NPORT-P
false
0001608016
XXXXXXXX
PALMER SQUARE OPPORTUNISTIC INCOME FUND
811-22969
0001608016
5493003AM16D4H7L6U80
2000 SHAWNEE MISSION PARKWAY, SUITE 300
MISSION WOODS
66205
4142992000
Palmer Square Opportunistic Income Fund
5493003AM16D4H7L6U80
2021-07-31
2021-07-31
N
228235539.070000000000
15203655.460000000000
213031883.610000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
6188119.170000000000
0.000000000000
0.000000000000
1584778.390000000000
EUR
USD
N
Griffith Park CLO
549300NJW6RV6EP3DG48
Griffith Park CLO DAC
BCC2I6219
1000000
PA
1184689.02
0.5561087852
Long
ABS-CBDO
CORP
IE
N
2
2031-11-21
Floating
5.52
N
N
N
N
N
N
Barings Euro CLO
5493007R4SFFXIAHHB67
Barings Euro CLO 2020-1 DAC
BCC2PIPM4
1000000
PA
1201157.77
0.5638394355
Long
ABS-CBDO
CORP
IE
N
2
2033-04-21
Floating
7.98
N
N
N
N
N
N
Barings Euro CLO
5493007R4SFFXIAHHB67
Barings Euro CLO 2020-1 DAC
BCC2PIQ43
750000
PA
893854.87
0.4195873664
Long
ABS-CBDO
CORP
IE
Y
2
2033-04-21
Floating
6.90
N
N
N
N
N
N
CIFC European Funding CLO
5493000EF0244RPYUG32
CIFC European Funding CLO III DAC
BCC2QB6H0
1000000
PA
1199559.76
0.5630893084
Long
ABS-CBDO
CORP
IE
N
2
2034-01-15
Floating
3.60
N
N
N
N
N
N
Neuberger Berman Loan Advisers
N/A
Neuberger Berman Loan Advisers Euro CLO
BCC2QMIT7
1000000
PA
1183925.50
0.5557503787
Long
ABS-CBDO
CORP
IE
N
2
2034-04-17
Floating
3
N
N
N
N
N
N
Dartry Park CLO
549300EK539GMKPB1K76
Dartry Park CLO DAC
BCC2QW7N0
1750000
PA
2095821.38
0.9838064352
Long
ABS-CBDO
CORP
IE
N
2
2034-01-28
Floating
3.35
N
N
N
N
N
N
SUMMER BC HOLDCO A SARL
984500EFA0BRE0008996
Summer BC Holdco A Sarl
ZR9898415
450526.3150
PA
580852.94
0.2726600968
Long
DBT
CORP
LU
N
2
2027-10-31
Fixed
9.25
N
N
N
N
N
N
SERTA SIMMONS BEDDING LL
549300M4F4V4WFPNI116
Serta Simmons Bedding LLC
81753HAB7
343698.31
PA
USD
233714.85
0.1097088596
Long
LON
CORP
US
N
2
2023-11-08
Floating
3.50
N
N
N
N
N
N
AERIAL MERGER SUB INC
N/A
NeuStar, Inc.
64127UAR8
398344.16
PA
USD
383904.18
0.1802097289
Long
LON
CORP
US
N
2
2025-08-08
Floating
9
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
05604XAP1
248062.0250
PA
USD
240600.32
0.1129409908
Long
LON
CORP
US
N
2
2024-04-03
Floating
3.380880
N
N
N
N
N
N
FORTERRA FINANCE LLC
N/A
Forterra Finance LLC
34960TAC7
502278.89
PA
USD
502577.75
0.2359166813
Long
LON
CORP
US
N
2
2023-10-25
Floating
4
N
N
N
N
N
N
INMAR INC
549300N1ML5MXXFIDZ25
Inmar, Inc.
45763FAN8
682233.50
PA
USD
682659.90
0.3204496381
Long
LON
CORP
US
N
2
2024-05-01
Floating
5
N
N
N
N
N
N
PEAK 10 HOLDING CORP
549300M6D163XS0DO113
Flexential Intermediate Corp.
70469CAE0
350000
PA
USD
318937.50
0.1497135051
Long
LON
CORP
US
N
2
2025-08-01
Floating
7.3785
N
N
N
N
N
N
ALPHABET HOLDING CO INC
5493000J3OND4HN47659
Alphabet Holding Co., Inc.
18913EAD9
109375
PA
USD
109836.56
0.0515587424
Long
LON
CORP
US
N
2
2025-08-15
Floating
7.8420
N
N
N
N
N
N
WALTER INVESTMENT MGMT
Z4TM9IUZR644E7BFXU45
Ditech Holding Corp.
93317CAL0
78207.31
PA
USD
15755.64
0.0073959070
Long
LON
CORP
US
N
2
2022-06-30
Floating
8.498880
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIO
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80875AAP6
496153.85
PA
USD
489505.39
0.2297803417
Long
LON
CORP
US
N
2
2024-08-14
Floating
2.854250
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC
53226GAG6
473304.86
PA
USD
367173.34
0.1723560501
Long
LON
CORP
US
N
2
2024-01-30
Floating
4.75
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC
53226GAH4
26695.14
PA
USD
20709.16
0.0097211552
Long
LON
CORP
US
N
2
2024-01-30
Floating
4.75
N
N
N
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II Sarl
46184JAD1
455882.35
PA
USD
455955.29
0.2140314784
Long
LON
CORP
LU
N
2
2026-03-28
Floating
6.8420
N
N
N
N
N
N
POWERTEAM SERVICES LLC
549300J2G34D0WX8Z443
PowerTeam Services LLC
73937UAJ7
850000
PA
USD
846387.50
0.3973055515
Long
LON
CORP
US
N
2
2026-03-06
Floating
8.25
N
N
N
N
N
N
GUIDEHOUSE LLP
N/A
Guidehouse LLP
74152HAB9
698250
PA
USD
700058.47
0.3286167583
Long
LON
CORP
US
N
2
2025-05-01
Floating
4.6455
N
N
N
N
N
N
US SILICA CO
549300LB0THBBEFBXE82
U.S. Silica Co.
90343KAR3
389492.23
PA
USD
376006.06
0.1765022463
Long
LON
CORP
US
N
2
2025-05-01
Floating
5
N
N
N
N
N
N
ISAGENIX INTL
2549004A29PB2JU19P76
Isagenix International LLC
46422YAB4
345816.74
PA
USD
288670.52
0.1355057821
Long
LON
CORP
US
N
2
2025-06-14
Floating
6.75
N
N
N
N
N
N
KESTREL ACQUISITION LLC
549300ER0JUHJLPPMH08
Kestrel Acquisition LLC
49254YAB1
268765.70
PA
USD
230578.13
0.1082364415
Long
LON
CORP
US
N
2
2025-06-30
Floating
5.25
N
N
N
N
N
N
QUEST SOFTWARE US HOLDINGS
54930052G52L5K3UK623
Quest Software U.S. Holdings, Inc.
74834YAL6
325000
PA
USD
325081.25
0.1525974631
Long
LON
CORP
US
N
2
2026-05-18
Floating
8.3785
N
N
N
N
N
N
RENAISSANCE HOLDINGS COR
549300UKKEC0Y6TXNF09
Renaissance Holdings Corp.
75972JAE4
400000
PA
USD
401392
0.1884187443
Long
LON
CORP
US
N
2
2026-05-29
Floating
7.104250
N
N
N
N
N
N
SEVERIN ACQUISITION LLC
549300L10R4RABI1ER67
Severin Acquisition LLC
81812HAB6
496183.2150
PA
USD
493481.50
0.2316467806
Long
LON
CORP
US
N
2
2025-08-01
Floating
3.339130
N
N
N
N
N
N
CCS-CMGC HOLDINGS INC
N/A
CCS-CMGC Holdings, Inc.
12509EAB6
268125
PA
USD
265812.42
0.1247758859
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.5920
N
N
N
N
N
N
CCS-CMGC HOLDINGS INC
N/A
CCS-CMGC Holdings, Inc.
12509EAE0
150000
PA
USD
146687.25
0.0688569464
Long
LON
CORP
US
N
2
2026-10-01
Floating
9.0920
N
N
N
N
N
N
MAYFIELD AGENCY BORROWER
N/A
Amynta Agency Borrower, Inc.
57810JAC2
496164.56
PA
USD
495646.07
0.2326628585
Long
LON
CORP
US
N
2
2025-02-28
Floating
4.604250
N
N
N
N
N
N
MCAFEE LLC
549300713UKUTLV9T378
McAfee LLC
57906PAG4
444570.7670
PA
USD
444668.57
0.2087333419
Long
LON
CORP
US
N
2
2024-09-29
Floating
3.840130
N
N
N
N
N
N
ABE INVESTMENT HOLDINGS
N/A
Abe Investment Holdings, Inc.
37427UAJ9
496141.67
PA
USD
496141.67
0.2328954998
Long
LON
CORP
US
N
2
2026-02-19
Floating
4.6250
N
N
N
N
N
N
MINOTAUR ACQUISITION INC
N/A
Minotaur Acquisition, Inc.
60441EAC4
635375
PA
USD
633732.56
0.2974824938
Long
LON
CORP
US
N
2
2026-03-29
Floating
4.854250
N
N
N
N
N
N
PRAIRIE ECI ACQUIROR LP
549300EXIECHUG4F3335
Prairie ECI Acquiror LP
73955HAB0
100000
PA
USD
97201.50
0.0456276771
Long
LON
CORP
US
N
2
2026-03-11
Floating
4
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health, Inc.
09071FAK7
492500
PA
USD
490899.38
0.2304346991
Long
LON
CORP
US
N
2
2026-08-06
Floating
3.8420
N
N
N
N
N
N
ROHM HOLDING GMBH
529900TDB6090VCVJG31
Rohm Holding GmbH
D8354KAD8
396969.70
PA
USD
396473.49
0.1861099303
Long
LON
CORP
DE
N
2
2026-07-31
Floating
4.9040
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
U.S. Renal Care, Inc.
90290PAN4
397974.68
PA
USD
398933.80
0.1872648325
Long
LON
CORP
US
N
2
2026-07-26
Floating
5.0920
N
N
N
N
N
N
SURF HOLDINGS LLC
N/A
Surf Holdings LLC
86875TAB3
248121.05
PA
USD
245932.62
0.1154440433
Long
LON
CORP
US
N
2
2027-03-05
Floating
3.628250
N
N
N
N
N
N
SABERT CORP
54930029JPYBTHDWT603
Sabert Corp.
78516EAB8
576015.7640
PA
USD
577277.24
0.2709816156
Long
LON
CORP
US
N
2
2026-12-10
Floating
5.50
N
N
N
N
N
N
LOGMEIN INC
549300D12V5KRBV00592
LogMeIn, Inc.
54142KAD3
597000
PA
USD
595367.21
0.2794732882
Long
LON
CORP
US
N
2
2027-08-31
Floating
4.850380
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp.
44988LAF4
247442.44
PA
USD
246486.07
0.1157038401
Long
LON
CORP
US
N
2
2025-02-05
Floating
2.9525
N
N
N
N
N
N
DELEK US HOLDINGS INC
5493003O53JMENV1N385
Delek U.S. Holdings, Inc.
24664GAE1
493750
PA
USD
495757.09
0.2327149728
Long
LON
CORP
US
N
2
2025-03-30
Floating
6.50
N
N
N
N
N
N
ALTERRA MOUNTAIN COMPANY
549300C5O4FSVNUEI843
Alterra Mountain Co.
46124CAG2
256750
PA
USD
257393.16
0.1208237732
Long
LON
CORP
US
N
2
2026-08-01
Floating
5.50
N
N
N
N
N
N
ECI MACOLA MAX HOLDING
549300MZ2LKM75L5EI42
ECI Macola/Max Holding LLC
BL3443779
746250
PA
USD
747742.50
0.3510002763
Long
LON
CORP
US
N
2
2027-11-09
Floating
4.50
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya, Inc.
999999999
500000
PA
USD
501562.50
0.2354401095
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.343130
N
N
N
N
N
N
AMERICAN CONSOLIDATED NA
N/A
American Consolidated Natural Resources, Inc.
02522YAB6
234373.90
PA
USD
237303.57
0.1113934525
Long
LON
CORP
US
N
2
2025-09-16
Floating
17
N
N
N
N
N
N
ARUBA INVESTMENT HOLDING
N/A
Aruba Investments Holdings LLC
999999999
249375
PA
USD
250467.26
0.1175726637
Long
LON
CORP
US
N
2
2027-11-24
Floating
4.75
N
N
N
N
N
N
ARUBA INVESTMENT HOLDING
N/A
Aruba Investments Holdings LLC
04317JAF5
400000
PA
USD
404000
0.1896429742
Long
LON
CORP
US
N
2
2028-11-24
Floating
8.50
N
N
N
N
N
N
IVANTI SOFTWARE INC
N/A
Ivanti Software, Inc.
BL3482496
648375
PA
USD
648825.62
0.3045673770
Long
LON
CORP
US
N
2
2027-12-01
Floating
5.75
N
N
N
N
N
N
US RADIOLOGY SPECIALISTS
N/A
U.S. Radiology Specialists, Inc.
999999999
497500
PA
USD
501542.19
0.2354305757
Long
LON
CORP
US
N
2
2027-12-15
Floating
6.25
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
999999999
199590.91
PA
USD
198032.10
0.0929589020
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.50
N
N
N
N
N
N
CCI BUYER INC
254900TMV7DAFRQALU04
CCI Buyer, Inc.
999999999
299250
PA
USD
299784.16
0.1407226726
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.75
N
N
N
N
N
N
GRAB HOLDINGS INC
N/A
Grab Holdings, Inc.
BL3538099
399000
PA
USD
402491.25
0.1889347468
Long
LON
CORP
SG
N
2
2026-01-29
Floating
5.50
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time, Inc.
50218KAG3
497500
PA
USD
497813.43
0.2336802462
Long
LON
CORP
US
N
2
2024-12-15
Floating
5.75
N
N
N
N
N
N
IDERA INC
549300VQ6S3PWR8NUC48
Idera, Inc.
45168RAQ6
693635.93
PA
USD
692768.89
0.3251949324
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50
N
N
N
N
N
N
NATIONAL MENTOR HOLDINGS
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc.
63689EAR6
694263.85
PA
USD
693975.73
0.3257614392
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50
N
N
N
N
N
N
NATIONAL MENTOR HOLDINGS
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc.
63689EAS4
32230.3190
PA
USD
32216.94
0.0151230602
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50
N
N
N
N
N
N
NATIONAL MENTOR HOLDINGS
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc.
63689EAT2
21865.89
PA
USD
21856.82
0.0102598821
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50
N
N
N
N
N
N
GREAT OUTDOORS GROUP LLC
549300IYLDI2E8I2AU46
Great Outdoors Group LLC
07014QAM3
597000
PA
USD
598641.75
0.2810104008
Long
LON
CORP
US
N
2
2028-03-05
Floating
5
N
N
N
N
N
N
CANADA GOOSE INC
5493005JT54IX5MZ9P52
Canada Goose, Inc.
999999999
298501.88
PA
USD
299682.45
0.1406749285
Long
LON
CORP
CA
N
2
2027-10-07
Floating
4.25
N
N
N
N
N
N
VISION SOLUTIONS INC
N/A
Vision Solutions, Inc.
BL3580760
600000
PA
USD
598548
0.2809663933
Long
LON
CORP
US
N
2
2028-05-28
Floating
5
N
N
N
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP
BL3600709
476666.67
PA
USD
470510.52
0.2208638970
Long
LON
CORP
US
N
2
2029-04-27
Floating
8.50
N
N
N
N
N
N
REDSTONE HOLDCO 2 LP
N/A
Redstone Holdco 2 LP
BL3600717
273333.33
PA
USD
269803.23
0.1266492252
Long
LON
CORP
US
N
2
2029-04-27
Floating
8.50
N
N
N
N
N
N
MAGENTA BUYER LLC
N/A
Magenta Buyer LLC
BL3606383
500000
PA
USD
498282.50
0.2339004338
Long
LON
CORP
US
N
2
2028-07-27
Floating
5.75
N
N
N
N
N
N
ALM Loan Funding
549300OB3NG2PMZ54Z49
ALM XVIII Ltd.
00165LAC8
1050000
PA
USD
1050825.35
0.4932713978
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
5.626130
N
N
N
N
N
N
Aimco
N/A
AIMCO CLO Series 2015-A
00900LAK0
1000000
PA
USD
1001852.56
0.4702829187
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
2.576130
N
N
N
N
N
N
Aimco
N/A
AIMCO CLO Series 2015-A
00900MAE2
2550000
PA
USD
2542499.31
1.1934829974
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
5.326130
N
N
N
N
N
N
Aimco
N/A
AIMCO CLO Series 2015-A
00900MAF9
750000
PA
USD
747491.61
0.3508825052
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
7.126130
N
N
N
N
N
N
Aimco
5493004I93856WYBB035
AIMCO CLO 10 Ltd.
00900UAA2
1000000
PA
USD
1000546.63
0.4696698978
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-22
Floating
6.688250
N
N
N
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
999999999
-851
NC
USD
-25955.50
-0.0121838570
N/A
DE
US
N
1
NYSE Arca
N/A
Put
Written
SPDR S&P 500 ETF TRUST
SPDR S&P 500 ETF TRUST
100
300.000000000000
USD
2021-09-17
XXXX
19117.74
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
999999999
851
NC
USD
112757.50
0.0529298704
N/A
DE
US
N
1
NYSE Arca
N/A
Put
Purchased
SPDR S&P 500 ETF TRUST
SPDR S&P 500 ETF TRUST
100
375.000000000000
USD
2021-09-17
XXXX
-96618.03
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
999999999
340
NC
USD
56270
0.0264138865
N/A
DE
US
N
1
NYSE Arca
N/A
Put
Purchased
SPDR S&P 500 ETF TRUST
SPDR S&P 500 ETF TRUST
100
275.000000000000
USD
2022-01-21
XXXX
-11061.80
N
N
N
MODULAIRE GLOBAL FINANCE
5493000PLZTCKZAJDO03
Modulaire Global Finance Plc
01551UAC8
500000
PA
USD
515375
0.2419238807
Long
DBT
CORP
GB
Y
2
2023-02-15
Fixed
8
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group, Inc.
02376RAE2
500000
PA
USD
445622.50
0.2091811293
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
3.75
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group, Inc.
031921AB5
550000
PA
USD
561687.50
0.2636635843
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.8750
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300LZ7OB1D07M7N27
Anchorage Credit Funding 5 Ltd.
03330PAL3
1000000
PA
USD
1006656.18
0.4725378018
Long
ABS-CBDO
CORP
KY
Y
2
2036-04-25
Fixed
5.50
N
N
N
N
N
N
Annisa CLO Ltd
N/A
Annisa CLO Ltd. 2016-2
036011AN4
750000
PA
USD
744718.98
0.3495809958
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
3.134250
N
N
N
N
N
N
Apidos CLO
549300PPHIOJQEKPJH29
Apidos CLO XXIV
03762XAD1
650000
PA
USD
614250
0.2883371210
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
5.934250
N
N
N
N
N
N
Apidos CLO
549300XIP4V1NMCICV93
Apidos CLO XI
03763YBS4
1000000
PA
USD
1004580.30
0.4715633561
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-17
Floating
3.883880
N
N
N
N
N
N
Apidos CLO
549300M5NMLBQJXUO195
Apidos CLO XII
03764DAL5
1500000
PA
USD
1448036.19
0.6797274499
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
2.726130
N
N
N
N
N
N
Apidos CLO
549300336HZNKBNFER56
Apidos CLO XXI
03765RAG4
1250000
PA
USD
1233674.65
0.5791032915
Long
ABS-CBDO
CORP
KY
Y
2
2027-07-18
Floating
5.333880
N
N
N
N
N
N
Apidos CLO
549300QCAOUF4OXOI275
Apidos CLO XXVIII
03766YAA1
925000
PA
USD
888000
0.4168390125
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
5.634250
N
N
N
N
N
N
Apidos CLO
549300LPFPUEJZX23R93
Apidos CLO XVIII
03767QAA7
750000
PA
USD
714532.05
0.3354108493
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-22
Floating
5.838250
N
N
N
N
N
N
Apidos CLO
N/A
Apidos CLO XXX
03768BAA9
1000000
PA
USD
967701.83
0.4542521118
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-18
Floating
5.733880
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LVIII CLO Ltd.
04018CAA3
1000000
PA
USD
1010706.78
0.4744392073
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-15
Floating
7.156130
N
N
N
N
N
N
Atrium CDO Corp
549300O252OCTN35RH57
Atrium XII
04965CAQ1
2125000
PA
USD
2103812.49
0.9875575685
Long
ABS-CBDO
CORP
KY
Y
2
2027-04-22
Floating
2.938250
N
N
N
N
N
N
Avery Point CLO Ltd
N/A
Avery Point VI CLO Ltd.
05363MAA9
500000
PA
USD
481500.91
0.2260229323
Long
ABS-CBDO
CORP
KY
Y
2
2027-08-05
Floating
5.676380
N
N
N
N
N
N
Bain Capital Credit CLO, Limit
N/A
Bain Capital Credit CLO 2018-1
05683LAJ5
500000
PA
USD
486978.55
0.2285942093
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-23
Floating
2.837880
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2019-1 Ltd.
05875KAE6
1000000
PA
USD
999997.28
0.4694120256
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
6.876130
N
N
N
N
N
N
BARDOT CLO LTD
549300KP12IHV6MTDK86
Bardot CLO Ltd.
06744NAJ6
750000
PA
USD
751551.66
0.3527883466
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-22
Floating
3.938250
N
N
N
N
N
N
BARDOT CLO LTD
549300KP12IHV6MTDK86
Bardot CLO Ltd.
06744PAA0
1000000
PA
USD
1007236.35
0.4728101413
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-22
Floating
7.088250
N
N
N
N
N
N
Babson CLO Ltd
549300E3PEQVSTJ5DD11
Barings CLO Ltd. 2019-I
06759KAE5
1500000
PA
USD
1502324.22
0.7052109734
Long
ABS-CBDO
CORP
KY
Y
2
2036-04-15
Floating
6.986130
N
N
N
N
N
N
Babson CLO Ltd
549300TE5WUQQTRVZ282
Barings CLO Ltd. 2017-I
06760BAL6
1500000
PA
USD
1503159.89
0.7056032480
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-18
Floating
3.733880
N
N
N
N
N
N
Babson CLO Ltd
549300TE5WUQQTRVZ282
Barings CLO Ltd. 2017-I
06760CAA8
2300000
PA
USD
2299718.57
1.0795184885
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-18
Floating
6.133880
N
N
N
N
N
N
Babson CLO Ltd
549300TE5WUQQTRVZ282
Barings CLO Ltd. 2017-I
06760CAC4
1000000
PA
USD
964054.22
0.4525398751
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-18
Floating
7.583880
N
N
N
N
N
N
Barings CLO Ltd
54930079SUKCXYW8DR07
Barings CLO Ltd. 2013-I
06760EAL0
750000
PA
USD
715619.49
0.3359213081
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-20
Floating
6.884250
N
N
N
N
N
N
Battalion CLO LTD
549300RRK5G3IT4Y7N27
Battalion CLO X Ltd.
07132JBJ2
500000
PA
USD
500580.61
0.2349791973
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-25
Floating
3.575250
N
N
N
N
N
N
Benefit Street Partners CLO Lt
549300PVYNJC7QL0GC48
Benefit Street Partners CLO II Ltd.
08179XAU9
805000
PA
USD
807369.17
0.3789898283
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-15
Floating
3.826130
N
N
N
N
N
N
Benefit Street Partners CLO Lt
N/A
Benefit Street Partners CLO V-B Ltd.
08181JAE2
750000
PA
USD
728428.14
0.3419338588
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
3.064250
N
N
N
N
N
N
Benefit Street Partners CLO Lt
5493008E17UEFI73RC63
Benefit Street Partners CLO XIV Ltd.
08181NAA1
1250000
PA
USD
1190261.66
0.5587246565
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
5.484250
N
N
N
N
N
N
Benefit Street Partners CLO Lt
5493001ND55H5MJDIQ39
Benefit Street Partners CLO XVII Ltd.
08182AAA8
1250000
PA
USD
1251753.78
0.5875898757
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
6.726130
N
N
N
N
N
N
Benefit Street Partners CLO Lt
5493001ND55H5MJDIQ39
Benefit Street Partners CLO XVII Ltd.
08182AAE0
1250000
PA
USD
1250000
0.5867666280
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
0
N
N
N
N
N
N
Benefit Street Partners CLO Lt
N/A
Benefit Street Partners CLO XXI Ltd.
08186RAJ8
1000000
PA
USD
1005711.93
0.4720945583
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-15
Floating
4.476130
N
N
N
N
N
N
CIFC Funding Ltd
2549007CW2XYI54L0R94
CIFC Funding 2018-V Ltd.
12550GAG8
250000
PA
USD
251264.26
0.1179467861
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-15
Floating
3.126130
N
N
N
N
N
N
CIFC Funding Ltd
549300UDPJ30BQP2HX62
CIFC Funding 2015-III Ltd.
12550MAQ3
750000
PA
USD
730150.89
0.3427425405
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-19
Floating
2.633880
N
N
N
N
N
N
CIFC Funding Ltd
635400VBVF8AYJQBI411
CIFC Funding 2018-I Ltd.
12551RAG3
750000
PA
USD
740464.07
0.3475836844
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-18
Floating
2.783880
N
N
N
N
N
N
CIFC Funding Ltd
635400OB7ZCBUWDQNV87
CIFC Funding 2018-III Ltd.
12552BAA0
500000
PA
USD
496456.09
0.2330430927
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-18
Floating
5.633880
N
N
N
N
N
N
CIFC Funding Ltd
254900JI8OLAMXS6KW67
CIFC Funding 2019-II Ltd.
12554FAE1
1000000
PA
USD
1018777.57
0.4782277435
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-17
Floating
6.723880
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2019-V Ltd.
12555GAA6
750000
PA
USD
752165.49
0.3530764866
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
6.966130
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2019-VI Ltd.
12556CAA4
500000
PA
USD
502657.07
0.2359539152
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-16
Floating
7.526380
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-TIME
12652XAE3
1875000
PA
USD
1711471.88
0.8033876671
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
3.6531
N
N
N
N
N
N
Canyon Capital CLO Ltd
549300W778MFSPI8C872
Canyon Capital CLO 2014-1 Ltd.
13875LAU2
500000
PA
USD
480768.72
0.2256792325
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-30
Floating
2.8785
N
N
N
N
N
N
Carbone CLO, LTD
5493005I53NEC017LN87
Carbone Clo Ltd.
141308AA4
500000
PA
USD
488683.07
0.2293943337
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
6.034250
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
CARLYLE U.S. CLO 2019-3 Ltd.
14314KAA5
1303000
PA
USD
1306052.38
0.6130783608
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-20
Floating
7.164250
N
N
N
N
N
N
Catamaran CLO Ltd
549300MB476AHX5W1918
Catamaran CLO 2013-1 Ltd.
14889EAS5
2000000
PA
USD
2008215.57
0.9426831026
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-27
Floating
2.928880
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding XII CLO Ltd.
15033KAA2
1250000
PA
USD
1252343.75
0.5878668154
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-25
Floating
6.125250
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding X CLO Ltd.
15034MAA7
1000000
PA
USD
1006601.65
0.4725122047
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-20
Floating
7.134250
N
N
N
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries Ltd.
999999999
508
NC
USD
3302
0.0015500027
N/A
DE
CORP
US
N
2
NYSEAmerican
N/A
Call
Purchased
NABORS INDUSTRIES LTD
NABORS INDUSTRIES LTD
1
166.666700000000
USD
2026-06-11
XXXX
3302
N
N
N
EUR FORWARD PALMER CONTRACT 06/16/2022 /
N/A
EUR FORWARD PALMER CONTRACT 06/16/2022 /
999999999
-2000000
OU
Currency
-2389463.42
-1.1216459149
N/A
DFE
XX
N
2
JP Morgan
N/A
2000000
EUR
2403254
USD
2022-06-16
13790.58
N
N
N
EUR FORWARD PALMER CONTRACT 07/14/2022 /
N/A
EUR FORWARD PALMER CONTRACT 07/14/2022 /
999999999
-1000000
OU
Currency
-1195478.22
-0.5611733792
N/A
DFE
XX
N
2
JP Morgan
N/A
1000000
EUR
1224138
USD
2022-07-14
28659.78
N
N
N
EUR FORWARD PALMER CONTRACT 10/21/2021 /
N/A
EUR FORWARD PALMER CONTRACT 10/21/2021 /
999999999
-750000
OU
Currency
-891171.34
-0.4183276817
N/A
DFE
XX
N
2
JP Morgan
N/A
750000
EUR
907767.75
USD
2021-10-21
16596.41
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
999999999
991
NC
USD
12387.50
0.0058148573
N/A
DE
US
N
1
NYSEAmerican
N/A
Put
Purchased
UNITED NATURAL FOODS INC
UNITED NATURAL FOODS INC
100
25.000000000000
USD
2021-08-20
XXXX
-95874.00
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
120000
PA
USD
124650
0.0585123681
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.25
N
N
N
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic, Inc.
21871DAD5
500000
PA
USD
499957.50
0.2346867011
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.50
N
N
N
N
N
N
Crestline Denali CLO XIV, LTD
549300SBJ7CCHEFNE215
Crestline Denali CLO XIV Ltd.
22615MAU6
500000
PA
USD
484349.57
0.2273601312
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-23
Floating
3.487880
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.
226373AR9
500000
PA
USD
520687.50
0.2444176389
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6
N
N
N
N
N
N
CUMBERLAND PARK CLO LTD
549300FV0ALYM6MGQ903
Cumberland Park CLO Ltd.
23076RAQ4
1000000
PA
USD
1004793.90
0.4716636228
Long
ABS-CBDO
CORP
KY
Y
2
2028-07-20
Floating
2.834250
N
N
N
N
N
N
CUMBERLAND PARK CLO LTD
549300FV0ALYM6MGQ903
Cumberland Park CLO Ltd.
23076TAG2
2500000
PA
USD
2518563.98
1.1822474351
Long
ABS-CBDO
CORP
KY
Y
2
2028-07-20
Floating
5.784250
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2011-LC3 Mortgage Trust
23305YAW9
203000
PA
USD
202596.03
0.0951012715
Long
ABS-MBS
CORP
US
Y
2
2044-05-10
Variable
5.0976
N
N
N
N
N
N
Denali Capital CLO X LTD
N/A
Denali Capital CLO X LLC
24823BAN0
1725000
PA
USD
1724495.22
0.8095009962
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-26
Floating
3.275250
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 57 Clo Ltd.
26243KAJ6
995000
PA
USD
976184.77
0.4582341166
Long
ABS-CBDO
CORP
KY
Y
2
2031-05-15
Floating
2.705880
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 57 Clo Ltd.
26243KAL1
330000
PA
USD
317575.76
0.1490742863
Long
ABS-CBDO
CORP
KY
Y
2
2031-05-15
Floating
5.355880
N
N
N
N
N
N
Dryden Senior Loan Fund
549300BH0PFEW6WVTN52
Dryden 40 Senior Loan Fund
26244GAL9
1350000
PA
USD
1357250.45
0.6371114159
Long
ABS-CBDO
CORP
KY
Y
2
2031-08-15
Floating
3.255880
N
N
N
N
N
N
Dryden Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund
26244LAC8
1500000
PA
USD
1419874.88
0.6665081564
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
5.426130
N
N
N
N
N
N
Dryden Senior Loan Fund
54930046L20VLJKPVV31
Dryden 45 Senior Loan Fund
26244MAU6
500000
PA
USD
500922.16
0.2351395254
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
3.276130
N
N
N
N
N
N
Dryden Senior Loan Fund
25490017VKY7XEFZL303
Dryden 86 CLO Ltd.
26245XAU1
1000000
PA
USD
1000014.14
0.4694199399
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-17
Floating
3.333880
N
N
N
N
N
N
Dryden Senior Loan Fund
549300XS2BVK8BZTXN05
Dryden 85 CLO Ltd.
26246CAA0
750000
PA
USD
754773.39
0.3543006696
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
7.876130
N
N
N
N
N
N
Dryden Senior Loan Fund
549300KYL9TWDEEU3W90
Dryden XXV Senior Loan Fund
26250JAY6
1500000
PA
USD
1501576.55
0.7048600071
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-15
Floating
3.126130
N
N
N
N
N
N
Dryden Senior Loan Fund
549300S32UW0TE4JM250
Dryden 70 CLO Ltd.
26252FAA4
1000000
PA
USD
993239.94
0.4662400403
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-16
Floating
6.176380
N
N
N
N
N
N
Dryden Senior Loan Fund
254900XGNUOV0Y3IBA68
Dryden 77 CLO Ltd.
26252YAE5
1000000
PA
USD
993168.38
0.4662064491
Long
ABS-CBDO
CORP
KY
Y
2
2034-05-20
Floating
6.003620
N
N
N
N
N
N
Dryden Senior Loan Fund
254900XGNUOV0Y3IBA68
Dryden 77 CLO Ltd.
26252YAG0
1000000
PA
USD
972511.04
0.4565096189
Long
ABS-CBDO
CORP
KY
Y
2
2034-05-20
Floating
7.723620
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 78 CLO Ltd.
26253LAG7
500000
PA
USD
502130.24
0.2357066142
Long
ABS-CBDO
CORP
KY
Y
2
2033-04-17
Floating
3.133880
N
N
N
N
N
N
Eaton Vance CDO Ltd
549300FU3GAH1NNHOO94
Eaton Vance CLO 2020-2 Ltd.
27829PAG1
500000
PA
USD
504894.14
0.2370040256
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
4.226130
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493001O5CL3BBUIEH94
Eaton Vance CLO 2013-1 Ltd.
27830CAJ1
1500000
PA
USD
1499929.88
0.7040870383
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-15
Floating
6.926130
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd.
27830KBA1
1075000
PA
USD
1051794.09
0.4937261372
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-20
Floating
2.634250
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd.
27830LAC6
850000
PA
USD
835161.37
0.3920358567
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-20
Floating
5.734250
N
N
N
N
N
N
Eaton Vance CDO Ltd
549300FU3GAH1NNHOO94
Eaton Vance CLO 2020-2 Ltd.
27830RAA7
1000000
PA
USD
1017738
0.4777397555
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
7.446130
N
N
N
N
N
N
Eaton Vance CDO Ltd
549300FPTLP8I41O7F48
Eaton Vance CLO 2014-1R Ltd.
27830UAA0
500000
PA
USD
479813.78
0.2252309710
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
5.826130
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493007R7GEORNX00105
Eaton Vance CLO 2019-1 Ltd.
27830VAG5
1250000
PA
USD
1248742.90
0.5861765285
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
6.626130
N
N
N
N
N
N
Eaton Vance CDO Ltd
549300R0C8KS2AMEHL81
Eaton Vance CLO 2018-1 Ltd.
27831BAJ2
750000
PA
USD
752924.76
0.3534328980
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
3.326130
N
N
N
N
N
N
Elmwood CLO V Ltd
N/A
Elmwood CLO V Ltd.
29003BAP6
955000
PA
USD
955056.16
0.4483160660
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
2.022880
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
29273DAB6
300000
PA
USD
301335
0.1414506575
Long
DBT
CORP
XX
Y
2
2027-07-31
Fixed
9.50
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
29273DAC4
169000
PA
USD
114295.55
0.0536518516
Long
DBT
CORP
XX
Y
2
2028-06-30
Fixed
6
N
N
N
N
N
N
ENDURE DIGITAL INC
N/A
Endure Digital, Inc.
29279XAA8
500000
PA
USD
486277.50
0.2282651272
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co. I Sarl / Endo US, Inc.
29280BAA3
190000
PA
USD
189096.55
0.0887644360
Long
DBT
CORP
LU
Y
2
2029-04-01
Fixed
6.1250
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Audacy Capital Corp.
29365DAA7
-700000
PA
USD
-723639
-0.3396857727
Short
DBT
CORP
US
Y
2
2027-05-01
Fixed
6.50
N
N
N
N
N
N
EUR FORWARD PALMER CONTRACT 06/15/2022 /
N/A
EUR FORWARD PALMER CONTRACT 06/15/2022 /
999999999
-1000000
OU
Currency
-1194705.07
-0.5608104523
N/A
DFE
XX
N
2
JP Morgan
N/A
1000000
EUR
1202689
USD
2022-06-15
7983.93
N
N
N
EUR FORWARD PALMER CONTRACT 10/21/2021 /
N/A
EUR FORWARD PALMER CONTRACT 10/21/2021 /
999999999
-1000000
OU
Currency
-1188228.46
-0.5577702454
N/A
DFE
XX
N
2
JP Morgan
N/A
1000000
EUR
1210257
USD
2021-10-21
22028.54
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034TAA1
205000
PA
USD
209868.75
0.0985151830
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5
N
N
N
N
N
N
EXELA INTERMED/EXELA FIN
N/A
Exela Intermediate LLC / Exela Finance, Inc.
30162RAA9
230000
PA
USD
161779.70
0.0759415432
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
10
N
N
N
N
N
N
522 Funding CLO LTD
N/A
ASSURANT CLO Ltd.
33830NAA4
1000000
PA
USD
1003070.14
0.4708544669
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-15
Floating
7.466130
N
N
N
N
N
N
Flatiron CLO Ltd
549300ZUHE1G4KLVKW25
Flatiron Clo 17 Ltd.
33882FAB6
5425000
PA
USD
4308232.18
2.0223414951
Long
ABS-CBDO
CORP
KY
Y
2
2030-05-15
Variable
0
N
N
N
N
N
N
Flatiron CLO Ltd
5493008L4GGS612L9S27
Flatiron CLO 18 Ltd.
33883HAC9
3500000
PA
USD
2731931.80
1.2824051281
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-17
Variable
0
N
N
N
N
N
N
Flatiron CLO Ltd
N/A
Flatiron CLO 20 Ltd.
33883MAD6
1000000
PA
USD
1013906.43
0.4759411656
Long
ABS-CBDO
CORP
KY
Y
2
2033-11-20
Floating
3.945250
N
N
N
N
N
N
Flatiron CLO Ltd
N/A
Flatiron CLO 20 Ltd.
33883NAA0
1750000
PA
USD
1811250
0.8502248440
Long
ABS-CBDO
CORP
KY
Y
2
2033-11-20
Floating
8.005250
N
N
N
N
N
N
Flatiron CLO Ltd
N/A
Flatiron CLO 21 Ltd.
33883TAA7
750000
PA
USD
749944.71
0.3520340229
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-19
Floating
6.1513
N
N
N
N
N
N
FXI HOLDINGS INC
549300VLKCUZW3MSVS50
FXI Holdings, Inc.
35166FAA0
300000
PA
USD
341671.50
0.1603851471
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
12.25
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp. II
36192QAJ3
650000
PA
USD
637523.25
0.2992618941
Long
ABS-MBS
CORP
US
Y
2
2030-12-10
Variable
3.4580
N
N
N
N
N
N
GYP HOLDINGS III CORP
549300055I1KJWZH9690
GYP Holdings III Corp.
36261NAA5
530000
PA
USD
537046.35
0.2520967007
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.6250
N
N
N
N
N
N
Galaxy CLO Ltd
6354006LLTU5DRVJLQ86
Galaxy Xxiv Clo Ltd.
36321CAA7
500000
PA
USD
491095.53
0.2305267745
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-15
Floating
5.626130
N
N
N
N
N
N
Galaxy CLO Ltd
549300BSLQRD3CFUV847
Galaxy XXIX CLO Ltd.
36321GAA8
1000000
PA
USD
1000000.97
0.4694137577
Long
ABS-CBDO
CORP
KY
Y
2
2026-11-15
Floating
4.705880
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp.
37185LAL6
350000
PA
USD
354250.75
0.1662900144
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75
N
N
N
N
N
N
GoldenTree Loan Management US
549300LOEERRNVSKVY31
Goldentree Loan Management U.S. Clo 8 Ltd.
38136QAB5
500000
PA
USD
499972.08
0.2346935452
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
7.634250
N
N
N
N
N
N
Goldentree Loan Opportunities
5493004WVEVHIF701522
Goldentree Loan Opportunities XII Ltd.
38137TAD4
1500000
PA
USD
1433147
0.6727382661
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-21
Floating
5.534250
N
N
N
N
N
N
GoldenTree Loan Management US
5493007PBV0WMI12LF68
Goldentree Loan Management U.S. Clo 10 Ltd.
38138UAA6
1460000
PA
USD
1460000
0.6853434215
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
2.875750
N
N
N
N
N
N
GoldenTree Loan Management US
5493007PBV0WMI12LF68
Goldentree Loan Management U.S. Clo 10 Ltd.
38138UAC2
750000
PA
USD
727500
0.3414981775
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
2.875750
N
N
N
N
N
N
Grippen Park CLO LTD
549300P7KR0IARP7PG22
Grippen Park CLO Ltd.
39862DAA4
1000000
PA
USD
996081.66
0.4675739815
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-20
Floating
5.834250
N
N
N
N
N
N
Grippen Park CLO LTD
549300P7KR0IARP7PG22
Grippen Park CLO Ltd.
39862DAB2
4000000
PA
USD
2779666.20
1.3048122905
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-20
Variable
0
N
N
N
N
N
N
EUR FORWARD PALMER CONTRACT 06/29/2022 /
N/A
EUR FORWARD PALMER CONTRACT 06/29/2022 /
999999999
-1000000
OU
Currency
-1195078.19
-0.5609855998
N/A
DFE
XX
N
2
JP Morgan
N/A
1000000
EUR
1190066
USD
2022-06-29
-5012.19
N
N
N
EUR FORWARD PALMER CONTRACT 3/23/2022 /
N/A
EUR FORWARD PALMER CONTRACT 3/23/2022 /
999999999
-800000
OU
Currency
-953976.97
-0.4478094799
N/A
DFE
XX
N
2
JP Morgan
N/A
800000
EUR
956593.60
USD
2022-03-23
2616.63
N
N
N
iShares 20+ Year Treasury Bond ETF
549300WWURKS1JGBZU59
iShares 20+ Year Treasury Bond ETF
999999999
730
NC
USD
2920
0.0013706868
N/A
DE
US
N
1
NYSEAmerican
N/A
Put
Purchased
ISHARES 20+ YEAR TREASURY BOND ETF
ISHARES 20+ YEAR TREASURY BOND ETF
100
120.000000000000
USD
2021-08-20
XXXX
-37255.33
N
N
N
iShares 20+ Year Treasury Bond ETF
549300WWURKS1JGBZU59
iShares 20+ Year Treasury Bond ETF
999999999
730
NC
USD
14965
0.0070247701
N/A
DE
US
N
1
NYSEAmerican
N/A
Put
Purchased
ISHARES 20+ YEAR TREASURY BOND ETF
ISHARES 20+ YEAR TREASURY BOND ETF
100
115.000000000000
USD
2021-10-15
XXXX
-38350.33
N
N
N
iShares 20+ Year Treasury Bond ETF
549300WWURKS1JGBZU59
iShares 20+ Year Treasury Bond ETF
999999999
146
NC
USD
2409
0.0011308166
N/A
DE
US
N
1
NYSEAmerican
N/A
Put
Purchased
ISHARES 20+ YEAR TREASURY BOND ETF
ISHARES 20+ YEAR TREASURY BOND ETF
100
120.000000000000
USD
2021-10-15
XXXX
-13364.07
N
N
N
HCRX INVESTMENTS HOLDCO
N/A
HCRX Investments Holdco LP
40390FAA8
70000
PA
USD
71487.50
0.0335571835
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.50
N
N
N
N
N
N
Highbridge Loan Management Ltd
N/A
Highbridge Loan Management 3-2014
40436XAJ6
850000
PA
USD
848681.13
0.3983822119
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-18
Floating
3.733880
N
N
N
N
N
N
HPS LOAN MANAGEMENT 8-2016, LT
54930040W4QDWLO30S73
HPS Loan Management 8-2016 Ltd.
40437JAA5
500000
PA
USD
478455.34
0.2245933012
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-20
Floating
5.634250
N
N
N
N
N
N
Highbridge Loan Management Ltd
254900IU43NDZ7HEB142
Highbridge Loan Management 7-2015 Ltd.
40437RAF6
1850000
PA
USD
1816662.86
0.8527657124
Long
ABS-CBDO
CORP
KY
Y
2
2027-03-15
Floating
2.555880
N
N
N
N
N
N
HPS Loan Management
254900T9FXVALKHZXT96
HPS Loan Management 15-2019 Ltd.
40439EAA4
1375000
PA
USD
1378693.72
0.6471771721
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-22
Floating
6.738250
N
N
N
N
N
N
HELIOS SOFT/ION CORP SOL
N/A
Helios Software Holdings, Inc. / ION Corporate Solutions Finance Sarl
42329HAA6
250000
PA
USD
246875
0.1158864090
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.6250
N
N
N
N
N
N
Highbridge Loan Management Ltd
54930067MZ9NV8B3SZ80
Highbridge Loan Management 5-2015 Ltd.
44331DAN9
875000
PA
USD
839747.34
0.3941885720
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
3.276130
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AE3
255000
PA
USD
272538.90
0.1279333851
Long
DBT
CORP
GB
Y
2
2029-01-15
Fixed
5.25
N
N
N
N
N
N
INVESCO CLO 2021-1, Ltd
25490016C8NV86EY2059
Invesco CLO 2021-1 Ltd.
46090YAA7
1000000
PA
USD
995132.97
0.4671286538
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
6.625190
N
N
N
N
N
N
ION TRADING TECHNOLOGIES
5493009ZVXOKZLQ6QJ12
ION Trading Technologies Sarl
46205YAA9
255000
PA
USD
264465.60
0.1241436707
Long
DBT
CORP
LU
Y
2
2028-05-15
Fixed
5.75
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
165000
PA
USD
171728.70
0.0806117362
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5
N
N
N
N
N
N
KKR Financial CLO Ltd
635400ZS4BDP68TETX94
KKR CLO 13 Ltd.
48250XAJ2
500000
PA
USD
498800
0.2341433552
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-16
Floating
5.076380
N
N
N
N
N
N
EUR FORWARD PALMER CONTRACT 3/23/2022 /
N/A
EUR FORWARD PALMER CONTRACT 3/23/2022 /
999999999
800000
OU
Currency
953976.97
0.4478094799
N/A
DFE
XX
N
2
JP Morgan
N/A
979600
USD
800000
EUR
2022-03-23
-25623.03
N
N
N
LCM Ltd Partnership
549300PYL1KC7BYM8G75
LCM XVIII LP
50188GAW3
1000000
PA
USD
960108.50
0.4506877016
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
2.934250
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
550000
PA
USD
563769.25
0.2646407854
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.50
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
-700000
PA
USD
-680645
-0.3195038172
Short
DBT
CORP
US
Y
2
2028-11-01
Fixed
5.75
N
N
N
N
N
N
Madison Park Funding Ltd
254900END3IQSN7CTN87
Madison Park Funding XIX Ltd.
55819QAL1
1250000
PA
USD
1241344.92
0.5827038183
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-22
Floating
2.288250
N
N
N
N
N
N
Madison Park Funding Ltd
254900END3IQSN7CTN87
Madison Park Funding XIX Ltd.
55819RAG0
1460000
PA
USD
1402993.19
0.6585836666
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-22
Floating
4.488250
N
N
N
N
N
N
Magnetite CLO Ltd
549300Z6VW568TT64K70
Magnetite XII Ltd.
55953GCJ2
1050000
PA
USD
1021674.66
0.4795876761
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-15
Floating
8.076130
N
N
N
N
N
N
Magnetite CLO Ltd
549300Z3WHVYABE20I45
Magnetite XVI Ltd.
55953PAG0
500000
PA
USD
497832.58
0.2336892354
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-18
Floating
5.133880
N
N
N
N
N
N
Magnetite CLO Ltd
5493000081NBXWGGSW23
Magnetite XXII Ltd.
55954DAE1
1000000
PA
USD
1001935.45
0.4703218284
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
6.476130
N
N
N
N
N
N
Magnetite CLO Ltd
549300XD71H6EU9N2I97
Magnetite XIV-R Ltd.
55954MAC5
1500000
PA
USD
1447109.23
0.6792923226
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-18
Floating
8.063880
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd.
55954XAA5
1075000
PA
USD
1080849.61
0.5073651848
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-15
Floating
7.076130
N
N
N
N
N
N
Magnetite CLO Ltd
54930077HHZ1QV5CPQ30
Magnetite XXVIII Ltd.
55955MAA8
750000
PA
USD
753186.11
0.3535555792
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-25
Floating
7.205250
N
N
N
N
N
N
EUR FORWARD PALMER CONTRACT 06/16/2022 /
N/A
EUR FORWARD PALMER CONTRACT 06/16/2022 /
999999999
250000
OU
Currency
298682.93
0.1402057405
N/A
DFE
XX
N
2
JP Morgan
N/A
298023.75
USD
250000
EUR
2022-06-16
659.18
N
N
N
Milos CLO, LTD
254900GFWI4EEB8IJS18
Milos CLO Ltd.
60162QAC4
800000
PA
USD
790452.68
0.3710490029
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
6.284250
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
N/A
iShares iBoxx High Yield Corporate Bond ETF
999999999
1361
NC
USD
16332
0.0076664581
N/A
DE
US
N
1
NYSEAmerican
N/A
Put
Purchased
ISHARES IBOXX HIGH YIELD CORP BOND ETF
ISHARES IBOXX HIGH YIELD CORP BOND ETF
100
85.000000000000
USD
2021-08-20
XXXX
-34725.51
N
N
N
Mountain View CLO Ltd
549300RHYK4B5L898W39
Mountain View CLO X Ltd.
62432DAA7
1000000
PA
USD
982225.44
0.4610696875
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-13
Floating
4.978630
N
N
N
N
N
N
MURRAY ENERGY CORP
549300WM5IIFYHZYTT63
Murray Energy Corp.
62704PAF0
300000
PA
USD
190.50
0.0000894232
Long
DBT
CORP
US
Y
2
2022-01-14
None
11.25
Y
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EAY4
160000
PA
USD
164984
0.0774456843
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd.
629571AA8
600000
PA
USD
561975
0.2637985406
Long
DBT
CORP
BM
Y
2
2026-01-15
Fixed
7.25
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II, Inc.
64083YAA9
500000
PA
USD
516887.50
0.2426338683
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.50
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300NPF57YF6WBDP72
Neuberger Berman CLO XX Ltd.
64130UAE2
5000000
PA
USD
2564468.60
1.2037956744
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Variable
0
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FFV1EYI8ON7P41
Neuberger Berman CLO XXII Ltd.
64131BAK9
325000
PA
USD
325437.40
0.1527646447
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-17
Floating
3.233880
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FFV1EYI8ON7P41
Neuberger Berman CLO XXII Ltd.
64131CAF8
1000000
PA
USD
986844.92
0.4632381328
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-17
Floating
6.193880
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300P0MOXZPIM3AS61
Neuberger Berman Loan Advisers CLO 26 Ltd.
64131PAA0
1000000
PA
USD
996404.49
0.4677255222
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-18
Floating
6.033880
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132EAL0
1450000
PA
USD
1448599.40
0.6799918282
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
6.233880
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300MYVO80EQUJK294
Neuberger Berman Loan Advisers CLO 35 Ltd.
64133CAL3
528045
PA
USD
531430.11
0.2494603629
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-19
Floating
3.833880
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300SM4FYZ8US63U33
Neuberger Berman Loan Advisers CLO 38 Ltd.
64133RAG1
500000
PA
USD
500995.41
0.2351739099
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-20
Floating
3.884250
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300SM4FYZ8US63U33
Neuberger Berman Loan Advisers CLO 38 Ltd.
64133TAA0
1550000
PA
USD
1561826.94
0.7331423417
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-20
Floating
7.634250
N
N
N
N
N
N
OCP CLO Ltd
2549003HLFPQ7ATPYA23
OCP Clo 2019-17 Ltd.
67113MAE4
1000000
PA
USD
1000024
0.4694245683
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
6.634250
N
N
N
N
N
N
OCP CLO Ltd
254900MN6N176YEZLX15
OCP CLO 2020-18 Ltd.
67570TAG0
1000000
PA
USD
1000098.08
0.4694593424
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
6.564250
N
N
N
N
N
N
Octagon Investment Partners 42
N/A
Octagon Investment Partners 42 Ltd.
67576RAE3
500000
PA
USD
500000.39
0.2347068343
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-15
Floating
6.876130
N
N
N
N
N
N
Octagon Investment Partners 47
N/A
Octagon Investment Partners 47 Ltd.
67576YAE8
750000
PA
USD
749542.65
0.3518452906
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
6.384250
N
N
N
N
N
N
Octagon Credit Partners 46, LT
N/A
Octagon Investment Partners 46 Ltd.
67577VAG8
500000
PA
USD
500613.16
0.2349944767
Long
ABS-CBDO
CORP
KY
Y
2
2033-07-15
Floating
4.726130
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 2 Ltd.
67707EBE3
1750000
PA
USD
1750100.68
0.8215205397
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-21
Floating
3.434250
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 2 Ltd.
67707FAG6
1000000
PA
USD
998968.92
0.4689292997
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-21
Floating
6.494250
N
N
N
N
N
N
PPM CLO 3 Ltd.
549300UEAJV6RALDS969
PPM CLO 3 Ltd.
69355BAE1
750000
PA
USD
750000
0.3520599768
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-17
Floating
6.743880
N
N
N
N
N
N
PEABODY ENERGY CORP
EJCO258LNNVSKAR2JX59
Peabody Energy Corp.
70457LAB0
450000
PA
USD
355756.50
0.1669968335
Long
DBT
CORP
US
Y
2
2025-03-31
Fixed
6.3750
N
N
N
N
N
N
PLASTIPAK HOLDINGS INC
N/A
Plastipak Holdings, Inc.
727610AN7
350000
PA
USD
358351
0.1682147263
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
6.25
N
N
N
N
N
N
POWERTEAM SERVICES LLC
549300J2G34D0WX8Z443
PowerTeam Services LLC
73939VAA2
550000
PA
USD
607521.75
0.2851787909
Long
DBT
CORP
US
Y
2
2025-12-04
Fixed
9.0330
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd.
75620RAH5
1000000
PA
USD
25152.71
0.0118070167
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Fixed
0.10
N
N
N
N
N
N
Regatta II Funding LP
N/A
Regatta Funding LP 2013-2A
75885WAY7
1200000
PA
USD
1205013.86
0.5656495354
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-15
Floating
3.826130
N
N
N
N
N
N
Regatta VII Funding Ltd
549300DA6HSLI0UPTQ25
Regatta VII Funding Ltd.
75887TAN6
750000
PA
USD
749998.54
0.3520592915
Long
ABS-CBDO
CORP
KY
Y
2
2034-06-20
Floating
6.5345
N
N
N
N
N
N
Regatta XII Funding Ltd.
N/A
Regata XII Funding Ltd.
75888LAA0
500000
PA
USD
502690.01
0.2359693777
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
6.976130
N
N
N
N
N
N
Regatta XV Funding Ltd.
N/A
Regatta XV Funding Ltd.
75888PAA1
1000000
PA
USD
997384.02
0.4681853266
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-25
Floating
6.625250
N
N
N
N
N
N
Regatta XVI Funding Ltd.
254900XPJFGKL5R4O429
Regatta XVI Funding Ltd.
75888TAJ4
750000
PA
USD
755918.02
0.3548379741
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-15
Floating
4.026130
N
N
N
N
N
N
Riserva CLO, Ltd.
549300640C8OB2I8SN35
Riserva Clo Ltd.
76761TAJ4
625000
PA
USD
610316.51
0.2864906885
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-18
Floating
8.643880
N
N
N
N
N
N
Rockford Tower CLO Ltd
N/A
Rockford Tower CLO 2020-1 Ltd.
77341HAA6
1900000
PA
USD
1910310.94
0.8967253669
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
7.034250
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II, Inc.
81105DAB1
1000000
PA
USD
1000935
0.4698522038
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.3750
N
N
N
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp.
82088KAG3
395000
PA
USD
406316.75
0.1907304874
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.75
N
N
N
N
N
N
Sixth Street CLO XVI, LTD.
N/A
Sixth Street CLO XVII Ltd.
83012GAA4
750000
PA
USD
754178.67
0.3540215001
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-20
Floating
6.369330
N
N
N
N
N
N
Sound Point CLO LTD
N/A
SOUND POINT CLO XXII Ltd.
83611KAU6
1000000
PA
USD
1000000
0.4694133024
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
3.634250
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
-700000
PA
USD
-679962.50
-0.3191834426
Short
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.75
N
N
N
N
N
N
Symphony CLO Ltd
54930085JMJSZBQ6N270
Symphony CLO XIV Ltd.
87159QAW8
1250000
PA
USD
1245518.14
0.5846627833
Long
ABS-CBDO
CORP
KY
Y
2
2026-07-14
Floating
4.732880
N
N
N
N
N
N
TCI-Symphony CLO
5493005WLG3H3B8NI222
TCI-Symphony CLO 2016-1 Ltd.
87229WAL5
1000000
PA
USD
1004507.55
0.4715292063
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-13
Floating
3.128630
N
N
N
N
N
N
TCI-Flatiron CLO Ltd
549300EEOTVLW827QY91
TCI-Flatiron CLO 2016-1 Ltd.
87230AAS5
1000000
PA
USD
1004334.13
0.4714478007
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-17
Floating
3.733880
N
N
N
N
N
N
TCI-Flatiron CLO Ltd
549300EEOTVLW827QY91
TCI-Flatiron CLO 2016-1 Ltd.
87230BAD6
1500000
PA
USD
1505052.29
0.7064915657
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-17
Floating
7.133880
N
N
N
N
N
N
TCI-Flatiron CLO Ltd
N/A
TCI-Flatiron Clo 2017-1 Ltd.
87231BAJ2
875000
PA
USD
868157.50
0.4075246791
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-18
Floating
2.905880
N
N
N
N
N
N
TICP CLO Ltd
254900FRG2I3OIEKD552
TICP CLO V 2016-1 Ltd.
87248MAD2
688000
PA
USD
669914.39
0.3144667261
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-17
Floating
5.883880
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO VIII Ltd.
87248XAA4
750000
PA
USD
748149.87
0.3511915012
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
6.684250
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XIII Ltd.
87250BAE9
560000
PA
USD
561398.28
0.2635278206
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
6.326130
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc.
88047PAA2
500000
PA
USD
464382.50
0.2179873229
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.3750
N
N
N
N
N
N
Wind River CLO Ltd
254900ZK5ODN8CA7YX85
Wind River 2014-3 CLO Ltd.
88432DBL7
750000
PA
USD
735540.06
0.3452722886
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-22
Floating
3.538250
N
N
N
N
N
N
Thompson Park CLO, LTD
N/A
Thompson Park CLO Ltd.
884886AA0
1000000
PA
USD
993545.94
0.4663836808
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
6.509350
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473LAP9
500000
PA
USD
502658.51
0.2359545912
Long
ABS-CBDO
CORP
KY
Y
2
2028-10-20
Floating
2.784250
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings, Inc.
89616RAA7
512000
PA
USD
524820.48
0.2463577147
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
6.6250
N
N
N
N
N
N
US 2018-usdc
N/A
U.S. 2018-USDC
903442AG6
525000
PA
USD
502744.20
0.2359948152
Long
ABS-MBS
CORP
US
Y
2
2038-05-13
Variable
4.4925
N
N
N
N
N
N
US 2018-usdc
N/A
U.S. 2018-USDC
903442AJ0
1250000
PA
USD
1102633.75
0.5175909499
Long
ABS-MBS
CORP
US
Y
2
2038-05-13
Variable
4.4925
N
N
N
N
N
N
Venture CDO Ltd
549300BWBX8PTZD3W768
Venture XXIII CLO Ltd.
92332DAA5
1000000
PA
USD
999968.28
0.4693984126
Long
ABS-CBDO
CORP
KY
Y
2
2028-07-19
Floating
6.083880
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat, Inc.
92552VAK6
750000
PA
USD
763860
0.3585660452
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
5.6250
N
N
N
N
N
N
Voya CLO Ltd
5493000X4YEVJOIVRG48
Voya CLO 2014-3 Ltd.
92912QAH9
750000
PA
USD
751957.97
0.3529790740
Long
ABS-CBDO
CORP
KY
Y
2
2026-07-25
Floating
2.775250
N
N
N
N
N
N
Voya CLO Ltd
54930085W413OSH6FR69
Voya CLO 2015-1 Ltd.
92914NAQ4
750000
PA
USD
727553.15
0.3415231268
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-18
Floating
2.483880
N
N
N
N
N
N
Voya CLO Ltd
549300BRUAMTEA33B077
Voya CLO 2016-1 Ltd.
92915EAG5
880000
PA
USD
817187.29
0.3835985845
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
5.384250
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2013-1 Ltd.
92917CAN2
500000
PA
USD
482062.45
0.2262865266
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
3.076130
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2019-4 Ltd.
92917UAA0
500000
PA
USD
503825.51
0.2365023965
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-15
Floating
7.606130
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2020-2 Ltd.
92918JAA4
1000000
PA
USD
1005233
0.4718697422
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-19
Floating
7.983880
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2020-3 Ltd.
92918KAA1
1500000
PA
USD
1507545.12
0.7076617333
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Floating
6.414250
N
N
N
N
N
N
WFLD MORTGAGE TRUST
N/A
WFLD 2014-MONT Mortgage Trust
92939GAL1
500000
PA
USD
397832.50
0.1867478676
Long
ABS-MBS
CORP
US
Y
2
2031-08-10
Variable
3.7548
N
N
N
N
N
N
West Town Mall Trust
N/A
West Town Mall Trust 2017-KNOX
95630LAA9
1210792.7090
PA
USD
1215532.96
0.5705873409
Long
ABS-MBS
CORP
US
Y
2
2030-07-05
Fixed
3.8228
N
N
N
N
N
N
Worldwide Plaza Trust
N/A
Worldwide Plaza Trust 2017-WWP
98162JAQ9
750000
PA
USD
700963.50
0.3290415914
Long
ABS-MBS
CORP
US
Y
2
2036-11-10
Variable
3.595540
N
N
N
N
N
N
York CLO Ltd
25490036G9JNQQPHIX69
York CLO-7 Ltd.
98625DAG5
1250000
PA
USD
1257908.66
0.5904790582
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-22
Floating
3.938250
N
N
N
N
N
N
York CLO Ltd
635400TYXCFIHMPETY18
York CLO-5 Ltd.
98625LAG7
1750000
PA
USD
1752172.23
0.8224929528
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-22
Floating
3.488250
N
N
N
N
N
N
York CLO Ltd
254900V675MOVWK0HA08
York CLO-6 Ltd.
98625NAJ7
250000
PA
USD
251395.99
0.1180086219
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-22
Floating
4.138250
N
N
N
N
N
N
York CLO Ltd
5493009C48K5WG4EX118
York CLO-2 Ltd.
98625TAQ8
750000
PA
USD
739490.06
0.3471264712
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-22
Floating
2.738250
N
N
N
N
N
N
York CLO Ltd
549300TKWX739FHPEQ97
York Clo-3 Ltd.
98625VAG5
1000000
PA
USD
1003885.90
0.4712373955
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-20
Floating
6.534250
N
N
N
N
N
N
AMER ROCK SALT CO LLC
549300FBKBNV4GSVVR46
American Rock Salt Co. LLC
02932JAP2
500000
PA
USD
501250
0.2352934178
Long
LON
CORP
US
N
2
2028-06-11
Floating
4.75
N
N
N
N
N
N
AMER ROCK SALT CO LLC
549300FBKBNV4GSVVR46
American Rock Salt Co. LLC
02932JAS6
250000
PA
USD
250000
0.1173533256
Long
LON
CORP
US
N
2
2029-06-11
Floating
8
N
N
N
N
N
N
PLUTO ACQUISITION I INC
254900MOXD90LKQ6AY47
Pluto Acquisition I, Inc.
72941DAF9
250000
PA
USD
248750
0.1167665590
Long
LON
CORP
US
N
2
2026-06-20
Floating
4.1350
N
N
N
N
N
N
CDXNA IG 33 3-7% A.S. 12/20/2024 /
N/A
CDXNA IG 33 3-7% A.S. 12/20/2024 /
999999999
2000000
NC
USD
1952219.21
0.9163976664
N/A
DCR
US
N
2
2024-12-20
Fixed
1
N
N
N
JP Morgan
N/A
CDXNA IG 33 3-7% A.S. 12/20/2024 /
CDXNA IG 33 3-7% A.S. 12/20/2024 /
Y
None
2024-12-20
0.000000000000
USD
51000.000000000000
USD
2000000
USD
3219.21
N
N
N
CMBX N.A. BBB 6 05/11/2063 /
N/A
CMBX N.A. BBB 6 05/11/2063 /
999999999
1000000
NC
USD
735625
0.3453121606
N/A
DCR
US
N
2
2063-05-11
Fixed
3
N
N
N
JP Morgan
N/A
CMBX N.A. BBB 6 05/11/2063 /
CMBX N.A. BBB 6 05/11/2063 /
Y
None
2063-05-11
0.000000000000
USD
241500.000000000000
USD
1000000
USD
-23125
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
3062
NS
USD
311742.22
0.1463359450
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential - REIT
29476L107
7083
NS
USD
595892.79
0.2797200024
Long
CORP
US
N
1
N
N
N
EURO CURRENCY /
N/A
EURO CURRENCY /
999999999
1093.27
OU
Currency
1296.88
0.0006087727
Long
STIV
XX
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
4045
NS
USD
311990.85
0.1464526552
Long
EC
CORP
US
N
1
N
N
N
Fidelity Treasury Portfolio
N/A
Fidelity Treasury Portfolio - Class I
316175504
1596056.52
PA
USD
1596056.52
0.7492101619
Long
STIV
RF
US
N
1
N
N
N
HCA CDS ASSET 6/20/2026 /
N/A
HCA CDS ASSET 6/20/2026 /
999999999
-1900000
NC
USD
-2282914.20
-1.0716302937
N/A
DCR
US
N
2
2026-06-20
Fixed
5
N
N
N
Morgan Stanley
N/A
HCA CDS ASSET 6/20/2026 /
HCA CDS ASSET 6/20/2026 /
Y
None
2026-06-20
0.000000000000
USD
350422.130000000000
USD
-1900000
USD
-32472.07
N
N
N
Nabors Industries Ltd
N/A
Nabors Industries Ltd.
G6359F137
1272
NS
USD
111312.72
0.0522516715
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
12590
NS
USD
328599
0.1542487418
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
3913
NS
USD
287331.59
0.1348772705
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp. - REIT
78440X804
6878
NS
USD
512135.88
0.2404033947
Long
CORP
US
N
1
N
N
N
Federated Hermes Treasury Obli
254900WUIGYHOH89FC60
Federated Hermes Treasury Obligations Fund - Class Institutional
60934N500
7292833.96
PA
USD
7292833.96
3.4233532730
Long
STIV
RF
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust - REIT
929042109
10700
NS
USD
465450
0.2184884216
Long
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
5479
NS
USD
315426.03
0.1480651744
Long
EC
CORP
US
N
1
N
N
N
2021-08-04
PALMER SQUARE OPPORTUNISTIC INCOME FUND
/s/ Jeffrey Fox
Jeffrey Fox
President and Treasurer