0001752724-21-013587.txt : 20210127
0001752724-21-013587.hdr.sgml : 20210127
20210127140738
ACCESSION NUMBER: 0001752724-21-013587
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201130
FILED AS OF DATE: 20210127
PERIOD START: 20201130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Pioneer Floating Rate Trust
CENTRAL INDEX KEY: 0001305767
IRS NUMBER: 582683903
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21654
FILM NUMBER: 21558833
BUSINESS ADDRESS:
STREET 1: 60 STATE STREET
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 617-422-4947
MAIL ADDRESS:
STREET 1: 60 STATE STREET
CITY: BOSTON
STATE: MA
ZIP: 02109
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Fixed
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0.007895398396
Long
LON
CORP
US
N
2
2023-10-04
Fixed
0.00000000
N
N
N
N
N
N
T/L MICHAELS ST 0% 09/17/27
N/A
T/L MICHAELS STORES INC REGD 0.00000000
N/A
2208968.72000000
NS
USD
2182737.22000000
0.790502180969
Long
LON
CORP
US
N
2
2027-09-17
Fixed
0.00000000
N
N
N
N
N
N
T/L SCIENTIFIC GAM 0% 08/14/24
N/A
T/L SCIENTIFIC GAMES INTERNATIONAL INC REGD 0.00000000
80875AAP6
3260417.39000000
NS
USD
3149018.71000000
1.140451601484
Long
LON
CORP
US
N
2
2024-08-14
Fixed
0.00000000
N
N
N
N
N
N
HARAMBEE RE 2019 0.0% 12/31/22
N/A
HARAMBEE RE 2019 ZCP REGD /BNR48WAE2/ 0.00000000
N/A
250000.00000000
NS
USD
4050.00000000
0.001466751839
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L MITCHELL 0% 11/29/2024
N/A
T/L MITCHELL INTERNATIONAL INC REGD 0.00000000
N/A
1974797.48000000
NS
USD
1913495.82000000
0.692993460287
Long
LON
CORP
US
N
2
2024-11-29
Fixed
0.00000000
N
N
N
N
N
N
T/L HEXION INC 0% 07/01/26
N/A
T/L HEXION INC REGD 0.00000000
42829HAF0
1037934.85000000
NS
USD
1032745.18000000
0.374019973497
Long
LON
CORP
US
N
2
2026-07-01
Fixed
0.00000000
N
N
N
N
N
N
T/L PELICAN PROD 0% 05/1/2025
N/A
T/L PELICAN PRODUCTS INC REGD 0.00000000
N/A
1002613.07000000
NS
USD
975667.84000000
0.353348789929
Long
LON
CORP
US
N
2
2025-05-01
Fixed
0.00000000
N
N
N
N
N
N
T/L TEAM HEALTH 0% 02/06/24
N/A
T/L TEAM HEAL INC 0.00000000
N/A
3955507.71000000
NS
USD
3480846.78000000
1.260626769910
Long
LON
CORP
US
N
2
2024-02-06
Fixed
0.00000000
N
N
N
N
N
N
T/L ALLIED UNIVERS 0% 06/26/26
N/A
T/L ALLIED UNIVERSAL HOLDCO LLC REGD 0.00000000
N/A
3640006.22000000
NS
USD
3621580.51000000
1.311595030991
Long
LON
CORP
US
N
2
2026-07-10
Fixed
0.00000000
N
N
N
N
N
N
T/L PG&E CORPOR 0% 06/18/25
N/A
T/L PG&E CORPORATION REGD 0.00000000
N/A
1451362.50000000
NS
USD
1464969.02000000
0.530554569167
Long
LON
CORP
US
N
2
2025-06-18
Fixed
0.00000000
N
N
N
N
N
N
T/L XPLORNET COMMU 0% 05/29/27
N/A
T/L XPLORNET COMMUNICATIONS INC REGD 0.00000000
C8614YAB9
1998475.00000000
NS
USD
1980676.58000000
0.717323708020
Long
LON
CORP
CA
N
2
2027-05-29
Fixed
0.00000000
N
N
N
N
N
N
FREMF 2020-KF74 V/R 01/25/27
N/A
FREMF 2020-KF74 MORTGAGE TRUST SER 2020-KF74 CL C V/R 144A P/P 6.37025000
30313MAC4
235937.97000000
NS
USD
227298.98000000
0.082318814090
Long
ABS-CBDO
CORP
US
Y
2
2027-01-25
Variable
6.37025000
N
N
N
N
N
N
T/L CARNIVAL CO 0% 06/26/25
N/A
T/L CARNIVAL CORPORATION REGD 0.00000000
N/A
1645875.00000000
NS
USD
1705537.97000000
0.617679248174
Long
LON
CORP
PA
N
2
2025-06-26
Fixed
0.00000000
N
N
N
N
N
N
T/L GARDA WOR 0% 10/30/2026
N/A
T/L GARDA WORLD SECURITY CORPORATION REGD 0.00000000
N/A
3854092.47000000
NS
USD
3852485.31000000
1.395219732272
Long
LON
CORP
CA
N
2
2026-10-30
Fixed
0.00000000
N
N
N
N
N
N
T/L SUNSHINE LUX 0% 7/17/26
N/A
T/L SUNSHINE LUXEMBOURG VII SARL REGD 0.00000000
N/A
1488750.00000000
NS
USD
1488627.92000000
0.539122898821
Long
LON
CORP
LU
N
2
2026-07-17
Fixed
0.00000000
N
N
N
N
N
N
T/L INTEGRO LTD 5.75% 10/31/22
N/A
T/L INTEGRO LTD 0.00000000
N/A
1247791.21000000
NS
USD
1210357.47000000
0.438344208831
Long
LON
CORP
KY
N
2
2022-10-31
Fixed
0.00000000
N
N
N
N
N
N
T/L TRONOX FINANCE 0% 09/23/24
N/A
T/L TRONOX FINANCE LLC REGD 0.00000000
89705DAD4
2610950.58000000
NS
USD
2583209.23000000
0.935537503784
Long
LON
CORP
US
N
2
2024-09-23
Fixed
0.00000000
N
N
N
N
N
N
T/L SPADE FACILITI 0% 12/13/25
N/A
T/L SPADE FACILITIES II L L C REGD 0.00000000
28031FAD2
1968021.73000000
NS
USD
1930967.82000000
0.699321136372
Long
LON
CORP
US
N
2
2025-12-13
Fixed
0.00000000
N
N
N
N
N
N
T/L UNITED SEATING 0% 11/13/25
N/A
T/L UNITED SEATING AND MOBILITY L L C REGD 0.00000000
62923HAD8
218576.12000000
NS
USD
212565.28000000
0.076982843330
Long
LON
CORP
US
N
2
2025-11-13
Fixed
0.00000000
N
N
N
N
N
N
LORENZ RE 2019V/R 6/30/22
N/A
LORENZ RE 2019 /VARIABLE/ REGD 0.00000000
N/A
199590.00000000
NS
USD
13152.98000000
0.004763495706
Long
DBT
CORP
BM
N
3
2022-06-30
Variable
0.00000000
N
N
N
N
N
N
T/L DIRECT CHASSISLINK INC 0% 04/10/2026
N/A
T/L DIRECT CHASSISLINK INC REGD 0.00000000
N/A
1000000.00000000
NS
USD
989375.00000000
0.358312987990
Long
LON
CORP
US
N
2
2026-04-10
Fixed
0.00000000
N
N
N
N
N
N
T/L WASTEQUIP LLC 0% 03/20/25
N/A
T/L WASTEQUIP LLC REGD 0.00000000
N/A
1117994.44000000
NS
USD
1094237.06000000
0.396289931056
Long
LON
CORP
US
N
2
2025-03-20
Fixed
0.00000000
N
N
N
N
N
N
T/L KNOWLTON DEV 0% 12/22/25
N/A
T/L KNOWLTON DEVELOPMENT CORPORATION INC REGD 0.00000000
N/A
992031.10000000
NS
USD
982110.79000000
0.355682174810
Long
LON
CORP
CA
N
2
2025-12-22
Fixed
0.00000000
N
N
N
N
N
N
GOLAR LNG PARTNER V/R 11/15/22
213800RHYQNJR5AC9P81
GOLAR LNG PARTNERS LP REGD V/R REG S 8.32100000
R2R70ZAA3
767959.00000000
NS
USD
599008.02000000
0.216937312421
Long
DBT
CORP
GB
N
2
2022-11-15
Variable
8.32100000
N
N
N
N
N
N
T/L BLACKHAWK NETW 0% 06/15/25
N/A
T/L BLACKHAWK NETWORK HOLDINGS INC REGD 0.00000000
N/A
2372116.42000000
NS
USD
2269522.38000000
0.821932376793
Long
LON
CORP
US
N
2
2025-06-15
Fixed
0.00000000
N
N
N
N
N
N
LORENZ RE 2018 0.0% 07/01/21
N/A
LORENZ RE 2018 REGD ZCP /BNR3Y35Y1/ 0.00000000
N/A
300000.00000000
NS
USD
15060.00000000
0.005454143877
Long
DBT
CORP
BM
N
3
2021-07-01
Fixed
0.00000000
N
N
N
N
N
N
T/L NIELSEN FINANC 0% 06/06/25
N/A
T/L NIELSEN FINANCE LLC VNU LLC REGD 0.00000000
65409YBK0
1393000.00000000
NS
USD
1398920.25000000
0.506634284005
Long
LON
CORP
US
N
2
2025-06-06
Fixed
0.00000000
N
N
N
N
N
N
T/L WATERJET HOL 0% 04/21/2025
N/A
T/L WATERJET HOLDINGS INC REGD 0.00000000
81946HAB5
384754.50000000
NS
USD
311651.15000000
0.112867875949
Long
LON
CORP
US
N
2
2025-04-21
Fixed
0.00000000
N
N
N
N
N
N
T/L ECI MACOLA/MAX 0% 9/16/27
N/A
T/L ECI MACOLA/MAX HOLDING LLC REGD 0.00000000
N/A
325000.00000000
NS
USD
322816.33000000
0.116911468123
Long
LON
CORP
US
N
2
2027-09-16
Fixed
0.00000000
N
N
N
N
N
N
T/L WEST CORPORATI 0% 10/10/24
N/A
T/L WEST CORPORATION REGD 0.00000000
68162RAC5
2391521.25000000
NS
USD
2281767.17000000
0.826366961548
Long
LON
CORP
US
N
2
2024-10-10
Fixed
0.00000000
N
N
N
N
N
N
ALTURAS RE 2019-2 0% 3/10/22
N/A
ALTURAS RE 2019-2 ZCP REGD 0.00000000
N/A
3037.00000000
NS
USD
16206.34000000
0.005869303459
Long
DBT
CORP
BM
N
3
2022-03-10
Fixed
0.00000000
N
N
N
N
N
N
T/L NATURES BOUNTY 0% 09/26/24
N/A
T/L NATURES BOUNTY CO THE REGD 0.00000000
18913EAB3
3212001.68000000
NS
USD
3150915.83000000
1.141138664262
Long
LON
CORP
US
N
2
2024-09-26
Fixed
0.00000000
N
N
N
N
N
N
T/L TMS INTERNATIO 0% 08/14/24
N/A
T/L TMS INTERNATIONAL CORP REGD 0.00000000
87261SAD1
746141.57000000
NS
USD
740545.51000000
0.268196663986
Long
LON
CORP
US
N
2
2024-08-14
Fixed
0.00000000
N
N
N
N
N
N
T/L 24 HOUR FITNES 0% 06/17/21
N/A
T/L 24 HOUR FITNESS WORLDWIDE INC REGD 0.00000000
N/A
3678.74000000
NS
USD
2575.12000000
0.000932607900
Long
LON
CORP
US
N
2
2021-06-17
Fixed
0.00000000
N
N
N
N
N
N
T/L WP CPP HOLDING 0% 04/30/25
N/A
T/L WP CPP HOLDINGS LLC REGD 0.00000000
92937JAM5
2960361.11000000
NS
USD
2782739.44000000
1.007799553805
Long
LON
CORP
US
N
2
2025-04-30
Fixed
0.00000000
N
N
N
N
N
N
T/L KUEHG CORP 0% 02/21/25
N/A
T/L KUEHG CORP REGD 0.00000000
48244EAJ3
2704225.39000000
NS
USD
2585239.47000000
0.936272777427
Long
LON
CORP
US
N
2
2025-02-21
Fixed
0.00000000
N
N
N
N
N
N
T/L AL CONVOY (LUXEMBOURG) S.A.R.L 0% 01/18/2027
N/A
T/L AL CONVOY (LUXEMBOURG) S.A.R.L REGD 0.00000000
00135BAC7
995000.02000000
NS
USD
993756.27000000
0.359899712887
Long
LON
CORP
LU
N
2
2027-01-18
Fixed
0.00000000
N
N
N
N
N
N
T/L GOLDEN NUGGET 0% 10/04/23
N/A
T/L GOLDEN NUGGET INC REGD 0.00000000
N/A
2986003.93000000
NS
USD
2847901.25000000
1.031398616692
Long
LON
CORP
US
N
2
2023-10-04
Fixed
0.00000000
N
N
N
N
N
N
T/L EXAMWORKS GROU 0% 07/27/23
N/A
T/L EXAMWORKS GROUP INC REGD 0.00000000
N/A
864112.38000000
NS
USD
860439.90000000
0.311617729936
Long
LON
CORP
US
N
2
2023-07-27
Fixed
0.00000000
N
N
N
N
N
N
T/L DTI HOLDCO INC 0% 09/29/23
N/A
T/L DTI HOLDCO INC REGD 0.00000000
23358EAD1
2422427.01000000
NS
USD
2194026.06000000
0.794590557966
Long
LON
CORP
US
N
2
2023-09-29
Fixed
0.00000000
N
N
N
N
N
N
T/L ALBEA BEAUTY 0% 4/22/24
N/A
T/L ALBEA BEAUTY HOLDINGS SA REGD 0.00000000
N/A
436693.44000000
NS
USD
417042.24000000
0.151036413021
Long
LON
CORP
LU
N
2
2024-04-22
Fixed
0.00000000
N
N
N
N
N
N
T/L AHEAD DATA BLUE 0% 10/6/27
N/A
T/L AHEAD DATA BLUE LLC REGD 0.00000000
008678ZZ0
1135000.00000000
NS
USD
1098112.50000000
0.397693464080
Long
LON
CORP
US
N
2
2027-10-06
Fixed
0.00000000
N
N
N
N
N
N
T/L JETBLUE AIRWAY 0% 06/12/24
N/A
T/L JETBLUE AIRWAYS CORPORATION REGD 0.00000000
47714FAL8
493750.00000000
NS
USD
503110.51000000
0.182206979282
Long
LON
CORP
US
N
2
2024-06-12
Fixed
0.00000000
N
N
N
N
N
N
T/L CLEAR CHANNEL 0% 8/21/26
N/A
T/L CLEAR CHANNEL OUTDOOR HOLDINGS INC ZCP REGD 0.00000000
N/A
2107462.32000000
NS
USD
1982770.10000000
0.718081899208
Long
LON
CORP
US
N
2
2026-08-21
Fixed
0.00000000
N
N
N
N
N
N
COVANTA HOLDING CO 5% 09/01/30
40XIFLS8XDQGGHGPGC04
COVANTA HOLDING CORP REGD 5.00000000
22282EAJ1
940000.00000000
NS
USD
1001100.00000000
0.362559325106
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
T/L PLZ AEROSCIENCE 0% 08/03/26
N/A
T/L PLZ AEROSCIENCE CORPORATION REGD 0.00000000
N/A
1000000.00000000
NS
USD
988125.00000000
0.357860286805
Long
LON
CORP
US
N
2
2026-08-03
Fixed
0.00000000
N
N
N
N
N
N
T/L SUPERIOR INDUS 0% 05/22/24
N/A
T/L SUPERIOR INDUSTRIES INTERNATIONAL INC REGD 0.00000000
86816XAG5
0.00000000
NS
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2024-05-22
Fixed
0.00000000
N
N
N
N
N
N
T/L WKI HOLDING 0% 5/1/24
N/A
T/L WKI HOLDING COMPANY INC REGD 0.00000000
N/A
1451250.00000000
NS
USD
1443993.75000000
0.522958145498
Long
LON
CORP
US
N
2
2024-05-01
Fixed
0.00000000
N
N
N
N
N
N
T/L LIFE TIME FITN 0% 06/10/22
N/A
T/L LIFE TIME FITNESS INC REGD 0.00000000
50218KAD0
0.01000000
NS
USD
0.01000000
0.000000003621
Long
LON
CORP
US
N
2
2022-06-10
Fixed
0.00000000
N
N
N
N
N
N
T/L PRE PAID LEGAL 0% 05/01/2025
N/A
T/L PRE PAID LEGAL SERVICES LLC REGD 0.00000000
74006LAN2
2005630.18000000
NS
USD
1956742.94000000
0.708655878267
Long
LON
CORP
US
N
2
2025-05-01
Fixed
0.00000000
N
N
N
N
N
N
T/L MILEAGE PLUS 0% 06/26/27
N/A
T/L MILEAGE PLUS HOLDINGS LLC REGD 0.00000000
59921PAB2
1250000.00000000
NS
USD
1291812.50000000
0.467844039720
Long
LON
CORP
US
N
2
2027-06-26
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LIMITED MERION RE
N/A
ARTEX SAC LIMITED MERION RE 2018-2 0.00000000
N/A
300000.00000000
NS
USD
335482.04000000
0.121498493664
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L GRIZZLY ACQUI 0% 10/01/25
N/A
T/L GRIZZLY ACQUISITIONS INC REGD 0.00000000
N/A
612500.00000000
NS
USD
591971.45000000
0.214388941558
Long
LON
CORP
CA
N
2
2025-10-01
Fixed
0.00000000
N
N
N
N
N
N
T/L BIG RIVER 0% 08/23/2023
N/A
T/L BIG RIVER STEEL LLC REGD 0.00000000
N/A
0.01000000
NS
USD
0.01000000
0.000000003621
Long
LON
CORP
US
N
2
2023-08-23
Fixed
0.00000000
N
N
N
N
N
N
T/L USI HOLDINGS 0% 05/16/2024
N/A
T/L USI HOLDINGS CORPORATION REGD 0.00000000
90351NAE5
1619900.00000000
NS
USD
1588514.44000000
0.575297895603
Long
LON
CORP
US
N
2
2024-05-16
Fixed
0.00000000
N
N
N
N
N
N
HEXION INC 7.875% 07/15/27
N/A
HEXION INC REGD 144A P/P 7.87500000
42829LAF1
1000000.00000000
NS
USD
1072500.00000000
0.388417616798
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
7.87500000
N
N
N
N
N
N
T/L PDC BRANDS 0% 06/30/2024
N/A
T/L PDC BRANDS REGD 0.00000000
N/A
0.01000000
NS
USD
0.01000000
0.000000003621
Long
LON
CORP
US
N
2
2024-06-30
Fixed
0.00000000
N
N
N
N
N
N
T/L FLY FUNDING 0% 10/08/2025
N/A
T/L FLY FUNDING II S A R L REGD 0.00000000
N/A
1550000.00000000
NS
USD
1395000.00000000
0.505214522549
Long
LON
CORP
LU
N
2
2025-10-08
Fixed
0.00000000
N
N
N
N
N
N
MATTERHORN RE LTD V/R 12/07/21
N/A
MATTERHORN RE LTD REGD V/R 144A P/P 7.10648700
577092AF6
250000.00000000
NS
USD
254325.00000000
0.092106583116
Long
DBT
CORP
BM
Y
2
2021-12-07
Variable
7.10648700
N
N
N
N
N
N
ROYAL CARIBBEA 9.125% 06/15/23
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES REGD 144A P/P 9.12500000
780153BC5
105000.00000000
NS
USD
113662.50000000
0.041164118759
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
T/L STARFRUIT 0% 10/01/25
N/A
T/L STARFRUIT FINCO BV ZCP REGD 0.00000000
N8232NAB3
1190694.33000000
NS
USD
1170974.05000000
0.424081072106
Long
LON
CORP
NL
N
2
2025-10-01
Fixed
0.00000000
N
N
N
N
N
N
T/L LOTUS MIDSTRE 0% 09/29/25
N/A
T/L LOTUS MIDSTREAM LLC REGD 0.00000000
15643YAC0
540375.00000000
NS
USD
534633.52000000
0.193623382469
Long
LON
CORP
US
N
2
2025-09-29
Fixed
0.00000000
N
N
N
N
N
N
T/L REYNOLDS GROUP 0% 02/16/26
N/A
T/L REYNOLDS GROUP HOLDINGS INC REGD 0.00000000
76173FAW7
1575000.00000000
NS
USD
1551571.88000000
0.561918743050
Long
LON
CORP
US
N
2
2026-02-16
Fixed
0.00000000
N
N
N
N
N
N
T/L STAPLES INC 0% 09/12/24
N/A
T/L STAPLES INC REGD 0.00000000
855031AR1
3193744.65000000
NS
USD
3111240.64000000
1.126769859837
Long
LON
CORP
US
N
2
2024-09-12
Fixed
0.00000000
N
N
N
N
N
N
POWERTEAM SERV 9.033% 12/04/25
N/A
POWERTEAM SERVICES LLC REGD 144A P/P 9.03300000
73939VAA2
1000000.00000000
NS
USD
1097500.00000000
0.397471640500
Long
DBT
CORP
US
Y
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
T/L PACIFIC ARCHITECTS 0% 10/14/27
N/A
T/L PACIFIC ARCHITECTS AND ENGINEERS INCORPORATED REGD 0.00000000
N/A
1050000.00000000
NS
USD
1048031.25000000
0.379555991100
Long
LON
CORP
US
N
2
2027-10-14
Fixed
0.00000000
N
N
N
N
N
N
SECTOR RE V LTD ZCP 12/01/24
549300QS6XPZQHTCEJ97
SECTOR RE V LTD REGD ZCP 144A P/P SER 9-D 0.00000000
81369ADC3
100000.00000000
NS
USD
114627.91000000
0.041513752560
Long
DBT
CORP
BM
Y
3
2024-12-01
Fixed
0.00000000
N
N
N
N
N
N
T/L AMERICAN BATH 0% 11/20/27
N/A
T/L AMERICAN BATH GROUP LLC REGD 0.00000000
N/A
250000.00000000
NS
USD
250062.50000000
0.090562872075
Long
LON
CORP
US
N
2
2027-11-20
Fixed
0.00000000
N
N
N
N
N
N
T/L TI GROUP AUTO 0% 12/16/24
N/A
T/L TI GROUP AUTOMOTIVE SYSTEMS L L C REGD 0.00000000
N/A
898482.83000000
NS
USD
896236.62000000
0.324581903988
Long
LON
CORP
US
N
2
2024-12-16
Fixed
0.00000000
N
N
N
N
N
N
T/L WELBILT INC 0% 10/23/25
N/A
T/L WELBILT INC REGD 0.00000000
56356XAE9
1035865.40000000
NS
USD
982129.88000000
0.355689088462
Long
LON
CORP
US
N
2
2025-10-23
Fixed
0.00000000
N
N
N
N
N
N
T/L DELTA AIR LINE 0% 04/27/23
N/A
T/L DELTA AIR LINES INC REGD 0.00000000
24736CBM5
1246875.00000000
NS
USD
1260902.34000000
0.456649586870
Long
LON
CORP
US
N
2
2023-04-27
Fixed
0.00000000
N
N
N
N
N
N
T/L GATES GLOBAL L 0% 04/01/24
N/A
T/L GATES GLOBAL LLC REGD 0.00000000
36740UAP7
1407892.33000000
NS
USD
1398017.37000000
0.506307296129
Long
LON
CORP
US
N
2
2024-04-01
Fixed
0.00000000
N
N
N
N
N
N
T/L EVERI PAYME 0% 5/9/24
N/A
T/L EVERI PAYMENTS INC REGD 0.00000000
30034YAD4
99750.00000000
NS
USD
103989.38000000
0.037660892449
Long
LON
CORP
US
N
2
2024-05-09
Fixed
0.00000000
N
N
N
N
N
N
WEST STREET ME 6.375% 09/01/25
N/A
WEST STREET MERGER SUB REGD 144A P/P 6.37500000
95616AAA1
395000.00000000
NS
USD
405368.75000000
0.146808730815
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
6.37500000
N
N
N
N
N
N
JOSEPH T RYERSON 8.5% 08/01/28
N/A
JOSEPH T RYERSON & SON I REGD 144A P/P 8.50000000
48088LAB3
388000.00000000
NS
USD
422920.00000000
0.153165108155
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
8.50000000
N
N
N
N
N
N
SECTOR RE V LTD ZCP 12/01/23
549300QS6XPZQHTCEJ97
SECTOR RE V LTD REGD ZCP 144A P/P SER C 0.00000000
81369ACR1
150000.00000000
NS
USD
45509.82000000
0.016481879557
Long
DBT
CORP
BM
Y
3
2023-12-01
Fixed
0.00000000
N
N
N
N
N
N
T/L FRONTIER COMMU 0% 10/01/27
N/A
T/L FRONTIER COMMUNICATIONS CORPORATION REGD 0.00000000
35906EAL4
675000.00000000
NS
USD
677531.25000000
0.245375359842
Long
LON
CORP
US
N
2
2021-10-08
Fixed
0.00000000
N
N
N
N
N
N
T/L MHI HOLDINGS 0% 09/21/26
N/A
T/L MHI HOLDINGS LLC REGD 0.00000000
55303YAC7
1240625.00000000
NS
USD
1234421.88000000
0.447059398371
Long
LON
CORP
US
N
2
2026-09-21
Fixed
0.00000000
N
N
N
N
N
N
STATION CASINOS 4.5% 02/15/28
N/A
STATION CASINOS LLC REGD 144A P/P 4.50000000
857691AG4
1000000.00000000
NS
USD
985000.00000000
0.356728533843
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
T/L ALBANY 0% MOLEC 08/30/2024
N/A
T/L ALBANY MOLECULAR RESEARCH INC REGD 0.00000000
N/A
1955623.38000000
NS
USD
1952689.94000000
0.707188039945
Long
LON
CORP
US
N
2
2024-08-30
Fixed
0.00000000
N
N
N
N
N
N
T/L CANADA GOOSE IN 0% 10/01/27
N/A
T/L CANADA GOOSE INC REGD 0.00000000
N/A
350000.00000000
NS
USD
350218.75000000
0.126835554529
Long
LON
CORP
CA
N
2
2027-10-01
Fixed
0.00000000
N
N
N
N
N
N
ENDO DAC/FIN LLC 9.5% 07/31/27
N/A
ENDO DAC/FIN LLC/FINCO REGD 144A P/P 9.50000000
29273DAB6
1000000.00000000
NS
USD
1100405.00000000
0.398523718054
Long
DBT
CORP
IE
Y
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
T/L WABASH NATIONAL 0% 9/17/27
N/A
T/L WABASH NATIONAL CORPORATION REGD 0.00000000
N/A
227868.01000000
NS
USD
227155.92000000
0.082267003345
Long
LON
CORP
US
N
2
2027-09-17
Fixed
0.00000000
N
N
N
N
N
N
PATRICK INDUSTRI 7.5% 10/15/27
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC REGD 144A P/P 7.50000000
703343AC7
996000.00000000
NS
USD
1080660.00000000
0.391372850134
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
CD&R SMOKEY BUY 6.75% 07/15/25
N/A
CD&R SMOKEY BUYER INC REGD 144A P/P 6.75000000
12510CAA9
70000.00000000
NS
USD
75075.00000000
0.027189233175
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
T/L CARDTRONICS US 0% 06/24/27
N/A
T/L CARDTRONICS USA INC REGD 0.00000000
N/A
656720.90000000
NS
USD
658691.06000000
0.238552178770
Long
LON
CORP
US
N
2
2027-06-24
Fixed
0.00000000
N
N
N
N
N
N
VISTAJET MALTA/ 10.5% 06/01/24
N/A
VISTAJET MALTA/XO MGMT REGD 144A P/P 10.50000000
92840JAA7
1520000.00000000
NS
USD
1527600.00000000
0.553237064262
Long
DBT
CORP
MT
Y
2
2024-06-01
Fixed
10.50000000
N
N
N
N
N
N
ARTEX SAC LTD PAN 0% 2/1/23
N/A
ARTEX SAC LTD PANGAEA RE 2019-1ZCP REGD /BNR4941C7/ 0.00000000
N/A
327699.00000000
NS
USD
6828.42000000
0.002472987060
Long
DBT
CORP
BM
N
3
2023-02-01
Fixed
0.00000000
N
N
N
N
N
N
T/L CREATIVE 0% 11/27/2026
N/A
T/L CREATIVE ARTISTS AGENCY LLC REGD 0.00000000
22526WAM0
1488750.00000000
NS
USD
1466418.75000000
0.531079604758
Long
LON
CORP
US
N
2
2026-11-27
Fixed
0.00000000
N
N
N
N
N
N
T/L CPG INTER 0% 05/05/2024
N/A
T/L CPG INTERNATIONAL INC REGD 0.00000000
N/A
1451748.38000000
NS
USD
1453336.59000000
0.526341757290
Long
LON
CORP
US
N
2
2024-05-05
Fixed
0.00000000
N
N
N
N
N
N
MDPK 2016-22A ER V/R 01/15/33
N/A
MADISON PARK FUNDING XXII LTD SER 2016-22A CL ER V/R REGD 144A P/P 6.93688000
55819VAG1
1000000.00000000
NS
USD
959585.00000000
0.347524213347
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-15
Variable
6.93688000
N
N
N
N
N
N
EDEN RE II LTD ZCP 03/22/23
549300LKX8PCP3SC3F42
EDEN RE II LTD REGD ZCP 144A P/P SER B 0.00000000
27954TAB1
3800.00000000
NS
USD
14795.68000000
0.005358417496
Long
DBT
CORP
BM
Y
3
2023-03-22
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LTD 0.0% 12/31/22
N/A
ARTEX SAC LTD WOBURN RE 2019 REGD ZCP /BNR4A2ZY4/ 0.00000000
N/A
244914.00000000
NS
USD
83452.29000000
0.030223160464
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
GOLAR LNG PARTNER V/R 11/22/21
213800RHYQNJR5AC9P81
GOLAR LNG PARTNERS LP REGD V/R 6.46263000
R2R70ZAB1
935421.00000000
NS
USD
757691.01000000
0.274406094521
Long
DBT
CORP
GB
N
2
2021-11-22
Variable
6.46263000
N
N
N
N
N
N
T/L BASS PRO GROUP 0% 09/25/24
N/A
T/L BASS PRO GROUP LLC REGD 0.00000000
07014QAK7
4441886.55000000
NS
USD
4448980.24000000
1.611246901636
Long
LON
CORP
US
N
2
2024-09-25
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LTD CAR V/R 12/31/17
N/A
CARNOUSTIE 2017 V/R 931DSHII1 BNR30WD58 0.00000000
N/A
250000.00000000
NS
USD
32950.00000000
0.011933203238
Long
DBT
CORP
BM
N
3
2021-11-30
Variable
0.00000000
N
N
N
N
N
N
T/L CAMELOT U.S 0% 10/31/2026
N/A
T/L CAMELOT U.S ACQUISITION 1 CO (AKA THOMSON REUTERS INTELLECTUAL PROPERTY & SCIENCE) REGD 0.00000000
N/A
1000000.00000000
NS
USD
997812.00000000
0.361368539909
Long
LON
CORP
US
N
2
2026-10-31
Fixed
0.00000000
N
N
N
N
N
N
T/L QUIKRETE HOLD 0% 11/15/23
N/A
T/L QUIKRETE HOLDINGS INC REGD 0.00000000
N/A
1255835.98000000
NS
USD
1239963.47000000
0.449066345859
Long
LON
CORP
US
N
2
2023-11-15
Fixed
0.00000000
N
N
N
N
N
N
T/L STONEPEAK LON 0% 10/19/26
N/A
T/L STONEPEAK LONESTAR HOLDINGS LLC REGD 0.00000000
86184NAC0
0.01000000
NS
USD
0.01000000
0.000000003621
Long
LON
CORP
US
N
2
2026-10-19
Fixed
0.00000000
N
N
N
N
N
N
T/L RACKSPACE HOST 0% 11/03/23
N/A
T/L RACKSPACE HOSTING INC REGD 0.00000000
75008QAL0
4020625.47000000
NS
USD
3998286.87000000
1.448023363470
Long
LON
CORP
US
N
2
2023-11-03
Fixed
0.00000000
N
N
N
N
N
N
T/L CAESARS RESORT 0% 12/23/24
N/A
T/L CAESARS RESORT COLLECTION LLC ZCP REGD 0.00000000
12769LAB5
2218947.15000000
NS
USD
2151129.47000000
0.779055088263
Long
LON
CORP
US
N
2
2024-12-23
Fixed
0.00000000
N
N
N
N
N
N
INDIGO NATURAL 6.875% 02/15/26
549300F7DOI6H6TA3C86
INDIGO NATURAL RES LLC REGD 144A P/P 6.87500000
45569LAA9
1000000.00000000
NS
USD
1010000.00000000
0.365782557544
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
6.87500000
N
N
N
N
N
N
T/L NAVICURE INC 0% 10/22/26
N/A
T/L NAVICURE INC REGD 0.00000000
63939WAJ2
1250000.00000000
NS
USD
1248437.50000000
0.452135308598
Long
LON
CORP
US
N
2
2026-10-22
Fixed
0.00000000
N
N
N
N
N
N
T/L PREGIS CORP 0% 07/24/26
N/A
T/L PREGIS CORPORATION REGD 0.00000000
74045BAC1
1488750.00000000
NS
USD
1471691.90000000
0.532989333762
Long
LON
CORP
US
N
2
2026-07-24
Fixed
0.00000000
N
N
N
N
N
N
T/L NN INC 0% 10/19/2022
N/A
T/L NN INC REGD 0.00000000
N/A
97195.57000000
NS
USD
96790.56000000
0.035053760973
Long
LON
CORP
US
N
2
2022-10-19
Fixed
0.00000000
N
N
N
N
N
N
NATIONSTAR MTG H 5.5% 08/15/28
N/A
NATIONSTAR MTG HLD INC REGD 144A P/P 5.50000000
63861CAC3
440000.00000000
NS
USD
453200.00000000
0.164131341662
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
T/L REGIONALCARE H 0% 11/16/25
N/A
T/L REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC REGD 0.00000000
75915TAD4
1413103.05000000
NS
USD
1395665.36000000
0.505455489957
Long
LON
CORP
US
N
2
2025-11-16
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LTD ST A 0% 2/1/21
N/A
ARTEX SAC LTD ST ANDREWS SEG ACCT VARIABLE AT RISK NOTES DUE 12/31/2017 931DSCII2/ BNR30QCG8 0.00000000
N/A
400000.00000000
NS
USD
27120.00000000
0.009821804911
Long
DBT
CORP
BM
N
3
2021-02-01
Fixed
0.00000000
N
N
N
N
N
N
MORGN 2019-4A E V/R 04/20/30
N/A
522 FUNDING CLO 2019-5 LTD SER 2019-4A CL E V/R REGD 144A P/P 7.21838000
04623GAA1
1000000.00000000
NS
USD
937476.00000000
0.339517196947
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-20
Variable
7.21838000
N
N
N
N
N
N
PANGAEA RE 0% 7/1/23
N/A
PANGAEA RE 2019-3 REGD /XILS00141735/ 0.00000000
N/A
294125.00000000
NS
USD
10579.94000000
0.003831641100
Long
DBT
CORP
BM
N
3
2023-07-01
Fixed
0.00000000
N
N
N
N
N
N
T/L HAMILTON PROJ 0% 06/10/27
N/A
T/L HAMILTON PROJECTS ACQUIROR LLC REGD 0.00000000
N/A
997500.00000000
NS
USD
998539.40000000
0.361631975783
Long
LON
CORP
US
N
2
2027-06-10
Fixed
0.00000000
N
N
N
N
N
N
T/L HC GROUP HOLDI 0% 08/06/26
N/A
T/L HC GROUP HOLDINGS II INC REGD 0.00000000
N/A
3225625.00000000
NS
USD
3217560.94000000
1.165274920484
Long
LON
CORP
US
N
2
2026-08-06
Fixed
0.00000000
N
N
N
N
N
N
T/L ATI PHYSICAL 0% 5/10/23
N/A
T/L ATI PHYSICAL THERAPY HOLDINGS LLC REGD 0.00000000
00216HAB8
2887236.64000000
NS
USD
2778965.27000000
1.006432696820
Long
LON
CORP
US
N
2
2023-05-10
Fixed
0.00000000
N
N
N
N
N
N
T/L SPECTACLE 0% 12/23/25
N/A
T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000
N/A
138223.94000000
NS
USD
135286.68000000
0.048995552289
Long
LON
CORP
US
N
2
2025-12-23
Fixed
0.00000000
N
N
N
N
N
N
T/L COMPASS POWER 0% 12/20/24
N/A
T/L COMPASS POWER GENERATION LLC REGD 0.00000000
20451VAD5
671521.80000000
NS
USD
667324.79000000
0.241678978612
Long
LON
CORP
US
N
2
2024-12-20
Fixed
0.00000000
N
N
N
N
N
N
T/L TRAVERSE MIDST 0% 09/27/24
N/A
T/L TRAVERSE MIDSTREAM PARTNERS LLC REGD 0.00000000
89435TAB0
3561999.74000000
NS
USD
3379447.25000000
1.223903819992
Long
LON
CORP
US
N
2
2024-09-27
Fixed
0.00000000
N
N
N
N
N
N
WINNEBAGO INDUS 6.25% 07/15/28
549300B7OYKYJLTE3G11
WINNEBAGO INDUSTRIES REGD 144A P/P 6.25000000
974637AC4
85000.00000000
NS
USD
92012.50000000
0.033323334233
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
6.25000000
N
N
N
N
N
N
T/L CTC ACQUICO 0% 03/07/2025
N/A
T/L CTC ACQUICO GMBH REGD 0.00000000
N/A
851428.57000000
NS
USD
808857.14000000
0.292936468670
Long
LON
CORP
DE
N
2
2025-03-07
Fixed
0.00000000
N
N
N
N
N
N
LIMESTONE RE LTD ZCP 03/01/23
5493004PN8HGYC184A27
LIMESTONE RE LTD REGD ZCP 144A P/P SER B 0.00000000
G5488XAF7
27000.00000000
NS
USD
47088.00000000
0.017053434722
Long
DBT
CORP
BM
Y
3
2023-03-01
Fixed
0.00000000
N
N
N
N
N
N
T/L FITNESS INTERN 0% 04/18/25
N/A
T/L FITNESS INTERNATIONAL LLC REGD 0.00000000
N/A
928057.41000000
NS
USD
781888.37000000
0.283169433359
Long
LON
CORP
US
N
2
2025-04-18
Fixed
0.00000000
N
N
N
N
N
N
T/L ALPHABET HOLDIN 0% 9/26/25
N/A
T/L ALPHABET HOLDING COMPANY INC REGD 0.00000000
18913EAD9
1500000.00000000
NS
USD
1461874.50000000
0.529433854870
Long
LON
CORP
US
N
2
2025-09-26
Fixed
0.00000000
N
N
N
N
N
N
T/L GOLDEN NUGGET 0% 10/04/23
N/A
T/L GOLDEN NUGGET ONLINE GAMING INC REGD 0.00000000
51509HAD3
231124.85000000
NS
USD
266949.20000000
0.096678575356
Long
LON
CORP
US
N
2
2023-10-04
Fixed
0.00000000
N
N
N
N
N
N
T/L CORNERSTONE 0% 04/22/27
N/A
T/L CORNERSTONE ONDEMAND INC REGD 0.00000000
N/A
1708822.15000000
NS
USD
1710156.74000000
0.619351986296
Long
LON
CORP
US
N
2
2027-04-22
Fixed
0.00000000
N
N
N
N
N
N
T/L PHOENIX GUARANTO 0% 3/5/26
N/A
T/L PHOENIX GUARANTOR INC AKA BRIGHTSPRING REGD 0.00000000
N/A
1382552.50000000
NS
USD
1366134.69000000
0.494760634513
Long
LON
CORP
US
N
2
2026-03-05
Fixed
0.00000000
N
N
N
N
N
N
T/L POLYCONCEPT HO 0% 08/16/23
N/A
T/L POLYCONCEPT HOLDING B V REGD 0.00000000
N/A
1996466.97000000
NS
USD
1846731.95000000
0.668814193832
Long
LON
CORP
NL
N
2
2023-08-16
Fixed
0.00000000
N
N
N
N
N
N
T/L COMMERCIAL VEH 0% 04/12/2023
N/A
T/L COMMERCIAL VEHICLE GROUP INC REGD 0.00000000
N/A
1541452.73000000
NS
USD
1495209.15000000
0.541506363317
Long
LON
CORP
US
N
2
2023-04-12
Fixed
0.00000000
N
N
N
N
N
N
SPDR BLACKSTONE/GSO SEN LOAN
N/A
SPDR BLACKSTONE / GSO SENIOR LOAN ETF ETF 0.00000000
78467V608
305752.00000000
NS
USD
13795530.24000000
4.996202310763
Long
EC
PF
US
N
1
N
N
N
T/L CLP HEALTHCARE 0% 12/31/26
N/A
T/L CLP HEALTHCARE SERVICES INC REGD 0.00000000
N/A
1488750.00000000
NS
USD
1477584.38000000
0.535123359905
Long
LON
CORP
US
N
2
2026-12-31
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LTD 0.0% 12/31/22
N/A
ARTEX SAC LTD BERWICK RE 2019-1 REGD ZCP /BNR4941A1/ 0.00000000
N/A
907913.00000000
NS
USD
108495.60000000
0.039292869356
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L APPLIED SYSTEM 0% 09/19/24
N/A
T/L APPLIED SYSTEMS INC REGD 0.00000000
N/A
234714.76000000
NS
USD
234379.35000000
0.084883047602
Long
LON
CORP
US
N
2
2024-09-19
Fixed
0.00000000
N
N
N
N
N
N
T/L AURIS LUXCO 0% 02/27/26
N/A
T/L AURIS LUXCO REGD 0.00000000
N/A
0.02000000
NS
USD
0.02000000
0.000000007243
Long
LON
CORP
LU
N
2
2026-02-27
Fixed
0.00000000
N
N
N
N
N
N
T/L ENDO LUXEMBO 0% 04/29/2024
N/A
T/L ENDO LUXEMBOURG FINANCE I COMPANY S A R L REGD 0.00000000
L2968EAB8
4037181.83000000
NS
USD
3931205.81000000
1.423729223184
Long
LON
CORP
LU
N
2
2024-04-29
Fixed
0.00000000
N
N
N
N
N
N
OCT21 2014-1A DR V/R 02/14/31
N/A
OCTAGON INVESTMENT PARTNERS XXI LTD SER 2014-1A CL DRR V/R REGD 144A P/P 7.22100000
67590UAQ1
1000000.00000000
NS
USD
967133.00000000
0.350257804183
Long
ABS-CBDO
CORP
KY
Y
2
2031-02-14
Variable
7.22100000
N
N
N
N
N
N
L BRANDS INC 6.625% 10/01/30
GR3KVMWVCR54YWQNXU90
L BRANDS INC REGD 144A P/P 6.62500000
501797AW4
95000.00000000
NS
USD
104034.50000000
0.037677233151
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
T/L THOR INDUSTRIE 0% 02/01/26
N/A
T/L THOR INDUSTRIES INC REGD 0.00000000
88516DAB9
1706111.08000000
NS
USD
1701845.80000000
0.616342088386
Long
LON
CORP
US
N
2
2026-02-01
Fixed
0.00000000
N
N
N
N
N
N
T/L MHVC ACQUISI 0% 04/29/2024
N/A
T/L MHVC ACQUISITION CORP REGD 0.00000000
N/A
1943583.79000000
NS
USD
1943583.79000000
0.703890148028
Long
LON
CORP
US
N
2
2024-04-29
Fixed
0.00000000
N
N
N
N
N
N
T/L ELECTRICAL COM 0% 06/14/25
N/A
T/L ELECTRICAL COMPONENTS INTERNATIONAL INC REGD 0.00000000
29279EAB8
1755647.65000000
NS
USD
1684689.64000000
0.610128797215
Long
LON
CORP
US
N
2
2025-06-14
Fixed
0.00000000
N
N
N
N
N
N
T/L MULTIPLAN INC 0% 06/07/23
N/A
T/L MULTIPLAN INC REGD 0.00000000
55328HAE1
1196605.38000000
NS
USD
1182096.54000000
0.428109203629
Long
LON
CORP
US
N
2
2023-06-07
Fixed
0.00000000
N
N
N
N
N
N
T/L BLACKSTONE 0% 9/30/24
N/A
T/L BLACKSTONE CQP HOLDCO LP REGD 0.00000000
09259HAB7
987500.00000000
NS
USD
978242.19000000
0.354281118966
Long
LON
CORP
US
N
2
2024-09-30
Fixed
0.00000000
N
N
N
N
N
N
T/L JAZZ ACQUIS 0% 6/12/26
N/A
T/L JAZZ ACQUISITION INC REGD 0.00000000
47214DAK0
1657065.49000000
NS
USD
1532785.58000000
0.555115078831
Long
LON
CORP
US
N
2
2026-06-12
Fixed
0.00000000
N
N
N
N
N
N
T/L DELTA AIR 0% 09/17/2027
N/A
T/L DELTA AIR LINES INC REGD 0.00000000
N/A
340000.00000000
NS
USD
348393.92000000
0.126174672366
Long
LON
CORP
US
N
2
2027-09-17
Fixed
0.00000000
N
N
N
N
N
N
T/L COMMSCOPE INC 0% 04/06/26
N/A
T/L COMMSCOPE INC REGD 0.00000000
20337EAQ4
1765001.01000000
NS
USD
1739786.21000000
0.630082623242
Long
LON
CORP
US
N
2
2026-04-06
Fixed
0.00000000
N
N
N
N
N
N
T/L PETSMART INC 0% 3/11/22
N/A
T/L PETSMART INC REGD 0.00000000
N/A
1958481.33000000
NS
USD
1951342.67000000
0.706700111364
Long
LON
CORP
US
N
2
2022-03-11
Fixed
0.00000000
N
N
N
N
N
N
APX GROUP INC 6.75% 02/15/27
N/A
APX GROUP INC REGD 144A P/P 6.75000000
00213MAV6
1000000.00000000
NS
USD
1080000.00000000
0.391133823909
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
T/L AQGEN ASCENSUS 0% 12/15/26
N/A
T/L AQGEN ASCENSUS INC REGD 0.00000000
N/A
523687.50000000
NS
USD
521069.06000000
0.188710864776
Long
LON
CORP
US
N
2
2026-12-15
Fixed
0.00000000
N
N
N
N
N
N
T/L MRO HOLDINGS INC 0% 6/4/26
N/A
T/L MRO HOLDINGS INC REGD 0.00000000
P6981XAD2
1223712.28000000
NS
USD
1036076.80000000
0.375226556155
Long
LON
CORP
PA
N
2
2026-06-04
Fixed
0.00000000
N
N
N
N
N
N
T/L ATKORE INTERNA 0% 12/22/23
N/A
T/L ATKORE INTERNATIONAL INC REGD 0.00000000
04765BAG7
930510.73000000
NS
USD
929445.30000000
0.336608791021
Long
LON
CORP
US
N
2
2023-12-22
Fixed
0.00000000
N
N
N
N
N
N
T/L PROAMPAC PG BO 0% 11/20/25
N/A
T/L PROAMPAC PG BORROWER LLC REGD 0.00000000
N/A
1310814.22000000
NS
USD
1297706.08000000
0.469978464241
Long
LON
CORP
US
N
2
2025-11-20
Fixed
0.00000000
N
N
N
N
N
N
MEG ENERGY COR 7.125% 02/01/27
5493002WXPTG5ZC1T326
MEG ENERGY CORP REGD 144A P/P 7.12500000
552704AE8
1500000.00000000
NS
USD
1470000.00000000
0.532376593654
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
T/L SURGERY CENTER 0% 08/16/24
N/A
T/L SURGERY CENTER HOLDINGS INC REGD 0.00000000
86880NAW3
537300.00000000
NS
USD
550665.34000000
0.199429481600
Long
LON
CORP
US
N
2
2024-08-16
Fixed
0.00000000
N
N
N
N
N
N
TARGUS INC
N/A
TARGUS INC 0.00000000
N/A
91346.00000000
NS
USD
120576.72000000
0.043668179229
Long
EC
CORP
US
N
3
N
N
N
AMC ENTERTAINMENT HOLDINGS INC 0% 04/22/2026
N/A
AMC ENTERTAINMENT HOLDINGS INC REGD 0.00000000
00164DAQ6
1989899.00000000
NS
USD
1518169.56000000
0.549821727171
Long
LON
CORP
US
N
2
2026-04-22
Fixed
0.00000000
N
N
N
N
N
N
T/L SOUND INPATIEN 0% 06/26/26
N/A
T/L SOUND INPATIENT PHYSICIANS HOLDINGS LLC REGD 0.00000000
N/A
807654.99000000
NS
USD
799578.44000000
0.289576085881
Long
LON
CORP
US
N
2
2026-06-26
Fixed
0.00000000
N
N
N
N
N
N
KOPPERS INC 6% 02/15/25
N/A
KOPPERS INC REGD 144A P/P 6.00000000
500605AH3
1000000.00000000
NS
USD
1031250.00000000
0.373478477690
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
T/L ALLIANT INSUR 0% 05/09/25
N/A
T/L ALLIANT INSURANCE SERVICES INC REGD 0.00000000
01881UAF2
992462.32000000
NS
USD
970364.15000000
0.351428000531
Long
LON
CORP
US
N
2
2025-05-09
Fixed
0.00000000
N
N
N
N
N
N
T/L PENN NATIONAL0% 10/15/25
N/A
T/L PENN NATIONAL GAMING INC REGD 0.00000000
70757DAV1
1290305.63000000
NS
USD
1269631.06000000
0.459810788381
Long
LON
CORP
US
N
2
2025-10-15
Fixed
0.00000000
N
N
N
N
N
N
T/L PITNEY BOWES 0% 01/17/25
N/A
T/L PITNEY BOWES INC REGD 0.00000000
72448FAR6
3120000.00000000
NS
USD
3092700.00000000
1.120055164077
Long
LON
CORP
US
N
2
2025-01-17
Fixed
0.00000000
N
N
N
N
N
N
T/L AMENTUM GOVERN 0% 01/29/27
N/A
T/L AMENTUM GOVERNMENT SERVICES HOLDINGS LLC REGD 0.00000000
N/A
1800000.00000000
NS
USD
1789875.00000000
0.648222826916
Long
LON
CORP
US
N
2
2027-01-29
Fixed
0.00000000
N
N
N
N
N
N
RESILIENCE RE LTD ZCP 04/06/21
N/A
RESILIENCE RE LTD REGD ZCP 144A P/P 0.00000000
G7527LAE5
300000.00000000
NS
USD
30.00000000
0.000010864828
Long
DBT
CORP
BM
Y
3
2021-04-06
Fixed
0.00000000
N
N
N
N
N
N
REGIONALCARE/LI 9.75% 12/01/26
N/A
REGIONALCARE/LIFEPOINT REGD 144A P/P 9.75000000
53219LAR0
1000000.00000000
NS
USD
1099080.00000000
0.398043854798
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
ARTEX SAC FORM 0.0% 02/28/2021
N/A
ARTEX SAC LTD FORMBY RE 2018-1 REGD ZCP /BNR3X5JE6/ 0.00000000
N/A
250000.00000000
NS
USD
44229.03000000
0.016018027436
Long
DBT
CORP
BM
N
3
2021-02-28
Fixed
0.00000000
N
N
N
N
N
N
INVESCO SENIOR LOAN ETF
N/A
INVESCO SENIOR LOAN ETF ETF 0.00000000
46138G508
450000.00000000
NS
USD
9904500.00000000
3.587023110099
Long
EC
PF
US
N
1
N
N
N
T/L TRADER CORPORAT0% 9/28/23
N/A
T/L TRADER CORPORATION REGD 0.00000000
N/A
454779.19000000
NS
USD
451368.35000000
0.163467989562
Long
LON
CORP
CA
N
2
2023-09-28
Fixed
0.00000000
N
N
N
N
N
N
ISTAR INC 4.75% 10/01/24
QFFLKWYYS3UPWD86E794
ISTAR INC REGD 4.75000000
45031UCF6
1000000.00000000
NS
USD
1000000.00000000
0.362160948063
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
SINCLAIR TELEVIS 5.5% 03/01/30
N/A
SINCLAIR TELEVISION GROU REGD 144A P/P 5.50000000
829259AY6
1000000.00000000
NS
USD
1001250.00000000
0.362613649249
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
T/L U S RENAL 0% 06/26/26
N/A
T/L U S RENAL CARE INC REGD 0.00000000
90290PAN4
3967456.07000000
NS
USD
3941005.04000000
1.427278121611
Long
LON
CORP
US
N
2
2026-06-26
Fixed
0.00000000
N
N
N
N
N
N
DIEBOLD NIXDOR 9.375% 07/15/25
549300XZK6EWDBAZSY16
DIEBOLD NIXDORF INC REGD 144A P/P 9.37500000
253657AA8
100000.00000000
NS
USD
109750.00000000
0.039747164050
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
9.37500000
N
N
N
N
N
N
T/L SEDGWICK CLAIM 0% 09/03/2026
N/A
T/L SEDGWICK CLAIMS MANAGEMENT SERVICES INC REGD 0.00000000
N/A
1728125.00000000
NS
USD
1711804.59000000
0.619948773214
Long
LON
CORP
US
N
2
2026-09-03
Fixed
0.00000000
N
N
N
N
N
N
T/L ALKERMES INC 0% 03/27/2023
N/A
T/L ALKERMES INC REGD 0.00000000
N/A
0.06000000
NS
USD
0.06000000
0.000000021729
Long
LON
CORP
US
N
2
2023-03-27
Fixed
0.00000000
N
N
N
N
N
N
T/L ATHENAHEALTH I 0% 02/11/26
N/A
T/L ATHENAHEALTH INC REGD 0.00000000
04685YAK5
2969924.24000000
NS
USD
2958787.02000000
1.071557112282
Long
LON
CORP
US
N
2
2026-02-11
Fixed
0.00000000
N
N
N
N
N
N
T/L UNITED SEATING 0% 11/13/25
N/A
T/L UNITED SEATING AND MOBILITY L L C REGD 0.00000000
62923HAC0
1265426.66000000
NS
USD
1230627.43000000
0.445685196762
Long
LON
CORP
US
N
2
2025-11-13
Fixed
0.00000000
N
N
N
N
N
N
T/L ADIENT US LLC 0% 05/06/24
N/A
T/L ADIENT US LLC REGD 0.00000000
N/A
2476212.22000000
NS
USD
2408116.38000000
0.872125711229
Long
LON
CORP
US
N
2
2024-05-06
Fixed
0.00000000
N
N
N
N
N
N
T/L CHLOE OX PAREN 0% 12/23/24
N/A
T/L CHLOE OX PARENT LLC REGD 0.00000000
17026CAC1
2211116.41000000
NS
USD
2150310.71000000
0.778758565365
Long
LON
CORP
US
N
2
2024-12-23
Fixed
0.00000000
N
N
N
N
N
N
T/L STARS GROUP HO 0% 7/10/2025
N/A
T/L STARS GROUP HOLDINGS B V REGD 0.00000000
N8233BAC6
215168.96000000
NS
USD
215852.55000000
0.078173364150
Long
LON
CORP
NL
N
2
2025-07-10
Fixed
0.00000000
N
N
N
N
N
N
CITIGROUP INC V/R /PERP/
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC REGD V/R /PERP/ SER V 4.70000000
172967MK4
1000000.00000000
NS
USD
1021550.00000000
0.369965516494
Long
DBT
CORP
US
N
2
2169-07-30
Variable
4.70000000
N
N
N
N
N
N
CAESARS ENTERT 8.125% 07/01/27
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC REGD 144A P/P 8.12500000
28470RAK8
1000000.00000000
NS
USD
1099945.00000000
0.398357124018
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
T/L ENSEMBLE 0% 08/03/2026
N/A
T/L ENSEMBLE RCM LLC REGD 0.00000000
29359BAB7
1485000.00000000
NS
USD
1480359.38000000
0.536128356536
Long
LON
CORP
US
N
2
2026-08-03
Fixed
0.00000000
N
N
N
N
N
N
GLENEAGLES ARTEX SAC LIMITED 2016 ZCP 11/30/2020
N/A
GLENEAGLES ARTEX SAC LIMITED 2016 ZCP 11/30/2020 BNR28PZR5 0.00000000
N/A
250000.00000000
NS
USD
7800.00000000
0.002824855394
Long
DBT
CORP
BM
N
3
2021-11-30
Fixed
0.00000000
N
N
N
N
N
N
T/L ENVISION HEALT 0% 10/10/25
N/A
T/L ENVISION HEALTHCARE CORPORATION REGD 0.00000000
N/A
2200948.86000000
NS
USD
1810967.13000000
0.655861572713
Long
LON
CORP
US
N
2
2025-10-10
Fixed
0.00000000
N
N
N
N
N
N
T/L QUORUM HEALTH 0% 04/29/25
N/A
T/L QUORUM HEALTH CORPORATION REGD 0.00000000
74909HAE9
1809735.73000000
NS
USD
1757705.83000000
0.636572409810
Long
LON
CORP
US
N
2
2025-04-29
Fixed
0.00000000
N
N
N
N
N
N
T/L SEDGWICK CLAIMS 0% 9/3/26
N/A
T/L SEDGWICK CLAIMS MANAGEMENT SERVICES INC REGD 0.00000000
N/A
249375.00000000
NS
USD
250621.88000000
0.090765457666
Long
LON
CORP
US
N
2
2026-09-03
Fixed
0.00000000
N
N
N
N
N
N
T/L APPLIED SYSTEMS 0% 9/19/25
N/A
T/L APPLIED SYSTEMS INC. ZCP REGD 0.00000000
03827FAZ4
2750000.00000000
NS
USD
2766040.75000000
1.001751940403
Long
LON
CORP
US
N
2
2025-09-19
Fixed
0.00000000
N
N
N
N
N
N
T/L HD SUPPLY 0% 08/01/2024
N/A
T/L HD SUPPLY WATERWORKS LTD REGD 0.00000000
40416VAB1
423980.97000000
NS
USD
419741.16000000
0.152013856447
Long
LON
CORP
US
N
2
2024-08-01
Fixed
0.00000000
N
N
N
N
N
N
T/L AMERICAN AIRLI 0% 12/14/23
N/A
T/L AMERICAN AIRLINES INC REGD 0.00000000
N/A
1217289.36000000
NS
USD
1081431.35000000
0.391652202982
Long
LON
CORP
US
N
2
2023-12-14
Fixed
0.00000000
N
N
N
N
N
N
VAREX IMAGING 7.875% 10/15/27
549300CWYWPVCT8E9W67
VAREX IMAGING CORPORATIO REGD 144A P/P 7.87500000
92214XAC0
380000.00000000
NS
USD
389644.40000000
0.141113985311
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
T/L PRIME SECURITY 0% 09/23/26
N/A
T/L PRIME SECURITY SERVICES BORROWER LLC REGD 0.00000000
N/A
4236389.15000000
NS
USD
4220019.74000000
1.528326349887
Long
LON
CORP
US
N
2
2026-09-23
Fixed
0.00000000
N
N
N
N
N
N
T/L TOSCA SERVICES 0% 7/28/27
N/A
T/L TOSCA SERVICES LLC REGD 0.00000000
N/A
735000.00000000
NS
USD
738675.00000000
0.267519238311
Long
LON
CORP
US
N
2
2027-07-28
Fixed
0.00000000
N
N
N
N
N
N
ENTERPRISE DEVELO 12% 07/15/24
N/A
ENTERPRISE DEVELOP AUTH REGD 144A P/P 12.00000000
29390WAA4
1500000.00000000
NS
USD
1680000.00000000
0.608430392747
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
12.00000000
N
N
N
N
N
N
T/L ALLEGIANT TRA 0% 2/05/24
N/A
T/L ALLEGIANT TRAVEL COMPANY REGD 0.00000000
N/A
2456250.00000000
NS
USD
2389727.38000000
0.865465933555
Long
LON
CORP
US
N
2
2024-02-05
Fixed
0.00000000
N
N
N
N
N
N
ALTURAS RE LTD V/R 12/20/19
N/A
ALTURAS RE LTD VARIABLE 2020-2R CLASS A 0.00000000
G0229TAE4
246000.00000000
NS
USD
273576.60000000
0.099078760824
Long
ABS-CBDO
CORP
BM
N
3
2023-03-10
Variable
0.00000000
N
N
N
N
N
N
AVATION CAPITAL 6.5% 05/15/21
N/A
AVATION CAPITAL SA REGD 144A P/P MTN 6.50000000
05351CAA5
1700000.00000000
NS
USD
1105000.00000000
0.400187847610
Long
DBT
CORP
LU
Y
2
2021-05-15
Fixed
6.50000000
N
N
N
N
N
N
T/L PDC BRANDS 0% 6/30/2025
N/A
T/L PDC BRANDS REGD 0.00000000
N/A
1000000.00000000
NS
USD
957500.00000000
0.346769107771
Long
LON
CORP
US
N
2
2025-06-30
Fixed
0.00000000
N
N
N
N
N
N
T/L BWAY HOLDING 0% 04/03/24
N/A
T/L BWAY HOLDING COMPANY REGD 0.00000000
05604XAP1
1508411.46000000
NS
USD
1440398.70000000
0.521656158782
Long
LON
CORP
US
N
2
2024-04-03
Fixed
0.00000000
N
N
N
N
N
N
T/L SPIRIT AEROSY 0% 01/30/25
N/A
T/L SPIRIT AEROSYSTEMS INC FKA MID-WESTERN AIRCRAFT SYSTEMS INC AND ONEX WIND FINANCE LP REGD 0.00000000
N/A
700000.00000000
NS
USD
708312.50000000
0.256523126525
Long
LON
CORP
US
N
2
2025-01-30
Fixed
0.00000000
N
N
N
N
N
N
T/L EVERI PAYMENTS 0% 5/9/24
N/A
T/L EVERI PAYMENTS INC REGD 0.00000000
N/A
1905287.78000000
NS
USD
1866189.37000000
0.675860911506
Long
LON
CORP
US
N
2
2024-05-09
Fixed
0.00000000
N
N
N
N
N
N
GARDA WORLD SE 4.625% 02/15/27
N/A
GARDA WORLD SECURITY REGD 144A P/P 4.62500000
36485MAK5
495000.00000000
NS
USD
496237.50000000
0.179717843464
Long
DBT
CORP
CA
Y
2
2027-02-15
Fixed
4.62500000
N
N
N
N
N
N
T/L FRONERI INTE 0% 01/31/28/
N/A
T/L FRONERI INTERNATIONAL PLC REGD 0.00000000
G3679YAG7
0.00000000
NS
USD
0.00000000
0.000000
Long
LON
CORP
GB
N
N/A
2028-01-31
Fixed
0.00000000
N
N
N
N
N
N
T/L HIGHLINE AFTER 0% 10/30/27
N/A
T/L HIGHLINE AFTERMARKET ACQUISITION LLC REGD 0.00000000
N/A
950000.00000000
NS
USD
945250.00000000
0.342332636157
Long
LON
CORP
US
N
2
2027-10-30
Fixed
0.00000000
N
N
N
N
N
N
BEAZER HOMES US 6.75% 03/15/25
549300DUPYT2T0F60I45
BEAZER HOMES USA REGD SER WI 6.75000000
07556QBM6
1000000.00000000
NS
USD
1038750.00000000
0.376194684801
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.75000000
N
N
N
N
N
N
GLM 2017-2A E V/R 11/28/30
N/A
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD SER 2017-2A CL E V/R REGD 144A P/P 4.91838000
38136PAA9
1000000.00000000
NS
USD
879237.00000000
0.318425305492
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-28
Variable
4.91838000
N
N
N
N
N
N
PANGAEA RE 2020-1 0% 02/01/24
N/A
PANGAEA RE 2020-1 REGD ZCP /XILS00178572/ 0.00000000
N/A
324259.00000000
NS
USD
355430.77000000
0.128723144634
Long
DBT
CORP
BM
N
3
2024-02-01
Fixed
0.00000000
N
N
N
N
N
N
T/L MILANO ACQUIS 0% 08/17/27
N/A
T/L MILANO ACQUISITION CORP REGD 0.00000000
N/A
629117.86000000
NS
USD
624923.53000000
0.226322898092
Long
LON
CORP
US
N
2
2027-08-17
Fixed
0.00000000
N
N
N
N
N
N
T/L ALLIANCE HEALT 0% 04/24/24
N/A
T/L ALLIANCE HEALTHCARE SERVICES INC REGD 0.00000000
N/A
1512916.67000000
NS
USD
707288.54000000
0.256152288201
Long
LON
CORP
US
N
2
2024-04-24
Fixed
0.00000000
N
N
N
N
N
N
T/L ALTICE FRANCE 0% 08/14/26
N/A
T/L ALTICE FRANCE S A REGD 0.00000000
F6628DAM6
1977195.90000000
NS
USD
1962366.93000000
0.710692667818
Long
LON
CORP
FR
N
2
2026-08-14
Fixed
0.00000000
N
N
N
N
N
N
T/L CONVERGINT TEC 0% 02/03/25
N/A
T/L CONVERGINT TECHNOLOGIES LLC REGD 0.00000000
38268PAB7
999791.69000000
NS
USD
979483.92000000
0.354730825080
Long
LON
CORP
US
N
2
2025-02-03
Fixed
0.00000000
N
N
N
N
N
N
T/L PISCES MIDCO 0% 4/12/2025
N/A
T/L PISCES MIDCO INC REGD 0.00000000
72431HAB6
1488578.67000000
NS
USD
1481135.78000000
0.536409538296
Long
LON
CORP
US
N
2
2025-04-12
Fixed
0.00000000
N
N
N
N
N
N
UNITI GRP/UNIT 7.875% 02/15/25
N/A
UNITI GRP/UNITI HLD/CSL REGD 144A P/P 7.87500000
91327AAA0
1065000.00000000
NS
USD
1131913.95000000
0.409935029258
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
T/L MAG DS CORP 0% 04/01/2027
N/A
T/L MAG DS CORP REGD 0.00000000
55282CAE6
775000.00000000
NS
USD
742062.50000000
0.268746058522
Long
LON
CORP
US
N
2
2027-04-01
Fixed
0.00000000
N
N
N
N
N
N
EDEN RE II LTD ZCP 03/22/22
549300LKX8PCP3SC3F42
EDEN RE II LTD REGD ZCP 144A P/P SER A 0.00000000
27954GAA1
20000.00000000
NS
USD
13770.05000000
0.004986974362
Long
ABS-CBDO
CORP
BM
Y
3
2022-03-22
Fixed
0.00000000
N
N
N
N
N
N
HARAMBEE 2018 0.00% 12/31/21
N/A
HARAMBEE 2018 ZCP REGD /BNR3M5Y01/ 0.00000000
N/A
250000.00000000
NS
USD
2070.03000000
0.000749684027
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L SIWF HOLDINGS 0% 06/15/25
N/A
T/L SIWF HOLDINGS INC REGD 0.00000000
N/A
1136822.26000000
NS
USD
1119059.41000000
0.405279616865
Long
LON
CORP
US
N
2
2025-06-15
Fixed
0.00000000
N
N
N
N
N
N
MSC 2019-BPR D V/R 05/15/21
N/A
MORGAN STANLEY CAPITAL I TRUST 2019-BPR SER 2019-BPR CL D V/R REGD 144A P/P 4.14088000
61769GAL1
625000.00000000
NS
USD
474023.88000000
0.171672937785
Long
ABS-CBDO
CORP
US
Y
2
2036-05-15
Variable
4.14088000
N
N
N
N
N
N
PANGAEA RE 2018-1 0% 12/31/21
N/A
PANGAEA RE 2018-1 ZCP /BNR3MYH98/ 0.00000000
N/A
400000.00000000
NS
USD
8421.80000000
0.003050047072
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LTD V/R 12/31/21
N/A
ARTEX SAC LIMITED WOBURN SEGREGATED ACCOUNT /BNR3SDP81/ 1.49000000
N/A
253645.00000000
NS
USD
23369.72000000
0.008463599951
Long
DBT
CORP
BM
N
3
2021-12-31
Variable
1.49000000
N
N
N
N
N
N
T/L VERSCEND HOLDI 0% 08/27/25
N/A
T/L VERSCEND HOLDING CORP REGD 0.00000000
92531HAB3
1920294.73000000
NS
USD
1919493.97000000
0.695165755978
Long
LON
CORP
US
N
2
2025-08-27
Fixed
0.00000000
N
N
N
N
N
N
ALLIED UNIVERSA 9.75% 07/15/27
N/A
ALLIED UNIVERSAL REGD 144A P/P 9.75000000
019576AB3
1380000.00000000
NS
USD
1530447.60000000
0.554268353778
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
T/L NAVISTAR INC 0% 11/6/24
N/A
T/L NAVISTAR INC REGD 0.00000000
63937YAE1
2361598.73000000
NS
USD
2355694.73000000
0.853140636766
Long
LON
CORP
US
N
2
2024-11-06
Fixed
0.00000000
N
N
N
N
N
N
T/L APX GROUP INC 0% 12/31/25
N/A
T/L APX GROUP INC REGD 0.00000000
N/A
1492500.00000000
NS
USD
1482861.44000000
0.537034504957
Long
LON
CORP
US
N
2
2025-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L TRUGREEN LIMIT 0% 10/30/27
N/A
T/L TRUGREEN LIMITED PARTNERSHIP REGD 0.00000000
89787RAH5
650000.00000000
NS
USD
649187.50000000
0.235110360471
Long
LON
CORP
US
N
2
2027-10-30
Fixed
0.00000000
N
N
N
N
N
N
ARTEX SAC LTD BER 0% 12/31/21
N/A
ARTEX SAC LIMITED BERWICK RE 2018-1 /BNR3N2962/ 0.00000000
N/A
1270809.00000000
NS
USD
154657.46000000
0.056010892338
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
WFCM 2015-C28 E 3% 05/15/48
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 SER 2015-C28 CL E REGD 144A P/P 3.00000000
94989JAL0
1000000.00000000
NS
USD
574740.90000000
0.208148709235
Long
ABS-CBDO
CORP
US
Y
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
DIAMOND SPORTS 6.625% 08/15/27
N/A
DIAMOND SPORTS GR/DIAMON REGD 144A P/P 6.62500000
25277LAC0
1111000.00000000
NS
USD
637102.95000000
0.230733808386
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
CLEVELAND-CLIF 9.875% 10/17/25
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC REGD 144A P/P 9.87500000
185899AJ0
1645000.00000000
NS
USD
1918481.25000000
0.694798988342
Long
DBT
CORP
US
Y
2
2025-10-17
Fixed
9.87500000
N
N
N
N
N
N
T/L 24 HOUR FITNES 0% 05/30/25
N/A
T/L 24 HOUR FITNESS WORLDWIDE INC REGD 0.00000000
N/A
1082266.39000000
NS
USD
27901.91000000
0.010104982178
Long
LON
CORP
US
N
2
2025-05-30
Fixed
0.00000000
Y
N
N
N
N
N
T/L IRB HOLDING 0% 02/05/2025
N/A
T/L IRB HOLDING CORP REGD 0.00000000
N/A
2513591.91000000
NS
USD
2474666.43000000
0.896227540430
Long
LON
CORP
US
N
2
2025-02-05
Fixed
0.00000000
N
N
N
N
N
N
T/L SOTERA HEALTH 0% 12/11/26
N/A
T/L SOTERA HEALTH HOLDINGS LLC REGD 0.00000000
N/A
1872668.87000000
NS
USD
1875477.87000000
0.679224843472
Long
LON
CORP
US
N
2
2026-12-11
Fixed
0.00000000
N
N
N
N
N
N
T/L DOLE FOOD COMP 0% 4/6/24
N/A
T/L DOLE FOOD COMPANY INC REGD 0.00000000
N/A
0.02000000
NS
USD
0.02000000
0.000000007243
Long
LON
CORP
US
N
2
2024-04-06
Fixed
0.00000000
N
N
N
N
N
N
2020-12-30
Pioneer Floating Rate Trust
Mark E. Bradley
Mark E. Bradley
Treasurer and Chief Accounting and Financial Officer