0001145549-23-078816.txt : 20231228 0001145549-23-078816.hdr.sgml : 20231228 20231228113422 ACCESSION NUMBER: 0001145549-23-078816 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20231228 DATE AS OF CHANGE: 20231228 PERIOD START: 20240731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Palmer Square Opportunistic Income Fund CENTRAL INDEX KEY: 0001608016 ORGANIZATION NAME: IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22969 FILM NUMBER: 231520814 BUSINESS ADDRESS: STREET 1: 1900 SHAWNEE MISSION PARKWAY, SUITE 315 CITY: MISSION WOODS STATE: KS ZIP: 66205 BUSINESS PHONE: 888-870-3088 MAIL ADDRESS: STREET 1: 1900 SHAWNEE MISSION PARKWAY, SUITE 315 CITY: MISSION WOODS STATE: KS ZIP: 66205 FORMER COMPANY: FORMER CONFORMED NAME: Montage Managers Trust DATE OF NAME CHANGE: 20140513 NPORT-P 1 primary_doc.xml 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 2024-07-31 2023-10-31 N 304078679.120000000000 10162979.160000000000 293915699.960000000000 0.000000000000 0.000000000000 32250000.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 4991761.290000000000 0.000000000000 0.000000000000 6640455.220000000000 USD EUR N Fund's Securities Portfolio N/A ALM Loan Funding N/A ALM 2020 Ltd. 00166DAA9 1000000 PA USD 966144.70 0.3287149003 Long ABS-CBDO CORP KY Y 2 2029-10-15 Floating 11.655480 N N N N N N ARES CLO Ltd 6354004TAEXDOTEJZN31 Ares LXII CLO Ltd. 00192XAC9 2000000 PA USD 1210055.20 0.4117014505 Long ABS-CBDO CORP KY Y 2 2034-01-25 Variable 0 N N N N N N ACRISURE LLC / FIN INC N/A Acrisure LLC / Acrisure Finance, Inc. 00489LAA1 750000 PA USD 728208 0.2477608376 Long DBT CORP US Y 2 2025-11-15 Fixed 7 N N N N N N Apidos CLO Ltd 5493008YDOADR1DMZM86 Apidos CLO XX 03765MAG5 500000 PA USD 440800 0.1499749758 Long ABS-CBDO CORP KY Y 2 2031-07-16 Floating 11.355480 N N N N N N Apidos CLO Ltd 549300QCAOUF4OXOI275 Apidos CLO XXVIII 03766YAA1 1250000 PA USD 1095300.25 0.3726579595 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 11.177430 N N N N N N Apidos CLO Ltd 549300QCAOUF4OXOI275 Apidos CLO XXVIII 03767CAE0 1250000 PA USD 1191342.38 0.4053347202 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 8.177430 N N N N N N Apidos CLO Ltd 549300AVJUID3QNR9M59 Apidos CLO XXIX 03767MAL2 1500000 PA USD 1442799.75 0.4908889693 Long ABS-CBDO CORP KY Y 2 2030-07-25 Floating 8.389830 N N N N N N ARES CLO Ltd 6354004TAEXDOTEJZN31 Ares XXXVIII CLO Ltd. 04015UAL2 650000 PA USD 615328.68 0.2093554989 Long ABS-CBDO CORP KY Y 2 2030-04-20 Floating 8.177430 N N N N N N ARES CLO Ltd 5493004S1FMDW7K3MU50 Ares XLII Clo Ltd. 04016LAL1 750000 PA USD 709004.85 0.2412272805 Long ABS-CBDO CORP KY Y 2 2028-01-22 Floating 11.723540 N N N N N N ARES CLO Ltd 549300S7Y78W7UJHZZ39 ARES L CLO Ltd. 04018LAG0 1700000 PA USD 1630347.77 0.5546991094 Long ABS-CBDO CORP KY Y 2 2032-01-15 Floating 8.555480 N N N N N N Atrium CDO Corp 549300O252OCTN35RH57 Madison Park Funding XLI Ltd. 04964YAJ0 1334322 PA USD 1332718.95 0.4534357811 Long ABS-CBDO CORP KY Y 2 2027-04-22 Floating 10.923540 N N N N N N Babson CLO Ltd 549300QR3VQZ1T0JUI29 Barings CLO Ltd. 2015-I 056162AU4 1000000 PA USD 940062.90 0.3198409953 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 8.277430 N N N N N N Bain Capital Credit CLO, Limit N/A Bain Capital Credit CLO 2021-7 Ltd. 05682NAJ2 1000000 PA USD 955320.10 0.3250320075 Long ABS-CBDO CORP KY Y 2 2035-01-22 Floating 8.923540 N N N N N N Bain Capital Credit CLO, Limit N/A Bain Capital Credit CLO 2018-1 05683LAJ5 500000 PA USD 459391.35 0.1563003780 Long ABS-CBDO CORP KY Y 2 2031-04-23 Floating 8.373540 N N N N N N Ballyrock Ltd N/A Ballyrock CLO 2019-1 Ltd. 05875KAE6 750000 PA USD 727945.20 0.2476714242 Long ABS-CBDO CORP KY Y 2 2032-07-15 Floating 12.405480 N N N N N N Ballyrock Ltd N/A Ballyrock CLO 2019-2 Ltd. 05875MAU6 1500000 PA USD 1493795.55 0.5082394544 Long ABS-CBDO CORP KY Y 2 2030-11-20 Floating 8.791370 N N N N N N Ballyrock Ltd N/A Ballyrock CLO 23 Ltd. 05875RAA9 1100000 PA USD 1100490.05 0.3744237039 Long ABS-CBDO CORP JE Y 2 2036-04-25 Floating 13.548220 N N N N N N Carlyle Global Market Strategi N/A Carlyle Global Market Strategies CLO 2014-4-R Ltd. 14314TAA6 1000000 PA USD 856309.10 0.2913451374 Long ABS-CBDO CORP KY Y 2 2030-07-15 Floating 11.305480 N N N N N N CARRIAGE PURCHASER INC N/A Carriage Purchaser, Inc. 14445LAA5 526000 PA USD 390341.44 0.1328072778 Long DBT CORP US Y 2 2029-10-15 Fixed 7.8750 N N N N N N EUR FORWARD PALMER CONTRACT 01/18/2024 / N/A EUR FORWARD PALMER CONTRACT 01/18/2024 / 999999999 -1000000 OU Currency -1062153.44 -0.3613803006 N/A DFE XX N 2 JP MORGAN N/A 1000000 EUR 1063135 USD 2024-01-18 981.56 N N N EUR FORWARD PALMER CONTRACT 01/18/2024 / N/A EUR FORWARD PALMER CONTRACT 01/18/2024 / 999999999 -3800000 OU Currency -4036183.08 -1.3732451450 N/A DFE XX N 2 JP MORGAN N/A 3800000 EUR 4044218.40 USD 2024-01-18 8035.32 N N N Dryden Senior Loan Fund 254900XGNUOV0Y3IBA68 Dryden 77 CLO Ltd. 26252YAE5 1000000 PA USD 885586.80 0.3013063950 Long ABS-CBDO CORP KY Y 2 2034-05-20 Floating 11.511370 N N N N N N Dryden Senior Loan Fund 254900XGNUOV0Y3IBA68 Dryden 77 CLO Ltd. 26252YAG0 1000000 PA USD 815232.30 0.2773694294 Long ABS-CBDO CORP KY Y 2 2034-05-20 Floating 13.231370 N N N N N N Dryden Senior Loan Fund N/A Dryden 106 CLO Ltd. 26254CAG6 1000000 PA USD 1019515 0.3468732702 Long ABS-CBDO CORP KY Y 2 2035-10-15 Floating 11.093870 N N N N N N Eaton Vance CDO Ltd 5493001O5CL3BBUIEH94 Eaton Vance CLO 2013-1 Ltd. 27830CAJ1 1500000 PA USD 1419586.05 0.4829908883 Long ABS-CBDO CORP KY Y 2 2034-01-15 Floating 12.455480 N N N N N N Eaton Vance CDO Ltd 5493008YP5U5LTXAO749 Eaton Vance Clo 2015-1 Ltd. 27830KBA1 1075000 PA USD 1018047.15 0.3463738583 Long ABS-CBDO CORP KY Y 2 2030-01-20 Floating 8.177430 N N N N N N Eaton Vance CDO Ltd 5493008YP5U5LTXAO749 Eaton Vance Clo 2015-1 Ltd. 27830LAC6 850000 PA USD 733473.33 0.2495522798 Long ABS-CBDO CORP KY Y 2 2030-01-20 Floating 11.277430 N N N N N N Eaton Vance CDO Ltd 549300FU3GAH1NNHOO94 Eaton Vance CLO 2020-2 Ltd. 27830RAE9 1000000 PA USD 970902.20 0.3303335617 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 12.155480 N N N N N N Eaton Vance CDO Ltd 549300FPTLP8I41O7F48 Eaton Vance CLO 2014-1R Ltd. 27830UAA0 500000 PA USD 431248.25 0.1467251494 Long ABS-CBDO CORP KY Y 2 2030-07-15 Floating 11.355480 N N N N N N Eaton Vance CDO Ltd 549300R0C8KS2AMEHL81 Eaton Vance CLO 2018-1 Ltd. 27831BAJ2 1250000 PA USD 1196095.63 0.4069519356 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 8.855480 N N N N N N Elmwood CLO II Ltd. N/A Elmwood CLO II Ltd. 29001LAS0 1000000 PA USD 983111.90 0.3344877120 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 8.677430 N N N N N N Elmwood CLO III Ltd N/A Elmwood CLO III Ltd. 29002JAJ4 600000 PA USD 552000 0.1878089534 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 13.417430 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAN0 725000 PA USD 658430.50 0.2240201868 Long EP CORP US N 2 2026-11-15 Variable 6.50 N N N N N N EUR FORWARD PALMER CONTRACT 12/14/2023 / N/A EUR FORWARD PALMER CONTRACT 12/14/2023 / 999999999 -1750000 OU Currency -1855745.32 -0.6313869318 N/A DFE XX N 2 JP MORGAN N/A 1750000 EUR 1886321.50 USD 2023-12-14 30576.18 N N N 522 Funding CLO LTD 549300HKB0UTKU91DG08 522 Funding CLO 2019-5 Ltd. 33829UAA1 1500000 PA USD 1386302.25 0.4716666208 Long ABS-CBDO CORP KY Y 2 2035-04-15 Floating 12.153870 N N N N N N 522 Funding CLO Ltd 549300HKB0UTKU91DG08 522 Funding CLO 2020-6 Ltd. 33835BAG2 1000000 PA USD 846567.40 0.2880306837 Long ABS-CBDO CORP KY Y 2 2034-10-23 Floating 13.713540 N N N N N N 522 Funding CLO Ltd 635400A6LSLGJQHVOZ36 ASSURANT CLO I Ltd. 33835QAA2 1000000 PA USD 878514.80 0.2989002629 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 12.877430 N N N N N N OZLM Ltd 549300ROA1URR67W0G46 OZLM VI Ltd. 67108LBC6 1750000 PA USD 1664962.25 0.5664761189 Long ABS-CBDO CORP KY Y 2 2031-04-17 Floating 8.794440 N N N N N N OZLM Ltd 54930042UBEHLEPQ4B17 OZLM XVI Ltd. 67111KAG5 1000000 PA USD 984907.20 0.3350985334 Long ABS-CBDO CORP KY Y 2 2030-05-16 Floating 9.183440 N N N N N N OZLM Ltd 549300SDDOLWC85Q9Q65 OZLM XXII Ltd. 67111VAJ5 1250000 PA USD 1186147.50 0.4035672474 Long ABS-CBDO CORP KY Y 2 2031-01-17 Floating 8.314440 N N N N N N OZLM Ltd 549300ROA1URR67W0G46 OZLM XX Ltd. 67112MAG0 1500000 PA USD 1381545.45 0.4700481976 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 8.627430 N N N N N N OCP CLO Ltd 2549003HLFPQ7ATPYA23 OCP Clo 2019-17 Ltd. 67113MAE4 1000000 PA USD 941714.20 0.3204028230 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 12.177430 N N N N N N OCP CLO Ltd 254900PS626FB00CVF06 OCP CLO 2021-22 Ltd. 67117TAG0 1000000 PA USD 937608.90 0.3190060620 Long ABS-CBDO CORP KY Y 2 2034-12-02 Floating 8.777430 N N N N N N OCP CLO Ltd 254900PS626FB00CVF06 OCP CLO 2021-22 Ltd. 67118JAA4 1000000 PA USD 931163.60 0.3168131543 Long ABS-CBDO CORP KY Y 2 2034-12-02 Floating 12.277430 N N N N N N Octagon Investment Partners Lt N/A Octagon Investment Partners 18-R Ltd. 67576FAJ8 1000000 PA USD 948803.30 0.3228147731 Long ABS-CBDO CORP KY Y 2 2031-04-16 Floating 8.355480 N N N N N N Octagon Investment Partners 47 N/A Octagon Investment Partners 47 Ltd. 67576YAE8 750000 PA USD 686683.05 0.2336326539 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 11.927430 N N N N N N Octagon 70 Alto Ltd N/A Octagon 70 Alto Ltd. 67578PAA3 1000000 PA USD 962042.40 0.3273191599 Long ABS-CBDO CORP KY Y 2 2036-10-20 Floating 12.065220 N N N N N N Octagon Investment Partners XI 549300QEN35HTPJ3BX33 Octagon Investment Partners XIV Ltd. 67590ABX9 1000000 PA USD 968181.80 0.3294079902 Long ABS-CBDO CORP KY Y 2 2029-07-15 Floating 9.555480 N N N N N N Octagon Investment Partners XV 54930007Y57X4ONHQV20 Octagon Investment Partners XVII Ltd. 67590GBQ1 1500000 PA USD 1397618.25 0.4755167043 Long ABS-CBDO CORP KY Y 2 2031-01-25 Floating 8.139830 N N N N N N Octagon Investment Partners 50 N/A Octagon Investment Partners 50 Ltd. 67592NAE2 1500000 PA USD 1366284.15 0.4648557903 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 12.455480 N N N N N N SCRIPPS ESCROW INC N/A Scripps Escrow, Inc. 81104PAA7 700000 PA USD 523887 0.1782439659 Long DBT CORP US Y 2 2027-07-15 Fixed 5.8750 N N N N N N Shackleton CLO LTD 5493000LHXWSIZGUY418 Shackleton 2013-IV-R CLO Ltd. 81882HAG0 1000000 PA USD 903762.60 0.3074904131 Long ABS-CBDO CORP KY Y 2 2031-04-13 Floating 8.525380 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc. 82453AAA5 650000 PA USD 601185 0.2045433436 Long DBT CORP US Y 2 2026-11-01 Fixed 4.6250 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 Air Canada 008911BK4 650000 PA USD 592050.55 0.2014354967 Long DBT CORP CA Y 2 2026-08-15 Fixed 3.8750 N N N N N N ALBION FINANCING 1SARL / N/A Albion Financing 1 SARL / Aggreko Holdings, Inc. 013304AA8 800000 PA USD 740924 0.2520872482 Long DBT CORP LU Y 2 2026-10-15 Fixed 6.1250 N N N N N N UKG INC 529900FKHWSTQ1GXK240 UKG, Inc. 90385KAB7 740359.90 PA USD 739789.82 0.2517013620 Long LON CORP US N 2 2026-05-03 Floating 9.219120 N N N N N N WATERBRIDGE MIDSTREAM OP 549300DVU86VSP486341 WaterBridge Midstream Operating LLC 94120XAB1 652613.76 PA USD 653520.89 0.2223497724 Long LON CORP US N 2 2026-06-21 Floating 11.362820 N N N N N N Anchorage Credit Funding Ltd. 5493003H2Z81X25TJR71 Anchorage Credit Funding 1 Ltd. 03329RAE8 1400000 PA USD 1134312.20 0.3859311361 Long ABS-CBDO CORP KY Y 2 2037-07-28 Fixed 6.70 N N N N N N Annisa CLO Ltd N/A Annisa CLO Ltd. 2016-2 036011AN4 1050000 PA USD 1022198.73 0.3477863653 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 8.677430 N N N N N N ENSEMBLE RCM LLC 254900PDXJVVI20WAQ37 Ensemble RCM LLC 29359BAB7 746113.98 PA USD 746748.18 0.2540688300 Long LON CORP US N 2 2026-08-01 Floating 9.219120 N N N N N N SURF HOLDINGS LLC N/A Surf Holdings LLC 86875TAB3 982924.93 PA USD 978162.66 0.3328038142 Long LON CORP US N 2 2027-03-05 Floating 8.9556 N N N N N N FOREST CITY ENTERPRISES 54930078MCT017XXRD21 Forest City Enterprises LP 34555QAF7 703125 PA USD 635779.69 0.2163136199 Long LON CORP US N 2 2025-12-07 Floating 8.930560 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 Acrisure LLC 00488PAL9 738520.38 PA USD 720980.52 0.2453018060 Long LON CORP US N 2 2027-02-15 Floating 8.930560 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corp. 62910PAF0 541581.64 PA USD 532171.66 0.1810626857 Long LON CORP US N 2 2027-02-13 Floating 8.680560 N N N N N N DEERFIELD DAKOTA HOLDING 549300FDREJLOIGXY104 Deerfield Dakota Holding LLC 24440EAB3 740433.65 PA USD 716062.28 0.2436284554 Long LON CORP US N 2 2027-04-09 Floating 9.140080 N N N N N N Battalion CLO LTD 549300RRK5G3IT4Y7N27 Battalion CLO X Ltd. 07132JBJ2 500000 PA USD 461231.75 0.1569265439 Long ABS-CBDO CORP KY Y 2 2035-01-25 Floating 9.110080 N N N N N N Bean Creek CLO LTD 635400STD6UUTEW5KM07 Bean Creek CLO Ltd. 07378WAW8 1000000 PA USD 955609.80 0.3251305732 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 8.427430 N N N N N N ECI MACOLA MAX HOLDING 549300MZ2LKM75L5EI42 ECI Macola/Max Holding LLC BL3443779 729375 PA USD 726486.68 0.2471751867 Long LON CORP US N 2 2027-11-09 Floating 9.401690 N N N N N N ALLIANCE LAUNDRY SYSTEMS 549300YBOGK6MBI5ND34 Alliance Laundry Systems LLC 01862LAW8 712884.89 PA USD 712503.50 0.2424176388 Long LON CORP US N 2 2027-10-08 Floating 8.932380 N N N N N N CCI BUYER INC 254900TMV7DAFRQALU04 CCI Buyer, Inc. 12510EAC1 292500 PA USD 286711.43 0.0975488652 Long LON CORP US N 2 2027-12-17 Floating 9.390080 N N N N N N EW SCRIPPS CO 549300U1OW41QPKYW028 EW Scripps Co. 26928BAM1 625565.62 PA USD 601518.88 0.2046569408 Long LON CORP US N 2 2028-01-07 Floating 8.430560 N N N N N N Benefit Street Partners CLO Lt 549300CIOPBDYOSN3T91 Benefit Street Partners Clo XII Ltd. 08179HAD2 1050000 PA USD 1041980.94 0.3545169381 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 8.705480 N N N N N N Benefit Street Partners CLO Lt 549300CIOPBDYOSN3T91 Benefit Street Partners Clo XII Ltd. 08179JAA4 1000000 PA USD 922986.80 0.3140311321 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 12.065480 N N N N N N FLEXERA SOFTWARE LLC FHBIRN3K4PSRU4ZOQQ49 Flexera Software LLC 33937KAV6 737383.73 PA USD 729626.45 0.2482434419 Long LON CORP US N 2 2028-03-03 Floating 9.180560 N N N N N N ZELIS PAYMENTS BUYER INC 549300U8NGLZN5R1Y309 Zelis Payments Buyer, Inc. 98932TAD5 738607.62 PA USD 739379.46 0.2515617438 Long LON CORP US N 2 2026-09-30 Floating 8.930560 N N N N N N IDERA INC 549300VQ6S3PWR8NUC48 Idera, Inc. 45168RAQ6 677989.9740 PA USD 666128.54 0.2266393187 Long LON CORP US N 2 2028-03-02 Floating 9.271910 N N N N N N THRYV INC 254900W0Q0EQ1QHCLN20 Thryv, Inc. 88602GAD3 342719.56 PA USD 343576.36 0.1168962257 Long LON CORP US N 2 2026-03-01 Floating 13.930560 N N N N N N Benefit Street Partners CLO Lt 549300Y1V90IQ456QX97 Benefit Street Partners CLO III Ltd. 08180GAG4 1000000 PA USD 971819.50 0.3306456580 Long ABS-CBDO CORP KY Y 2 2029-07-20 Floating 12.277430 N N N N N N Benefit Street Partners CLO Lt 549300D98ZLKNSI8CN63 Benefit Street Partners CLO VIII Ltd. 08180YAE0 500000 PA USD 423758.75 0.1441769698 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 11.277430 N N N N N N PERATON CORP 549300EQPCK07ZW63836 Peraton Corp. 71360HAB3 736292.09 PA USD 723753.04 0.2462451105 Long LON CORP US N 2 2028-02-01 Floating 9.166080 N N N N N N REALPAGE INC 5493001RSFZX4122A604 RealPage, Inc. 75605VAD4 738693.48 PA USD 723188.30 0.2460529669 Long LON CORP US N 2 2028-04-22 Floating 8.430560 N N N N N N Benefit Street Partners CLO Lt 5493008E17UEFI73RC63 Benefit Street Partners CLO XIV Ltd. 08181NAA1 1250000 PA USD 1122445.50 0.3818936859 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 11.027430 N N N N N N Benefit Street Partners CLO Lt 549300CIOPBDYOSN3T91 Benefit Street Partners CLO XVIII Ltd. 08186PAS2 1000000 PA USD 962600.50 0.3275090443 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 9.055480 N N N N N N Benefit Street Partners CLO Lt 549300CIOPBDYOSN3T91 Benefit Street Partners CLO XVIII Ltd. 08186QAE1 1000000 PA USD 980121.60 0.3334703114 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 12.405480 N N N N N N Benefit Street Partners CLO Lt 549300CIOPBDYOSN3T91 Benefit Street Partners CLO XXI Ltd. 08186TAE5 1500000 PA USD 1468120.80 0.4995040415 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 12.355480 N N N N N N Bluemountain CLO Ltd N/A BlueMountain CLO XXIX Ltd. 09630KAU8 1000000 PA USD 982557.20 0.3342989844 Long ABS-CBDO CORP KY Y 2 2034-07-25 Floating 9.889830 N N N N N N EUR FORWARD PALMER CONTRACT 01/12/2024 / N/A EUR FORWARD PALMER CONTRACT 01/12/2024 / 999999999 -1355625 OU Currency -1439461.82 -0.4897532933 N/A DFE XX N 2 JP MORGAN N/A 1355625 EUR 1445626.30 USD 2024-01-12 6164.48 N N N Bryant Park Funding Ltd N/A Bryant Park Funding 2023-21 Ltd. 11766BAA4 750000 PA USD 735910.65 0.2503815380 Long ABS-CBDO CORP KY Y 2 2036-10-18 Floating 13.955160 N N N N N N EUR FORWARD PALMER CONTRACT 01/12/2024 / N/A EUR FORWARD PALMER CONTRACT 01/12/2024 / 999999999 -1000000 OU Currency -1061843.66 -0.3612749030 N/A DFE XX N 2 JP MORGAN N/A 1000000 EUR 1066391 USD 2024-01-12 4547.34 N N N CIFC Funding Ltd 549300QSQ98IRWUWDV20 CIFC Funding 2013-IV Ltd. 12549FBR9 1500000 PA USD 1448478.15 0.4928209518 Long ABS-CBDO CORP KY Y 2 2031-04-27 Floating 8.4491 N N N N N N CIFC Funding Ltd 549300QSQ98IRWUWDV20 CIFC Funding 2013-IV Ltd. 12549HAJ4 1000000 PA USD 909583.50 0.3094708789 Long ABS-CBDO CORP KY Y 2 2031-04-27 Floating 11.0991 N N N N N N CIFC Funding Ltd 549300UDPJ30BQP2HX62 CIFC Funding 2015-III Ltd. 12550HAG6 2000000 PA USD 1814459.20 0.6173400061 Long ABS-CBDO CORP KY Y 2 2029-04-19 Floating 10.608420 N N N N N N CIFC Funding Ltd 254900JEH56UBUEZJW15 CIFC Funding 2017-IV Ltd. 12551KAA1 1000000 PA USD 932009.60 0.3171009919 Long ABS-CBDO CORP KY Y 2 2030-10-24 Floating 11.760080 N N N N N N CIFC Funding Ltd 635400OB7ZCBUWDQNV87 CIFC Funding 2018-III Ltd. 12552BAA0 500000 PA USD 462690.15 0.1574227406 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 11.156650 N N N N N N GoldenTree Loan Opportunities 549300ZH5R2TCUAYC824 Goldentree Loan Opportunities XI Ltd. 38137JBJ2 1000000 PA USD 848366.10 0.2886426619 Long ABS-CBDO CORP KY Y 2 2031-01-18 Floating 12.106650 N N N N N N Goldentree Loan Opportunities 5493004WVEVHIF701522 Goldentree Loan Opportunities XII Ltd. 38137TAD4 1500000 PA USD 1382104.65 0.4702384562 Long ABS-CBDO CORP KY Y 2 2030-07-21 Floating 11.073540 N N N N N N GoldenTree Loan Management US 549300DO8S88M0JNL340 Goldentree Loan Management U.S. Clo 7 Ltd. 38138MAG1 1000000 PA USD 849416.50 0.2890000432 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 13.427430 N N N N N N PETCO HEALTH & WELLNESS 2549007TYGV6RVSE9M61 Petco Health & Wellness Co., Inc. 71601HAB2 716322.41 PA USD 701598.40 0.2387073573 Long LON CORP US N 2 2028-03-04 Floating 8.901690 N N N N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 Vertiv Group Corp. 92537EAC2 744260.20 PA USD 743843.41 0.2530805296 Long LON CORP US N 2 2027-03-02 Floating 8.179070 N N N N N N HPS Loan Management 254900T9FXVALKHZXT96 HPS Loan Management 15-2019 Ltd. 40439EAJ5 2000000 PA USD 1855883 0.6314337751 Long ABS-CBDO CORP JE Y 2 2035-01-22 Floating 12.211930 N N N N N N HESS MIDSTREAM OPERATION N/A Hess Midstream Operations LP 428104AA1 550000 PA USD 508358.40 0.1729606142 Long DBT CORP US Y 2 2028-06-15 Fixed 5.1250 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc. 00132UAG9 493750 PA USD 485166.16 0.1650698347 Long LON CORP US N 2 2028-07-30 Floating 9.082380 N N N N N N PROJECT BOOST PURCHASER 254900SVSL94NTLSDY26 Project Boost Purchaser LLC 74339NAE6 750000 PA USD 746437.50 0.2539631262 Long LON CORP US N 2 2026-05-30 Floating 4 N N N N N N EAB GLOBAL INC 254900WJRUVZKYEF1M36 EAB Global, Inc. 26835CAC3 738721.80 PA USD 728220.87 0.2477652164 Long LON CORP US N 2 2028-08-16 Floating 9.130730 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 Medline Borrower LP 58503UAC7 744332.49 PA USD 740380.08 0.2519021883 Long LON CORP US N 2 2028-10-21 Floating 8.680560 N N N N N N HPS Loan Management Ltd 54930067MZ9NV8B3SZ80 Highbridge Loan Management 5-2015 Ltd. 44331DAN9 1250000 PA USD 1157210.63 0.3937219516 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 8.805480 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 International Game Technology PLC 460599AD5 830000 PA USD 809666.66 0.2754758116 Long DBT CORP GB Y 2 2027-01-15 Fixed 6.25 N N N N N N WHATABRANDS LLC 254900HMMX4HTWIP0085 Whatabrands LLC 96244UAF4 738721.80 PA USD 732908.06 0.2493599560 Long LON CORP US N 2 2028-08-03 Floating 8.430560 N N N N N N REVERB BUYER INC N/A Reverb Buyer, Inc. 58462QAH4 740900.45 PA USD 692627.08 0.2356550127 Long LON CORP US N 2 2028-11-01 Floating 8.772450 N N N N N N Invesco CLO LTD 54930008KXQ75MGXPQ71 Invesco U.S. CLO 2023-1 Ltd. 46146KAA1 1500000 PA USD 1507358.70 0.5128540939 Long ABS-CBDO CORP US Y 2 2035-04-22 Floating 13.771930 N N N N N N Invesco CLO LTD 254900JVSF4JLNP9YV71 Invesco CLO 2022-3 Ltd. 46146VAJ8 1000000 PA USD 1006420.10 0.3424179451 Long ABS-CBDO CORP JE Y 2 2035-10-22 Floating 10.411930 N N N N N N TRAVERSE MIDSTREAM PARTN 549300DHTM8B2X5QMJ22 Traverse Midstream Partners LLC 89435TAB0 898272.08 PA USD 897710.66 0.3054313397 Long LON CORP US N 2 2024-09-27 Floating 9.215590 N N N N N N EP PURCHASER LLC 549300GGODRVQG1GH476 EP Purchaser LLC 26881KAC8 748101.27 PA USD 725658.23 0.2468933201 Long LON CORP US N 2 2028-11-04 Floating 9.151690 N N N N N N LCM Ltd Partnership 549300PYL1KC7BYM8G75 LCM XVIII LP 50188GAW3 750000 PA USD 660287.10 0.2246518645 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 8.477430 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 LifePoint Health, Inc. 53219LAU3 560000 PA USD 339826.48 0.1156203905 Long DBT CORP US Y 2 2029-01-15 Fixed 5.3750 N N N N N N IVANTI SOFTWARE INC 254900GHAXAYKWDX9F60 Ivanti Software, Inc. 46583DAG4 637048.73 PA USD 568167.84 0.1933097960 Long LON CORP US N 2 2027-12-01 Floating 9.907110 N N N N N N VISION SOLUTIONS INC N/A Vision Solutions, Inc. 70477BAE2 588000 PA USD 561613.50 0.1910797892 Long LON CORP US N 2 2028-05-28 Floating 9.639830 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XIII Ltd. 55818NAG0 1750000 PA USD 1691034.98 0.5753469380 Long ABS-CBDO CORP KY Y 2 2030-04-19 Floating 11.408420 N N N N N N Madison Park Funding Ltd 254900END3IQSN7CTN87 Madison Park Funding XIII Ltd. 55818NAJ4 1000000 PA USD 929202.80 0.3161460242 Long ABS-CBDO CORP KY Y 2 2030-04-19 Floating 13.608420 N N N N N N ALLIANT HOLDINGS INTERMEDI 5493006Q26653NF8SI73 Alliant Holdings Intermediate LLC 01881UAJ4 738693.48 PA USD 737042.50 0.2507666314 Long LON CORP US N 2 2027-11-06 Floating 8.930560 N N N N N N GREAT OUTDOORS GROUP LLC 549300IYLDI2E8I2AU46 Great Outdoors Group LLC 07014QAN1 583590 PA USD 580246.03 0.1974192022 Long LON CORP US N 2 2028-03-05 Floating 9.180560 N N N N N N Madison Park Funding Ltd 254900END3IQSN7CTN87 Madison Park Funding XIX Ltd. 55819QAL1 1250000 PA USD 1234879.25 0.4201474267 Long ABS-CBDO CORP KY Y 2 2028-01-22 Floating 7.823540 N N N N N N Madison Park Funding Ltd 254900END3IQSN7CTN87 Madison Park Funding XIX Ltd. 55819RAJ4 1000000 PA USD 952392.70 0.3240360076 Long ABS-CBDO CORP KY Y 2 2028-01-22 Floating 11.773540 N N N N N N NAB HOLDINGS LLC 549300G4QOYNTNBXSH82 NAB Holdings LLC 62871NAM7 740577.90 PA USD 736678.76 0.2506428748 Long LON CORP US N 2 2028-11-23 Floating 8.540080 N N N N N N DOTDASH MEREDITH INC 549300R2AA7U9CJUQO13 Dotdash Meredith, Inc. 25849KAB3 738693.47 PA USD 701758.80 0.2387619307 Long LON CORP US N 2 2028-12-01 Floating 9.414590 N N N N N N ONEDIGITAL BORROWER LLC 2549009GTKWWAO1E9X77 OneDigital Borrower LLC 68277FAE9 738721.80 PA USD 738104.97 0.2511281194 Long LON CORP US N 2 2027-11-16 Floating 9.666080 N N N N N N PRE-PAID LEGAL SERVICES 549300DKH5WJ2J8QU878 Pre-Paid Legal Services, Inc. 74006LAS1 738750 PA USD 723579.77 0.2461861582 Long LON CORP US N 2 2028-12-15 Floating 8.930560 N N N N N N Madison Park Funding Ltd 549300FNRP3W5DX0O430 Madison Park Funding XXVI Ltd. 55819YAG5 1000000 PA USD 989107 0.3365274465 Long ABS-CBDO CORP KY Y 2 2030-07-29 Floating 8.651590 N N N N N N Magnetite CLO Ltd 549300NJNSVWVLHGRY73 Magnetite VIII Ltd. 55953AAN8 1000000 PA USD 961427.10 0.3271098142 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 11.305480 N N N N N N Magnetite CLO Ltd 549300Z6VW568TT64K70 Magnetite XII Ltd. 55953GCJ2 1050000 PA USD 912626.61 0.3105062472 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 13.605480 N N N N N N Magnetite CLO Ltd 549300BDVLRWS2SODX97 Magnetite XVIII Ltd. 55954AAE7 875000 PA USD 841230.78 0.2862149862 Long ABS-CBDO CORP KY Y 2 2028-11-15 Floating 10.876180 N N N N N N Magnetite CLO Ltd 549300XD71H6EU9N2I97 Magnetite XIV-R Ltd. 55954MAC5 1500000 PA USD 1327605.30 0.4516959455 Long ABS-CBDO CORP KY Y 2 2031-10-18 Floating 13.586650 N N N N N N Magnetite CLO Ltd 549300WIDF28MGY5Q843 Magnetite XXXV Ltd. 55954UAE3 750000 PA USD 750000 0.2551752084 Long ABS-CBDO CORP KY Y 2 2036-10-25 Floating 12.628220 N N N N N N OCP CLO Ltd 254900K70GBA8CMARX66 OCP CLO 2020-8R Ltd. 670899AA1 500000 PA USD 481497.30 0.1638215652 Long ABS-CBDO CORP KY Y 2 2032-01-17 Floating 12.664440 N N N N N N OCP CLO Ltd 254900U8BS6KLMI9K654 OCP CLO 2016-12 Ltd. 67092TAG9 1000000 PA USD 956049.60 0.3252802079 Long ABS-CBDO CORP KY Y 2 2033-04-18 Floating 12.545040 N N N N N N OCP CLO Ltd 25490025Q5WQX513IQ05 OCP CLO 2017-14 Ltd. 67097QAJ4 1000000 PA USD 962500 0.3274748508 Long ABS-CBDO CORP KY Y 2 2030-11-20 Floating 8.241370 N N N N N N OCP CLO Ltd N/A OCP CLO 2023-28 Ltd. 671002AA1 1000000 PA USD 1003824 0.3415346646 Long ABS-CBDO CORP JE Y 2 2036-07-16 Floating 13.819580 N N N N N N TICP CLO Ltd 254900FRG2I3OIEKD552 TICP CLO V 2016-1 Ltd. 87248MAD2 938000 PA USD 845814.20 0.2877744197 Long ABS-CBDO CORP KY Y 2 2031-07-17 Floating 11.414440 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 Talen Energy Supply LLC 87422VAK4 535000 PA USD 544153.32 0.1851392491 Long DBT CORP US Y 2 2030-06-01 Fixed 8.6250 N N N N N N Thayer Park CLO, Ltd. 5493000PRLDBEVKBE571 Thayer Park CLO Ltd. 88330PAG5 1000000 PA USD 831866.50 0.2830289434 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 14.547430 N N N N N N Wind River CLO Ltd N/A THL Credit Wind River 2013-2 CLO Ltd. 88432ABC3 2350000 PA USD 2150368.21 0.7316275416 Long ABS-CBDO CORP KY Y 2 2030-10-18 Floating 8.606650 N N N N N N Wind River CLO Ltd 254900ZK5ODN8CA7YX85 Wind River 2014-3 CLO Ltd. 88432DBL7 750000 PA USD 654292.58 0.2226123273 Long ABS-CBDO CORP KY Y 2 2031-10-22 Floating 9.073540 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 Trivium Packaging Finance B.V. 89686QAB2 800000 PA USD 668737.60 0.2275270086 Long DBT CORP NL Y 2 2027-08-15 Fixed 8.50 N N N N N N EUR FORWARD PALMER CONTRACT 01/12/2024 / N/A EUR FORWARD PALMER CONTRACT 01/12/2024 / 999999999 -2000000 OU Currency -2123687.33 -0.7225498094 N/A DFE XX N 2 JP MORGAN N/A 2000000 EUR 2132782 USD 2024-01-12 9094.67 N N N VIRTUSA CORP C77OMXDER63WLJCSKT03 Virtusa Corp. 92837TAA0 875000 PA USD 693257.25 0.2358694177 Long DBT CORP US Y 2 2028-12-15 Fixed 7.1250 N N N N N N Voya CLO Ltd 54930085W413OSH6FR69 Voya CLO 2015-1 Ltd. 92914NAQ4 750000 PA USD 723121.95 0.2460303924 Long ABS-CBDO CORP KY Y 2 2029-01-18 Floating 8.006650 N N N N N N Voya CLO Ltd 549300001G5S0D8B8343 Voya CLO 2016-3 Ltd. 92915HAU7 2000000 PA USD 1818633.20 0.6187601412 Long ABS-CBDO CORP KY Y 2 2031-10-18 Floating 8.906650 N N N N N N Voya CLO Ltd 54930085W413OSH6FR69 Voya CLO 2013-1 Ltd. 92917CAN2 500000 PA USD 456695.10 0.1553830231 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 8.605480 N N N N N N Voya CLO Ltd 54930085W413OSH6FR69 Voya CLO 2019-4 Ltd. 92917UAE2 1000000 PA USD 913613.90 0.3108421565 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 12.365480 N N N N N N Voya CLO Ltd 54930085W413OSH6FR69 Voya CLO 2020-2 Ltd. 92918JAC0 1000000 PA USD 958641.40 0.3261620254 Long ABS-CBDO CORP KY Y 2 2034-07-19 Floating 12.058420 N N N N N N MATTERHORN TELECOM SA 549300MTB0YI26SMUT22 Matterhorn Telecom S.A. 999999999 665000 PA 658978.34 0.2242065804 Long DBT CORP LU N 2 2026-09-15 Fixed 3.1250 N N N N N N SEVERIN ACQUISITION LLC 549300L10R4RABI1ER67 Severin Acquisition LLC 81812HAB6 750000 PA USD 750067.50 0.2551981742 Long LON CORP US N 2 2025-08-01 Floating 8.598770 N N N N N N CCS-CMGC HOLDINGS INC N/A CCS-CMGC Holdings, Inc. 12509EAE0 150000 PA USD 89265.75 0.0303712085 Long LON CORP US N 2 2026-10-01 Floating 14.684060 N N N N N N MINOTAUR ACQUISITION INC N/A Minotaur Acquisition, Inc. 60441EAC4 738402.06 PA USD 736452.68 0.2505659548 Long LON CORP US N 2 2026-03-29 Floating 10.166080 N N N N N N PRAIRIE ECI ACQUIROR LP 549300EXIECHUG4F3335 Prairie ECI Acquiror LP 73955HAB0 100000 PA USD 99863.50 0.0339769192 Long LON CORP US N 2 2026-03-11 Floating 10.166080 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 CP Atlas Buyer, Inc. 12658HAG7 737122.94 PA USD 686600.53 0.2336045778 Long LON CORP US N 2 2027-11-23 Floating 9.166080 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 Asurion LLC 04649VAZ3 750000 PA USD 654375 0.2226403694 Long LON CORP US N 2 2028-02-03 Floating 10.680560 N N N N N N FERTITTA ENTERTAINMENT L 984500A0805D8V551D35 Fertitta Entertainment LLC 31556PAB3 738750 PA USD 723583.46 0.2461874136 Long LON CORP US N 2 2029-01-27 Floating 9.316080 N N N N N N AP GAMING I LLC N/A AP Gaming I LLC 00185NAE6 492500 PA USD 491453.44 0.1672089787 Long LON CORP US N 2 2029-02-15 Floating 9.540080 N N N N N N SCIENTIFIC GAMES INTERNATIO RLTHESQ0RNFQJWPBJN60 Light & Wonder International, Inc. 80875AAT8 740625 PA USD 740858.30 0.2520648948 Long LON CORP US N 2 2029-04-14 Floating 8.5345 N N N N N N BRIGHTVIEW LANDSCAPES 549300OSAEQC89PVOW06 Brightview Landscapes LLC 10801XAH0 463567.84 PA USD 463857.57 0.1578199361 Long LON CORP US N 2 2029-04-22 Floating 8.619120 N N N N N N BARRACUDA NETWORKS INC 549300CXGRZWNMPU8080 Barracuda Networks, Inc. 06832FAB3 744375 PA USD 711622.50 0.2421178930 Long LON CORP US N 2 2029-08-15 Floating 9.869120 N N N N N N LIGHTSTONE HOLDCO LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC 53226GAK7 700438.96 PA USD 659638.39 0.2244311515 Long LON CORP US N 2 2027-01-30 Floating 11.066080 N N N N N N HIRERIGHT HOLDINGS CORP N/A HireRight Holdings Corp. 37190DAL7 750000 PA USD 743437.50 0.2529424254 Long LON CORP US N 2 2030-09-28 Floating 9.385580 N N N N N N CPM HOLDINGS INC 549300FBUISJCXV8IB65 CPM Holdings, Inc. 12620BAR1 500000 PA USD 500375 0.1702443932 Long LON CORP US N 2 2028-09-28 Floating 9.818430 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 Rocket Software, Inc. 77313DAW1 750000 PA USD 736968.75 0.2507415392 Long LON CORP US N 2 2028-10-05 Floating 10.077510 N N N N N N ISOLVED INC N/A Isolved, Inc. 46488HAB2 500000 PA USD 498750 0.1696915136 Long LON CORP US N 2 2030-10-05 Floating 9.484390 N N N N N N Babson CLO Ltd 549300Y5E22C3P2S6J52 Barings Clo Ltd. 2015-II 06759FAG1 1000000 PA USD 962558.80 0.3274948566 Long ABS-CBDO CORP KY Y 2 2030-10-20 Floating 8.627430 N N N N N N Babson CLO Ltd 549300TE5WUQQTRVZ282 Barings CLO Ltd. 2017-I 06760CAA8 1500000 PA USD 1450234.95 0.4934186742 Long ABS-CBDO CORP KY Y 2 2029-07-18 Floating 11.656650 N N N N N N Babson CLO Ltd 549300TE5WUQQTRVZ282 Barings CLO Ltd. 2017-I 06760CAC4 1000000 PA USD 793561.70 0.2699963629 Long ABS-CBDO CORP KY Y 2 2029-07-18 Floating 13.106650 N N N N N N Babson CLO Ltd 549300JWUNSCHZHF6H67 Barings CLO Ltd. 2018-IV 06760XAJ3 1000000 PA USD 979059.10 0.3331088132 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 8.555480 N N N N N N Barings CLO Ltd. 2016-II 549300Z33CTC4YAKLT16 Barings CLO Ltd. 2016-II 06761CAS8 1000000 PA USD 961342.90 0.3270811665 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 8.827430 N N N N N N EUR FORWARD PALMER CONTRACT 01/12/2024 / N/A EUR FORWARD PALMER CONTRACT 01/12/2024 / 999999999 -1282500 OU Currency -1361814.50 -0.4633350652 N/A DFE XX N 2 JP MORGAN N/A 1282500 EUR 1367646.46 USD 2024-01-12 5831.96 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp. 131347CQ7 685000 PA USD 553194.36 0.1882153148 Long DBT CORP US Y 2 2031-02-01 Fixed 5 N N N N N N CAMELOT FINANCE SA N/A Camelot Finance S.A. 13323AAB6 750000 PA USD 694135.50 0.2361682279 Long DBT CORP LU Y 2 2026-11-01 Fixed 4.50 N N N N N N Canyon Capital CLO Ltd 549300W778MFSPI8C872 Canyon Capital CLO 2014-1 Ltd. 13875LAU2 500000 PA USD 470660.75 0.1601346066 Long ABS-CBDO CORP KY Y 2 2031-01-30 Floating 8.401590 N N N N N N EUR FORWARD PALMER CONTRACT 01/12/2024 / N/A EUR FORWARD PALMER CONTRACT 01/12/2024 / 999999999 1355625 OU Currency 1439461.82 0.4897532933 N/A DFE XX N 2 JP MORGAN N/A 1435712.61 USD 1355625 EUR 2024-01-12 3749.21 N N N Carlyle Global Market Strategi 549300K65HYRGER5BW54 Carlyle Global Market Strategies CLO 2014-1 Ltd. 14310MBE6 750000 PA USD 707997.38 0.2408845054 Long ABS-CBDO CORP KY Y 2 2031-04-17 Floating 8.264440 N N N N N N Carlyle Global Market Strategi 549300K65HYRGER5BW54 Carlyle Global Market Strategies CLO 2014-2R Ltd. 14314LAL9 1500000 PA USD 1421683.35 0.4837044602 Long ABS-CBDO CORP KY Y 2 2031-05-15 Floating 8.426180 N N N N N N Flatiron CLO Ltd 549300ZUHE1G4KLVKW25 Flatiron Clo 17 Ltd. 33882FAB6 5425000 PA USD 2354112.02 0.8009480338 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 1609153.70 0.5474881744 Long ABS-CBDO CORP KY Y 2 2031-04-17 Variable 0 N N N N N N Flatiron CLO Ltd 5493000CIUZPG6SZO932 Flatiron RR CLO 22 LLC 33883QAL9 750000 PA USD 711064.05 0.2419278896 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 11.855480 N N N N N N GEMS MENASA KY LTD/GEMS N/A GEMS MENASA Cayman Ltd. / GEMS Education Delaware LLC 36166LAA5 400000 PA USD 385448 0.1311423650 Long DBT CORP XX Y 2 2026-07-31 Fixed 7.1250 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental, Inc. 36168QAF1 620000 PA USD 588999.38 0.2003973861 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.1250 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Corp. Trust 2012-BWTR 36192RAA0 1000000 PA USD 749451 0.2549884202 Long ABS-MBS CORP US Y 2 2034-11-05 Fixed 2.9540 N N N N N N Galaxy CLO Ltd 391200J1K1EF617W8568 Galaxy 32 CLO Ltd. 362941AA4 1000000 PA USD 990000 0.3368312751 Long ABS-CBDO CORP KY Y 3 2036-10-20 Floating 0 N N N N N N Galaxy CLO Ltd 5493001X8XC4DMSYH466 Galaxy XXIII CLO Ltd. 36319WAA7 1320000 PA USD 1266854.03 0.4310263216 Long ABS-CBDO CORP KY Y 2 2029-04-24 Floating 11.810080 N N N N N N Galaxy CLO Ltd 6354006LLTU5DRVJLQ86 Galaxy Xxiv Clo Ltd. 36321BAD3 1250000 PA USD 1211136.38 0.4120693043 Long ABS-CBDO CORP KY Y 2 2031-01-15 Floating 8.105480 N N N N N N Galaxy CLO Ltd 6354006LLTU5DRVJLQ86 Galaxy Xxiv Clo Ltd. 36321CAA7 1125000 PA USD 1055369.93 0.3590723225 Long ABS-CBDO CORP KY Y 2 2031-01-15 Floating 11.155480 N N N N N N Generate CLO Ltd. 549300OYEZ11WGJ2SS19 Generate CLO 9 Ltd. 37147MAA5 1000000 PA USD 978671.20 0.3329768366 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 12.527430 N N N N N N Generate CLO Ltd. 254900V675MOVWK0HA08 Generate CLO 6 Ltd. 37148HAA5 1000000 PA USD 976543.80 0.3322530236 Long ABS-CBDO CORP KY Y 2 2035-01-22 Floating 12.473540 N N N N N N Generate CLO Ltd. 549300LO5FP76OLGQK93 Generate Clo 11 Ltd. 37149HAG1 2000000 PA USD 2040692.20 0.6943120767 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 11.165820 N N N N N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp. 37185LAK8 575000 PA USD 548573.58 0.1866431702 Long DBT CORP US N 2 2026-05-15 Fixed 6.25 N N N N N N GILBERT PARK CLO LTD N/A Gilbert Park CLO Ltd. 375414AA7 2000000 PA USD 1771174 0.6026129262 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 12.055480 N N N N N N Goldentree Loan Opportunities 549300IOBSI2NBFBJX90 GoldenTree Loan Opportunities IX Ltd. 38123GAG1 2000000 PA USD 2000463.80 0.6806250228 Long ABS-CBDO CORP KY Y 2 2029-10-29 Floating 11.311590 N N N N N N GoldenTree Loan Management US 5493007PBV0WMI12LF68 Goldentree Loan Management U.S. Clo 10 Ltd. 38138UAC2 750000 PA USD 635070.30 0.2160722616 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 13.467430 N N N N N N Greenwood Park CLO, Ltd N/A Greenwood Park CLO Ltd. 39729TAA2 500000 PA USD 418100.15 0.1422517239 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 10.605480 N N N N N N Grippen Park CLO LTD 549300P7KR0IARP7PG22 Grippen Park CLO Ltd. 39862DAA4 1000000 PA USD 952122.30 0.3239440085 Long ABS-CBDO CORP KY Y 2 2030-01-20 Floating 11.377430 N N N N N N Grippen Park CLO LTD 549300P7KR0IARP7PG22 Grippen Park CLO Ltd. 39862DAB2 4000000 PA USD 804452 0.2737016090 Long ABS-CBDO CORP KY Y 2 2030-01-20 Variable 0 N N N N N N HPS Loan Management 6-2015, Lt 549300OYG05TXUTUVD98 HPS Loan Management 6-2015 Ltd. 40436KAL9 1500000 PA USD 1402587.75 0.4772074953 Long ABS-CBDO CORP KY Y 2 2031-02-05 Floating 8.131460 N N N N N N HPS Loan Management Ltd N/A Highbridge Loan Management 3-2014 40436XAJ6 850000 PA USD 838190.44 0.2851805603 Long ABS-CBDO CORP KY Y 2 2029-07-18 Floating 9.256650 N N N N N N HPS Loan Management Ltd 54930067MZ9NV8B3SZ80 Highbridge Loan Management 12-2018 Ltd. 40437CAA0 2360000 PA USD 2154279.27 0.7329582157 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 10.806650 N N N N N N HPS Loan Management Ltd N/A Highbridge Loan Management 12-2018 Ltd. 40437CAB8 3500000 PA USD 1543594.15 0.5251826120 Long ABS-CBDO CORP KY Y 2 2031-07-18 Variable 0 N N N N N N HPS LOAN MANAGEMENT 8-2016, LT 54930040W4QDWLO30S73 HPS Loan Management 8-2016 Ltd. 40437JAA5 500000 PA USD 432287.05 0.1470785841 Long ABS-CBDO CORP KY Y 2 2030-07-20 Floating 11.177430 N N N N N N Magnetite CLO Ltd 529900728SHVCI48J015 Magnetite XXXIX Ltd. 559924AG0 1000000 PA USD 1000000 0.3402336112 Long ABS-CBDO CORP KY Y 3 2033-10-25 Floating 9.534810 N N N N N N Signal Peak CLO, LLC 635400L44OLNOBHFTO08 Signal Peak CLO 4 Ltd. 56846YAE5 5121212 PA USD 1681353.31 0.5720529084 Long ABS-CBDO CORP KY Y 2 2034-10-26 Variable 0 N N N N N N Milos CLO, LTD 254900GFWI4EEB8IJS18 Milos CLO Ltd. 60162QAC4 800000 PA USD 725532.56 0.2468505630 Long ABS-CBDO CORP KY Y 2 2030-10-20 Floating 11.827430 N N N N N N Morgan Stanley Eaton Vance CLO 549300IR0OSEGDTMK223 Morgan Stanley Eaton Vance Clo 2021-1 Ltd. 61773LAA8 1000000 PA USD 950996 0.3235608034 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 12.423540 N N N N N N Morgan Stanley Eaton Vance CLO 549300IR0OSEGDTMK223 Morgan Stanley Eaton Vance CLO 2022-16 Ltd. 61774KAA9 1250000 PA USD 1221001.13 0.4154256238 Long ABS-CBDO CORP KY Y 2 2035-04-15 Floating 12.243870 N N N N N N Morgan Stanley Eaton Vance CLO 5493003R70VY0T329Z19 Morgan Stanley Eaton Vance CLO 2022-17A Ltd. 617923AA5 1250000 PA USD 1260678.50 0.4289251987 Long ABS-CBDO CORP KY Y 2 2035-07-20 Floating 13.315820 N N N N N N Morgan Stanley Eaton Vance CLO 549300O0I1STG733YG49 Morgan Stanley Eaton Vance Clo 2022-18 Ltd. 617925AA0 1000000 PA USD 1016216.30 0.3457509416 Long ABS-CBDO CORP KY Y 2 2035-10-20 Floating 13.915820 N N N N N N Morgan Stanley Eaton Vance CLO 549300IR0OSEGDTMK223 Morgan Stanley Eaton Vance CLO 2023-19 Ltd. 617926AA8 1000000 PA USD 1009931.30 0.3436125733 Long ABS-CBDO CORP KY Y 2 2036-07-20 Floating 14.156430 N N N N N N MOUNTAIN VIEW CLO 549300IB1UGD5G8HYT10 Mountain View Clo XIV Ltd. 62432MAW9 750000 PA USD 725656.20 0.2468926295 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 9.595480 N N N N N N MURRAY ENERGY CORP 549300WM5IIFYHZYTT63 Murray Energy Corp. 62704PAF0 300000 PA USD 0 0.0000000000 Long DBT CORP US Y 3 2027-10-17 None 11.25 Y N N N N N NABORS INDUSTRIES LTD N/A Nabors Industries Ltd. 629571AA8 590000 PA USD 554738.65 0.1887407342 Long DBT CORP BM Y 2 2026-01-15 Fixed 7.25 N N N N N N Neuberger Berman CLO Ltd 549300E610NX15ZSSH14 Neuberger Berman Loan Advisers CLO 24 Ltd. 64130KAA2 1250000 PA USD 1157444.13 0.3938013962 Long ABS-CBDO CORP KY Y 2 2030-04-19 Floating 11.678420 N N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 Neuberger Berman CLO XX Ltd. 64130UAE2 5000000 PA USD 1858029 0.6321639165 Long ABS-CBDO CORP KY Y 2 2034-07-15 Variable 0 N N N N N N Neuberger Berman CLO Ltd 549300FFV1EYI8ON7P41 Neuberger Berman CLO XXII Ltd. 64131CAF8 1000000 PA USD 910351.60 0.3097322124 Long ABS-CBDO CORP KY Y 2 2030-10-17 Floating 11.724440 N N N N N N Neuberger Berman CLO Ltd 549300IWMW28G8CR9G28 Neuberger Berman Loan Advisers CLO 27 Ltd. 64131UAA9 1500000 PA USD 1403193.15 0.4774134727 Long ABS-CBDO CORP KY Y 2 2030-01-15 Floating 10.855480 N N N N N N New Mountain CLO Ltd 549300CEYMYPINCEX579 New Mountain CLO 3 Ltd. 647549AA2 1000000 PA USD 979113.10 0.3331271858 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 12.277430 N N N N N N New Mountain CLO 2 Ltd N/A New Mountain CLO 2 Ltd. 64754KAA7 1175000 PA USD 1139182.01 0.3875880091 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 12.015480 N N N N N N New Mountain CLO Ltd N/A New Mountain CLO 4 Ltd. 64754PAA6 500000 PA USD 502314.75 0.1709043614 Long ABS-CBDO CORP BM Y 2 2036-04-20 Floating 13.565820 N N N N N N New Mountain CLO 1 Ltd 5493000BYT2KQ1EMLL07 New Mountain CLO 1 Ltd. 64755AAE0 1500000 PA USD 1474439.70 0.5016539437 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 12.335480 N N N N N N Newark BSL CLO 2 Ltd. N/A Newark BSL CLO 2 Ltd. 65023PAU4 1250000 PA USD 1207957.50 0.4109877425 Long ABS-CBDO CORP KY Y 2 2030-07-25 Floating 8.789830 N N N N N N NEXTERA ENERGY PARTNERS 5493008F4ZOQFNG3WN54 NextEra Energy Partners LP 65341BAG1 900000 PA USD 780300 0.2654842869 Long DBT CORP US Y 2 2026-06-15 Fixed 2.50 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 Nexstar Media, Inc. 65343HAA9 500000 PA USD 450350 0.1532242068 Long DBT CORP US Y 2 2027-07-15 Fixed 5.6250 N N N N N N NORTHRIVER MIDSTREAM FIN 549300SOLNLY3BL6GF18 Northriver Midstream Finance LP 66679NAA8 865000 PA USD 818791.70 0.2785804570 Long DBT CORP CA Y 2 2026-02-15 Fixed 5.6250 N N N N N N OSD CLO 2021-23 Ltd 2549004IE8HHQL34D058 OSD CLO 2021-23 Ltd. 671025AA2 1000000 PA USD 935663.30 0.3183441035 Long ABS-CBDO CORP KY Y 2 2031-04-17 Floating 11.664440 N N N N N N OCP CLO Ltd 254900NXH68CRC058O44 OCP CLO 2014-5 Ltd. 67102SAS3 2050000 PA USD 1890794.95 0.6433119940 Long ABS-CBDO CORP KY Y 2 2031-04-26 Floating 8.541210 N N N N N N OZLM Ltd N/A OZLM VIII Ltd. 67107HAG8 1500000 PA USD 1399557.30 0.4761764343 Long ABS-CBDO CORP KY Y 2 2029-10-17 Floating 11.744440 N N N N N N Sound Point CLO LTD N/A SOUND POINT CLO XVII 83611GAG6 1500000 PA USD 1327419.90 0.4516328662 Long ABS-CBDO CORP KY Y 2 2030-10-20 Floating 8.677430 N N N N N N Sound Point CLO LTD 549300RTEBF0FW35D815 Sound Point Clo XX Ltd. 83611JAG0 875000 PA USD 757095.68 0.2575893973 Long ABS-CBDO CORP KY Y 2 2031-07-26 Floating 8.641210 N N N N N N Sound Point CLO LTD 549300EBWPUX52MGF160 SOUND POINT CLO XXII Ltd. 83611KAU6 1500000 PA USD 1348196.55 0.4587017809 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 9.177430 N N N N N N Sound Point CLO LTD 549300EBWPUX52MGF160 Sound Point CLO XXIV 83614NAU7 1000000 PA USD 900717.80 0.3064544698 Long ABS-CBDO CORP KY Y 2 2034-10-25 Floating 9.139830 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 Smyrna Ready Mix Concrete LLC 85236FAA1 755000 PA USD 698772.89 0.2377460238 Long DBT CORP US Y 2 2028-11-01 Fixed 6 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries, Inc. 853496AC1 760000 PA USD 703332.12 0.2392972271 Long DBT CORP US Y 2 2027-02-15 Fixed 5 N N N N N N Stratus CLO N/A Stratus CLO 2021-2 Ltd. 86315TAG0 750000 PA USD 732861.45 0.2493440977 Long ABS-CBDO CORP KY Y 2 2029-12-28 Floating 8.327430 N N N N N N Stratus CLO N/A Stratus CLO 2021-2 Ltd. 86315VAC4 1000000 PA USD 955758.10 0.3251810298 Long ABS-CBDO CORP KY Y 2 2029-12-28 Floating 13.037430 N N N N N N Stratus CLO N/A Stratus CLO 2021-1 Ltd. 863171AC8 650000 PA USD 618679.04 0.2104954040 Long ABS-CBDO CORP KY Y 2 2029-12-29 Floating 12.927430 N N N N N N Stratus CLO N/A Stratus CLO 2022-1 Ltd. 86317XAA2 1000000 PA USD 998703 0.3397923283 Long ABS-CBDO CORP JE Y 2 2030-07-20 Floating 12.915820 N N N N N N Symphony CLO Ltd 549300JQYSBIW1AM8R32 Symphony CLO XVIII Ltd. 87154GBC8 1000000 PA USD 952733.60 0.3241519933 Long ABS-CBDO CORP KY Y 2 2033-07-23 Floating 8.923540 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 TCI-Flatiron CLO 2016-1 Ltd. 87230ABC9 1000000 PA USD 980139.10 0.3334762655 Long ABS-CBDO CORP KY Y 2 2032-01-17 Floating 8.402830 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 TCI-Flatiron CLO 2016-1 Ltd. 87230BAH7 1500000 PA USD 1446044.85 0.4919930613 Long ABS-CBDO CORP KY Y 2 2032-01-17 Floating 11.652830 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 TCI-Flatiron Clo 2017-1 Ltd. 87231CAA9 1000000 PA USD 993352.10 0.3379717722 Long ABS-CBDO CORP KY Y 2 2030-11-18 Floating 11.988090 N N N N N N TCI-Symphony CLO N/A TCI-Symphony CLO 2017-1 Ltd. 87232RAA5 750000 PA USD 600823.88 0.2044204784 Long ABS-CBDO CORP KY Y 2 2030-07-15 Floating 12.105480 N N N N N N Voya CLO Ltd 54930085W413OSH6FR69 Voya CLO 2022-1 Ltd. 92919HAA7 750000 PA USD 719525.25 0.2448066742 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 12.885820 N N N N N N Voya CLO Ltd N/A Voya CLO 2022-3 Ltd. 92919WAF3 1000000 PA USD 999960.20 0.3402200700 Long ABS-CBDO CORP JE Y 2 2036-10-20 Floating 13.415820 N N N N N N WFLD MORTGAGE TRUST N/A WFLD 2014-MONT Mortgage Trust 92939GAL1 500000 PA USD 152250 0.0518005673 Long ABS-MBS CORP US Y 2 2031-08-10 Variable 3.7548 N N N N N N Worldwide Plaza Trust N/A Worldwide Plaza Trust 2017-WWP 98162JAQ9 750000 PA USD 120876 0.0411260780 Long ABS-MBS CORP US Y 2 2036-11-10 Variable 3.595540 N N N N N N Generate CLO Ltd. 25490036G9JNQQPHIX69 Generate CLO 7 Ltd. 98625DAG5 1250000 PA USD 1249373.63 0.4250789019 Long ABS-CBDO CORP KY Y 2 2033-01-22 Floating 9.473540 N N N N N N Generate CLO Ltd. N/A Generate CLO 2 Ltd. 98625RAJ8 750000 PA USD 684916.73 0.2330316925 Long ABS-CBDO CORP KY Y 2 2031-01-22 Floating 12.923540 N N N N N N Generate CLO Ltd. 549300OYEZ11WGJ2SS19 Generate CLO 2 Ltd. 98625TAQ8 1250000 PA USD 1218109 0.4144416240 Long ABS-CBDO CORP KY Y 2 2031-01-22 Floating 8.273540 N N N N N N Generate CLO Ltd. N/A Generate CLO 4 Ltd. 98625WAE8 1000000 PA USD 992103.10 0.3375468204 Long ABS-CBDO CORP KY Y 2 2032-04-20 Floating 12.427430 N N N N N N EUR FORWARD PALMER CONTRACT 01/12/2024 / N/A EUR FORWARD PALMER CONTRACT 01/12/2024 / 999999999 -857500 OU Currency -910530.94 -0.3097932299 N/A DFE XX N 2 JP MORGAN N/A 857500 EUR 914430.28 USD 2024-01-12 3899.34 N N N Dryden Leveraged Loan CDO 724500ARBNDVUTSNPI66 Dryden 29 Euro CLO 2013 B.V. BCC2F5ND5 1000000 PA 942552.32 0.3206879796 Long ABS-CBDO CORP IE N 2 2032-07-15 Fixed 2.05 N N N N N N VOYA EURO CLO 635400EFYWXM2GM8RL10 Voya Euro CLO I DAC 999999999 1500000 PA 1432385.41 0.4873456607 Long ABS-CBDO CORP IE N 2 2030-10-15 Fixed 2.10 N N N N N N Griffith Park CLO 549300NJW6RV6EP3DG48 Griffith Park CLO DAC BCC2I6219 1000000 PA 948841.71 0.3228278415 Long ABS-CBDO CORP IE N 2 2031-11-21 Floating 9.3350 N N N N N N CIFC European Funding CLO 5493000EF0244RPYUG32 CIFC European Funding CLO III DAC BCC2QB6H0 2000000 PA 2028642.47 0.6902123535 Long ABS-CBDO CORP IE N 2 2034-01-15 Floating 7.5650 N N N N N N Neuberger Berman Loan Advisers N/A Neuberger Berman Loan Advisers Euro CLO BCC2QMIT7 1000000 PA 980620.15 0.3336399349 Long ABS-CBDO CORP IE N 2 2034-04-17 Floating 6.9850 N N N N N N Harvest CLO 635400HU8ASOJYEX2I14 Harvest CLO XVI DAC BCC2QVDE5 1000000 PA 1017726.06 0.3462646127 Long ABS-CBDO CORP IE Y 2 2031-10-15 Floating 5.2650 N N N N N N Dartry Park CLO 549300EK539GMKPB1K76 Dartry Park CLO DAC BCC2QW7N0 1750000 PA 1714563.01 0.5833519646 Long ABS-CBDO CORP IE N 2 2034-01-28 Floating 7.2980 N N N N N N GoldenTree Loan Management EUR 549300CU7V3RVI7QLH51 GoldenTree Loan Management EUR CLO 5 DAC 999999999 750000 PA 707316.34 0.2406527927 Long ABS-CBDO CORP IE N 2 2034-04-20 Floating 9.2430 N N N N N N Barings Euro CLO DAC 635400AW6SPWCAGJKI82 Barings Euro CLO 2015-1 DAC 999999999 1500000 PA 1466680.35 0.4990139520 Long ABS-CBDO CORP IE N 2 2035-07-25 Floating 7.6060 N N N N N N Dryden Leveraged Loan CDO 635400PXNO7XUODXYQ10 Dryden 91 Euro CLO 2021 DAC 999999999 1000000 PA 1022448.31 0.3478712808 Long ABS-CBDO CORP IE N 2 2035-04-18 Floating 8.8250 N N N N N N Carlyle Global Market Strategi 549300K65HYRGER5BW54 Carlyle Global Market Strategies Euro CLO 2022-5 DAC 999999999 1000000 PA 1060436.88 0.3607962692 Long ABS-CBDO CORP IE N 2 2035-10-25 Fixed 6.50 N N N N N N Dryden Leveraged Loan CDO 635400TTYXOT2GXFXJ41 Dryden 103 Euro Clo 2021 DAC BCC387FV6 1250000 PA 1341769.12 0.4565149532 Long ABS-CBDO CORP IE N 2 2036-01-19 Fixed 7.50 N N N N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 Telenet Finance Luxembourg Notes Sarl 999999999 -600000 PA -579885.94 -0.1972966875 Short DBT CORP LU N 2 2028-03-01 Fixed 3.50 N N N N N N BANFF MERGER SUB INC 549300DSDR5SWIGOZV63 Banff Merger Sub, Inc. 999999999 850000 PA 879092.11 0.2990966832 Long DBT CORP US N 2 2026-09-01 Fixed 8.3750 N N N N N N PROMETRIC HOLDINGS INC 54930034OH1XQT27TX40 Prometric Holdings, Inc. 80358TAC0 303453.20 PA USD 300570.39 0.1022641492 Long LON CORP US N 2 2025-01-29 Floating 10.694880 N N N N N N KESTREL ACQUISITION LLC 549300ER0JUHJLPPMH08 Kestrel Acquisition LLC 49254YAB1 656721.17 PA USD 647366.18 0.2202557332 Long LON CORP US N 2 2025-06-30 Floating 9.680560 N N N N N N RENAISSANCE HOLDINGS COR 549300UKKEC0Y6TXNF09 Renaissance Holdings Corp. 75972JAB0 750000 PA USD 740392.50 0.2519064140 Long LON CORP US N 2 2025-05-30 Floating 10.066080 N N N N N N REDSTONE HOLDCO 2 LP N/A Redstone Holdco 2 LP BL3600709 750000 PA USD 475500 0.1617810821 Long LON CORP US N 2 2029-08-06 Floating 13.18 N N N N N N AMER ROCK SALT CO LLC 549300FBKBNV4GSVVR46 American Rock Salt Co. LLC 02932JAS6 500000 PA USD 437500 0.1488522049 Long LON CORP US N 2 2029-06-11 Floating 12.680560 N N N N N N DEDALUS FINANCE GMBH 391200XH4I9QLL23DB49 Dedalus Finance GmbH 999999999 800000 PA 807647.87 0.2747889514 Long LON CORP DE N 2 2027-05-31 Floating 7.7120 N N N N N N RED PLANET BORROWER LLC 254900LGTHBRY5NA0C90 Red Planet Borrower LLC 57165KAB2 736842.10 PA USD 689603.15 0.2346261701 Long LON CORP US N 2 2028-09-30 Floating 9.166080 N N N N N N MITCHELL INTERNATIONAL 5493002RDNIGEM7SSV41 Mitchell International, Inc. 60662WAU6 750000 PA USD 700901.25 0.2384701634 Long LON CORP US N 2 2029-10-15 Floating 11.945540 N N N N N N LIGHTSTONE HOLDCO LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC 53226GAL5 39616.02 PA USD 37308.39 0.0126935683 Long LON CORP US N 2 2027-01-30 Floating 11.066080 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications, Inc. 914908BD9 740625 PA USD 740625 0.2519855183 Long LON CORP US N 2 2029-06-24 Floating 9.640080 N N N N N N APPLE BIDCO LLC 2549001SCJD3WEYJFM53 Apple Bidco LLC 48254EAF8 497493.74 PA USD 497143.01 0.1691447616 Long LON CORP US N 2 2028-09-23 Floating 9.316080 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 Asurion LLC 04649VBB5 161090.52 PA USD 154076.64 0.0524220516 Long LON CORP US N 2 2028-08-19 Floating 9.416080 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 INEOS U.S. Finance LLC G4768PAL5 460740.37 PA USD 456423.23 0.1552905238 Long LON CORP US N 2 2027-11-08 Floating 9.166080 N N N N N N ARETEC GROUP INC 549300NV2T8A33L0PQ58 Aretec Group, Inc. 04009DAF1 500000 PA USD 486875 0.1656512395 Long LON CORP US N 2 2030-08-09 Floating 5.50 N N N N N N AMYNTA AGENCY BORROWER 5493000GP6HBRVTWBO85 Amynta Agency Borrower, Inc. 57810JAG3 498750 PA USD 499099.13 0.1698102994 Long LON CORP US N 2 2028-02-28 Floating 10.416080 N N N N N N UGI ENERGY SERVICES LLC 5493001O7RUKEUP5XR11 UGI Energy Services LLC 999999999 463073.71 PA USD 463254.31 0.1576146868 Long LON CORP US N 2 2030-02-22 Floating 8.666080 N N N N N N CREATIVE ARTISTS AGENCY LLC 5493008FV5TCFL3KHH96 Creative Artists Agency LLC 22526WAQ1 746251.01 PA USD 744646.57 0.2533537916 Long LON CORP US N 2 2028-11-26 Floating 8.816080 N N N N N N INEOS US PETROCHEM LLC N/A INEOS U.S. Petrochem LLC G4770MAJ3 448875 PA USD 438775.31 0.1492861082 Long LON CORP US N 2 2030-03-01 Floating 9.166080 N N N N N N MH SUB I LLC N/A MH Sub I LLC 999999999 748125 PA USD 716172.58 0.2436659832 Long LON CORP US N 2 2028-05-03 Floating 9.566080 N N N N N N NOURYON USA LLC 549300K7VB5G6LULFT41 Nouryon USA LLC N8232NAG2 500000 PA USD 489687.50 0.1666081465 Long LON CORP US N 2 2028-04-03 Floating 9.433510 N N N N N N FILTRATION GROUP CORP 549300ZA0D9WN5ECE978 Filtration Group Corp. 31732FAT3 746250 PA USD 747414.15 0.2542954154 Long LON CORP US N 2 2028-10-24 Floating 9.680560 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 HUB International Ltd. 44332EAW6 500000 PA USD 500335 0.1702307839 Long LON CORP US N 2 2030-06-20 Floating 9.583520 N N N N N N INEOS ENTERPRISES HOLDIN N/A INEOS Enterprises Holdings U.S. Finco LLC 999999999 750000 PA USD 736875 0.2507096423 Long LON CORP US N 2 2030-07-07 Floating 9.272450 N N N N N N OMNIA PARTNERS LLC 549300SMECQREC3K2B56 OMNIA Partners LLC 68218HAB3 457063.71 PA USD 457063.71 0.1555084366 Long LON CORP US N 2 2030-07-25 Floating 9.628220 N N N N N N OMNIA PARTNERS LLC 549300SMECQREC3K2B56 OMNIA Partners LLC 999999999 42936.29 PA USD 42936.29 0.0146083690 Long LON CORP US N 2 2030-07-25 Floating 4.25 N N N N N N GENERATION BRIDGE NORTHE 254900T9J93GNTVC6J73 Generation Bridge Northeast LLC 37147YAB7 348725.97 PA USD 349090.39 0.1187722840 Long LON CORP US N 2 2029-08-07 Floating 9.566080 N N N N N N NORTHRIVER MIDSTREAM FIN 549300SOLNLY3BL6GF18 Northriver Midstream Finance LP 66679PAB1 498750 PA USD 497969.46 0.1694259477 Long LON CORP CA N 2 2030-08-16 Floating 8.394820 N N N N N N CENTURY DE BUYER LLC N/A Century DE Buyer LLC 999999999 500000 PA USD 497187.50 0.1691598986 Long LON CORP US N 2 2030-09-27 Floating 4 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 AppLovin Corp. 03835EAG9 740372.30 PA USD 738917.47 0.2514045592 Long LON CORP US N 2 2030-08-18 Floating 8.416080 N N N N N N CHG HEALTHCARE SERVICES INC 54930016Y1HPAVB9PZ54 CHG Healthcare Services, Inc. 12541HAU7 750000 PA USD 744491.25 0.2533009465 Long LON CORP US N 2 2028-09-30 Floating 9.144820 N N N N N N ENERGYSOLUTIONS LLC 549300X3SKIUYR2MFH75 EnergySolutions LLC 29276MAP2 500000 PA USD 498000 0.1694363384 Long LON CORP US N 2 2030-09-18 Floating 9.382390 N N N N N N GTCR W MERGER SUB N/A GTCR W Merger Sub LLC 999999999 500000 PA USD 497082.50 0.1691241741 Long LON CORP US N 2 2030-09-20 Floating 3 N N N N N N PROJECT ALPHA INTERMEDIA N/A Project Alpha Intermediate Holding, Inc. 74339DAH1 750000 PA USD 729611.25 0.2482382704 Long LON CORP US N 2 2030-10-26 Floating 5.25 N N N N N N TUI CRUISES GMBH 529900SVD83QUUIZYY18 TUI Cruises GmbH 999999999 -510000 PA -501851.66 -0.1707468026 Short DBT CORP DE N 2 2026-05-15 Fixed 6.50 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 Dana Financing Luxembourg Sarl 999999999 525000 PA 568689.82 0.1934873911 Long DBT CORP LU N 2 2031-07-15 Fixed 8.50 N N N N N N GLOBAL SWITCH FINANCE 635400GVJAKOJNEUMF33 Global Switch Finance B.V. 999999999 665000 PA 586934.45 0.1996948275 Long DBT CORP NL N 2 2030-10-07 Fixed 1.3750 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 INEOS Quattro Finance 2 Plc 999999999 500000 PA 493983.71 0.1680698616 Long DBT CORP GB N 2 2026-01-15 Fixed 2.50 N N N N N N VILLA DUTCH BIDCO BV 724500AWBTX8I880X774 House of HR Group B.V. 999999999 525000 PA 542838.67 0.1846919610 Long DBT CORP NL N 2 2029-11-03 Fixed 9 N N N N N N EMERIA SASU 969500SA2FHM81LPJ311 Emeria SASU 999999999 550000 PA 536427.79 0.1825107642 Long DBT CORP FR N 2 2028-03-31 Fixed 7.75 N N N N N N PINNACLE BIDCO PLC 2138006Z5V8OBL2A2Q06 Pinnacle Bidco PLC 999999999 850000 PA 873716.54 0.2972677336 Long DBT CORP GB N 2 2028-10-11 Fixed 8.25 N N N N N N CDX HY CDS S41 12/20/2028 25-35 / N/A CDX HY CDS S41 12/20/2028 25-35 / 999999999 3500000 NC USD 124033.02 1.2330178417 N/A DCR US N 2 2028-12-20 Fixed 5 N N N MORGAN STANLEY & CO N/A CDX HY CDS S41 12/20/2028 25-35 / CDX HY CDS S41 12/20/2028 25-35 / Y none 2028-12-20 99750.000000000000 USD 0.000000000000 USD 3500000 USD 24283.02 N N N EURO CURRENCY / N/A EURO CURRENCY / 999999999 2083993.68 OU Currency 2205050.98 0.7502324579 Long STIV XX N 1 N N N Fidelity Treasury Portfolio N/A Fidelity Treasury Portfolio - Class I 316175504 26771963.21 PA USD 26771963.21 9.1087217231 Long STIV RF US N 1 N N N PSOIX FUNDING I LLC / N/A PSOIX FUNDING I LLC / 999999999 1 OU Other Units USD 20699188.33 7.0425595954 Long PF US N 1 N N N SL Green Realty Corp 549300VQZPJU97H3GT17 SL Green Realty Corp. - REIT 78440X887 6869 NS USD 201193.01 0.0684526244 Long CORP US N 1 N N N Vornado Realty Trust N/A Vornado Realty Trust - REIT 929042109 10700 NS USD 205440 0.0698975931 Long CORP US N 1 N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 Churchill Downs, Inc. 171484AE8 570000 PA USD 511133.25 0.1739047115 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75 N N N N N N CIFC Funding Ltd 54930076OPDXR0U68E20 CIFC Funding 2016-I Ltd. 17180TBJ0 1000000 PA USD 997500 0.3393830272 Long ABS-CBDO CORP KY Y 2 2031-10-21 Floating 9.923540 N N N N N N Clear Creek CLO Ltd N/A Clear Creek CLO 18452LAN8 1000000 PA USD 974389.20 0.3315199563 Long ABS-CBDO CORP KY Y 2 2030-10-20 Floating 8.627430 N N N N N N EUR FORWARD PALMER CONTRACT 12/07/2023 / N/A EUR FORWARD PALMER CONTRACT 12/07/2023 / 999999999 -1218750 OU Currency -1291940.13 -0.4395614559 N/A DFE XX N 2 JP MORGAN N/A 1218750 EUR 1314665.63 USD 2023-12-07 22725.50 N N N EUR FORWARD PALMER CONTRACT 01/25/2024 / N/A EUR FORWARD PALMER CONTRACT 01/25/2024 / 999999999 -1500000 OU Currency -1593772.62 -0.5422550140 N/A DFE XX N 2 JP MORGAN N/A 1500000 EUR 1745007 USD 2024-01-25 151234.38 N N N EUR FORWARD PALMER CONTRACT 12/14/2023 / N/A EUR FORWARD PALMER CONTRACT 12/14/2023 / 999999999 -1000000 OU Currency -1060425.90 -0.3607925334 N/A DFE XX N 2 JP MORGAN N/A 1000000 EUR 1077898 USD 2023-12-14 17472.10 N N N Crestline Denali CLO XVI, Ltd. 2549008AB2W065F6TK51 Crestline Denali CLO XVI Ltd. 22615EAG5 750000 PA USD 692605.13 0.2356475445 Long ABS-CBDO CORP KY Y 2 2030-01-20 Floating 8.277430 N N N N N N Crestline Denali CLO XIV, LTD 549300SBJ7CCHEFNE215 Crestline Denali CLO XIV Ltd. 22615MAU6 1000000 PA USD 925776.70 0.3149803499 Long ABS-CBDO CORP KY Y 2 2031-10-23 Floating 9.023540 N N N N N N Crestline Denali CLO XV, Ltd. 254900I3X14OTGXOC969 Crestline Denali CLO XV Ltd. 22616CAG8 1250000 PA USD 1232038.88 0.4191810373 Long ABS-CBDO CORP KY Y 2 2030-04-20 Floating 9.407430 N N N N N N DBUBS Mortgage Trust N/A DBUBS 2011-LC3 Mortgage Trust 23305YAW9 203000 PA USD 149966.25 0.0510235588 Long ABS-MBS CORP US Y 2 2044-05-10 Variable 5.0976 N N N N N N Denali Capital CLO XII LTD 549300X36LAD54U6O618 Denali Capital Clo XII Ltd. 24824TAW0 1000000 PA USD 925972.30 0.3150468995 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 8.405480 N N N N N N Dryden Senior Loan Fund N/A Dryden 57 Clo Ltd. 26243KAJ6 995000 PA USD 926028.39 0.3150659832 Long ABS-CBDO CORP KY Y 2 2031-05-15 Floating 8.176180 N N N N N N Dryden Senior Loan Fund 549300XLLT7H0EYXK263 Dryden 57 Clo Ltd. 26243KAL1 330000 PA USD 279442.94 0.0950758806 Long ABS-CBDO CORP KY Y 2 2031-05-15 Floating 10.826180 N N N N N N Dryden Senior Loan Fund 54930046L20VLJKPVV31 Dryden 45 Senior Loan Fund 26244MAU6 750000 PA USD 730906.05 0.2486788049 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 8.805480 N N N N N N Dryden Senior Loan Fund 25490017VKY7XEFZL303 Dryden 86 CLO Ltd. 26246AAC0 4000000 PA USD 1975591.20 0.6721625283 Long ABS-CBDO CORP KY Y 2 2030-07-17 Variable 0 N N N N N N Dryden Senior Loan Fund 549300AS2O1RYPD2ED41 Dryden 30 Senior Loan Fund 26249BAW1 2500000 PA USD 2401376 0.8170288284 Long ABS-CBDO CORP KY Y 2 2028-11-15 Floating 8.226180 N N N N N N Dryden Senior Loan Fund 549300AS2O1RYPD2ED41 Dryden 30 Senior Loan Fund 26249BBA8 1000000 PA USD 822747.50 0.2799263531 Long ABS-CBDO CORP KY Y 2 2028-11-15 Floating 12.876180 N N N N N N Dryden Senior Loan Fund 549300XLLT7H0EYXK263 Dryden 36 Senior Loan Fund 26249KBF7 750000 PA USD 739828.80 0.2517146243 Long ABS-CBDO CORP KY Y 2 2029-04-15 Floating 9.345480 N N N N N N Dryden Senior Loan Fund 549300ARO9JRDQL4OE07 Dryden 38 Senior Loan Fund 26249QAY4 1875000 PA USD 1782829.50 0.6065785190 Long ABS-CBDO CORP KY Y 2 2030-07-15 Floating 8.655480 N N N N N N Dryden Senior Loan Fund N/A Dryden 65 CLO Ltd. 26251YAJ5 750000 PA USD 714989.48 0.2432634528 Long ABS-CBDO CORP KY Y 2 2030-07-18 Floating 8.756650 N N N N N N OCP CLO Ltd 254900MN6N176YEZLX15 OCP CLO 2020-18 Ltd. 67570TAG0 1250000 PA USD 1177821.88 0.4007345916 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 12.107430 N N N N N N Oak Hill Credit Partners N/A Oak Hill Credit Partners X-R Ltd. 67707CAY4 1250000 PA USD 1257680.63 0.4279052225 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 10.427430 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 Option Care Health, Inc. 68404LAA0 700000 PA USD 585814.60 0.1993138169 Long DBT CORP US Y 2 2029-10-31 Fixed 4.3750 N N N N N N PPM CLO 3 Ltd. 549300UEAJV6RALDS969 PPM CLO 3 Ltd. 69355BAE1 750000 PA USD 670433.03 0.2281038509 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 12.274440 N N N N N N EUR FORWARD PALMER CONTRACT 04/25/2024 / N/A EUR FORWARD PALMER CONTRACT 04/25/2024 / 999999999 -980000 OU Currency -1045784.37 -0.3558109928 N/A DFE XX N 2 JP MORGAN N/A 980000 EUR 1056283.20 USD 2024-04-25 10498.83 N N N EUR FORWARD PALMER CONTRACT 11/22/2023 / N/A EUR FORWARD PALMER CONTRACT 11/22/2023 / 999999999 -641000 OU Currency -678877.76 -0.2309770319 N/A DFE XX N 2 JP MORGAN N/A 641000 EUR 701392.46 USD 2023-11-22 22514.70 N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 Perrigo Finance Unlimited Co. 71429MAB1 570000 PA USD 535678.02 0.1822556672 Long DBT CORP IE N 2 2026-03-15 Fixed 4.3750 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 Pike Corp. 721283AA7 700000 PA USD 599301.50 0.2039025136 Long DBT CORP US Y 2 2028-09-01 Fixed 5.50 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 Post CLO 2022-1 Ltd. 73743AAA4 1500000 PA USD 1385257.05 0.4713110086 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 12.165820 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 Post CLO 2023-1 Ltd. 73743DAA8 2000000 PA USD 1972520.60 0.6711178070 Long ABS-CBDO CORP KY Y 2 2036-04-20 Floating 13.315820 N N N N N N PRESIDIO HOLDING INC N/A Presidio Holdings, Inc. 74101XAF7 600000 PA USD 568378.80 0.1933815717 Long DBT CORP US Y 2 2028-02-01 Fixed 8.25 N N N N N N RR Ltd N/A RR15 Ltd. 74980XAG1 1500000 PA USD 1441515.15 0.4904519052 Long ABS-CBDO CORP KY Y 2 2036-04-15 Floating 8.555480 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 Recette Clo Ltd. 75620RAG7 1750000 PA USD 1456079.28 0.4954071117 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 14.147430 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 Recette Clo Ltd. 75620RAH5 1000000 PA USD 28583.60 0.0097251015 Long ABS-CBDO CORP KY Y 2 2034-04-20 Fixed 0.10 N N N N N N Regatta VII Funding Ltd 549300DA6HSLI0UPTQ25 Regatta VII Funding Ltd. 75887TAN6 750000 PA USD 674075.40 0.2293431076 Long ABS-CBDO CORP KY Y 2 2034-06-20 Floating 12.059460 N N N N N N Regatta XV Funding Ltd. N/A Regatta XV Funding Ltd. 75888PAA1 1132500 PA USD 1026422.24 0.3492233454 Long ABS-CBDO CORP KY Y 2 2031-10-25 Floating 12.139830 N N N N N N Regatta XXVI Funding Ltd. N/A Regatta XXVI Funding Ltd. 75900QAJ4 1000000 PA USD 1000000 0.3402336112 Long ABS-MBS CORP KY Y 2 2037-01-25 Floating 9.534810 N N N N N N UPBOUND GROUP INC 529900QUHE15UQNCCJ63 Upbound Group, Inc. 76009NAL4 -340000 PA USD -292750.20 -0.0996034577 Short DBT CORP US Y 2 2029-02-15 Fixed 6.3750 N N N N N N Riserva CLO, Ltd. 549300640C8OB2I8SN35 Riserva Clo Ltd. 76761TAJ4 625000 PA USD 521945.50 0.1775834023 Long ABS-CBDO CORP KY Y 2 2034-01-18 Floating 14.166650 N N N N N N Rockford Tower CLO Ltd 549300G18KVCW7VUKI86 Rockford Tower CLO 2017-2 Ltd. 77340HAE9 1125000 PA USD 1059793.88 0.3605774990 Long ABS-CBDO CORP KY Y 2 2029-10-15 Floating 11.905480 N N N N N N Rockford Tower CLO Ltd 5493009YDNBJVFWX7747 Rockford Tower CLO 2020-1 Ltd. 77341HAA6 1400000 PA USD 1343038.76 0.4569469274 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 12.577430 N N N N N N EUR FORWARD PALMER CONTRACT 01/11/2024 / N/A EUR FORWARD PALMER CONTRACT 01/11/2024 / 999999999 -902500 OU Currency -958267.33 -0.3260347542 N/A DFE XX N 2 JP MORGAN N/A 902500 EUR 961068.64 USD 2024-01-11 2801.31 N N N SC GAMES HOLDIN/US FINCO N/A Scientific Games Holdings LP/Scientific Games U.S. FinCo, Inc. 80874DAA4 775000 PA USD 667209.13 0.2270069718 Long DBT CORP US Y 2 2030-03-01 Fixed 6.6250 N N N N N N HUDSON RIVER TRADING LLC 549300SMOBUC8O5UOE10 Hudson River Trading LLC 44413EAF5 744274.80 PA USD 734658.77 0.2499556064 Long LON CORP US N 2 2028-03-18 Floating 8.630730 N N N N N N PODS LLC N/A PODS LLC 73044EAB0 740554.15 PA USD 707229.21 0.2406231481 Long LON CORP US N 2 2028-03-31 Floating 8.430560 N N N N N N AUTOKINITON US HOLDINGS 254900EHNKMJ1OSEZL85 Autokiniton U.S. Holdings, Inc. 05278HAB2 740530.30 PA USD 728496.68 0.2478590562 Long LON CORP US N 2 2028-04-06 Floating 9.930560 N N N N N N BIRKENSTOCK US BIDCO INC 5299000ZMFOERHT5OW39 Birkenstock U.S. BidCo, Inc. 999999999 699893.84 PA USD 699456.41 0.2379785803 Long LON CORP US N 2 2028-04-28 Floating 8.876930 N N N N N N 2023-11-22 PALMER SQUARE OPPORTUNISTIC INCOME FUND /s/ Jeffrey Fox Jeffrey Fox President and Treasurer XXXX NPORT-EX 2 fp0086391-1_nportex.htm 10.31.23 PART F

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BANK LOANS — 18.5%     
 738,520   Acrisure LLC
8.931% (1-Month Term SOFR+350 basis points), 2/15/20272,3,4
  $720,981 
 493,750   AI Aqua Merger Sub, Inc.
9.082% (1-Month USD Libor+400 basis points), 7/30/20282,3,4
   485,166 
 712,885   Alliance Laundry Systems LLC
8.932% (3-Month Term SOFR+350 basis points), 10/8/20272,3,4
   712,504 
 738,693   Alliant Holdings Intermediate LLC
8.931% (1-Month USD Libor+350 basis points), 11/6/20272,3,4
   737,043 
 500,000   American Rock Salt Co. LLC
12.681% (1-Month Term SOFR+725 basis points), 6/11/20292,4
   437,500 
 498,750   Amynta Agency Borrower, Inc.
10.416% (1-Month Term SOFR+500 basis points), 2/28/20282,3,4
   499,099 
 492,500   AP Gaming I LLC
9.540% (1-Month Term SOFR+400 basis points), 2/15/20292,3,4
   491,453 
 497,494   Apple Bidco LLC
9.316% (1-Month Term SOFR+400 basis points), 9/23/20282,3,4
   497,143 
 740,372   AppLovin Corp.
8.416% (1-Month Term SOFR+300 basis points), 8/18/20302,3,4
   738,917 
 500,000   Aretec Group, Inc.
5.500% (1-Month Term SOFR+450 basis points), 8/9/20302,3,4,5,6
   486,875 
     Asurion LLC     
 750,000   10.681% (1-Month Term SOFR+525 basis points), 2/3/20282,3,4   654,375 
 161,091   9.416% (3-Month Term SOFR+400 basis points), 8/19/20282,3,4   154,077 
 740,530   Autokiniton U.S. Holdings, Inc.
9.931% (1-Month Term SOFR+450 basis points), 4/6/20282,3,4
   728,497 
 744,375   Barracuda Networks, Inc.
9.869% (1-Month Term SOFR+450 basis points), 8/15/20292,3,4
   711,623 
 699,894   Birkenstock U.S. BidCo, Inc.
8.877% (1-Month Term SOFR+375 basis points), 4/28/20282,3,4
   699,456 
 463,568   Brightview Landscapes LLC
8.619% (1-Month Term SOFR+325 basis points), 4/22/20292,3,4
   463,858 
 292,500   CCI Buyer, Inc.
9.390% (3-Month Term SOFR+400 basis points), 12/17/20272,3,4
   286,711 
 150,000   CCS-CMGC Holdings, Inc.
14.684% (3-Month USD Libor+900 basis points), 10/1/20262,3,4
   89,266 
 500,000   Century DE Buyer LLC
4.000% (1-Month Term SOFR+400 basis points), 9/27/20302,3,4,5,6
   497,188 
 750,000   CHG Healthcare Services, Inc.
9.145% (1-Month Term SOFR+375 basis points), 9/30/20282,3,4
   744,491 
 737,123   CP Atlas Buyer, Inc.
9.166% (1-Month Term SOFR+350 basis points), 11/23/20272,4
   686,601 
 500,000   CPM Holdings, Inc.
9.818% (1-Month Term SOFR+450 basis points), 9/28/20282,3,4
   500,375 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BANK LOANS (Continued)     
 746,251   Creative Artists Agency LLC
8.816% (1-Month Term SOFR+350 basis points), 11/26/20282,3,4
  $744,647 
 800,000   Dedalus Finance GmbH
7.712% (6-Month Euribor+375 basis points), 5/31/20272,4
   807,648 
 740,434   Deerfield Dakota Holding LLC
9.140% (3-Month Term SOFR+375 basis points), 4/9/20272,3,4
   716,062 
 738,693   Dotdash Meredith, Inc.
9.415% (1-Month Term SOFR+400 basis points), 12/1/20282,3,4
   701,759 
 738,722   EAB Global, Inc.
9.131% (3-Month USD Libor+350 basis points), 8/16/20282,3,4
   728,221 
 729,375   ECI Macola/Max Holding LLC
9.402% (3-Month Term SOFR+375 basis points), 11/9/20272,3,4
   726,487 
 500,000   EnergySolutions LLC
9.382% (1-Month Term SOFR+400 basis points), 9/18/20302,3,4
   498,000 
 746,114   Ensemble RCM LLC
9.219% (1-Month Term SOFR+375 basis points), 8/1/20262,3,4
   746,748 
 748,101   EP Purchaser LLC
9.152% (3-Month Term SOFR+350 basis points), 11/4/20282,3,4
   725,658 
 625,566   EW Scripps Co.
8.431% (1-Month Term SOFR+300 basis points), 1/7/20282,3,4
   601,519 
 738,750   Fertitta Entertainment LLC
9.316% (1-Month Term SOFR+400 basis points), 1/27/20292,3,4
   723,583 
 746,250   Filtration Group Corp.
9.681% (1-Month Term SOFR+425 basis points), 10/24/20282,3,4
   747,414 
 737,384   Flexera Software LLC
9.181% (1-Month Term SOFR+375 basis points), 3/3/20282,3,4
   729,626 
 703,125   Forest City Enterprises LP
8.931% (1-Month Term SOFR+350 basis points), 12/7/20252,3,4
   635,780 
 348,726   Generation Bridge Northeast LLC
9.566% (1-Month Term SOFR+425 basis points), 8/7/20292,3,4
   349,090 
 583,590   Great Outdoors Group LLC
9.181% (1-Month Term SOFR+375 basis points), 3/5/20282,3,4
   580,246 
 500,000   GTCR W Merger Sub LLC
3.000% (1-Month Term SOFR+300 basis points), 9/20/20303,4,5,6
   497,083 
 750,000   HireRight Holdings Corp.
9.386% (1-Month Term SOFR+400 basis points), 9/28/20302,3,4
   743,437 
 500,000   HUB International Ltd.
9.584% (1-Month Term SOFR+425 basis points), 6/20/20302,3,4
   500,335 
 744,275   Hudson River Trading LLC
8.631% (1-Month Term SOFR+300 basis points), 3/18/20282,3,4
   734,659 
 677,990   Idera, Inc.
9.272% (1-Month Term SOFR+375 basis points), 3/2/20282,3,4
   666,129 
 750,000   INEOS Enterprises Holdings U.S. Finco LLC
9.272% (1-Month Term SOFR+375 basis points), 7/7/20302,4
   736,875 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BANK LOANS (Continued)     
 460,740   INEOS U.S. Finance LLC
9.166% (1-Month Term SOFR+375 basis points), 11/8/20272,3,4
  $456,423 
 448,875   INEOS U.S. Petrochem LLC
9.166% (1-Month Term SOFR+375 basis points), 3/1/20302,3,4
   438,775 
 500,000   Isolved, Inc.
9.484% (1-Month Term SOFR+400 basis points), 10/5/20302,3,4
   498,750 
 637,049   Ivanti Software, Inc.
9.907% (3-Month Term SOFR+425 basis points), 12/1/20272,3,4
   568,168 
 656,721   Kestrel Acquisition LLC
9.681% (1-Month Term SOFR+425 basis points), 6/30/20252,3,4
   647,366 
 740,625   Light & Wonder International, Inc.
8.535% (1-Month Term SOFR+300 basis points), 4/14/20292,3,4
   740,858 
     Lightstone Holdco LLC     
 700,439   11.066% (1-Month Term SOFR+575 basis points), 1/30/20272,3,4   659,638 
 39,616   11.066% (1-Month Term SOFR+575 basis points), 1/30/20272,3,4   37,308 
 744,332   Medline Borrower LP
8.681% (1-Month Term SOFR+325 basis points), 10/21/20282,3,4
   740,380 
 748,125   MH Sub I LLC
9.566% (1-Month Term SOFR+425 basis points), 5/3/20282,3,4
   716,173 
 738,402   Minotaur Acquisition, Inc.
10.166% (1-Month Term SOFR+500 basis points), 3/29/20262,3,4
   736,453 
 750,000   Mitchell International, Inc.
11.946% (1-Month Term SOFR+650 basis points), 10/15/20292,3,4
   700,901 
 740,578   NAB Holdings LLC
8.540% (3-Month Term SOFR+300 basis points), 11/23/20282,3,4
   736,679 
 541,582   NFP Corp.
8.681% (1-Month Term SOFR+325 basis points), 2/13/20272,4
   532,172 
 498,750   Northriver Midstream Finance LP
8.395% (1-Month Term SOFR+300 basis points), 8/16/20302,3,4,7
   497,969 
 500,000   Nouryon USA LLC
9.434% (1-Month Term SOFR+400 basis points), 4/3/20282,3,4
   489,688 
     OMNIA Partners LLC     
 42,936   4.250% (1-Month Term SOFR+425 basis points), 7/25/20302,3,4,5,6   42,936 
 457,064   9.628% (1-Month Term SOFR+425 basis points), 7/25/20302,3,4   457,064 
 738,722   OneDigital Borrower LLC
9.666% (3-Month Term SOFR+425 basis points), 11/16/20272,4
   738,105 
 736,292   Peraton Corp.
9.166% (1-Month Term SOFR+375 basis points), 2/1/20282,3,4
   723,753 
 716,322   Petco Health & Wellness Co., Inc.
8.902% (3-Month Term SOFR+325 basis points), 3/4/20282,3,4
   701,598 
 740,554   PODS LLC
8.431% (1-Month Term SOFR+300 basis points), 3/31/20282,3,4
   707,229 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BANK LOANS (Continued)     
 100,000   Prairie ECI Acquiror LP
10.166% (1-Month Term SOFR+475 basis points), 3/11/20262,3,4
  $99,864 
 738,750   Pre-Paid Legal Services, Inc.
8.931% (1-Month Term SOFR+375 basis points), 12/15/20282,3,4
   723,580 
 750,000   Project Alpha Intermediate Holding, Inc.
5.250% (1-Month Term SOFR+475 basis points), 10/26/20302,3,4,5,6
   729,611 
 750,000   Project Boost Purchaser LLC
4.000% (1-Month Term SOFR+350 basis points), 5/30/20262,3,4,5,6
   746,437 
 303,453   Prometric Holdings, Inc.
10.695% (3-Month Term SOFR+300 basis points), 1/29/20253,4
   300,570 
 738,693   RealPage, Inc.
8.431% (1-Month Term SOFR+300 basis points), 4/22/20282,3,4
   723,188 
 736,842   Red Planet Borrower LLC
9.166% (1-Month Term SOFR+375 basis points), 9/30/20282,3,4
   689,603 
 750,000   Redstone Holdco 2 LP
13.180% (1-Month Term SOFR+775 basis points), 8/6/20292,3,4
   475,500 
     Renaissance Holdings Corp.     
 750,000   10.066% (3-Month USD Libor+325 basis points), 5/30/20252,3,4   740,393 
 17,978   12.431% (1-Month USD Libor+700 basis points), 5/29/20262,3,4   17,974 
 740,900   Reverb Buyer, Inc.
8.772% (3-Month Term SOFR+350 basis points), 11/1/20282,3,4
   692,627 
 750,000   Rocket Software, Inc.
10.078% (1-Month Term SOFR+475 basis points), 10/5/20282,3,4
   736,969 
 750,000   Severin Acquisition LLC
8.599% (1-Month Term SOFR+300 basis points), 8/1/20252,3,4
   750,067 
 982,925   Surf Holdings LLC
8.956% (1-Month Term SOFR+350 basis points), 3/5/20272,3,4
   978,163 
 342,720   Thryv, Inc.
13.931% (1-Month Term SOFR+850 basis points), 3/1/20262,3,4
   343,576 
 898,272   Traverse Midstream Partners LLC
9.216% (6-Month Term SOFR+425 basis points), 9/27/20242,3,4
   897,711 
 463,074   UGI Energy Services LLC
8.666% (1-Month Term SOFR+325 basis points), 2/22/20302,3,4
   463,254 
 740,360   UKG, Inc.
9.219% (3-Month Term SOFR+375 basis points), 5/3/20262,3,4
   739,790 
 740,625   Univision Communications, Inc.
9.640% (3-Month Term SOFR+425 basis points), 6/24/20292,3,4
   740,625 
 744,260   Vertiv Group Corp.
8.179% (1-Month Term SOFR+275 basis points), 3/2/20272,3,4
   743,843 
 588,000   Vision Solutions, Inc.
9.640% (3-Month Term SOFR+400 basis points), 5/28/20282,3,4
   561,614 
 652,614   WaterBridge Midstream Operating LLC
11.363% (3-Month Term SOFR+575 basis points), 6/21/20262,3,4
   653,521 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BANK LOANS (Continued)     
 738,722   Whatabrands LLC
8.431% (1-Month Term SOFR+325 basis points), 8/3/20282,3,4
  $732,908 
 738,608   Zelis Payments Buyer, Inc.
8.931% (1-Month Term SOFR+350 basis points), 9/30/20262,3,4
   739,379 
     Total Bank Loans     
     (Cost $54,584,612)   54,253,358 
     BONDS — 83.0%     
     ASSET-BACKED SECURITIES — 74.7%     
     522 Funding CLO Ltd.     
 1,000,000   Series 2020-6A, Class F, 13.714% (3-Month Term SOFR+830.16 basis points), 10/23/20343,4,8   846,567 
 1,500,000   Series 2019-5A, Class ER, 12.154% (3-Month Term SOFR+676 basis points), 4/15/20353,4,8   1,386,302 
 1,000,000   ALM Ltd.
Series 2020-1A, Class D, 11.655% (3-Month Term SOFR+626.16 basis points), 10/15/20293,4,8
   966,145 
 1,400,000   Anchorage Credit Funding Ltd.
Series 2015-1A, Class ERV, 6.700%, 7/28/20373,8
   1,134,312 
 1,050,000   Annisa CLO
Series 2016-2A, Class DR, 8.677% (3-Month Term SOFR+326.16 basis points), 7/20/20313,4,8
   1,022,199 
     Apidos CLO     
 1,250,000   Series 2017-28A, Class D, 11.177% (3-Month Term SOFR+576.16 basis points), 1/20/20313,4,8   1,095,300 
 500,000   Series 2015-20A, Class DR, 11.355% (3-Month Term SOFR+596.16 basis points), 7/16/20313,4,8   440,800 
     Apidos CLO     
 1,500,000   Series 2018-29A, Class C, 8.390% (3-Month Term SOFR+301.16 basis points), 7/25/20303,4,8   1,442,800 
 1,250,000   Series 2017-28A, Class C, 8.177% (3-Month Term SOFR+276.16 basis points), 1/20/20313,4,8   1,191,342 
     Ares CLO Ltd.     
 750,000   Series 2017-42A, Class E, 11.724% (3-Month Term SOFR+631.16 basis points), 1/22/20283,4,8   709,005 
 650,000   Series 2015-38A, Class DR, 8.177% (3-Month Term SOFR+276.16 basis points), 4/20/20303,4,8   615,329 
 1,700,000   Series 2018-50A, Class D, 8.555% (3-Month Term SOFR+316.16 basis points), 1/15/20323,4,8   1,630,348 
 2,000,000   Series 2021-62A, Class SUB, 0.000%, 1/25/20343,8,9   1,210,055 
 1,000,000   ASSURANT CLO Ltd.
Series 2017-1A, Class ER, 12.877% (3-Month Term SOFR+746.16 basis points), 10/20/20343,4,8
   878,515 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     ASSET-BACKED SECURITIES (Continued)     
 500,000   Bain Capital Credit CLO
Series 2018-1A, Class D, 8.374% (3-Month Term SOFR+296.16 basis points), 4/23/20313,4,8
  $459,391 
 1,000,000   Bain Capital Credit CLO Ltd.
Series 2021-7A, Class D, 8.924% (3-Month Term SOFR+351.16 basis points), 1/22/20353,4,8
   955,320 
     Ballyrock CLO Ltd.     
 1,500,000   Series 2019-2A, Class CR, 8.791% (3-Month Term SOFR+341.16 basis points), 11/20/20303,4,8   1,493,796 
 750,000   Series 2019-1A, Class DR, 12.405% (3-Month Term SOFR+701.16 basis points), 7/15/20323,4,8   727,945 
 1,100,000   Series 2023-23A, Class D, 13.548% (3-Month Term SOFR+817 basis points), 4/25/20363,4,8   1,100,490 
     Barings CLO Ltd.     
 1,500,000   Series 2017-1A, Class E, 11.657% (3-Month Term SOFR+626.16 basis points), 7/18/20293,4,8   1,450,235 
 1,000,000   Series 2017-1A, Class F, 13.107% (3-Month Term SOFR+771.16 basis points), 7/18/20293,4,8   793,562 
 1,000,000   Series 2016-2A, Class DR2, 8.827% (3-Month Term SOFR+341.16 basis points), 1/20/20323,4,8   961,343 
     Barings CLO Ltd.     
 1,000,000   Series 2018-4A, Class D, 8.555% (3-Month Term SOFR+316.16 basis points), 10/15/20303,4,8   979,059 
 1,000,000   Series 2015-2A, Class DR, 8.627% (3-Month Term SOFR+321.16 basis points), 10/20/20303,4,8   962,559 
 1,000,000   Series 2015-IA, Class DR, 8.277% (3-Month Term SOFR+286.16 basis points), 1/20/20313,4,8   940,063 
 1,500,000   Barings Euro CLO DAC
Series 2015-1X, Class DRR, 7.606% (3-Month Euribor+365 basis points), 7/25/20353,4
   1,466,680 
 500,000   Battalion CLO Ltd.
Series 2016-10A, Class CR2, 9.110% (3-Month Term SOFR+371.16 basis points), 1/25/20353,4,8
   461,232 
 1,000,000   Bean Creek CLO Ltd.
Series 2015-1A, Class DR, 8.427% (3-Month Term SOFR+301.16 basis points), 4/20/20313,4,8
   955,610 
     Benefit Street Partners CLO Ltd.     
 1,000,000   Series 2013-IIIA, Class DR, 12.277% (3-Month Term SOFR+686.16 basis points), 7/20/20293,4,8   971,820 
 1,050,000   Series 2017-12A, Class C, 8.705% (3-Month Term SOFR+331.16 basis points), 10/15/20303,4,8   1,041,981 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     ASSET-BACKED SECURITIES (Continued)     
 1,000,000   Series 2017-12A, Class D, 12.065% (3-Month Term SOFR+667.16 basis points), 10/15/20303,4,8  $922,987 
 500,000   Series 2015-8A, Class DR, 11.277% (3-Month Term SOFR+586.16 basis points), 1/20/20313,4,8   423,759 
 1,250,000   Series 2018-14A, Class E, 11.027% (3-Month Term SOFR+561.16 basis points), 4/20/20313,4,8   1,122,446 
 1,000,000   Series 2019-18A, Class DR, 9.055% (3-Month Term SOFR+366.16 basis points), 10/15/20343,4,8   962,601 
 1,500,000   Series 2020-21A, Class ER, 12.355% (3-Month Term SOFR+696.16 basis points), 10/15/20343,4,8   1,468,121 
 1,000,000   Series 2019-18A, Class ER, 12.405% (3-Month Term SOFR+701.16 basis points), 10/15/20343,4,8   980,122 
 1,000,000   BlueMountain CLO Ltd.
Series 2020-29A, Class D2R, 9.890% (3-Month Term SOFR+451.16 basis points), 7/25/20343,4,8
   982,557 
 750,000   Bryant Park Funding Ltd.
Series 2023-21A, Class E, 13.955% (3-Month Term SOFR+847 basis points), 10/18/20363,4,8
   735,911 
 500,000   Canyon Capital CLO Ltd.
Series 2014-1A, Class CR, 8.402% (3-Month Term SOFR+301.16 basis points), 1/30/20313,4,8
   470,661 
     Carlyle Global Market Strategies CLO Ltd.     
 1,000,000   Series 2014-4RA, Class D, 11.305% (3-Month Term SOFR+591.16 basis points), 7/15/20303,4,8   856,309 
 750,000   Series 2014-1A, Class DR, 8.264% (3-Month Term SOFR+286.16 basis points), 4/17/20313,4,8   707,997 
 1,500,000   Series 2014-2RA, Class C, 8.426% (3-Month Term SOFR+306.16 basis points), 5/15/20313,4,8   1,421,683 
 1,000,000   Carlyle Global Market Strategies Euro CLO
Series 2022-5X, Class A2B, 6.500%, 10/25/20353
   1,060,437 
 2,000,000   CIFC European Funding CLO
Series 3X, Class D, 7.565% (3-Month Euribor+360 basis points), 1/15/20343,4
   2,028,642 
     CIFC Funding Ltd.     
 2,000,000   Series 2015-3A, Class ER, 10.608% (3-Month Term SOFR+521.16 basis points), 4/19/20293,4,8   1,814,459 
 1,000,000   Series 2017-4A, Class D, 11.760% (3-Month Term SOFR+636.16 basis points), 10/24/20303,4,8   932,010 
 1,500,000   Series 2013-4A, Class DRR, 8.449% (3-Month Term SOFR+306.16 basis points), 4/27/20313,4,8   1,448,478 
 1,000,000   Series 2013-4A, Class ERR, 11.099% (3-Month Term SOFR+571.16 basis points), 4/27/20313,4,8   909,584 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     ASSET-BACKED SECURITIES (Continued)     
 500,000   Series 2018-3A, Class E, 11.157% (3-Month Term SOFR+576.16 basis points), 7/18/20313,4,8  $462,690 
 1,000,000   Series 2016-1A, Class D2RR, 9.924% (3-Month Term SOFR+451.16 basis points), 10/21/20313,4,8   997,500 
 1,000,000   Clear Creek CLO
Series 2015-1A, Class DR, 8.627% (3-Month Term SOFR+321.16 basis points), 10/20/20303,4,8
   974,389 
     Crestline Denali CLO Ltd.     
 750,000   Series 2018-1A, Class D, 8.277% (3-Month Term SOFR+286.16 basis points), 1/20/20303,4,8   692,605 
 1,250,000   Series 2017-1A, Class D, 9.407% (3-Month Term SOFR+399.16 basis points), 4/20/20303,4,8   1,232,039 
 1,000,000   Series 2016-1A, Class DR, 9.024% (3-Month Term SOFR+361.16 basis points), 10/23/20313,4,8   925,777 
 1,750,000   Dartry Park CLO DAC
Series 1X, Class CRR, 7.298% (3-Month Euribor+335 basis points), 1/28/20343,4
   1,714,563 
 1,000,000   Denali Capital CLO Ltd.
Series 2016-1A, Class DR, 8.405% (3-Month Term SOFR+301.16 basis points), 4/15/20313,4,8
   925,972 
     Dryden CLO Ltd.     
 4,000,000   Series 2020-86A, Class SUB, 0.000%, 7/17/20303,8,9   1,975,591 
 750,000   Series 2018-65A, Class D, 8.757% (3-Month Term SOFR+336.16 basis points), 7/18/20303,4,8   714,989 
 995,000   Series 2018-57A, Class D, 8.176% (3-Month Term SOFR+281.16 basis points), 5/15/20313,4,8   926,028 
 330,000   Series 2018-57A, Class E, 10.826% (3-Month Term SOFR+546.16 basis points), 5/15/20313,4,8   279,443 
 1,000,000   Series 2020-77A, Class ER, 11.511% (3-Month Term SOFR+613.16 basis points), 5/20/20343,4,8   885,587 
 1,000,000   Series 2020-77A, Class FR, 13.231% (3-Month Term SOFR+785.16 basis points), 5/20/20343,4,8   815,232 
 1,000,000   Series 2022-106A, Class D, 11.094% (3-Month Term SOFR+570 basis points), 10/15/20353,4,8   1,019,515 
     Dryden Euro CLO     
 1,000,000   Series 2021-91X, Class D, 8.825% (3-Month Euribor+485 basis points), 4/18/20353,4   1,022,448 
 1,250,000   Series 2021-103X, Class B2, 7.500%, 1/19/20363   1,341,769 
 1,000,000   Dryden Euro CLO B.V.
Series 2013-29X, Class B2RE, 2.050%, 7/15/20323
   942,552 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     ASSET-BACKED SECURITIES (Continued)     
     Dryden Senior Loan Fund     
 2,500,000   Series 2013-30A, Class DR, 8.226% (3-Month Term SOFR+286.16 basis points), 11/15/20283,4,8  $2,401,376 
 1,000,000   Series 2013-30A, Class FR, 12.876% (3-Month Term SOFR+751.16 basis points), 11/15/20283,4,8   822,748 
 750,000   Series 2014-36A, Class DR3, 9.345% (3-Month Term SOFR+395.16 basis points), 4/15/20293,4,8   739,829 
 1,875,000   Series 2015-38A, Class DR, 8.655% (3-Month Term SOFR+326.16 basis points), 7/15/20303,4,8   1,782,829 
 750,000   Series 2016-45A, Class DR, 8.805% (3-Month Term SOFR+341.16 basis points), 10/15/20303,4,8   730,906 
     Eaton Vance CLO Ltd.     
 1,075,000   Series 2015-1A, Class DR, 8.177% (3-Month Term SOFR+276.16 basis points), 1/20/20303,4,8   1,018,047 
 850,000   Series 2015-1A, Class ER, 11.277% (3-Month Term SOFR+586.16 basis points), 1/20/20303,4,8   733,473 
 500,000   Series 2014-1RA, Class E, 11.355% (3-Month Term SOFR+596.16 basis points), 7/15/20303,4,8   431,248 
 1,250,000   Series 2018-1A, Class D, 8.855% (3-Month Term SOFR+346.16 basis points), 10/15/20303,4,8   1,196,096 
 1,500,000   Series 2013-1A, Class D3R, 12.455% (3-Month Term SOFR+706.16 basis points), 1/15/20343,4,8   1,419,586 
 1,000,000   Series 2020-2A, Class ER, 12.155% (3-Month Term SOFR+676.16 basis points), 1/15/20353,4,8   970,902 
     Elmwood CLO Ltd.     
 1,000,000   Series 2019-2A, Class DR, 8.677% (3-Month Term SOFR+326.16 basis points), 4/20/20343,4,8   983,112 
 600,000   Series 2019-3A, Class FR, 13.417% (3-Month Term SOFR+800.16 basis points), 10/20/20343,4,8   552,000 
     Flatiron CLO Ltd.     
 5,425,000   Series 2017-1A, Class SUB, 0.000%, 5/15/20303,8,9   2,354,112 
 3,500,000   Series 2018-1A, Class SUB, 0.000%, 4/17/20313,8,9   1,609,154 
 750,000   Flatiron RR CLO LLC
Series 2021-2A, Class E, 11.855% (3-Month Term SOFR+646.16 basis points), 10/15/20343,4,8
   711,064 
     Galaxy CLO Ltd.     
 1,320,000   Series 2017-23A, Class E, 11.810% (3-Month Term SOFR+641.16 basis points), 4/24/20293,4,8   1,266,854 
 1,250,000   Series 2017-24A, Class D, 8.105% (3-Month Term SOFR+271.16 basis points), 1/15/20313,4,8   1,211,136 
 1,125,000   Series 2017-24A, Class E, 11.155% (3-Month Term SOFR+576.16 basis points), 1/15/20313,4,8   1,055,370 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     ASSET-BACKED SECURITIES (Continued)     
 1,000,000   Series 2023-32A, Class E, 0.000% (3-Month Term SOFR+733 basis points), 10/20/20363,4,8,10  $990,000 
 1,000,000   Generate CLO Ltd.
Series 4A, Class ER, 12.427% (3-Month Term SOFR+701.16 basis points), 4/20/20323,4,8
   992,103 
     Generate CLO Ltd.     
 1,250,000   Series 2A, Class DR, 8.274% (3-Month Term SOFR+286.16 basis points), 1/22/20313,4,8   1,218,109 
 750,000   Series 2A, Class F, 12.924% (3-Month Term SOFR+751.16 basis points), 1/22/20313,4,8   684,917 
 1,250,000   Series 7A, Class D, 9.474% (3-Month Term SOFR+406.16 basis points), 1/22/20333,4,8   1,249,374 
 1,000,000   Series 9A, Class E, 12.527% (3-Month Term SOFR+711.16 basis points), 10/20/20343,4,8   978,671 
 1,000,000   Series 6A, Class ER, 12.474% (3-Month Term SOFR+706.16 basis points), 1/22/20353,4,8   976,544 
 2,000,000   Series 2023-11A, Class D, 11.166% (3-Month Term SOFR+575 basis points), 4/20/20353,4,8   2,040,692 
 2,000,000   Gilbert Park CLO Ltd.
Series 2017-1A, Class E, 12.055% (3-Month Term SOFR+666.16 basis points), 10/15/20303,4,8
   1,771,174 
 750,000   GoldenTree Loan Management EUR CLO DAC
Series 5X, Class E, 9.243% (3-Month Euribor+525 basis points), 4/20/20343,4
   707,316 
     GoldenTree Loan Management U.S. CLO Ltd.     
 1,000,000   Series 2020-7A, Class FR, 13.427% (3-Month Term SOFR+801.16 basis points), 4/20/20343,4,8   849,417 
 750,000   Series 2021-10A, Class F, 13.467% (3-Month Term SOFR+805.16 basis points), 7/20/20343,4,8   635,070 
     GoldenTree Loan Opportunities Ltd.     
 2,000,000   Series 2014-9A, Class ER2, 11.312% (3-Month Term SOFR+592.16 basis points), 10/29/20293,4,8   2,000,464 
 1,500,000   Series 2016-12A, Class ER, 11.074% (3-Month Term SOFR+566.16 basis points), 7/21/20303,4,8   1,382,105 
 1,000,000   Series 2015-11A, Class FR2, 12.107% (3-Month Term SOFR+671.16 basis points), 1/18/20313,4,8   848,366 
 500,000   Greenwood Park CLO Ltd.
Series 2018-1A, Class E, 10.605% (3-Month Term SOFR+521.16 basis points), 4/15/20313,4,8
   418,100 
 1,000,000   Griffith Park CLO DAC
Series 1X, Class DR, 9.335% (3-Month Euribor+552 basis points), 11/21/20313,4
   948,842 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     ASSET-BACKED SECURITIES (Continued)     
     Grippen Park CLO Ltd.     
 4,000,000   Series 2017-1A, Class SUB, 0.000%, 1/20/20303,8,9  $804,452 
 1,000,000   Series 2017-1A, Class E, 11.377% (3-Month Term SOFR+596.16 basis points), 1/20/20303,4,8   952,122 
 1,000,000   Harvest CLO DAC
Series 16A, Class B1RR, 5.265% (3-Month Euribor+130 basis points), 10/15/20313,4,8
   1,017,726 
     Highbridge Loan Management Ltd.     
 850,000   Series 3A-2014, Class CR, 9.257% (3-Month Term SOFR+386.16 basis points), 7/18/20293,4,8   838,190 
 1,250,000   Series 5A-2015, Class DRR, 8.805% (3-Month Term SOFR+341.16 basis points), 10/15/20303,4,8   1,157,211 
 3,500,000   Series 12A-18, Class SUB, 0.000%, 7/18/20313,8,9   1,543,594 
 2,360,000   Series 12A-18, Class D, 10.807% (3-Month Term SOFR+541.16 basis points), 7/18/20313,4,8   2,154,279 
     HPS Loan Management Ltd.     
 500,000   Series 8A-2016, Class ER, 11.177% (3-Month Term SOFR+576.16 basis points), 7/20/20303,4,8   432,287 
 1,500,000   Series 6A-2015, Class CR, 8.131% (3-Month Term SOFR+276.16 basis points), 2/5/20313,4,8   1,402,588 
 2,000,000   Series 15A-19, Class ER, 12.212% (3-Month Term SOFR+680 basis points), 1/22/20353,4,8   1,855,883 
 1,000,000   Invesco CLO Ltd.
Series 2022-3A, Class D, 10.412% (3-Month Term SOFR+500 basis points), 10/22/20353,4,8
   1,006,420 
 1,500,000   Invesco U.S. CLO Ltd.
Series 2023-1A, Class E, 13.772% (3-Month Term SOFR+836 basis points), 4/22/20353,4,8
   1,507,359 
 750,000   LCM LP
Series 18A, Class DR, 8.477% (3-Month Term SOFR+306.16 basis points), 4/20/20313,4,8
   660,287 
     Madison Park Funding Ltd.     
 1,334,322   Series 12A, Class ER, 10.924% (3-Month Term SOFR+551.16 basis points), 4/22/20273,4,8   1,332,719 
 1,250,000   Series 2015-19A, Class CR, 7.824% (3-Month Term SOFR+241.16 basis points), 1/22/20283,4,8   1,234,879 
 1,000,000   Series 2015-19A, Class ER, 11.774% (3-Month Term SOFR+636.16 basis points), 1/22/20283,4,8   952,393 
 1,750,000   Series 2014-13A, Class ER, 11.408% (3-Month Term SOFR+601.16 basis points), 4/19/20303,4,8   1,691,035 
 1,000,000   Series 2014-13A, Class FR, 13.608% (3-Month Term SOFR+821.16 basis points), 4/19/20303,4,8   929,203 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     ASSET-BACKED SECURITIES (Continued)     
 1,000,000   Series 2017-26A, Class DR, 8.652% (3-Month Term SOFR+326.16 basis points), 7/29/20303,4,8  $989,107 
 875,000   Magnetite Ltd.
Series 2016-18A, Class ER, 10.876% (3-Month Term SOFR+551.16 basis points), 11/15/20283,4,8
   841,231 
     Magnetite Ltd.     
 1,000,000   Series 2014-8A, Class ER2, 11.305% (3-Month Term SOFR+591.16 basis points), 4/15/20313,4,8   961,427 
 1,050,000   Series 2015-12A, Class FR, 13.605% (3-Month Term SOFR+821.16 basis points), 10/15/20313,4,8   912,627 
 1,500,000   Series 2015-14RA, Class F, 13.587% (3-Month Term SOFR+819.16 basis points), 10/18/20313,4,8   1,327,605 
 1,000,000   Series 2023-39A, Class D, 9.535% (3-Month Term SOFR+415 basis points), 10/25/20333,4,8,10   1,000,000 
 750,000   Series 2022-35A, Class ER, 12.628% (3-Month Term SOFR+725 basis points), 10/25/20363,4,8   750,000 
 800,000   Milos CLO Ltd.
Series 2017-1A, Class ER, 11.827% (3-Month Term SOFR+641.16 basis points), 10/20/20303,4,8
   725,533 
     Morgan Stanley Eaton Vance CLO Ltd.     
 1,000,000   Series 2021-1A, Class E, 12.424% (3-Month Term SOFR+701.16 basis points), 10/20/20343,4,8   950,996 
 1,250,000   Series 2022-16A, Class E, 12.244% (3-Month Term SOFR+685 basis points), 4/15/20353,4,8   1,221,001 
 1,250,000   Series 2022-17A, Class E, 13.316% (3-Month Term SOFR+790 basis points), 7/20/20353,4,8   1,260,678 
 1,000,000   Series 2022-18A, Class E, 13.916% (3-Month Term SOFR+850 basis points), 10/20/20353,4,8   1,016,216 
 1,000,000   Series 2023-19A, Class E, 14.156% (3-Month Term SOFR+890 basis points), 7/20/20363,4,8   1,009,931 
 750,000   Mountain View CLO Ltd.
Series 2019-1A, Class DR, 9.595% (3-Month Term SOFR+420.16 basis points), 10/15/20343,4,8
   725,656 
     Neuberger Berman CLO Ltd.     
 1,000,000   Series 2016-22A, Class ER, 11.724% (3-Month Term SOFR+632.16 basis points), 10/17/20303,4,8   910,352 
 5,000,000   Series 2015-20A, Class SUB, 0.000%, 7/15/20343,8,9   1,858,029 
     Neuberger Berman Loan Advisers CLO Ltd.     
 1,500,000   Series 2018-27A, Class E, 10.855% (3-Month Term SOFR+546.16 basis points), 1/15/20303,4,8   1,403,193 
 1,250,000   Series 2017-24A, Class E, 11.678% (3-Month Term SOFR+628.16 basis points), 4/19/20303,4,8   1,157,444 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     ASSET-BACKED SECURITIES (Continued)     
 1,000,000   Neuberger Berman Loan Advisers Euro CLO
Series 2021-1X, Class D, 6.985% (3-Month Euribor+300 basis points), 4/17/20343,4
  $980,620 
 1,000,000   New Mountain CLO Ltd.
Series CLO-3A, Class E, 12.277% (3-Month Term SOFR+686.16 basis points), 10/20/20343,4,8
   979,113 
     New Mountain CLO Ltd.     
 1,175,000   Series CLO-2A, Class E, 12.015% (3-Month Term SOFR+662.16 basis points), 4/15/20343,4,8   1,139,182 
 1,500,000   Series CLO-1A, Class ER, 12.335% (3-Month Term SOFR+694.16 basis points), 10/15/20343,4,8   1,474,440 
 500,000   Series CLO-4A, Class E, 13.566% (3-Month Term SOFR+815 basis points), 4/20/20363,4,8   502,315 
 1,250,000   Newark BSL CLO Ltd.
Series 2017-1A, Class CR, 8.790% (3-Month Term SOFR+341.16 basis points), 7/25/20303,4,8
   1,207,958 
 1,250,000   Oak Hill Credit Partners Ltd.
Series 2014-10RA, Class D2R, 10.427% (3-Month Term SOFR+501.16 basis points), 4/20/20343,4,8
   1,257,681 
     OCP CLO Ltd.     
 1,000,000   Series 2017-14A, Class C, 8.241% (3-Month Term SOFR+286.16 basis points), 11/20/20303,4,8   962,500 
 2,050,000   Series 2014-5A, Class CR, 8.541% (3-Month Term SOFR+316.16 basis points), 4/26/20313,4,8   1,890,795 
 500,000   Series 2020-8RA, Class D, 12.664% (3-Month Term SOFR+726.16 basis points), 1/17/20323,4,8   481,497 
 1,250,000   Series 2020-18A, Class ER, 12.107% (3-Month Term SOFR+669.16 basis points), 7/20/20323,4,8   1,177,822 
 1,000,000   Series 2019-17A, Class ER, 12.177% (3-Month Term SOFR+676.16 basis points), 7/20/20323,4,8   941,714 
 1,000,000   Series 2016-12A, Class ER2, 12.545% (3-Month Term SOFR+715 basis points), 4/18/20333,4,8   956,050 
 1,000,000   Series 2021-22A, Class D, 8.777% (3-Month Term SOFR+336.16 basis points), 12/2/20343,4,8   937,609 
 1,000,000   Series 2021-22A, Class E, 12.277% (3-Month Term SOFR+686.16 basis points), 12/2/20343,4,8   931,164 
 1,000,000   Series 2023-28A, Class E, 13.820% (3-Month Term SOFR+840 basis points), 7/16/20363,4,8   1,003,824 
 1,000,000   Octagon 70 Alto Ltd.
Series 2023-1A, Class E, 12.065% (3-Month Term SOFR+666 basis points), 10/20/20363,4,8
   962,042 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     ASSET-BACKED SECURITIES (Continued)     
     Octagon Investment Partners Ltd.     
 1,000,000   Series 2012-1A, Class CRR, 9.555% (3-Month Term SOFR+416.16 basis points), 7/15/20293,4,8  $968,182 
 1,500,000   Series 2013-1A, Class DR2, 8.140% (3-Month Term SOFR+276.16 basis points), 1/25/20313,4,8   1,397,618 
 1,000,000   Series 2018-18A, Class C, 8.355% (3-Month Term SOFR+296.16 basis points), 4/16/20313,4,8   948,803 
 750,000   Series 2020-1A, Class ER, 11.927% (3-Month Term SOFR+651.16 basis points), 7/20/20343,4,8   686,683 
 1,500,000   Series 2020-4A, Class ER, 12.455% (3-Month Term SOFR+706.16 basis points), 1/15/20353,4,8   1,366,284 
 1,000,000   OSD CLO Ltd.
Series 2021-23A, Class E, 11.664% (3-Month Term SOFR+626.16 basis points), 4/17/20313,4,8
   935,663 
     OZLM Ltd.     
 1,500,000   Series 2014-8A, Class DRR, 11.744% (3-Month Term SOFR+634.16 basis points), 10/17/20293,4,8   1,399,557 
 1,000,000   Series 2017-16A, Class C, 9.183% (3-Month Term SOFR+381.16 basis points), 5/16/20303,4,8   984,907 
 1,250,000   Series 2018-22A, Class C, 8.314% (3-Month Term SOFR+291.16 basis points), 1/17/20313,4,8   1,186,148 
 1,750,000   Series 2014-6A, Class CS, 8.794% (3-Month Term SOFR+339.16 basis points), 4/17/20313,4,8   1,664,962 
 1,500,000   Series 2018-20A, Class C, 8.627% (3-Month Term SOFR+321.16 basis points), 4/20/20313,4,8   1,381,545 
     Post CLO Ltd.     
 1,500,000   Series 2022-1A, Class E, 12.166% (3-Month Term SOFR+675 basis points), 4/20/20353,4,8   1,385,257 
 2,000,000   Series 2023-1A, Class E, 13.316% (3-Month Term SOFR+790 basis points), 4/20/20363,4,8   1,972,521 
 750,000   PPM CLO Ltd.
Series 2019-3A, Class ER, 12.274% (3-Month Term SOFR+687.16 basis points), 4/17/20343,4,8
   670,433 
     Recette CLO Ltd.     
 1,000,000   Series 2015-1A, Class YRR, 0.100%, 4/20/20343,8   28,584 
 1,750,000   Series 2015-1A, Class FRR, 14.147% (3-Month Term SOFR+873.16 basis points), 4/20/20343,4,8   1,456,079 
     Regatta Funding Ltd.     
 1,132,500   Series 2018-4A, Class D, 12.140% (3-Month Term SOFR+676.16 basis points), 10/25/20313,4,8   1,026,422 
 750,000   Series 2016-1A, Class ER2, 12.059% (3-Month Term SOFR+666.16 basis points), 6/20/20343,4,8   674,075 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     ASSET-BACKED SECURITIES (Continued)     
 1,000,000   Series 2023-2A, Class D, 9.535% (3-Month Term SOFR+525 basis points), 1/25/20373,4,8  $1,000,000 
 625,000   Riserva CLO Ltd.
Series 2016-3A, Class FRR, 14.167% (3-Month Term SOFR+877.16 basis points), 1/18/20343,4,8
   521,946 
     Rockford Tower CLO Ltd.     
 1,125,000   Series 2017-2A, Class ER, 11.905% (3-Month Term SOFR+651.16 basis points), 10/15/20293,4,8   1,059,794 
 1,400,000   Series 2020-1A, Class E, 12.577% (3-Month Term SOFR+716.16 basis points), 1/20/20323,4,8   1,343,039 
 1,500,000   RR15 Ltd.
Series 2021-15A, Class C, 8.555% (3-Month Term SOFR+316.16 basis points), 4/15/20363,4,8
   1,441,515 
 1,000,000   Shackleton CLO Ltd.
Series 2013-4RA, Class C, 8.525% (3-Month Term SOFR+313.16 basis points), 4/13/20313,4,8
   903,763 
 5,121,212   Signal Peak CLO Ltd.
Series 2017-4A, Class SUB, 0.000%, 10/26/20343,8,9
   1,681,353 
     Sound Point CLO Ltd.     
 1,500,000   Series 2017-3A, Class C, 8.677% (3-Month Term SOFR+326.16 basis points), 10/20/20303,4,8   1,327,420 
 875,000   Series 2018-2A, Class D, 8.641% (3-Month Term SOFR+326.16 basis points), 7/26/20313,4,8   757,096 
 1,500,000   Series 2019-1A, Class DR, 9.177% (3-Month Term SOFR+376.16 basis points), 1/20/20323,4,8   1,348,197 
 1,000,000   Series 2019-3A, Class DR, 9.140% (3-Month Term SOFR+376.16 basis points), 10/25/20343,4,8   900,718 
 1,000,000   Stratus CLO Ltd.
Series 2021-2A, Class F, 13.037% (3-Month Term SOFR+762.16 basis points), 12/28/20293,4,8
   955,758 
     Stratus CLO Ltd.     
 750,000   Series 2021-2A, Class D, 8.327% (3-Month Term SOFR+291.16 basis points), 12/28/20293,4,8   732,861 
 650,000   Series 2021-1A, Class F, 12.927% (3-Month Term SOFR+751.16 basis points), 12/29/20293,4,8   618,679 
 1,000,000   Series 2022-1A, Class E, 12.916% (3-Month Term SOFR+750 basis points), 7/20/20303,4,8   998,703 
 1,000,000   Symphony CLO Ltd.
Series 2016-18A, Class DR, 8.924% (3-Month Term SOFR+351.16 basis points), 7/23/20333,4,8
   952,734 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     ASSET-BACKED SECURITIES (Continued)     
     TCI-Flatiron CLO Ltd.     
 1,000,000   Series 2017-1A, Class E, 11.988% (3-Month Term SOFR+661.16 basis points), 11/18/20303,4,8  $993,352 
 1,000,000   Series 2016-1A, Class DR3, 8.403% (3-Month Term SOFR+300 basis points), 1/17/20323,4,8   980,139 
 1,500,000   Series 2016-1A, Class ER3, 11.653% (3-Month Term SOFR+625 basis points), 1/17/20323,4,8   1,446,045 
 750,000   TCI-Symphony CLO Ltd.
Series 2017-1A, Class E, 12.105% (3-Month Term SOFR+671.16 basis points), 7/15/20303,4,8
   600,824 
 1,000,000   Thayer Park CLO Ltd.
Series 2017-1A, Class ER, 14.547% (3-Month Term SOFR+913.16 basis points), 4/20/20343,4,8
   831,867 
 2,350,000   THL Credit Wind River CLO Ltd.
Series 2013-2A, Class DR, 8.607% (3-Month Term SOFR+321.16 basis points), 10/18/20303,4,8
   2,150,368 
 938,000   TICP CLO Ltd.
Series 2016-5A, Class ER, 11.414% (3-Month Term SOFR+601.16 basis points), 7/17/20313,4,8
   845,814 
     Voya CLO Ltd.     
 750,000   Series 2015-1A, Class CR, 8.007% (3-Month Term SOFR+261.16 basis points), 1/18/20293,4,8   723,122 
 500,000   Series 2013-1A, Class CR, 8.605% (3-Month Term SOFR+321.16 basis points), 10/15/20303,4,8   456,695 
 2,000,000   Series 2016-3A, Class CR, 8.907% (3-Month Term SOFR+351.16 basis points), 10/18/20313,4,8   1,818,633 
 1,000,000   Series 2020-2A, Class ER, 12.058% (3-Month Term SOFR+666.16 basis points), 7/19/20343,4,8   958,641 
 1,000,000   Series 2019-4A, Class ER, 12.365% (3-Month Term SOFR+697.16 basis points), 1/15/20353,4,8   913,614 
 750,000   Series 2022-1A, Class E, 12.886% (3-Month Term SOFR+747 basis points), 4/20/20353,4,8   719,525 
 1,000,000   Series 2022-3A, Class ER, 13.416% (3-Month Term SOFR+800 basis points), 10/20/20363,4,8   999,960 
 1,500,000   Voya Euro CLO DAC
Series 1X, Class B2NE, 2.100%, 10/15/20303
   1,432,385 
 750,000   Wind River CLO Ltd.
Series 2014-3A, Class DR2, 9.074% (3-Month Term SOFR+366.16 basis points), 10/22/20313,4,8
   654,293 
     Total Asset-Backed Securities     
     (Cost $230,531,136)   219,551,219 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     COMMERCIAL MORTGAGE-BACKED SECURITIES — 0.4%     
 203,000   DBUBS Mortgage Trust
Series 2011-LC3A, Class PM2, 5.098%, 5/10/20443,8,9
  $149,966 
 1,000,000   GS Mortgage Securities Corp. II
Series 2012-BWTR, Class A, 2.954%, 11/5/20343,8
   749,451 
 500,000   WFLD Mortgage Trust
Series 2014-MONT, Class D, 3.755%, 8/10/20313,8,9
   152,250 
 750,000   Worldwide Plaza Trust
Series 2017-WWP, Class F, 3.596%, 11/10/20368,9
   120,876 
     Total Commercial Mortgage-Backed Securities     
     (Cost $2,030,566)   1,172,543 
     CORPORATE — 7.9%     
     BASIC MATERIALS — 0.2%     
 500,000   INEOS Quattro Finance 2 PLC
2.500%, 1/15/20263
   493,984 
     COMMUNICATIONS — 0.7%     
 665,000   Global Switch Finance B.V.
1.375%, 10/7/20303
   586,935 
 665,000   Matterhorn Telecom S.A.
3.125%, 9/15/20263
   658,978 
 500,000   Nexstar Media, Inc.
5.625%, 7/15/20273,8
   450,350 
 700,000   Scripps Escrow, Inc.
5.875%, 7/15/20273,8
   523,887 
         2,220,150 
     CONSUMER, CYCLICAL — 1.4%     
 650,000   Air Canada
3.875%, 8/15/20263,7,8
   592,051 
 570,000   Churchill Downs, Inc.
4.750%, 1/15/20283,8
   511,133 
 525,000   Dana Financing Luxembourg Sarl
8.500%, 7/15/20313
   568,690 
 830,000   International Game Technology PLC
6.250%, 1/15/20273,7,8
   809,667 
 850,000   Pinnacle Bidco PLC
8.250%, 10/11/20283
   873,716 
 775,000   Scientific Games Holdings LP/Scientific Games U.S. FinCo, Inc.
6.625%, 3/1/20303,8
   667,209 
         4,022,466 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     CORPORATE (Continued)     
     CONSUMER, NON-CYCLICAL — 1.3%     
 800,000   Albion Financing 1 SARL / Aggreko Holdings, Inc.
6.125%, 10/15/20263,7,8
  $740,924 
 400,000   GEMS MENASA Cayman Ltd. / GEMS Education Delaware LLC
7.125%, 7/31/20263,7,8
   385,448 
 525,000   House of HR Group B.V.
9.000%, 11/3/20293
   542,839 
 560,000   LifePoint Health, Inc.
5.375%, 1/15/20293,8
   339,826 
 700,000   Option Care Health, Inc.
4.375%, 10/31/20293,8
   585,815 
 570,000   Perrigo Finance Unlimited Co.
4.375%, 3/15/20263,7
   535,678 
 650,000   Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.
4.625%, 11/1/20263,8
   601,185 
         3,731,715 
     ENERGY — 1.3%     
 725,000   Energy Transfer LP
6.500% (USD 5 Year Tsy+569.4 basis points), 11/15/20263,9,11
   658,430 
 575,000   Genesis Energy LP / Genesis Energy Finance Corp.
6.250%, 5/15/20263
   548,574 
 550,000   Hess Midstream Operations LP
5.125%, 6/15/20283,8
   508,358 
 300,000   Murray Energy Corp.
11.250%, 10/17/2027*,3,8,10,12
    
 590,000   Nabors Industries Ltd.
7.250%, 1/15/20263,7,8
   554,739 
 900,000   NextEra Energy Partners LP
2.500%, 6/15/20268,13
   780,300 
 865,000   Northriver Midstream Finance LP
5.625%, 2/15/20263,7,8
   818,792 
         3,869,193 
     FINANCIAL — 0.4%     
 750,000   Acrisure LLC / Acrisure Finance, Inc.
7.000%, 11/15/20253,8
   728,208 
 550,000   Emeria SASU
7.750%, 3/31/20283
   536,428 
         1,264,636 
     INDUSTRIAL — 1.0%     
 526,000   Carriage Purchaser, Inc.
7.875%, 10/15/20293,8
   390,341 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Principal
Amount1
      Value 
     BONDS (Continued)     
     CORPORATE (Continued)     
     INDUSTRIAL (Continued)     
 620,000   GFL Environmental, Inc.
5.125%, 12/15/20263,7,8
  $588,999 
 755,000   Smyrna Ready Mix Concrete LLC
6.000%, 11/1/20283,8
   698,773 
 760,000   Standard Industries, Inc.
5.000%, 2/15/20273,8
   703,332 
 800,000   Trivium Packaging Finance B.V.
8.500%, 8/15/20273,7,8
   668,738 
         3,050,183 
     TECHNOLOGY — 1.0%     
 850,000   Banff Merger Sub, Inc.
8.375%, 9/1/20263
   879,092 
 750,000   Camelot Finance S.A.
4.500%, 11/1/20263,7,8
   694,135 
 600,000   Presidio Holdings, Inc.
8.250%, 2/1/20283,8
   568,379 
 875,000   Virtusa Corp.
7.125%, 12/15/20283,8
   693,257 
         2,834,863 
     UTILITIES — 0.6%     
 685,000   Calpine Corp.
5.000%, 2/1/20313,8
   553,194 
 700,000   Pike Corp.
5.500%, 9/1/20283,8
   599,302 
 535,000   Talen Energy Supply LLC
8.625%, 6/1/20303,8
   544,153 
         1,696,649 
     Total Corporate     
     (Cost $24,030,980)   23,183,839 
     Total Bonds     
     (Cost $256,592,682)   243,907,601 

 

Number
of Shares
        
     COMMON STOCKS — 0.1%     
     FINANCIAL — 0.1%     
 6,869   SL Green Realty Corp. - REIT   201,193 

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

Number
of Shares
      Value 
    COMMON STOCKS (Continued)    
    FINANCIAL (Continued)    
 10,700   Vornado Realty Trust - REIT  $205,440 
         406,633 
     Total Common Stocks     
     (Cost $1,048,246)   406,633 
     SHORT-TERM INVESTMENTS — 8.4%     
 24,793,284   Fidelity Investments Money Market Funds - Treasury Portfolio - Class I, 5.16%14,15  $24,793,284 
     Total Short-Term Investments     
     (Cost $24,793,284)   24,793,284 
     TOTAL INVESTMENTS — 110.0%     
     (Cost $337,018,824)   323,360,876 
     Liabilities in Excess of Other Assets — (10.0)%   (29,287,880)
     TOTAL NET ASSETS — 100.0%  $294,072,996 

 

Principal
Amount1

        
     SECURITIES SOLD SHORT — (0.5)%     
     BONDS — (0.5)%     
     CORPORATE — (0.5)%     
     COMMUNICATIONS — (0.2)%     
 (600,000)  Telenet Finance Luxembourg Notes Sarl
3.500%, 3/1/20283
   (579,886)
     CONSUMER, CYCLICAL — (0.2)%     
 (510,000)  TUI Cruises GmbH
6.500%, 5/15/20263
   (501,852)
     CONSUMER, NON-CYCLICAL — (0.1)%     
 (340,000)  Upbound Group, Inc.
6.375%, 2/15/20293,8
   (292,750)
     Total Corporate     
     (Proceeds $1,405,195)   (1,374,488)
     Total Bonds     
     (Proceeds $1,405,195)   (1,374,488)
     Total Securities Sold Short     
     (Proceeds $1,405,195)  $(1,374,488)

 

EUR – Euro

REIT – Real Estate Investment Trusts

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

* Non-income producing security.
1 Local currency.
2 Bank loans generally pay interest at rates which are periodically determined by reference to a base lending rate plus a premium. All loans carry a variable rate of interest. These base lending rates are generally (i) the Prime Rate offered by one or more major United States banks, (ii) the lending rate offered by one or more European banks such as the London Interbank Offered Rate (“LIBOR”), (iii) the Certificate of Deposit rate, or (iv) Secured Overnight Financing Rate (“SOFR”). Bank Loans, while exempt from registration, under the Securities Act of 1933, contain certain restrictions on resale and cannot be sold publicly. Floating rate bank loans often require prepayments from excess cash flow or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy.
3 Callable.
4 Floating rate security.
5 All or a portion of the loan is unfunded.
6 Denotes investments purchased on a when-issued or delayed delivery basis.
7 Foreign security denominated in U.S. Dollars.
8 Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities are restricted and may be resold in transactions exempt from registration normally to qualified institutional buyers. The absolute value of these securities is $223,670,753 which represents 76.06% of total net assets of the Fund.
9 Variable rate security.
10 Level 3 securities fair valued under procedures established by the Board of Trustees, represents 0.68% of Net Assets. The total value of these securities is $1,990,000.
11 Perpetual security.
12 Security is in default.
13 Convertible security.
14 All or a portion of this security is segregated as collateral for securities sold short. The market value of the securities pledged as collateral was $1,993,820, which represents 0.68% of total net assets of the Fund.
15 The rate is the annualized seven-day yield at period end.

 

 

Palmer Square Opportunistic Income Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued

As of October 31, 2023 (Unaudited)

 

 

SWAP CONTRACTS

CREDIT DEFAULT SWAP CONTRACTS

      Pay/(b)                      
   Rating(a)  Receive            Premium   Unrealized     
Counterparty/  (Moody’s/  Fixed  Fixed/Rate  Expiration  Notional   Paid   Appreciation/     
Reference Entity  S&P)  Rate  Frequency  Date  Amount   (Received)   (Depreciation)   Value 
Morgan Stanley                           
Markit CDX NA High Yield                           
CDSI Series 41 Index   Unrated   Receive   5%/Quarterly   12/20/28  $3,500,000   $99,750   $44,700   $144,450 
TOTAL CREDIT DEFAULT SWAP CONTRACTS               $99,750   $44,700   $144,450 

  

(a)Ratings are presented for credit default contracts in which the fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent the average of the ratings of all the securities included in that index. The Moody’s and Standard & Poor’s (S&P) ratings are believed to be the most recent ratings available at October 31, 2023.

(b)If Palmer Square Opportunistic Income Fund is paying a fixed rate, the counterparty acts as guarantor of the variable instrument.  If Palmer Square Opportunistic Income Fund is receiving a fixed rate, Palmer Square Opportunistic Income Fund acts as guarantor of the variable instrument.

 

 

Palmer Square Opportunistic Income Fund          

CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued      

As of October 31, 2023 (Unaudited)

 

             

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS

         Currency   Value At       Unrealized 
      Currency  Amount   Settlement   Value At   Appreciation 
Purchase Contracts  Counterparty  Exchange  Purchased   Date   October 31, 2023   (Depreciation) 
Euro  JP Morgan  EUR per USD   1,355,625   $1,435,713   $1,439,462   $3,749 
              $1,435,713   $1,439,462   $3,749 

 

         Currency   Value At       Unrealized 
      Currency  Amount   Settlement   Value At   Appreciation 
Sale Contracts  Counterparty  Exchange  Sold   Date   October 31, 2023   (Depreciation) 
Euro  JP Morgan  EUR per USD   (19,287,875)  $(20,776,866)  $(20,480,488)  $296,378 
              $(20,776,866)  $(20,480,488)  $296,378 
TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS      $(19,341,153)  $(19,041,026)  $300,127 

 

EUR – Euro

USD – U.S. Dollar