Form NPORT-P PIONEER HIGH INCOME FUND For: Dec 31

Form NPORT-P PIONEER HIGH INCOME FUND For: Dec 31

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        Delta Air Lines Inc
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                Alpha Metallurgical Resources
                Alpha Metallurgical Resources Inc
                
                  
                  
                  
                
              
            
            1.00000000
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        Jefferies Finance LLC / JFIN Co-Issuer Corp
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        ARTERA SERVICES LLC
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        Artera Services LLC
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        Allegheny Technologies Inc
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        USD
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        CLEAR CHANNEL INTL BV
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        Clear Channel International BV
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        HERCULES LLC
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        Hercules LLC
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        USD
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          N
          
            
              HERCULES LLC
              Hercules LLC
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          XXXX
        
        
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        CLEVELAND-CLIFFS INC
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        Cleveland-Cliffs Inc
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          N
        
        
          N
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          N
        
      
      
        ENLINK MIDSTREAM PARTNER
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        EnLink Midstream Partners LP
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        248000.00000000
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          2045-04-01
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          N
          N
        
        
          N
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          N
        
      
      
        FIRST QUANTUM MINERALS L
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        First Quantum Minerals Ltd
        335934AT2
        
          
          
        
        705000.00000000
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        USD
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        DBT
        CORP
        CA
        
        N
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          Fixed
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          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        443201AA6
        
          
          
        
        1210000.00000000
        PA
        USD
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        Long
        DBT
        CORP
        US
        N
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          2025-05-01
          Fixed
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          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
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        Freddie Mac Structured Agency Credit Risk Debt Notes
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        430000.00000000
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        USD
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        Long
        ABS-MBS
        CORP
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          2041-11-25
          Floating
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          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTERRAN NRG SOLUTIONS/F
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        Exterran Energy Solutions LP / EES Finance Corp
        30227KAE9
        
          
          
        
        3140000.00000000
        PA
        USD
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        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-01
          Fixed
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          N
          N
        
        
          N
          N
          N
        
      
      
        GOLAR LNG LTD
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        Golar LNG Ltd
        000000000
        
          
          
        
        1375000.00000000
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        USD
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        Long
        DBT
        CORP
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        N
        2
        
          2025-10-20
          Fixed
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          N
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          N
          N
          N
        
      
      
        Bank of America, National Association
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        EUR/NOK FORWARD
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        N/A
        DFE
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              Bank of America, National Association
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            -719559.20000000
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          N
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        P&L DEV LLC/PLD FIN CORP
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        P&L Development LLC / PLD Finance Corp
        69306RAA4
        
          
          
        
        965000.00000000
        PA
        USD
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        Long
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        CORP
        US
        N
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          Fixed
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          N
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          N
          N
          N
        
      
      
        GREIF INC
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        Greif Inc
        397624AH0
        
          
          
        
        1500000.00000000
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        USD
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        Long
        DBT
        CORP
        US
        N
        2
        
          2027-03-01
          Fixed
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          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
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        Altice France Holding SA
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        USD
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        Long
        DBT
        CORP
        LU
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        2
        
          2028-02-15
          Fixed
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          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST BRANDS GROUP LLC
        N/A
        First Brands Group LLC
        31935HAD9
        
          
          
        
        1418393.84000000
        PA
        USD
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        Long
        LON
        CORP
        US
        N
        2
        
          2027-03-30
          Floating
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          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
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        Wells Fargo & Co
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        USD
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        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TRINSEO OP / TRINSEO FIN
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        Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
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        1340000.00000000
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        USD
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        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2029-04-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
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        Williams Cos Inc/The
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        1801000.00000000
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        0.838922159430
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-06-24
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHH MORTGAGE CORP
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        PHH Mortgage Corp
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        755000.00000000
        PA
        USD
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        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLIN CORP
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        Olin Corp
        680665AM8
        
          
          
        
        470000.00000000
        PA
        USD
        575750.00000000
        0.206051932200
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lorenz Re 2019, 6/30/22
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        Lorenz Re 2019, 6/30/22
        000000000
        
          
        
        499318.00000000
        PA
        USD
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        0.005861297970
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-06-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
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        International Game Technology PLC
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        380000.00000000
        PA
        USD
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        0.140085466338
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2026-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YPF SOCIEDAD ANONIMA
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        YPF SA
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        15750000.00000000
        PA
        
        73290.80000000
        0.026229632570
        Long
        DBT
        CORP
        AR
        N
        2
        
          2022-05-09
          Fixed
          16.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
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        EnLink Midstream Partners LP
        29336UAG2
        
          
          
        
        270000.00000000
        PA
        USD
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        0.097488295817
        Long
        DBT
        CORP
        US
        N
        2
        
          2047-06-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT HOTEL PROPERTIES
        254900OBQWJK6X20LS71
        Summit Hotel Properties Inc
        866082AA8
        
          
          
        
        235000.00000000
        PA
        USD
        245105.00000000
        0.087719251136
        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
        
      
      
        BOYD GAMING CORP
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        Boyd Gaming Corp
        103304BS9
        
          
          
        
        440000.00000000
        PA
        USD
        471468.80000000
        0.168731319517
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-01
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTURAS RE LTD
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        Alturas RE Ltd
        000000000
        
          
        
        162311.00000000
        PA
        USD
        14559.30000000
        0.005210546064
        Long
        DBT
        CORP
        BM
        Y
        2
        
          2023-03-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EAR5
        
          
          
        
        3075000.00000000
        PA
        USD
        4397253.84000000
        1.573708467403
        Long
        DBT
        CORP
        US
        N
        2
        
          2058-06-15
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAP ROCK RESOURCES LLC
        549300Y3SDS1HPFQ6H17
        Tap Rock Resources LLC
        87602LAA0
        
          
          
        
        2120000.00000000
        PA
        USD
        2204800.00000000
        0.789063482614
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-10-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICIDA INC
        549300QVPFFJC8SZXG25
        Tricida Inc
        89610FAB7
        
          
          
        
        1300000.00000000
        PA
        USD
        715910.00000000
        0.256213007002
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-15
          Fixed
          3.50000000
          N
          N
          N
          N
          Y
          
            
              TRICIDA INC
              Tricida Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        JB POINDEXTER & CO INC
        549300W6P81HOZZGPQ16
        JB Poindexter & Co Inc
        730481AJ7
        
          
          
        
        2260000.00000000
        PA
        USD
        2364683.20000000
        0.846283182634
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX/JBS USA FIN
        N/A
        JBS USA LUX SA / JBS USA Finance Inc
        472141AA8
        
          
          
        
        775000.00000000
        PA
        USD
        836039.00000000
        0.299205299773
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2028-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PetroQuest Energy Inc
        5493006TFRWYUQCKTQ17
        PetroQuest Energy Inc
        716748405
        
          
          
        
        802650.00000000
        NS
        USD
        341126.25000000
        0.122083756729
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        AMC ENTERTAINMENT HLDGS
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings Inc
        00165CAP9
        
          
          
        
        2264138.00000000
        PA
        USD
        2238100.41000000
        0.800981179225
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-06-15
          Fixed
          10.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAA7
        
          
          
        
        845000.00000000
        PA
        USD
        880236.50000000
        0.315022894690
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVEL + LEISURE CO
        T4VNTWMFQ7JQB65L7T35
        Travel + Leisure Co
        98310WAS7
        
          
          
        
        725000.00000000
        PA
        USD
        803909.00000000
        0.287706474621
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-07-31
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIMESTONE RE LTD
        5493004PN8HGYC184A27
        Limestone Re Ltd
        000000000
        
          
          
        
        54000.00000000
        PA
        USD
        6993.00000000
        0.002502685474
        Long
        DBT
        CORP
        BM
        Y
        2
        
          2023-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN NUGGET INC
        91D14OD6M4H1RVBN7R43
        Golden Nugget Inc
        38113YAE9
        
          
          
        
        1045000.00000000
        PA
        USD
        1045000.00000000
        0.373989177853
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AD9
        
          
          
        
        535000.00000000
        PA
        USD
        532325.00000000
        0.190510802967
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2028-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        USD CALL VERSUS EUR PUT
        000000000
        
          
        
        -3625000.00000000
        NC
        
        -19738.67000000
        -0.00706416168
        N/A
        DFE
        CORP
        US
        
        N
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    USD CALL VERSUS EUR PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  EUR
                  N/A
                  USD
                  2022-10-19
                
              
            
            -3625000.00000000
            USD
            1.14500000
            EUR
            2022-10-19
            XXXX
            35968.65000000
          
        
        
          N
          N
          N
        
      
      
        CENGAGE LEARNING INC
        549300BYGM0FWUSVXJ88
        Cengage Learning Inc
        15137NAA1
        
          
          
        
        2050000.00000000
        PA
        USD
        2062812.50000000
        0.738248374106
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-06-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CC4
        
          
          
        
        676000.00000000
        PA
        USD
        702725.66000000
        0.251494537646
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANR Inc
        54930073NMZSTQ358I60
        ANR Inc
        03634H118
        
          
          
        
        1819798.00000000
        NS
        USD
        10918.79000000
        0.003907664397
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TRIUMPH GROUP INC
        5493007L6S47Q14SL582
        Triumph Group Inc
        896818AS0
        
          
          
        
        218000.00000000
        PA
        USD
        237620.00000000
        0.085040486547
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-06-01
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNE HOLDINGS SARL
        54930003WQ56T0558M33
        Lune Holdings Sarl
        000000000
        
          
        
        885000.00000000
        PA
        
        1007450.70000000
        0.360550869876
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2028-11-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AA9
        
          
          
        
        531000.00000000
        PA
        USD
        566842.50000000
        0.202864077079
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HBA8
        
          
          
        
        1295000.00000000
        PA
        USD
        1289263.15000000
        0.461407144024
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2026-03-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300S7ENI2U7O0XH56
        Wells Fargo Commercial Mortgage Trust 2015-C28
        94989JAL0
        
          
        
        2500000.00000000
        PA
        USD
        1843139.75000000
        0.659630928011
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2048-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AR6
        
          
          
        
        375000.00000000
        PA
        USD
        389531.25000000
        0.139407150177
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2026-03-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIMESTONE RE 2018, 3/1/22
        N/A
        LIMESTONE RE 2018, 3/1/22
        000000000
        
          
        
        849.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2023-03-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alturas Re 2020-2, 3/10/23
        N/A
        Alturas Re 2020-2, 3/10/23
        000000000
        
          
        
        29558.00000000
        PA
        USD
        24704.58000000
        0.008841383314
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2023-03-10
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
          
        
        452400.00000000
        PA
        USD
        511908.70000000
        0.183204128085
        Long
        DBT
        NUSS
        RU
        N
        2
        
          2030-03-31
          Variable
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCER INTL INC
        549300Z5IAG39VRTY874
        Mercer International Inc
        588056BB6
        
          
          
        
        2035000.00000000
        PA
        USD
        2078487.91000000
        0.743858358507
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-02-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED NATURAL FOODS INC
        549300GKGW6WPZ282D40
        United Natural Foods Inc
        911163AA1
        
          
          
        
        460000.00000000
        PA
        USD
        492568.00000000
        0.176282393643
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AETHON UN/AETHIN UN FIN
        N/A
        Aethon United BR LP / Aethon United Finance Corp
        00810GAC8
        
          
          
        
        2430000.00000000
        PA
        USD
        2610306.00000000
        0.934187746303
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAB9
        
          
          
        
        169706.00000000
        PA
        USD
        174372.92000000
        0.062405344488
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2025-12-31
          Fixed
          13.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS & ENTERTA
        549300UZV72O3371JJ53
        SeaWorld Parks & Entertainment Inc
        81282UAG7
        
          
          
        
        2035000.00000000
        PA
        USD
        2072148.93000000
        0.741589736575
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APX GROUP INC
        549300OMQVKPRU98OE64
        APX Group Inc
        00213MAV6
        
          
          
        
        950000.00000000
        PA
        USD
        997500.00000000
        0.356989669769
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        Viking Cruises Ltd
        92676XAC1
        
          
          
        
        2790000.00000000
        PA
        USD
        2762100.00000000
        0.988512447990
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2025-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOSEPH T RYERSON & SON I
        54930086XMNNXPXPWJ34
        Joseph T Ryerson & Son Inc
        48088LAB3
        
          
          
        
        2184000.00000000
        PA
        USD
        2375100.02000000
        0.850011199809
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-08-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELDORADO GOLD CORP
        5493004PWQ01YDD1IH62
        Eldorado Gold Corp
        284902AF0
        
          
          
        
        3440000.00000000
        PA
        USD
        3498067.20000000
        1.251903613593
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2029-09-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDEAVOR ENERGY RESOURCE
        N/A
        Endeavor Energy Resources LP / EER Finance Inc
        29260FAF7
        
          
          
        
        330000.00000000
        PA
        USD
        349149.90000000
        0.124955295740
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY TELEVISION INC
        529900TM5726KDN7UU35
        Gray Television Inc
        389375AJ5
        
          
          
        
        303000.00000000
        PA
        USD
        313038.39000000
        0.112031550347
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-07-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEAM HEALTH HOLDINGS INC
        549300PVTQ4UDTTMQT11
        Team Health Holdings Inc
        87817JAE8
        
          
          
        
        1069542.40210000
        PA
        USD
        1027142.53000000
        0.367598268261
        Long
        LON
        CORP
        US
        N
        2
        
          2024-02-06
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PT Bakrie & Brothers TBK
        N/A
        PT Bakrie & Brothers TBK
        000000000
        
          
        
        1422679000.00000000
        PA
        
        9981.96000000
        0.003572387572
        Long
        DBT
        CORP
        ID
        N
        2
        
          2022-12-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBA6
        
          
          
        
        1524000.00000000
        PA
        USD
        1219200.00000000
        0.436332636975
        Long
        DBT
        CORP
        US
        N
        2
        
          2066-11-01
          Floating
          3.14913000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARVEST MIDSTREAM I LP
        549300DW5M17KJOXCY66
        Harvest Midstream I LP
        417558AA1
        
          
          
        
        1760000.00000000
        PA
        USD
        1883200.00000000
        0.673967865774
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO AEROMEXICO SAB
        N/A
        Grupo Aeromexico SAB de CV
        000000000
        
          
        
        523588.82110000
        PA
        USD
        517934.06000000
        0.185360510317
        Long
        LON
        CORP
        MX
        N
        2
        
          2022-08-19
          Floating
          0.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        FAGE INTL / FAGE USA
        N/A
        FAGE International SA / FAGE USA Dairy Industry Inc
        30257WAA4
        
          
          
        
        1043000.00000000
        PA
        USD
        1069075.00000000
        0.382605244319
        Long
        DBT
        CORP
        LU
        N
        2
        
          2026-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        1965000.00000000
        PA
        USD
        1994475.00000000
        0.713791450239
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD CALL VERSUS EUR PUT
        000000000
        
          
        
        3620000.00000000
        NC
        
        17251.73000000
        0.006174124707
        N/A
        DFE
        CORP
        US
        
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Put
            Purchased
            
              
                
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                    USD CALL VERSUS EUR PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  EUR
                  N/A
                  USD
                  2022-02-14
                
              
            
            3620000.00000000
            USD
            1.13000000
            EUR
            2022-02-14
            XXXX
            -7242.31000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        549300Z5THZ1JXIHVK60
        Connecticut Avenue Securities Trust 2019-HRP1
        20754PAD2
        
          
        
        4100000.00000000
        PA
        USD
        4346527.67000000
        1.555554363466
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2039-11-25
          Floating
          9.35275000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CP ATLAS BUYER INC
        2549006ZZ07G0NDDCR36
        CP Atlas Buyer Inc
        12597YAA7
        
          
          
        
        745000.00000000
        PA
        USD
        741275.00000000
        0.265290744319
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-12-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Versutus Re 2018, 12/31/21
        N/A
        Versutus Re 2018, 12/31/21
        000000000
        
          
        
        500000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AG6
        
          
          
        
        1840000.00000000
        PA
        USD
        1948100.00000000
        0.697194562083
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
          
        
        745000.00000000
        PA
        USD
        753612.20000000
        0.269706035501
        Long
        DBT
        CORP
        LR
        
        N
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER-AMERICAN DEVEL BK
        VKU1UKDS9E7LYLMACP54
        Inter-American Development Bank
        000000000
        
          
          
        
        10330000000.00000000
        PA
        
        751384.74000000
        0.268908862358
        Long
        DBT
        NUSS
        N/A
        N
        2
        
          2023-03-14
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AL5
        
          
          
        
        910000.00000000
        PA
        USD
        931567.00000000
        0.333393278895
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Funding Mortgage Trust
        N/A
        Capital Funding Mortgage Trust 2021-8
        14021RAB2
        
          
        
        605000.00000000
        PA
        USD
        605000.00000000
        0.216520050336
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2023-06-22
          Floating
          14.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAN4
        
          
          
        
        750000.00000000
        PA
        USD
        795000.00000000
        0.284518082673
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300YG8OJES76WL398
        STACR Trust 2018-HRP2
        35564ACC3
        
          
        
        1350000.00000000
        PA
        USD
        1538787.24000000
        0.550707918449
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2047-02-25
          Floating
          10.60275000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAK1
        
          
          
        
        41000.00000000
        PA
        USD
        49224.60000000
        0.017616715487
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        EUR CALL VERSUS USD PUT
        000000000
        
          
        
        -3500000.00000000
        NC
        
        -143.89000000
        -0.00005149598
        N/A
        DFE
        CORP
        US
        
        N
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    EUR CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2022-02-15
                
              
            
            -3500000.00000000
            USD
            1.20200000
            EUR
            2022-02-15
            XXXX
            30954.75000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        Altice France Holding SA
        02156TAB0
        
          
          
        
        1169000.00000000
        PA
        USD
        1256675.00000000
        0.449744354143
        Long
        DBT
        CORP
        LU
        N
        2
        
          2027-05-15
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        20754KAJ0
        
          
        
        120000.00000000
        PA
        USD
        124058.33000000
        0.044398538605
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2041-11-25
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SURGERY CENTER HOLDINGS
        54930054EVI5HWPPW113
        Surgery Center Holdings Inc
        86881WAD4
        
          
          
        
        2396000.00000000
        PA
        USD
        2545750.00000000
        0.911084162221
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        USD CALL VERSUS EUR PUT
        000000000
        
          
        
        3500000.00000000
        NC
        
        53682.31000000
        0.019212060270
        N/A
        DFE
        CORP
        US
        
        N
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Put
            Purchased
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    USD CALL VERSUS EUR PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  EUR
                  N/A
                  USD
                  2022-02-15
                
              
            
            3500000.00000000
            USD
            1.15000000
            EUR
            2022-02-15
            XXXX
            22583.67000000
          
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        Beazer Homes USA Inc
        07556QBM6
        
          
          
        
        475000.00000000
        PA
        USD
        487468.75000000
        0.174457451714
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDITO REAL SAB DE CV
        549300W2IL7TPPCTKL39
        Credito Real SAB de CV SOFOM ER
        22547AAD3
        
          
          
        
        140000.00000000
        PA
        USD
        84001.40000000
        0.030062789018
        Long
        DBT
        CORP
        MX
        N
        2
        
          2028-01-21
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAS8
        
          
          
        
        460000.00000000
        PA
        USD
        492200.00000000
        0.176150692191
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-01
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORNERSTONE BUILDING
        549300IW41QEWQ6T0H29
        Cornerstone Building Brands Inc
        21925DAA7
        
          
          
        
        470000.00000000
        PA
        USD
        502359.50000000
        0.179786618557
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERVITA CORP
        N/A
        Tervita Corp
        88159EAA1
        
          
          
        
        766000.00000000
        PA
        USD
        881857.50000000
        0.315603025272
        Long
        DBT
        CORP
        CA
        N
        2
        
          2025-12-01
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AD5
        
          
          
        
        395000.00000000
        PA
        USD
        442400.00000000
        0.158328050031
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2027-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAC1
        
          
          
        
        717000.00000000
        PA
        USD
        723148.28000000
        0.258803474357
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-04-01
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARTY CITY HOLDINGS INC
        5493005PYM1JS6EZN307
        Party City Holdings Inc
        702150AG8
        
          
          
        
        880000.00000000
        PA
        USD
        908600.00000000
        0.325173748323
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBC3
        
          
          
        
        1910000.00000000
        PA
        USD
        2034150.00000000
        0.727990513044
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYLVAMO CORP
        5493001AOYU1ZOWOC971
        Sylvamo Corp
        87133LAA8
        
          
          
        
        3290000.00000000
        PA
        USD
        3437260.40000000
        1.230141809632
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD&R SMOKEY BUYER INC
        N/A
        CD&R Smokey Buyer Inc
        12510CAA9
        
          
          
        
        250000.00000000
        PA
        USD
        262500.00000000
        0.093944649939
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-07-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ADC3
        
          
        
        20000.00000000
        PA
        USD
        58846.00000000
        0.021060064267
        Long
        DBT
        CORP
        BM
        Y
        2
        
          2024-12-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sussex Re 2020-1, 12/31/22
        N/A
        Sussex Re 2020-1, 12/31/22
        000000000
        
          
        
        250000.00000000
        PA
        USD
        8000.00000000
        0.002863075045
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505EL4
        
          
          
        
        600000.00000000
        PA
        USD
        656982.00000000
        0.235123596215
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berwick Re 2018-1, 12/31/21
        N/A
        Berwick Re 2018-1, 12/31/21
        000000000
        
          
        
        1167977.00000000
        PA
        USD
        90284.62000000
        0.032311455317
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alturas Re 2019-3, 9/12/23
        N/A
        Alturas Re 2019-3, 9/12/23
        000000000
        
          
        
        24550.00000000
        PA
        USD
        11953.40000000
        0.004277935156
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2023-09-12
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAD2
        
          
          
        
        1680000.00000000
        PA
        USD
        1718320.80000000
        0.614960175388
        Long
        DBT
        CORP
        CA
        N
        2
        
          2030-02-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROJECT HITCH
        N/A
        PROJECT HITCH
        000000000
        
          
        
        2710000.00000000
        PA
        USD
        2710000.00000000
        0.969866671755
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-08-01
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPEER FINANCIAL ACA
        54930020HTACTODKHT04
        Compeer Financial ACA
        20453Q201
        
          
          
        
        3000.00000000
        NS
        USD
        3183750.00000000
        1.139414397121
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        GRINDING MEDIA INC
        254900IYFJ03EGFQ8C34
        Grinding Media Inc
        39854KAB6
        
          
          
        
        1137150.00000000
        PA
        USD
        1137860.72000000
        0.407222579124
        Long
        LON
        CORP
        US
        N
        2
        
          2028-10-12
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIAGE PURCHASER INC
        N/A
        Carriage Purchaser Inc
        14445LAA5
        
          
          
        
        2640000.00000000
        PA
        USD
        2534400.00000000
        0.907022174500
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KB HOME
        549300LGUCWQURMWLG09
        KB Home
        48666KAR0
        
          
          
        
        790000.00000000
        PA
        USD
        823575.00000000
        0.294744628852
        Long
        DBT
        CORP
        US
        N
        2
        
          2022-09-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL OUTDOOR HO
        N/A
        Clear Channel Outdoor Holdings Inc
        18453HAC0
        
          
          
        
        900000.00000000
        PA
        USD
        963000.00000000
        0.344642658634
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLEGHENY TECHNOLOGIES
        ZW1LRE7C3H17O2ZN9B45
        Allegheny Technologies Inc
        01741RAL6
        
          
          
        
        485000.00000000
        PA
        USD
        485485.00000000
        0.173747498574
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANOVER INSURANCE GROUP
        JJYR6MFKFF6CF8DBZ078
        Hanover Insurance Group Inc/The
        410867AA3
        
          
          
        
        3800000.00000000
        PA
        USD
        4533014.76000000
        1.622295180183
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-10-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2019-KJ24 Mortgage Trust
        30312FAG1
        
          
        
        1435233.34000000
        PA
        USD
        1236291.48000000
        0.442449410710
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2027-10-25
          Variable
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        20296.04000000
        0.007263635706
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -2682748.52000000
            USD
            2370000.00000000
            EUR
            2022-03-25
            20296.04000000
          
        
        
          N
          N
          N
        
      
      
        US ACUTE CARE SOLUTIONS
        N/A
        US Acute Care Solutions LLC
        90367UAA9
        
          
          
        
        725000.00000000
        PA
        USD
        759437.50000000
        0.271790819384
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2021-R01
        20754RAJ5
        
          
        
        710000.00000000
        PA
        USD
        725966.13000000
        0.259811938859
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2041-10-25
          Floating
          6.04967000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        American Axle & Manufacturing Inc
        02406PAU4
        
          
          
        
        2000000.00000000
        PA
        USD
        2077500.00000000
        0.743504800948
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PATRICK INDUSTRIES INC
        549300FZ5ZTCCJ3Z5W14
        Patrick Industries Inc
        703343AC7
        
          
          
        
        2062000.00000000
        PA
        USD
        2196030.00000000
        0.785924836595
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-10-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED WHOLESALE MTGE LL
        549300HW662MN1WU8550
        United Wholesale Mortgage LLC
        913229AC4
        
          
          
        
        1860000.00000000
        PA
        USD
        1864650.00000000
        0.667329110512
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MED Trust
        N/A
        Med Trust 2021-MDLN
        58403YBA3
        
          
        
        1175000.00000000
        PA
        USD
        1163336.01000000
        0.416339787509
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-11-15
          Floating
          5.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYATT HOTELS CORP
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579AH5
        
          
          
        
        815000.00000000
        PA
        USD
        903743.20000000
        0.323435575463
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-23
          Variable
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2020-KF83 Mortgage Trust
        302696AA7
        
          
        
        978146.16000000
        PA
        USD
        986080.69000000
        0.352902877082
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2030-07-25
          Floating
          9.09400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        22546DAB2
        
          
          
        
        700000.00000000
        PA
        USD
        756000.00000000
        0.270560591825
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Versutus Re 2019-B, 12/31/21
        N/A
        Versutus Re 2019-B, 12/31/21
        000000000
        
          
        
        58727.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woburn Re 2019, 12/31/22
        N/A
        Woburn Re 2019, 12/31/22
        000000000
        
          
        
        244914.00000000
        PA
        USD
        62298.87000000
        0.022295792509
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELF DRILL HOLD LTD
        54930078ZJ3XP4MRYB68
        Shelf Drilling Holdings Ltd
        822538AE4
        
          
          
        
        2269000.00000000
        PA
        USD
        1656370.00000000
        0.592788951695
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2025-02-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woburn Re 2018, 12/31/21
        N/A
        Woburn Re 2018, 12/31/21
        000000000
        
          
        
        253645.00000000
        PA
        USD
        16844.16000000
        0.006028261770
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS Distribution Inc
        78471RAC0
        
          
          
        
        275000.00000000
        PA
        USD
        277750.00000000
        0.099402386745
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-07-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY COR
        549300ZF1NDXLMCHNO20
        Garda World Security Corp
        36257BAA7
        
          
          
        
        2059000.00000000
        PA
        USD
        2219982.92000000
        0.794497212536
        Long
        DBT
        CORP
        CA
        N
        2
        
          2027-11-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ACR1
        
          
        
        300000.00000000
        PA
        USD
        44160.00000000
        0.015804174252
        Long
        DBT
        CORP
        BM
        Y
        2
        
          2023-12-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME HEALTHCARE SERVICE
        N/A
        Prime Healthcare Services Inc
        74165HAB4
        
          
          
        
        2640000.00000000
        PA
        USD
        2798400.00000000
        1.001503651010
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-11-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
          
        
        1380000.00000000
        PA
        USD
        1473150.00000000
        0.527217375459
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIL IV LLC / SCIL USA H
        N/A
        SCIL IV LLC / SCIL USA Holdings LLC
        78397UAA8
        
          
          
        
        920000.00000000
        PA
        USD
        944150.00000000
        0.337896538058
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-11-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L1C 2019-1 3/8L1 LLC
        N/A
        L1C 2019-1 3/8L1 LLC
        50213BAB9
        
          
        
        49148.83000000
        PA
        USD
        49499.88000000
        0.017715233899
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2022-11-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAP SA
        213800XBTDYWRYHKH878
        Transportes Aereos Portugueses SA
        000000000
        
          
          
        
        2000000.00000000
        PA
        
        2047463.90000000
        0.732755349900
        Long
        DBT
        CORP
        PT
        N
        2
        
          2024-12-02
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        US Renal Care Inc
        07335BAA4
        
          
          
        
        2500000.00000000
        PA
        USD
        2537499.98000000
        0.908131608922
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-15
          Fixed
          10.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUSTAR LOGISTICS LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAH8
        
          
          
        
        1150000.00000000
        PA
        USD
        1276500.00000000
        0.456839411990
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-10-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARBOUR ENERGY PLC
        213800YPC42DYBKVPF97
        Harbour Energy PLC
        411618AB7
        
          
          
        
        2135000.00000000
        PA
        USD
        2118987.50000000
        0.758352529193
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TULLOW OIL PLC
        2138003EYHWO75RKS857
        Tullow Oil PLC
        899415AG8
        
          
          
        
        2075000.00000000
        PA
        USD
        2096559.25000000
        0.750325808832
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2026-05-15
          Fixed
          10.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CC3
        
          
          
        
        1700000.00000000
        PA
        USD
        1776500.00000000
        0.635781602351
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAH8
        
          
          
        
        3080000.00000000
        PA
        USD
        3457777.40000000
        1.237484523471
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AF4
        
          
          
        
        535000.00000000
        PA
        USD
        529650.00000000
        0.189553462249
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2029-05-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OXFORD FIN LLC/CO-ISS II
        N/A
        Oxford Finance LLC / Oxford Finance Co-Issuer II Inc
        69145LAA2
        
          
          
        
        1290000.00000000
        PA
        USD
        1291612.51000000
        0.462247943273
        Long
        DBT
        CORP
        US
        N
        2
        
          2022-12-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAF4
        
          
          
        
        910000.00000000
        PA
        USD
        1132040.00000000
        0.405139434351
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-04-01
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBE9
        
          
          
        
        1910000.00000000
        PA
        USD
        2129650.00000000
        0.762168471403
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-11-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACY'S RETAIL HLDGS LLC
        N/A
        Macy's Retail Holdings LLC
        55617LAP7
        
          
          
        
        615000.00000000
        PA
        USD
        655743.75000000
        0.234680445880
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFEPOINT HEALTH INC
        549300G8ZVHRTBBBSZ90
        LifePoint Health Inc
        53219LAU3
        
          
          
        
        385000.00000000
        PA
        USD
        383075.00000000
        0.137096559144
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL CORP
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717AN2
        
          
          
        
        1280000.00000000
        PA
        USD
        1360422.40000000
        0.486873928143
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-07-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODYEAR TIRE & RUBBER
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550BH3
        
          
          
        
        1195000.00000000
        PA
        USD
        1291783.05000000
        0.462308976875
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-31
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL PLC
        4DR1VPDQMHD3N3QW8W95
        Carnival PLC
        000000000
        
          
          
        
        731000.00000000
        PA
        
        624182.62000000
        0.223385210415
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2029-10-28
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAQ2
        
          
          
        
        160000.00000000
        PA
        USD
        179200.00000000
        0.064132881025
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGMEIN INC
        549300D12V5KRBV00592
        LogMeIn Inc
        541056AA5
        
          
          
        
        1050000.00000000
        PA
        USD
        1062600.00000000
        0.380287942954
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAIN CII CARBON LLC/CII
        N/A
        Rain CII Carbon LLC / CII Carbon Corp
        75079RAC2
        
          
          
        
        2316000.00000000
        PA
        USD
        2367739.44000000
        0.847376963194
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAA1
        
          
          
        
        298833.00000000
        PA
        USD
        306680.35000000
        0.109756107139
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIEBOLD NIXDORF INC
        549300XZK6EWDBAZSY16
        Diebold Nixdorf Inc
        253651AC7
        
          
          
        
        1810000.00000000
        PA
        USD
        1810000.00000000
        0.647770729105
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-04-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berwick Re 2022, 12/31/27
        N/A
        Berwick Re 2022, 12/31/27
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1000000.00000000
        0.357884380721
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        Bausch Health Americas Inc
        91911XAW4
        
          
          
        
        1005000.00000000
        PA
        USD
        1055250.00000000
        0.377657492756
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL FINANCE LTD
        N/A
        NCL Finance Ltd
        62888HAA7
        
          
          
        
        360000.00000000
        PA
        USD
        354600.00000000
        0.126905801403
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2028-03-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAM4
        
          
          
        
        770000.00000000
        PA
        USD
        793531.20000000
        0.283992422095
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEREX CORP
        YAWJZJYEQ7M1SYMOS462
        Terex Corp
        880779BA0
        
          
          
        
        955000.00000000
        PA
        USD
        981262.50000000
        0.351178522137
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOPPERS INC
        LTO4ZL5EBDR1NE6FGJ36
        Koppers Inc
        500605AH3
        
          
          
        
        424000.00000000
        PA
        USD
        431415.76000000
        0.154396962101
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLGATE ENERGY PARTNERS
        549300QRLZK0B17DH791
        Colgate Energy Partners III LLC
        19416MAA7
        
          
          
        
        2085000.00000000
        PA
        USD
        2251800.00000000
        0.805884048508
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AK1
        
          
          
        
        1150000.00000000
        PA
        USD
        1163225.00000000
        0.416300058764
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2023-04-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONEWAY CAPITAL CORP
        549300CV1RKODDF74O91
        Stoneway Capital Corp
        86188PAA5
        
          
          
        
        704038.48000000
        PA
        USD
        213858.73000000
        0.076536699147
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2027-03-01
          Fixed
          10.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANCE DATA SYSTEMS CO
        549300G8S4PO686J7H97
        Alliance Data Systems Corp
        018581AL2
        
          
          
        
        4055000.00000000
        PA
        USD
        4257750.00000000
        1.523782222016
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COEUR MINING INC
        5493003AVK173D48DR70
        Coeur Mining Inc
        192108BC1
        
          
          
        
        1665000.00000000
        PA
        USD
        1525889.25000000
        0.546091929285
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEALER TIRE LLC/DT ISSR
        N/A
        Dealer Tire LLC / DT Issuer LLC
        24229JAA1
        
          
          
        
        1798000.00000000
        PA
        USD
        1871574.16000000
        0.669807159225
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAPLES INC
        XQM2JINI1UL7642TU573
        Staples Inc
        855030AN2
        
          
          
        
        798000.00000000
        PA
        USD
        819945.00000000
        0.293445508550
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAC7
        
          
          
        
        119296.00000000
        PA
        USD
        116313.60000000
        0.041626820705
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2026-12-31
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAD1
        
          
          
        
        1020000.00000000
        PA
        USD
        1007250.00000000
        0.360479042481
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-12-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO DAC/FIN LLC/FINCO
        N/A
        Endo Dac / Endo Finance LLC / Endo Finco Inc
        29273DAC4
        
          
          
        
        1970000.00000000
        PA
        USD
        1467650.00000000
        0.525249011365
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2028-06-30
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOSMOS ENERGY LTD
        213800YDFJ3OT9B5P157
        Kosmos Energy Ltd
        500688AF3
        
          
          
        
        870000.00000000
        PA
        USD
        828675.00000000
        0.296569839194
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-05-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OI EUROPEAN GROUP BV
        72450053F5WRDY8CDZ66
        OI European Group BV
        67777LAD5
        
          
          
        
        2500000.00000000
        PA
        USD
        2533700.00000000
        0.906771655433
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2030-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71643VAA3
        
          
          
        
        692000.00000000
        PA
        USD
        698920.00000000
        0.250132551373
        Long
        DBT
        CORP
        MX
        N
        2
        
          2032-02-16
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDBAY MINERALS INC
        549300WI524AL577IX21
        Hudbay Minerals Inc
        443628AH5
        
          
          
        
        692000.00000000
        PA
        USD
        733520.00000000
        0.262515350946
        Long
        DBT
        CORP
        CA
        N
        2
        
          2029-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ADV1
        
          
        
        1500000.00000000
        PA
        USD
        1500000.00000000
        0.536826571082
        Long
        DBT
        CORP
        BM
        Y
        2
        
          2026-12-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BG6
        
          
          
        
        285000.00000000
        PA
        USD
        325326.08000000
        0.116429122673
        Long
        DBT
        CORP
        PA
        
        N
        2
        
          2026-02-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYTEX ENERGY CORP
        549300R5LTV2H7I1I079
        Baytex Energy Corp
        07317QAH8
        
          
          
        
        4000000.00000000
        PA
        USD
        4190000.00000000
        1.499535555222
        Long
        DBT
        CORP
        CA
        N
        2
        
          2027-04-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB
        N/A
        Mozart Debt Merger Sub Inc
        62482BAB8
        
          
          
        
        520000.00000000
        PA
        USD
        527092.80000000
        0.188638280310
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATENTO LUXCO 1 SA
        549300MLFF3HYCZQTC48
        Atento Luxco 1 SA
        04684LAC2
        
          
          
        
        790000.00000000
        PA
        USD
        841855.05000000
        0.301286773226
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2026-02-10
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT HOME GROUP INC
        549300LGPR0P05O30I24
        At Home Group Inc
        04650YAB6
        
          
          
        
        520000.00000000
        PA
        USD
        510900.00000000
        0.182843130110
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-07-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEGASUS HAVA TASIMACILIG
        789000B1MW5PQ58A8T03
        Pegasus Hava Tasimaciligi AS
        705567AA3
        
          
          
        
        3960000.00000000
        PA
        USD
        3965940.00000000
        1.419347980878
        Long
        DBT
        CORP
        TR
        N
        2
        
          2026-04-30
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZZ4
        
          
          
        
        355000.00000000
        PA
        USD
        417892.41000000
        0.149557166361
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-01-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pangaea Re 2019-1, 2/1/23
        N/A
        Pangaea Re 2019-1, 2/1/23
        000000000
        
          
        
        409624.00000000
        PA
        USD
        8535.53000000
        0.003054732868
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2023-02-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELEK LOG PART/FINANCE
        N/A
        Delek Logistics Partners LP / Delek Logistics Finance Corp
        24665FAC6
        
          
          
        
        1060000.00000000
        PA
        USD
        1102400.00000000
        0.394531741307
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-06-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBA7
        
          
          
        
        571000.00000000
        PA
        USD
        600977.50000000
        0.215080460415
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRUNDAGE-BONE CONCRETE
        N/A
        Brundage-Bone Concrete Pumping Holdings Inc
        66981QAA4
        
          
          
        
        475000.00000000
        PA
        USD
        494000.00000000
        0.176794884076
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHROCK PARTNERS LP/FIN
        N/A
        Archrock Partners LP / Archrock Partners Finance Corp
        03959KAA8
        
          
          
        
        2583000.00000000
        PA
        USD
        2712150.00000000
        0.970636123173
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YPF SOCIEDAD ANONIMA
        5493003N7447U18U5U53
        YPF SA
        984245AQ3
        
          
          
        
        1000000.00000000
        PA
        USD
        654700.00000000
        0.234306904058
        Long
        DBT
        CORP
        AR
        N
        2
        
          2027-07-21
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF HOLDING CO LLC
        N/A
        PBF Holding Co LLC / PBF Finance Corp
        69318FAK4
        
          
          
        
        300000.00000000
        PA
        USD
        285375.00000000
        0.102131255148
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GRP/UNITI HLD/CSL
        N/A
        Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
        91327AAB8
        
          
          
        
        230000.00000000
        PA
        USD
        221339.35000000
        0.079213896204
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY
        549300ZF1NDXLMCHNO20
        Garda World Security Corp
        36485MAL3
        
          
          
        
        2116000.00000000
        PA
        USD
        2020780.00000000
        0.723205598874
        Long
        DBT
        CORP
        CA
        N
        2
        
          2029-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARFUNKELUX HOLDCO 3 SA
        2221007QVSNJV7EWBX69
        Garfunkelux Holdco 3 SA
        000000000
        
          
          
        
        820000.00000000
        PA
        
        1152920.05000000
        0.412612078115
        Long
        DBT
        CORP
        LU
        N
        2
        
          2025-11-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO AEROMEXICO SAB
        N/A
        Grupo Aeromexico SAB de CV
        000000000
        
          
        
        1140000.00000000
        PA
        USD
        1148550.00000000
        0.411048105477
        Long
        LON
        CORP
        MX
        N
        2
        
          2022-08-19
          Floating
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BD4
        
          
          
        
        35000.00000000
        PA
        USD
        39413.01000000
        0.014105300676
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEDOM MORTGAGE CORP
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAB3
        
          
          
        
        1680000.00000000
        PA
        USD
        1719900.00000000
        0.615525346402
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAS4
        
          
          
        
        205000.00000000
        PA
        USD
        231359.84000000
        0.082800073062
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAE6
        
          
          
        
        4155000.00000000
        PA
        USD
        4331587.50000000
        1.550207509978
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CJ2
        
          
          
        
        2010000.00000000
        PA
        USD
        2060250.00000000
        0.737331295381
        Long
        DBT
        CORP
        US
        N
        2
        
          2046-04-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berwick Re 2019-1, 12/31/22
        N/A
        Berwick Re 2019-1, 12/31/22
        000000000
        
          
        
        834446.00000000
        PA
        USD
        99716.30000000
        0.035686906273
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKLAND CORP
        549300Q72GWZCL8MQC95
        Parkland Corp
        70137WAL2
        
          
          
        
        2560000.00000000
        PA
        USD
        2544000.00000000
        0.910457864555
        Long
        DBT
        CORP
        CA
        N
        2
        
          2030-05-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLYMPUS WTR US HLDG CORP
        549300YU2GGVCBN3MY89
        Olympus Water US Holding Corp
        681639AB6
        
          
          
        
        440000.00000000
        PA
        USD
        429000.00000000
        0.153532399329
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO DAC/FIN LLC/FINCO
        N/A
        Endo Dac / Endo Finance LLC / Endo Finco Inc
        29273DAB6
        
          
          
        
        1376000.00000000
        PA
        USD
        1400657.88000000
        0.501273577986
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2027-07-31
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYATT HOTELS CORP
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579AJ1
        
          
          
        
        390000.00000000
        PA
        USD
        465637.42000000
        0.166644359697
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-04-23
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VINE ENERGY HOLDINGS LLC
        254900PNIMG4CPJH6R25
        Vine Energy Holdings LLC
        92735LAA0
        
          
          
        
        2015000.00000000
        PA
        USD
        2186275.00000000
        0.782433674461
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSF11 A5 HOLDCO LLC
        254900FPK7P5WNA66Y10
        LSF11 A5 HoldCo LLC
        50221DAA7
        
          
          
        
        1355000.00000000
        PA
        USD
        1334675.00000000
        0.477659335839
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AE8
        
          
          
        
        1535000.00000000
        PA
        USD
        1634652.20000000
        0.585016490291
        Long
        DBT
        CORP
        CA
        N
        2
        
          2027-02-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PECF USS INTERMEDIATE HO
        N/A
        PECF USS Intermediate Holding III Corp
        69291HAA3
        
          
          
        
        1760000.00000000
        PA
        USD
        1822480.00000000
        0.652237126177
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-11-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM IDESA SAPI
        YH0V7ZHY352ITDGEYB83
        Braskem Idesa SAPI
        10554NAB4
        
          
          
        
        910000.00000000
        PA
        USD
        913412.50000000
        0.326896066905
        Long
        DBT
        CORP
        MX
        N
        2
        
          2032-02-20
          Fixed
          6.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBG4
        
          
          
        
        580000.00000000
        PA
        USD
        613831.40000000
        0.219680670456
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMAX CORP
        5493002KS2T1Q0X7VZ21
        IMAX Corp
        45245EAH2
        
          
          
        
        449000.00000000
        PA
        USD
        431796.70000000
        0.154533294577
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2026-04-01
          Fixed
          0.50000000
          N
          N
          N
          N
          Y
          
            
              IMAX Corp
              IMAX Corp
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MCGRAW-HILL EDUCATION
        N/A
        McGraw-Hill Education Inc
        57767XAB6
        
          
          
        
        3530000.00000000
        PA
        USD
        3502995.50000000
        1.253667375187
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-08-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRAFTKINGS INC
        5493008P45UYYL683Z97
        DraftKings Inc
        26142RAA2
        
          
          
        
        655000.00000000
        PA
        USD
        493215.00000000
        0.176513944837
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-03-15
          None
          0.00000000
          N
          N
          N
          N
          Y
          
            
              DraftKings Inc
              DraftKings Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAY4
        
          
          
        
        980000.00000000
        PA
        USD
        1009400.00000000
        0.361248493900
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAR PHARMACEUTICAL INC
        549300KK5WR4MGN4YT97
        Par Pharmaceutical Inc
        69888XAA7
        
          
          
        
        579000.00010000
        PA
        USD
        591697.47000000
        0.211759282625
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASG FINANCE DESIGNATED
        5493005UOB0OMEJ4WK10
        ASG Finance Designated Activity Co
        00217AAA4
        
          
          
        
        2150000.00000000
        PA
        USD
        2107000.00000000
        0.754062390180
        Long
        DBT
        CORP
        IE
        
        N
        2
        
          2024-12-03
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDITO REAL SAB DE CV
        549300W2IL7TPPCTKL39
        Credito Real SAB de CV SOFOM ER
        22550GAA0
        
          
          
        
        1500000.00000000
        PA
        USD
        969390.00000000
        0.346929539827
        Long
        DBT
        CORP
        MX
        N
        2
        
          2026-02-07
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -146988.03000000
        -0.05260472009
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -7032937.98000000
            USD
            6045000.00000000
            EUR
            2022-01-27
            -146988.03000000
          
        
        
          N
          N
          N
        
      
      
        DIEBOLD NIXDORF INC
        549300XZK6EWDBAZSY16
        Diebold Nixdorf Inc
        253657AA8
        
          
          
        
        175000.00000000
        PA
        USD
        188429.50000000
        0.067435974917
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-07-15
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAB8
        
          
          
        
        6000.00000000
        PA
        USD
        6180.00000000
        0.002211725472
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RAV0
        
          
          
        
        1100000.00000000
        PA
        USD
        1856522.87000000
        0.664420537625
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-08-01
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM INVESTMENTS HOLDINGS
        549300P5V78NNQTG4428
        LCM Investments Holdings II LLC
        50190EAA2
        
          
          
        
        1365000.00000000
        PA
        USD
        1402783.20000000
        0.502034196818
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCREON GROUP WT EX 10/01/24
        N/A
        SYNCREON GROUP WT EX 10/01/24
        000000000
        
          
        
        10071.00000000
        NC
        USD
        218792.48000000
        0.078302411211
        N/A
        DE
        CORP
        US
        N
        1
        
          
            
              SYNCREON GROUP WT EX 10/01/24
              N/A
            
            Call
            Purchased
            
              
                SYNCREON GROUP
                SYNCREON GROUP
                
                  
                  
                
              
            
            1.00000000
            0.00000000
            USD
            2024-10-01
            XXXX
            218792.47000000
          
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAU7
        
          
          
        
        1105000.00000000
        PA
        USD
        1063219.95000000
        0.380509813376
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-06-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUNA SA
        549300C3XBVL3X4TME11
        Auna SAA
        05151VAA5
        
          
          
        
        975000.00000000
        PA
        USD
        1004211.00000000
        0.359391431848
        Long
        DBT
        CORP
        PE
        N
        2
        
          2025-11-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AJ0
        
          
          
        
        950000.00000000
        PA
        USD
        957125.00000000
        0.342540087898
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BX8
        
          
          
        
        2150000.00000000
        PA
        USD
        2156514.48000000
        0.771782849191
        Long
        DBT
        CORP
        CA
        N
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alturas Re 2019-2, 3/10/22
        N/A
        Alturas Re 2019-2, 3/10/22
        000000000
        
          
        
        3037.00000000
        PA
        USD
        4276.10000000
        0.001530349400
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2023-03-10
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANAOS CORP
        734IM3DNDNT36T7YTD24
        Danaos Corp
        23585WAA2
        
          
          
        
        1375000.00000000
        PA
        USD
        1505625.00000000
        0.538839670723
        Long
        DBT
        CORP
        MH
        
        N
        2
        
          2028-03-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harambee Re 2019, 12/31/22
        N/A
        Harambee Re 2019, 12/31/22
        000000000
        
          
        
        600000.00000000
        PA
        USD
        660.00000000
        0.000236203691
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BL5
        
          
          
        
        215000.00000000
        PA
        USD
        225373.75000000
        0.080657744949
        Long
        DBT
        CORP
        PA
        
        N
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHWEITZER-MAUDUIT INTL
        549300Z1FU4IDULG1R21
        Schweitzer-Mauduit International Inc
        808541AA4
        
          
          
        
        831000.00000000
        PA
        USD
        869433.75000000
        0.311156759197
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-10-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amplify Energy Corp
        J0TW5YQRAZXYN7VEU787
        Amplify Energy Corp
        03212B103
        
          
          
        
        21.00000000
        NS
        USD
        65.31000000
        0.000023373428
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Summit Midstream Partners LP
        N/A
        Summit Midstream Partners LP
        866142409
        
          
          
        
        12271.00000000
        NS
        USD
        272416.20000000
        0.097493503035
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        203372AX5
        
          
          
        
        910000.00000000
        PA
        USD
        904367.10000000
        0.323658859528
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-09-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        EUR CALL VERSUS USD PUT
        000000000
        
          
        
        -1650000.00000000
        NC
        
        0.00000000
        0.000000
        N/A
        DFE
        CORP
        US
        
        N
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                    EUR CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2022-02-04
                
              
            
            -1650000.00000000
            USD
            1.25000000
            EUR
            2022-02-04
            XXXX
            23404.97000000
          
        
        
          N
          N
          N
        
      
      
        IRB HOLDING CORP
        549300HVW4WNWYBXN830
        IRB Holding Corp
        44988MAC9
        
          
          
        
        470000.00000000
        PA
        USD
        497245.90000000
        0.177956540987
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAP9
        
          
          
        
        520000.00000000
        PA
        USD
        570050.00000000
        0.204011991230
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBH2
        
          
          
        
        265000.00000000
        PA
        USD
        282556.25000000
        0.101122468550
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        EUR CALL VERSUS USD PUT
        000000000
        
          
        
        3625000.00000000
        NC
        
        78989.42000000
        0.028269079660
        N/A
        DFE
        CORP
        US
        
        N
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    EUR CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2022-10-19
                
              
            
            3625000.00000000
            USD
            1.20230000
            EUR
            2022-10-19
            XXXX
            23282.10000000
          
        
        
          N
          N
          N
        
      
      
        Pangaea Re 2018-1, 12/31/21
        N/A
        Pangaea Re 2018-1, 12/31/21
        000000000
        
          
        
        500000.00000000
        PA
        USD
        10527.25000000
        0.003767538346
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY LIFEPOINT HEALTH
        N/A
        Legacy LifePoint Health LLC
        53219LAT6
        
          
          
        
        580000.00000000
        PA
        USD
        604650.00000000
        0.216394790803
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEXION INC
        54930030FZF8HYAEHM46
        Hexion Inc
        42829LAF1
        
          
          
        
        1455000.00000000
        PA
        USD
        1535025.00000000
        0.549361471516
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAS2
        
          
          
        
        475000.00000000
        PA
        USD
        452010.00000000
        0.161767318929
        Long
        DBT
        NUSS
        NG
        N
        2
        
          2033-09-28
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cyprus Re 2017, 1/31/22
        N/A
        Cyprus Re 2017, 1/31/22
        000000000
        
          
        
        500000.00000000
        PA
        USD
        50.00000000
        0.000017894219
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2023-01-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAU1
        
          
          
        
        675000.00000000
        PA
        USD
        756000.00000000
        0.270560591825
        Long
        DBT
        CORP
        IT
        N
        2
        
          N/A
          Fixed
          7.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL SPA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        29265WAA6
        
          
          
        
        1010000.00000000
        PA
        USD
        1124887.50000000
        0.402579666318
        Long
        DBT
        CORP
        IT
        N
        2
        
          2073-09-24
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELF DRILL HOLD LTD
        54930078ZJ3XP4MRYB68
        Shelf Drilling Holdings Ltd
        822538AG9
        
          
          
        
        1015000.00000000
        PA
        USD
        1040375.00000000
        0.372333962593
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2024-11-15
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BATH & BODY WORKS INC
        GR3KVMWVCR54YWQNXU90
        Bath & Body Works Inc
        501797AW4
        
          
          
        
        1625000.00000000
        PA
        USD
        1840312.50000000
        0.658619099396
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-10-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOTHEBY'S
        549300P5BAAMQQ7VL735
        Sotheby's
        835898AH0
        
          
          
        
        1093000.00000000
        PA
        USD
        1164045.00000000
        0.416593523956
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-10-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BV2
        
          
          
        
        535000.00000000
        PA
        USD
        545700.00000000
        0.195297506559
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERCOM MEDIA CORP
        549300S5JUSXRHNCHD80
        Audacy Capital Corp
        29365DAB5
        
          
          
        
        480000.00000000
        PA
        USD
        468943.20000000
        0.167827446725
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-03-31
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
          
        
        38420700.00000000
        PA
        
        1901773.52000000
        0.680615038477
        Long
        DBT
        NUSS
        MX
        N
        2
        
          2023-12-07
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAXIM CRANE WORKS LLC
        N/A
        Maxim Crane Works Holdings Capital LLC
        18911YAA3
        
          
          
        
        1113000.00000000
        PA
        USD
        1139433.75000000
        0.407785541991
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-08-01
          Fixed
          10.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHROCK PARTNERS LP/FIN
        N/A
        Archrock Partners LP / Archrock Partners Finance Corp
        03959KAC4
        
          
          
        
        385000.00000000
        PA
        USD
        401447.20000000
        0.143671682564
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-04-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVATION CAPITAL SA
        54930056OEYSV06OMD90
        Avation Capital SA
        05351CAA5
        
          
          
        
        1259858.00000000
        PA
        USD
        1058280.72000000
        0.378742140106
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2026-10-31
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARFUNKELUX HOLDCO 3 SA
        2221007QVSNJV7EWBX69
        Garfunkelux Holdco 3 SA
        000000000
        
          
          
        
        480000.00000000
        PA
        
        566426.52000000
        0.202715204334
        Long
        DBT
        CORP
        LU
        N
        2
        
          2025-11-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AB3
        
          
          
        
        1905000.00000000
        PA
        USD
        2035349.63000000
        0.728419841884
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AW4
        
          
          
        
        895000.00000000
        PA
        USD
        911781.25000000
        0.326312268009
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BK2
        
          
          
        
        825000.00000000
        PA
        USD
        795093.75000000
        0.284551634334
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAS OPCO HOLDINGS LLC
        N/A
        Midas OpCo Holdings LLC
        59565JAA9
        
          
          
        
        2485000.00000000
        PA
        USD
        2544018.75000000
        0.910464574887
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMER (BC) BIDC
        213800CCW2O2WZ7YV169
        Summer BC Bidco B LLC
        865632AA1
        
          
          
        
        1445000.00000000
        PA
        USD
        1479275.40000000
        0.529409560445
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-10-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRATOS DEFENSE & SEC
        5493000EKBN0UY1F3F88
        Kratos Defense & Security Solutions Inc
        50077BAM0
        
          
          
        
        745000.00000000
        PA
        USD
        765487.50000000
        0.273956019887
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-11-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINDSTREAM ESCROW LLC
        N/A
        Windstream Escrow LLC / Windstream Escrow Finance Corp
        97382WAA1
        
          
          
        
        2385000.00000000
        PA
        USD
        2529197.34000000
        0.905160223748
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-08-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC ENTERTAINMENT HLDGS
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings Inc
        00165CAR5
        
          
          
        
        768000.00000000
        PA
        USD
        816000.00000000
        0.292033654668
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-24
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GLOBAL AIRLINES
        N/A
        Western Global Airlines LLC
        958278AA1
        
          
          
        
        2055000.00000000
        PA
        USD
        2286187.50000000
        0.818190797650
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-08-15
          Fixed
          10.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGUS INC
        N/A
        TARGUS INC
        000000000
        
          
        
        68241.00000000
        NS
        USD
        104408.73000000
        0.037366253677
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2020-KF74 Mortgage Trust
        30313MAC4
        
          
        
        1139035.38000000
        PA
        USD
        1139338.25000000
        0.407751364033
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2027-01-25
          Floating
          6.34400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCL5
        
          
          
        
        1255000.00000000
        PA
        USD
        1280388.66000000
        0.458231102666
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRONOX INC
        549300EPZ4YXC7E5P181
        Tronox Inc
        897051AC2
        
          
          
        
        2030000.00000000
        PA
        USD
        2027462.50000000
        0.725597161248
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VAREX IMAGING CORPORATIO
        549300CWYWPVCT8E9W67
        Varex Imaging Corp
        92214XAC0
        
          
          
        
        2011000.00000000
        PA
        USD
        2234422.12000000
        0.799664776686
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-10-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUILDERS FIRSTSOURCE INC
        549300W0SKP6L3H7DP63
        Builders FirstSource Inc
        12008RAM9
        
          
          
        
        1175000.00000000
        PA
        USD
        1239625.00000000
        0.443642425451
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-06-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397YT4
        
          
          
        
        1150000.00000000
        PA
        USD
        1215906.51000000
        0.435153948346
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-11-02
          Fixed
          3.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dreyfus Government Cash Management
        5493000Q69I5Q3QZIA91
        Dreyfus Government Cash Management
        262006208
        
          
          
        
        3568039.73000000
        NS
        USD
        3568039.73000000
        1.276945689160
        Long
        STIV
        RF
        US
        N
        1
        
          N
          N
          N
        
      
      
        RENEWABLE ENERGY GROUP I
        549300HPU3BD8ZI0X358
        Renewable Energy Group Inc
        75972AAD5
        
          
          
        
        1575000.00000000
        PA
        USD
        1618312.50000000
        0.579168766876
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-06-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merion Re 2018-2, 12/31/21
        N/A
        Merion Re 2018-2, 12/31/21
        000000000
        
          
        
        500000.00000000
        PA
        USD
        82750.00000000
        0.029614932504
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEDOM MORTGAGE CORP
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAA5
        
          
          
        
        1931000.00000000
        PA
        USD
        1955137.50000000
        0.699713173412
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-11-15
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TMS INTERNATIONAL CORP
        549300L4K0F1YF8WKF23
        TMS International Corp/DE
        87261QAC7
        
          
          
        
        1860000.00000000
        PA
        USD
        1850700.00000000
        0.662336623401
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KB HOME
        549300LGUCWQURMWLG09
        KB Home
        48666KAV1
        
          
          
        
        1035000.00000000
        PA
        USD
        1088043.75000000
        0.389393863666
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-05-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PART/GLP FINANCE
        N/A
        Global Partners LP / GLP Finance Corp
        37954FAG9
        
          
          
        
        421000.00000000
        PA
        USD
        436787.50000000
        0.156319423944
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-08-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Funding Mortgage Trust
        N/A
        Capital Funding Mortgage Trust
        14019QAB8
        
          
        
        1500000.00000000
        PA
        USD
        1498915.50000000
        0.536438445471
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2023-11-06
          Floating
          16.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AT6
        
          
          
        
        885000.00000000
        PA
        USD
        931657.20000000
        0.333425560066
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERFICIENT INC
        549300HTBXKL2755T650
        Perficient Inc
        71375UAE1
        
          
          
        
        135000.00000000
        PA
        USD
        127751.68000000
        0.045720330882
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-11-15
          Fixed
          0.12500000
          N
          N
          N
          N
          N
          
            
              Perficient Inc
              Perficient Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2019-KS12 Mortgage Trust
        30311XAC2
        
          
        
        1500000.00000000
        PA
        USD
        1320259.95000000
        0.472500414597
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2029-08-25
          Floating
          6.99400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAC0
        
          
          
        
        1404000.00000000
        PA
        USD
        393120.00000000
        0.140691507749
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-08-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NABORS INDUSTRIES INC
        549300VFQWRKICUFNU92
        Nabors Industries Inc
        62957HAJ4
        
          
          
        
        305000.00000000
        PA
        USD
        315617.05000000
        0.112954412484
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680AB9
        
          
          
        
        1850000.00000000
        PA
        USD
        2257994.89000000
        0.808101102879
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-09-30
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL AIR LEASE CO LTD
        N/A
        Global Aircraft Leasing Co Ltd
        37960JAA6
        
          
          
        
        2147628.00000000
        PA
        USD
        2072461.02000000
        0.741701428712
        Long
        DBT
        CORP
        KY
        N
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESCO HOLDINGS II INC
        254900FAHT0HW9T6L409
        NESCO Holdings II Inc
        64083YAA9
        
          
          
        
        915000.00000000
        PA
        USD
        944737.50000000
        0.338106795131
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASPAN CORP
        5493007Z8Q1H45KT7W98
        Seaspan Corp
        000000000
        
          
          
        
        1500000.00000000
        PA
        USD
        1606710.92000000
        0.575016742602
        Long
        DBT
        CORP
        MH
        
        N
        2
        
          2026-04-29
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        000000000
        
          
          
        
        280000.00000000
        PA
        
        334719.00000000
        0.119790702030
        Long
        DBT
        CORP
        PA
        
        N
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Versutus Re 2019-A, 12/31/21
        N/A
        Versutus Re 2019-A, 12/31/21
        000000000
        
          
        
        441274.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WATCO COS LLC/FINANCE CO
        N/A
        Watco Cos LLC / Watco Finance Corp
        941130AB2
        
          
          
        
        1240000.00000000
        PA
        USD
        1289600.00000000
        0.461527697378
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NABORS INDUSTRIES LTD
        N/A
        Nabors Industries Ltd
        629571AB6
        
          
          
        
        1109000.00000000
        PA
        USD
        1003645.00000000
        0.359188869289
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2028-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHIBA BIDCO SPA
        815600658C215B62EA21
        Shiba Bidco SpA
        000000000
        
          
        
        1715000.00000000
        PA
        
        1972052.77000000
        0.705766884341
        Long
        DBT
        CORP
        IT
        N
        2
        
          2028-10-31
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AA5
        
          
          
        
        350000.00000000
        PA
        USD
        366906.75000000
        0.131310195006
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        EUR CALL VERSUS USD PUT
        000000000
        
          
        
        -3620000.00000000
        NC
        
        -5526.47000000
        -0.00197783729
        N/A
        DFE
        CORP
        US
        
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                    EUR CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2022-02-14
                
              
            
            -3620000.00000000
            USD
            1.16250000
            EUR
            2022-02-14
            XXXX
            18967.57000000
          
        
        
          N
          N
          N
        
      
      
        UNITED WHOLESALE MTGE LL
        549300HW662MN1WU8550
        United Wholesale Mortgage LLC
        913229AA8
        
          
          
        
        1225000.00000000
        PA
        USD
        1202031.25000000
        0.430188209514
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN & CO.
        5493006KMX1VFTPYPW14
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2431.70000000
        0.000870267448
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              BROWN BROTHERS HARRIMAN & CO.
              5493006KMX1VFTPYPW14
            
            -561747.29000000
            USD
            495000.00000000
            EUR
            2022-02-24
            2431.70000000
          
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL OUTDOOR HO
        N/A
        Clear Channel Outdoor Holdings Inc
        18453HAD8
        
          
          
        
        2090000.00000000
        PA
        USD
        2231075.00000000
        0.798466894718
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKCLIFF ENERGY II LLC
        5493007AZNVKZ5HEMT23
        Rockcliff Energy II LLC
        77289KAA3
        
          
          
        
        1010000.00000000
        PA
        USD
        1040300.00000000
        0.372307121264
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Funding Mortgage Trust
        N/A
        Capital Funding Mortgage Trust 2020-9
        14020FAB9
        
          
        
        500000.00000000
        PA
        USD
        500000.00000000
        0.178942190360
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2022-11-19
          Floating
          15.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTAJET MALTA/XO MGMT
        N/A
        VistaJet Malta Finance PLC / XO Management Holding Inc
        92840JAA7
        
          
          
        
        2395000.00000000
        PA
        USD
        2562650.00000000
        0.917132408255
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2024-06-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY TELEVISION INC
        529900TM5726KDN7UU35
        Gray Television Inc
        389284AA8
        
          
          
        
        1057000.00000000
        PA
        USD
        1129668.75000000
        0.404290801014
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BV2
        
          
          
        
        960000.00000000
        PA
        USD
        995913.60000000
        0.356421921988
        Long
        DBT
        CORP
        CA
        N
        2
        
          2026-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMERCIAL METALS CO
        549300OQS2LO07ZJ7N73
        Commercial Metals Co
        201723AL7
        
          
          
        
        1470000.00000000
        PA
        USD
        1528800.01000000
        0.547133644825
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRECISION DRILLING CORP
        549300WF2OE8T5BP4B84
        Precision Drilling Corp
        740212AM7
        
          
          
        
        579000.00000000
        PA
        USD
        590128.38000000
        0.211197729822
        Long
        DBT
        CORP
        CA
        N
        2
        
          2029-01-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AC1
        
          
          
        
        495000.00000000
        PA
        USD
        481387.50000000
        0.172281067324
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lorenz Re 2018, 7/1/22
        N/A
        Lorenz Re 2018, 7/1/22
        000000000
        
          
        
        500000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-07-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RACKSPACE TECHNOLOGY
        549300QTYCKLMFSE8I97
        Rackspace Technology Global Inc
        750098AA3
        
          
          
        
        1350000.00000000
        PA
        USD
        1316250.00000000
        0.471065316124
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-12-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AAG FH LP/AAG FH FINCO
        N/A
        AAG FH LP / AAG FH Finco Inc
        00033AAA6
        
          
          
        
        1240000.00000000
        PA
        USD
        1224537.20000000
        0.438242737492
        Long
        DBT
        CORP
        CA
        N
        2
        
          2024-07-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVIDENT FDG/PFG FIN
        N/A
        Provident Funding Associates LP / PFG Finance Corp
        74387UAJ0
        
          
          
        
        3415000.00000000
        PA
        USD
        3474762.50000000
        1.243563225466
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153AZ5
        
          
          
        
        380000.00000000
        PA
        USD
        425600.00000000
        0.152315592435
        Long
        DBT
        CORP
        LR
        
        N
        2
        
          2025-06-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COVANTA HOLDING CORP
        40XIFLS8XDQGGHGPGC04
        Covanta Holding Corp
        22282EAH5
        
          
          
        
        1691000.00000000
        PA
        USD
        1745957.50000000
        0.624850918653
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN & CO.
        5493006KMX1VFTPYPW14
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6782.79000000
        -0.00242745459
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              BROWN BROTHERS HARRIMAN & CO.
              5493006KMX1VFTPYPW14
            
            -1345000.00000000
            EUR
            1525326.84000000
            USD
            2022-01-27
            -6782.79000000
          
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL INSURANCE
        CNC20I6IOMGF7KY49D67
        Liberty Mutual Insurance Co
        53079QAD9
        
          
          
        
        3000000.00000000
        PA
        USD
        4730129.43000000
        1.692839441787
        Long
        DBT
        CORP
        US
        N
        2
        
          2097-10-15
          Fixed
          7.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAE1
        
          
          
        
        270000.00000000
        PA
        USD
        263250.00000000
        0.094213063224
        Long
        DBT
        CORP
        FR
        N
        2
        
          2029-01-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAD3
        
          
          
        
        2080000.00000000
        PA
        USD
        2087206.78000000
        0.746978705897
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2023-07-21
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harambee Re 2018, 12/31/21
        N/A
        Harambee Re 2018, 12/31/21
        000000000
        
          
        
        500000.00000000
        PA
        USD
        900.00000000
        0.000322095942
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pangaea Re 2018-3, 7/1/22
        N/A
        Pangaea Re 2018-3, 7/1/22
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        20743.40000000
        0.007423738863
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2022-07-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEDOM MORTGAGE
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAG2
        
          
          
        
        815000.00000000
        PA
        USD
        796662.50000000
        0.285113065456
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRIGORIFICO CONCEPCION
        529900Q6VZVL47QJCQ91
        Frigorifico Concepcion SA
        358648AA1
        
          
          
        
        2795000.00000000
        PA
        USD
        2815990.45000000
        1.007798998315
        Long
        DBT
        CORP
        PY
        N
        2
        
          2028-07-21
          Fixed
          7.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRONOX INC
        549300EPZ4YXC7E5P181
        Tronox Inc
        897051AB4
        
          
          
        
        1290000.00000000
        PA
        USD
        1363401.00000000
        0.487939922559
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        USD CALL VERSUS EUR PUT
        000000000
        
          
        
        1650000.00000000
        NC
        
        45905.23000000
        0.016428764810
        N/A
        DFE
        CORP
        US
        
        N
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Put
            Purchased
            
              
                
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                    USD CALL VERSUS EUR PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  EUR
                  N/A
                  USD
                  2022-02-04
                
              
            
            1650000.00000000
            USD
            1.16550000
            EUR
            2022-02-04
            XXXX
            22500.26000000
          
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AC7
        
          
          
        
        656000.00000000
        PA
        USD
        711760.00000000
        0.254727786822
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2025-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311RAH9
        
          
          
        
        1175000.00000000
        PA
        USD
        1139750.00000000
        0.407898722927
        Long
        DBT
        CORP
        US
        N
        2
        
          2043-05-21
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AV6
        
          
          
        
        830000.00000000
        PA
        USD
        854900.00000000
        0.305955357078
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USA COM PART/USA COM FIN
        N/A
        USA Compression Partners LP / USA Compression Finance Corp
        91740PAF5
        
          
          
        
        703000.00000000
        PA
        USD
        742543.75000000
        0.265744810127
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-09-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBA2
        
          
          
        
        1800000.00000000
        PA
        USD
        1931616.00000000
        0.691295195951
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEPTUNE ENERGY BONDCO
        549300CPMT8I2QBRYF88
        Neptune Energy Bondco PLC
        64073KAA1
        
          
          
        
        2000000.00000000
        PA
        USD
        2042500.00000000
        0.730978847623
        Long
        DBT
        CORP
        GB
        N
        2
        
          2025-05-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AF5
        
          
          
        
        1010000.00000000
        PA
        USD
        1058833.50000000
        0.378939971434
        Long
        DBT
        CORP
        CA
        N
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASPAN CORP
        5493007Z8Q1H45KT7W98
        Seaspan Corp
        81254UAK2
        
          
          
        
        820000.00000000
        PA
        USD
        828200.00000000
        0.296399844113
        Long
        DBT
        CORP
        MH
        
        N
        2
        
          2029-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GRP/UNITI HLD/CSL
        N/A
        Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
        91327AAA0
        
          
          
        
        3676000.00000000
        PA
        USD
        3836825.00000000
        1.373139739061
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-02-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oyster Bay Re 2018, 1/15/22
        N/A
        Oyster Bay Re 2018, 1/15/22
        000000000
        
          
        
        277770.00000000
        PA
        USD
        252104.05000000
        0.090224101811
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2023-01-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        Beazer Homes USA Inc
        07556QBT1
        
          
          
        
        1155000.00000000
        PA
        USD
        1287478.50000000
        0.460768445664
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIRSA FINANCE INTER
        254900KUJN6DHWH2K029
        Cirsa Finance International Sarl
        000000000
        
          
          
        
        870399.70000000
        PA
        
        1001800.96000000
        0.358528916175
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2023-12-20
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL RE 21 LTD
        N/A
        Residential Reinsurance 2021 Ltd
        76114NAE2
        
          
          
        
        250000.00000000
        PA
        USD
        249075.00000000
        0.089140052128
        Long
        DBT
        CORP
        KY
        Y
        2
        
          2025-12-06
          Floating
          11.78548900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20337YAA5
        
          
          
        
        559000.00000000
        PA
        USD
        559000.00000000
        0.200057368823
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB FINANCE CO BV
        549300BBGA3CFHX0KS75
        LYB Finance Co BV
        61238QAA6
        
          
          
        
        2250000.00000000
        PA
        USD
        2883267.45000000
        1.031876385797
        Long
        DBT
        CORP
        NL
        N
        2
        
          2027-03-15
          Fixed
          8.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELEK LOG PART/FINANCE
        N/A
        Delek Logistics Partners LP / Delek Logistics Finance Corp
        24665FAB8
        
          
          
        
        1210000.00000000
        PA
        USD
        1237225.00000000
        0.442783502938
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NSG HOLDINGS LLC/NSG HLD
        N/A
        NSG Holdings LLC / NSG Holdings Inc
        62940QAA3
        
          
          
        
        976699.94000000
        PA
        USD
        1043848.06000000
        0.373576916520
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-12-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA3
        35564KKL2
        
          
        
        450000.00000000
        PA
        USD
        443538.59000000
        0.158735533608
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2041-09-25
          Floating
          6.29967000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDEAVOUR MINING PLC
        529900NI5MXQ91GHXR07
        Endeavour Mining PLC
        29261HAA3
        
          
          
        
        415000.00000000
        PA
        USD
        410850.00000000
        0.147036797819
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2026-10-14
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAV2
        
          
          
        
        1399000.00000000
        PA
        USD
        1607776.87000000
        0.575398229458
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BC5
        
          
          
        
        270000.00000000
        PA
        USD
        285525.00000000
        0.102184937805
        Long
        DBT
        CORP
        LR
        
        N
        2
        
          2023-06-15
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC/PETSMART FI
        N/A
        PetSmart Inc / PetSmart Finance Corp
        71677KAB4
        
          
          
        
        475000.00000000
        PA
        USD
        515968.75000000
        0.184657156565
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCONIC CORP
        549300B4YFWH3U74B152
        Arconic Corp
        03966VAA5
        
          
          
        
        940000.00000000
        PA
        USD
        1000348.00000000
        0.358008924485
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        15135UAF6
        
          
          
        
        1402000.00000000
        PA
        USD
        1906578.09000000
        0.682334519036
        Long
        DBT
        CORP
        CA
        N
        2
        
          2039-11-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAA4
        
          
          
        
        625000.00000000
        PA
        USD
        687506.25000000
        0.246047748523
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2029-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOHEGAN GAMING & ENT
        549300UB083Z2NRDHC48
        Mohegan Gaming & Entertainment
        608328BH2
        
          
          
        
        1880000.00000000
        PA
        USD
        1973793.20000000
        0.706389757054
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6918.45000000
        -0.00247600519
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1933000.00000000
            EUR
            2196228.98000000
            USD
            2022-02-24
            -6918.45000000
          
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAE7
        
          
          
        
        925000.00000000
        PA
        USD
        959687.50000000
        0.343457166623
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERC HOLDINGS INC
        549300TP80QLITMSBP82
        Herc Holdings Inc
        42704LAA2
        
          
          
        
        319000.00000000
        PA
        USD
        331760.00000000
        0.118731722148
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pangaea Re 2019-3, 7/1/23
        N/A
        Pangaea Re 2019-3, 7/1/23
        000000000
        
          
        
        735313.00000000
        PA
        USD
        26449.88000000
        0.009465998923
        Long
        DBT
        CORP
        BM
        
        Y
        2
        
          2023-07-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERSCEND ESCROW CORP
        N/A
        Verscend Escrow Corp
        92535WAA8
        
          
          
        
        862000.00000000
        PA
        USD
        916254.34000000
        0.327913117054
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-08-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMIG GERACAO E TRANSM
        529900ZT0AVI5W1VFB58
        Cemig Geracao e Transmissao SA
        12517MAA0
        
          
          
        
        825000.00000000
        PA
        USD
        923868.00000000
        0.330637927048
        Long
        DBT
        CORP
        BR
        N
        2
        
          2024-12-05
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-02-23
      Pioneer High Income Fund, Inc.
      Anthony J. Koenig, Jr
      Anthony J. Koenig, Jr
      Managing Director, Chief Operations Officer & Fund Treasurer
    
  
  XXXX

Pioneer High Income Fund, Inc.

Schedule of Investments | December 31, 2021

Ticker Symbol: PHT

Schedule of Investments | 12/31/21

(unaudited)

Principal Amount USD ($)		Value
	UNAFFILIATED ISSUERS — 143.7%
	Senior Secured Floating Rate Loan Interests — 1.9% of Net Assets*(a)
	Airlines — 0.6%
1,140,000	Grupo Aeromexico, SAB de CV, DIP Tranche 1 Term Loan, 9.00% (LIBOR + 800 bps), 3/31/22	$ 1,148,550
523,589(b)	Grupo Aeromexico, SAB de CV, DIP Tranche 2 Term Loan, (15.5% PIK 0.00% Cash), 3/31/22	517,934
	Total Airlines	$1,666,484
	Auto Parts & Equipment — 0.5%
1,414,830	First Brands Group LLC, 2021 First Lien Term Loan, 6.00% (LIBOR + 500 bps), 3/30/27	$ 1,424,026
	Total Auto Parts & Equipment	$1,424,026
	Human Resources — 0.4%
1,069,542	Team Health Holdings, Inc., Initial Term Loan, 3.75% (LIBOR + 275 bps), 2/6/24	$ 1,027,143
	Total Human Resources	$1,027,143
	Metal Processors & Fabrication — 0.4%
1,137,150	Grinding Media, Inc. (Molycop, Ltd.), First Lien Term Loan, 4.75% (LIBOR + 400 bps), 10/12/28	$ 1,137,861
	Total Metal Processors & Fabrication	$1,137,861
	Total Senior Secured Floating Rate Loan Interests (Cost $5,118,214)	$5,255,514

Shares
	Common Stocks — 0.3% of Net Assets
	Oil, Gas & Consumable Fuels — 0.2%
21(c)	Amplify Energy Corp.	$ 66
802,650(c)+^	PetroQuest Energy, Inc.	341,126
12,271(c)	Summit Midstream Partners LP	272,416
	Total Oil, Gas & Consumable Fuels	$613,608
	Specialty Retail — 0.1%
68,241(c)+^	Targus Cayman SubCo., Ltd.	$ 104,409
	Total Specialty Retail	$104,409
	Total Common Stocks (Cost $1,022,484)	$718,017

1Pioneer High Income Fund, Inc. | | 12/31/21

Principal Amount USD ($)		Value
	Collateralized Mortgage Obligations—2.7% of Net Assets
4,100,000(a)	Connecticut Avenue Securities Trust, Series 2019-HRP1, Class B1, 9.358% (1 Month USD LIBOR + 925 bps), 11/25/39 (144A)	$ 4,346,528
710,000(a)	Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2, 6.05% (SOFR30A + 600 bps), 10/25/41 (144A)	725,966
120,000(a)	Fannie Mae Connecticut Avenue Securities, Series 2021-R02, Class 2B2, 6.25% (SOFR30A + 620 bps), 11/25/41 (144A)	124,058
450,000(a)	Freddie Mac STACR REMIC Trust, Series 2021-HQA3, Class B2, 6.30% (SOFR30A + 625 bps), 9/25/41 (144A)	443,539
430,000(a)	Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA7, Class B2, 7.85% (SOFR30A + 780 bps), 11/25/41 (144A)	452,026
1,350,000(a)	STACR Trust, Series 2018-HRP2, Class B2, 10.608% (1 Month USD LIBOR + 1050 bps), 2/25/47 (144A)	1,538,787
	Total Collateralized Mortgage Obligations (Cost $7,362,901)	$7,630,904


	Commercial Mortgage-Backed Securities—3.7% of Net Assets
500,000(a)	Capital Funding Mortgage Trust, Series 2020-9, Class B, 15.90% (1 Month USD LIBOR + 1490 bps), 11/19/22 (144A)	$ 500,000
605,000(a)	Capital Funding Mortgage Trust, Series 2021-¹8, Class B, 14.35% (1 Month USD LIBOR + 1310 bps), 6/22/23 (144A)	605,000
1,500,000(a)	Capital Funding Mortgage Trust, Series 2021-19, Class B, 16.46% (1 Month USD LIBOR + 1521 bps), 11/6/23 (144A)	1,498,916
1,435,233(d)	FREMF Mortgage Trust, Series 2019-KJ24, Class B, 7.60% , 10/25/27 (144A)	1,236,291
1,500,000(a)	FREMF Mortgage Trust, Series 2019-KS12, Class C, 6.994% (1 Month USD LIBOR + 690 bps), 8/25/29	1,320,260
1,139,036(a)	FREMF Mortgage Trust, Series 2020-KF74, Class C, 6.344% (1 Month USD LIBOR + 625 bps), 1/25/27 (144A)	1,139,338
978,146(a)	FREMF Mortgage Trust, Series 2020-KF83, Class C, 9.094% (1 Month USD LIBOR + 900 bps), 7/25/30 (144A)	986,081

Pioneer High Income Fund, Inc. | | 12/31/212

Schedule of Investments | 12/31/21

(unaudited) (continued)

Principal Amount USD ($)		Value
	Commercial Mortgage-Backed Securities—(continued)
49,149	L1C 3/8L1 LLC, Series 2019-1, Class B, 8.50% , 11/1/22 (144A)	$ 49,500
1,175,000(a)	Med Trust, Series 2021-MDLN, Class G, 5.36% (1 Month USD LIBOR + 525 bps), 11/15/38 (144A)	1,163,336
2,500,000	Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class E, 3.00% , 5/15/48 (144A)	1,843,140
	Total Commercial Mortgage-Backed Securities (Cost $10,759,938)	$10,341,862


	Convertible Corporate Bonds — 2.2% of Net Assets
	Banks — 0.0%†
IDR1,422,679,000^	PT Bakrie & Brothers Tbk, 12/22/22	$ 9,982
	Total Banks	$9,982
	Chemicals — 1.4%
4,000,000(e)	Hercules LLC, 6.50%, 6/30/29	$ 4,015,000
	Total Chemicals	$4,015,000
	Entertainment — 0.3%
655,000(f)	DraftKings, Inc., 3/15/28 (144A)	$ 493,215
449,000	IMAX Corp., 0.50%, 4/1/26 (144A)	431,797
	Total Entertainment	$925,012
	Internet — 0.1%
135,000	Perficient, Inc., 0.125%, 11/15/26 (144A)	$ 127,751
	Total Internet	$127,751
	Pharmaceuticals — 0.3%
1,300,000	Tricida, Inc., 3.50%, 5/15/27	$ 715,910
	Total Pharmaceuticals	$715,910
	REITs — 0.1%
235,000	Summit Hotel Properties, Inc., 1.50%, 2/15/26	$ 245,105
	Total REITs	$245,105
	Total Convertible Corporate Bonds (Cost $5,387,846)	$6,038,760

3Pioneer High Income Fund, Inc. | | 12/31/21

Principal Amount USD ($)		Value
	Corporate Bonds — 127.4% of Net Assets
	Advertising — 2.7%
200,000	Clear Channel International BV, 6.625%, 8/1/25 (144A)	$ 207,500
2,090,000	Clear Channel Outdoor Holdings, Inc., 7.50%, 6/1/29 (144A)	2,231,075
900,000	Clear Channel Outdoor Holdings, Inc., 7.75%, 4/15/28 (144A)	963,000
2,485,000	Midas OpCo Holdings LLC, 5.625%, 8/15/29 (144A)	2,544,019
1,445,000	Summer BC Bidco B LLC, 5.50%, 10/31/26 (144A)	1,479,275
	Total Advertising	$7,424,869
	Aerospace & Defense — 2.0%
2,150,000	Bombardier, Inc., 6.00%, 2/15/28 (144A)	$ 2,156,514
960,000	Bombardier, Inc., 7.125%, 6/15/26 (144A)	995,914
1,210,000	Howmet Aerospace, Inc., 6.875%, 5/1/25	1,390,175
745,000	Kratos Defense & Security Solutions, Inc., 6.50%, 11/30/25 (144A)	765,488
218,000	Triumph Group, Inc., 8.875%, 6/1/24 (144A)	237,620
	Total Aerospace & Defense	$5,545,711
	Airlines — 3.4%
1,455,000	Delta Air Lines, Inc., 3.75%, 10/28/29	$ 1,492,493
355,000	Delta Air Lines, Inc., 7.375%, 1/15/26	417,892
1,380,000	Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets, Ltd., 6.50%, 6/20/27 (144A)	1,473,150
3,960,000	Pegasus Hava Tasimaciligi AS, 9.25%, 4/30/26 (144A)	3,965,940
EUR2,000,000	Transportes Aereos Portugueses SA, 5.625%, 12/2/24 (144A)	2,047,464
	Total Airlines	$9,396,939
	Auto Manufacturers — 1.8%
1,150,000	Ford Motor Credit Co. LLC, 3.815%, 11/2/27	$ 1,215,907
1,399,000	General Motors Co., 6.125%, 10/1/25	1,607,777
2,260,000	JB Poindexter & Co., Inc., 7.125%, 4/15/26 (144A)	2,364,683
	Total Auto Manufacturers	$5,188,367
	Auto Parts & Equipment — 1.9%
2,000,000	American Axle & Manufacturing, Inc., 6.50%, 4/1/27	$ 2,077,500

Pioneer High Income Fund, Inc. | | 12/31/214

Schedule of Investments | 12/31/21

(unaudited) (continued)

Principal Amount USD ($)		Value
	Auto Parts & Equipment — (continued)
1,798,000	Dealer Tire LLC/DT Issuer LLC, 8.00%, 2/1/28 (144A)	$ 1,871,574
1,195,000	Goodyear Tire & Rubber Co., 9.50%, 5/31/25	1,291,783
	Total Auto Parts & Equipment	$5,240,857
	Banks — 3.1%†
600,000(d)(g)	Bank of America Corp. Series Z, 6.50% (3 Month USD LIBOR + 417 bps)	$ 656,982
1,800,000(d)(g)	Barclays Plc, 7.75% (5 Year USD Swap Rate + 484 bps)	1,931,616
700,000(d)(g)	Credit Suisse Group AG, 7.50% (5 Year USD Swap Rate + 460 bps) (144A)	756,000
815,000	Freedom Mortgage Corp., 6.625%, 1/15/27 (144A)	796,663
1,931,000	Freedom Mortgage Corp., 8.125%, 11/15/24 (144A)	1,955,137
1,680,000	Freedom Mortgage Corp., 8.25%, 4/15/25 (144A)	1,719,900
675,000(d)(g)	Intesa Sanpaolo S.p.A., 7.70% (5 Year USD Swap Rate + 546 bps) (144A)	756,000
	Total Banks	$8,572,298
	Building Materials — 1.8%
1,175,000	Builders FirstSource, Inc., 6.75%, 6/1/27 (144A)	$ 1,239,625
470,000	Cornerstone Building Brands, Inc., 6.125%, 1/15/29 (144A)	502,359
745,000	CP Atlas Buyer, Inc., 7.00%, 12/1/28 (144A)	741,275
424,000	Koppers, Inc., 6.00%, 2/15/25 (144A)	431,416
2,062,000	Patrick Industries, Inc., 7.50%, 10/15/27 (144A)	2,196,030
	Total Building Materials	$5,110,705
	Chemicals — 6.0%
910,000	Braskem Idesa SAPI, 6.99%, 2/20/32 (144A)	$ 913,413
1,455,000	Hexion, Inc., 7.875%, 7/15/27 (144A)	1,535,025
1,355,000	LSF11 A5 HoldCo LLC, 6.625%, 10/15/29 (144A)	1,334,675
EUR885,000	Lune Holdings S.a.r.l., 5.625%, 11/15/28 (144A)	1,007,451
2,250,000	LYB Finance Co. BV, 8.10%, 3/15/27 (144A)	2,883,267
470,000	Olin Corp., 9.50%, 6/1/25 (144A)	575,750
440,000	Olympus Water US Holding Corp., 6.25%, 10/1/29 (144A)	429,000

5Pioneer High Income Fund, Inc. | | 12/31/21

Principal Amount USD ($)		Value
	Chemicals — (continued)
2,316,000	Rain CII Carbon LLC/CII Carbon Corp., 7.25%, 4/1/25 (144A)	$ 2,367,739
920,000	SCIL IV LLC/SCIL USA Holdings LLC, 5.375%, 11/1/26 (144A)	944,150
1,340,000	Trinseo Materials Operating SCA/Trinseo Materials Finance, Inc., 5.125%, 4/1/29 (144A)	1,366,800
2,030,000	Tronox, Inc., 4.625%, 3/15/29 (144A)	2,027,463
1,290,000	Tronox, Inc., 6.50%, 5/1/25 (144A)	1,363,401
	Total Chemicals	$16,748,134
	Commercial Services — 6.6%
495,000	Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.00%, 6/1/29 (144A)	$ 481,388
350,000	Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.625%, 7/15/26 (144A)	366,907
1,905,000	Allied Universal Holdco LLC/Allied Universal Finance Corp., 9.75%, 7/15/27 (144A)	2,035,350
950,000	APX Group, Inc., 6.75%, 2/15/27 (144A)	997,500
790,000	Atento Luxco 1 SA, 8.00%, 2/10/26 (144A)	841,855
2,116,000	Garda World Security Corp., 6.00%, 6/1/29 (144A)	2,020,780
2,059,000	Garda World Security Corp., 9.50%, 11/1/27 (144A)	2,219,983
319,000	Herc Holdings, Inc., 5.50%, 7/15/27 (144A)	331,760
915,000	NESCO Holdings II, Inc., 5.50%, 4/15/29 (144A)	944,737
1,760,000	PECF USS Intermediate Holding III Corp., 8.00%, 11/15/29 (144A)	1,822,480
4,155,000	Prime Security Services Borrower LLC/Prime Finance, Inc., 6.25%, 1/15/28 (144A)	4,331,587
1,093,000	Sotheby's, 7.375%, 10/15/27 (144A)	1,164,045
862,000	Verscend Escrow Corp., 9.75%, 8/15/26 (144A)	916,254
	Total Commercial Services	$18,474,626
	Computers — 1.1%
1,810,000	Diebold Nixdorf, Inc., 8.50%, 4/15/24	$ 1,810,000
175,000	Diebold Nixdorf, Inc., 9.375%, 7/15/25 (144A)	188,430
980,000	NCR Corp., 5.00%, 10/1/28 (144A)	1,009,400
	Total Computers	$3,007,830
	Diversified Financial Services — 9.7%
4,055,000	Alliance Data Systems Corp., 7.00%, 1/15/26 (144A)	$ 4,257,750
2,150,000	ASG Finance Designated Activity Co., 7.875%, 12/3/24 (144A)	2,107,000

Pioneer High Income Fund, Inc. | | 12/31/216

Schedule of Investments | 12/31/21

(unaudited) (continued)

Principal Amount USD ($)		Value
	Diversified Financial Services — (continued)
1,259,858(b)	Avation Capital SA, 8.25% (9.00% PIK or 8.25% cash), 10/31/26 (144A)	$ 1,058,281
140,000	Credito Real SAB de CV SOFOM ER, 8.00%, 1/21/28 (144A)	84,001
1,500,000	Credito Real SAB de CV SOFOM ER, 9.50%, 2/7/26 (144A)	969,390
EUR480,000	Garfunkelux Holdco 3 SA, 6.75%, 11/1/25 (144A)	566,427
GBP820,000	Garfunkelux Holdco 3 SA, 7.75%, 11/1/25 (144A)	1,152,920
2,147,628(b)	Global Aircraft Leasing Co., Ltd., 6.50% (7.25% PIK or 6.50% cash), 9/15/24 (144A)	2,072,461
1,130,000	Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 8/15/28 (144A)	1,158,250
1,020,000	Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/30 (144A)	1,007,250
845,000	Nationstar Mortgage Holdings, Inc., 6.00%, 1/15/27 (144A)	880,237
160,000	OneMain Finance Corp., 6.625%, 1/15/28	179,200
460,000	OneMain Finance Corp., 8.875%, 6/1/25	492,200
1,290,000	Oxford Finance LLC/Oxford Finance Co.-Issuer II, Inc., 6.375%, 12/15/22 (144A)	1,291,613
755,000	PHH Mortgage Corp., 7.875%, 3/15/26 (144A)	780,602
3,415,000	Provident Funding Associates LP/PFG Finance Corp., 6.375%, 6/15/25 (144A)	3,474,762
1,225,000	United Wholesale Mortgage LLC, 5.50%, 4/15/29 (144A)	1,202,031
1,860,000	United Wholesale Mortgage LLC, 5.75%, 6/15/27 (144A)	1,864,650
2,395,000	VistaJet Malta Finance Plc/XO Management Holding, Inc., 10.50%, 6/1/24 (144A)	2,562,650
	Total Diversified Financial Services	$27,161,675
	Electric — 1.4%
825,000	Cemig Geracao e Transmissao SA, 9.25%, 12/5/24 (144A)	$ 923,868
1,010,000(d)	Enel S.p.A., 8.75% (5 Year USD Swap Rate + 588 bps), 9/24/73 (144A)	1,124,887
676,000	NRG Energy, Inc., 6.625%, 1/15/27	702,726
976,700	NSG Holdings LLC/NSG Holdings, Inc., 7.75%, 12/15/25 (144A)	1,043,848
6,000	Vistra Operations Co. LLC, 5.625%, 2/15/27 (144A)	6,180
	Total Electric	$3,801,509

7Pioneer High Income Fund, Inc. | | 12/31/21

Principal Amount USD ($)		Value
	Electrical Components & Equipments — 0.5%
750,000	WESCO Distribution, Inc., 7.125%, 6/15/25 (144A)	$ 795,000
520,000	WESCO Distribution, Inc., 7.25%, 6/15/28 (144A)	570,050
	Total Electrical Components & Equipments	$1,365,050
	Energy-Alternate Sources — 0.6%
1,575,000	Renewable Energy Group, Inc., 5.875%, 6/1/28 (144A)	$ 1,618,313
	Total Energy-Alternate Sources	$1,618,313
	Engineering & Construction — 1.4%
3,010,000	Artera Services LLC, 9.033%, 12/4/25 (144A)	$ 3,184,384
475,000	Brundage-Bone Concrete Pumping Holdings, Inc., 6.00%, 2/1/26 (144A)	494,000
704,038(h)	Stoneway Capital Corp., 10.00%, 3/1/27 (144A)	213,859
	Total Engineering & Construction	$3,892,243
	Entertainment — 5.2%
2,264,138	AMC Entertainment Holdings, Inc., 10.00%, 6/15/26 (144A)	$ 2,238,100
768,000	AMC Entertainment Holdings, Inc., 10.50%, 4/24/26 (144A)	816,000
EUR870,400	Cirsa Finance International S.a.r.l., 6.25%, 12/20/23 (144A)	1,001,801
380,000	International Game Technology Plc, 4.125%, 4/15/26 (144A)	391,427
395,000	International Game Technology Plc, 6.25%, 1/15/27 (144A)	442,400
656,000	International Game Technology Plc, 6.50%, 2/15/25 (144A)	711,760
1,880,000	Mohegan Gaming & Entertainment, 8.00%, 2/1/26 (144A)	1,973,793
1,910,000	Scientific Games International, Inc., 7.00%, 5/15/28 (144A)	2,034,150
1,910,000	Scientific Games International, Inc., 7.25%, 11/15/29 (144A)	2,129,650
571,000	Scientific Games International, Inc., 8.25%, 3/15/26 (144A)	600,978
2,035,000	SeaWorld Parks & Entertainment, Inc., 5.25%, 8/15/29 (144A)	2,072,149
	Total Entertainment	$14,412,208

Pioneer High Income Fund, Inc. | | 12/31/218

Schedule of Investments | 12/31/21

(unaudited) (continued)

Principal Amount USD ($)		Value
	Environmental Control — 0.9%
1,691,000	Covanta Holding Corp., 6.00%, 1/1/27	$ 1,745,957
766,000	Tervita Corp., 11.00%, 12/1/25 (144A)	881,858
	Total Environmental Control	$2,627,815
	Food — 2.3%
531,000	Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 7.50%, 3/15/26 (144A)	$ 566,843
1,043,000	FAGE International SA/FAGE USA Dairy Industry, Inc., 5.625%, 8/15/26 (144A)	1,069,075
2,795,000	Frigorifico Concepcion SA, 7.70%, 7/21/28 (144A)	2,815,990
775,000	JBS USA LUX SA/JBS USA Finance, Inc., 6.75%, 2/15/28 (144A)	836,039
625,000	JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 6.50%, 4/15/29 (144A)	687,506
460,000	United Natural Foods, Inc., 6.75%, 10/15/28 (144A)	492,568
	Total Food	$6,468,021
	Forest Products & Paper — 2.3%
2,035,000	Mercer International, Inc., 5.125%, 2/1/29	$ 2,078,488
831,000	Schweitzer-Mauduit International, Inc., 6.875%, 10/1/26 (144A)	869,434
3,290,000	Sylvamo Corp., 7.00%, 9/1/29 (144A)	3,437,260
	Total Forest Products & Paper	$6,385,182
	Healthcare-Products — 1.0%
520,000	Mozart Debt Merger Sub, Inc., 5.25%, 10/1/29 (144A)	$ 527,093
2,011,000	Varex Imaging Corp., 7.875%, 10/15/27 (144A)	2,234,422
	Total Healthcare-Products	$2,761,515
	Healthcare-Services — 4.1%
975,000	Auna SAA, 6.50%, 11/20/25 (144A)	$ 1,004,211
580,000	CHS/Community Health Systems, Inc., 5.625%, 3/15/27 (144A)	613,831
265,000	CHS/Community Health Systems, Inc., 6.00%, 1/15/29 (144A)	282,556
580,000	Legacy LifePoint Health LLC, 6.75%, 4/15/25 (144A)	604,650
385,000	LifePoint Health, Inc., 5.375%, 1/15/29 (144A)	383,075
2,640,000	Prime Healthcare Services, Inc., 7.25%, 11/1/25 (144A)	2,798,400

9Pioneer High Income Fund, Inc. | | 12/31/21

Principal Amount USD ($)		Value
	Healthcare-Services — (continued)
2,396,000	Surgery Center Holdings, Inc., 10.00%, 4/15/27 (144A)	$ 2,545,750
725,000	US Acute Care Solutions LLC, 6.375%, 3/1/26 (144A)	759,438
2,500,000	US Renal Care, Inc., 10.625%, 7/15/27 (144A)	2,537,500
	Total Healthcare-Services	$11,529,411
	Home Builders — 1.9%
475,000	Beazer Homes USA, Inc., 6.75%, 3/15/25	$ 487,469
1,155,000	Beazer Homes USA, Inc., 7.25%, 10/15/29	1,287,478
1,680,000	Brookfield Residential Properties, Inc./Brookfield Residential US LLC, 4.875%, 2/15/30 (144A)	1,718,321
790,000	KB Home, 7.50%, 9/15/22	823,575
1,035,000	KB Home, 7.625%, 5/15/23	1,088,044
	Total Home Builders	$5,404,887
	Housewares — 0.1%
250,000	CD&R Smokey Buyer, Inc., 6.75%, 7/15/25 (144A)	$ 262,500
	Total Housewares	$262,500
	Insurance — 5.6%
3,800,000	Hanover Insurance Group, Inc., 7.625%, 10/15/25	$ 4,533,015
3,075,000(d)	Liberty Mutual Group, Inc., 10.75% (3 Month USD LIBOR + 712 bps), 6/15/58 (144A)	4,397,254
3,000,000	Liberty Mutual Insurance Co., 7.697%, 10/15/97 (144A)	4,730,129
1,100,000	MetLife, Inc., 10.75%, 8/1/39	1,856,523
250,000(a)	Residential Reinsurance 2021, Ltd., 11.907% (3 Month U.S. Treasury Bill + 1175 bps), 12/6/25 (144A)	249,075
	Total Insurance	$15,765,996
	Internet — 0.1%
205,000	Expedia Group, Inc., 6.25%, 5/1/25 (144A)	$ 231,360
	Total Internet	$231,360
	Iron & Steel — 2.2%
485,000	Allegheny Technologies, Inc., 4.875%, 10/1/29	$ 485,485
270,000	Allegheny Technologies, Inc., 5.125%, 10/1/31	272,025
1,840,000	Cleveland-Cliffs, Inc., 6.75%, 3/15/26 (144A)	1,948,100
155,000	Cleveland-Cliffs, Inc., 9.875%, 10/17/25 (144A)	175,427

Pioneer High Income Fund, Inc. | | 12/31/2110

Schedule of Investments | 12/31/21

(unaudited) (continued)

Principal Amount USD ($)		Value
	Iron & Steel — (continued)
1,470,000	Commercial Metals Co., 5.375%, 7/15/27	$ 1,528,800
1,860,000	TMS International Corp., 6.25%, 4/15/29 (144A)	1,850,700
	Total Iron & Steel	$6,260,537
	Leisure Time — 2.6%
215,000	Carnival Corp., 7.625%, 3/1/26 (144A)	$ 225,374
EUR280,000	Carnival Corp., 7.625%, 3/1/26 (144A)	334,719
285,000	Carnival Corp., 10.50%, 2/1/26 (144A)	325,326
EUR731,000	Carnival Plc, 1.00%, 10/28/29	624,183
1,295,000	NCL Corp., Ltd., 5.875%, 3/15/26 (144A)	1,289,263
360,000	NCL Finance, Ltd., 6.125%, 3/15/28 (144A)	354,600
745,000	Royal Caribbean Cruises, Ltd., 5.50%, 4/1/28 (144A)	753,612
270,000	Royal Caribbean Cruises, Ltd., 9.125%, 6/15/23 (144A)	285,525
380,000	Royal Caribbean Cruises, Ltd., 11.50%, 6/1/25 (144A)	425,600
2,790,000	Viking Cruises, Ltd., 6.25%, 5/15/25 (144A)	2,762,100
	Total Leisure Time	$7,380,302
	Lodging — 2.5%
535,000	Boyd Gaming Corp., 4.75%, 6/15/31 (144A)	$ 545,700
440,000	Boyd Gaming Corp., 8.625%, 6/1/25 (144A)	471,469
950,000	Hilton Domestic Operating Co., Inc., 3.75%, 5/1/29 (144A)	957,125
910,000	Hilton Domestic Operating Co., Inc., 4.00%, 5/1/31 (144A)	931,567
815,000	Hyatt Hotels Corp., 5.375%, 4/23/25	903,743
390,000	Hyatt Hotels Corp., 5.75%, 4/23/30	465,637
35,000	Marriott International, Inc., 5.75%, 5/1/25	39,413
1,700,000	MGM Resorts International, 6.00%, 3/15/23	1,776,500
725,000	Travel + Leisure Co., 6.625%, 7/31/26 (144A)	803,909
	Total Lodging	$6,895,063
	Machinery-Construction & Mining — 0.3%
955,000	Terex Corp., 5.00%, 5/15/29 (144A)	$ 981,263
	Total Machinery-Construction & Mining	$981,263
	Machinery-Diversified — 0.4%
1,113,000	Maxim Crane Works Holdings Capital LLC, 10.125%, 8/1/24 (144A)	$ 1,139,434
	Total Machinery-Diversified	$1,139,434

11Pioneer High Income Fund, Inc. | | 12/31/21

Principal Amount USD ($)		Value
	Media — 3.6%
480,000	Audacy Capital Corp., 6.75%, 3/31/29 (144A)	$ 468,943
1,255,000	CCO Holdings LLC/CCO Holdings Capital Corp., 4.50%, 6/1/33 (144A)	1,280,389
2,050,000	Cengage Learning, Inc., 9.50%, 6/15/24 (144A)	2,062,813
825,000	CSC Holdings LLC, 5.00%, 11/15/31 (144A)	795,094
1,404,000	Diamond Sports Group LLC/Diamond Sports Finance Co., 6.625%, 8/15/27 (144A)	393,120
303,000	Gray Television, Inc., 5.875%, 7/15/26 (144A)	313,038
1,057,000	Gray Television, Inc., 7.00%, 5/15/27 (144A)	1,129,669
3,530,000	McGraw-Hill Education, Inc., 8.00%, 8/1/29 (144A)	3,502,995
	Total Media	$9,946,061
	Mining — 4.2%
940,000	Arconic Corp., 6.125%, 2/15/28 (144A)	$ 1,000,348
1,665,000	Coeur Mining, Inc., 5.125%, 2/15/29 (144A)	1,525,890
3,440,000	Eldorado Gold Corp., 6.25%, 9/1/29 (144A)	3,498,067
415,000	Endeavour Mining Plc, 5.00%, 10/14/26 (144A)	410,850
375,000	First Quantum Minerals, Ltd., 6.875%, 3/1/26 (144A)	389,531
705,000	First Quantum Minerals, Ltd., 6.875%, 10/15/27 (144A)	758,756
1,150,000	First Quantum Minerals, Ltd., 7.25%, 4/1/23 (144A)	1,163,225
692,000	Hudbay Minerals, Inc., 6.125%, 4/1/29 (144A)	733,520
2,184,000	Joseph T Ryerson & Son, Inc., 8.50%, 8/1/28 (144A)	2,375,100
	Total Mining	$11,855,287
	Multi-National — 0.3%
IDR10,330,000,000	Inter-American Development Bank, 7.875%, 3/14/23	$ 751,385
	Total Multi-National	$751,385
	Oil & Gas — 14.9%
2,430,000	Aethon United BR LP/Aethon United Finance Corp., 8.25%, 2/15/26 (144A)	$ 2,610,306
1,105,000	Ascent Resources Utica Holdings LLC/ARU Finance Corp., 5.875%, 6/30/29 (144A)	1,063,220
4,000,000	Baytex Energy Corp., 8.75%, 4/1/27 (144A)	4,190,000
1,402,000	Cenovus Energy, Inc., 6.75%, 11/15/39	1,906,578
2,015,000	Chesapeake Energy Corp., 6.75%, 4/15/29 (144A)	2,186,275
2,085,000	Colgate Energy Partners III LLC, 7.75%, 2/15/26 (144A)	2,251,800

Pioneer High Income Fund, Inc. | | 12/31/2112

Schedule of Investments | 12/31/21

(unaudited) (continued)

Principal Amount USD ($)		Value
	Oil & Gas — (continued)
330,000	Endeavor Energy Resources LP/EER Finance, Inc., 6.625%, 7/15/25 (144A)	$ 349,150
2,135,000	Harbour Energy Plc, 5.50%, 10/15/26 (144A)	2,118,988
830,000	Hilcorp Energy I LP/Hilcorp Finance Co., 6.00%, 2/1/31 (144A)	854,900
870,000	Kosmos Energy, Ltd., 7.75%, 5/1/27 (144A)	828,675
1,010,000	MEG Energy Corp., 5.875%, 2/1/29 (144A)	1,058,834
1,535,000	MEG Energy Corp., 7.125%, 2/1/27 (144A)	1,634,652
1,280,000	Murphy Oil Corp., 6.375%, 7/15/28	1,360,422
305,000	Nabors Industries, Inc., 7.375%, 5/15/27 (144A)	315,617
1,109,000	Nabors Industries, Ltd., 7.50%, 1/15/28 (144A)	1,003,645
2,000,000	Neptune Energy Bondco Plc, 6.625%, 5/15/25 (144A)	2,042,500
2,010,000	Occidental Petroleum Corp., 4.40%, 4/15/46	2,060,250
2,560,000	Parkland Corp., 4.625%, 5/1/30 (144A)	2,544,000
300,000	PBF Holding Co. LLC/PBF Finance Corp., 9.25%, 5/15/25 (144A)	285,375
692,000	Petroleos Mexicanos, 6.70%, 2/16/32 (144A)	698,920
579,000	Precision Drilling Corp., 6.875%, 1/15/29 (144A)	590,128
1,010,000	Rockcliff Energy II LLC, 5.50%, 10/15/29 (144A)	1,040,300
2,269,000	Shelf Drilling Holdings, Ltd., 8.25%, 2/15/25 (144A)	1,656,370
1,015,000	Shelf Drilling Holdings, Ltd., 8.875%, 11/15/24 (144A)	1,040,375
885,000	Southwestern Energy Co., 4.75%, 2/1/32	931,657
2,120,000	Tap Rock Resources LLC, 7.00%, 10/1/26 (144A)	2,204,800
2,075,000	Tullow Oil Plc, 10.25%, 5/15/26 (144A)	2,096,559
1,000,000	YPF SA, 6.95%, 7/21/27 (144A)	654,700
ARS15,750,000	YPF SA, 16.50%, 5/9/22 (144A)	73,291
	Total Oil & Gas	$41,652,287
	Oil & Gas Services — 2.4%
385,000	Archrock Partners LP/Archrock Partners Finance Corp., 6.25%, 4/1/28 (144A)	$ 401,447
2,583,000	Archrock Partners LP/Archrock Partners Finance Corp., 6.875%, 4/1/27 (144A)	2,712,150

13Pioneer High Income Fund, Inc. | | 12/31/21

Principal Amount USD ($)		Value
	Oil & Gas Services — (continued)
3,140,000	Exterran Energy Solutions LP/EES Finance Corp., 8.125%, 5/1/25	$ 2,920,200
703,000	USA Compression Partners LP/USA Compression Finance Corp., 6.875%, 9/1/27	742,544
	Total Oil & Gas Services	$6,776,341
	Packaging & Containers — 1.5%
1,500,000	Greif, Inc., 6.50%, 3/1/27 (144A)	$ 1,556,250
2,500,000	OI European Group BV, 4.75%, 2/15/30 (144A)	2,533,700
	Total Packaging & Containers	$4,089,950
	Pharmaceuticals — 3.1%
1,005,000	Bausch Health Americas, Inc., 8.50%, 1/31/27 (144A)	$ 1,055,250
535,000	Bausch Health Cos., Inc., 7.00%, 1/15/28 (144A)	532,325
535,000	Bausch Health Cos., Inc., 7.25%, 5/30/29 (144A)	529,650
1,970,000	Endo Dac/Endo Finance LLC/Endo Finco, Inc., 6.00%, 6/30/28 (144A)	1,467,650
1,376,000	Endo Dac/Endo Finance LLC/Endo Finco, Inc., 9.50%, 7/31/27 (144A)	1,400,658
965,000	P&L Development LLC/PLD Finance Corp., 7.75%, 11/15/25 (144A)	966,206
579,000	Par Pharmaceutical, Inc., 7.50%, 4/1/27 (144A)	591,697
2,080,000	Teva Pharmaceutical Finance Netherlands III BV, 2.80%, 7/21/23	2,087,207
	Total Pharmaceuticals	$8,630,643
	Pipelines — 7.3%
910,000	DCP Midstream Operating LP, 5.60%, 4/1/44	$ 1,132,040
1,175,000(d)	DCP Midstream Operating LP, 5.85% (3 Month USD LIBOR + 385 bps), 5/21/43 (144A)	1,139,750
1,210,000	Delek Logistics Partners LP/Delek Logistics Finance Corp., 6.75%, 5/15/25	1,237,225
1,060,000	Delek Logistics Partners LP/Delek Logistics Finance Corp., 7.125%, 6/1/28 (144A)	1,102,400
1,524,000(a)	Energy Transfer LP, 3.149% (3 Month USD LIBOR + 302 bps), 11/1/66	1,219,200
1,965,000(d)(g)	Energy Transfer LP, 7.125% (5 Year CMT Index + 531 bps)	1,994,475
925,000	EnLink Midstream Partners LP, 4.15%, 6/1/25	959,687
248,000	EnLink Midstream Partners LP, 5.05%, 4/1/45	239,320
270,000	EnLink Midstream Partners LP, 5.45%, 6/1/47	272,402
717,000	EnLink Midstream Partners LP, 5.60%, 4/1/44	723,148

Pioneer High Income Fund, Inc. | | 12/31/2114

Schedule of Investments | 12/31/21

(unaudited) (continued)

Principal Amount USD ($)		Value
	Pipelines — (continued)
770,000	Genesis Energy LP/Genesis Energy Finance Corp., 8.00%, 1/15/27	$ 793,531
421,000	Global Partners LP/GLP Finance Corp., 7.00%, 8/1/27	436,788
1,375,000	Golar LNG, Ltd., 7.00%, 10/20/25 (144A)	1,353,000
1,760,000	Harvest Midstream I LP, 7.50%, 9/1/28 (144A)	1,883,200
1,150,000	NuStar Logistics LP, 6.375%, 10/1/30	1,276,500
1,850,000	ONEOK, Inc., 6.875%, 9/30/28	2,257,995
1,801,000	Williams Cos., Inc., 5.75%, 6/24/44	2,344,115
	Total Pipelines	$20,364,776
	REITs — 1.4%
230,000	Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 6.00%, 1/15/30 (144A)	$ 221,339
3,676,000	Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 7.875%, 2/15/25 (144A)	3,836,825
	Total REITs	$4,058,164
	Retail — 4.5%
1,240,000	AAG FH LP/AAG FH Finco, Inc., 9.75%, 7/15/24 (144A)	$ 1,224,537
895,000	Asbury Automotive Group, Inc., 4.625%, 11/15/29 (144A)	911,781
520,000	At Home Group, Inc., 7.125%, 7/15/29 (144A)	510,900
1,625,000	Bath & Body Works, Inc., 6.625%, 10/1/30 (144A)	1,840,312
1,045,000	Golden Nugget, Inc., 6.75%, 10/15/24 (144A)	1,045,000
470,000	IRB Holding Corp., 7.00%, 6/15/25 (144A)	497,246
1,365,000	LCM Investments Holdings II LLC, 4.875%, 5/1/29 (144A)	1,402,783
615,000	Macy's Retail Holdings LLC, 5.875%, 4/1/29 (144A)	655,744
880,000	Party City Holdings, Inc., 8.75%, 2/15/26 (144A)	908,600
475,000	PetSmart, Inc./PetSmart Finance Corp., 7.75%, 2/15/29 (144A)	515,969
EUR1,715,000	Shiba Bidco S.p.A., 4.50%, 10/31/28 (144A)	1,972,053
275,000	SRS Distribution, Inc., 6.125%, 7/1/29 (144A)	277,750
798,000	Staples, Inc., 7.50%, 4/15/26 (144A)	819,945
	Total Retail	$12,582,620
	Software — 0.5%
1,350,000	Rackspace Technology Global, Inc., 5.375%, 12/1/28 (144A)	$ 1,316,250
	Total Software	$1,316,250

15Pioneer High Income Fund, Inc. | | 12/31/21

Principal Amount USD ($)		Value
	Telecommunications — 4.3%
1,495,000	Altice France Holding SA, 6.00%, 2/15/28 (144A)	$ 1,427,725
1,169,000	Altice France Holding SA, 10.50%, 5/15/27 (144A)	1,256,675
270,000	Altice France SA, 5.125%, 1/15/29 (144A)	263,250
559,000	CommScope Technologies LLC, 6.00%, 6/15/25 (144A)	559,000
910,000	CommScope, Inc., 4.75%, 9/1/29 (144A)	904,367
119,296	Digicel International Finance Ltd/Digicel international Holdings, Ltd., 8.00%, 12/31/26 (144A)	116,314
298,833	Digicel International Finance Ltd/Digicel international Holdings, Ltd., 8.75%, 5/25/24 (144A)	306,680
169,706(b)	Digicel International Finance Ltd/Digicel international Holdings, Ltd., 13.00% (7.0% PIK or 6.0% cash), 12/31/25 (144A)	174,373
1,050,000	LogMeIn, Inc., 5.50%, 9/1/27 (144A)	1,062,600
3,080,000	Sprint Corp., 7.125%, 6/15/24	3,457,777
41,000	Sprint Corp., 7.625%, 3/1/26	49,225
2,385,000	Windstream Escrow LLC/Windstream Escrow Finance Corp., 7.75%, 8/15/28 (144A)	2,529,197
	Total Telecommunications	$12,107,183
	Transportation — 3.6%
2,640,000	Carriage Purchaser, Inc., 7.875%, 10/15/29 (144A)	$ 2,534,400
1,375,000	Danaos Corp., 8.50%, 3/1/28 (144A)	1,505,625
820,000	Seaspan Corp., 5.50%, 8/1/29 (144A)	828,200
1,500,000	Seaspan Corp., 6.50%, 4/29/26 (144A)	1,606,711
1,240,000	Watco Cos. LLC/Watco Finance Corp., 6.50%, 6/15/27 (144A)	1,289,600
2,055,000	Western Global Airlines LLC, 10.375%, 8/15/25 (144A)	2,286,187
	Total Transportation	$10,050,723
	Trucking & Leasing — 0.3%
690,000	Fortress Transportation and Infrastructure Investors LLC, 9.75%, 8/1/27 (144A)	$ 772,800
	Total Trucking & Leasing	$772,800
	Total Corporate Bonds (Cost $335,403,401)	$356,009,090

Pioneer High Income Fund, Inc. | | 12/31/2116

Schedule of Investments | 12/31/21

(unaudited) (continued)

Shares		Value
	Convertible Preferred Stock — 0.8% of Net Assets
	Banks — 0.8%
1,600(g)	Wells Fargo & Co., 7.50%	$ 2,384,848
	Total Banks	$2,384,848
	Total Convertible Preferred Stock (Cost $2,022,424)	$2,384,848


	Preferred Stock — 1.2% of Net Assets
	Diversified Financial Services — 1.1%
3,000(d)(g)	Compeer Financial ACA, 6.75% (3 Month USD LIBOR + 458 bps) (144A)	$ 3,183,750
	Total Diversified Financial Services	$3,183,750
	Internet — 0.1%
129,055	MYT Holding LLC, 10.00%, 6/6/29	$ 139,379
	Total Internet	$139,379
	Total Preferred Stock (Cost $3,235,605)	$3,323,129


	Warrants — 0.1% of Net Assets
	Health Care Providers & Services — 0.0%†
1,819,798(i)	ANR, Inc.,3/31/23	$ 10,919
	Total Health Care Providers & Services	$10,919
	Oil, Gas & Consumable Fuels — 0.0%†
354(c)(j)	Alpha Metallurgical Resources, Inc.,7/25/23	$ 8,577
	Total Oil, Gas & Consumable Fuels	$8,577
	Transportation — 0.1%
10,071(c)(k)^	Syncreon Group,10/1/24	$ 218,793
	Transportation	$218,793
	Total Warrants (Cost $308,610)	$238,289

17Pioneer High Income Fund, Inc. | | 12/31/21

Face Amount USD ($)		Value
	Multiperil – Worldwide — (continued)
54,000(l)+	Limestone Re, 3/1/23 (144A)	$ 6,993
277,770(c)(l)+	Oyster Bay Re 2018, 1/31/23	252,104
		$259,147
	Total Collateralized Reinsurance	$259,147
	Reinsurance Sidecars — 1.1%
	Multiperil – U.S. — 0.0%†
500,000(c)(m)+	Harambee Re 2018, 12/31/22	$ 900
600,000(m)+	Harambee Re 2019, 12/31/22	660
		$1,560
	Multiperil – Worldwide — 1.1%
3,037(m)+	Alturas Re 2019-2, 3/10/23	$ 4,276
24,550(m)+	Alturas Re 2019-3, 9/12/23	11,953
162,311(l)+	Alturas Re 2020-1A, 3/10/23 (144A)	14,559
29,558(m)+	Alturas Re 2020-2, 3/10/23	24,705
1,167,977(c)(l)+	Berwick Re 2018-1, 12/31/22	90,285
834,446(c)(l)+	Berwick Re 2019-1, 12/31/22	99,716
1,000,000(c)(l)+	Berwick Re 2022, 12/31/27	1,000,000
849(l)+	Limestone Re 2018, 3/1/23	—
500,000(c)(m)+	Lorenz Re 2018, 7/1/22	—
499,318(c)(m)+	Lorenz Re 2019, 6/30/22	16,378
500,000(c)(l)+	Merion Re 2018-2, 12/31/22	82,750
1,000,000(c)(l)+	Pangaea Re 2016-2, 11/30/22	1,783
500,000(c)(l)+	Pangaea Re 2018-1, 12/31/22	10,527
1,000,000(c)(l)+	Pangaea Re 2018-3, 7/1/22	20,743
409,624(c)(l)+	Pangaea Re 2019-1, 2/1/23	8,536
735,313(c)(l)+	Pangaea Re 2019-3, 7/1/23	26,450
300,000(c)(l)+	Sector Re V, 12/1/23 (144A)	44,160
20,000(l)+	Sector Re V, 12/1/24 (144A)	58,846
1,500,000(l)+	Sector Re V, 12/1/26 (144A)	1,500,000
250,000(l)+	Sussex Re 2020-1, 12/31/22	8,000
500,000(l)+	Versutus Re 2018, 12/31/22	—
441,274(l)+	Versutus Re 2019-A, 12/31/22	—
58,727(l)+	Versutus Re 2019-B, 12/31/22	—
253,645(c)(l)+	Woburn Re 2018, 12/31/22	16,844
244,914(c)(l)+	Woburn Re 2019, 12/31/22	62,299
		$3,102,810
	Total Reinsurance Sidecars	$3,104,370
	Total Insurance-Linked Securities (Cost $4,100,986)	$3,363,517

Pioneer High Income Fund, Inc. | | 12/31/2118

Schedule of Investments | 12/31/21

(unaudited) (continued)

Principal Amount USD ($)		Value
	Foreign Government Bonds — 1.0% of Net Assets
	Mexico — 0.7%
MXN38,420,700	Mexican Bonos, 8.000%, 12/7/23	$ 1,901,773
	Total Mexico	$1,901,773
	Nigeria — 0.1%
475,000	Nigeria Government International Bond, 7.375%, 9/28/33 (144A)	$ 452,010
	Total Nigeria	$452,010
	Russia — 0.2%
452,400(n)	Russian Government International Bond, 7.500%, 3/31/30	$ 511,909
	Total Russia	$511,909
	Total Foreign Government Bonds (Cost $2,858,540)	$2,865,692

Number of Contracts	Description	Counterparty	Notional	Strike Price	Expiration Date
	Over The Counter (OTC) Currency Put Option Purchased — 0.0%†
3,500,000	Put EUR Call USD	Bank of America NA	EUR 31,099	EUR 1.15	2/15/22	$53,682
3,620,000	Put EUR Call USD	Goldman Sachs & Co.	EUR 24,494	EUR 1.13	2/14/22	17,252
1,650,000	Put EUR Call USD	JPMorgan Chase Bank NA	EUR 23,405	EUR 1.17	2/4/22	45,905
	Total Over The Counter (OTC) Currency Put Option Purchased (Premiums paid $ 78,998)					$116,839

19Pioneer High Income Fund, Inc. | | 12/31/21

Number of Contracts	Description	Counterparty	Notional	Strike Price	Expiration Date	Value
	Over The Counter (OTC) Currency Call Options Purchased — 0.0%†
3,625,000	Call EUR Put USD	Bank of America NA	EUR 55,707	EUR 1.20	10/19/22	$78,990
	TOTAL OPTIONS PURCHASED (Premiums paid $ 134,705)					$195,829


	TOTAL INVESTMENTS IN UNAFFILIATED ISSUERS — 143.7% (Cost $380,999,730)					$401,649,527
	Over The Counter (OTC) Currency Call Option Written — (0.0%)†
(3,500,000)	Call EUR Put USD	Bank of America NA	EUR 31,099	EUR 1.20	2/15/22	$(144)
(3,620,000)	Call EUR Put USD	Goldman Sachs & Co.	EUR 24,494	EUR 1.16	2/14/22	(5,526)
(1,650,000)	Call EUR Put USD	JPMorgan Chase Bank NA	EUR 23,405	EUR 1.25	2/4/22	—
	Total Over The Counter (OTC) Currency Call Option Written (Premiums paid $ (78,998))					$(5,670)


	Over The Counter (OTC) Currency Put Option Written — (0.0%)†
(3,625,000)	Put EUR Call USD	Bank of America NA	EUR 55,707	EUR 1.15	10/19/22	$(19,739)
	TOTAL OPTIONS WRITTEN (Premiums received $ (134,705))					$(25,409)


	OTHER ASSETS AND LIABILITIES — (43.7)%					$(122,206,962)
	Net Assets — 100.0%					$279,417,156

bps	Basis Points
CMT	Constant Maturity Treasury Index
FREMF	Freddie Mac Multifamily Fixed-Rate Mortgage Loans
LIBOR	London Interbank Offered Rate
PIK	Payment-in-kind
REIT	Real Estate Investment Trust
SOFR30A	Secured Overnight Financing Rate 30 Day Average
(144A)	Security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold normally to qualified institutional buyers in a transaction exempt from registration. At December 31, 2021, the value of these securities amounted to $312,558,420, or 111.9% of net assets.

(a)	Floating rate note. Coupon rate, reference index and spread shown at December 31, 2021.
(b)	Payment-in-kind (PIK) security which may pay interest in the form of additional principal amount.
(c)	Non-income producing security.
(d)	The interest rate is subject to change periodically. The interest rate and/or reference index and spread shown at December 31, 2021.

Pioneer High Income Fund, Inc. | | 12/31/2120

Schedule of Investments | 12/31/21

(unaudited) (continued)

(e)	Security is priced as a unit.
(f)	Security issued with a zero coupon. Income is recognized through accretion of discount.
(g)	Security is perpetual in nature and has no stated maturity date.
(h)	Security is in default.
(i)	ANR, Inc., 3/31/23 warrants are exercisable into 1,819,798 shares.
(j)	Alpha Metallurgical Resources, Inc., 7/26/23 warrants are exercisable into 354 shares.
(k)	Syncreon Group, 10/1/24 warrants are exercisable into 10,071 shares.
(l)	Issued as participation notes.
(m)	Issued as preference shares.
(n)	Debt obligation initially issued at one coupon which converts to a higher coupon at a speciﬁc date. The rate shown is the rate at December 31, 2021.
*	Senior secured ﬂoating rate loan interests in which the Fund invests generally pay interest at rates that are periodically re-determined by reference to a base lending rate plus a premium. These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as LIBOR, (ii) the prime rate offered by one or more major United States banks, (iii) the rate of a certiﬁcate of deposit or (iv) other base lending rates used by commercial lenders. The interest rate shown is the rate accruing at December 31, 2021.
+	Security that used signiﬁcant unobservable inputs to determine its value.
^	Security is valued using fair value methods (other than prices supplied by independent pricing services or brokerdealers).
†	Amount rounds to less than 0.1%.
#	Securities are restricted as to resale.

Restricted Securities	Acquisition date	Cost	Value
Alturas Re 2019-2	12/19/2018	$3,037	$4,276
Alturas Re 2019-3	6/26/2019	24,550	11,953
Alturas Re 2020-1A	12/27/2019	162,311	14,559
Alturas Re 2020-2	1/1/2020	29,558	24,705
Berwick Re 2018-1	10/19/2018	170,602	90,285
Berwick Re 2019-1	12/31/2018	99,709	99,716
Berwick Re 2022	12/28/2021	1,000,000	1,000,000
Cypress 2017	1/24/2017	1,681	50
Harambee Re 2018	12/19/2017	10,612	900
Harambee Re 2019	12/20/2018	—	660
Limestone Re	6/20/2018	359	6,993
Limestone Re 2018	6/20/2018	849	—
Lorenz Re 2018	6/26/2018	95,484	—
Lorenz Re 2019	6/26/2019	157,040	16,378
Merion Re 2018-2	12/28/2017	20,576	82,750
Oyster Bay Re 2018	10/19/2018	247,921	252,104
Pangaea Re 2016-2	5/31/2016	—	1,783
Pangaea Re 2018-1	1/11/2018	71,503	10,527

21Pioneer High Income Fund, Inc. | | 12/31/21

Restricted Securities	Acquisition date	Cost	Value
Pangaea Re 2018-3	5/31/2018	$240,861	$20,743
Pangaea Re 2019-1	1/9/2019	4,301	8,536
Pangaea Re 2019-3	7/25/2019	22,059	26,450
Sector Re V	12/4/2018	76,162	44,160
Sector Re V	1/1/2020	20,000	58,846
Sector Re V	12/6/2021	1,500,000	1,500,000
Sussex Re 2020-1	1/23/2020	—	8,000
Versutus Re 2018	1/31/2018	—	—
Versutus Re 2019-A	1/28/2019	—	—
Versutus Re 2019-B	12/24/2018	—	—
Woburn Re 2018	10/19/2018	87,980	16,844
Woburn Re 2019	2/14/2019	53,831	62,299
Total Restricted Securities			$3,363,517
% of Net assets			1.2%

Distributions of investments by country of issue, as a percentage of long-term holdings based on country of domicile, is as follows:

United States	74.1%
Canada	8.1%
Luxembourg	2.7%
United Kingdom	2.2%
Netherlands	1.9%
Mexico	1.6%
Ireland	1.2%
Turkey	1.0%
Italy	1.0%
Other (individually less than 1%)	6.2%
	100.0%

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS

Currency Purchased	In Exchange for	Currency Sold	Deliver	Counterparty	Settlement Date	Unrealized Appreciation (Depreciation)
NOK	7,300,000	EUR	719,559	Bank of America NA	1/10/22	$9,395
EUR	495,000	USD	561,747	Brown Brothers Harriman & Co.	2/24/22	2,432
USD	1,525,327	EUR	1,345,000	Brown Brothers Harriman & Co.	1/27/22	(6,783)
USD	2,196,229	EUR	1,933,000	Citibank NA	2/24/22	(6,919)
EUR	6,045,000	USD	7,032,938	Goldman Sachs International	1/27/22	(146,988)
EUR	2,370,000	USD	2,682,749	HSBC Bank USA NA	3/25/22	20,296
TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS						$(128,567)

Pioneer High Income Fund, Inc. | | 12/31/2122

Schedule of Investments | 12/31/21

(unaudited) (continued)

Principal amounts are denominated in U.S. dollars (“USD”) unless otherwise noted.

ARS	— Argentina Peso
EUR	— Euro
GBP	— United Kingdom Pound
IDR	— Indonesia Rupiah
MXN	— Mexico Peso
NOK	— Norway Krone
USD	— United States Dollar

Various inputs are used in determining the value of the Fund’s investments. These inputs are summarized in the three broad levels below.

Level 1	–	unadjusted quoted prices in active markets for identical securities.
Level 2	–	other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risks, etc.).
Level 3	–	significant unobservable inputs (including the Fund's own assumptions in determining fair value of investments).

The following is a summary of the inputs used as of December 31, 2021, in valuing the Fund’s investments:

	Level 1	Level 2	Level 3	Total
Senior Secured Floating Rate Loan Interests	$—	$5,255,514	$—	$5,255,514
Common Stocks
Oil, Gas & Consumable Fuels	272,482	—	341,126	613,608
Specialty Retail	—	—	104,409	104,409
Collateralized Mortgage Obligations	—	7,630,904	—	7,630,904
Commercial Mortgage-Backed Securities	—	10,341,862	—	10,341,862
Convertible Corporate Bonds	—	6,038,760	—	6,038,760
Corporate Bonds	—	356,009,090	—	356,009,090
Convertible Preferred Stock	2,384,848	—	—	2,384,848
Preferred Stock	3,323,129	—	—	3,323,129
Warrants	238,289	—	—	238,289
Insurance-Linked Securities
Collateralized Reinsurance
Multiperil – Worldwide	—	—	259,147	259,147
Reinsurance Sidecars
Multiperil – U.S.	—	—	1,560	1,560

23Pioneer High Income Fund, Inc. | | 12/31/21

	Level 1	Level 2	Level 3	Total
Multiperil – Worldwide	$—	$—	$3,102,810	$3,102,810
Foreign Government Bonds	—	2,865,692	—	2,865,692
Open-End Mutual Funds	3,284,076	—	—	3,284,076
Over The Counter (OTC) Currency Call Options Purchased	—	78,990	—	78,990
Over The Counter (OTC) Currency Put Option Purchased	—	116,839	—	116,839
Total Investments in Securities	$9,502,824	$388,337,651	$3,809,052	$401,649,527
Other Financial Instruments
Credit Agreement(a)	$—	$(128,000,000)	$—	$(128,000,000)
Over The Counter (OTC) Currency Call Option Written	—	(5,670)	—	(5,670)
Over The Counter (OTC) Currency Put Option Written	—	(19,739)	—	(19,739)
Net unrealized depreciation on forward foreign currency exchange contracts	—	(128,567)	—	(128,567)
Total Other Financial Instruments	$—	$(128,153,976)	$—	$(128,153,976)

(a)	The Fund may hold liabilities in which the fair value approximates the carrying amount for financial statement purposes.

The following is a reconciliation of assets valued using significant unobservable inputs (Level 3):

	Common Stocks	Insurance- Linked Securities	Total
Balance as of 3/31/21	$703,438	$1,350,281	$2,053,719
Realized gain (loss)⁽¹⁾	100,664	(273,394)	(172,730)
Changed in unrealized appreciation (depreciation)⁽²⁾	(17,993)	(9,639)	(27,632)
Accrued discounts/premiums	—	(149,406)	(149,406)
Purchases	—	2,500,000	2,500,000
Sales	(340,574)	(54,325)	(394,899)
Transfers in to Level 3*	—	—	—
Transfers out of Level 3*	—	—	—
Balance as of 12/31/21	$445,535	$3,363,517	$3,809,052

*	Transfers are calculated on the beginning of period value. During the nine months ended December 31, 2021, there were no transfers in or out of Level 3.
Net change in unrealized appreciation (depreciation) of Level 3 investments still held and considered Level 3 at December 31, 2021:				$(125,002)

Pioneer High Income Fund, Inc. | | 12/31/2124

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Face
Amount
USD ($)

Insurance-Linked Securities — 1.2%
of Net Assets#

Collateralized Reinsurance — 0.1%

Multiperil – Worldwide — 0.1%

500,000(c)(l)+

Cypress 2017, 1/31/23