# EDGAR Filing Document

**Accession Number:** 0001407736
**File Stem:** 0001752724-23-048781
**Filing Date:** 2023-3
**Character Count:** 74979
**Document Hash:** b7ff7c9b4c7c463c24a399a011ebc46a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048781.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048781

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI Structured Credit Fund, LP
- **CENTRAL INDEX KEY:** 0001407736
- **IRS NUMBER:** 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:** 23690449

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1673248108.54

**Total Liabilities:** $86475311.06

**Net Assets:** $1586772797.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -6580.28022698 | **1-Year:** -92943.28499370 | **5-Year:** -312552.34751863 | **10-Year:** -126021.61219422 | **30-Year:** -77.16838800

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.15%                | 1.85%                | 1.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1660887.19              | $233421.32                                 |
| Month 2  | $157685.98               | $-2374328.57                               |
| Month 3  | $8703886.02              | $-36951087.30                              |

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                   | Identifiers                  | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NEUBERGER BERMAN CLO LTD                                | NEUBERGER BERMAN CLO LTD 24 SERIES: 17-24A CLASS: INC                   | CUSIP: 64130LAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $6150000.00   | 0.39%             | 2030-04-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| HALCYON LOAN ADVISORS FUNDING LTD                       | HALCYON LOAN ADVISORS FUNDING 2018-2 SERIES: 2018-2A CLASS: D           | CUSIP: 40538WAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15700000 | PA      | $13550230.40  | 0.85%             | 2031-01-22      | Floating      | 11.22%                | No            |                  3 | On Loan: No      |
| CVP CASCADE CLO LTD                                     | BLUE RIDGE CLO LTD II CVPC 2014-2A E                                    | CUSIP: 12661WAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8329004 | PA      | $0.01         | 0.00%             | 2026-07-18      | Floating      | 8.54%                 | 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      | $11437.50     | 0.00%             | 2034-04-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                | NEUBERGER BERMAN LOAN ADVISERS CLO 27 EQUITY TRANCHE                    | CUSIP: 64131UAG6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    295867 | PA      | $88760.10     | 0.01%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                             | OCP CLO LTD SERIES: 20-19A CLASS: SUB                                   | CUSIP: 670884AA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   9300000 | PA      | $7950849.00   | 0.50%             | 2031-07-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ELEVATION CLO LTD                                       | ELEVATION CLO SERIES: 2021-12A  CLASS E                                 | CUSIP: 28623NAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1712576.00   | 0.11%             | 2032-04-20      | Floating      | 11.51%                | Yes           |                  3 | On Loan: No      |
| N/A                                                     | BENEFIT STREET PARTNERS CLO VIII (FACTORED) INTEX ID FOR DAVE:08180YAC4 | CUSIP: 08181A200<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  36680000 | PA      | $13204800.00  | 0.83%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO X (FACTORED) 0% 01/15/2029                  | CUSIP: 08181MAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  43330000 | PA      | $19931800.00  | 1.26%             | 2029-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                | NEUBERGER BERMAN LOAN ADVISERS CLO 25 SERIES: 17-25A CLASS: SUB         | CUSIP: 64131MAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $6560000.00   | 0.41%             | 2029-10-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                             | TCW CLO 2017-1 SERIES: 2017-1A CLASS: ERR                               | CUSIP: 87240HAG4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $5978336.00   | 0.38%             | 2034-10-29      | Floating      | 11.19%                | Yes           |                  3 | On Loan: No      |
| CATHEDRAL LAKE CLO LTD.                                 | CATHEDRAL LAKE CLO 2013 LTD CATLK 2013-1A CR                            | CUSIP: 14918JAU4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4114385.00   | 0.26%             | 2029-10-15      | Floating      | 7.58%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                      | NEUBERGER BERMAN LOAN ADVISERS CLO 43 (EQUITY TRANCHE)                  | CUSIP: 64134DAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $8645000.00   | 0.54%             | 2035-07-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                                   | MOUNTAIN VIEW CLO 2013-1 LTD MVW 2013-1A DR                             | CUSIP: 62431UAU6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1842102.00   | 0.12%             | 2030-10-12      | Floating      | 8.07%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                             | TCW CLO 2019-2 SERIES: 2019-2A  CLASS: ER                               | CUSIP: 87242DAE6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   8250000 | PA      | $7443240.75   | 0.47%             | 2032-10-20      | Floating      | 10.61%                | Yes           |                  3 | On Loan: No      |
| ARROWPOINT CLO                                          | ELEVATION CLO 2014-2 (FKA ARROWPOINT)                                   | CUSIP: 04280QAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14400000 | PA      | $1872000.00   | 0.12%             | 2026-03-12      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO III                                         | CUSIP: 08180GAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  21904000 | PA      | $2409440.00   | 0.15%             | 2026-01-20      | 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        |  40364000 | PA      | $10898280.00  | 0.69%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                | IVY HILL MIDDLE MARKET CREDIT FUND XIV SERIES: 14A CLASS: SUB           | CUSIP: 46604GAB3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1667000 | PA      | $1066880.00   | 0.07%             | 2030-04-18      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CATHEDRAL LAKE CLO LTD.                                 | CATHEDRAL LAKE V SERIES: 2018-5A CLASS: E                               | CUSIP: 14919AAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $7646067.00   | 0.48%             | 2030-10-21      | Floating      | 10.34%                | 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      | $24379258.00  | 1.54%             | 2030-07-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO IV SERIES :2014-IVA  CLASS: DRR             | CUSIP: 08180HAG2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2324761.40   | 0.15%             | 2032-01-20      | Floating      | 11.44%                | No            |                  3 | On Loan: No      |
| LOCKWOOD GROVE CLO LTD                                  | LOCKWOOD GROVE CLO SERIES: 2014-1A CLASS: ERR                           | CUSIP: 54008QAG6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  17100000 | PA      | $14152301.93  | 0.89%             | 2030-01-25      | Floating      | 10.21%                | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO II EQUITY TRANCHE                           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  23450000 | PA      | $3048500.00   | 0.19%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                | NEUBERGER BERMAN LOAN ADVISERS CLO 29 SERIES: 18-29A CLASS: INC         | CUSIP: 64131HAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  18000000 | PA      | $9360000.00   | 0.59%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | TCW CLO 2020-1 EQUITY TRANCHE                                           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  41625000 | PA      | $22893750.00  | 1.44%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BATTALION CLO XX EQUITY TRANCHE                                         | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  22303000 | PA      | $15166040.00  | 0.96%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                                | VOYA CLO 2016-2 LTD VOYA 2016-2A DR                                     | CUSIP: 92915DAG7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $839465.00    | 0.05%             | 2028-07-19      | Floating      | 11.34%                | No            |                  3 | On Loan: No      |
| FIFTH STREET SENIOR LOAN FUND LLC                       | NEWSTAR EXETER FUND CLO FKA FIFTH STREET SENIOR LOAN FUND I             | CUSIP: 31679NAL8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   4762548 | PA      | $4689099.53   | 0.30%             | 2027-01-20      | Floating      | 11.44%                | No            |                  3 | On Loan: No      |
| NEWSTAR CLARENDON FUND CLO LLC                          | NEWSTAR CLARENDON FUND CLO LLC SERIES 2014-1A CLASS E                   | CUSIP: 65251QAJ0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   9281324 | PA      | $9107995.48   | 0.57%             | 2027-01-25      | Floating      | 10.41%                | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO XVIII 10/15/2032                            | CUSIP: 08186QAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  43816000 | PA      | $30495936.00  | 1.92%             | 2032-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VENTURE CLO LIMITED                                     | VENTURE CDO LTD (FACTORED) 04/20/2029                                   | CUSIP: 92329MAE2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11620000 | PA      | $2905000.00   | 0.18%             | 2022-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                | NEUB 2014-17A SUB - NEUBERGER BERMAN CLO XVII LTD 04/22/2029            | CUSIP: 64129VAB9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $1864400.00   | 0.12%             | 2029-04-23      | 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      | $1837790.00   | 0.12%             | 2035-07-20      | Floating      | 11.66%                | Yes           |                  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      | $3276000.00   | 0.21%             | 2026-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEWSTAR BERKELEY FUND CLO LLC                           | NEWSTAR BERKELEY FUND CLO LLC (FACTORED) NSBKY 2016-1A SUB              | CUSIP: 65251XAL0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  32718000 | PA      | $9161040.00   | 0.58%             | 2028-10-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CATHEDRAL LAKE CLO LTD.                                 | CATHEDRAL LAKE CLO 2013 LTD CATLK 2013-1A DR                            | CUSIP: 14918DAE3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14464000 | PA      | $10148593.28  | 0.64%             | 2029-10-15      | Floating      | 11.33%                | No            |                  3 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                            | CUSIP: 783965593<br>LEI: N/A | Long             | STIV             | RF                | US        |  15536407 | NS      | $15536407.39  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | OCP CLO 2019-17 EQUITY TRANCHE                                          | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $10806195.00  | 0.68%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Benefit Street Partners CLO                             | Benefit Street Partners CLO IV Ltd PREFERRED STOCK                      | CUSIP: 08180J202<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  42166000 | PA      | $16444740.00  | 1.04%             | 2032-01-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM LTD.                                                | LCM 32 LTD SERIES: 32A CLASS: INC                                       | CUSIP: 50202FAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1043735 | PA      | $432676.17    | 0.03%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                             | TCW CLO 2021-2 SERIES: 21-2A CLASS: INC                                 | CUSIP: 87190NAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   9250000 | PA      | $5642500.00   | 0.36%             | 2034-07-25      | Fixed         | 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      | $135975.00    | 0.01%             | 2027-07-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEWSTAR FAIRFIELD FUNDING CLO LTD                       | FIFTH STREET SENIOR LOAN FUND LLC SERIES: 2015-2A CLASS: DN             | CUSIP: 65252CAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12600000 | PA      | $10001376.00  | 0.63%             | 2030-04-29      | Floating      | 11.62%                | 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      | $9251400.00   | 0.58%             | 2030-10-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED                             | FORTRESS CREDIT BSL XV SERIES: 22-2 CLASS: C1                           | CUSIP: 34964WAG7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $898137.00    | 0.06%             | 2033-10-18      | Floating      | 8.80%                 | Yes           |                  3 | 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      | $11695262.02  | 0.74%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                | IVY HILL MIDDLE MARKET CREDIT FUND XIV SERIES: 14A CLASS: D             | CUSIP: 46604EAQ5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4186615.00   | 0.26%             | 2034-04-15      | Floating      | 12.26%                | Yes           |                  3 | On Loan: No      |
| Benefit Street Partners CLO                             | BENEFIT STREET PARTNERS CLO V 0% 10/20/2026                             | CUSIP: 08180M205<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19200000 | PA      | $0.01         | 0.00%             | 2026-10-20      | Fixed         | 0.00%                 | No            |                  3 | 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        |  14200000 | PA      | $9656000.00   | 0.61%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | SHACKLETON 2022-XVII WAREHOUSE WAREHOUSE NOTE                           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  43750000 | PA      | $39375000.00  | 2.48%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GREAT LAKES CLO LTD                                     | GREAT LAKES CLO LTD SERIES: 2014-1A CLASS: ER                           | CUSIP: 39055RAG7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  10378000 | PA      | $9273614.75   | 0.58%             | 2029-10-15      | Floating      | 11.58%                | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BATTALION CLO XXIV SERIES: 22-24A CLASS: SUB                            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  27975000 | PA      | $22816689.75  | 1.44%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | IVY HILL IV                                                             | CUSIP: G4985VAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  85000000 | PA      | $73950000.26  | 4.66%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | VENTURE 28A CLO EQUITY TRANCHE                                          | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  38760000 | PA      | $17442000.00  | 1.10%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                             | TCW CLO 2018-1 SERIES: 2018-1A CLASS: E                                 | CUSIP: 87240XAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $942958.50    | 0.06%             | 2031-04-25      | Floating      | 10.41%                | 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        |  18400000 | PA      | $15640000.00  | 0.99%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                | NEUBERGER BERMAN CLO XV NEUB 2013-15A FR                                | CUSIP: 64129NAJ0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $3930656.70   | 0.25%             | 2029-10-15      | Floating      | 12.56%                | 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      | $3507449.40   | 0.22%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO XIV 04/20/2031                              | CUSIP: 08181NAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  37334000 | PA      | $17584314.00  | 1.11%             | 2031-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | NEUBERGER BERMAN LOAN ADVISERS CLO 29 SERIES: 18-29A CLASS: 2ISR        | CUSIP: 64131HAG5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    331457 | PA      | $193902.35    | 0.01%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | 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        |  17100000 | PA      | $11115000.00  | 0.70%             | 2032-12-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                                | VOYA CLO SERIES: 2019-1A CLASS: SUB                                     | CUSIP: 92917QAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $2494000.00   | 0.16%             | 2029-04-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEWSTAR FAIRFIELD FUNDING CLO LTD                       | FIFTH STREET SENIOR LOAN FUND LLC SERIES: 2015-2A CLASS: CN             | CUSIP: 65252BAG8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5300000 | PA      | $4630710.70   | 0.29%             | 2030-04-29      | Floating      | 7.82%                 | No            |                  3 | On Loan: No      |
| OCEAN TRAILS CLO                                        | OCEAN TRAILS CLO 8 SERIES: 2020-8A CLASS: ER                            | CUSIP: 67514WAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $2949940.00   | 0.19%             | 2034-07-15      | Floating      | 11.53%                | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                      | NEUBERGER BERMAN LOAN ADVISERS CLO 38 (EQUITY TRANCHE)                  | CUSIP: 64133TAG7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    108125 | PA      | $37843.75     | 0.00%             | 2032-10-20      | 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      | $23266758.50  | 1.47%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SARANAC CLO LIMITED                                     | SARANAC CLO I LTD SRANC 2013-1A ER                                      | CUSIP: 80316PAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  18000000 | PA      | $10014875.97  | 0.63%             | 2029-07-26      | Floating      | 12.03%                | 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      | $5183625.00   | 0.33%             | 2033-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                             | TCW CLO 2018-1 EQUITY TRANCHE                                           | CUSIP: 87240XAB0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  29703000 | PA      | $17028729.90  | 1.07%             | 2031-04-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO VI-B SERIES: 2015 VIBR CLASS: E             | CUSIP: 08182EAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4241885.00   | 0.27%             | 2034-07-20      | Floating      | 11.60%                | Yes           |                  3 | On Loan: No      |
| LOCKWOOD GROVE CLO LTD                                  | LWCLO 2014-1-A SUB LOCKWWOD GROVE CLO LTD                               | CUSIP: 54008QAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  25988000 | PA      | $10914960.00  | 0.69%             | 2030-01-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| LONGFELLOW PLACE CLO LLC                                | LONGFELLOW PLACE CLO SERIES: 2013-1A CLASS: FRR                         | CUSIP: 54303NAH3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7369173 | PA      | $2579873.81   | 0.16%             | 2029-04-15      | Floating      | 12.58%                | No            |                  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      | $7661129.99   | 0.48%             | 2030-10-12      | Floating      | 11.62%                | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO LTD SERIES :13 IIIA CLASS:DR                | CUSIP: 08180GAG4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2694423.00   | 0.17%             | 2031-01-20      | Floating      | 10.84%                | 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        |  20000000 | PA      | $11680000.00  | 0.74%             | 2035-10-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CATHEDRAL LAKE CLO LTD.                                 | CATHERAL LAKE III LTD EQUITY TRANCHE                                    | CUSIP: 14918NAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  42982000 | PA      | $13324420.00  | 0.84%             | 2029-07-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                | IVY HILL MIDDLE MARKET CREDIT FUND VII SERIES: 7A  CLASS: ERR           | CUSIP: 46602YAG5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19500000 | PA      | $16248706.50  | 1.02%             | 2033-10-20      | Floating      | 12.66%                | Yes           |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO XXIII EQUITY TRANCHE                        | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  39000000 | PA      | $27775800.00  | 1.75%             | 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      | $8407584.00   | 0.53%             | 2034-04-20      | Floating      | 10.99%                | No            |                  3 | On Loan: No      |
| GREAT LAKES CLO LTD                                     | GREAT LAKES CLO LTD SERIES: 2015-1A CLASS: ER                           | CUSIP: 39055UAG0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  17689000 | PA      | $15542899.76  | 0.98%             | 2030-01-16      | Floating      | 11.44%                | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | SHACKLETON 2019-XV CLO EQUITY TRANCHE                                   | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $6100000.00   | 0.38%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO V-B 04/20/2031                              | CUSIP: 08181KAB5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  48697143 | PA      | $17092697.19  | 1.08%             | 2031-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | VENTURE XXVIII CLO EQUITY TRANCHE                                       | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  21122000 | PA      | $7075870.00   | 0.45%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | TCW CLO 2017-1 EQUITY TRANCHE                                           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  36999000 | PA      | $21089430.00  | 1.33%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TSTAT LTD                                               | TSTAT 2022-2 SERIES: 2022-2  CLASS: D1                                  | CUSIP: 87300FAJ9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $597510.00    | 0.04%             | 2031-01-20      | Floating      | 10.80%                | Yes           |                  2 | On Loan: No      |
| TCW CLO LTD                                             | TCW CLO 2022-1 SERIES: 22-1A CLASS: E                                   | CUSIP: 871978AA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7126072.00   | 0.45%             | 2033-04-22      | Floating      | 10.95%                | Yes           |                  3 | 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        |   6650000 | PA      | $4893402.50   | 0.31%             | 2030-10-25      | Floating      | 12.22%                | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | SHACKLETON 2019-XIV CLO EQUITY TRANCHE                                  | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  15750000 | PA      | $9292500.00   | 0.59%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CATHEDRAL LAKE CLO LTD.                                 | CATHEDRAL LAKE VII 01/15/2032                                           | CUSIP: 14919JAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3569664.00   | 0.22%             | 2032-01-15      | Floating      | 11.85%                | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                      | NEUBERGER BERMAN LOAN ADVISERS CLO 39 (EQUITY TRANCHE)                  | CUSIP: 64134F309<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    335625 | PA      | $124181.25    | 0.01%             | 2032-01-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $10077817.22  | 0.64%             | 2030-01-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | RAD CLO 2022-N WAREHOUSE WAREHOUSE NOTE                                 | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   9950000 | PA      | $9918160.00   | 0.63%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | NEUBERGER BERMAN LOAN ADVISERS CLO 29 SERIES: 18-29A CLASS: SPRI        | CUSIP: 64131HAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $568000.00    | 0.04%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRIGADE DEBT FUNDING                                    | BRIGADE DEBT FUNDING I SERIES: 2018-1A CLASS: SUB                       | CUSIP: 10901VAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  55000000 | PA      | $33220000.00  | 2.09%             | 2036-04-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SHACKLETON CLO LTD                                      | SHACKLETON 2014-VI-R CLO SERIES: 2014-6RA CLASS: SUB                    | CUSIP: 81881HAE6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19200000 | PA      | $576000.00    | 0.04%             | 2028-07-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| JFIN CLO LTD                                            | JFIN CLO 2017 LTD JFIN 2017-1A E                                        | CUSIP: 46619PAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $9397479.00   | 0.59%             | 2029-04-24      | Floating      | 10.67%                | No            |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                                     | APEX CREDIT CLO SERIES: 2018-2A CLASS: F                                | CUSIP: 03754KAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7600000 | PA      | $5651861.60   | 0.36%             | 2031-10-20      | Floating      | 13.22%                | 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      | $6300720.00   | 0.40%             | 2034-04-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                | IVY HILL MIDDLE MARKET CREDIT FUND XVIII MATURITY: 04/20/2033           | CUSIP: 46600QAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4151470.00   | 0.26%             | 2033-04-22      | Floating      | 12.07%                | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                      | NEUBERGER BERMAN LOAN ADVISERS CLO 36 SERIES: 2020-36A CLASS: F         | CUSIP: 64133JAN4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4220220.00   | 0.27%             | 2033-04-20      | Floating      | 12.74%                | No            |                  3 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                | IVY HILL MIDDLE MARKET CREDIT FUND XII MATURITY: 07/20/2029             | CUSIP: 46600DAE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $24722460.00  | 1.56%             | 2029-07-20      | Floating      | 12.41%                | Yes           |                  3 | On Loan: No      |
| OCEAN TRAILS CLO                                        | OCEAN TRAILS CLO IX SERIES:20-9A  CLASS: ER                             | CUSIP: 67515YAE2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $8669900.00   | 0.55%             | 2034-10-15      | Floating      | 11.53%                | Yes           |                  3 | On Loan: No      |
| BATTALION CLO LTD                                       | BATTALION CLO XXIV SERIES: 22-24A CLASS: E                              | CUSIP: 07135KAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  10475000 | PA      | $9637000.00   | 0.61%             | 2034-01-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO LTD                                       | ELEVATION CLO 2014-2 LTD AWPT 2014-2A FR                                | CUSIP: 28622RAB5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8550000 | PA      | $6412192.20   | 0.40%             | 2029-10-15      | Floating      | 12.77%                | 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      | $14920335.36  | 0.94%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                | IVY HILL MIDDLE MARKET CREDIT FUND LTD IVYH 7A SUB                      | CUSIP: 46602YAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19066500 | PA      | $10009912.50  | 0.63%             | 2025-10-20      | 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        |  22625000 | PA      | $9276250.00   | 0.58%             | 2028-07-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $11766454.70  | 0.74%             | 2031-10-20      | Floating      | 10.77%                | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                       | BATTALION CLO VIII EQUITY TRANCHE                                       | CUSIP: 07132BAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  23307000 | PA      | $9322800.00   | 0.59%             | 2030-07-18      | Variable      | 0.00%                 | No            |                  3 | 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        |  30312000 | PA      | $20915280.00  | 1.32%             | 2033-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SARANAC CLO LIMITED                                     | SARANAC CLO VII LTD SRANC 2014-2A ER                                    | CUSIP: 80316QAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   7750000 | PA      | $3784169.99   | 0.24%             | 2029-11-20      | Floating      | 11.40%                | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO XX EQUITY TRANCHE                           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  32470000 | PA      | $25443492.00  | 1.60%             | 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      | $35902500.00  | 2.26%             | 2032-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                             | OCP CLO 2017-14A SUB EQUITY TRANCHE                                     | CUSIP: 67097TAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  16333000 | PA      | $6533200.00   | 0.41%             | 2030-11-20      | 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        |  11500000 | PA      | $5670086.50   | 0.36%             | 2030-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | TCW CLO 2019-2 EQUITY TRANCHE                                           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  28463000 | PA      | $16508540.00  | 1.04%             | 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      | $2315720.00   | 0.15%             | 2029-01-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO XXVII SERIES: 22-27A VIBR CLASS: F          | CUSIP: 08182QAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    475000 | PA      | $465198.38    | 0.03%             | 2035-07-20      | Floating      | 12.93%                | Yes           |                  3 | 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      | $8332480.00   | 0.53%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                       | BATTALION CLO VII SERIES 2014-7A CLASS SUB                              | CUSIP: 07131YAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12746000 | PA      | $350515.00    | 0.02%             | 2028-07-17      | Variable      | 0.00%                 | No            |                  3 | 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      | $12403074.75  | 0.78%             | 2033-04-15      | Floating      | 13.05%                | Yes           |                  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      | $2840893.25   | 0.18%             | 2034-04-20      | Floating      | 10.99%                | Yes           |                  3 | 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        |  26625000 | PA      | $10117500.00  | 0.64%             | 2027-10-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BATTALION CLO XI EQUITY TRANCHE                                         | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  38324300 | PA      | $22802958.50  | 1.44%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                      | NEUBERGER BERMAN LOAN ADVISERS CLO 43 (EQUITY TRANCHE)                  | CUSIP: 64134DAG1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    119000 | PA      | $73780.00     | 0.00%             | 2035-07-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                                | VOYA CLO 2021-3 SERIES: 2021-3  CLASS: SUB                              | CUSIP: 92919CAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  31600000 | PA      | $22740276.40  | 1.43%             | 2035-01-22      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                | NEUBERGER BERMAN LOAN ADVISERS CLO 27 EQUITY TRANCHE                    | CUSIP: 64131VAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $5520000.00   | 0.35%             | 2030-01-15      | 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        |  24662673 | PA      | $21270766.15  | 1.34%             | 2028-04-17      | Floating      | 10.64%                | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                      | NEUBERGER BERMAN LOAN ADVISERS CLO 39 (EQUITY TRANCHE)                  | CUSIP: 64134FAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  14812000 | PA      | $8887200.00   | 0.56%             | 2032-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                      | NEUBERGER BERMAN LOAN ADVISERS CLO 38 (EQUITY TRANCHE)                  | CUSIP: 64133TAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  14719000 | PA      | $9567350.00   | 0.60%             | 2032-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| B&M CLO LTD                                             | B&M CLO LTD BANDM 2014-1A                                               | CUSIP: 05509TAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    952850 | PA      | $389767.95    | 0.02%             | 2026-04-16      | Floating      | 9.83%                 | 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      | $12673975.20  | 0.80%             | 2031-10-20      | Floating      | 12.74%                | No            |                  3 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                | IVY HILL MIDDLE MARKET CREDIT FUND XIV SERIES: 14A CLASS: D             | CUSIP: 46604GAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15555000 | PA      | $13153028.01  | 0.83%             | 2030-04-18      | Floating      | 11.26%                | No            |                  3 | On Loan: No      |
| N/A                                                     | NEUBERGER BERMAN LOAN ADVISERS CLO 32 SERIES: 19-32A CLASS: SINC        | CUSIP: 64132HAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1325406 | PA      | $894649.05    | 0.06%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                       | BATTALION CLO X (FACTORED) EQUITY TRANCHE                               | CUSIP: 07132KAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  25270000 | PA      | $20216000.00  | 1.27%             | 2029-01-24      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | SHACKLETON 2021-XVI CLO EQUITY TRANCHE                                  | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  25230000 | PA      | $13245750.00  | 0.83%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| LONGFELLOW PLACE CLO LLC                                | LONGFELLOW PLACE CLO SERIES: 2013-1A CLASS: ERR                         | CUSIP: 54303NAF7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3259860.00   | 0.21%             | 2029-04-15      | Floating      | 11.78%                | No            |                  3 | On Loan: No      |
| VOYA CLO                                                | VOYA CLO SERIES: 2020-2A                                                | CUSIP: 92918JAB2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  41288000 | PA      | $34700086.72  | 2.19%             | 2031-07-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GREAT LAKES CLO LTD                                     | GREAT LAKES CLO LTD SERIES: 2015-1A CLASS: FR                           | CUSIP: 39055UAJ4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   6517000 | PA      | $5232329.84   | 0.33%             | 2030-01-16      | Floating      | 14.08%                | No            |                  3 | On Loan: No      |
| BATTERY PARK CDO, LIMITED                               | BATTERY PARK CLO II SERIES 22-1A  CLASS: D                              | CUSIP: 07134CAG2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $496592.00    | 0.03%             | 2035-10-20      | Floating      | 9.86%                 | Yes           |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                                     | APEX CREDIT CLO SERIES: 2021-1A CLASS: E                                | CUSIP: 03754DAE3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1667900.00   | 0.11%             | 2034-07-18      | Floating      | 11.45%                | Yes           |                  3 | On Loan: No      |
| ZOHAR LIMITED                                           | ZOHAR III LTD ZOHAR 2007-3A A2                                          | CUSIP: 989769AD6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  90000000 | PA      | $0.01         | 0.00%             | 2019-04-15      | Floating      | 0.74%                 | No            |                  3 | On Loan: No      |
| VALHALLA CLO, LTD.                                      | VALHALLA CLO LTD 2004-1A                                                | CUSIP: 91914QAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $650.00       | 0.00%             | 2016-08-01      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ICE GLOBAL CREDIT CLO LTD                               | ICE GLOBAL CREDIT CLO LTD ICEC 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      |
| BENEFIT STREET PARTNERS CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 26 EQUITY TRANCHE                    | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  13600000 | PA      | $7072000.00   | 0.45%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                             | OCP CLO 2014-6 LTD OCP 2014-6A ER                                       | CUSIP: 67106HAJ3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10800000 | PA      | $8733484.80   | 0.55%             | 2030-10-17      | Floating      | 12.14%                | 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      | $66798.75     | 0.00%             | 2033-04-20      | 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        |   4050000 | PA      | $2531942.55   | 0.16%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                             | OCP CLO SERIES 2019-16A CLASS SUB                                       | CUSIP: 67570RAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $5482620.00   | 0.35%             | 2032-01-20      | 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      | $19442149.88  | 1.23%             | 2035-01-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| EATON VANCE CLO LTD                                     | EATON VANCE CLO 2020-1 SERIES: 2020-1A  CLASS: SUB                      | CUSIP: 278301AC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  22785000 | PA      | $15721650.00  | 0.99%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  3 | 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        |  68733000 | PA      | $25511627.61  | 1.61%             | 2027-04-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ELEVATION CLO LTD                                       | ELEVATION CLO SERIES: 2018-10A CLASS: E                                 | CUSIP: 28622WAE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $11398156.00  | 0.72%             | 2031-10-20      | Floating      | 10.53%                | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                             | OCP CLO 2013-4 LTD OCP 2013-4A ER                                       | CUSIP: 67105KAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $6619643.25   | 0.42%             | 2029-04-24      | Floating      | 12.17%                | No            |                  3 | On Loan: No      |
| BATTERY PARK CDO, LIMITED                               | BATTERY PARK CLO II SERIES 22-1A  CLASS: C                              | CUSIP: 07134CAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499130.50    | 0.03%             | 2035-10-20      | Floating      | 8.63%                 | 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        |  20597000 | PA      | $15631063.30  | 0.99%             | 2034-07-20      | 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      | $18627310.80  | 1.17%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| 1988 CLO LTD                                            | 1988 CLO I SERIES 22-1A  CLASS: D                                       | CUSIP: 653937AG7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1952438.00   | 0.12%             | 2037-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | NEUBERGER BERMAN LOAN ADVISERS CLO 29 SERIES: 18-29A CLASS: 1ISR        | CUSIP: 64131HAE0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |     92000 | PA      | $53820.00     | 0.00%             | 2049-12-31      | None          | 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        |  25350000 | PA      | $18057692.25  | 1.14%             | 2034-10-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $12822324.80  | 0.81%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ELEVATION CLO LTD                                       | ELEVATION CLO 2014-2 LTD AWPT 2014-2A ER                                | CUSIP: 28622RAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $6618607.50   | 0.42%             | 2029-10-15      | Floating      | 10.48%                | 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      | $9122973.75   | 0.57%             | 2033-04-17      | Floating      | 12.68%                | No            |                  3 | On Loan: No      |
| N/A                                                     | BIGHORN X WAREHOUSE WAREHOUSE NOTE                                      | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3120000.00   | 0.20%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ZOHAR LIMITED                                           | ZOHAR III LTD ZOHAR 2007-3A A3                                          | CUSIP: 989769AE4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  56000000 | PA      | $0.01         | 0.00%             | 2019-04-15      | Floating      | 0.94%                 | No            |                  3 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                              | MONROE CAPITAL MML CLO SERIES: 2016-1A CLASS: ER                        | CUSIP: 61033QAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7115137.50   | 0.45%             | 2028-07-22      | Floating      | 11.57%                | 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      | $10798830.00  | 0.68%             | 2032-01-19      | Fixed         | 0.00%                 | No            |                  3 | 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        |  11695868 | PA      | $8018921.02   | 0.51%             | 2029-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO II SERIES: 13-III CLASS: SUB                | CUSIP: 08180GAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10450000 | PA      | $1358500.00   | 0.09%             | 2026-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SHACKLETON CLO LTD                                      | SHACKLETON 2021-XVI CLO SERIES: 2021-16A CLASS: E                       | CUSIP: 81883KAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  13230000 | PA      | $11305564.20  | 0.71%             | 2034-10-20      | Floating      | 11.20%                | Yes           |                  3 | On Loan: No      |
| FIFTH STREET SENIOR LOAN FUND LLC                       | NEW STAR FAIRFIELD FUND CLO FKA FIFTH STREET SLF II                     | CUSIP: 31679UAB4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  50029000 | PA      | $17727275.86  | 1.12%             | 2027-09-29      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED                             | FORTRESS CREDIT BSL XV SERIES: 22-2 CLASS: D                            | CUSIP: 34964WAL6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $894928.50    | 0.06%             | 2033-10-18      | Floating      | 10.47%                | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                | NEUBERGER BERMAN CLO LTD NEUB 2013-15A INC                              | CUSIP: 64129NAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19868600 | PA      | $5761894.00   | 0.36%             | 2029-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                         | BENEFIT STREET PARTNERS CLO II SERIES: 2013-IIA    CLASS: DR            | CUSIP: 08180CAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  14600000 | PA      | $12633058.80  | 0.80%             | 2029-07-15      | Floating      | 10.63%                | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO