# EDGAR Filing Document

**Accession Number:** 0001407736
**File Stem:** 0002048251-25-002851
**Filing Date:** 2025-11
**Character Count:** 111872
**Document Hash:** d972760a24461b189ac6b06ce55f4280
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002851.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002851

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI Structured Credit Fund, LP
- **CENTRAL INDEX KEY:** 0001407736

**ORGANIZATION NAME:**
- **EIN:** 260355325
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22107
- **FILM NUMBER:** 251533173

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610-676-1114

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Nport-Ex

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

September 30, 2025

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| ASSET-BACKED SECURITIES — 99.6% |  |  |
| BERMUDA — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;New Mountain Guardian IV Income Rated Feeder II, Ser 2024-1A, Cl A 7.073%, TSFR3M + 2.750% 04/05/37 (A)(B) | $1660000 | $1667178 |
| &nbsp;&nbsp;&nbsp;New Mountain Guardian IV Income Rated Feeder II, Ser 2024-1A, Cl C 10.323%, TSFR3M + 6.000% 04/05/37 (A)(B) | 1660000 | 1661673 |
| &nbsp;&nbsp;&nbsp;New Mountain Guardian IV Income Rated Feeder II, Ser 2024-1A, Cl D 12.723%, TSFR3M + 8.400% 04/05/37 (A)(B) | 4980000 | 4957122 |
| &nbsp;&nbsp;&nbsp;New Mountain Guardian IV Income Rated Feeder II, Ser 2024-1A, Cl E 12.823%, TSFR3M + 8.500% 04/05/37 (A)(B) | 5810000 | 5669816 |
|  |  | 13955789 |
| CAYMAN ISLANDS — 27.3% |  |  |
| &nbsp;&nbsp;&nbsp;Abry Liquid Credit CLO, Ser 2025-1A, Cl C 6.050%, TSFR3M + 2.100% 10/20/38 (A)(B) | 3750000 | 3762229 |
| &nbsp;&nbsp;&nbsp;Abry Liquid Credit CLO, Ser 2025-1A, Cl D 7.200%, TSFR3M + 3.250% 10/20/38 (A)(B) | 3750000 | 3762180 |
| &nbsp;&nbsp;&nbsp;Abry Liquid Credit CLO, Ser 2025-1A, Cl E 9.950%, TSFR3M + 6.000% 10/20/38 (A)(B) | 3750000 | 3750000 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2024-1A, Cl CRR 6.534%, TSFR3M + 2.650% 04/20/35 (A)(B) | 3000000 | 2997696 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2024-1A, Cl D1RR 7.734%, TSFR3M + 3.850% 07/18/37 (A)(B) | 4000000 | 3885604 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2024-2A, Cl D1 7.608%, TSFR3M + 3.750% 07/25/37 (A)(B) | 4500000 | 4520223 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2025-12A, Cl D1 7.634%, TSFR3M + 3.750% 04/20/38 (A)(B) | 8500000 | 8511704 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2025-2A, Cl DR 7.620%, TSFR3M + 3.500% 10/20/38 (A)(B) | 8500000 | 8512197 |
| &nbsp;&nbsp;&nbsp;Ares XXXIV CLO, Ser 2015-2A, Cl SUB 07/17/38 (B)(C)(E) | 25833123 | 18599849 |
| &nbsp;&nbsp;&nbsp;Ares XXXIX CLO, Ser 2016-39A, Cl SUB 04/18/31 (B)(C)(E) | 52860000 | 18326562 |
| &nbsp;&nbsp;&nbsp;Atlas Senior Loan Fund, Ser 2025-26A, Cl B 5.768%, TSFR3M + 1.900% 10/22/38 (A)(B) | 3750000 | 3761734 |
| &nbsp;&nbsp;&nbsp;Atlas Senior Loan Fund VII, Ser 2018-7A, Cl ER 10.860%, TSFR3M + 6.662% 11/27/31 (A)(B) | 1000000 | 990339 |
| &nbsp;&nbsp;&nbsp;Atlas Senior Loan Fund XXV, Ser 2025-25A, Cl D1 8.002%, TSFR3M + 3.680% 07/20/38 (A)(B) | 10800000 | 10812431 |
| &nbsp;&nbsp;&nbsp;Barings CLO 2019-III, Ser 2024-3A, Cl D2RR 7.984%, TSFR3M + 4.100% 01/20/36 (A)(B) | 1750000 | 1746806 |
| &nbsp;&nbsp;&nbsp;Battalion CLO VIII, Ser 2015-8A, Cl SUB 07/18/30 (B)(C)(E) | 23307000 | 2810824 |
| &nbsp;&nbsp;&nbsp;Battalion CLO X, Ser 2016-10A, Cl SUB 01/25/35 (B)(C)(E) | 25270000 | 7581000 |
| &nbsp;&nbsp;&nbsp;Battalion CLO X, Ser 2021-10A, Cl CR2 7.577%, TSFR3M + 3.712% 01/25/35 (A)(B) | 1725000 | 1721978 |
| &nbsp;&nbsp;&nbsp;Battalion Clo XVI, Ser 2024-16A, Cl CR2 6.326%, TSFR3M + 2.000% 01/20/38 (A)(B) | 2063000 | 2067140 |
| &nbsp;&nbsp;&nbsp;Battalion Clo XVI, Ser 2024-16A, Cl ER2 11.416%, TSFR3M + 7.090% 01/20/38 (A)(B) | 5575000 | 5556051 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XX, Ser 2025-20A, Cl ER 10.568%, TSFR3M + 6.250% 04/15/38 (A)(B) | 4125000 | 4134364 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXIV, Ser 2022-24A, Cl ER 11.120%, 07/14/36 | 7375000 | 7364756 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXVIII, Ser 2025-28A, Cl D2 7.834%, TSFR3M + 3.950% 01/20/38 (A)(B) | 3700000 | 3702509 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXVIII, Ser 2025-28A, Cl Z 0.254%, 01/20/38 (B) | 174451 | 258187 |
| &nbsp;&nbsp;&nbsp;Battery Park CLO, Ser 2024-1A, Cl E 11.155%, TSFR3M + 7.250% 07/15/36 (A)(B) | 2300000 | 2306435 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO II, Ser 2013-III, Cl SUB 07/15/29 (C)(D)(E) | 10450000 | 303050 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

September 30, 2025

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB 07/20/29 (B)(C)(D)(E) | $21904000 | $545410 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IV 07/20/26 (B)(C)(E) | 47166000 | 21696360 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IX, Ser 2024-9A, Cl FR2 11.884%, TSFR3M + 8.000% 10/20/37 (A)(B) | 250000 | 235136 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO V-B, Ser 2024-5BA, Cl FR 12.126%, TSFR3M + 7.800% 07/20/37 (A)(B) | 300000 | 300137 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB 04/20/34 (B)(C)(E) | 48482000 | 26553591 |
| &nbsp;&nbsp;&nbsp;Brigade Debt Funding II, Ser 2018-2A, Cl SUB 10/25/35 (B)(C)(E) | 22156000 | 13758876 |
| &nbsp;&nbsp;&nbsp;Brightwood Capital MM CLO, Ser 2025-1A, Cl C1 6.905%, TSFR3M + 3.000% 04/15/36 (A)(B) | 2400000 | 2411050 |
| &nbsp;&nbsp;&nbsp;CQS US CLO, Ser 2025-4A, Cl D1 7.772%, TSFR3M + 3.500% 07/20/36 (A)(B) | 11365000 | 11390503 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2014-2A, Cl SUB 10/15/29 (B)(C)(E) | 14400000 | 144 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2017-2A, Cl FR 13.204%, TSFR3M + 8.902% 10/15/29 (A)(B)(D) | 5985000 | 29925 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2018-10A, Cl SUB 10/20/31 (B)(C)(E) | 40850000 | 3821518 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2024-12A, Cl C1R 6.684%, TSFR3M + 2.800% 04/20/37 (A)(B) | 5000000 | 5013150 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2025-1A, Cl D1R3 7.570%, TSFR3M + 3.350% 07/25/38 (A)(B) | 7500000 | 7511077 |
| &nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund IX, Ser 2025-9A, Cl ER3 10.615%, TSFR3M + 6.500% 07/23/37 (A)(B) | 2000000 | 2000000 |
| &nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund VII, Ser 2024-7A, Cl ER3 11.255%, TSFR3M + 7.350% 10/15/36 (A)(B) | 6000000 | 5909304 |
| &nbsp;&nbsp;&nbsp;Jefferies Credit Partners Direct Lending CLO, Ser 2024-1A, Cl E 12.108%, TSFR3M + 8.250% 07/25/36 (A)(B) | 4250000 | 4146478 |
| &nbsp;&nbsp;&nbsp;Jefferies Credit Partners Direct Lending CLO, Ser 2025-2A, Cl D1 8.334%, TSFR3M + 4.450% 01/20/37 (A)(B) | 3750000 | 3762176 |
| &nbsp;&nbsp;&nbsp;LCM 31 CLO, Ser 2020-31A, Cl INC 01/20/32 (C)(E) | 5187000 | 1252661 |
| &nbsp;&nbsp;&nbsp;LCM 31 CLO, Ser 2024-31A, Cl ER 11.134%, TSFR3M + 7.250% 07/20/34 (A)(B) | 3250000 | 2995811 |
| &nbsp;&nbsp;&nbsp;LCM 32 CLO, Ser 2021-32A, Cl INC 07/20/34 (B)(C)(E) | 17210000 | 5424093 |
| &nbsp;&nbsp;&nbsp;LCM 32 CLO, Ser 2021-33A, Cl SUB 07/20/34 (C)(E) | 1043735 | 261425 |
| &nbsp;&nbsp;&nbsp;LCM 33 CLO, Ser 2021-33A, Cl INC 07/20/34 (C)(E) | 21240000 | 3971158 |
| &nbsp;&nbsp;&nbsp;LCM 41 CLO, Ser 2024-41A, Cl INC 04/15/36 (B)(C)(E) | 5000000 | 2850000 |
| &nbsp;&nbsp;&nbsp;MCF CLO IX, Ser 2019-1A, Cl ER 12.382%, 04/17/36 | 2000000 | 2010288 |
| &nbsp;&nbsp;&nbsp;MidOcean Credit CLO XVI, Ser 2024-16A, Cl SUB 10/20/37 (B)(C)(E) | 5500000 | 3937615 |
| &nbsp;&nbsp;&nbsp;MidOcean Credit CLO XVIII, Ser 2025-18A, Cl SUB 10/18/35 (B)(C)(E) | 19129500 | 15303600 |
| &nbsp;&nbsp;&nbsp;Mountain View CLO, Ser 2017-1A, Cl ER 11.873%, TSFR3M + 7.962% 10/12/30 (A)(B) | 10000000 | 6406520 |
| &nbsp;&nbsp;&nbsp;Mountain View CLO, Ser 2024-1A, Cl CR2 6.262%, TSFR3M + 2.350% 04/14/33 (A)(B) | 3400000 | 3408898 |
| &nbsp;&nbsp;&nbsp;Mountain View CLO XV, Ser 2024-2A, Cl CR 6.805%, TSFR3M + 2.900% 07/15/37 (A)(B) | 3750000 | 3776674 |
| &nbsp;&nbsp;&nbsp;Mountain View CLO XVII, Ser 2025-1A, Cl D1R 7.267%, TSFR3M + 3.300% 10/15/38 (A)(B) | 3125000 | 3125000 |
| &nbsp;&nbsp;&nbsp;Mountain View CLO XVIII, Ser 2024-1A, Cl D1 7.544%, TSFR3M + 3.650% 10/16/37 (A)(B) | 5600000 | 5613821 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

September 30, 2025

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| &nbsp;&nbsp;&nbsp;Mountain View CLO XVIII, Ser 2024-1A, Cl E 11.484%, TSFR3M + 7.590% 10/16/37 (A)(B) | $3675000 | $3702504 |
| &nbsp;&nbsp;&nbsp;Navesink CLO 1, Ser 2025-1A, Cl D1R 7.758%, TSFR3M + 3.900% 07/25/33 (A)(B) | 3000000 | 3019302 |
| &nbsp;&nbsp;&nbsp;Navesink CLO 2, Ser 2024-2A, Cl D1 8.755%, TSFR3M + 4.850% 04/15/36 (A)(B) | 6000000 | 6003372 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 29, Ser 2018-29A, Cl INC 10/19/31 (B)(C)(E) | 27435000 | 12735327 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 30, Ser 2019-30A, Cl INC 01/20/31 (B)(C)(E) | 4889000 | 2615615 |
| &nbsp;&nbsp;&nbsp;Ocean Trails CLO 8, Ser 2024-8A, Cl ERR 11.405%, TSFR3M + 7.500% 07/15/34 (A)(B) | 4500000 | 4482599 |
| &nbsp;&nbsp;&nbsp;Ocean Trails CLO IX, Ser 2025-9A, Cl D1RA 7.055%, TSFR3M + 3.150% 01/15/38 (A)(B) | 3750000 | 3730781 |
| &nbsp;&nbsp;&nbsp;Polus US CLO II, Ser 2025-2A, Cl D1 7.384%, TSFR3M + 3.500% 07/20/38 (A)(B) | 9375000 | 9437578 |
| &nbsp;&nbsp;&nbsp;Rad CLO 15, Ser 2025-15A, Cl DR 10.384%, TSFR3M + 6.500% 07/20/40 (A)(B) | 7000000 | 6994204 |
| &nbsp;&nbsp;&nbsp;Rad CLO 18, Ser 2025-18A, Cl ER 10.405%, TSFR3M + 6.500% 07/15/37 (A)(B) | 4500000 | 4482450 |
| &nbsp;&nbsp;&nbsp;Romark CLO - IV, Ser 2025-4A, Cl C1R 0.000%, TSFR3M + 3.150% 07/10/34 (A)(B) | 3125000 | 3125000 |
| &nbsp;&nbsp;&nbsp;Saratoga Investment Senior Loan Fund, Ser 2025-1A, Cl CR 6.354%, TSFR3M + 2.400% 10/20/37 (A)(B) | 3750000 | 3762229 |
| &nbsp;&nbsp;&nbsp;Sculptor CLO XXX, Ser 2025-30A, Cl D1R 7.484%, TSFR3M + 3.600% 07/20/38 (A)(B) | 9500000 | 9515162 |
| &nbsp;&nbsp;&nbsp;TCP Whitney CLO, Ser 2025-1A, Cl D2R2 9.121%, TSFR3M + 5.200% 11/20/37 (A)(B) | 3562500 | 3579526 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Cl D1R 7.370%, 10/24/38 | 8400000 | 8427283 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2024-1A, Cl ER3 11.789%, TSFR3M + 7.470% 10/25/35 (A)(B) | 9333000 | 9305337 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2025-1A, Cl D1R3 8.014%, TSFR3M + 3.700% 10/29/34 (A)(B) | 8500000 | 8463263 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2025-2A, Cl DJR 8.470%, TSFR3M + 4.200% 10/24/38 (A)(B) | 1500000 | 1504872 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2025-2A, Cl ER 11.020%, TSFR3M + 6.750% 10/24/38 (A)(B) | 4150000 | 4150000 |
| &nbsp;&nbsp;&nbsp;THL Credit Wind River CLO, Ser 2017-2A, Cl E1R 11.341%, TSFR3M + 7.012% 10/18/30 (A)(B) | 1250000 | 1245353 |
| &nbsp;&nbsp;&nbsp;Venture 35 CLO, Ser 2018-35A, Cl D 7.619%, TSFR3M + 3.762% 10/22/31 (A)(B) | 3135000 | 3083109 |
| &nbsp;&nbsp;&nbsp;Venture XXVI CLO, Ser 2017-26A, Cl SUB 01/20/29 (B)(C)(E) | 10526000 | 1053 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2015-3A, Cl SUB 10/20/31 (B)(C)(E) | 56700000 | 5285007 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2017-1A, Cl D 10.684%, TSFR3M + 6.362% 04/17/30 (A)(B) | 2600000 | 2572892 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-2A, Cl DR 9.720%, TSFR3M + 5.862% 04/25/31 (A)(B) | 2787500 | 2743413 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-4A, Cl DR 10.123%, TSFR3M + 6.212% 07/14/31 (A)(B) | 1098000 | 1090861 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2025-4A, Cl SUB 10/15/38 (B)(C)(E) | 39971250 | 36009300 |
| &nbsp;&nbsp;&nbsp;Wind River CLO, Ser 2025-3A, Cl ER 10.576%, TSFR3M + 6.250% 04/20/38 (A)(B) | 8812500 | 8832346 |
|  |  | 471067985 |
| IRELAND — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;ICE Global Credit CLO, Ser 2013-1A, Cl INC 04/20/24 (B)(C)(E) | 12500000 | 1250 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

September 30, 2025

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| JERSEY — 2.5% |  |  |
| &nbsp;&nbsp;&nbsp;Atlas Senior Loan Fund XX, Ser 2024-20A, Cl D1R 7.734%, TSFR3M + 3.850% 10/19/37 (A)(B) | $2500000 | $2510722 |
| &nbsp;&nbsp;&nbsp;Atlas Senior Loan Fund XXIII, Ser 2024-23A, Cl C 6.284%, TSFR3M + 2.400% 07/20/37 (A)(B) | 4000000 | 4001104 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XXXI, Ser 2025-31A, Cl ER 11.028%, TSFR3M + 7.170% 04/25/38 (A)(B) | 5000000 | 5106210 |
| &nbsp;&nbsp;&nbsp;Fortress Credit BSL XVIII, Ser 2025-1A, Cl D1R 7.760%, TSFR3M + 3.900% 04/23/36 (A)(B) | 9375000 | 9357844 |
| &nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund XX, Ser 2025-20A, Cl ER 11.384%, TSFR3M + 7.500% 07/19/37 (A)(B) | 6000000 | 5953566 |
| &nbsp;&nbsp;&nbsp;LCM 39 CLO, Ser 2024-39A, Cl ER 10.905%, TSFR3M + 7.000% 10/15/34 (A)(B) | 2990000 | 2992981 |
| &nbsp;&nbsp;&nbsp;LCM 40 CLO, Ser 2024-40A, Cl D1R 7.655%, TSFR3M + 3.750% 01/15/38 (A)(B) | 3000000 | 3019290 |
| &nbsp;&nbsp;&nbsp;NGC, Ser 2024-1A, Cl D1 8.084%, TSFR3M + 4.200% 07/20/37 (A)(B) | 2500000 | 2510100 |
| &nbsp;&nbsp;&nbsp;Saranac CLO VII, Ser 2017-2A, Cl ER 11.185%, TSFR3M + 6.982% 11/20/29 (A)(B) | 8246672 | 1026521 |
| &nbsp;&nbsp;&nbsp;Venture 45 CLO, Ser 2025-45A, Cl BR 5.784%, TSFR3M + 1.900% 07/20/35 (A)(B) | 3750000 | 3757208 |
| &nbsp;&nbsp;&nbsp;Venture 48 CLO, Ser 2023-48A, Cl C1 7.684%, TSFR3M + 3.800% 10/20/36 (A)(B) | 2631579 | 2630568 |
|  |  | 42866114 |
| UNITED STATES — 69.0% |  |  |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2018-2A, Cl E 10.676%, TSFR3M + 6.792% 10/20/31 (A)(B) | 14300000 | 11950353 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2018-2A, Cl F 13.126%, TSFR3M + 9.242% 10/20/31 (A)(B) | 7859563 | 4192094 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2021-1A, Cl E 11.851%, 07/18/34 | 2000000 | 1903188 |
| &nbsp;&nbsp;&nbsp;Battalion CLO Warehouse Note (C)(E) | 5250000 | 5343450 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XI, Ser 2017-11A, Cl SUB 04/24/34 (B)(C)(E) | 38324300 | 6898374 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XII, Ser 2018-12A, Cl SUB 05/17/31 (B)(C)(E) | 46533517 | 4188017 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XIV, Ser 2019-14A, Cl SUB 04/20/32 (C)(E) | 47870000 | 14361000 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XVI, Ser 2019-16A, Cl SUB 01/20/38 (B)(C)(E) | 45360964 | 15830976 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XX, Ser 2021-20A 07/15/34 (C)(E) | 55843922 | 15552532 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXIV, Ser 2022-24A, Cl SUB 01/14/34 (B)(C)(E) | 52935000 | 24191295 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXIX, Ser 2025-29A, Cl SUB 03/31/38 (B)(C)(E) | 15442000 | 13666170 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXVIII, Ser 2025-28A, Cl SUB 01/20/38 (B)(C)(E) | 14758560 | 13135118 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO (C)(E) | 38967726 | 31953535 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO, Ser 2018-5BA, Cl SUB 04/20/31 (C)(E) | 65156000 | 24327947 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO 42, Ser 2025-42A, Cl SUB 10/25/38 (B)(C)(E) | 42750000 | 38047500 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO II, Ser 2013-IIA, Cl SUB 07/15/29 (B)(C)(D)(E) | 23450000 | 680050 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IV, Ser 2014-IVA, Cl SUBG 10/20/38 (B)(C)(E) | 17889000 | 8586720 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IX 07/20/25 (B)(C)(E) | 16422249 | 14940963 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

September 30, 2025

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB 10/18/29 (B)(C)(E) | $85060794 | $35087578 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB 07/18/27 (C)(D)(E) | 36750000 | 1212750 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO VIII, Ser 2015-8A, Cl SUB 01/20/31 (C)(D)(E) | 36680000 | 1357160 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB 10/15/30 (B)(C)(E) | 19342962 | 16591619 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB 10/20/37 (B)(C)(E) | 97351000 | 32418857 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XV, Ser 2018-15A, Cl SUB 07/18/31 (B)(C)(E) | 9794892 | 5044369 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB 10/15/38 (B)(C)(E) | 43816000 | 27144012 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB 10/15/38 (B)(C)(E) | 41990000 | 33172100 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB 04/25/34 (C)(E) | 24000000 | 16728000 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners Warehouse Note (C)(E) | 10000000 | 10000000 |
| &nbsp;&nbsp;&nbsp;Brigade Debt Funding I, Ser 2018-1A, Cl SUB 04/25/36 (C)(E) | 55000000 | 32065000 |
| &nbsp;&nbsp;&nbsp;Cathedral Lake CLO III, Ser 2015-3A, Cl SUB 01/15/26 (B)(C)(E) | 42982000 | 429820 |
| &nbsp;&nbsp;&nbsp;Cathedral Lake V, Ser 2018-5A, Cl SUB 10/21/30 (B)(C)(E) | 30838000 | 3084 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2018-10A, Cl E 10.436%, TSFR3M + 6.552% 10/20/31 (A)(B) | 19000000 | 17568236 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2018-8A, Cl F 11.980%, TSFR3M + 8.122% 10/25/30 (A)(B) | 6871346 | 1149824 |
| &nbsp;&nbsp;&nbsp;First Eagle Berkeley Fund CLO, Ser 2016-1A, Cl SUB 10/25/28 (B)(C)(E) | 32718000 | 2947892 |
| &nbsp;&nbsp;&nbsp;Great Lakes CLO, Ser 2015-1A, Cl SUB 01/16/30 (B)(C)(E) | 24580042 | 6194171 |
| &nbsp;&nbsp;&nbsp;Great Lakes CLO VI, Ser 2025-6A, Cl CR 7.305%, TSFR3M + 3.400% 07/15/37 (A)(B) | 15702000 | 15661960 |
| &nbsp;&nbsp;&nbsp;Ivy Hill IV Warehouse Note (C)(E) | 85000000 | 71825000 |
| &nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund, Ser 2013-7A, Cl SUB 10/15/36 (B)(C)(E) | 32958849 | 14254702 |
| &nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB 04/20/37 (B)(C)(E) | 21894837 | 16640076 |
| &nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund XXII, Ser 2024-22A, Cl SUB 04/20/36 (B)(C)(E) | 7000000 | 5810000 |
| &nbsp;&nbsp;&nbsp;Jefferies Credit Partners Direct Lending CLO, Ser 2024-1A, Cl SUB 07/25/36 (B)(C)(E) | 6800000 | 5780000 |
| &nbsp;&nbsp;&nbsp;Lake Shore CLO, Ser 2019-1A, Cl ER 13.549%, 04/15/33 | 14550000 | 14522471 |
| &nbsp;&nbsp;&nbsp;MCF CLO VIII, Ser 2018-1A, Cl SUB 04/18/36 (B)(C)(E) | 27710000 | 17844686 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman CLO 32R, Ser 2025-32RA, Cl SUB 07/20/39 (B)(C)(E) | 23110000 | 19426266 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman CLO XV, Ser 2013-15A, Cl SUB 10/15/29 (B)(C)(E) | 19868600 | 596058 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB 10/17/30 (B)(C)(E) | 56950000 | 17085000 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 24, Ser 2017-24A, Cl INC 04/19/30 (B)(C)(E) | 24004059 | 7688260 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 25, Ser 2017-25A, Cl INC 10/18/29 (B)(C)(E) | 25100000 | 8910500 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 27, Ser 2018-27A, Cl INC 07/15/38 (B)(C)(E) | 18860000 | 6129500 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

September 30, 2025

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 27, Ser 2018-27A, Cl SUBN 0.072%, 07/15/38 (A)(B) | $295867 | $55765 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 32, Ser 2019-32A, Cl INC 01/19/32 (B)(C)(E) | 18300000 | 2379000 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl INC 04/20/33 (B)(C)(E) | 8625000 | 1380000 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl SPIN 0.114%, 04/20/33 (A)(B) | 111146 | 32385 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 36R, Ser 2025-36RA, Cl SUB 07/20/39 (B)(C)(E) | 15975000 | 14137875 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisors CLO 39, Ser 2020-39A, Cl SUB 01/20/32 (C)(E) | 15147625 | 7559234 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisors CLO 41, Ser 2021-41A, Cl SUB 04/15/34 (C)(E) | 8865375 | 4466840 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisors CLO 43, Ser 2021-43, Cl SUB 07/17/35 (C)(E) | 13119000 | 7744539 |
| &nbsp;&nbsp;&nbsp;NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB 04/20/30 (B)(C)(E) | 50029000 | 8428953 |
| &nbsp;&nbsp;&nbsp;NewStar Fairfield Fund CLO, Ser 2018-2A, Cl CN 7.726%, TSFR3M + 3.842% 04/20/30 (A)(B) | 5700000 | 5661593 |
| &nbsp;&nbsp;&nbsp;NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN 11.526%, TSFR3M + 7.642% 04/20/30 (A)(B) | 10350000 | 9849557 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2017-13A, Cl SUB 11/26/37 (B)(C)(E) | 16465458 | 5181680 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2017-14A, Cl SUB 07/20/37 (B)(C)(E) | 20592000 | 7441743 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2019-16 01/20/32 (B)(C)(E) | 6250 | 2154885 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2019-16A, Cl SUB 04/10/32 (B)(C)(E) | 9000000 | 3103035 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2019-17A, Cl SUB 07/20/37 (B)(C)(E) | 21710000 | 10855000 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2020-19A, Cl SUB 04/20/38 (B)(C)(E) | 11592000 | 8462160 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2021-21A, Cl SUB 07/20/34 (C)(E) | 31177625 | 19026457 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2024-33A, Cl SUB 07/20/37 (B)(C)(E) | 15000000 | 10374000 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2024-38A, Cl SUB 01/21/38 (B)(C)(E) | 13000000 | 10400000 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2025-43A, Cl SUB 07/20/38 (B)(C)(E) | 30000000 | 26334000 |
| &nbsp;&nbsp;&nbsp;Onex CLO Warehouse Note (C)(E) | 22000000 | 22000000 |
| &nbsp;&nbsp;&nbsp;Orion CLO, Ser 2025-5A, Cl SUB 07/20/25 (B)(C)(E) | 10000000 | 6610000 |
| &nbsp;&nbsp;&nbsp;Rad CLO 15, Ser 2021-15A, Cl SUB 07/20/40 (B)(C)(E) | 18040000 | 8839600 |
| &nbsp;&nbsp;&nbsp;Rad CLO 18, Ser 2023-18A, Cl SUB 07/15/37 (B)(C)(E) | 17468500 | 13974800 |
| &nbsp;&nbsp;&nbsp;Sculptor CLO XXXII, Ser 2024-32A, Cl SUB 04/30/37 (B)(C)(E) | 5000000 | 2900000 |
| &nbsp;&nbsp;&nbsp;Sculptor CLO XXXIV, Ser 2024-34A, Cl SUB 01/20/38 (B)(C)(E) | 4000000 | 2990800 |
| &nbsp;&nbsp;&nbsp;Shackleton CLO, Ser 2019-15A, Cl SUB 01/15/32 (B)(C)(E) | 10000000 | 4980700 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2017-1A, Cl SUB 10/29/34 (B)(C)(E) | 36999000 | 12024675 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2018-1A, Cl SUB 10/25/35 (B)(C)(E) | 50625000 | 13415625 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2019-2A, Cl SUB 01/20/38 (B)(C)(E) | 44026000 | 21792870 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

September 30, 2025

---

| | | |
|:---|:---|:---|
| Description | Par Value/Shares | Fair Value |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2020-1A 11.337%, 04/20/34 | $9600000 | $9420154 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2020-1A, Cl SUB 04/20/34 (C)(E) | 41625000 | 16858125 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2021-1A, Cl ERR 11.356%, TSFR3M + 7.042% 10/29/34 (A)(B) | 7950000 | 7827324 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2021-2A, Cl INC 10/24/38 (B)(C)(E) | 15273333 | 6109333 |
| &nbsp;&nbsp;&nbsp;Telos CLO, Ser 2018-5A, Cl ER 11.101%, TSFR3M + 6.822% 04/17/28 (A)(B)(D) | 14636943 | 219554 |
| &nbsp;&nbsp;&nbsp;Venture 28 CLO, Ser 2017-28AA, Cl SUB 10/20/34 (B)(C)(E) | 38760000 | 6976800 |
| &nbsp;&nbsp;&nbsp;Venture 35 CLO, Ser 2018-35A, Cl SUB 10/22/31 (B)(C)(E) | 26039000 | 1301950 |
| &nbsp;&nbsp;&nbsp;Venture 45 CLO, Ser 2022-45A, Cl E 11.584%, TSFR3M + 7.700% 07/20/35 (A)(B) | 2000000 | 1763726 |
| &nbsp;&nbsp;&nbsp;Venture XXVIII CLO, Ser 2017-28A, Cl SUB 07/20/30 (B)(C)(E) | 21122000 | 211220 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-3A, Cl ER 12.646%, TSFR3M + 8.762% 10/20/31 (A)(B) | 18400000 | 12193717 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2019-1A, Cl SUB 10/15/37 (B)(C)(E) | 14644000 | 3551170 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2020-2A, Cl SUB 01/20/38 (B)(C)(E) | 43071500 | 29503977 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2021-2A 10/20/34 (C)(E) | 34577400 | 14648370 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2021-3A, Cl SUB 04/15/38 (B)(C)(E) | 43355200 | 22978256 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2024-2A, Cl SUB 07/20/37 (B)(C)(E) | 23250000 | 18405165 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2024-6A, Cl SUB 01/20/38 (B)(C)(E) | 25000000 | 20875000 |
| &nbsp;&nbsp;&nbsp;Wellfleet CLO, Ser 2024-1A, Cl SUB 07/18/37 (B)(C)(E) | 12300000 | 8104470 |
| &nbsp;&nbsp;&nbsp;Wellfleet CLO, Ser 2025-2A, Cl SUB 02/25/38 (B)(C)(E) | 5500000 | 4125000 |
| &nbsp;&nbsp;&nbsp;Wind River CLO, Ser 2021-3A, Cl SUB 07/20/33 (C)(E) | 50437000 | 19009705 |
|  |  | 1189679020 |
| Total Asset-Backed Securities (Cost $1,098,075,093) |  | 1717570158 |
| CASH EQUIVALENT (F) (G) — 5.7% |  |  |
| UNITED STATES — 5.7% |  |  |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust Government Fund, Cl Institutional, 3.956% | 98386816 | 98386816 |
| Total Cash Equivalent (Cost $98,386,816) |  | 98386816 |
| Total Investments — 105.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,196,461,909) |  | $1815956974 |

---

Percentages based on Limited Partners' Capital of $1,724,417,272.

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

September 30, 2025

Transactions with affiliated funds during the period ended September 30, 2025 are as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Value of Shares Held<br> as of 12/31/2024 | Purchases<br> at Cost | Proceeds<br> from Sales | Proceeds<br> from Sales | Realized<br> Gain (Loss) | Value of Shares Held<br> as of 9/30/2025 | Dividend<br> Income |
| $21741927 | $745192670 | ($| 668547781) | $– $| 98386816 | $2200507 |

---

Cl — Class

CLO — Collateralized Loan Obligation

ICE — Intercontinental Exchange

Ser — Series

&nbsp;&nbsp;&nbsp;&nbsp;(A) Variable
 or floating rate security. The rate shown is the effective interest rate as of period
 end. The rates on certain securities are not based on published reference rates and spreads
 and are either determined by the issuer or agent based on current market conditions;
 by using a formula based on the rates of underlying loans; or by adjusting periodically
 based on prevailing interest rates.

&nbsp;&nbsp;&nbsp;&nbsp;(B) Securities
 sold within terms of a private placement memorandum, exempt from registration under Section
 144A of the Securities Act of 1933, as amended. At September 30, 2025, the market value
 of Rule 144A positions amounted to $1,332,094,078 or 77.3% of Limited Partners'
 Capital.

&nbsp;&nbsp;&nbsp;&nbsp;(C) Securities
 considered illiquid. The total value of such securities as of September 30, 2025 was
 $1,279,440,556 and represented 74.2% of Limited Partners' Capital.

&nbsp;&nbsp;&nbsp;&nbsp;(D) Securities
 fair valued using methods determined in good faith by the Fair Value Committee of the
 Fund. The total value of such securities as of September 30, 2025 was $4,347,899 and
 represents 0.3% of Limited Partners' Capital.

&nbsp;&nbsp;&nbsp;&nbsp;(E) Represents
 equity/residual investments for which estimated effective yields are applied.

&nbsp;&nbsp;&nbsp;&nbsp;(F) Rate
 shown is the 7-day effective yield as of September 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(G) Investment
 in affiliated security.

Various inputs are used in determining the fair value of investments. For more information on valuation inputs and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statement.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SEI STRUCTURED CREDIT FUND, LP

- **b. Investment Company Act file number:** 811-22107

- **c. CIK number of Registrant:** 0001407736

- **d. LEI of Registrant:** 00000000000000000000

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003425734

**Item A.2. Information about the Series.**

- **a. Name of Series:** SEI Structured Credit Fund LP

- **c. LEI of Series:** 00000000000000000000

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1834441544.22

**Total Liabilities:** $21250000.00

**Net Assets:** $1813191544.22

**Cash Not Reported:** $170.45

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -32.94196288 | **1-Year:** -881.74824012 | **5-Year:** -6679.32430983 | **10-Year:** -4831.44632080 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -4169.30145643 | **1-Year:** -61305.84223191 | **5-Year:** -162984.39714231 | **10-Year:** -127214.74806954 | **30-Year:** -807.34669945

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.00%                | 1.01%                | 2.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $32990064.70             | $-31721096.35                              |
| Month 2  | $17182727.21             | $-33588642.69                              |
| Month 3  | $23578330.37             | $54198995.78                               |

### Schedule of Portfolio Investments

| Name                                             | Title                                                                     | Identifiers                  | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN CLO LTD 24 SERIES: 17-24A CLASS: INC                     | CUSIP: 64130LAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  24004059 | PA      | $7688260.06   | 0.42%             | 2030-04-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ELEVATION CLO LTD                                | ELEVATION CLO 2021-12 LTD AWPT 2021-12A C1R                               | CUSIP: 28623MAY5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5013150.00   | 0.28%             | 2037-04-20      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO XXX EQUITY TRANCHE                            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  38967726 | PA      | $31953535.32  | 1.76%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ABRY LIQUID CREDIT CLO LTD                       | ALC 2025-1A C ALC 2025-1A C                                               | CUSIP: 00383LAG5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3762228.75   | 0.21%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 41 (EQUITY TRANCHE)                    | CUSIP: 64134CAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    114375 | PA      | $12581.25     | 0.00%             | 2034-04-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD SERIES 2017-27A CLASS SUBN      | CUSIP: 64131UAG6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    295867 | PA      | $54516.45     | 0.00%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO LTD SERIES: 20-19A CLASS: SUB                                     | CUSIP: 670884AA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  11592000 | PA      | $8578080.00   | 0.47%             | 2031-07-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM LTD.                                         | LCM 39 LTD LCM 39A ER                                                     | CUSIP: 50204QAG6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   2990000 | PA      | $2992981.03   | 0.17%             | 2034-10-15      | Floating      | 11.32%                | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD.                              | WIND RIVER 2021-3 CLO LTD WINDR 2021-3A ER                                | CUSIP: 97316EAE4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8812500 | PA      | $8832345.75   | 0.49%             | 2038-04-20      | Floating      | 10.58%                | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO VIII (FACTORED) INTEX ID FOR DAVE:08180YAC4   | CUSIP: 08181A200<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  36680000 | PA      | $2971080.00   | 0.16%             | 2028-01-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO X (FACTORED) 2016-10A SUB                     | CUSIP: 08181MAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  48482000 | PA      | $26422690.00  | 1.46%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 25 SERIES: 17-25A CLASS: SUB           | CUSIP: 64131MAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  25100000 | PA      | $8910500.00   | 0.49%             | 2029-10-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2017-1 SERIES: 2017-1A CLASS: ERR                                 | CUSIP: 87240HAG4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7950000 | PA      | $7827323.55   | 0.43%             | 2034-10-29      | Floating      | 11.32%                | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO SERIES 2021-43A CLASS SUB              | CUSIP: 64134DAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $7674290.00   | 0.42%             | 2035-07-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SCULPTOR CLO LTD                                 | SCULPTOR CLO XXXII SERIES: 32A CLASS: SUB                                 | CUSIP: 81124RAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $2900000.00   | 0.16%             | 2037-04-30      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ARROWPOINT CLO                                   | ELEVATION CLO (FKA ARROWPOINT) 2014-2A SUB                                | CUSIP: 04280QAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14400000 | PA      | $144.00       | 0.00%             | 2026-03-12      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO III 2013-IIIA SUB                             | CUSIP: 08180GAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  21904000 | PA      | $545409.60    | 0.03%             | 2026-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XVI LTD BATLN 2019-16A CR2                                  | CUSIP: 07133MAW6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2063000 | PA      | $2067140.44   | 0.11%             | 2038-01-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD        | NEW MOUNTAIN GUARDIAN IV INCOME RATED FEEDER II LT NMRF 2024-1A C         | CUSIP: 64755BAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   1660000 | PA      | $1661673.28   | 0.09%             | 2037-04-05      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO XII 10/15/2030                                | CUSIP: 08179JAB2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19342962 | PA      | $16591619.09  | 0.92%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ATLAS SENIOR LOAN FUND, LTD                      | ATLAS SENIOR LOAN FUND VII LTD ATCLO 2016-7A ER                           | CUSIP: 04941UAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990339.00    | 0.05%             | 2031-11-27      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO                              | MIDOCEAN CREDIT CLO SERIES: 24-16A CLASS: SUB                             | CUSIP: 597922AC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $3937615.00   | 0.22%             | 2037-10-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 12 LTD APEXC 2025-12A D1                                  | CUSIP: 03753GAJ6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8511704.50   | 0.47%             | 2038-04-20      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| MCF CLO LLC                                      | MCF CLO  LLC SERIES: 2018-1A CLASS: SUB                                   | CUSIP: 55281QAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  27710000 | PA      | $17844685.80  | 0.98%             | 2030-07-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO IX LTD BSP 2016-9A FR2                        | CUSIP: 08181CAN7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235136.25    | 0.01%             | 2037-10-20      | Floating      | 12.33%                | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO SERIES: 20-43A CLASS: SUB                                         | CUSIP: 67121GAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $26403000.00  | 1.46%             | 2038-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO II 2013-IIA SUB                               | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  23450000 | PA      | $609700.00    | 0.03%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 29 SERIES: 18-29A CLASS: INC           | CUSIP: 64131HAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  27435000 | PA      | $12735327.00  | 0.70%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | TCW CLO 2020-1A SUB                                                       | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  41625000 | PA      | $17066250.00  | 0.94%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BATTALION CLO 2021-20 SUB                                                 | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  55843922 | PA      | $16194737.38  | 0.89%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ATLAS SENIOR LOAN FUND, LTD                      | ATLAS SENIOR LOAN FUND XX LTD ATCLO 2022-20A D1R                          | CUSIP: 049410AY9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2510722.50   | 0.14%             | 2037-10-19      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                            | MOUNTAIN VIEW CLO XV LTD MVEW 2019-2A CR                                  | CUSIP: 62432PBA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3776673.75   | 0.21%             | 2037-07-15      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2017-1A LTD TCW 2017-1A D1R3                                      | CUSIP: 87240NBQ8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8463263.00   | 0.47%             | 2034-10-29      | Floating      | 7.98%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO 2019-18A SUB                                  | CUSIP: 08186QAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  43816000 | PA      | $27082669.60  | 1.49%             | 2032-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VENTURE CLO LIMITED                              | VENTURE 45 CLO SERIES: 22-45A CLASS: E                                    | CUSIP: 92326HAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1763726.00   | 0.10%             | 2035-07-20      | Floating      | 12.03%                | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                              | VENTURE 48 CLO LTD VENTR 2023-48A C1                                      | CUSIP: 92340YAJ0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   2631579 | PA      | $2630568.47   | 0.15%             | 2036-10-20      | Floating      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| NEWSTAR BERKELEY FUND CLO LLC                    | NEWSTAR BERKELEY FUND CLO LLC (FACTORED) 2016-1A SUB                      | CUSIP: 65251XAL0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  32718000 | PA      | $3762570.00   | 0.21%             | 2028-10-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 32R SERIES: 19-32RA CLASS: SUB         | CUSIP: 64131MAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  23110000 | PA      | $19426266.00  | 1.07%             | 2029-10-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                              | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                              | CUSIP: 783965593<br>LEI: N/A | Long             | STIV             | RF                | US        |  98386816 | NS      | $98386816.42  | 5.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | OCP CLO 2019-17 CLASS:SUB                                                 | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  21710000 | PA      | $10855000.00  | 0.60%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Benefit Street Partners CLO                      | Benefit Street Partners CLO IV Ltd PREFERRED STOCK                        | CUSIP: 08180J202<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  47166000 | PA      | $21696360.00  | 1.20%             | 2034-04-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM LTD.                                         | LCM 32 LTD SERIES: 32A CLASS: INC                                         | CUSIP: 50202FAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1043735 | PA      | $263690.25    | 0.01%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2021-2 SERIES: 21-2A CLASS: INC                                   | CUSIP: 87190NAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15273333 | PA      | $6720266.52   | 0.37%             | 2034-07-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO XXXI LTD BSP 2023-31A ER                      | CUSIP: 08183AAE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5106210.00   | 0.28%             | 2038-04-25      | Floating      | 11.45%                | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO LTD 2015-VII CLASS SUB                        | CUSIP: 08180TAD3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  36750000 | PA      | $1286250.00   | 0.07%             | 2027-07-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEWSTAR FAIRFIELD FUNDING CLO LTD                | FIFTH STREET SENIOR LOAN FUND LLC SERIES: 2015-2A CLASS: DN               | CUSIP: 65252CAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  10350000 | PA      | $9849556.80   | 0.54%             | 2030-04-29      | Floating      | 11.97%                | No            |                  2 | On Loan: No      |
| TCP Whitney CLO                                  | TCP WHITNEY CLO LTD TCP 2017-1A D2R2                                      | CUSIP: 87240PBE0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3562500 | PA      | $3562500.00   | 0.20%             | 2037-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CATHEDRAL LAKE CLO LTD.                          | CATHEDRAL LAKE V SERIES: 2018-5A CLASS: SUB                               | CUSIP: 14919AAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  30838000 | PA      | $3083.80      | 0.00%             | 2030-10-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2014-4 LTD VOYA 2014-4A DR                                       | CUSIP: 92914VAG8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1098000 | PA      | $1090860.80   | 0.06%             | 2031-07-14      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| LCM LTD.                                         | LCM 32 LTD SERIES: 32A CLASS: INC                                         | CUSIP: 50204BAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  17210000 | PA      | $5608050.60   | 0.31%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NGC LTD                                          | NGC 2024-I LTD NGC 2024-1A D1                                             | CUSIP: 652927AN4<br>LEI: N/A | Long             | ABS-MBS          |  | JE        |   2500000 | PA      | $2510100.00   | 0.14%             | 2037-07-20      | Floating      | 8.53%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | RAD CLO 15 SERIES: 21-15A      CLASS: SUB                                 | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  18040000 | PA      | $8839600.00   | 0.49%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BATTALION CLO XXIV SERIES: 22-24A CLASS: SUB                              | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  52935000 | PA      | $26003260.05  | 1.43%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XVI LTD BATLN 2019-16A ER2                                  | CUSIP: 07133NAF1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5575000 | PA      | $5556050.58   | 0.31%             | 2038-01-20      | Floating      | 11.42%                | Yes           |                  2 | On Loan: No      |
| N/A                                              | IVY HILL IV                                                               | CUSIP: G4985VAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  85000000 | PA      | $71825000.25  | 3.96%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | VENTURE CLO 2017-28AA SUB                                                 | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  38760000 | PA      | $7752000.00   | 0.43%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NAVESINK CLO LIMITED                             | NAVESINK CLO 1 LTD NAVS 2023-1A D1R                                       | CUSIP: 98886CBA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3019302.00   | 0.17%             | 2033-07-25      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| N/A                                              | ONEX CLO SUBSIDIARY 2025-I, LTD. WAREHOUSE NOTE                           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $22000000.00  | 1.21%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XXVIII LTD CLASS Z NOTES (144A) SERIES: 25-28A CLASS: Z     | CUSIP: 07135BAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    174451 | PA      | $258187.48    | 0.01%             | 2038-01-20      | Floating      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                         | LCM LTD PRTNERSHP 31A SERIES: 31A CLASS: INC                              | CUSIP: 50201VAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5187000 | PA      | $1296750.00   | 0.07%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ATLAS SENIOR LOAN FUND, LTD                      | ATLAS SENIOR LOAN FUND LTD ATCLO 2025-26A B                               | CUSIP: 04942WAJ1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3761733.75   | 0.21%             | 2038-10-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO 2018-14A SUB                                  | CUSIP: 08181NAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  97351000 | PA      | $32418856.51  | 1.79%             | 2037-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM LTD.                                         | LCM 31 LTD LCM 31A ER                                                     | CUSIP: 50200UAE6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $2995811.00   | 0.17%             | 2034-07-20      | Floating      | 11.58%                | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                            | MOUNTAIN VIEW CLO XVII LTD MVEW 2023-1A D1R                               | CUSIP: 62431QAW1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3125000.00   | 0.17%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XVI SERIES 2019-16A CLASS SUB                               | CUSIP: 07133NAB0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  45360964 | PA      | $16239225.11  | 0.90%             | 2032-12-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO LTD | JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2024- JCPDL 2024-1A E        | CUSIP: 47234UAA0<br>LEI: N/A | Long             | ABS-MBS          |  | KY        |   4250000 | PA      | $4146478.50   | 0.23%             | 2036-07-25      | Floating      | 12.53%                | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO SERIES: 2019-1A CLASS: SUB                                       | CUSIP: 92917QAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  14644000 | PA      | $3551170.00   | 0.20%             | 2029-04-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO LTD 2025-42A CLASS SUB                        | CUSIP: 08187MAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  42750000 | PA      | $38120987.25  | 2.10%             | 2038-10-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NEWSTAR FAIRFIELD FUNDING CLO LTD                | FIRST EAGLE FAIRFIELD FUND CLO SERIES: 2015-2A CLASS: CN                  | CUSIP: 65252BAG8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5700000 | PA      | $5661593.40   | 0.31%             | 2030-04-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                              | VENTURE 45 CLO LTD VENTR 2022-45A BR                                      | CUSIP: 92326GAW8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   3750000 | PA      | $3757207.50   | 0.21%             | 2035-07-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                            | MOUNTAIN VIEW CLO 2016-1 LLC MVEW 2016-1A CR2                             | CUSIP: 62432FAU8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3408897.80   | 0.19%             | 2033-04-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BATTALION CLO XII SERIES: 2018-12A CLASS: SUB                             | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  46533517 | PA      | $4653351.70   | 0.26%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GREAT LAKES CLO LTD                              | GREAT LAKES CLO VI LLC GRTLK 2021-6A CR                                   | CUSIP: 39057WAR0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15702000 | PA      | $15661959.90  | 0.86%             | 2037-07-15      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 36 SERIES: 20-36A CLASS: INC           | CUSIP: 64133LAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   8625000 | PA      | $1897500.00   | 0.10%             | 2033-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2018-1 CLASS: SUB                                                 | CUSIP: 87240XAB0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  50625000 | PA      | $13162500.00  | 0.73%             | 2031-04-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN CLO LTD 2020-36RA                                        | CUSIP: 64090FAE3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15975000 | PA      | $14137875.00  | 0.78%             | 2039-07-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO LLC APEXC 2020-2A DR MTGE                                 | CUSIP: 03753JAJ0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8512197.50   | 0.47%             | 2038-10-20      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND, LTD                      | ATLAS SENIOR LOAN FUND XXV LTD ATCLO 2025-25A D1                          | CUSIP: 04943RAL6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10800000 | PA      | $10812430.80  | 0.60%             | 2038-07-20      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                            | MOUNTAIN VIEW CLO 2013-1 LTD MVW 2013-1A ER                               | CUSIP: 62431VAJ9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $6406519.99   | 0.35%             | 2030-10-12      | Floating      | 12.28%                | No            |                  2 | On Loan: No      |
| BRIGADE DEBT FUNDING                             | BRIGADE DEBT FUNDING II SERIES: 18-2A  CLASS: SUB                         | CUSIP: 10901CAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  22156000 | PA      | $13603784.00  | 0.75%             | 2035-10-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CATHEDRAL LAKE CLO LTD.                          | CATHERAL LAKE III LTD 2015-3A SUB                                         | CUSIP: 14918NAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  42982000 | PA      | $429820.00    | 0.02%             | 2029-07-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO V-B LTD BSP 2018-5BA FR                       | CUSIP: 08181KAF6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300137.40    | 0.02%             | 2037-07-20      | Floating      | 12.13%                | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO 2021-23 CLASS: SUB                            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  24000000 | PA      | $16644000.00  | 0.92%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2020-1 SERIES: 2020-1A                                            | CUSIP: 87190DAE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   9600000 | PA      | $9420153.60   | 0.52%             | 2034-04-20      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| SCULPTOR CLO LTD                                 | SCULPTOR CLO XXXIV SERIES: 32A CLASS: SUB                                 | CUSIP: 81124DAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $2960000.00   | 0.16%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SHACKLETON CLO LTD                               | SHACKLETON CLO LTD SERIES 2019-15A CLASS SUB                              | CUSIP: 81883LAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $4973500.00   | 0.27%             | 2032-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO 2018-5BA SUB                                  | CUSIP: 08181KAB5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  65156000 | PA      | $24327947.28  | 1.34%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ARES CLO LTD                                     | ARES XXXIV CLO EQUITY TRANCHE                                             | CUSIP: 04015HAJ6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  25833123 | PA      | $18599848.56  | 1.03%             | 2033-04-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | VENTURE CLO 2017-28A SUB                                                  | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  21122000 | PA      | $211220.00    | 0.01%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | TCW CLO 2017-1A SUB                                                       | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  36999000 | PA      | $11839680.00  | 0.65%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SCULPTOR CLO LTD                                 | SCULPTOR CLO XXX LTD SCUL 30A D1R                                         | CUSIP: 81124NAY6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9515162.00   | 0.52%             | 2038-07-20      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO LTD                                | ELEVATION CLO LTD SERIES: 2017-8A CLASS: F                                | CUSIP: 28622TAG0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   6871346 | PA      | $1149823.53   | 0.06%             | 2030-10-25      | Floating      | 12.40%                | No            |                  2 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO LTD | JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2024- JCPDL 2024-2A D1       | CUSIP: 471912AL9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3762176.25   | 0.21%             | 2037-01-20      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 2020-39A SBPF                          | CUSIP: 64134F309<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    335625 | PA      | $78771.19     | 0.00%             | 2032-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ABRY LIQUID CREDIT CLO LTD                       | ALC 2025-1A D ALC 2025-1A D                                               | CUSIP: 00383LAJ9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3762180.00   | 0.21%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GREAT LAKES CLO LTD                              | GREAT LAKE CLO SERIES 2015-1 CLASS SUB                                    | CUSIP: 39055UAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  24580042 | PA      | $6132720.48   | 0.34%             | 2030-01-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO 2024-33 SERIES: 2024-33 CLASS: SUB                                | CUSIP: 671084AC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $10363500.00  | 0.57%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO LTD | JCP DIRECT LENDING CLO SERIES: 24-1A CLASS: SUB                           | CUSIP: 47234UAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   6800000 | PA      | $5780000.00   | 0.32%             | 2036-07-25      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BRIGADE DEBT FUNDING                             | BRIGADE DEBT FUNDING I SERIES: 2018-1A CLASS: SUB                         | CUSIP: 10901VAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  55000000 | PA      | $31735000.00  | 1.75%             | 2036-04-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO SERIES: 2018-2A CLASS: F                                  | CUSIP: 03754KAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7859563 | PA      | $4192094.31   | 0.23%             | 2031-10-20      | Floating      | 13.57%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 41 (EQUITY TRANCHE)                    | CUSIP: 64134CAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   8751000 | PA      | $4454259.00   | 0.25%             | 2034-04-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| LCM LTD.                                         | LCM 40 LTD LCM 40A D1R                                                    | CUSIP: 50190KAW0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3019290.00   | 0.17%             | 2038-01-15      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2021-2 LTD TCW 2021-2A DJR                                        | CUSIP: 87190MBA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504872.00   | 0.08%             | 2038-10-24      | Floating      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| OCEAN TRAILS CLO                                 | OCEAN TRAILS CLO 8 OCTR 2020-8A ERR                                       | CUSIP: 67514WAG2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4482598.50   | 0.25%             | 2034-07-15      | Floating      | 11.82%                | Yes           |                  2 | On Loan: No      |
| RAD CLO LTD.                                     | RAD 2023-18 SUB SERIES: 23-18 CLASS SUB                                   | CUSIP: 75009BAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  17468500 | PA      | $13974800.00  | 0.77%             | 2037-07-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NAVESINK CLO LIMITED                             | NAVESINK CLO 2 LTD NAVS 2024-2A D1                                        | CUSIP: 63942YAJ3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6003372.00   | 0.33%             | 2036-04-15      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| N/A                                              | BATTALION CLO XXX WAREHOUSE NOTE WAREHOUSE NOTE                           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   5250000 | PA      | $5250000.00   | 0.29%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2018-1 LTD TCW 2018-1A ER3                                        | CUSIP: 87240XAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9333000 | PA      | $9305336.99   | 0.51%             | 2035-10-25      | Floating      | 11.75%                | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                            | MOUNTAIN VIEW CLO XVIII LTD MVEW 2024-1A D1                               | CUSIP: 623908AL4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5600000 | PA      | $5613820.80   | 0.31%             | 2037-10-16      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO LTD                                | ELEVATION CLO 2014-2 LTD AWPT 2014-2A FR                                  | CUSIP: 28622RAB5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5985000 | PA      | $29925.00     | 0.00%             | 2029-10-15      | Floating      | 13.20%                | No            |                  2 | On Loan: No      |
| LCM LTD.                                         | LCM 33 MATURITY: 07/20/2034                                               | CUSIP: 50202GAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  21240000 | PA      | $4151846.52   | 0.23%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XXVIII LTD BATLN 2025-28A D2                                | CUSIP: 07135AAL4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3702508.60   | 0.20%             | 2038-01-20      | Floating      | 8.28%                 | Yes           |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.         | IVY HILL MIDDLE MARKET CREDIT FUND LTD 7A SUB                             | CUSIP: 46602YAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  32958849 | PA      | $14254702.19  | 0.79%             | 2025-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2013-2 LTD INGIM 2013-2A DR                                      | CUSIP: 92916YAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2787500 | PA      | $2743412.90   | 0.15%             | 2031-04-25      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO SERIES: 2018-2A CLASS: E                                  | CUSIP: 03754KAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  14300000 | PA      | $11950352.70  | 0.66%             | 2031-10-20      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO VIII SERIES:2015-8A CLASS:SUB                               | CUSIP: 07132BAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  23307000 | PA      | $2796840.00   | 0.15%             | 2030-07-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.         | IVY HILL MIDDLE MARKET CREDIT FUND XXII SERIES: 24-22A CLASS: SUB         | CUSIP: 46604LAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $5810000.00   | 0.32%             | 2036-04-21      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XXIV BATLN 2022-24A ER                                      | CUSIP: 07135KAE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7375000 | PA      | $7364756.13   | 0.41%             | 2036-07-14      | Floating      | 11.12%                | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                              | VENTURE 35 CLO LTD VENTR 2018-35A D                                       | CUSIP: 92331XAN4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3135000 | PA      | $3083109.48   | 0.17%             | 2031-10-22      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD.                              | WIND RIVER 2021-3 CLO SERIES: 2021-3 CLO                                  | CUSIP: 97316EAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  50437000 | PA      | $19796522.50  | 1.09%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SARANAC CLO LIMITED                              | SARANAC CLO VII LTD SRANC 2014-2A ER                                      | CUSIP: 80316QAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   8246672 | PA      | $1026520.97   | 0.06%             | 2029-11-20      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO 2020-20 CLASS: SUB                            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  41990000 | PA      | $33592000.00  | 1.85%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XIV SERIES 2019-14A CLASS SUB                               | CUSIP: 07133DAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  47870000 | PA      | $14361000.00  | 0.79%             | 2032-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO 2017-14A SUB                                                      | CUSIP: 67097TAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  20592000 | PA      | $7441742.88   | 0.41%             | 2030-11-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO XV 7/18/2031                                  | CUSIP: G0988BAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   9794892 | PA      | $5044369.38   | 0.28%             | 2031-07-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO SERIES: 17-13A CLASS: SUB                                         | CUSIP: 67097NAB8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  16465458 | PA      | $5155334.90   | 0.28%             | 2030-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2021-2 LTD TCW 2021-2A ER                                         | CUSIP: 87301QAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4150000 | PA      | $4150000.00   | 0.23%             | 2038-10-24      | Floating      | 11.02%                | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BATTALION CLO XXVIII LTD CLASS SUB NOTES (144A) SERIES: 25-28A CLASS: SUB | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  14758560 | PA      | $13135118.40  | 0.72%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | TCW CLO 2019-2A SUB                                                       | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  44026000 | PA      | $21572740.00  | 1.19%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTERY PARK CDO, LIMITED                        | BATTERY PARK CLO LTD BATPK 2019-1A E                                      | CUSIP: 07133WAG9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2306435.40   | 0.13%             | 2036-07-15      | Floating      | 11.57%                | Yes           |                  2 | On Loan: No      |
| RAD CLO LTD.                                     | RAD CLO 18 LTD RAD 2023-18A ER                                            | CUSIP: 75009BAJ7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4482450.00   | 0.25%             | 2037-07-15      | Floating      | 10.82%                | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO X LTD BATLN 2016-10A CR2                                    | CUSIP: 07132JBJ2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1725000 | PA      | $1721977.80   | 0.09%             | 2035-01-25      | Floating      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO IX (FACTORED) INTEX ID FOR DAVE:08181CAC1     | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  16422249 | PA      | $14867062.40  | 0.82%             | 2028-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| POLUS US CLO LTD                                 | POLUS US CLO II LTD POLUS 2025-2A D1                                      | CUSIP: 73163VAL5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9375000 | PA      | $9437578.13   | 0.52%             | 2038-07-20      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                              | VENTURE XXVI CLO SERIES: 17-26A CLASS: SUB                                | CUSIP: 92331HAB5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10526000 | PA      | $1052.60      | 0.00%             | 2029-01-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2017-1 LTD VOYA 2017-1A D                                        | CUSIP: 92916NAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2572892.40   | 0.14%             | 2030-04-17      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | VENTURE 35 CLO SERIES:2018-35A CLASS: SUB                                 | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  26039000 | PA      | $1301950.00   | 0.07%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO SERIES: 25-4A  CLASS: SUB                                        | CUSIP: 92892CAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  39971250 | PA      | $36009299.70  | 1.99%             | 2038-10-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.         | IVY HILL MIDDLE MARKET CREDIT FUND XX LTD IVYH 20A ER                     | CUSIP: 46604JAE1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $5953566.00   | 0.33%             | 2037-07-19      | Floating      | 11.78%                | Yes           |                  2 | On Loan: No      |
| OCEAN TRAILS CLO                                 | OCEAN TRAILS CLO IX OCTR 2020-9A D1RA                                     | CUSIP: 67515XBE3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3730781.25   | 0.21%             | 2038-01-15      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| THL CREDIT LAKE SHORE MM CLO LTD.                | LAKE SHORE MM CLO I MATURITY: 04/15/2033                                  | CUSIP: 510803AA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  14550000 | PA      | $14522471.40  | 0.80%             | 2033-04-15      | Floating      | 13.55%                | Yes           |                  2 | On Loan: No      |
| ABRY LIQUID CREDIT CLO LTD                       | ALC 2025-1A E ALC 2025-1A E                                               | CUSIP: 00383TAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3750000.00   | 0.21%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD        | NEW MOUNTAIN GUARDIAN IV INCOME RATED FEEDER II LT NMRF 2024-1A D         | CUSIP: 64755BAK4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   4980000 | PA      | $4957121.88   | 0.27%             | 2037-04-05      | Floating      | 12.72%                | No            |                  2 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2021-2 LTD TCW 2021-2A D1R                                        | CUSIP: 87190MAY4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8400000 | PA      | $8427283.20   | 0.46%             | 2038-10-24      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN CLO LTD (FACTORED) NEUB 2016-22A SUB                     | CUSIP: 64131CAB7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  56950000 | PA      | $17085000.00  | 0.94%             | 2027-10-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BATTALION CLO XI EQUITY TRANCHE                                           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  38324300 | PA      | $6898374.00   | 0.38%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.         | IVY HILL MIDDLE MARKET CREDIT FUND VII LTD IVYH 7A ER3                    | CUSIP: 46602YAL4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5909304.00   | 0.33%             | 2036-10-15      | Floating      | 11.67%                | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO SERIES 2021-43A CLASS SBPF             | CUSIP: 64134DAG1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    119000 | PA      | $70249.27     | 0.00%             | 2035-07-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2021-3 SERIES: 2021-3  CLASS: SUB                                | CUSIP: 92919CAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  43355200 | PA      | $22978256.00  | 1.27%             | 2035-01-22      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD SERIES 2017-27A CLASS INC       | CUSIP: 64131VAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  18860000 | PA      | $6129500.00   | 0.34%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ATLAS SENIOR LOAN FUND, LTD                      | ATLAS SENIOR LOAN FUND XXIII LTD ATCLO 2024-23A C                         | CUSIP: 04942HAG0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4001104.00   | 0.22%             | 2037-07-20      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| TELOS CLO                                        | TELOS CLO SERIES: 2014-5A CLASS: ER                                       | CUSIP: 87974KBC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  14636943 | PA      | $219554.14    | 0.01%             | 2028-04-17      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 2020-39A SUB                           | CUSIP: 64134FAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  14812000 | PA      | $7443030.00   | 0.41%             | 2032-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 2024-II LTD APEXC 2024-2A D1                              | CUSIP: 03753EAJ1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4520223.00   | 0.25%             | 2037-07-25      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| N/A                                              | BENEFIT STREET PARTNERS CLO LTD 2014-IVA CLASS SUB                        | CUSIP: 08180HAS6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  17889000 | PA      | $8586720.00   | 0.47%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO SERIES: 2015-3A CLASS: ER                                        | CUSIP: 92913DAL8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  18400000 | PA      | $12193716.80  | 0.67%             | 2031-10-20      | Floating      | 13.09%                | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO                              | MIDOCEAN CREDIT CLO SERIES: 25-18A CLASS: SUB                             | CUSIP: 59803MAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  19129500 | PA      | $15303600.00  | 0.84%             | 2035-10-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO X (FACTORED) SERIES:2016-10A CLASS: SUB                     | CUSIP: 07132KAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  25270000 | PA      | $7581000.00   | 0.42%             | 2029-01-24      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| RAD CLO LTD.                                     | RAD CLO 15 LTD RAD 2021-15A DR                                            | CUSIP: 750100AE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6994204.00   | 0.39%             | 2040-07-20      | Floating      | 10.84%                | Yes           |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.         | IVY HILL MIDDLE MARKET CREDIT FUND IX LTD IVYH 9A ER3                     | CUSIP: 46604EBG6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.11%             | 2037-07-23      | Floating      | 10.61%                | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO LTD                                | ELEVATION CLO 2013-1 LTD AWPT 2013-1A D1R3                                | CUSIP: 28623FAU8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7511077.50   | 0.41%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO 2024-38 SERIES: 2024-38A                                          | CUSIP: 67120JAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $10660000.00  | 0.59%             | 2038-01-21      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| LCM LTD.                                         | LCM 41 MATURITY: 4/15/2036                                                | CUSIP: 501968AA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $2850000.00   | 0.16%             | 2036-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO SERIES: 2020-2A                                                  | CUSIP: 92918JAB2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  43071500 | PA      | $29503977.50  | 1.63%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2024-6 SERIES: 2024-6A                                           | CUSIP: 92920WAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $20875000.00  | 1.15%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ORION CLO LTD                                    | ORION CLO 2025-5 LTD CLASS SUB NOTES (144A) SERIES 2025-5 CLASDS: SUB     | CUSIP: 68627DAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $6800000.00   | 0.38%             | 2125-07-02      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO SERIES: 2021-1A CLASS: E                                  | CUSIP: 03754DAE3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1903188.00   | 0.10%             | 2034-07-18      | Floating      | 11.85%                | Yes           |                  2 | On Loan: No      |
| N/A                                              | BSP CLO WAREHOUSE 2025-8 WAREHOUSE NOTE                                   | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.55%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE GLOBAL CREDIT CLO LTD                        | ICE GLOBAL CREDIT CLO LTD 2013-1A INC                                     | CUSIP: 44928WAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |  12500000 | PA      | $1250.00      | 0.00%             | 2024-04-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 2020 LTD APEXC 2020-1A CRR                                | CUSIP: 03756ABJ5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997696.00   | 0.17%             | 2035-04-20      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO LTD                                  | BARINGS CLO LTD 2019-III BABSN 2019-3A D2RR                               | CUSIP: 06761KBG5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1746806.25   | 0.10%             | 2036-01-20      | Floating      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| SARATOGA INVESTMENT CORP SENIOR LOAN FUND LTD    | SARATOGA INVESTMENT CORP SENIOR LOAN FUND 2022-1 L SARAT 2022-1A CR       | CUSIP: 80349PAU0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3762228.75   | 0.21%             | 2037-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 36 SERIES: 20-36A CLASS: SPIN          | CUSIP: 64133LAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    111146 | PA      | $32384.61     | 0.00%             | 2033-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| THL CREDIT WIND RIVER CLO LLC                    | THL CREDIT WIND RIVER 2013-2 CLO LTD WINDR 2013-2A E1R                    | CUSIP: 88432ABE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1245352.50   | 0.07%             | 2030-10-18      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BATTALION CLO XXIX LTD CLASS SUB NOTES (144A) SERIES: 25-29 A CLASS: SUB  | CUSIP: 08179JAB2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15442000 | PA      | $13632892.49  | 0.75%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ARES CLO LTD                                     | ARES XXXIX CLO SERIES: 16-39A  CLASS: SUB                                 | CUSIP: 04016BAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  52860000 | PA      | $18236700.00  | 1.01%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 30 SERIES: 2018-30A CLASS: INC         | CUSIP: 64132GAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4889000 | PA      | $2566725.00   | 0.14%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO SERIES 2019-16A CLASS SUB                                         | CUSIP: 67570RAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $3003390.00   | 0.17%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2024-2 SERIES: 2024-2A                                           | CUSIP: 92920JAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  23250000 | PA      | $18405165.00  | 1.02%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XX LTD BATLN 2021-20A ER                                    | CUSIP: 07134VAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4125000 | PA      | $4134363.75   | 0.23%             | 2038-04-15      | Floating      | 10.57%                | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS VI-B CLO LTD SERIES: 2015 CLASS: SUB              | CUSIP: 08180PAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  85060794 | PA      | $35087577.53  | 1.94%             | 2027-04-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ELEVATION CLO LTD                                | ELEVATION CLO SERIES: 2018-10A CLASS: E                                   | CUSIP: 28622WAE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $17568236.00  | 0.97%             | 2031-10-20      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO SERIES: 2021-21A CLASS: SUB                                       | CUSIP: 670897AC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  31177625 | PA      | $19026457.43  | 1.05%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                            | MOUNTAIN VIEW CLO XVIII LTD MVEW 2024-1A E                                | CUSIP: 623909AA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3675000 | PA      | $3702503.70   | 0.20%             | 2037-10-16      | Floating      | 11.91%                | Yes           |                  2 | On Loan: No      |
| BRIGHTWOOD CAPITAL MM CLO                        | BRIGHTWOOD CAPITAL MM CLO 2019-1 LTD BWCAP 2025-1A C1                     | CUSIP: 10950EAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2411049.60   | 0.13%             | 2036-04-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO SERIES: 15-3A  CLASS: SUB                                        | CUSIP: 92913DAG9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  56700000 | PA      | $5285007.00   | 0.29%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 2019 LTD APEXC 2019-1A D1RR                               | CUSIP: 03754AAY5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3885604.00   | 0.21%             | 2037-07-18      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| MCF CLO LLC                                      | MCF CLO IX LTD MCFCL 2019-1A ER                                           | CUSIP: 55282EAE2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2010288.00   | 0.11%             | 2036-04-17      | Floating      | 12.38%                | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO SERIES: 2021-2A                                                  | CUSIP: 92918YAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  34577400 | PA      | $14648369.74  | 0.81%             | 2034-10-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD        | NEW MOUNTAIN GUARDIAN IV INCOME RATED FEEDER II LT NMRF 2024-1A E         | CUSIP: 64755BAN8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   5810000 | PA      | $5669816.32   | 0.31%             | 2037-04-05      | Floating      | 12.82%                | No            |                  2 | On Loan: No      |
| ELEVATION CLO LTD                                | ELEVATION CLO 2018-10 SERIES: 2018-10A CLASS: SUB                         | CUSIP: 28622WAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  40850000 | PA      | $3821517.50   | 0.21%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WELLFLEET CLO LIMITED                            | WELLFLEET CLO LTD SERIES: 24-2A CLASS: SUB                                | CUSIP: 94951FAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $4290000.00   | 0.24%             | 2038-02-25      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 32 SERIES: 19-32A CLASS: INC           | CUSIP: 64132HAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  18300000 | PA      | $1830000.00   | 0.10%             | 2032-01-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED                      | FORTRESS CREDIT BSL XVIII LTD FCBSL 2023-1A D1R                           | CUSIP: 34965DBC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   9375000 | PA      | $9357843.75   | 0.52%             | 2036-04-23      | Floating      | 8.22%                 | Yes           |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.         | IVY HILL MIDDLE MARKET CREDIT FUND XII SERIES: 12A CLASS: SUB             | CUSIP: 46600DAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  21894837 | PA      | $16749550.31  | 0.92%             | 2029-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO II SERIES: 13-III CLASS: SUB                  | CUSIP: 08180GAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10450000 | PA      | $271700.00    | 0.01%             | 2026-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WELLFLEET CLO LIMITED                            | WELLFLEET CLO 2024-1 SERIES: 2024-1                                       | CUSIP: 94951BAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12300000 | PA      | $8063880.00   | 0.44%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD        | NEW MOUNTAIN GUARDIAN IV INCOME RATED FEEDER II LT NMRF 2024-1A A         | CUSIP: 64755BAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   1660000 | PA      | $1667177.84   | 0.09%             | 2037-04-05      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FIFTH STREET SENIOR LOAN FUND LLC                | NEW STAR FAIRFIELD FUND CLO 2015-2A CLASS: SUB                            | CUSIP: 31679UAB4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  50029000 | PA      | $8202254.55   | 0.45%             | 2027-09-29      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP 2019-16 SERIES: 2019-16                                               | CUSIP: 67570R208<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |      6250 | PA      | $2085687.50   | 0.12%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN CLO LTD 2013-15A INC                                     | CUSIP: 64129NAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19868600 | PA      | $1986860.00   | 0.11%             | 2029-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ROMARK CLO LTD                                   | ROMARK CLO - IV LTD RMRK 2021-4A C1R                                      | CUSIP: 77588LAU5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3125000.00   | 0.17%             | 2034-07-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CQS US CLO LTD                                   | CQS US CLO 2025-4 LTD CQS 2025-4A D1                                      | CUSIP: 12674KAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11365000 | PA      | $11390503.06  | 0.63%             | 2036-07-20      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** SEI STRUCTURED CREDIT FUND, LP

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer