# EDGAR Filing Document

**Accession Number:** 0001407736
**File Stem:** 0001752724-25-212289
**Filing Date:** 2025-8
**Character Count:** 87258
**Document Hash:** 05ecfcacd4a581b84666c24f290e8039
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-212289.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001752724-25-212289

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**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:** 251276863

**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:** 2025-06-30

**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:** $1855227796.13

**Total Liabilities:** $60102949.86

**Net Assets:** $1795124846.27

**Cash Not Reported:** $23582.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -36.69622870 | **1-Year:** -1439.68576329 | **5-Year:** -5593.18321177 | **10-Year:** -5088.28479145 | **30-Year:** 0.00000000

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

- **3-Month:** -4342.12548487 | **1-Year:** -59257.11742916 | **5-Year:** -181377.52435938 | **10-Year:** -123146.43984103 | **30-Year:** -654.78086103

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.48%                | 2.96%                | -0.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $895084.41               | $41635913.86                               |
| Month 2  | $12992136.57             | $-41364868.24                              |
| Month 3  | $1642501.07              | $9674530.96                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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      | $8509239.50   | 0.47%             | 2038-04-20      | Floating      | 8.03%                 | 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      | $3883480.00   | 0.22%             | 2037-07-18      | Floating      | 8.12%                 | 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      | $2997777.00   | 0.17%             | 2035-04-20      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 2024-I LTD APEXC 2024-1A B1                                  | CUSIP: 03753AAE0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   2500000 | PA      | $2512465.00   | 0.14%             | 2036-04-20      | Floating      | 6.67%                 | 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      | $4528210.50   | 0.25%             | 2037-07-25      | Floating      | 8.03%                 | 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      | $11823440.20  | 0.66%             | 2031-10-20      | Floating      | 11.06%                | 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        |   7600000 | PA      | $4100838.40   | 0.23%             | 2031-10-20      | Floating      | 13.51%                | 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      | $1902218.00   | 0.11%             | 2034-07-18      | Floating      | 11.79%                | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                       | APIDOS CLO XXXVIII APID 2021-38A E2                                          | CUSIP: 03768YAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3391649.60   | 0.19%             | 2034-01-21      | Floating      | 12.28%                | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD                                     | ARES LXXIV CLO LTD CLASS SUB NOTES (144A) SERIES: 24-7A CLASS: SUB           | CUSIP: 03990GAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  21000000 | PA      | $16800000.00  | 0.94%             | 2037-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ARES CLO LTD                                     | ARES XXXIV CLO SERIES: 2015-2A CLASS: FR                                     | CUSIP: 04015HAN7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  11250000 | PA      | $10710607.50  | 0.60%             | 2033-04-17      | Floating      | 13.14%                | No            |                  2 | 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      | $17956542.00  | 1.00%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ARINI US CLO                                     | ARINI US CLO I LTD ARIN 1A D                                                 | CUSIP: 04039AAG9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7030604.00   | 0.39%             | 2038-04-15      | Floating      | 8.33%                 | 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      | $990058.00    | 0.06%             | 2031-11-27      | Floating      | 10.99%                | 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      | $2514195.00   | 0.14%             | 2037-10-19      | Floating      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND, LTD                      | ATLAS SENIOR LOAN FUND XXII LTD ATCLO 2023-22A C                             | CUSIP: 04940BAG5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3020844.00   | 0.17%             | 2036-01-20      | Floating      | 7.87%                 | 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      | $4022056.00   | 0.22%             | 2037-07-20      | Floating      | 6.67%                 | 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      | $10800000.00  | 0.60%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  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      | $17730445.24  | 0.99%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $3116145.90   | 0.17%             | 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      | $10183810.00  | 0.57%             | 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      | $1721981.25   | 0.10%             | 2035-01-25      | Floating      | 7.99%                 | 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      | $5748645.00   | 0.32%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $5118686.87   | 0.29%             | 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      | $18501755.00  | 1.03%             | 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      | $2068254.46   | 0.12%             | 2038-01-20      | Floating      | 6.27%                 | 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      | $5608143.38   | 0.31%             | 2038-01-20      | Floating      | 11.36%                | 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      | $16352627.52  | 0.91%             | 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      | $4111189.50   | 0.23%             | 2038-04-15      | Floating      | 10.57%                | 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      | $7218133.75   | 0.40%             | 2036-07-14      | Floating      | 11.04%                | 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      | $26202825.00  | 1.46%             | 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      | $13632892.49  | 0.76%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  2 | 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      | $3662940.80   | 0.20%             | 2038-01-20      | Floating      | 8.27%                 | 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      | $13725460.80  | 0.76%             | 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      | $17.45        | 0.00%             | 2038-01-20      | Floating      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BATTERY PARK CDO, LIMITED                        | BATTERY PARK CLO LTD BATPK 2019-1A DR                                        | CUSIP: 07133YAU4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3992788.00   | 0.22%             | 2036-07-15      | Floating      | 8.01%                 | 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      | $2306736.70   | 0.13%             | 2036-07-15      | Floating      | 11.51%                | 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      | $33250234.05  | 1.85%             | 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      | $24951490.20  | 1.39%             | 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        |  43816000 | PA      | $27958989.60  | 1.56%             | 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        |  32470000 | PA      | $24711942.90  | 1.38%             | 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      | $15437040.00  | 0.86%             | 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      | $1266300.00   | 0.07%             | 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      | $564300.00    | 0.03%             | 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      | $1139008.00   | 0.06%             | 2026-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO IV LTD BSP 2014-IVA ER4                          | CUSIP: 08180HAL1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  17500000 | PA      | $17438312.50  | 0.97%             | 2034-04-20      | Floating      | 11.42%                | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO IX (FACTORED) INTEX ID FOR DAVE:08181CAC1        | CUSIP: 08181E202<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7659243 | PA      | $7116968.36   | 0.40%             | 2028-07-20      | 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: 08181E202<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   8763007 | PA      | $8142585.80   | 0.45%             | 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      | $245759.75    | 0.01%             | 2037-10-20      | Floating      | 12.27%                | No            |                  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      | $1470000.00   | 0.08%             | 2027-07-19      | 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      | $298726.80    | 0.02%             | 2037-07-20      | Floating      | 12.07%                | 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      | $4878440.00   | 0.27%             | 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        |  43330000 | PA      | $20356434.00  | 1.13%             | 2029-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO X SERIES :2016-10A  CLASS: DRR                   | CUSIP: 08181MAG0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3237435.50   | 0.18%             | 2034-04-20      | Floating      | 11.28%                | Yes           |                  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      | $17016970.82  | 0.95%             | 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: 08179NAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   9794892 | PA      | $5191292.76   | 0.29%             | 2031-07-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO XXV SERIES: 21-25A  CLASS: SUB                   | CUSIP: 08187AAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  24594750 | PA      | $17818896.38  | 0.99%             | 2035-01-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO XXVII EQUITY TRANCHE                             | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  20825000 | PA      | $21033250.00  | 1.17%             | 2024-07-15      | 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      | $34291598.88  | 1.91%             | 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      | $5107785.00   | 0.28%             | 2038-04-25      | Floating      | 11.45%                | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO XXXIX LTD CLASS SUB NO SERIES: 25-39A CLASS: SUB | CUSIP: 08181E202<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  42000000 | PA      | $40530000.00  | 2.26%             | 2028-07-20      | Variable      | 0.00%                 | No            |                  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      | $34024317.60  | 1.90%             | 2027-04-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BLACKROCK RAINIER CLO LTD                        | BLACKROCK RAINIER CLO VI LTD BLKMM 2021-6A CR                                | CUSIP: 09261MAY2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9974430.00   | 0.56%             | 2037-04-20      | Floating      | 7.22%                 | 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      | $30470000.00  | 1.70%             | 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      | $12961260.00  | 0.72%             | 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        |  12000000 | PA      | $11965620.00  | 0.67%             | 2036-04-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| N/A                                              | BSP 2025-1 WHSE WAREHOUSE NOTE                                               | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16000000.00  | 0.89%             | 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      | $18866400.00  | 1.05%             | 2034-04-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CATHEDRAL LAKE CLO LTD.                          | CATHEDRAL LAKE CLO 2013 SERIES: 2013-1A CLASS: SUB                           | CUSIP: 14918DAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  18200000 | PA      | $1820.00      | 0.00%             | 2026-01-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $308380.00    | 0.02%             | 2030-10-21      | 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      | $3868380.00   | 0.22%             | 2029-07-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CEDAR FUNDING LTD                                | CEDAR FUNDING VIII CLO LTD CEDF 2017-8A DRR                                  | CUSIP: 15032EBE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1225000 | PA      | $1206404.50   | 0.07%             | 2038-01-17      | Floating      | 7.23%                 | Yes           |                  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      | $11365000.00  | 0.63%             | 2036-07-20      | Floating      | 0.00%                 | Yes           |                  2 | 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      |
| 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      | $233415.00    | 0.01%             | 2029-10-15      | Floating      | 13.20%                | 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      | $4493500.00   | 0.25%             | 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      | $5021885.00   | 0.28%             | 2037-04-20      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO LTD                                | ELEVATION CLO 2023-17 LTD AWPT 2023-17A C                                    | CUSIP: 28624DAJ7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2256961.50   | 0.13%             | 2036-10-20      | Floating      | 7.77%                 | 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        |   7099632 | PA      | $1452684.10   | 0.08%             | 2030-10-25      | Floating      | 12.40%                | 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        |  14000000 | PA      | $12947550.00  | 0.72%             | 2031-10-20      | Floating      | 10.82%                | 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      | $9798355.35   | 0.55%             | 2030-04-29      | Floating      | 11.91%                | No            |                  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      | $5658908.70   | 0.32%             | 2030-04-29      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED                      | FORTRESS CREDIT BSL LTD FCBSL 2023-2A C1                                     | CUSIP: 34966BAG1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1505685.00   | 0.08%             | 2036-07-24      | Floating      | 8.13%                 | Yes           |                  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      | $9421556.25   | 0.52%             | 2036-04-23      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GALLATIN CLO                                     | GALLATIN CLO XI 2024-1 LTD GALL 2024-1A D1                                   | CUSIP: 36362HAJ7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   4000000 | PA      | $4012688.00   | 0.22%             | 2037-10-20      | Floating      | 8.27%                 | 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      | $9057745.48   | 0.50%             | 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      | $15748148.18  | 0.88%             | 2037-07-15      | Floating      | 7.68%                 | 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  | 4.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | 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      | $14831482.05  | 0.83%             | 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      | $5908452.00   | 0.33%             | 2036-10-15      | Floating      | 11.61%                | 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  | 0.93%             | 2029-07-20      | 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      | $5953212.00   | 0.33%             | 2037-07-19      | Floating      | 11.78%                | 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      | $6160000.00   | 0.34%             | 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      | $5916000.00   | 0.33%             | 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      | $4145067.50   | 0.23%             | 2036-07-25      | Floating      | 12.53%                | 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      | $3758512.50   | 0.21%             | 2037-01-20      | Floating      | 8.72%                 | 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      | $14520594.45  | 0.81%             | 2033-04-15      | Floating      | 13.49%                | 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      | $2906325.50   | 0.16%             | 2034-07-20      | Floating      | 11.52%                | 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      | $5707765.34   | 0.32%             | 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      | $275641.02    | 0.02%             | 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      | $4421891.88   | 0.25%             | 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      | $2993163.42   | 0.17%             | 2034-10-15      | Floating      | 11.26%                | 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      | $3019650.00   | 0.17%             | 2038-01-15      | Floating      | 8.01%                 | 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      | $2750000.00   | 0.15%             | 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      | $2025523.50   | 0.11%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $18842800.00  | 1.05%             | 2030-07-18      | 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      | $1985710.00   | 0.11%             | 2036-04-17      | Floating      | 12.34%                | 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      | $4152500.00   | 0.23%             | 2037-10-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $6568769.99   | 0.37%             | 2030-10-12      | Floating      | 12.20%                | No            |                  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      | $3409244.60   | 0.19%             | 2033-04-14      | Floating      | 6.59%                 | 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      | $3760166.25   | 0.21%             | 2037-07-15      | Floating      | 7.16%                 | 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      | $5641132.00   | 0.31%             | 2037-10-16      | Floating      | 7.91%                 | 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      | $3708780.60   | 0.21%             | 2037-10-16      | Floating      | 11.85%                | 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      | $3008946.00   | 0.17%             | 2033-07-25      | Floating      | 8.18%                 | 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      | $6003384.00   | 0.33%             | 2036-04-15      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                              | NEUBERGER BERMAN CLO 32R, LTD. WAREHOUSE NOTE                                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  19600000 | PA      | $19600000.00  | 1.09%             | 2049-12-31      | None          | 0.00%                 | No            |                  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      | $18224000.00  | 1.02%             | 2027-10-17      | 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      | $2673320.13   | 0.15%             | 2029-10-15      | Variable      | 0.00%                 | No            |                  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      | $7885333.38   | 0.44%             | 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      | $95653.13     | 0.01%             | 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      | $7628180.00   | 0.42%             | 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      | $9287000.00   | 0.52%             | 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      | $6223800.00   | 0.35%             | 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      | $48605.03     | 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      | $13061803.50  | 0.73%             | 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      | $2493390.00   | 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      | $10227870.00  | 0.57%             | 2032-01-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 32 SERIES: 19-32A CLASS: SINC             | CUSIP: 64132HAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1325406 | PA      | $706467.91    | 0.04%             | 2032-01-20      | 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      | $12710500.00  | 0.71%             | 2029-10-18      | Variable      | 0.00%                 | No            |                  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      | $4396421.25   | 0.24%             | 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      | $33214.87     | 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: 64134CAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   8751000 | PA      | $4025460.00   | 0.22%             | 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: 64134CAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    114375 | PA      | $1143.75      | 0.00%             | 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      | $72050.93     | 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      | $7871110.00   | 0.44%             | 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        |   1500000 | PA      | $1508008.50   | 0.08%             | 2037-04-05      | Floating      | 7.07%                 | 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        |   1500000 | PA      | $1502853.00   | 0.08%             | 2037-04-05      | Floating      | 10.32%                | 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        |   4500000 | PA      | $4481122.50   | 0.25%             | 2037-04-05      | Floating      | 12.72%                | 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        |   5250000 | PA      | $5120760.75   | 0.29%             | 2037-04-05      | Floating      | 12.82%                | 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      | $7926594.76   | 0.44%             | 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      | $5290500.60   | 0.29%             | 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      | $2514515.00   | 0.14%             | 2037-07-20      | 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      | $4443228.00   | 0.25%             | 2034-07-15      | Floating      | 11.76%                | 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      | $3741757.50   | 0.21%             | 2038-01-15      | Floating      | 7.47%                 | 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      | $2061500.00   | 0.11%             | 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      | $7722000.00   | 0.43%             | 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      | $10963550.00  | 0.61%             | 2024-07-15      | 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      | $10335000.00  | 0.58%             | 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      | $11115000.00  | 0.62%             | 2038-01-21      | Variable      | 0.00%                 | Yes           |                  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      | $8694000.00   | 0.48%             | 2031-07-21      | 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      | $2849112.00   | 0.16%             | 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      | $5351273.85   | 0.30%             | 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      | $25839000.00  | 1.44%             | 2038-07-20      | Variable      | 0.00%                 | Yes           |                  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      | $19514387.26  | 1.09%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| OFSI BSL LTD                                     | OFSI BSL XI LTD OFSBS 2022-11A CR                                            | CUSIP: 67115PAS4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006642.00   | 0.11%             | 2036-10-18      | Floating      | 7.77%                 | Yes           |                  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        |  10000000 | PA      | $6500000.00   | 0.36%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINANCING                    | OWL ROCK TECHNOLOGY FINANCING 2020-1 LLC ORTF 2020-1A A1R                    | CUSIP: 69120TAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3759937.50   | 0.21%             | 2035-10-15      | Floating      | 7.31%                 | 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      | $9375000.00   | 0.52%             | 2038-07-20      | Floating      | 0.00%                 | 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  | 0.78%             | 2036-04-15      | 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      | $7000000.00   | 0.39%             | 2040-07-20      | Floating      | 0.00%                 | No            |                  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      | $10824000.00  | 0.60%             | 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      | $4499406.00   | 0.25%             | 2037-07-15      | Floating      | 10.82%                | Yes           |                  2 | On Loan: No      |
| SARANAC CLO LIMITED                              | SARANAC CLO VII LTD SRANC 2014-2A DR                                         | CUSIP: 80317EAL3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $975993.00    | 0.05%             | 2029-11-20      | Floating      | 7.95%                 | No            |                  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        |   8120036 | PA      | $1003993.78   | 0.06%             | 2029-11-20      | Floating      | 11.30%                | No            |                  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      | $9500000.00   | 0.53%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  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      | $3000000.00   | 0.17%             | 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      | $3240000.00   | 0.18%             | 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        | 102774563 | NS      | $102774563.37 | 5.73%             |  |  |  | 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      | $5063500.00   | 0.28%             | 2032-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SYCAMORE TREE CLO LTD                            | SYCAMORE TREE CLO 2023-4 LTD STCP 2023-4A B                                  | CUSIP: 870923AE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2204243.80   | 0.12%             | 2036-10-20      | Floating      | 7.17%                 | Yes           |                  2 | 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      | $7825836.90   | 0.44%             | 2034-10-29      | Floating      | 11.32%                | 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      | $8462948.50   | 0.47%             | 2034-10-29      | Floating      | 7.98%                 | 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        |  36999000 | PA      | $13319640.00  | 0.74%             | 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      | $15187500.00  | 0.85%             | 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      | $9232054.27   | 0.51%             | 2035-10-25      | Floating      | 11.75%                | Yes           |                  2 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2019-2 LTD TCW 2019-2A D1R2                                          | CUSIP: 87242BBQ2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3905852.00   | 0.22%             | 2038-01-20      | Floating      | 7.32%                 | No            |                  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      | $22893520.00  | 1.28%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2020-1 LTD TCW 2020-1A DR3                                           | CUSIP: 87190CBQ2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4002568.00   | 0.22%             | 2034-04-20      | Floating      | 7.67%                 | Yes           |                  2 | 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      | $8946604.80   | 0.50%             | 2034-04-20      | Floating      | 11.28%                | 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      | $18731250.00  | 1.04%             | 2024-07-15      | 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        |   9250000 | PA      | $3700000.00   | 0.21%             | 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      | $131732.48    | 0.01%             | 2028-04-17      | Floating      | 11.10%                | No            |                  2 | 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      | $1242370.00   | 0.07%             | 2030-10-18      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO LTD                               | TIKEHAU US CLO III LTD TKO 2022-2A C1R                                       | CUSIP: 88676NAW7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2011716.00   | 0.11%             | 2036-01-20      | Floating      | 7.47%                 | 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      | $2995288.73   | 0.17%             | 2031-10-22      | Floating      | 8.03%                 | 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      |
| VENTURE CLO LIMITED                              | VENTURE 45 CLO SERIES: 22-45A CLASS: E                                       | CUSIP: 92326HAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1531170.00   | 0.09%             | 2035-07-20      | Floating      | 11.97%                | 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      | $2647444.79   | 0.15%             | 2036-10-20      | Floating      | 8.07%                 | 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      | $8527200.00   | 0.48%             | 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 2015-3 LTD VOYA 2015-3A CR                                          | CUSIP: 92913UAW6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2992776.00   | 0.17%             | 2031-10-20      | Floating      | 7.68%                 | 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      | $2571766.60   | 0.14%             | 2030-04-17      | Floating      | 10.64%                | 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      | $22978256.00  | 1.28%             | 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      | $19297500.00  | 1.07%             | 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      | $21500000.00  | 1.20%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $5670000.00   | 0.32%             | 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        |  18400000 | PA      | $11952124.80  | 0.67%             | 2031-10-20      | Floating      | 13.03%                | 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      | $3963471.82   | 0.22%             | 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      | $31226837.50  | 1.74%             | 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      | $16899704.25  | 0.94%             | 2034-10-20      | 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      | $8056500.00   | 0.45%             | 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      | $4290000.00   | 0.24%             | 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      | $8856729.94   | 0.49%             | 2038-04-20      | Floating      | 10.52%                | 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      | $19670430.00  | 1.10%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer