAL PART/GLP FINANCE | 37954FAG9 | Jan 2022 | 197,000 | — | $195K | +5.3% | 0.19% | DBT |
| 256 | FIRST BRANDS GROUP LLC | 31935HAG2 | Apr 2024 | 193,566 | -944 | $186K | -3.3% | 0.18% | LON |
| 257 | Palisades Center Trust | 69640GAA3 | Jan 2022 | 290,000 | — | $181K | +20.2% | 0.17% | ABS-MBS |
| 258 | GARFUNKELUX HOLDCO 3 SA | 000000000 | Jan 2022 | 235,000 | New | $176K | — | 0.17% | DBT |
| 259 | INTEGRITY RE LTD | 45833UAF8 | Oct 2022 | 250,000 | — | $175K | -22.2% | 0.17% | DBT |
| 260 | MATIV HOLDINGS INC | 80854EAH1 | Apr 2024 | 168,750 | New | $169K | — | 0.16% | LON |
| 261 | FREEDOM MORTGAGE CORP | 35640YAL1 | Apr 2024 | 155,000 | — | $168K | +8.5% | 0.16% | DBT |
| 262 | NCL FINANCE LTD | 62888HAA7 | Jan 2022 | 170,000 | — | $166K | +16.7% | 0.16% | DBT |
| 263 | ENDO FINANCE HOLDINGS | 29280UAB9 | Apr 2024 | 165,000 | New | $165K | — | 0.16% | LON |
| 264 | BALLYBUNION RE 2023 | 000000000 | Jan 2022 | 264,416 | New | $163K | — | 0.16% | DBT |
| 265 | Velocity Commercial Capital Lo | 92259LAR9 | Oct 2023 | 204,047 | -12,077 | $159K | -1.2% | 0.15% | ABS-MBS |
| 266 | PENNYMAC FIN SVCS INC | 70932MAD9 | Apr 2024 | 155,000 | New | $158K | — | 0.15% | DBT |
| 267 | REPUBLIC OF GHANA | 37443GAH4 | Jan 2022 | 320,000 | — | $154K | +13.1% | 0.15% | DBT |
| 268 | ALTICE FRANCE SA | 02156LAA9 | Jan 2022 | 200,000 | — | $151K | -10.7% | 0.14% | DBT |
| 269 | M6 ETX HOLDINGS II MIDCO | 55285DAB7 | Apr 2024 | 149,242 | -758 | $150K | +0.2% | 0.14% | LON |
| 270 | CD Commercial Mortgage Trust | 12514MBD6 | Apr 2024 | 7,010,721 | -213,644 | $140K | -25.7% | 0.13% | ABS-MBS |
| 271 | TEAM HEALTH HOLDINGS INC | 87817JAG3 | Oct 2022 | 149,633 | -168,860 | $132K | -42.8% | 0.13% | LON |
| 272 | CARNIVAL HLDGS BM LTD | 14366RAA7 | Oct 2022 | 120,000 | — | $130K | +1.7% | 0.12% | DBT |
| 273 | Old Head Re 2022, 12/31/2027 | 000000000 | Jan 2022 | 250,000 | New | $125K | — | 0.12% | DBT |
| 274 | TRANSOCEAN TITAN FIN LTD | 89386MAA6 | Oct 2023 | 120,000 | — | $123K | +2.2% | 0.12% | DBT |
| 275 | ENLINK MIDSTREAM PARTNER | 29336UAG2 | Jan 2022 | 145,000 | — | $123K | +12.8% | 0.12% | DBT |
| 276 | Gleneagles Re 2022 | 000000000 | Jan 2022 | 250,000 | New | $119K | — | 0.11% | DBT |
| 277 | ENDO FINANCE HOLDINGS | 29281RAA7 | Apr 2024 | 110,000 | New | $112K | — | 0.11% | DBT |
| 278 | NATEL ENGINEERING CO INC | 63229BAD0 | Jan 2022 | 121,639 | -350 | $107K | +0.9% | 0.10% | LON |
| 279 | Fannie Mae - CAS | 20754KAJ0 | Jan 2022 | 100,000 | — | $105K | +5.9% | 0.10% | ABS-MBS |
| 280 | FREMF Mortgage Trust | 30313MAC4 | Jan 2022 | 111,356 | -30,631 | $101K | -26.2% | 0.10% | ABS-MBS |
| 281 | CARNIVAL CORP | 143658BL5 | Jan 2022 | 100,000 | — | $101K | +3.5% | 0.10% | DBT |
| 282 | FUGUE FINANCE LLC | 000000000 | Jan 2022 | 99,248 | New | $100K | — | 0.10% | LON |
| 283 | RMF Buyout Issuance Trust | 76970HAF5 | Oct 2022 | 500,000 | — | $98K | +77.0% | 0.09% | ABS-O |
| 284 | CENOVUS ENERGY INC | 15135UAF6 | Jan 2022 | 85,000 | — | $90K | +9.0% | 0.09% | DBT |
| 285 | COMM Mortgage Trust | 12593FBE3 | Apr 2024 | 19,732,575 | -1,287,035 | $89K | -45.4% | 0.09% | ABS-MBS |
| 286 | Merion Re 2021-2, 12/31/24 | 000000000 | Jan 2022 | 500,000 | New | $80K | — | 0.08% | DBT |
| 287 | Morgan Stanley Capital I Trust | 61691EBB0 | Apr 2024 | 5,784,548 | -61,575 | $76K | -18.6% | 0.07% | ABS-MBS |
| 288 | UNIFIN FINANCIERA SA DE | 90471MAA0 | Jan 2022 | 1,174,000 | — | $73K | +211.6% | 0.07% | DBT |
| 289 | SCC POWER PLC | 78397YAB8 | Oct 2022 | 181,932 | +3,584 | $73K | +10.3% | 0.07% | DBT |
| 290 | Dartmouth Re 2018, 1/15/22 | 000000000 | Jan 2022 | 462,683 | New | $69K | — | 0.07% | DBT |
| 291 | Woburn Re 2019, 12/31/22 | 000000000 | Jan 2022 | 499,829 | New | $69K | — | 0.07% | DBT |
| 292 | CAELUS RE V LTD | 12765KAC9 | Jan 2022 | 227,151 | -172,849 | $68K | +113.0% | 0.07% | DBT |
| 293 | Walton Health Re 2019, 6/30/22 | 000000000 | Jan 2022 | 250,000 | New | $63K | — | 0.06% | DBT |
| 294 | FREMF Mortgage Trust | 30318WAJ2 | Jan 2022 | 12,330,471 | -2,815 | $59K | -5.5% | 0.06% | ABS-MBS |
| 295 | Endo Inc | 2443502D | Apr 2024 | 1,958 | New | $56K | — | 0.05% | EC |
| 296 | ECCLESTON RE 2023 | 000000000 | Jan 2022 | 500,000 | New | $53K | — | 0.05% | DBT |
| 297 | DIGICEL INTL FIN LTD Common Equity | 000000000 | Jan 2022 | 16,729 | New | $50K | — | 0.05% | EC |
| 298 | SECTOR RE V LTD | 81369AEG3 | Oct 2023 | 1,179 | -498,821 | $48K | -92.2% | 0.05% | DBT |
| 299 | SECTOR RE V LTD | 81369ADB5 | Jan 2022 | 25,000 | — | $46K | +5.0% | 0.04% | DBT |
| 300 | Alturas Re 2022-2, 12/31/2027 | 000000000 | Jan 2022 | 376,048 | New | $42K | — | 0.04% | DBT |
| 301 | CREDITO REAL SAB DE CV | 22547AAD3 | Jan 2022 | 275,000 | — | $37K | +16.3% | 0.04% | DBT |
| 302 | WALTON HEATH RE 2022 | 000000000 | Jan 2022 | 250,000 | New | $36K | — | 0.03% | DBT |
| 303 | SOVCOMBANK (SOVCOM CAPT) | 84605LAD8 | Jan 2022 | 865,000 | — | $31K | +0.0% | 0.03% | DBT |
| 304 | Dartmouth Re 2021, 12/31/24 | 000000000 | Jan 2022 | 100,000 | New | $31K | — | 0.03% | DBT |
| 305 | GULLANE RE 2023 | 000000000 | Jan 2022 | 1,000,000 | New | $28K | — | 0.03% | DBT |
| 306 | EDEN RE II LTD | 27955GAB8 | Oct 2023 | 3,000 | -297,000 | $24K | -92.9% | 0.02% | DBT |
| 307 | CARNOUSTIE RE 2023 | 000000000 | Jan 2022 | 226,387 | New | $17K | — | 0.02% | DBT |
| 308 | EDEN RE II LTD | 27955KAB9 | Jan 2022 | 80,000 | — | $16K | -68.9% | 0.02% | DBT |
| 309 | Sussex Re 2022, 12/31/2027 | 000000000 | Jan 2022 | 500,000 | New | $14K | — | 0.01% | DBT |
| 310 | DSLA Mortgage Loan Trust | 23332UFX7 | Oct 2022 | 14,420 | +3,284 | $13K | +21.9% | 0.01% | ABS-MBS |
| 311 | WHITE HERON RE 2023 | 000000000 | Jan 2022 | 500,000 | New | $13K | — | 0.01% | DBT |
| 312 | Harambee Re 2020, 12/31/23 | 000000000 | Jan 2022 | 500,000 | New | $11K | — | 0.01% | DBT |
| 313 | NSG HOLDINGS LLC/NSG HLD | 62940QAA3 | Jan 2022 | 11,327 | -27,374 | $11K | -70.8% | 0.01% | DBT |
| 314 | Lion Rock Re 2021, 12/31/24 | 000000000 | Jan 2022 | 250,000 | New | $11K | — | 0.01% | DBT |
| 315 | EDEN RE II LTD | 27955HAB6 | Jan 2022 | 49,927 | — | $9K | +21.3% | 0.01% | DBT |
| 316 | Alturas Re 2021-3, 7/31/25 | 000000000 | Jan 2022 | 213,682 | New | $9K | — | 0.01% | DBT |
| 317 | MYT HOLDING LLC | MYTHLD | Jan 2022 | 50,188 | — | $9K | -63.2% | 0.01% | EP |
| 318 | Viribus Re 2022 | 000000000 | Jan 2022 | 221,888 | New | $8K | — | 0.01% | DBT |
| 319 | UNITI GROUP/CSL CAPITAL | 91327BAA8 | Jan 2022 | 10,000 | — | $8K | +23.8% | 0.01% | DBT |
| 320 | Viribus Re 2020, 12/31/23 | 000000000 | Jan 2022 | 240,783 | New | $8K | — | 0.01% | DBT |
| 321 | Global Mortgage Securitization | 378961AF3 | Jan 2022 | 17,956 | -641 | $8K | -2.9% | 0.01% | ABS-MBS |
| 322 | Berwick Re 2020-1, 12/31/23 | 000000000 | Jan 2022 | 993,323 | New | $7K | — | 0.01% | DBT |
| 323 | VISTRA OPERATIONS CO LLC | 92840VAB8 | Jan 2022 | 7,000 | — | $7K | +3.4% | 0.01% | DBT |
| 324 | TORRICELLI RE 2022 | 000000000 | Jan 2022 | 500,000 | New | $6K | — | 0.01% | DBT |
| 325 | Torricelli Re 2021, 7/31/25 | 000000000 | Jan 2022 | 375,860 | New | $6K | — | 0.01% | DBT |
| 326 | B RILEY FINANCIAL INC | RILY | Oct 2023 | 235 | -1,087 | $6K | -81.9% | 0.01% | EP |
| 327 | PT Bakrie & Brothers TBK | 000000000 | Jan 2022 | 812,959,000 | New | $5K | — | 0.00% | DBT |
| 328 | State Street Bank and Trust Company | N/A | Jan 2022 | 1 | New | $5K | — | 0.00% | DFE |
| 329 | Lorenz Re 2019, 6/30/22 | 000000000 | Jan 2022 | 498,977 | New | $5K | — | 0.00% | DBT |
| 330 | FREMF Mortgage Trust | 30318WAL7 | Jan 2022 | 1,000,000 | — | $5K | -4.6% | 0.00% | ABS-MBS |
| 331 | JPMBB Commercial Mortgage Secu | 46643GAG5 | Apr 2024 | 6,394,290 | -297,410 | $4K | -85.6% | 0.00% | ABS-MBS |
| 332 | Thopas Re 2021, 12/31/24 | 000000000 | Jan 2022 | 250,000 | New | $3K | — | 0.00% | DBT |
| 333 | Harambee Re 2019, 12/31/22 | 000000000 | Jan 2022 | 1,000,000 | New | $2K | — | 0.00% | DBT |
| 334 | Bantry Re 2021, 12/31/24 | 000000000 | Jan 2022 | 500,000 | New | $2K | — | 0.00% | DBT |
| 335 | AVATION PLC WTS 01JAN59 | 000000000 | Jan 2022 | 6,475 | New | $1K | — | 0.00% | DE |
| 336 | Sussex Re 2020-1, 12/31/22 | 000000000 | Jan 2022 | 515,671 | New | $670 | — | 0.00% | DBT |
| 337 | ISOSCELES RE 2023-A CLASS C | 000000000 | Jan 2022 | 250,000 | New | $200 | — | 0.00% | DBT |
| 338 | GS Mortgage Securities Trust | 36253GAG7 | Apr 2024 | 3,314,481 | -488,575 | $174 | -98.6% | 0.00% | ABS-MBS |
| 339 | Sussex Re 2021-1, 12/31/24 | 000000000 | Jan 2022 | 250,000 | New | $125 | — | 0.00% | DBT |
| 340 | PETROQUEST ENERGY INC | QWST | Jan 2022 | 2,189 | New | $111 | — | 0.00% | EC |
| 341 | Portrush Re 2017, 6/15/22 | 000000000 | Jan 2022 | 750,000 | New | $75 | — | 0.00% | DBT |
| 342 | Cyprus Re 2017, 1/31/22 | 000000000 | Jan 2022 | 650,000 | New | $65 | — | 0.00% | DBT |
| 343 | Desarrolladora Homex SAB de CV | HOMEX* | Jan 2022 | 89,094 | New | $62 | — | 0.00% | EC |
| 344 | Thopas Re 2020, 12/31/23 | 000000000 | Jan 2022 | 300,000 | New | $60 | — | 0.00% | DBT |
| 345 | Amplify Energy Corp | AMPY | Jan 2022 | 6 | — | $42 | +1.6% | 0.00% | EC |
| 346 | Gleneagles Re 2021, 12/31/24 | 000000000 | Jan 2022 | 250,000 | New | $25 | — | 0.00% | DBT |
| 347 | Atento ordinary | 000000000 | Jan 2022 | 441,379 | New | $13 | — | 0.00% | EC |
| 348 | Citigroup Commercial Mortgage | 17322VAY2 | Apr 2024 | 286,682 | -354,542 | $5 | -99.8% | 0.00% | ABS-MBS |
| 349 | Oakmont Re 2020, 4/30/24 | 000000000 | Jan 2022 | 1,015,734 | New | $0 | — | 0.00% | DBT |
| 350 | Alturas Re 2020-3, 9/30/24 | 000000000 | Jan 2022 | 225,450 | New | $0 | — | 0.00% | DBT |
| 351 | ISOSCELES RE 2023-A CLASS D | 000000000 | Jan 2022 | 375,000 | New | $0 | — | 0.00% | DBT |
| 352 | Brotherhood Mutual Re, 12/31/22 | 000000000 | Jan 2022 | 250,000 | New | $0 | — | 0.00% | DBT |
| 353 | TRICIDA INC | 000000000 | Jan 2022 | 300,000 | New | $0 | — | 0.00% | DBT |
| 354 | Gullane Re 2018, 12/31/21 | 000000000 | Jan 2022 | 1,059,157 | New | $0 | — | 0.00% | DBT |
| 355 | Viribus Re 2018, 12/31/21 | 000000000 | Jan 2022 | 500,000 | New | $0 | — | 0.00% | DBT |
| 356 | Viribus Re 2019, 12/31/22 | 000000000 | Jan 2022 | 212,306 | New | $0 | — | 0.00% | DBT |
| 357 | Thopas Re 2022 | 000000000 | Jan 2022 | 250,000 | New | $0 | — | 0.00% | DBT |
| 358 | Lion Rock Re 2020, 1/31/22 | 000000000 | Jan 2022 | 250,000 | New | $0 | — | 0.00% | DBT |
| 359 | RESILIENCE RE LTD | 000000000 | Jan 2022 | 700,000 | New | $0 | — | 0.00% | DBT |
| 360 | PAR PHARMACEUTICAL INC | 000000000 | Jan 2022 | 381,000 | New | $0 | — | 0.00% | DBT |
| 361 | Harambee Re 2018, 12/31/21 | 000000000 | Jan 2022 | 1,000,000 | New | $0 | — | 0.00% | DBT |
| 362 | TRICIDA INC | 000000000 | Jan 2022 | 300,000 | New | $0 | — | 0.00% | DBT |
| 363 | THOPAS RE 2023 | 000000000 | Jan 2022 | 766,025 | New | $0 | — | 0.00% | DBT |
| 364 | Ballybunion Re 2022 | 000000000 | Jan 2022 | 264,839 | New | $0 | — | 0.00% | DBT |
| 365 | State Street Bank and Trust Company | N/A | Jan 2022 | 1 | New | $-3383 | — | -0.00% | DFE |
| 366 | State Street Bank and Trust Company | N/A | Jan 2022 | 1 | New | $-12901 | — | -0.01% | DFE |
| 367 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | WNM4 | Jan 2022 | 4 | New | $-31448 | — | -0.03% | DIR |
| 368 | HSBC SECURITIES (USA) INC. | N/A | Jan 2022 | 1 | New | $-43797 | — | -0.04% | DFE |
| ✕ | BAYTEX ENERGY CORP | 07317QAH8 | — | 1,685,000 | Exited | $1.7M | — | — | — |
| ✕ | Dreyfus Government Cash Management | 262006208 | — | 1,253,386 | Exited | $1.3M | — | — | — |
| ✕ | PATAGONIA HOLDCO LLC | 70289FAD3 | — | 1,014,750 | Exited | $0.9M | — | — | — |
| ✕ | VALARIS LTD | 91889FAC5 | — | 725,000 | Exited | $0.7M | — | — | — |
| ✕ | AUNA SA | 05151VAA5 | — | 770,000 | Exited | $0.7M | — | — | — |
| ✕ | ROYAL CARIBBEAN CRUISES | 780153BL5 | — | 595,000 | Exited | $0.6M | — | — | — |
| ✕ | MOHEGAN TRIBAL GAMING AU | 608328BH2 | — | 700,000 | Exited | $0.6M | — | — | — |
| ✕ | SURGERY CENTER HOLDINGS | 86881WAD4 | — | 626,000 | Exited | $0.6M | — | — | — |
| ✕ | NEPTUNE ENERGY BONDCO | 64073KAA1 | — | 603,000 | Exited | $0.6M | — | — | — |
| ✕ | VISTAJET MALTA/VM HOLDS | 92840JAD1 | — | 745,000 | Exited | $0.6M | — | — | — |
| ✕ | DELEK LOG PART/FINANCE | 24665FAB8 | — | 555,000 | Exited | $0.5M | — | — | — |
| ✕ | OWENS-BROCKWAY | 69073TAU7 | — | 580,000 | Exited | $0.5M | — | — | — |
| ✕ | COMPEER FINANCIAL ACA | 20453Q201 | — | 500 | Exited | $0.5M | — | — | — |
| ✕ | Capital Funding Mortgage Trust | 14020FAB9 | — | 504,632 | Exited | $0.5M | — | — | — |
| ✕ | GoldenTree Loan Management US | 38136PAA9 | — | 500,000 | Exited | $0.5M | — | — | — |
| ✕ | TERVITA CORP | 88159EAA1 | — | 367,000 | Exited | $0.4M | — | — | — |
| ✕ | LSF11 A5 HOLDCO LLC | 50221DAA7 | — | 425,000 | Exited | $0.3M | — | — | — |
| ✕ | HANESBRANDS INC | 410345AQ5 | — | 370,000 | Exited | $0.3M | — | — | — |
| ✕ | FORTRESS TRANS & INFRAST | 34960PAC5 | — | 325,000 | Exited | $0.3M | — | — | — |
| ✕ | AVATION CAPITAL SA | 05351CAA5 | — | 385,381 | Exited | $0.3M | — | — | — |
| ✕ | WINDSOR HOLDINGS III LLC | 97360BAB1 | — | 312,500 | Exited | $0.3M | — | — | — |
| ✕ | GENERATION BRIDGE NORTHE | 37147YAB7 | — | 308,872 | Exited | $0.3M | — | — | — |
| ✕ | VENTURE GLOBAL LNG INC | 92332YAA9 | — | 310,000 | Exited | $0.3M | — | — | — |
| ✕ | FRESB Multifamily Mortgage Pas | 30316VAF4 | — | 7,597,529 | Exited | $0.3M | — | — | — |
| ✕ | PAR PHARMACEUTICAL INC | 69888XAA7 | — | 381,000 | Exited | $0.3M | — | — | — |
| ✕ | FOUR LAKES RE LTD | 35087TAB4 | — | 250,000 | Exited | $0.3M | — | — | — |
| ✕ | FLOODSMART RE LTD | 33975CAG0 | — | 250,000 | Exited | $0.2M | — | — | — |
| ✕ | VITALITY RE XI LTD | 92851AAB0 | — | 250,000 | Exited | $0.2M | — | — | — |
| ✕ | RESIDENTIAL RE 19 LTD | 76120FAD3 | — | 250,000 | Exited | $0.2M | — | — | — |
| ✕ | CAPE LOOKOUT RE LTD | 13947LAC6 | — | 250,000 | Exited | $0.2M | — | — | — |
| ✕ | FOUR LAKES RE LTD | 35087TAA6 | — | 250,000 | Exited | $0.2M | — | — | — |
| ✕ | FITNESS & SPORTS CLUBS LLC | 33818XAH3 | — | 191,703 | Exited | $0.2M | — | — | — |
| ✕ | Multifamily Structured Credit | 35563GAC3 | — | 180,000 | Exited | $0.2M | — | — | — |
| ✕ | SECTOR RE V LTD | 81369ACT7 | — | 200,000 | Exited | $0.1M | — | — | — |
| ✕ | Capital Funding Mortgage Trust | 14020FAA1 | — | 85,730 | Exited | $0.1M | — | — | — |
| ✕ | SECTOR RE V LTD | 81369ADV1 | — | 15,000 | Exited | $0.1M | — | — | — |
| ✕ | ROYAL CARIBBEAN CRUISES | 780153AZ5 | — | 64,000 | Exited | $0.1M | — | — | — |
| ✕ | EDEN RE II LTD | 27954QAH4 | — | 70,000 | Exited | $0.0M | — | — | — |
| ✕ | SECTOR RE V LTD | 81369ADW9 | — | 4,500 | Exited | $0.0M | — | — | — |
| ✕ | SCC POWER PLC | 78397YAC6 | — | 96,605 | Exited | $0.0M | — | — | — |
| ✕ | WESTERN GLOBAL AIRLINES | 958278AA1 | — | 965,000 | Exited | $0.0M | — | — | — |
| ✕ | ENVISION HEALTHCARE CORP | 29373UAG6 | — | 206,740 | Exited | $0.0M | — | — | — |
| ✕ | ATENTO LUXCO 1 SA | 04684LAC2 | — | 1,384,000 | Exited | $0.0M | — | — | — |