Palmer Square Opportunistic Income Fund

Fund Profile

Fund profile

Fund manager

Total assets

$444.06 mm

Liabilities

$60.79 mm

Net assets

$383.27 mm

Number of holdings

394.00

Top 200 of 394 Holdings

As of Jul 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Treasury Portfolio - Class I	39.24 mm	39.24 mm principal	10.24	Short-term investment vehicle	Long	USA
AGL CLO 22 Ltd.	4.21 mm	4.20 mm principal	1.10	ABS-collateralized bond/debt obligation	Long	Jersey
Elmwood CLO IV Ltd.	3.52 mm	3.50 mm principal	0.92	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta VII Funding Ltd.	3.50 mm	3.50 mm principal	0.91	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 2 Ltd.	2.69 mm	2.69 mm principal	0.70	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barings CLO Ltd. 2018-IV	2.52 mm	2.50 mm principal	0.66	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO 14 Ltd.	2.51 mm	2.50 mm principal	0.66	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2020-18 Ltd.	2.50 mm	2.50 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 30 Senior Loan Fund	2.50 mm	2.50 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TRESTLES CLO 2017-1 Ltd.	2.50 mm	2.50 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2021-IV Ltd.	2.50 mm	2.50 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO VI Ltd.	2.50 mm	2.50 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOUND POINT CLO XVII	2.49 mm	2.50 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2016-3 Ltd.	2.49 mm	2.50 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	Cayman Islands
THL Credit Wind River 2013-2 CLO Ltd.	2.35 mm	2.35 mm principal	0.61	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Flatiron Clo 17 Ltd.	2.25 mm	5.43 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXVIII	2.24 mm	2.25 mm principal	0.58	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC European Funding CLO III DAC	2.17 mm	2.00 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	Ireland
ARES L CLO Ltd.	2.16 mm	2.15 mm principal	0.56	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cumulus Static CLO 2024-1 DAC	2.15 mm	2.00 mm principal	0.56	ABS-collateralized bond/debt obligation	Long	Ireland
Post CLO 2023-1 Ltd.	2.07 mm	2.00 mm principal	0.54	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trinitas CLO XXV Ltd.	2.06 mm	2.00 mm principal	0.54	ABS-collateralized bond/debt obligation	Long	Bermuda
OCP CLO 2014-5 Ltd.	2.05 mm	2.05 mm principal	0.54	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate Clo 11 Ltd.	2.02 mm	2.00 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Gilbert Park CLO Ltd.	2.02 mm	2.00 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2015-III Ltd.	2.01 mm	2.00 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carlyle Global Market Strategies CLO 2014-2R Ltd.	2.01 mm	2.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2017-IV Ltd.	2.01 mm	2.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HPS Loan Management 15-2019 Ltd.	2.01 mm	2.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	Jersey
Benefit Street Partners Clo XII Ltd.	2.01 mm	2.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta X Funding Ltd.	2.01 mm	2.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2014-6 Ltd.	2.01 mm	2.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CBAM 2017-4 Ltd.	2.00 mm	2.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trinitas CLO XXIX Ltd.	2.00 mm	2.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2021-IV Ltd.	2.00 mm	2.00 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XVIII	1.91 mm	1.90 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dartry Park CLO DAC	1.90 mm	1.75 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Ireland
Dryden 86 CLO Ltd.	1.88 mm	4.00 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XV Funding Ltd.	1.87 mm	1.88 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 38 Senior Loan Fund	1.87 mm	1.88 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Octagon Investment Partners XVII Ltd.	1.80 mm	1.81 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2024-32 Ltd.	1.79 mm	1.75 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Jersey
Barings Clo Ltd. 2015-II	1.77 mm	1.78 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman CLO XX Ltd.	1.76 mm	5.00 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OZLM VI Ltd.	1.75 mm	1.75 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XX	1.75 mm	1.75 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2019-16 Ltd.	1.70 mm	1.70 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Recette Clo Ltd.	1.63 mm	1.75 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barings Euro CLO 2015-1 DAC	1.63 mm	1.50 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	Ireland
Flatiron CLO 18 Ltd.	1.63 mm	3.50 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Upland CLO Ltd.	1.60 mm	1.60 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eaton Vance Clo 2015-1 Ltd.	1.58 mm	1.58 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya Euro CLO I DAC	1.58 mm	1.50 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	Ireland
GS Mortgage Securities Corp. Trust 2012-BWTR	1.55 mm	1.88 mm principal	0.40	ABS-mortgage backed security	Long	USA
OCP CLO 2023-30 Ltd.	1.53 mm	1.50 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	Jersey
TCI-Flatiron CLO 2016-1 Ltd.	1.51 mm	1.50 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XXI Ltd.	1.51 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
New Mountain CLO 1 Ltd.	1.51 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eaton Vance CLO 2013-1 Ltd.	1.51 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Alinea CLO 2018-1 Ltd.	1.51 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Post CLO 2022-1 Ltd.	1.51 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bristol Park CLO Ltd.	1.51 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXIX	1.51 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AMMC CLO 22 Ltd.	1.51 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARES XLVII CLO Ltd.	1.51 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OZLM XXI Ltd.	1.51 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2019-VI Ltd.	1.51 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2018-III Ltd.	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2013-IV Ltd.	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HPS Loan Management 6-2015 Ltd.	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2018-3 Ltd.	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RR15 Ltd.	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Golub Capital Partners CLO 74 B Ltd.	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Jersey
OZLM VIII Ltd.	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dewolf Park CLO Ltd.	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2022-25 Ltd.	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HPS Loan Management 8-2016 Ltd.	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ares XL CLO Ltd.	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXX	1.50 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OZLM XX Ltd.	1.49 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Octagon Investment Partners 37 Ltd.	1.49 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
522 Funding CLO 2019-5 Ltd.	1.49 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Goldentree Loan Opportunities XII Ltd.	1.48 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Newark BSL CLO 2 Ltd.	1.45 mm	1.50 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOUND POINT CLO XXII Ltd.	1.45 mm	1.50 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
EURO CURRENCY /	1.40 mm	1.29 mm other units	0.37	Short-term investment vehicle	Long	XX
Signal Peak CLO 4 Ltd.	1.38 mm	5.12 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 103 Euro Clo 2021 DAC	1.37 mm	1.25 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Ireland
OCP CLO 2020-18 Ltd.	1.31 mm	1.31 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Crestline Denali CLO XVI Ltd.	1.30 mm	1.30 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 7 Ltd.	1.29 mm	1.25 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Morgan Stanley Eaton Vance CLO 2022-17A Ltd.	1.27 mm	1.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 55 Ltd.	1.27 mm	1.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Jersey
Oak Hill Credit Partners X-R Ltd.	1.26 mm	1.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2020-18 Ltd.	1.26 mm	1.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 24 Ltd.	1.26 mm	1.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Morgan Stanley Eaton Vance CLO 2022-16 Ltd.	1.26 mm	1.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 2 Ltd.	1.26 mm	1.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXVIII	1.25 mm	1.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Crestline Denali CLO XV Ltd.	1.25 mm	1.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XI Funding Ltd.	1.25 mm	1.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Newark BSL CLO 2 Ltd.	1.25 mm	1.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XIV Ltd.	1.24 mm	1.25 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Highbridge Loan Management 5-2015 Ltd.	1.24 mm	1.25 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
New Mountain CLO 2 Ltd.	1.19 mm	1.18 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 27 Ltd.	1.17 mm	1.18 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2022-3 Ltd.	1.17 mm	1.13 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Jersey
Midcontinent Communications / Midcontinent Finance Corp.	1.16 mm	1.18 mm principal	0.30	Debt	Long	USA
Ballyrock CLO 23 Ltd.	1.14 mm	1.10 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Jersey
Lightstone Holdco LLC	1.12 mm	1.12 mm principal	0.29	Loan	Long	USA
Dryden 91 Euro CLO 2021 DAC	1.09 mm	1.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Ireland
Neuberger Berman Loan Advisers Euro CLO	1.09 mm	1.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Ireland
Griffith Park CLO DAC	1.08 mm	1.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Ireland
Benefit Street Partners Clo XII Ltd.	1.05 mm	1.05 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Morgan Stanley Eaton Vance CLO 2023-19 Ltd.	1.05 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Annisa CLO Ltd. 2016-2	1.05 mm	1.05 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 29 Euro CLO 2013 DAC	1.05 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Ireland
OCP CLO 2023-28 Ltd.	1.05 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Jersey
Galaxy 32 CLO Ltd.	1.04 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Signal Peak CLO 5 Ltd.	1.03 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 3 Ltd.	1.03 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XXVI Funding Ltd.	1.03 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2020-18 Ltd.	1.03 mm	1.03 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2024-32 Ltd.	1.02 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Jersey
Bryant Park Funding 2024-22 Ltd.	1.02 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Post CLO 2024-1 Ltd.	1.02 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Morgan Stanley Eaton Vance Clo 2022-18 Ltd.	1.02 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bryant Park Funding 2024-22 Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Invesco CLO 2022-3 Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Jersey
Dryden 106 CLO Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XVI Funding Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XVIII Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2016-12 Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Hartwick Park CLO Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Jersey
New Mountain CLO 3 Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GoldentTree Loan Management U.S. CLO 1 Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CBAM 2017-1 Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eaton Vance CLO 2020-2 Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
New Mountain CLO 5 Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO II Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Grippen Park CLO Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXXIII	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XVIII Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 80 CLO Ltd.	1.01 mm	1.03 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barings CLO Ltd. 2016-II	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Magnetite XXXIX Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Magnetite XX Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TCI-Flatiron Clo 2018-1 Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Morgan Stanley Eaton Vance Clo 2021-1 Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carlyle Global Market Strategies CLO 2013-1 Ltd.	1.01 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2022-1 Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OSD CLO 2021-23 Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AIMCO CLO 10 Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bean Creek CLO Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barings Clo Ltd. 2015-II	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2021-22 Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Flatiron CLO 20 Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TCI-Flatiron CLO 2016-1 Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wec U.S. Holdings Ltd.	1.00 mm	1.00 mm principal	0.26	Loan	Long	USA
Barings CLO Ltd. 2015-I	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2017-14 Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BlueMountain CLO XXIX Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 9 Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clear Creek CLO Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Goldentree Loan Management U.S. Clo 7 Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HPS Loan Management 13-2018 Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Park Avenue Institutional Advisers CLO Ltd. 2018-1	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta VII Funding Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Goldentree Loan Management U.S. CLO 5 Ltd.	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bain Capital Credit CLO 2018-2	1.00 mm	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 27 Ltd.	999.94 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Mountain View Clo XV Ltd.	999.93 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO III Ltd.	999.92 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2013-IV Ltd.	999.86 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Verdelite Static CLO 2024-1 Ltd.	999.69 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Jersey
Goldentree Loan Opportunities XII Ltd.	999.68 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2014-1 Ltd.	999.64 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bryant Park Funding 2024-23 Ltd.	998.70 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta VIII Funding Ltd.	998.43 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
THL Credit Wind River 2014-2 CLO Ltd.	998.01 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Symphony CLO XVIII Ltd.	997.12 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Crestline Denali CLO XIV Ltd.	996.91 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Denali Capital Clo XII Ltd.	996.87 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Shackleton 2013-IV-R CLO Ltd.	995.91 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2016-I Ltd.	995.09 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2014-II-R Ltd.	995.07 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Octagon Investment Partners 18-R Ltd.	994.71 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2020-3 Ltd.	992.46 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2014-III Ltd.	992.08 k	997.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Deuce Finco Plc	988.07 k	800.00 k principal	0.26	Debt	Long	UK
Voya CLO 2019-4 Ltd.	987.55 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 57 Clo Ltd.	985.29 k	995.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carlyle Global Market Strategies CLO 2014-4-R Ltd.	982.70 k	1.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wave Distribution Holdings LLC	979.71 k	975.31 k principal	0.26	Loan	Long	USA
ASSURANT CLO I Ltd.	974.99 k	1.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Sound Point Clo XX Ltd.	969.17 k	1.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Galaxy XXVI CLO Ltd.	964.60 k	1.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Anchorage Credit Funding 1 Ltd.	964.01 k	1.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Star Holding LLC	961.61 k	975.00 k principal	0.25	Debt	Long	USA
Thayer Park CLO Ltd.	961.57 k	1.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands