0001752724-21-214966.txt : 20211001
0001752724-21-214966.hdr.sgml : 20211001
20211001140123
ACCESSION NUMBER: 0001752724-21-214966
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210531
FILED AS OF DATE: 20211001
PERIOD START: 20211130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Pioneer Floating Rate Fund, Inc.
CENTRAL INDEX KEY: 0001305767
IRS NUMBER: 582683903
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21654
FILM NUMBER: 211298267
BUSINESS ADDRESS:
STREET 1: 60 STATE STREET
STREET 2: 5TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 617-742-7825
MAIL ADDRESS:
STREET 1: 60 STATE STREET
STREET 2: 5TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02109
FORMER COMPANY:
FORMER CONFORMED NAME: Pioneer Floating Rate Trust
DATE OF NAME CHANGE: 20041013
NPORT-P/A
1
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02109
617-422-4947
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2027-02-26
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2023-06-15
Fixed
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2023-05-10
Floating
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2027-10-15
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2022-08-19
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2025-06-15
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2028-03-06
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2024-08-14
Floating
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2026-07-24
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2025-06-26
Floating
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2027-12-10
Floating
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2025-11-03
Floating
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2024-05-09
Floating
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N/A
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USD
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2028-02-05
Floating
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2023-03-27
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2028-05-12
Floating
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Long
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2027-10-20
Floating
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Fixed
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2023-08-16
Floating
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2026-07-01
Floating
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Floating
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2027-01-25
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2027-06-24
Floating
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2025-06-19
Floating
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2027-05-24
Floating
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Long
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2026-02-01
Fixed
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Long
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3
2022-12-31
Fixed
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Long
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2
2026-06-04
Floating
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17026CAC1
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Long
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2024-12-23
Floating
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56356XAE9
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Long
LON
CORP
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N
2
2025-10-23
Fixed
0.00000000
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N
N
N
N
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T/L LTR INTERMED 0% 23/04/28
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N/A
700000.00000000
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Long
LON
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N
2
2028-04-23
Floating
5.50000000
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N
N
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18913EAB3
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0.01000000
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Long
LON
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N
2
2024-09-26
Fixed
0.00000000
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N/A
521062.50000000
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USD
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Long
LON
CORP
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N
2
2026-12-15
Floating
5.00000000
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N
N
N
N
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51509HAC5
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USD
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Long
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N
2
2023-10-04
Floating
13.00000000
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N
N
N
N
N
T/L PETCO ANIM 0% 02/25/28
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500000.00000000
NS
USD
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Long
LON
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N
2
2028-02-25
Floating
4.00000000
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00687MAC5
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Long
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2
2028-03-31
Floating
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N
N
N
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Long
LON
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N
2
2027-08-31
Floating
4.84513000
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 4.10100000
61769GAL1
625000.00000000
NS
USD
437731.19000000
0.301542644507
Long
ABS-CBDO
CORP
US
Y
2
2036-05-15
Variable
4.10100000
N
N
N
N
N
N
SUMMIT MIDSTREAM PARTNERS LP
N/A
SUMMIT MIDSTREAM PARTNERS LP 0.00000000
866142409
23920.00000000
NS
USD
603740.80000000
0.415902731146
Long
EC
CORP
US
N
1
N
N
N
T/L EFS COGEN HOLD 0% 09/24/27
N/A
T/L EFS COGEN HOLDINGS I LLC REGD 0.00000000
26844HAJ6
1480623.17000000
NS
USD
1480044.25000000
1.019567413354
Long
LON
CORP
US
N
2
2027-09-24
Floating
4.50000000
N
N
N
N
N
N
T/L CONVERGINT TECH 0% 3/18/28
N/A
T/L CONVERGINT TECHNOLOGIES LLC REGD 0.00000000
N/A
372077.92000000
NS
USD
372426.93000000
0.256556087214
Long
LON
CORP
US
N
2
2028-03-18
Floating
4.50000000
N
N
N
N
N
N
T/L CORNERSTONE ONDEMAND INC 0% 04/22/27
N/A
T/L CORNERSTONE ONDEMAND INC REGD 0.00000000
N/A
1307988.80000000
NS
USD
1310169.22000000
0.902544530470
Long
LON
CORP
US
N
2
2027-04-22
Floating
3.34250000
N
N
N
N
N
N
T/L FC COMPASSUS 0% 12/31/2026
N/A
T/L FC COMPASSUS LLC REGD 0.00000000
N/A
1481287.50000000
NS
USD
1488925.02000000
1.025685165372
Long
LON
CORP
US
N
2
2026-12-31
Floating
5.00000000
N
N
N
N
N
N
T/L CONFIE SEGUROS HOLDING II CO. 0% 4/19/22
N/A
T/L CONFIE SEGUROS HOLDING II CO. REGD 0.00000000
N/A
1586294.99000000
NS
USD
1587121.45000000
1.093330359180
Long
LON
CORP
US
N
2
2022-04-19
Floating
5.75000000
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
1280667.25000000
NS
USD
1275664.96000000
0.878775363354
Long
LON
CORP
US
N
2
2024-02-05
Floating
3.15588000
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
0.01000000
NS
USD
0.01000000
0.000000006888
Long
LON
CORP
KY
N
2
2022-10-31
Floating
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
110875.00000000
0.076379160255
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
9.37500000
N
N
N
N
N
N
T/L NAVISTAR INC 0% 11/6/24
N/A
T/L NAVISTAR INC REGD 0.00000000
63937YAE1
1214610.16000000
NS
USD
1216381.06000000
0.837936089409
Long
LON
CORP
US
N
2
2024-11-06
Floating
3.60000000
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
0.01000000
NS
USD
0.01000000
0.000000006888
Long
LON
CORP
US
N
2
2024-04-29
Floating
0.00000000
N
N
N
N
N
N
ST. ANDREWS 2017-4 0% 06/01/21
N/A
ST. ANDREWS 2017-4 ARTEX SAC LIMITED ZCP /931QWXII2/ /BNR36B755/ 0.00000000
N/A
347597.00000000
NS
USD
34203.54000000
0.023562008234
Long
DBT
CORP
BM
N
3
2022-06-01
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
986982.60000000
NS
USD
980659.99000000
0.675553429827
Long
LON
CORP
CA
N
2
2025-12-22
Floating
3.84250000
N
N
N
N
N
N
TMS INTERNATION 6.25% 04/15/29
N/A
TMS INTERNATIONAL CORP REGD 144A P/P 6.25000000
87261QAC7
265000.00000000
NS
USD
275600.00000000
0.189854309504
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.25000000
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
997474.75000000
NS
USD
999968.44000000
0.688854563508
Long
LON
CORP
US
N
2
2026-08-06
Floating
3.84250000
N
N
N
N
N
N
CLEAR CHANNEL OU 7.5% 06/01/29
N/A
CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.50000000
18453HAD8
255000.00000000
NS
USD
254446.65000000
0.175282267930
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
T/L ADS TACTICAL 0% 03/04/26
N/A
T/L ADS TACTICAL INC REGD 0.00000000
N/A
950000.00000000
NS
USD
954750.00000000
0.657704651668
Long
LON
CORP
US
N
2
2026-03-04
Floating
6.75000000
N
N
N
N
N
N
T/L PETVET CARE 0% 02/14/2025
N/A
T/L PETVET CARE CENTERS LLC REGD 0.00000000
N/A
249367.09000000
NS
USD
249873.55000000
0.172131967702
Long
LON
CORP
US
N
2
2025-02-14
Floating
4.25000000
N
N
N
N
N
N
T/L RENT-A-CENTER 0% 02/17/28
N/A
T/L RENT-A-CENTER INC REGD 0.00000000
N/A
500000.00000000
NS
USD
504062.50000000
0.347236712209
Long
LON
CORP
US
N
2
2028-02-17
Floating
4.75000000
N
N
N
N
N
N
T/L CORNERSTONE 0% 03/26/2028
N/A
T/L CORNERSTONE BUILDING BRANDS INC. REGD 0.00000000
N/A
1480964.46000000
NS
USD
1483000.79000000
1.021604103703
Long
LON
CORP
US
N
2
2028-03-26
Floating
3.75000000
N
N
N
N
N
N
T/L MILANO ACQUIS 0% 10/01/27
N/A
T/L MILANO ACQUISITION CORP REGD 0.00000000
59909TAC8
877545.07000000
NS
USD
880287.40000000
0.606409130961
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.75000000
N
N
N
N
N
N
T/L PREGIS CORP 0% 07/24/26
N/A
T/L PREGIS CORPORATION REGD 0.00000000
74045BAC1
793332.60000000
NS
USD
792539.27000000
0.545961523444
Long
LON
CORP
US
N
2
2026-07-24
Floating
3.84250000
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 7.15413000
67590UAQ1
1000000.00000000
NS
USD
1000153.00000000
0.688981702519
Long
ABS-CBDO
CORP
KY
Y
2
2031-02-14
Variable
7.15413000
N
N
N
N
N
N
T/L ATLAS CC 0% 04/28/2028
N/A
T/L ATLAS CC ACQUISITION CORP. REDG 0.00000000
N/A
114084.51000000
NS
USD
114155.81000000
0.078639232523
Long
LON
CORP
US
N
2
2028-04-28
Floating
0.00000000
N
N
N
N
N
N
T/L GARDA WORLD 0% 10/30/2026
N/A
T/L GARDA WORLD SECURITY CORPORATION REGD 0.00000000
C4000KAD6
1964719.34000000
NS
USD
1971933.79000000
1.358418461864
Long
LON
CORP
CA
N
2
2026-10-30
Floating
4.35000000
N
N
N
N
N
N
ARTEX SAC LTD ST A 0% 2/1/22
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
0.018682325376
Long
DBT
CORP
BM
N
3
2022-02-01
Fixed
0.00000000
N
N
N
N
N
N
T/L AUTOKINITON 0% 03/26/28
N/A
T/L AUTOKINITON US HOLDINGS INC REGD 0.00000000
N/A
600000.00000000
NS
USD
604624.80000000
0.416511697799
Long
LON
CORP
US
N
2
2028-03-26
Floating
5.00000000
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
9380.73000000
0.006462162615
Long
DBT
CORP
BM
N
3
2022-06-30
Variable
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
0.02000000
NS
USD
0.02000000
0.000000013777
Long
LON
CORP
US
N
2
2024-12-16
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
648375.00000000
NS
USD
651312.79000000
0.448673947812
Long
LON
CORP
US
N
2
2027-10-30
Floating
4.75000000
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
2255547.82000000
NS
USD
2182646.26000000
1.503573289498
Long
LON
CORP
US
N
2
2023-09-29
Floating
5.75000000
N
N
N
N
N
N
T/L ASURION LLC 0% 07/29/2027
N/A
T/L ASURION LLC REGD 0.00000000
N/A
500000.00000000
NS
USD
498177.00000000
0.343182330719
Long
LON
CORP
US
N
2
2027-07-29
Floating
3.34250000
N
N
N
N
N
N
T/L SUNSHINE LU 0% 10/01/2026
N/A
T/L SUNSHINE LUXEMBOURG VII SARL REGD 0.00000000
L8908YAE8
784090.73000000
NS
USD
787194.16000000
0.542279403821
Long
LON
CORP
LU
N
2
2026-10-01
Floating
4.50000000
N
N
N
N
N
N
T/L CANADA GO 0% 10/07/27
N/A
T/L CANADA GOOSE INC REGD 0.00000000
C1541PAF2
349125.00000000
NS
USD
351016.21000000
0.241806749544
Long
LON
CORP
CA
N
2
2027-10-07
Floating
4.25000000
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
1259482.72000000
NS
USD
1252136.16000000
0.862566930562
Long
LON
CORP
US
N
2
2025-11-13
Floating
3.59250000
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
1140881.25000000
0.785926059310
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
T/L WIRECO WORLDGROUP INC 0% 09/29/23
N/A
T/L WIRECO WORLDGROUP INC REGD 0.00000000
N/A
1470249.80000000
NS
USD
1470774.68000000
1.013181826228
Long
LON
CORP
US
N
2
2023-09-29
Floating
6.00000000
N
N
N
N
N
N
ARTEX SAC FORM 0.0% 02/28/2022
N/A
ARTEX SAC LTD FORMBY RE 2018-1 REGD ZCP /BNR3X5JE6/ 0.00000000
N/A
250000.00000000
NS
USD
34798.35000000
0.023971758748
Long
DBT
CORP
BM
N
3
2022-02-28
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
2204846.52000000
NS
USD
2189840.33000000
1.508529113853
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.25000000
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
331000.00000000
NS
USD
366086.00000000
0.252187970788
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
8.50000000
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
0.01000000
NS
USD
0.01000000
0.000000006888
Long
LON
CORP
US
N
2
2024-09-19
Fixed
0.00000000
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
20201.94000000
0.013916637769
Long
DBT
CORP
BM
Y
3
2023-03-22
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
1027500.00000000
0.707820402816
Long
DBT
CORP
US
N
2
2169-07-30
Variable
4.70000000
N
N
N
N
N
N
T/L SRS DISTRI 0% 05/19/2028
N/A
T/L SRS DISTRIBUTION INC REGD 0.00000000
N/A
700000.00000000
NS
USD
699708.10000000
0.482012330117
Long
LON
CORP
US
N
2
2028-05-19
Floating
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
0.04000000
NS
USD
0.04000000
0.000000027555
Long
LON
CORP
US
N
2
2024-11-29
Fixed
0.00000000
N
N
N
N
N
N
T/L ATHENAHEALTH 0% 2/11/26
N/A
T/L ATHENAHEALTH INC REGD 0.00000000
04685YAM1
1532052.41000000
NS
USD
1540861.71000000
1.061463120444
Long
LON
CORP
US
N
2
2026-02-11
Floating
4.40973380
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
0.007288269968
Long
DBT
CORP
BM
N
3
2023-07-01
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
1112261.14000000
NS
USD
1103455.37000000
0.760144257405
Long
LON
CORP
US
N
2
2025-03-20
Floating
4.75000000
N
N
N
N
N
N
T/L EXGEN RENEWAB ZCP 12/11/27
N/A
T/L EXGEN RENEWABLES IV LLC REGD ZCP TERM LOAN 0.00000000
30204KAD8
1243750.00000000
NS
USD
1247507.37000000
0.859378266812
Long
LON
CORP
US
N
2
2027-12-11
Floating
3.75000000
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
1335781.25000000
0.920188051046
Long
LON
CORP
US
N
2
2027-06-26
Floating
6.25000000
N
N
N
N
N
N
T/L THE EW SCRIPPS 0% 12/15/27
N/A
T/L THE EW SCRIPPS COMPANY ZCP REGD 0.00000000
N/A
467500.00000000
NS
USD
468603.77000000
0.322810033326
Long
LON
CORP
US
N
2
2027-12-15
Floating
3.75000000
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
2100.00000000
0.001446640239
Long
DBT
CORP
BM
N
3
2022-12-31
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
3935012.85000000
NS
USD
3803189.92000000
2.619927417190
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75000000
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
1047375.00000000
NS
USD
1050124.36000000
0.723405788323
Long
LON
CORP
US
N
2
2027-10-14
Floating
5.25000000
N
N
N
N
N
N
T/L TIGER ACQU 0% 05/19/2028
N/A
T/L TIGER ACQUISITION LLC REGD 0.00000000
N/A
750000.00000000
NS
USD
749062.50000000
0.516011406797
Long
LON
CORP
US
N
2
2028-05-19
Floating
0.00000000
N
N
N
N
N
N
T/L VIRGIN MEDIA 0% 01/31/29
N/A
T/L VIRGIN MEDIA BRISTOL LLC REGD 0.00000000
N/A
500000.00000000
NS
USD
500573.00000000
0.344832878344
Long
LON
CORP
US
N
2
2029-01-31
Floating
0.00000000
N
N
N
N
N
N
T/L JAZZ FINANC 0% 04/21/2028
N/A
T/L JAZZ FINANCING LUX S A R L REGD 0.00000000
N/A
500000.00000000
NS
USD
502768.00000000
0.346344961832
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.00000000
N
N
N
N
N
N
T/L MATTRESS FIRM 0% 11/23/27
N/A
T/L MATTRESS FIRM INC REGD 0.00000000
N/A
1462500.00000000
NS
USD
1488093.75000000
1.025112523166
Long
LON
CORP
US
N
2
2027-11-23
Floating
6.25000000
N
N
N
N
N
N
T/L PPD INC 0% 1/6/28
N/A
T/L PPD INC REGD 0.00000000
N/A
104166.67000000
NS
USD
104145.00000000
0.071743022726
Long
LON
CORP
US
N
2
2028-01-06
Floating
2.75000000
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
1608750.00000000
1.108229754775
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
T/L GRAHAM PACKAG 0% 8/4/2027
N/A
T/L GRAHAM PACKAGING COMPANY INC REGD 0.00000000
38469EAD5
710254.24000000
NS
USD
711021.31000000
0.489805732414
Long
LON
CORP
US
N
2
2027-08-04
Floating
3.75000000
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
0.000000006888
Long
LON
CORP
US
N
2
2026-10-19
Fixed
0.00000000
N
N
N
N
N
N
T/L ALION SCIEN 0% 07/23/2024
N/A
T/L ALION SCIENCE AND TECHNOLOGY CORPORATION REGD 0.00000000
01627GAR6
1141150.32000000
NS
USD
1140794.28000000
0.785866147737
Long
LON
CORP
US
N
2
2024-07-23
Floating
3.50000000
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
255159.70000000
NS
USD
261343.75000000
0.180033516689
Long
LON
CORP
US
N
2
2024-06-17
Floating
6.25000000
N
N
N
N
N
N
ATLAS LUXCO 4 4.625% 06/01/28
N/A
ATLAS LUXCO 4 / ALL UNI REGD 144A P/P 4.62500000
019579AA9
205000.00000000
NS
USD
205266.50000000
0.141403227946
Long
DBT
CORP
LU
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
T/L CELESTIAL-SAT 0% 04/14/28
N/A
T/L CELESTIAL-SATURN PARENT INC REGD 0.00000000
N/A
750000.00000000
NS
USD
748500.00000000
0.515623913876
Long
LON
CORP
US
N
2
2028-04-14
Floating
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
0.000000006888
Long
LON
CORP
US
N
2
2022-06-10
Fixed
0.00000000
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
1000230.00000000
0.689034745994
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.50000000
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
6881.41000000
0.004740440290
Long
DBT
CORP
BM
N
3
2024-02-01
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
4348.00000000
0.002995234171
Long
ABS-CBDO
CORP
BM
N
3
2022-03-22
Variable
0.00000000
N
N
N
N
N
N
T/L FOUNDATION 0% 1/31/28
N/A
T/L FOUNDATION BUILDING MATERIALS HOLDING COMPANY LLC 0.00000000
35039KAB2
400000.01000000
NS
USD
397812.41000000
0.274043542862
Long
LON
CORP
US
N
2
2028-01-31
Floating
3.75000000
N
N
N
N
N
N
T/L EDELMAN FINA 0% 03/15/2028
N/A
T/L EDELMAN FINANCIAL CENTER LLC THE REGD 0.00000000
N/A
500000.00000000
NS
USD
501146.00000000
0.345227604467
Long
LON
CORP
US
N
2
2028-03-15
Floating
4.50000000
N
N
N
N
N
N
T/L ULTRA CLEAN 0% 08/27/25
N/A
T/L ULTRA CLEAN HOLDINGS INC REGD 0.00000000
N/A
1437293.49000000
NS
USD
1442083.99000000
0.993417489729
Long
LON
CORP
US
N
2
2025-08-27
Floating
3.84250000
N
N
N
N
N
N
T/L CONVERGINT TECHNOLOGIES LLC 0% 3/18/28
N/A
T/L CONVERGINT TECHNOLOGIES LLC REGD 0.00000000
N/A
77922.08000000
NS
USD
77995.17000000
0.053729024474
Long
LON
CORP
US
N
2
2028-03-18
Floating
4.32000000
N
N
N
N
N
N
T/L PETSMART INC 0% 02/11/28
N/A
T/L PETSMART INC REGD 0.00000000
71677HAL9
1050000.00000000
NS
USD
1054987.50000000
0.726755890235
Long
LON
CORP
US
N
2
2028-02-11
Floating
4.50000000
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
248125.00000000
NS
USD
249132.88000000
0.171621737690
Long
LON
CORP
US
N
2
2026-09-03
Floating
5.25000000
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
49650.00000000
0.034202708515
Long
DBT
CORP
BM
N
3
2021-12-31
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
1552999.06000000
NS
USD
1515144.71000000
1.043747288523
Long
LON
CORP
US
N
2
2025-04-30
Floating
4.75000000
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 7.03548900
577092AF6
250000.00000000
NS
USD
253650.00000000
0.174733474622
Long
DBT
CORP
BM
Y
2
2021-12-07
Variable
7.03548900
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
875.00000000
0.000602766766
Long
DBT
CORP
BM
N
3
2021-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L PITNEY BOWE 0% 03/09/2028
N/A
T/L PITNEY BOWES INC REGD 0.00000000
N/A
900000.00000000
NS
USD
901969.20000000
0.621345209218
Long
LON
CORP
US
N
2
2028-03-09
Floating
4.10000000
N
N
N
N
N
N
T/L CITY BREWING 0% 03/31/2028
N/A
T/L CITY BREWING COMPANY LLC REGD 0.00000000
N/A
500000.00000000
NS
USD
501862.50000000
0.345721184339
Long
LON
CORP
US
N
2
2028-03-31
Floating
4.25000000
N
N
N
N
N
N
MDC PARTNERS INC S/UP 05/01/24
529900SR4J92B5C43M74
MDC PARTNERS INC REGD S/UP 144A P/P 7.50000000
552697AQ7
1250000.00000000
NS
USD
1271875.00000000
0.876164549715
Long
DBT
CORP
US
Y
2
2024-05-01
Variable
7.50000000
N
N
N
N
N
N
ISTAR INC 4.75% 10/01/24
QFFLKWYYS3UPWD86E794
ISTAR INC REGD 4.75000000
45031UCF6
1000000.00000000
NS
USD
1045250.00000000
0.720047957220
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.75000000
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
188120.90000000
NS
USD
188356.05000000
0.129754019643
Long
LON
CORP
US
N
2
2027-09-17
Floating
4.00000000
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
3210.00000000
0.002211292937
Long
DBT
CORP
BM
N
3
2021-07-01
Fixed
0.00000000
N
N
N
N
N
N
T/L KINDRED HEALTH 0% 07/02/25
N/A
T/L KINDRED HEALTHCARE LLC REGD 0.00000000
N/A
1567030.56000000
NS
USD
1568989.35000000
1.080839585140
Long
LON
CORP
US
N
2
2025-07-02
Floating
4.62500000
N
N
N
N
N
N
T/L FIRST BRANDS 0% 03/24/27
N/A
T/L FIRST BRANDS GROUP LLC REGD 0.00000000
N/A
1480045.68000000
NS
USD
1502246.37000000
1.034861927730
Long
LON
CORP
US
N
2
2027-03-24
Floating
6.00000000
N
N
N
N
N
N
T/L SABRE INDUSTRI 0% 04/15/26
N/A
T/L SABRE INDUSTRIES INC REGD 0.00000000
78572GAN8
1506253.84000000
NS
USD
1500605.39000000
1.033731495492
Long
LON
CORP
US
N
2
2026-04-15
Floating
3.34250000
N
N
N
N
N
N
T/L CNT HOLDINGS I 0% 11/08/27
N/A
T/L CNT HOLDINGS I CORP REGD 0.00000000
N/A
500000.00000000
NS
USD
501211.00000000
0.345272381426
Long
LON
CORP
US
N
2
2027-11-08
Floating
4.50000000
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
697442.30000000
0.480451474187
Long
ABS-CBDO
CORP
US
Y
2
2048-05-15
Fixed
3.00000000
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
1024400.00000000
0.705684886272
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
T/L SPECTACLE 0% 12/23/25
N/A
T/L SPECTACLE GARY HOLDINGS LLC REGD 0.00000000
N/A
138996.14000000
NS
USD
151737.50000000
0.104528368245
Long
LON
CORP
US
N
2
2025-12-23
Floating
11.00000000
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
2070183.47000000
NS
USD
2062161.51000000
1.420574200176
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.12500000
N
N
N
N
N
N
T/L ONE CALL CORP 0% 04/22/27
N/A
T/L ONE CALL CORPORATION REGD 0.00000000
N/A
1000000.00000000
NS
USD
1005000.00000000
0.692320685966
Long
LON
CORP
US
N
2
2027-04-22
Floating
6.25000000
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
0.004703936734
Long
DBT
CORP
BM
N
3
2023-02-01
Fixed
0.00000000
N
N
N
N
N
N
T/L CHOBANI LLC 0% 10/20/2027
N/A
T/L CHOBANI LLC REGD 0.00000000
N/A
1741250.00000000
NS
USD
1749738.59000000
1.205353453623
Long
LON
CORP
US
N
2
2027-10-20
Floating
4.50000000
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 4.88825000
38136PAA9
1000000.00000000
NS
USD
938063.00000000
0.646209372776
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-28
Variable
4.88825000
N
N
N
N
N
N
T/L ADEVINTA ASA 0% 10/22/2027
N/A
T/L ADEVINTA ASA REGD 0.00000000
N/A
1000000.00000000
NS
USD
1002969.00000000
0.690921578192
Long
LON
CORP
NO
N
2
2027-10-22
Floating
0.00000000
N
N
N
N
N
N
T/L SPIRIT AEROSY 0% 01/15/25
N/A
T/L SPIRIT AEROSYSTEMS INC FKA MID-WESTERN AIRCRAFT SYSTEMS INC AND ONEX WIND FINANCE LP REGD 0.00000000
N/A
698250.00000000
NS
USD
705523.67000000
0.486018538487
Long
LON
CORP
US
N
2
2025-01-15
Floating
6.00000000
N
N
N
N
N
N
T/L J&J VENTURES 0% 04/07/2028
N/A
T/L J&J VENTURES GAMING LLC REGD 0.00000000
N/A
500000.00000000
NS
USD
503125.00000000
0.346590890673
Long
LON
CORP
US
N
2
2028-04-07
Floating
4.75000000
N
N
N
N
N
N
T/L MCAFEE LLC 0% 4/29/28
N/A
T/L MCAFEE LLC REGD 0.00000000
N/A
900000.00000000
NS
USD
902718.90000000
0.621861659784
Long
LON
CORP
US
N
2
2028-04-29
Floating
0.00000000
N
N
N
N
N
N
T/L SERVICE LOGIC 0% 10/23/27
N/A
T/L SERVICE LOGIC ACQUISITION INC REGD 0.00000000
N/A
197014.92000000
NS
USD
198369.40000000
0.136651979186
Long
LON
CORP
US
N
2
2027-10-23
Floating
0.00000000
N
N
N
N
N
N
T/L TPF II POWER 0% 10/02/2025
N/A
T/L TPF II POWER LLC TL B 0.00000000
87264NAB3
1929718.82000000
NS
USD
1776010.93000000
1.223451846111
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.75000000
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
2109537.25000000
NS
USD
2095236.70000000
1.443358914832
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.84250000
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
18452RAD7
2096818.58000000
NS
USD
2034962.43000000
1.401837398461
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.68540320
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
1146115.96000000
NS
USD
1142534.35000000
0.787064840728
Long
LON
CORP
US
N
2
2024-12-20
Floating
4.50000000
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
1102500.00000000
0.759486125650
Long
DBT
CORP
US
Y
2
2025-12-04
Fixed
9.03300000
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
1988457.58000000
NS
USD
1994516.41000000
1.373975093674
Long
LON
CORP
CA
N
2
2027-05-29
Floating
4.84250000
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
10000.00000000
NS
USD
27050.34000000
0.018634338253
Long
DBT
CORP
BM
Y
3
2024-12-01
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
0.01000000
NS
USD
0.01000000
0.000000006888
Long
LON
CORP
US
N
2
2023-11-15
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
1812375.00000000
1.248502192267
Long
LON
CORP
US
N
2
2027-01-29
Floating
5.50000000
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
0.000020666289
Long
DBT
CORP
BM
Y
3
2021-10-06
Fixed
0.00000000
N
N
N
N
N
N
T/L TRITON WATER HOLDINGS INC 0% 3/17/2028
N/A
T/L TRITON WATER HOLDINGS INC REGD 0.00000000
N/A
500000.00000000
NS
USD
500268.00000000
0.344622771071
Long
LON
CORP
ES
N
2
2028-03-17
Floating
4.00000000
N
N
N
N
N
N
T/L UNIVISION COMM 0% 05/05/28
N/A
T/L UNIVISION COMMUNICATIONS INC REGD 0.00000000
N/A
750000.00000000
NS
USD
748203.00000000
0.515419317614
Long
LON
CORP
US
N
2
2028-05-05
Floating
0.00000000
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
995006.25000000
NS
USD
994384.37000000
0.685007830002
Long
LON
CORP
US
N
2
2026-08-03
Floating
4.50000000
N
N
N
N
N
N
HEXION INC 7.875% 07/15/27
N/A
HEXION INC REGD 144A P/P 7.87500000
42829LAF1
1000000.00000000
NS
USD
1077625.00000000
0.742350327577
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
7.87500000
N
N
N
N
N
N
T/L TORRID LLC 0% 5/19/28
N/A
T/L TORRID LLC REGD 0.00000000
N/A
500000.00000000
NS
USD
497500.00000000
0.342715961461
Long
LON
CORP
US
N
2
2028-05-19
Floating
0.00000000
N
N
N
N
N
N
T/L ATLAS CC 0% 04/28/2028
N/A
T/L ATLAS CC ACQUISITION CORP REGD 0.00000000
N/A
560915.49000000
NS
USD
561266.06000000
0.386642889222
Long
LON
CORP
US
N
2
2028-04-28
Floating
0.00000000
N
N
N
N
N
N
T/L UPSTREAM 0% 11/20/2026
549300Q4K2W4R1EBTH48
T/L UPSTREAM REHABILITATION INC 0.00000000
91678HAB8
1477537.68000000
NS
USD
1455374.61000000
1.002573082919
Long
LON
CORP
US
N
2
2026-11-20
Floating
4.59250000
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
24736CBS2
340000.00000000
NS
USD
356882.02000000
0.245847567060
Long
LON
CORP
US
N
2
2027-09-17
Floating
4.75000000
N
N
N
N
N
N
T/L PRIME SECU 0% 9/23/2026
N/A
T/L PRIME SECURITY SERVICES BORROWER LLC REGD 0.00000000
N/A
1826871.98000000
NS
USD
1829807.76000000
1.260511207552
Long
LON
CORP
US
N
2
2026-09-23
Floating
3.50000000
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
37265.40000000
0.025671251035
Long
DBT
CORP
BM
Y
3
2023-03-01
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
1511250.00000000
NS
USD
1524473.44000000
1.050173629571
Long
LON
CORP
LU
N
2
2025-10-08
Floating
7.00000000
N
N
N
N
N
N
T/L LONZA GROUP AG 0% 4/28/28
N/A
T/L LONZA GROUP AG REGD 0.00000000
N/A
600000.00000000
NS
USD
600656.40000000
0.413777961072
Long
LON
CORP
CH
N
2
2028-04-28
Floating
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
992500.00000000
NS
USD
993864.69000000
0.684649834765
Long
LON
CORP
US
N
2
2027-06-10
Floating
5.75000000
N
N
N
N
N
N
ATLAS LUXCO 4 4.625% 06/01/28
N/A
ATLAS LUXCO 4 / ALL UNI REGD 144A P/P 4.62500000
049362AA4
200000.00000000
NS
USD
198540.00000000
0.136769501484
Long
DBT
CORP
LU
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
T/L ENTERPRISE 0% 02/19/28
N/A
T/L ENTERPRISE DEVELOPMENT AUTHORITY REGD 0.00000000
N/A
660000.00000000
NS
USD
662062.50000000
0.456079168311
Long
LON
CORP
US
N
2
2028-02-19
Floating
5.00000000
N
N
N
N
N
N
T/L WEST CORPORATI 0% 10/10/24
N/A
T/L WEST CORPORATION REGD 0.00000000
68162RAC5
950186.72000000
NS
USD
926629.69000000
0.638333236435
Long
LON
CORP
US
N
2
2024-10-10
Floating
5.00000000
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
8065.97000000
0.005556455605
Long
DBT
CORP
BM
N
3
2022-03-10
Fixed
0.00000000
N
N
N
N
N
N
T/L CP ATLAS BUYER 0% 11/23/27
N/A
T/L CP ATLAS BUYER INC AKA AMERICAN BATH GROUP REGD 0.00000000
N/A
1000000.00000000
NS
USD
999688.00000000
0.688661375037
Long
LON
CORP
US
N
2
2027-11-23
Floating
4.25000000
N
N
N
N
N
N
T/L KUEHG CORP 0% 02/21/25
N/A
T/L KUEHG CORP REGD 0.00000000
48244EAJ3
1088929.74000000
NS
USD
1074788.90000000
0.740396605489
Long
LON
CORP
US
N
2
2025-02-21
Floating
4.75000000
N
N
N
N
N
N
T/L SCHWEITZER-MAUD 0% 1/27/28
N/A
T/L SCHWEITZER-MAUDUIT INTERNATIONAL INC REGD 0.00000000
N/A
1000000.00000000
NS
USD
997500.00000000
0.687154113683
Long
LON
CORP
US
N
2
2028-01-27
Floating
4.50000000
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
0.074740047976
Long
DBT
CORP
BM
N
3
2022-12-31
Fixed
0.00000000
N
N
N
N
N
N
T/L NEO TECHNOLOGY 0% 4/24/26
N/A
T/L NEO TECHNOLOGY INC REGD 0.00000000
N/A
2246763.96000000
NS
USD
2153148.05000000
1.483252671605
Long
LON
CORP
US
N
2
2026-04-24
Floating
6.00000000
N
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
1331016.91000000
NS
USD
1328022.12000000
0.914842970246
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75000000
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
1077500.00000000
0.742264218038
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
T/L AMERICAN AXLE & 0% 04/06/24
N/A
T/L AMERICAN AXLE & MANUFACTURING INC REGD 0.00000000
N/A
0.00000000
NS
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2024-04-06
Floating
3.00000000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDINGS INC 0% 04/22/2026
N/A
AMC ENTERTAINMENT HOLDINGS INC REGD 0.00000000
00164DAQ6
1066267.14000000
NS
USD
982965.02000000
0.677141310375
Long
LON
CORP
US
N
2
2026-04-22
Floating
3.10725000
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
1010990.00000000
0.696447055030
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
T/L COMMSCOPE INC 0% 04/06/26
N/A
T/L COMMSCOPE INC REGD 0.00000000
20337EAQ4
0.01000000
NS
USD
0.01000000
0.000000006888
Long
LON
CORP
US
N
2
2026-04-06
Fixed
0.00000000
N
N
N
N
N
N
CAS 2019-HRP1 B1 V/R 11/25/39
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 SER 2019-HRP1 CL B1 V/R REGD 144A P/P 9.34163000
20754PAD2
4100000.00000000
NS
USD
4213297.76000000
2.902440990433
Long
ABS-CBDO
CORP
US
Y
2
2039-11-25
Variable
9.34163000
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
1967108.16000000
NS
USD
1969812.93000000
1.356957451665
Long
LON
CORP
FR
N
2
2026-08-14
Floating
4.15484000
N
N
N
N
N
N
T/L SOUND INPAT 0% 06/27/25
N/A
T/L SOUND INPATIENT PHYSICIANS INC REGD 0.00000000
N/A
500000.00000000
NS
USD
499375.00000000
0.344007604531
Long
LON
CORP
US
N
2
2025-06-27
Floating
4.00000000
N
N
N
N
N
N
T/L EXPLORER 0% 02/04/2027
N/A
T/L EXPLORER HOLDINGS INC REGD 0.00000000
N/A
500000.00000000
NS
USD
502422.00000000
0.346106610631
Long
LON
CORP
US
N
2
2027-02-04
Floating
5.50000000
N
N
N
N
N
N
T/L CONVERGINT TE 0% 3/18/29
N/A
T/L CONVERGINT TECHNOLOGIES LLC REGD 0.00000000
N/A
500000.00000000
NS
USD
502500.00000000
0.346160342983
Long
LON
CORP
US
N
2
2029-03-18
Floating
7.50000000
N
N
N
N
N
N
T/L ENDO LUXEMBOUR 0% 03/10/28
N/A
T/L ENDO LUXEMBOURG FINANCE COMPANY I S.A R.L. REGD 0.00000000
L2968EAE2
1244811.12000000
NS
USD
1208244.79000000
0.832331205799
Long
LON
CORP
LU
N
2
2028-03-10
Floating
5.75000000
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
122102.06000000
0.084113215857
Long
DBT
CORP
BM
N
3
2021-12-31
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
1933082.75000000
NS
USD
1861800.32000000
1.282550124055
Long
LON
CORP
US
N
2
2025-12-13
Floating
3.84250000
N
N
N
N
N
N
T/L STAPLES INC 0% 09/12/24
N/A
T/L STAPLES INC REGD 0.00000000
855031AR1
2127074.78000000
NS
USD
2103145.19000000
1.448806886197
Long
LON
CORP
US
N
2
2024-09-12
Floating
4.67563000
N
N
N
N
N
N
T/L AHEAD DB HOLD 0% 10/18/27
N/A
T/L AHEAD DB HOLDINGS LLC REGD 0.00000000
00866HAF2
1135000.00000000
NS
USD
1136844.38000000
0.783145155222
Long
LON
CORP
US
N
2
2027-10-18
Floating
4.50000000
N
N
N
N
N
N
T/L KRONOS ACQUIS ZCP 12/22/26
N/A
T/L KRONOS ACQUISITION HOLDI REGD ZCP TERM LOAN 0.00000000
49387TAW6
748125.00000000
NS
USD
743059.45000000
0.511876047898
Long
LON
CORP
CA
N
2
2026-12-22
Floating
4.25000000
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
217560.96000000
NS
USD
216291.93000000
0.148998385419
Long
LON
CORP
US
N
2
2025-11-13
Floating
3.59250000
N
N
N
N
N
N
T/L NIC ACQUISITIO 0% 01/14/28
N/A
T/L NIC ACQUISITION CORP REGD 0.00000000
N/A
1100000.00000000
NS
USD
1097250.00000000
0.755869525051
Long
LON
CORP
US
N
2
2028-01-14
Floating
4.50000000
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
0.000000006888
Long
LON
CORP
US
N
2
2024-06-30
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 6.88375000
55819VAG1
1000000.00000000
NS
USD
999998.00000000
0.688874926691
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-15
Variable
6.88375000
N
N
N
N
N
N
VIKING CRUISES 5.875% 09/15/27
N/A
VIKING CRUISES LTD REGD 144A P/P 5.87500000
92676XAD9
500000.00000000
NS
USD
482500.00000000
0.332382816894
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
T/L RACKSPACE TECHNOLOGY GLOBAL INC 0% 02/03/28
N/A
T/L RACKSPACE TECHNOLOGY GLOBAL INC REGD 0.00000000
N/A
1050000.00000000
NS
USD
1046420.55000000
0.720854321378
Long
LON
CORP
US
N
2
2028-02-03
Floating
3.50000000
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
1234372.26000000
NS
USD
1240159.00000000
0.854316148843
Long
LON
CORP
US
N
2
2026-09-21
Floating
5.09250000
N
N
N
N
N
N
T/L MICHAELS ST 0% 04/08/28
N/A
T/L MICHAELS STORES INC REGD 0.00000000
N/A
1050000.00000000
NS
USD
1054101.30000000
0.726145408054
Long
LON
CORP
US
N
2
2028-04-08
Floating
5.00000000
N
N
N
N
N
N
T/L MAXIMUS INC 0% 05/12/2028
N/A
T/L MAXIMUS INC REGD 0.00000000
N/A
1350000.00000000
NS
USD
1355062.50000000
0.933470447291
Long
LON
CORP
US
N
2
2028-05-12
Floating
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
11127.53000000
NS
USD
11158.82000000
0.007687046683
Long
LON
CORP
US
N
2
2024-08-14
Floating
3.75000000
N
N
N
N
N
N
TARGUS INC
N/A
TARGUS INC 0.00000000
N/A
91346.00000000
NS
USD
139759.38000000
0.096276925205
Long
EC
CORP
US
N
3
N
N
N
ALTURAS RE LTD V/R 12/20/19
N/A
ALTURAS RE LTD VARIABLE 2020-2R CLASS A 1.57000000
G0229TAE4
29558.00000000
NS
USD
35709.02000000
0.024599097732
Long
ABS-CBDO
CORP
BM
N
3
2023-03-10
Variable
1.57000000
N
N
N
N
N
N
T/L US RADIOLOGY 0% 12/15/27
N/A
T/L US RADIOLOGY SPECIALISTS INC REGD 0.00000000
N/A
748125.00000000
NS
USD
752800.78000000
0.518586619309
Long
LON
CORP
US
N
2
2027-12-15
Floating
6.25000000
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
1033333.33000000
NS
USD
1035916.66000000
0.713618440453
Long
LON
CORP
US
N
2
2027-10-30
Floating
5.25000000
N
N
N
N
N
N
CLEVELAND-CLIF 9.875% 10/17/25
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC REGD 144A P/P 9.87500000
185899AJ0
1087000.00000000
NS
USD
1271849.79000000
0.876147183143
Long
DBT
CORP
US
Y
2
2025-10-17
Fixed
9.87500000
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
0.005801578460
Long
DBT
CORP
BM
N
3
2021-12-31
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
0.022698474231
Long
DBT
CORP
BM
N
3
2021-11-30
Variable
0.00000000
N
N
N
N
N
N
T/L LSF11 SKYSC 0% 09/29/27
N/A
T/L LSF11 SKYSCRAPER HOLDCO S A R L REGD 0.00000000
N/A
725000.00000000
NS
USD
729078.13000000
0.502244647845
Long
LON
CORP
LU
N
2
2027-09-29
Floating
4.25000000
N
N
N
N
N
N
T/L AMERICAN AIRLINES INC 0% 3/10/28
N/A
T/L AMERICAN AIRLINES INC REGD 0.00000000
N/A
500000.00000000
NS
USD
516027.00000000
0.355478772753
Long
LON
CORP
US
N
2
2028-03-10
Floating
5.50000000
N
N
N
N
N
N
T/L SERVICE LOGIC 0% 10/23/27
N/A
T/L SERVICE LOGIC ACQUISITION INC REGD 0.00000000
N/A
802985.08000000
NS
USD
808505.60000000
0.556960349850
Long
LON
CORP
US
N
2
2027-10-23
Floating
4.75000000
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
997484.61000000
NS
USD
991250.33000000
0.682848864109
Long
LON
CORP
US
N
2
2025-05-01
Floating
4.50000000
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
0.02000000
NS
USD
0.02000000
0.000000013777
Long
LON
CORP
US
N
2
2026-07-10
Fixed
0.00000000
N
N
N
N
N
N
T/L PHOENIX SERVIC 0% 03/01/25
N/A
T/L PHOENIX SERVICES INTERNATIONAL LLC REGD 0.00000000
N/A
1513938.14000000
NS
USD
1506840.80000000
1.038026921690
Long
LON
CORP
US
N
2
2025-03-01
Floating
4.75000000
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
771125.00000000
NS
USD
761485.94000000
0.524569620233
Long
LON
CORP
US
N
2
2027-04-01
Floating
6.50000000
N
N
N
N
N
N
PANGAEA RE 2018-3 0% 07/01/22
N/A
PANGAEA RE 2018-3 REGD ZCP /BNR3WRSC3/ 0.00000000
N/A
400000.00000000
NS
USD
8297.36000000
0.005715854693
Long
DBT
CORP
BM
N
3
2022-07-01
Fixed
0.00000000
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
37623.66000000
0.025918047860
Long
DBT
CORP
BM
Y
3
2023-12-01
Fixed
0.00000000
N
N
N
N
N
N
T/L GARRETT LX I 0% 03/04/2028
N/A
T/L GARRETT LX I S.A.R.L. REGD 0.00000000
N/A
500000.00000000
NS
USD
500000.00000000
0.344438152222
Long
LON
CORP
LU
N
2
2028-03-04
Floating
3.75000000
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
09238FAK7
0.01000000
NS
USD
0.01000000
0.000000006888
Long
LON
CORP
US
N
2
2025-06-15
Fixed
0.00000000
N
N
N
N
N
N
T/L PIKE CORPORATI 0% 1/15/28
N/A
T/L PIKE CORPORATION REGD 0.00000000
72108PAR5
499999.99000000
NS
USD
499882.99000000
0.344357546805
Long
LON
CORP
US
N
2
2028-01-15
Floating
3.10000000
N
N
N
N
N
N
T/L AIT WORLDWIDE LOG 0% 03/31/28
N/A
T/L AIT WORLDWIDE LOGISTICS INC REGD 0.00000000
N/A
700000.00000000
NS
USD
699562.50000000
0.481912029727
Long
LON
CORP
US
N
2
2028-03-31
Floating
5.50000000
N
N
N
N
N
N
ARTEX SAC LTD V/R 03/31/21
N/A
ARTEX SAC LTD BANTRY RE 2016 REGD V/R /BNR4B8Q61/ 0.00000000
N/A
250000.00000000
NS
USD
20150.00000000
0.013880857534
Long
DBT
CORP
BM
N
3
2022-03-31
Variable
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
1861003.86000000
NS
USD
2031596.50000000
1.399518689042
Long
LON
CORP
US
N
2
2025-12-23
Floating
11.00000000
N
N
N
N
N
N
T/L PG&E CORPOR 0% 06/23/25
N/A
T/L PG&E CORPORATION REGD 0.00000000
N/A
1444087.50000000
NS
USD
1437469.25000000
0.990238504692
Long
LON
CORP
US
N
2
2025-06-23
Floating
3.50000000
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
24163.54000000
NS
USD
23999.93000000
0.016532983085
Long
LON
CORP
NL
N
2
2025-10-01
Floating
2.84750000
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
1630200.00000000
1.123006151505
Long
DBT
CORP
MT
Y
2
2024-06-01
Fixed
10.50000000
N
N
N
N
N
N
T/L AEGION CORPORAT 0% 3/31/28
N/A
T/L AEGION CORPORATION REGD 0.00000000
N/A
500000.00000000
NS
USD
501875.00000000
0.345729795293
Long
LON
CORP
US
N
2
2028-03-31
Floating
5.50000000
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
1177268.05000000
NS
USD
1009507.35000000
0.695425692577
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.84250000
N
N
N
N
N
N
T/L INSTANT BRA 0% 04/07/28
N/A
T/L INSTANT BRANDS HOLDINGS INC REGD 0.00000000
N/A
1435000.00000000
NS
USD
1431412.50000000
0.986066153135
Long
LON
CORP
US
N
2
2028-04-07
Floating
5.75000000
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
1723247.73000000
NS
USD
1694526.36000000
1.167319056660
Long
LON
CORP
US
N
2
2025-06-14
Floating
4.36763000
N
N
N
N
N
N
T/L GLOBAL HEALT 0% 06/28/2024
N/A
T/L GLOBAL HEALTHCARE EXCHANGE LLC REGD 0.00000000
N/A
500000.00000000
NS
USD
501250.00000000
0.345299247602
Long
LON
CORP
US
N
2
2024-06-28
Floating
0.00000000
N
N
N
N
N
N
FREEDOM MORTGAG 8.25% 04/15/25
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP REGD 144A P/P 8.25000000
35640YAB3
500000.00000000
NS
USD
520000.00000000
0.358215678311
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
FTS INTERNATIONAL INC-CL A
549300LIZ1UTOOLOZV47
FTS INTERNATIONAL INC-CL A 0.00000000
30283W302
66852.00000000
NS
USD
1753527.96000000
1.207963860824
Long
EC
CORP
US
N
1
N
N
N
T/L CCRR PARE 0% 03/05/28
N/A
T/L CCRR PARENT INC REGD 0.00000000
12510MAB5
1000000.00000000
NS
USD
1004375.00000000
0.691890138276
Long
LON
CORP
US
N
2
2028-03-05
Floating
5.00000000
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
0.000000013777
Long
LON
CORP
LU
N
2
2026-02-27
Fixed
0.00000000
N
N
N
N
N
N
T/L WINDSTREAM 0% 08/24/27
N/A
T/L WINDSTREAM SERVICES LLC REGD 0.00000000
N/A
1043358.85000000
NS
USD
1047923.54000000
0.721889695575
Long
LON
CORP
US
N
2
2027-08-24
Floating
7.25000000
N
N
N
N
N
N
T/L GATES GLOBAL LL0% 2/19/27
N/A
T/L GATES GLOBAL LLC REGD 0.00000000
36740UAT9
1150232.06000000
NS
USD
1148291.62000000
0.791030887610
Long
LON
CORP
US
N
2
2027-02-19
Floating
3.50000000
N
N
N
N
N
N
T/L INEOS US PETRO 0% 01/20/25
N/A
T/L INEOS US PETROCHEM LLC REGD 0.00000000
N/A
300000.00000000
NS
USD
299175.00000000
0.206094568382
Long
LON
CORP
US
N
2
2025-01-20
Floating
3.25000000
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
18617.54000000
0.012825182153
Long
DBT
CORP
BM
N
3
2021-12-31
Variable
1.49000000
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
1079415.00000000
0.743583416161
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
LBM ACQUISITION 6.25% 01/15/29
549300FAEB3VWZL4NI86
LBM ACQUISITION LLC REGD 144A P/P 6.25000000
05552BAA4
500000.00000000
NS
USD
511250.00000000
0.352188010647
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.25000000
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
515244.75000000
NS
USD
511702.44000000
0.352499685842
Long
LON
CORP
US
N
2
2025-05-09
Floating
3.34250000
N
N
N
N
N
N
T/L HARBOR FREIGHT 0% 10/09/27
N/A
T/L HARBOR FREIGHT TOOLS USA INC REGD 0.00000000
N/A
970125.00000000
NS
USD
973358.43000000
0.670523558158
Long
LON
CORP
US
N
2
2027-10-09
Floating
3.75000000
N
N
N
N
N
N
T/L RV RETAILER 0% 01/28/2028
N/A
T/L RV RETAILER LLC REGD 0.00000000
N/A
750000.00000000
NS
USD
752343.75000000
0.518271782171
Long
LON
CORP
US
N
2
2028-01-28
Floating
4.75000000
N
N
N
N
N
N
T/L GOGO INTER 0% 04/21/2028
N/A
T/L GOGO INTERMEDIATE HOLDINGS LLC REGD 0.00000000
N/A
500000.00000000
NS
USD
499375.00000000
0.344007604531
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
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
454210.72000000
0.312895002232
Long
LON
CORP
CA
N
2
2023-09-28
Floating
4.00000000
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
3517118.77000000
NS
USD
3520635.89000000
2.425282641197
Long
LON
CORP
US
N
2
2024-09-27
Floating
6.50000000
N
N
N
N
N
N
MORGN 2019-4A E V/R 04/20/30
N/A
522 FUNDING CLO 2019-4 LTD SER 2019-4A CL E V/R REGD 144A P/P 7.18825000
04623GAA1
1000000.00000000
NS
USD
997824.00000000
0.687377309606
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-20
Variable
7.18825000
N
N
N
N
N
N
2021-06-30
Pioneer Floating Rate Fund, Inc.
Anthony J. Koenig, Jr.
Anthony J. Koenig, Jr.
Treasurer and Chief Accounting and Financial Officer
XXXX