# EDGAR Filing Document

**Accession Number:** 0001407736
**File Stem:** 0002048251-26-001871
**Filing Date:** 2026-3
**Character Count:** 87442
**Document Hash:** 5d4331c1f9a8bbe9f23739c35c88b82b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-001871.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0002048251-26-001871

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**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:** 26704600

**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

## 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:** 2025-12-31

**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:** $1825314805.85

**Total Liabilities:** $52389000.00

**Net Assets:** $1772925805.85

**Cash Not Reported:** $2164639.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -30.99681674 | **1-Year:** -1171.93512203 | **5-Year:** -5700.92844787 | **10-Year:** -4049.67949278 | **30-Year:** 0.00000000

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

- **3-Month:** -4255.45333403 | **1-Year:** -60463.50784510 | **5-Year:** -152155.73883626 | **10-Year:** -126110.92585745 | **30-Year:** -704.09837337

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.00%                | -1.00%               | 1.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5445296.01             | $-17959204.37                              |
| Month 2  | $16422161.32             | $-49238358.46                              |
| Month 3  | $12105083.87             | $27168539.93                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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      | $3751286.25   | 0.21%             | 2038-10-20      | Floating      | 6.05%                 | Yes           |                  2 | 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      | $3756570.00   | 0.21%             | 2038-10-20      | Floating      | 7.20%                 | 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      | $3749572.50   | 0.21%             | 2038-10-20      | Floating      | 9.95%                 | Yes           |                  2 | 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      | $8511721.50   | 0.48%             | 2038-04-20      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 13 LTD APEXC 2025-13A D1                                  | CUSIP: 03754FAJ7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5500000.00   | 0.31%             | 2039-01-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 2018-II LTD APEXC 2018-2A DR3                             | CUSIP: 03754LBJ3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2483810.00   | 0.14%             | 2031-10-20      | Floating      | 6.73%                 | Yes           |                  2 | 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      | $3865156.00   | 0.22%             | 2037-07-18      | Floating      | 7.73%                 | Yes           |                  2 | 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      | $2999304.00   | 0.17%             | 2035-04-20      | Floating      | 6.53%                 | Yes           |                  2 | 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      | $4529772.00   | 0.26%             | 2037-07-25      | Floating      | 7.61%                 | 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      | $8455987.00   | 0.48%             | 2038-10-20      | Floating      | 7.62%                 | Yes           |                  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      | $11985430.60  | 0.68%             | 2031-10-20      | Floating      | 10.68%                | No            |                  2 | 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        |   8129103 | PA      | $4377546.61   | 0.25%             | 2031-10-20      | Floating      | 13.13%                | No            |                  2 | 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      | $1882768.00   | 0.11%             | 2034-07-18      | Floating      | 11.41%                | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD                                     | ARES XXXIV CLO EQUITY TRANCHE                                             | CUSIP: 04015HAJ6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  25833123 | PA      | $16778613.39  | 0.95%             | 2033-04-18      | 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      | $15858000.00  | 0.89%             | 2037-07-20      | 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      | $3754653.75   | 0.21%             | 2038-10-22      | Floating      | 5.77%                 | Yes           |                  2 | 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      | $985063.00    | 0.06%             | 2031-11-27      | Floating      | 10.48%                | No            |                  2 | 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      | $2505200.00   | 0.14%             | 2037-10-19      | Floating      | 7.73%                 | Yes           |                  2 | 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      | $4010020.00   | 0.23%             | 2037-07-20      | Floating      | 6.28%                 | 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      | $10814774.40  | 0.61%             | 2038-07-20      | Floating      | 8.00%                 | 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      | $1737625.75   | 0.10%             | 2036-01-20      | Floating      | 7.98%                 | Yes           |                  2 | 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      | $14519419.72  | 0.82%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                              | BATTALION CLO 31 WAREHOUSE NOTE WAREHOUSE NOTE                            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   4814679 | PA      | $4814678.60   | 0.27%             | 2049-12-31      | None          | 0.00%                 | 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      | $2330700.00   | 0.13%             | 2030-07-18      | Variable      | 0.00%                 | No            |                  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      | $6064800.00   | 0.34%             | 2029-01-24      | Variable      | 0.00%                 | No            |                  3 | 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      | $1714116.98   | 0.10%             | 2035-01-25      | Floating      | 7.58%                 | Yes           |                  2 | 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   | 0.39%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XI LTD BATLN 2017-11A ER                                    | CUSIP: 07132MAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2692719.00   | 0.15%             | 2034-04-24      | Floating      | 10.98%                | Yes           |                  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      | $3303879.71   | 0.19%             | 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      | $12685550.00  | 0.72%             | 2032-04-20      | 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      | $2061673.49   | 0.12%             | 2038-01-20      | Floating      | 5.88%                 | Yes           |                  2 | 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      | $5534308.08   | 0.31%             | 2038-01-20      | Floating      | 10.97%                | Yes           |                  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      | $14402106.07  | 0.81%             | 2032-12-19      | Variable      | 0.00%                 | No            |                  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      | $4084575.00   | 0.23%             | 2038-04-15      | Floating      | 10.15%                | Yes           |                  2 | 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      | $7293439.88   | 0.41%             | 2036-07-14      | Floating      | 10.71%                | Yes           |                  2 | 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      | $21915090.00  | 1.24%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $12971280.00  | 0.73%             | 2030-10-15      | 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      | $3697051.10   | 0.21%             | 2038-01-20      | Floating      | 7.83%                 | 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      | $11806848.00  | 0.67%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $211085.71    | 0.01%             | 2038-01-20      | Floating      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XXX SERIES 2025-30A CLASS SUB                               | CUSIP: 07131NAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15822700 | PA      | $15031565.00  | 0.85%             | 2039-01-20      | Variable      | 0.00%                 | Yes           |                  2 | 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      | $2284654.40   | 0.13%             | 2036-07-15      | Floating      | 11.15%                | Yes           |                  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      | $31030631.25  | 1.75%             | 2037-10-20      | 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      | $23400777.40  | 1.32%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  3 | 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        |  58205000 | PA      | $38717383.95  | 2.18%             | 2032-10-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $30232800.00  | 1.71%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $14640000.00  | 0.83%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  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      | $647220.00    | 0.04%             | 2024-07-15      | 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      | $288420.00    | 0.02%             | 2026-01-20      | 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      | $569504.00    | 0.03%             | 2026-01-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $13302022.03  | 0.75%             | 2028-07-20      | 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      | $230287.50    | 0.01%             | 2037-10-20      | Floating      | 11.88%                | No            |                  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   | 0.48%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | 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      | $1212750.00   | 0.07%             | 2027-07-19      | 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      | $36337500.00  | 2.05%             | 2038-10-25      | Variable      | 0.00%                 | Yes           |                  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      | $293569.20    | 0.02%             | 2037-07-20      | Floating      | 11.68%                | 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      | $487844.00    | 0.03%             | 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      | $23271360.00  | 1.31%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $15996629.57  | 0.90%             | 2030-10-15      | 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      | $4505650.32   | 0.25%             | 2031-07-18      | Variable      | 0.00%                 | No            |                  3 | 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      | $29225794.50  | 1.65%             | 2024-07-15      | 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      | $5144870.00   | 0.29%             | 2038-04-25      | Floating      | 11.03%                | 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  | 1.98%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                              | BLUE OWL BSL CLO 2026-1, LTD. WAREHOUSE NOTE                              | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2450000.00   | 0.14%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGE STREET CLO LTD                            | BRIDGE STREET CLO VI LTD 2025-2A SUB                                      | CUSIP: 10806TAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15900000 | PA      | $14384730.00  | 0.81%             | 2039-01-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BRIDGE STREET CLO LTD                            | BRIDGE STREET CLO VI LTD BRDGS 2025-2A E                                  | CUSIP: 10806TAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6015444.00   | 0.34%             | 2039-01-15      | Floating      | 9.04%                 | Yes           |                  2 | 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      | $12980000.00  | 0.73%             | 2036-04-25      | Variable      | 0.00%                 | No            |                  3 | 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      | $13138508.00  | 0.74%             | 2035-10-25      | Variable      | 0.00%                 | No            |                  3 | 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      | $2386735.20   | 0.13%             | 2036-04-15      | Floating      | 6.90%                 | No            |                  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  | 0.56%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | 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      | $22639680.00  | 1.28%             | 2038-10-20      | Fixed         | 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      |
| 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      | $11403595.54  | 0.64%             | 2036-07-20      | Floating      | 7.77%                 | 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      | $7510665.00   | 0.42%             | 2038-07-25      | Floating      | 7.57%                 | 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      | $3472250.00   | 0.20%             | 2031-10-20      | 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      | $5015785.00   | 0.28%             | 2037-04-20      | Floating      | 6.68%                 | 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        |   7081278 | PA      | $389470.28    | 0.02%             | 2030-10-25      | Floating      | 11.98%                | No            |                  2 | 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      | $17585241.00  | 0.99%             | 2031-10-20      | Floating      | 10.44%                | No            |                  2 | 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      | $9784683.00   | 0.55%             | 2030-04-29      | Floating      | 11.53%                | No            |                  2 | 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      | $9357946.88   | 0.53%             | 2036-04-23      | Floating      | 7.76%                 | 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      | $5641119.64   | 0.32%             | 2030-01-16      | 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      | $15486050.39  | 0.87%             | 2037-07-15      | Floating      | 7.30%                 | Yes           |                  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      |
| N/A                                              | IVY HILL IV                                                               | CUSIP: G4985VAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  85000000 | PA      | $71825000.25  | 4.05%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | 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      | $1962546.00   | 0.11%             | 2037-07-23      | Floating      | 10.61%                | 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      | $13348333.85  | 0.75%             | 2025-10-20      | 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      | $5795310.00   | 0.33%             | 2036-10-15      | Floating      | 11.25%                | 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      | $16092705.20  | 0.91%             | 2037-04-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $5801496.00   | 0.33%             | 2037-07-19      | Floating      | 11.38%                | Yes           |                  2 | 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      | $5565000.00   | 0.31%             | 2036-04-21      | 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      | $5644000.00   | 0.32%             | 2036-07-25      | Variable      | 0.00%                 | Yes           |                  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      | $4240505.50   | 0.24%             | 2036-07-25      | Floating      | 12.11%                | Yes           |                  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      | $3756663.38   | 0.21%             | 2037-01-20      | Floating      | 8.33%                 | 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      | $14386167.00  | 0.81%             | 2033-04-15      | Floating      | 13.14%                | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                         | LCM 31 LTD LCM 31A ER                                                     | CUSIP: 50200UAE6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $2966860.00   | 0.17%             | 2034-07-20      | Floating      | 11.13%                | Yes           |                  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      | $5020638.88   | 0.28%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  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      | $253359.37    | 0.01%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM LTD.                                         | LCM 33 MATURITY: 07/20/2034                                               | CUSIP: 50202GAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  21240000 | PA      | $3452965.56   | 0.19%             | 2034-07-20      | 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      | $2957325.28   | 0.17%             | 2034-10-15      | Floating      | 10.90%                | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                         | LCM 40 LTD LCM 40A D1R                                                    | CUSIP: 50190KAW0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2999862.00   | 0.17%             | 2038-01-15      | Floating      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                         | LCM 41 MATURITY: 4/15/2036                                                | CUSIP: 501968AA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $2250000.00   | 0.13%             | 2036-04-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $1159294.50   | 0.07%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MARKET STREET CLO LIMITED                        | MARKET STREET CLO LTD SERIES: 25-2A CLASS: SUB                            | CUSIP: 57064GAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  17000000 | PA      | $10540000.00  | 0.59%             | 2038-03-20      | Variable      | 0.00%                 | 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  | 1.01%             | 2036-04-18      | Variable      | 0.00%                 | No            |                  3 | 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      | $1971330.00   | 0.11%             | 2036-04-17      | Floating      | 11.94%                | Yes           |                  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      | $3838175.00   | 0.22%             | 2037-10-20      | Variable      | 0.00%                 | Yes           |                  3 | 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  | 0.86%             | 2035-10-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MIDOCEAN CREDIT CLO                              | MIDOCEAN CREDIT CLO SERIES: 25-20A CLASS: SUB                             | CUSIP: 59803NAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  16640000 | PA      | $13312000.00  | 0.75%             | 2039-01-20      | Variable      | 0.00%                 | 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      | $6511249.99   | 0.37%             | 2030-10-12      | Floating      | 11.87%                | No            |                  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      | $3764043.75   | 0.21%             | 2037-07-15      | Floating      | 6.80%                 | 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      | $3104700.00   | 0.18%             | 2038-10-15      | Floating      | 7.27%                 | 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      | $5613462.40   | 0.32%             | 2037-10-16      | Floating      | 7.54%                 | Yes           |                  2 | 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      | $3717615.30   | 0.21%             | 2037-10-16      | Floating      | 11.48%                | Yes           |                  2 | 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      | $3017538.00   | 0.17%             | 2033-07-25      | Floating      | 7.76%                 | Yes           |                  2 | 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      | $6000000.00   | 0.34%             | 2036-04-15      | Floating      | 8.75%                 | 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      | $15313285.50  | 0.86%             | 2038-04-19      | 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      | $596058.00    | 0.03%             | 2029-10-15      | 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  | 0.80%             | 2039-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 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      | $7441258.29   | 0.42%             | 2030-04-19      | Variable      | 0.00%                 | No            |                  3 | 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      | $70481.25     | 0.00%             | 2032-01-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $6517280.00   | 0.37%             | 2032-01-20      | Variable      | 0.00%                 | Yes           |                  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      | $7090750.00   | 0.40%             | 2029-10-18      | Variable      | 0.00%                 | No            |                  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      | $5280800.00   | 0.30%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  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      | $39140.25     | 0.00%             | 2030-01-15      | 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      | $12345750.00  | 0.70%             | 2031-10-20      | 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      | $2542280.00   | 0.14%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  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      | $292800.00    | 0.02%             | 2032-01-19      | 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      | $19388365.60  | 1.09%             | 2029-10-18      | Variable      | 0.00%                 | No            |                  3 | 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      | $491625.00    | 0.03%             | 2033-04-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $32232.34     | 0.00%             | 2033-04-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $10293.75     | 0.00%             | 2034-04-17      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $4200480.00   | 0.24%             | 2034-04-17      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $66640.00     | 0.00%             | 2035-07-17      | Variable      | 0.00%                 | No            |                  3 | 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      | $7280000.00   | 0.41%             | 2035-07-17      | 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        |   2000000 | PA      | $2009336.00   | 0.11%             | 2037-04-05      | Floating      | 6.60%                 | No            |                  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        |   2000000 | PA      | $1989945.40   | 0.11%             | 2037-04-05      | Floating      | 9.85%                 | No            |                  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        |   6000000 | PA      | $5969551.80   | 0.34%             | 2037-04-05      | Floating      | 12.25%                | No            |                  2 | 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        |   7000000 | PA      | $6661086.60   | 0.38%             | 2037-04-05      | Floating      | 12.36%                | 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      | $6175579.76   | 0.35%             | 2027-09-29      | Fixed         | 0.00%                 | No            |                  3 | 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      | $2934804.60   | 0.17%             | 2028-10-25      | Variable      | 0.00%                 | No            |                  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      | $2513952.50   | 0.14%             | 2037-07-20      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| OCEAN TRAILS CLO                                 | OCEAN TRAILS CLO 8 OCTR 2020-8A D1R2                                      | CUSIP: 67514UBH3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6000000.00   | 0.34%             | 2038-03-15      | Floating      | 7.21%                 | 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      | $3743291.25   | 0.21%             | 2038-01-15      | Floating      | 7.05%                 | Yes           |                  2 | 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      | $2072429.17   | 0.12%             | 2032-01-20      | 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      | $7322927.04   | 0.41%             | 2030-11-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $9986600.00   | 0.56%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO 2019-17 SERIES: 2019-17A                                          | CUSIP: 67113M203<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |     31690 | PA      | $13943600.00  | 0.79%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  2 | 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      | $10050000.00  | 0.57%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $9360000.00   | 0.53%             | 2038-01-21      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO 2025-46 LTD CLASS SUB NOTES (144A) SERIES: 25-46A CLASS: SUB      | CUSIP: 671004AC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  33960000 | PA      | $29847444.00  | 1.68%             | 2038-10-15      | Variable      | 0.00%                 | Yes           |                  2 | 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      | $8346240.00   | 0.47%             | 2038-04-20      | 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      | $2984298.03   | 0.17%             | 2032-01-20      | 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      | $4774982.82   | 0.27%             | 2030-07-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $25023000.00  | 1.41%             | 2038-07-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $18472742.81  | 1.04%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                              | ONEX CLO SUBSIDIARY 2026-C, LTD. WAREHOUSE NOTE                           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.34%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | 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        |  20261500 | PA      | $12967360.00  | 0.73%             | 2125-07-02      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| POLUS US CLO LTD                                 | POLUS US CLO II LTD CLASS SUB NOTES (144A) SERIES 2025-2A CLASS: SUB      | CUSIP: 73163WAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  11785000 | PA      | $6835300.00   | 0.39%             | 2038-07-20      | Variable      | 0.00%                 | Yes           |                  2 | 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      | $9459468.75   | 0.53%             | 2038-07-20      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| POLUS US CLO LTD                                 | POLUS US CLO III LTD POLUS 2025-3A D1                                     | CUSIP: 73163AAG2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4500000.00   | 0.25%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  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      | $13276060.00  | 0.75%             | 2037-07-15      | Variable      | 0.00%                 | Yes           |                  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      | $6909938.00   | 0.39%             | 2040-07-20      | Floating      | 10.38%                | 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      | $8298400.00   | 0.47%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $4435735.50   | 0.25%             | 2037-07-15      | Floating      | 10.40%                | Yes           |                  2 | 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      | $3119431.25   | 0.18%             | 2034-07-10      | Floating      | 0.00%                 | Yes           |                  2 | 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        |   8457667 | PA      | $977494.86    | 0.06%             | 2029-11-20      | Floating      | 10.87%                | No            |                  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      | $3747187.50   | 0.21%             | 2037-10-20      | Floating      | 6.35%                 | Yes           |                  2 | 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      | $9514354.50   | 0.54%             | 2038-07-20      | Floating      | 7.48%                 | Yes           |                  2 | 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      | $2750000.00   | 0.16%             | 2037-04-30      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $2504800.00   | 0.14%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                              | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                              | CUSIP: 783965593<br>LEI: N/A | Long             | STIV             | RF                | US        |  20846562 | NS      | $20846562.23  | 1.18%             |  |  |  | No            |                  1 | 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      | $4288000.00   | 0.24%             | 2032-01-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $3575958.41   | 0.20%             | 2037-11-20      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2017-1 LTD TCW 2017-1A D1R4                                       | CUSIP: 87240NCC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6800000 | PA      | $6796797.20   | 0.38%             | 2038-03-24      | Floating      | 7.12%                 | Yes           |                  2 | 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        |  93522000 | PA      | $29927040.00  | 1.69%             | 2024-07-15      | 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      | $11137500.00  | 0.63%             | 2031-04-25      | Variable      | 0.00%                 | No            |                  3 | 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      | $9216122.84   | 0.52%             | 2035-10-25      | Floating      | 11.33%                | Yes           |                  2 | 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      | $19811700.00  | 1.12%             | 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      | $9335654.40   | 0.53%             | 2034-04-20      | Floating      | 10.90%                | No            |                  2 | 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      | $14568750.00  | 0.82%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $8422016.40   | 0.48%             | 2038-10-24      | Floating      | 7.37%                 | 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      | $1501726.50   | 0.08%             | 2038-10-24      | Floating      | 8.47%                 | Yes           |                  2 | 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      | $4081989.80   | 0.23%             | 2038-10-24      | Floating      | 11.02%                | Yes           |                  2 | 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      | $7331199.84   | 0.41%             | 2034-07-25      | Variable      | 0.00%                 | No            |                  3 | 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      |
| VENTURE CLO LIMITED                              | VENTURE 35 CLO LTD VENTR 2018-35A D                                       | CUSIP: 92331XAN4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3135000 | PA      | $3076156.05   | 0.17%             | 2031-10-22      | Floating      | 7.62%                 | 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      | $781170.00    | 0.04%             | 2024-07-15      | 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      | $1746952.00   | 0.10%             | 2035-07-20      | Floating      | 5.78%                 | Yes           |                  2 | 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                  | VENTURE CLO 2017-28AA SUB                                                 | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  38760000 | PA      | $5426400.00   | 0.31%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | 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 2013-2 LTD INGIM 2013-2A DR                                      | CUSIP: 92916YAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2787500 | PA      | $2726230.75   | 0.15%             | 2031-04-25      | Floating      | 9.72%                 | No            |                  2 | 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      | $1084648.32   | 0.06%             | 2031-07-14      | Floating      | 10.12%                | No            |                  2 | 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      | $2560521.60   | 0.14%             | 2030-04-17      | Floating      | 10.24%                | No            |                  2 | 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      | $21821105.71  | 1.23%             | 2035-01-22      | Variable      | 0.00%                 | Yes           |                  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      | $17993407.50  | 1.01%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  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      | $20387250.00  | 1.15%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2025-5 SERIES: 2025-5A CLASS SUB                                 | CUSIP: 92892GAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  47500000 | PA      | $42389000.00  | 2.39%             | 2049-12-31      | Variable      | 0.00%                 | 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      | $4252500.00   | 0.24%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO SERIES: 2015-3A CLASS: ER                                        | CUSIP: 92913DAL8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19008696 | PA      | $12690604.39  | 0.72%             | 2031-10-20      | Floating      | 12.65%                | No            |                  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      | $3477950.00   | 0.20%             | 2029-04-16      | 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      | $28617566.03  | 1.61%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO SERIES: 2021-2A                                                  | CUSIP: 92918YAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  34577400 | PA      | $14235169.81  | 0.80%             | 2034-10-20      | Variable      | 0.00%                 | Yes           |                  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      | $36006102.00  | 2.03%             | 2038-10-15      | Variable      | 0.00%                 | Yes           |                  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      | $7134000.00   | 0.40%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  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      | $3575000.00   | 0.20%             | 2038-02-25      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $8832548.44   | 0.50%             | 2038-04-20      | Floating      | 10.13%                | Yes           |                  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      | $17905135.00  | 1.01%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer