# EDGAR Filing Document

**Accession Number:** 0001407736
**File Stem:** 0002048251-26-004395
**Filing Date:** 2026-5
**Character Count:** 124289
**Document Hash:** 4ee5561d58ecceba70a1d99de209814f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004395.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004395

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**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:** 261040805

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

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

## Nport-Ex

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

March 31, 2026

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| ASSET-BACKED SECURITIES — 103.8% |  |  |
| BERMUDA — 1.0% |  |  |
| &nbsp;&nbsp;&nbsp;New Mountain Guardian IV Income Rated Feeder II, Ser 2024-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.602%, TSFR3M + 2.750% 04/05/37 (A)(B) | $2000000 | $2000514 |
| &nbsp;&nbsp;&nbsp;New Mountain Guardian IV Income Rated Feeder II, Ser 2024-1A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.852%, TSFR3M + 6.000% 04/05/37 (A)(B) | 2000000 | 1990022 |
| &nbsp;&nbsp;&nbsp;New Mountain Guardian IV Income Rated Feeder II, Ser 2024-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.252%, TSFR3M + 8.400% 04/05/37 (A)(B) | 6000000 | 5893026 |
| &nbsp;&nbsp;&nbsp;New Mountain Guardian IV Income Rated Feeder II, Ser 2024-1A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.352%, TSFR3M + 8.500% 04/05/37 (A)(B) | 7000000 | 6534675 |
|  |  | 16418237 |
| CAYMAN ISLANDS — 27.3% |  |  |
| &nbsp;&nbsp;&nbsp;Abry Liquid Credit CLO, Ser 2025-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.073%, TSFR3M + 3.250% 10/20/38 (A)(B) | 3750000 | 3747278 |
| &nbsp;&nbsp;&nbsp;Abry Liquid Credit CLO, Ser 2025-1A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.823%, TSFR3M + 6.000% 10/20/38 (A)(B) | 3750000 | 3601290 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2024-1A, Cl D1RR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.518%, TSFR3M + 3.850% 07/18/37 (A)(B) | 4000000 | 3812460 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2024-2A, Cl D1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.418%, TSFR3M + 3.750% 07/25/37 (A)(B) | 4500000 | 4499977 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2025-12A, Cl D1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.418%, TSFR3M + 3.750% 04/20/38 (A)(B) | 8500000 | 8493293 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2025-2A, Cl DR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.168%, TSFR3M + 3.500% 10/20/38 (A)(B) | 8500000 | 8132961 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2025-2A, Cl DR3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.518%, TSFR3M + 2.850% 10/20/31 (A)(B) | 2500000 | 2436315 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2026-13A, Cl D1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.971%, TSFR3M + 3.300% 01/22/39 (A)(B) | 5500000 | 5452425 |
| &nbsp;&nbsp;&nbsp;Ares XLI Clo, Ser 2016-41A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 (B)(C)(E) | 29388000 | 5264566 |
| &nbsp;&nbsp;&nbsp;Ares XLI Clo, Ser 2016-41A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 (B)(C)(E) | 10086000 | 1806806 |
| &nbsp;&nbsp;&nbsp;Ares XXXIV CLO, Ser 2015-2A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/38 (B)(C)(E) | 25833123 | 15254459 |
| &nbsp;&nbsp;&nbsp;Ares XXXIX CLO, Ser 2016-39A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/18/31 (B)(C)(E) | 52860000 | 11629200 |
| &nbsp;&nbsp;&nbsp;Atlas Senior Loan Fund VII, Ser 2018-7A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.334%, TSFR3M + 6.662% 11/27/31 (A)(B) | 1000000 | 899153 |
| &nbsp;&nbsp;&nbsp;Atlas Senior Loan Fund XXV, Ser 2025-25A, Cl D1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.348%, TSFR3M + 3.680% 07/20/38 (A)(B) | 10800000 | 10807484 |
| &nbsp;&nbsp;&nbsp;Barings CLO, Ser 2024-3A, Cl D2RR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.768%, TSFR3M + 4.100% 01/20/36 (A)(B) | 1750000 | 1654940 |
| &nbsp;&nbsp;&nbsp;Battalion CLO VIII, Ser 2015-8A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/30 (B)(C)(D)(E) | 23307000 | 1281885 |
| &nbsp;&nbsp;&nbsp;Battalion CLO X, Ser 2016-10A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/35 (B)(C)(E) | 25270000 | 2779700 |
| &nbsp;&nbsp;&nbsp;Battalion CLO X, Ser 2021-10A, Cl CR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.380%, TSFR3M + 3.712% 01/24/35 (A)(B) | 1725000 | 1591235 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XI, Ser 2021-11A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.780%, TSFR3M + 7.112% 04/24/34 (A)(B) | 8250000 | 6808016 |
| &nbsp;&nbsp;&nbsp;Battalion Clo XVI, Ser 2024-16A, Cl CR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.668%, TSFR3M + 2.000% 01/20/38 (A)(B) | 2063000 | 2060353 |
| &nbsp;&nbsp;&nbsp;Battalion Clo XVI, Ser 2024-16A, Cl ER2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.758%, TSFR3M + 7.090% 01/20/38 (A)(B) | 5575000 | 5177084 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XX, Ser 2025-20A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.922%, TSFR3M + 6.250% 04/15/38 (A)(B) | 4125000 | 3787666 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXIV, Ser 2022-24A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.467%, 07/14/36 | 7375000 | 6894401 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXVIII, Ser 2025-28A, Cl D2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.618%, TSFR3M + 3.950% 01/20/38 (A)(B) | 3700000 | 3581149 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

March 31, 2026

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXVIII, Ser 2025-28A, Cl Z |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.254%, 01/20/38 (B) | $174451 | $169217 |
| &nbsp;&nbsp;&nbsp;Battery Park CLO, Ser 2024-1A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.923%, TSFR3M + 7.250% 07/15/36 (A)(B) | 2300000 | 2100427 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO II, Ser 2013-III, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/29 (C)(D)(E) | 10450000 | 305140 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/29 (B)(C)(D)(E) | 21904000 | 608931 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/26 (B)(C)(E) | 47166000 | 21696360 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IX, Ser 2024-9A, Cl FR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.668%, TSFR3M + 8.000% 10/20/37 (A)(B) | 250000 | 220607 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO V-B, Ser 2024-5BA, Cl FR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.468%, TSFR3M + 7.800% 07/20/37 (A)(B) | 300000 | 277762 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/34 (B)(C)(D)(E) | 48482000 | 18423160 |
| &nbsp;&nbsp;&nbsp;Bridge Street CLO VI, Ser 2025-2A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.923%, TSFR3M + 5.250% 01/15/39 (A)(B) | 6000000 | 5740506 |
| &nbsp;&nbsp;&nbsp;Brigade Debt Funding II, Ser 2018-2A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/35 (B)(C)(E) | 22156000 | 8335087 |
| &nbsp;&nbsp;&nbsp;Brightwood Capital MM CLO, Ser 2025-1A, Cl C1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.673%, TSFR3M + 3.000% 04/15/36 (A)(B) | 2400000 | 2401594 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2018-10A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/31 (B)(C)(E) | 40850000 | 1634000 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2025-1A, Cl D1R3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.018%, TSFR3M + 3.350% 07/25/38 (A)(B) | 7500000 | 7462425 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2026-19A, Cl D1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.569%, TSFR3M + 2.900% 03/31/38 (A)(B) | 5000000 | 4951285 |
| &nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund IX, Ser 2025-9A, Cl ER3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.171%, TSFR3M + 6.500% 07/23/37 (A)(B) | 2000000 | 1921572 |
| &nbsp;&nbsp;&nbsp;LCM 31 CLO, Ser 2020-31A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/32 (C)(E) | 5187000 | 917321 |
| &nbsp;&nbsp;&nbsp;LCM 31 CLO, Ser 2024-31A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.918%, TSFR3M + 7.250% 07/20/34 (A)(B) | 3250000 | 2708485 |
| &nbsp;&nbsp;&nbsp;LCM 32 CLO, Ser 2021-32A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/34 (B)(C)(E) | 17210000 | 3143613 |
| &nbsp;&nbsp;&nbsp;LCM 32 CLO, Ser 2021-33A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/34 (C)(E) | 1043735 | 135279 |
| &nbsp;&nbsp;&nbsp;LCM 33 CLO, Ser 2021-33A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/34 (C)(E) | 21240000 | 1595206 |
| &nbsp;&nbsp;&nbsp;LCM 41 CLO, Ser 2024-41A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/36 (B)(C)(E) | 5000000 | 1762500 |
| &nbsp;&nbsp;&nbsp;Man Capital CLO, Ser 2026-2RA, Cl D1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.170%, TSFR3M + 3.500% 04/17/39 (A)(B) | 1000000 | 994743 |
| &nbsp;&nbsp;&nbsp;Man Capital CLO, Ser 2026-2RA, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.850%, TSFR3M + 7.180% 04/17/39 (A)(B) | 4000000 | 3792724 |
| &nbsp;&nbsp;&nbsp;Market Street CLO II, Ser 2025-2A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/38 (B)(C)(E) | 17000000 | 10540000 |
| &nbsp;&nbsp;&nbsp;MidOcean Credit CLO, Ser 2025-20A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/39 (C)(E) | 16640000 | 12147200 |
| &nbsp;&nbsp;&nbsp;MidOcean Credit CLO XVI, Ser 2024-16A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/37 (B)(C)(E) | 5500000 | 3630000 |
| &nbsp;&nbsp;&nbsp;MidOcean Credit CLO XVIII, Ser 2025-18A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/35 (B)(C)(E) | 19129500 | 14634068 |
| &nbsp;&nbsp;&nbsp;Mountain View CLO, Ser 2017-1A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.630%, TSFR3M + 7.962% 10/12/30 (A)(B) | 10000000 | 6711880 |
| &nbsp;&nbsp;&nbsp;Mountain View CLO XV, Ser 2024-2A, Cl CR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.573%, TSFR3M + 2.900% 07/15/37 (A)(B) | 3750000 | 3751500 |
| &nbsp;&nbsp;&nbsp;Mountain View CLO XVII, Ser 2025-1A, Cl D1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.973%, TSFR3M + 3.300% 10/15/38 (A)(B) | 3125000 | 3119406 |
| &nbsp;&nbsp;&nbsp;Mountain View CLO XVIII, Ser 2024-1A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.270%, TSFR3M + 7.590% 10/16/37 (A)(B) | 3675000 | 3686062 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

March 31, 2026

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| &nbsp;&nbsp;&nbsp;Navesink CLO 1, Ser 2025-1A, Cl D1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.568%, TSFR3M + 3.900% 07/25/33 (A)(B) | $3000000 | $3002946 |
| &nbsp;&nbsp;&nbsp;Navesink CLO 5, Ser 2026-5A, Cl D1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.757%, TSFR3M + 3.050% 03/31/39 (A)(B) | 1000000 | 993504 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 29, Ser 2018-29A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/31 (B)(C)(E) | 27435000 | 11248350 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 30, Ser 2019-30A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/31 (B)(C)(E) | 4889000 | 2175605 |
| &nbsp;&nbsp;&nbsp;Ocean Trails CLO 8, Ser 2025-8A, Cl D1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.208%, TSFR3M + 3.400% 03/15/38 (A)(B) | 6000000 | 5911158 |
| &nbsp;&nbsp;&nbsp;Ocean Trails CLO IX, Ser 2025-9A, Cl D1RA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.823%, TSFR3M + 3.150% 01/15/38 (A)(B) | 3750000 | 3677396 |
| &nbsp;&nbsp;&nbsp;Polus US CLO II, Ser 2025-2A, Cl D1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.168%, TSFR3M + 3.500% 07/20/38 (A)(B) | 9375000 | 9358097 |
| &nbsp;&nbsp;&nbsp;Polus US CLO III, Ser 2026-3A, Cl D1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.837%, TSFR3M + 3.200% 01/20/39 (A)(B) | 4500000 | 4497183 |
| &nbsp;&nbsp;&nbsp;Rad CLO 15, Ser 2025-15A, Cl DR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.168%, TSFR3M + 6.500% 07/20/40 (A)(B) | 7000000 | 6402144 |
| &nbsp;&nbsp;&nbsp;Rad CLO 18, Ser 2025-18A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.173%, TSFR3M + 6.500% 07/15/37 (A)(B) | 4500000 | 4153509 |
| &nbsp;&nbsp;&nbsp;Romark CLO IV, Ser 2025-4A, Cl C1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.829%, TSFR3M + 3.150% 07/10/34 (A)(B) | 3125000 | 3048384 |
| &nbsp;&nbsp;&nbsp;Saratoga Investment Senior Loan Fund, Ser 2025-1A, Cl CR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.068%, TSFR3M + 2.400% 10/20/37 (A)(B) | 3750000 | 3756506 |
| &nbsp;&nbsp;&nbsp;Sculptor CLO XXX, Ser 2025-30A, Cl D1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.268%, TSFR3M + 3.600% 07/20/38 (A)(B) | 9500000 | 9391700 |
| &nbsp;&nbsp;&nbsp;TCP Whitney CLO, Ser 2025-1A, Cl D2R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.856%, TSFR3M + 5.200% 11/20/37 (A)(B) | 3562500 | 3483626 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2021-2A, Cl D1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.768%, 10/24/38 | 8400000 | 8219954 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2024-1A, Cl ER3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.138%, TSFR3M + 7.470% 10/25/35 (A)(B) | 9333000 | 8599538 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2025-1A, Cl D1R4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.668%, TSFR3M + 3.000% 03/24/38 (A)(B) | 6800000 | 6720617 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2025-2A, Cl DJR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.868%, TSFR3M + 4.200% 10/24/38 (A)(B) | 1500000 | 1408137 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2025-2A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.418%, TSFR3M + 6.750% 10/24/38 (A)(B) | 4150000 | 3783763 |
| &nbsp;&nbsp;&nbsp;Venture 34 CLO, Ser 2018-34A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.235%, TSFR3M + 3.562% 10/15/31 (A)(B) | 4000000 | 3966808 |
| &nbsp;&nbsp;&nbsp;Venture 35 CLO, Ser 2018-35A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.431%, TSFR3M + 3.762% 10/22/31 (A)(B) | 3135000 | 2966431 |
| &nbsp;&nbsp;&nbsp;Venture XXII CLO, Ser 2018-22A, Cl DR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.685%, TSFR3M + 3.012% 01/15/31 (A)(B) | 3500000 | 3396670 |
| &nbsp;&nbsp;&nbsp;Venture XXVI CLO, Ser 2017-26A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/29 (B)(C)(E) | 10526000 | 1053 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2015-3A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/31 (B)(C)(E) | 56700000 | 1701000 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2017-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.029%, TSFR3M + 6.362% 04/17/30 (A)(B) | 2600000 | 2507474 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-2A, Cl DR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.530%, TSFR3M + 5.862% 04/25/31 (A)(B) | 2787500 | 2577197 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-4A, Cl DR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.881%, TSFR3M + 6.212% 07/14/31 (A)(B) | 1098000 | 1050181 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2025-4A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/38 (B)(C)(E) | 39971250 | 34175419 |
| &nbsp;&nbsp;&nbsp;Wind River CLO, Ser 2025-3A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.918%, TSFR3M + 6.250% 04/20/38 (A)(B) | 8812500 | 8163486 |
|  |  | 431309992 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

March 31, 2026

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| IRELAND — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;ICE Global Credit CLO, Ser 2013-1A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/24 (B)(C)(E) | $12500000 | $1250 |
| JERSEY — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Atlas Senior Loan Fund XX, Ser 2024-20A, Cl D1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.518%, TSFR3M + 3.850% 10/19/37 (A)(B) | 2500000 | 2503640 |
| &nbsp;&nbsp;&nbsp;Atlas Senior Loan Fund XXII, Ser 2026-22A, Cl D1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.678%, TSFR3M + 4.000% 04/20/39 (A)(B) | 2000000 | 2000000 |
| &nbsp;&nbsp;&nbsp;Black Diamond CLO 2022-1, Ser 2026-1A, Cl D1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.962%, TSFR3M + 3.300% 04/25/39 (A)(B) | 1262000 | 1253802 |
| &nbsp;&nbsp;&nbsp;Fortress Credit BSL XVIII, Ser 2025-1A, Cl D1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, TSFR3M + 3.900% 04/23/36 (A)(B) | 9375000 | 9262912 |
| &nbsp;&nbsp;&nbsp;LCM 39 CLO, Ser 2024-39A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.673%, TSFR3M + 7.000% 10/15/34 (A)(B) | 2990000 | 2759232 |
| &nbsp;&nbsp;&nbsp;LCM 40 CLO, Ser 2024-40A, Cl D1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.423%, TSFR3M + 3.750% 01/15/38 (A)(B) | 3000000 | 2856696 |
| &nbsp;&nbsp;&nbsp;Saranac CLO VII, Ser 2017-2A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.637%, TSFR3M + 6.982% 11/20/29 (A)(B) | 8653281 | 792805 |
|  |  | 21429087 |
| UNITED STATES — 74.1% |  |  |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2018-2A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.459%, TSFR3M + 6.792% 10/20/31 (A)(B) | 14300000 | 7489911 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2018-2A, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.909%, TSFR3M + 9.242% 10/20/31 (A)(B) | 8401789 | 3567643 |
| &nbsp;&nbsp;&nbsp;Apex Credit CLO, Ser 2021-1A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.189%, 07/18/34 | 2000000 | 1287034 |
| &nbsp;&nbsp;&nbsp;Battalion CLO 31, Ser 2026-31A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/39 (B)(C)(E) | 12000000 | 11400000 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XI, Ser 2017-11A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/24/34 (B)(C)(E) | 38324300 | 3065944 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XII, Ser 2018-12A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/31 (B)(C)(E) | 46533517 | 1163338 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XIV, Ser 2019-14A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/32 (C)(E) | 47870000 | 4787000 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XVI, Ser 2019-16A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 (B)(C)(E) | 45360964 | 10206217 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XX, Ser 2021-20A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/38 (B)(C)(E) | 63695022 | 13694430 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXIV, Ser 2022-24A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/14/34 (B)(C)(E) | 52935000 | 13895437 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXIX, Ser 2025-29A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/38 (B)(C)(E) | 15442000 | 11427080 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXVIII, Ser 2025-28A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 (B)(C)(E) | 14758560 | 10330992 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XXX, Ser 2025-30A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/39 (C)(E) | 15822700 | 14556884 |
| &nbsp;&nbsp;&nbsp;Battalion Warehouse Note (C)(E) | 7814679 | 7814679 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO, Ser 2018-5BA, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/31 (C)(E) | 65156000 | 21501480 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO 42, Ser 2025-42A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/38 (B)(C)(E) | 42750000 | 32490000 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO 47, Ser 2026-47A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/39 (B)(C)(D)(E) | 34900000 | 32457000 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO II, Ser 2013-IIA, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/29 (B)(C)(D)(E) | 23450000 | 684740 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IV, Ser 2014-IVA, Cl SUBG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/38 (B)(C)(E) | 20004000 | 9201840 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/25 (B)(C)(D)(E) | 16422249 | 10181795 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

March 31, 2026

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/29 (B)(C)(E) | $85060794 | $31472494 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/27 (C)(D)(E) | 36750000 | 1525125 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO VIII, Ser 2015-8A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/31 (C)(D)(E) | 36680000 | 700588 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 (B)(C)(E) | 19342962 | 14979190 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/37 (B)(C)(E) | 97351000 | 26284770 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XV, Ser 2018-15A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/31 (B)(C)(E) | 9794892 | 3917957 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/38 (B)(C)(E) | 58205000 | 37251200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/38 (B)(C)(E) | 41990000 | 27293500 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/34 (C)(D)(E) | 24000000 | 10080000 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XXX (C)(E) | 38967726 | 26887731 |
| &nbsp;&nbsp;&nbsp;Blue Owl Warehouse Note (C)(E) | 4900000 | 4900000 |
| &nbsp;&nbsp;&nbsp;Bridge Street CLO VI, Ser 2025-2A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/39 (B)(C)(E) | 15900000 | 14384730 |
| &nbsp;&nbsp;&nbsp;Brigade Debt Funding I, Ser 2018-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/36 (C)(E) | 55000000 | 2959000 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2018-10A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.219%, TSFR3M + 6.552% 10/20/31 (A)(B) | 19000000 | 16736872 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2018-8A, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.980%, TSFR3M + 8.122% 10/25/30 (A)(B) | 7081278 | 177032 |
| &nbsp;&nbsp;&nbsp;First Eagle Berkeley Fund CLO, Ser 2016-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/28 (B)(C)(D)(E) | 32718000 | 1570464 |
| &nbsp;&nbsp;&nbsp;Great Lakes CLO, Ser 2015-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/30 (B)(C)(E) | 24580042 | 5321579 |
| &nbsp;&nbsp;&nbsp;Ivy Hill IV Warehouse Note (C)(E) | 85000000 | 72675000 |
| &nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund, Ser 2013-7A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/36 (B)(C)(E) | 32958849 | 13183540 |
| &nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/37 (B)(C)(E) | 21894837 | 14450592 |
| &nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund XXII, Ser 2024-22A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/36 (B)(C)(E) | 7000000 | 5250000 |
| &nbsp;&nbsp;&nbsp;Jefferies Credit Partners Direct Lending CLO, Ser 2024-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/36 (B)(C)(E) | 6800000 | 5100000 |
| &nbsp;&nbsp;&nbsp;Lake Shore CLO, Ser 2019-1A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.904%, 04/15/33 | 14550000 | 14258389 |
| &nbsp;&nbsp;&nbsp;MCF CLO VIII, Ser 2018-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/18/36 (B)(C)(E) | 27710000 | 17845240 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman CLO 32R, Ser 2025-32RA, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/39 (B)(C)(E) | 23110000 | 18441780 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman CLO XV, Ser 2013-15A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29 (B)(C)(E) | 19868600 | 298029 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/17/30 (B)(C)(D)(E) | 157267000 | 32239735 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO, Ser 2025-36RA, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/39 (B)(C)(E) | 15975000 | 13339125 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 24, Ser 2017-24A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/19/30 (B)(C)(E) | 24004059 | 6646244 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 25, Ser 2017-25A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/29 (B)(C)(E) | 25100000 | 5773000 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 27, Ser 2018-27A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/38 (B)(C)(E) | 18860000 | 4149200 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

March 31, 2026

---

| | | |
|:---|:---|:---|
| Description | Par Value | Fair Value |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 27, Ser 2018-27A, Cl SUBN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.072%, 07/15/38 (A)(B)(C) | $295867 | $32335 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 32, Ser 2019-32A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/19/32 (B)(C)(E) | 18300000 | 292800 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/33 (B)(C)(E) | 8625000 | 112125 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 38, Ser 2020-38A, Cl SBPF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/32 (C)(E) | 69788 | 17447 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 38, Ser 2020-38A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/32 (C)(E) | 7600000 | 2660000 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisors CLO 39, Ser 2020-39A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/32 (C)(D)(E) | 15147625 | 5389376 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisors CLO 41, Ser 2021-41A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 (C)(E) | 8865375 | 3156079 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisors CLO 43, Ser 2021-43, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/35 (C)(E) | 13119000 | 6564171 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Warehouse Note (C)(E) | 17303000 | 17493333 |
| &nbsp;&nbsp;&nbsp;NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/30 (B)(C)(E) | 50029000 | 5068223 |
| &nbsp;&nbsp;&nbsp;NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.309%, TSFR3M + 7.642% 04/20/30 (A)(B) | 10350000 | 9779725 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2017-13A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/26/37 (B)(C)(E) | 16465458 | 3622401 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2017-14A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 (B)(C)(E) | 20592000 | 6898320 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2019-16 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/32 (B)(C)(E) | 6250 |  |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2019-16A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/10/32 (B)(C)(E) | 9000000 |  |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2019-17A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 (B)(C)(E) | 31690 | 11725300 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2019-17A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 (B)(C)(E) | 21710000 | 8032700 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2020-19A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/38 (B)(C)(E) | 11592000 | 7187040 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2021-21A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/34 (C)(E) | 31177625 | 17381526 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2024-31A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/39 (B)(C)(E) | 17092000 | 11109800 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2024-33A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 (B)(C)(E) | 15000000 | 9138000 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2024-38A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/38 (B)(C)(E) | 13000000 | 8385000 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2025-43A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/38 (B)(C)(E) | 30000000 | 23064000 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2025-46A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/38 (B)(C)(E) | 33960000 | 27337800 |
| &nbsp;&nbsp;&nbsp;Onex Warehouse Note (C)(E) | 18000000 | 18000000 |
| &nbsp;&nbsp;&nbsp;Orion CLO, Ser 2025-5A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/25 (B)(C)(E) | 20261500 | 11042517 |
| &nbsp;&nbsp;&nbsp;Polus US CLO II, Ser 2025-2A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/38 (B)(C)(E) | 11785000 | 6128200 |
| &nbsp;&nbsp;&nbsp;Rad CLO 15, Ser 2021-15A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/40 (B)(C)(E) | 18040000 | 6314000 |
| &nbsp;&nbsp;&nbsp;Rad CLO 18, Ser 2023-18A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/37 (B)(C)(E) | 17468500 | 11179840 |
| &nbsp;&nbsp;&nbsp;Sculptor CLO XXXII, Ser 2024-32A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/37 (B)(C)(E) | 5000000 | 2500000 |
| &nbsp;&nbsp;&nbsp;Sculptor CLO XXXIV, Ser 2024-34A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 (B)(C)(E) | 4000000 | 1915200 |

---

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

March 31, 2026

---

| | | |
|:---|:---|:---|
| Description | Par Value/Shares | Fair Value |
| &nbsp;&nbsp;&nbsp;Shackleton CLO, Ser 2019-15A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/32 (B)(C)(E) | $10000000 | $416000 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2017-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/24/38 (B)(C)(E) | 93522000 | 23380500 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2018-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/35 (B)(C)(E) | 50625000 | 8606250 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2019-2A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 (B)(C)(E) | 44026000 | 16729880 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2020-1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.679%, 04/20/34 | 9600000 | 8673465 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2020-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/34 (C)(E) | 41625000 | 10822500 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2021-2A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/24/38 (B)(C)(E) | 15273333 | 5651133 |
| &nbsp;&nbsp;&nbsp;Venture 28 CLO, Ser 2017-28AA, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/34 (B)(C)(E) | 38760000 | 3488400 |
| &nbsp;&nbsp;&nbsp;Venture 35 CLO, Ser 2018-35A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/22/31 (B)(C)(E) | 26039000 | 520780 |
| &nbsp;&nbsp;&nbsp;Venture 45 CLO, Ser 2022-45A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.368%, TSFR3M + 7.700% 07/20/35 (A)(B) | 2000000 | 1073216 |
| &nbsp;&nbsp;&nbsp;Venture XXVIII CLO, Ser 2017-28A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/30 (B)(C)(E) | 21122000 | 211220 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-3A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.429%, TSFR3M + 8.762% 10/20/31 (A)(B) | 19623013 | 8166136 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2019-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/37 (B)(C)(E) | 14644000 | 2562700 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2020-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/16/34 (B)(C)(E) | 11500000 | 4715000 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2020-2A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 (B)(C)(E) | 43071500 | 27781118 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2021-2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/34 (C)(E) | 34577400 | 13485186 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2021-3A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/38 (B)(C)(E) | 43355200 | 20376944 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2024-2A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 (B)(C)(E) | 23250000 | 17205000 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2024-6A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 (B)(C)(E) | 25000000 | 19625000 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2026-5A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/39 (B)(C)(E) | 47500000 | 42275000 |
| &nbsp;&nbsp;&nbsp;Wellfleet CLO, Ser 2024-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/37 (B)(C)(E) | 12300000 | 5904000 |
| &nbsp;&nbsp;&nbsp;Wellfleet CLO, Ser 2025-2A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/38 (B)(C)(E) | 5500000 | 3135000 |
| &nbsp;&nbsp;&nbsp;Wind River CLO, Ser 2021-3A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/33 (C)(E) | 50437000 | 13870175 |
|  |  | 1171497411 |
| Total Asset-Backed Securities (Cost $1,193,263,070) |  | 1640655977 |
| CASH EQUIVALENT (F) (G) — 0.6% |  |  |
| UNITED STATES — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust Government Fund, Cl Institutional, 3.540% | 9877466 | 9877466 |
| Total Cash Equivalent (Cost $9,877,466) |  | 9877466 |
| Total Investments — 104.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,203,140,536) |  | $1650533443 |

---

Percentages based on Limited Partners' Capital of $1,581,273,014.

SEI Structured Credit Fund, LP

Schedule of Investments (Unaudited)

March 31, 2026

Transactions with affiliated funds during the period ended March 31, 2026 are as follows:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | Proceeds | Proceeds | | | |
|  | Value of Shares Held<br>as of 12/31/2025 | Purchases<br>at Cost | from Sales | from Sales | Realized<br>Gain (Loss) | Value of Shares Held<br>as of 3/31/2026 | Dividend<br>Income |
| SEI Daily Income Trust Government Fund, Institutional Class | $20846562 | $120908594 | ($| 131877690) | $— | $9877466 | $272486 |

---

Cl — Class

CLO — Collateralized Loan Obligation

ICE — Intercontinental Exchange

Ser — Series

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

&nbsp;&nbsp;&nbsp;&nbsp;(B) Securities
 sold within terms of a private placement memorandum, exempt from registration under Section
 144A of the Securities Act of 1933, as amended. At March 31, 2026, the market value of
 Rule 144A positions amounted to $1,308,995,307or 82.8% of Limited Partners' Capital.

&nbsp;&nbsp;&nbsp;&nbsp;(C) Securities
 considered illiquid. The total value of such securities as of March 31, 2026 was $1,287,115,145
 and represented 81.4% of Limited Partners' Capital.

&nbsp;&nbsp;&nbsp;&nbsp;(D) Securities
 fair valued using methods determined in good faith by the Fair Value Committee of the
 Fund. The total value of such securities as of March 31, 2026 was $115,447,939 and represents
 7.3% of Limited Partners' Capital.

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

&nbsp;&nbsp;&nbsp;&nbsp;(F) Rate
 shown is the 7-day effective yield as of March 31, 2026.

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003425734

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1682141719.87

**Total Liabilities:** $31964985.00

**Net Assets:** $1650176734.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -19.48925085 | **1-Year:** -1781.51354477 | **5-Year:** -1614.89778283 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -3909.52389490 | **1-Year:** -60105.74930000 | **5-Year:** -137230.54261002 | **10-Year:** -118640.11139258 | **30-Year:** -599.69370212

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.01%               | -5.44%               | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9335794.26             | $-70317395.52                              |
| Month 2  | $5051678.88              | $-85532250.83                              |
| Month 3  | $20539579.82             | $39067021.97                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MIDOCEAN CREDIT CLO                              | MIDOCEAN CREDIT CLO SERIES: 25-20A CLASS: SUB                             | CUSIP: 59803NAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  16640000 | PA      | $12147200.00  | 0.74%             | 2039-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN CLO LTD 24 SERIES: 17-24A CLASS: INC                     | CUSIP: 64130LAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  24004059 | PA      | $6646243.86   | 0.40%             | 2030-04-19      | 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      | $26887730.94  | 1.63%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 2018-II LTD APEXC 2018-2A DR3                             | CUSIP: 03754LBJ3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2436315.00   | 0.15%             | 2031-10-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 41 (EQUITY TRANCHE)                    | CUSIP: 64134CAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    114375 | PA      | $5718.75      | 0.00%             | 2034-04-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD SERIES 2017-27A CLASS SUBN      | CUSIP: 64131UAG6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    295867 | PA      | $14793.35     | 0.00%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO LTD SERIES: 20-19A CLASS: SUB                                     | CUSIP: 670884AA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  11592000 | PA      | $7187040.00   | 0.44%             | 2038-04-20      | 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      | $2759231.80   | 0.17%             | 2034-10-15      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD.                              | WIND RIVER 2021-3 CLO LTD WINDR 2021-3A ER                                | CUSIP: 97316EAE4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8812500 | PA      | $8163485.81   | 0.49%             | 2038-04-20      | Floating      | 9.92%                 | 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      | $696920.00    | 0.04%             | 2028-01-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO X (FACTORED) 2016-10A SUB                     | CUSIP: 08181MAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  48482000 | PA      | $18423160.00  | 1.12%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 25 SERIES: 17-25A CLASS: SUB           | CUSIP: 64131MAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  25100000 | PA      | $5773000.00   | 0.35%             | 2029-10-18      | 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      | $6500000.00   | 0.39%             | 2035-07-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SCULPTOR CLO LTD                                 | SCULPTOR CLO XXXII SERIES: 32A CLASS: SUB                                 | CUSIP: 81124RAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $2650000.00   | 0.16%             | 2037-04-30      | Variable      | 0.00%                 | Yes           |                  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      | $591408.00    | 0.04%             | 2026-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XVI LTD BATLN 2019-16A CR2                                  | CUSIP: 07133MAW6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2063000 | PA      | $2060353.17   | 0.12%             | 2038-01-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD        | NEW MOUNTAIN GUARDIAN IV INCOME RATED FEEDER II LT NMRF 2024-1A C         | CUSIP: 64755BAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $1990022.00   | 0.12%             | 2037-04-05      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO XII 10/15/2030                                | CUSIP: 08179JAB2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19342962 | PA      | $14979189.77  | 0.91%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ATLAS SENIOR LOAN FUND, LTD                      | ATLAS SENIOR LOAN FUND VII LTD ATCLO 2016-7A ER                           | CUSIP: 04941UAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $899153.00    | 0.05%             | 2031-11-27      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO                              | MIDOCEAN CREDIT CLO SERIES: 24-16A CLASS: SUB                             | CUSIP: 597922AC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $3630000.00   | 0.22%             | 2037-10-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 12 LTD APEXC 2025-12A D1                                  | CUSIP: 03753GAJ6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8493293.50   | 0.51%             | 2038-04-20      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| MCF CLO LLC                                      | MCF CLO  LLC SERIES: 2018-1A CLASS: SUB                                   | CUSIP: 55281QAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  27710000 | PA      | $17845240.00  | 1.08%             | 2036-04-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO IX LTD BSP 2016-9A FR2                        | CUSIP: 08181CAN7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220606.75    | 0.01%             | 2037-10-20      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO SERIES: 20-43A CLASS: SUB                                         | CUSIP: 67121GAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $23196000.00  | 1.41%             | 2038-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO II 2013-IIA SUB                               | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  23450000 | PA      | $675360.00    | 0.04%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 29 SERIES: 18-29A CLASS: INC           | CUSIP: 64131HAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  27435000 | PA      | $11248350.00  | 0.68%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ARES CLO LTD                                     | ARES XLI CLO LTD CLASS SUB NOTES (144A) EQUITY TRANCHE                    | CUSIP: 04016KAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10086000 | PA      | $1806806.04   | 0.11%             | 2029-01-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | TCW CLO 2020-1A SUB                                                       | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  41625000 | PA      | $10822500.00  | 0.66%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BATTALION CLO 2021-20 SUB                                                 | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  63695022 | PA      | $13777233.26  | 0.83%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ATLAS SENIOR LOAN FUND, LTD                      | ATLAS SENIOR LOAN FUND XX LTD ATCLO 2022-20A D1R                          | CUSIP: 049410AY9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2503640.00   | 0.15%             | 2037-10-19      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                            | MOUNTAIN VIEW CLO XV LTD MVEW 2019-2A CR                                  | CUSIP: 62432PBA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3751500.00   | 0.23%             | 2037-07-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO 2019-18A SUB                                  | CUSIP: 08186QAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  58205000 | PA      | $37251200.00  | 2.26%             | 2038-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VENTURE CLO LIMITED                              | VENTURE 45 CLO SERIES: 22-45A CLASS: E                                    | CUSIP: 92326HAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1073216.00   | 0.07%             | 2035-07-20      | Floating      | 11.37%                | Yes           |                  2 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 13 LTD APEXC 2025-13A D1                                  | CUSIP: 03754FAJ7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5452425.00   | 0.33%             | 2039-01-22      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| NEWSTAR BERKELEY FUND CLO LLC                    | NEWSTAR BERKELEY FUND CLO LLC (FACTORED) 2016-1A SUB                      | CUSIP: 65251XAL0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  32718000 | PA      | $2934804.60   | 0.18%             | 2028-10-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 32R SERIES: 19-32RA CLASS: SUB         | CUSIP: 64131MAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  23110000 | PA      | $18441780.00  | 1.12%             | 2029-10-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                              | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                              | CUSIP: 783965593<br>LEI: N/A | Long             | STIV             | RF                | US        |   9877466 | NS      | $9877466.45   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MAN CAPITAL CLO LTD                              | MAN CAPITAL CLO 2021-2R LTD MUCLO 2021-2RA ER                             | CUSIP: 56165WAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3792724.00   | 0.23%             | 2039-04-17      | Floating      | 10.50%                | Yes           |                  2 | 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      | $8358350.00   | 0.51%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Benefit Street Partners CLO                      | Benefit Street Partners CLO IV Ltd PREFERRED STOCK                        | CUSIP: 08180J202<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  47166000 | PA      | $21696360.00  | 1.31%             | 2038-10-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2020-1 LTD CLASS SUB NOTES (144A) SERIES: 2020-1A CLASS: SUB     | CUSIP: 92918GAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  11500000 | PA      | $4715000.00   | 0.29%             | 2034-07-17      | Variable      | 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      | $184808.94    | 0.01%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2021-2 SERIES: 21-2A CLASS: INC                                   | CUSIP: 87190NAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15273333 | PA      | $6262066.53   | 0.38%             | 2034-07-25      | Variable      | 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      | $1458975.00   | 0.09%             | 2027-07-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEWSTAR FAIRFIELD FUNDING CLO LTD                | FIFTH STREET SENIOR LOAN FUND LLC SERIES: 2015-2A CLASS: DN               | CUSIP: 65252CAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  10350000 | PA      | $9779725.35   | 0.59%             | 2030-04-29      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| TCP Whitney CLO                                  | TCP WHITNEY CLO LTD TCP 2017-1A D2R2                                      | CUSIP: 87240PBE0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3562500 | PA      | $3483625.89   | 0.21%             | 2037-11-20      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO 2024-31 LTD CLASS SUB NOTES (144A) SERIES: 24-31A CLASS: SUB      | CUSIP: 67570BAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  17092000 | PA      | $12314786.00  | 0.75%             | 2039-04-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2014-4 LTD VOYA 2014-4A DR                                       | CUSIP: 92914VAG8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1098000 | PA      | $1050181.00   | 0.06%             | 2031-07-14      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                         | LCM 32 LTD SERIES: 32A CLASS: INC                                         | CUSIP: 50204BAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  17210000 | PA      | $3696467.06   | 0.22%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  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        |  18040000 | PA      | $6314000.00   | 0.38%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BATTALION CLO XXIV SERIES: 22-24A CLASS: SUB                              | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  52935000 | PA      | $15351150.00  | 0.93%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XVI LTD BATLN 2019-16A ER2                                  | CUSIP: 07133NAF1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5575000 | PA      | $5177084.38   | 0.31%             | 2038-01-20      | Floating      | 10.76%                | Yes           |                  2 | On Loan: No      |
| N/A                                              | IVY HILL IV                                                               | CUSIP: G4985VAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  85000000 | PA      | $72675000.26  | 4.40%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | VENTURE CLO 2017-28AA SUB                                                 | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  38760000 | PA      | $3488400.00   | 0.21%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NAVESINK CLO LIMITED                             | NAVESINK CLO 1 LTD NAVS 2023-1A D1R                                       | CUSIP: 98886CBA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002946.00   | 0.18%             | 2033-07-25      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD                                     | ARES XLI CLO LTD CLASS INC NOTES (144A) EQUITY TRANCHE                    | CUSIP: 04017BAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  29388000 | PA      | $5264566.32   | 0.32%             | 2029-01-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACK DIAMOND CLO LTD.                           | BLACK DIAMOND CLO 2022-1 LTD BLACK 2022-1A D1R                            | CUSIP: 09203BBG5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   1262000 | PA      | $1253802.05   | 0.08%             | 2039-04-25      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XXVIII LTD CLASS Z NOTES (144A) SERIES: 25-28A CLASS: Z     | CUSIP: 07135BAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    174451 | PA      | $169217.47    | 0.01%             | 2038-01-20      | Floating      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                         | LCM LTD PRTNERSHP 31A SERIES: 31A CLASS: INC                              | CUSIP: 50201VAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5187000 | PA      | $1019245.50   | 0.06%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $26284770.00  | 1.59%             | 2037-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM LTD.                                         | LCM 31 LTD LCM 31A ER                                                     | CUSIP: 50200UAE6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $2708485.00   | 0.16%             | 2034-07-20      | Floating      | 10.92%                | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                            | MOUNTAIN VIEW CLO XVII LTD MVEW 2023-1A D1R                               | CUSIP: 62431QAW1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3119406.25   | 0.19%             | 2038-10-15      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND, LTD                      | ATLAS SENIOR LOAN FUND XXII LTD ATCLO 2023-22A D1R                        | CUSIP: 04940BAW0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000000.00   | 0.12%             | 2039-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                              | VENTURE 34 CLO LTD VENTR 2018-34A D                                       | CUSIP: 92332CAD1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3966808.00   | 0.24%             | 2031-10-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XVI SERIES 2019-16A CLASS SUB                               | CUSIP: 07133NAB0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  45360964 | PA      | $10296938.83  | 0.62%             | 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        |  14644000 | PA      | $2635920.00   | 0.16%             | 2029-04-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO LTD 2025-42A CLASS SUB                        | CUSIP: 08187MAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  42750000 | PA      | $32490000.00  | 1.97%             | 2038-10-25      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO SERIES 2020-38A CLASS SBPF             | CUSIP: 64133TAG7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |     69788 | PA      | $19540.64     | 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      | $1861340.68   | 0.11%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XI LTD BATLN 2017-11A ER                                    | CUSIP: 07132MAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $6808015.50   | 0.41%             | 2034-04-24      | Floating      | 10.78%                | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 36 SERIES: 20-36A CLASS: INC           | CUSIP: 64133LAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   8625000 | PA      | $112125.00    | 0.01%             | 2033-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2018-1 CLASS: SUB                                                 | CUSIP: 87240XAB0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  50625000 | PA      | $8606250.00   | 0.52%             | 2031-04-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN CLO LTD 2020-36RA                                        | CUSIP: 64090FAE3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15975000 | PA      | $13339125.00  | 0.81%             | 2039-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO LLC APEXC 2020-2A DR MTGE                                 | CUSIP: 03753JAJ0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8132961.50   | 0.49%             | 2038-10-20      | Floating      | 7.17%                 | 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      | $10807484.40  | 0.65%             | 2038-07-20      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                            | MOUNTAIN VIEW CLO 2013-1 LTD MVW 2013-1A ER                               | CUSIP: 62431VAJ9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $6711879.99   | 0.41%             | 2030-10-12      | Floating      | 11.61%                | No            |                  2 | On Loan: No      |
| BRIGADE DEBT FUNDING                             | BRIGADE DEBT FUNDING II SERIES: 18-2A  CLASS: SUB                         | CUSIP: 10901CAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  22156000 | PA      | $13515160.00  | 0.82%             | 2035-10-25      | 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      | $277761.60    | 0.02%             | 2037-07-20      | Floating      | 11.47%                | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO 2021-23 CLASS: SUB                            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  24000000 | PA      | $11280000.00  | 0.68%             | 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      | $8673465.60   | 0.53%             | 2034-04-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| SCULPTOR CLO LTD                                 | SCULPTOR CLO XXXIV SERIES: 32A CLASS: SUB                                 | CUSIP: 81124DAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $1992400.00   | 0.12%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SHACKLETON CLO LTD                               | SHACKLETON CLO LTD SERIES 2019-15A CLASS SUB                              | CUSIP: 81883LAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $1290000.00   | 0.08%             | 2032-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO 2018-5BA SUB                                  | CUSIP: 08181KAB5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  65156000 | PA      | $21501480.00  | 1.30%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ARES CLO LTD                                     | ARES XXXIV CLO EQUITY TRANCHE                                             | CUSIP: 04015HAJ6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  25833123 | PA      | $15254459.13  | 0.92%             | 2033-04-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | VENTURE CLO 2017-28A SUB                                                  | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  21122000 | PA      | $211220.00    | 0.01%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | TCW CLO 2017-1A SUB                                                       | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  93522000 | PA      | $23380500.00  | 1.42%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SCULPTOR CLO LTD                                 | SCULPTOR CLO XXX LTD SCUL 30A D1R                                         | CUSIP: 81124NAY6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9391700.00   | 0.57%             | 2038-07-20      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO LTD                                | ELEVATION CLO LTD SERIES: 2017-8A CLASS: F                                | CUSIP: 28622TAG0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7081278 | PA      | $177031.95    | 0.01%             | 2030-10-25      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 2020-39A SBPF                          | CUSIP: 64134F309<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    335625 | PA      | $57056.25     | 0.00%             | 2032-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ABRY LIQUID CREDIT CLO LTD                       | ALC 2025-1A D ALC 2025-1A D                                               | CUSIP: 00383LAJ9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3747277.50   | 0.23%             | 2038-10-20      | Floating      | 7.20%                 | 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      | $5813179.93   | 0.35%             | 2030-01-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO 2024-33 SERIES: 2024-33 CLASS: SUB                                | CUSIP: 671084AC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $9141000.00   | 0.55%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO LTD | JCP DIRECT LENDING CLO SERIES: 24-1A CLASS: SUB                           | CUSIP: 47234UAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   6800000 | PA      | $5100000.00   | 0.31%             | 2036-07-25      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BRIGADE DEBT FUNDING                             | BRIGADE DEBT FUNDING I SERIES: 2018-1A CLASS: SUB                         | CUSIP: 10901VAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  55000000 | PA      | $5115000.00   | 0.31%             | 2036-04-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO SERIES: 2018-2A CLASS: F                                  | CUSIP: 03754KAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   8401789 | PA      | $3567643.27   | 0.22%             | 2031-10-20      | Floating      | 12.91%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 41 (EQUITY TRANCHE)                    | CUSIP: 64134CAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   8751000 | PA      | $3150360.00   | 0.19%             | 2034-04-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| LCM LTD.                                         | LCM 40 LTD LCM 40A D1R                                                    | CUSIP: 50190KAW0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2856696.00   | 0.17%             | 2038-01-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2021-2 LTD TCW 2021-2A DJR                                        | CUSIP: 87190MBA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1408137.00   | 0.09%             | 2038-10-24      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO LTD                                | ELEVATION CLO 2026-19 LTD AWPT 2026-19A D1                                | CUSIP: 28624QAL3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4951285.00   | 0.30%             | 2038-03-31      | Floating      | 6.56%                 | 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      | $11791237.50  | 0.71%             | 2037-07-15      | Variable      | 0.00%                 | Yes           |                  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      | $8599538.20   | 0.52%             | 2035-10-25      | Floating      | 11.14%                | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN CLO LTD (FACTORED) NEUB 2016-22A SUB                     | CUSIP: 64131CAB7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        | 100317000 | PA      | $18558645.00  | 1.12%             | 2040-04-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BRIDGE STREET CLO LTD                            | BRIDGE STREET CLO VI LTD BRDGS 2025-2A E                                  | CUSIP: 10806TAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5740506.00   | 0.35%             | 2039-01-15      | Floating      | 9.04%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                         | LCM 33 MATURITY: 07/20/2034                                               | CUSIP: 50202GAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  21240000 | PA      | $2367088.40   | 0.14%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XXVIII LTD BATLN 2025-28A D2                                | CUSIP: 07135AAL4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3581148.60   | 0.22%             | 2038-01-20      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.         | IVY HILL MIDDLE MARKET CREDIT FUND LTD 7A SUB                             | CUSIP: 46602YAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  32958849 | PA      | $14831482.05  | 0.90%             | 2025-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2013-2 LTD INGIM 2013-2A DR                                      | CUSIP: 92916YAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2787500 | PA      | $2577197.06   | 0.16%             | 2031-04-25      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO SERIES: 2018-2A CLASS: E                                  | CUSIP: 03754KAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  14300000 | PA      | $7489911.00   | 0.45%             | 2031-10-20      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO VIII SERIES:2015-8A CLASS:SUB                               | CUSIP: 07132BAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  23307000 | PA      | $1514955.00   | 0.09%             | 2030-07-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.         | IVY HILL MIDDLE MARKET CREDIT FUND XXII SERIES: 24-22A CLASS: SUB         | CUSIP: 46604LAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $5390000.00   | 0.33%             | 2036-04-21      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| OCEAN TRAILS CLO                                 | OCEAN TRAILS CLO 8 OCTR 2020-8A D1R2                                      | CUSIP: 67514UBH3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5911158.00   | 0.36%             | 2038-03-15      | Floating      | 7.21%                 | 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      | $6894400.75   | 0.42%             | 2036-07-14      | Floating      | 10.47%                | 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      | $2966431.05   | 0.18%             | 2031-10-22      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD.                              | WIND RIVER 2021-3 CLO SERIES: 2021-3 CLO                                  | CUSIP: 97316EAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  50437000 | PA      | $14122360.00  | 0.86%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SARANAC CLO LIMITED                              | SARANAC CLO VII LTD SRANC 2014-2A ER                                      | CUSIP: 80316QAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   8653281 | PA      | $792804.93    | 0.05%             | 2029-11-20      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO 2020-20 CLASS: SUB                            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  41990000 | PA      | $27293500.00  | 1.65%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO 2019-17 SERIES: 2019-17A                                          | CUSIP: 67113M203<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |     31690 | PA      | $12200650.00  | 0.74%             | 2037-07-20      | Fixed         | 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      | $5744400.00   | 0.35%             | 2032-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO 2017-14A SUB                                                      | CUSIP: 67097TAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  20592000 | PA      | $6898320.00   | 0.42%             | 2030-11-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO XV 7/18/2031                                  | CUSIP: G0988BAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   9794892 | PA      | $3917956.80   | 0.24%             | 2031-07-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO SERIES: 17-13A CLASS: SUB                                         | CUSIP: 67097NAB8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  16465458 | PA      | $3951709.92   | 0.24%             | 2030-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2021-2 LTD TCW 2021-2A ER                                         | CUSIP: 87301QAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4150000 | PA      | $3783762.50   | 0.23%             | 2038-10-24      | Floating      | 10.42%                | 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      | $10330992.00  | 0.63%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | TCW CLO 2019-2A SUB                                                       | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  44026000 | PA      | $16729880.00  | 1.01%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTERY PARK CDO, LIMITED                        | BATTERY PARK CLO LTD BATPK 2019-1A E                                      | CUSIP: 07133WAG9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2100426.70   | 0.13%             | 2036-07-15      | Floating      | 10.92%                | Yes           |                  2 | On Loan: No      |
| RAD CLO LTD.                                     | RAD CLO 18 LTD RAD 2023-18A ER                                            | CUSIP: 75009BAJ7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4153509.00   | 0.25%             | 2037-07-15      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO X LTD BATLN 2016-10A CR2                                    | CUSIP: 07132JBJ2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1725000 | PA      | $1591234.88   | 0.10%             | 2035-01-25      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO IX (FACTORED) INTEX ID FOR DAVE:08181CAC1     | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  16422249 | PA      | $10181794.64  | 0.62%             | 2028-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| POLUS US CLO LTD                                 | POLUS US CLO II LTD POLUS 2025-2A D1                                      | CUSIP: 73163VAL5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9375000 | PA      | $9358096.88   | 0.57%             | 2038-07-20      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                              | VENTURE XXVI CLO SERIES: 17-26A CLASS: SUB                                | CUSIP: 92331HAB5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10526000 | PA      | $1052.60      | 0.00%             | 2029-01-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2017-1 LTD VOYA 2017-1A D                                        | CUSIP: 92916NAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2507473.80   | 0.15%             | 2030-04-17      | Floating      | 10.03%                | 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      | $520780.00    | 0.03%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO SERIES: 25-4A  CLASS: SUB                                        | CUSIP: 92892CAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  39971250 | PA      | $34175418.75  | 2.07%             | 2038-10-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                              | BATTALION CLO 31 WAREHOUSE NOTE WAREHOUSE NOTE                            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   7814679 | PA      | $7814678.60   | 0.47%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | 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      | $3677396.25   | 0.22%             | 2038-01-15      | Floating      | 6.82%                 | 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      | $14258388.90  | 0.86%             | 2033-04-15      | Floating      | 12.90%                | Yes           |                  2 | On Loan: No      |
| ABRY LIQUID CREDIT CLO LTD                       | ALC 2025-1A E ALC 2025-1A E                                               | CUSIP: 00383TAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3601290.00   | 0.22%             | 2038-10-20      | Floating      | 9.95%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD        | NEW MOUNTAIN GUARDIAN IV INCOME RATED FEEDER II LT NMRF 2024-1A D         | CUSIP: 64755BAK4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   6000000 | PA      | $5893026.00   | 0.36%             | 2037-04-05      | Floating      | 12.25%                | No            |                  2 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2021-2 LTD TCW 2021-2A D1R                                        | CUSIP: 87190MAY4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8400000 | PA      | $8219954.40   | 0.50%             | 2038-10-24      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN CLO LTD (FACTORED) NEUB 2016-22A SUB                     | CUSIP: 64131CAB7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  56950000 | PA      | $10535750.00  | 0.64%             | 2040-04-17      | 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      | $3065944.00   | 0.19%             | 2024-07-15      | Variable      | 0.00%                 | No            |                  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      | $64170.75     | 0.00%             | 2035-07-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2021-3 SERIES: 2021-3  CLASS: SUB                                | CUSIP: 92919CAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  43355200 | PA      | $20376944.00  | 1.23%             | 2035-01-22      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD SERIES 2017-27A CLASS INC       | CUSIP: 64131VAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  18860000 | PA      | $4149200.00   | 0.25%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VENTURE CLO LIMITED                              | VENTURE XXII CLO LTD VENTR 2015-22A DR                                    | CUSIP: 92331LBA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3396669.50   | 0.21%             | 2031-01-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO 2020-39A SUB                           | CUSIP: 64134FAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  14812000 | PA      | $5184200.00   | 0.31%             | 2032-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 2024-II LTD APEXC 2024-2A D1                              | CUSIP: 03753EAJ1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4499977.50   | 0.27%             | 2037-07-25      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC               | NEUBERGER BERMAN LOAN ADVISERS CLO SERIES 2020-38A CLASS SUB              | CUSIP: 64133TAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7600000 | PA      | $2660000.00   | 0.16%             | 2036-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                              | BENEFIT STREET PARTNERS CLO LTD 2014-IVA CLASS SUB                        | CUSIP: 08180HAS6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  20004000 | PA      | $9201840.00   | 0.56%             | 2049-12-31      | None          | 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        |  19623013 | PA      | $8166136.33   | 0.49%             | 2031-10-20      | Floating      | 12.43%                | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO                              | MIDOCEAN CREDIT CLO SERIES: 25-18A CLASS: SUB                             | CUSIP: 59803MAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  19129500 | PA      | $14634067.50  | 0.89%             | 2035-10-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO X (FACTORED) SERIES:2016-10A CLASS: SUB                     | CUSIP: 07132KAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  25270000 | PA      | $4295900.00   | 0.26%             | 2029-01-24      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| RAD CLO LTD.                                     | RAD CLO 15 LTD RAD 2021-15A DR                                            | CUSIP: 750100AE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6402144.00   | 0.39%             | 2040-07-20      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.         | IVY HILL MIDDLE MARKET CREDIT FUND IX LTD IVYH 9A ER3                     | CUSIP: 46604EBG6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1921572.00   | 0.12%             | 2037-07-23      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO LTD                                | ELEVATION CLO 2013-1 LTD AWPT 2013-1A D1R3                                | CUSIP: 28623FAU8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7462425.00   | 0.45%             | 2038-07-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO 2024-38 SERIES: 2024-38A                                          | CUSIP: 67120JAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $8385000.00   | 0.51%             | 2038-01-21      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| LCM LTD.                                         | LCM 41 MATURITY: 4/15/2036                                                | CUSIP: 501968AA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $1762500.00   | 0.11%             | 2036-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                              | ONEX CLO SUBSIDIARY 2026-C, LTD. WAREHOUSE NOTE                           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18000000.00  | 1.09%             | 2049-12-31      | None          | 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      | $27781117.50  | 1.68%             | 2038-01-20      | 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      | $19625000.00  | 1.19%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ORION CLO LTD                                    | ORION CLO 2025-5 LTD CLASS SUB NOTES (144A) SERIES 2025-5 CLASDS: SUB     | CUSIP: 68627DAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  20261500 | PA      | $11575394.95  | 0.70%             | 2125-07-02      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| POLUS US CLO LTD                                 | POLUS US CLO III LTD POLUS 2025-3A D1                                     | CUSIP: 73163AAG2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4497183.00   | 0.27%             | 2039-01-20      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO LTD                                      | TCW CLO 2017-1 LTD TCW 2017-1A D1R4                                       | CUSIP: 87240NCC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6800000 | PA      | $6720616.80   | 0.41%             | 2038-03-24      | Floating      | 6.67%                 | Yes           |                  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      | $1287034.00   | 0.08%             | 2034-07-18      | Floating      | 11.19%                | Yes           |                  2 | On Loan: No      |
| POLUS US CLO LTD                                 | POLUS US CLO II LTD CLASS SUB NOTES (144A) SERIES 2025-2A CLASS: SUB      | CUSIP: 73163WAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  11785000 | PA      | $6187125.00   | 0.37%             | 2038-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BRIDGE STREET CLO LTD                            | BRIDGE STREET CLO VI LTD 2025-2A SUB                                      | CUSIP: 10806TAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15900000 | PA      | $14384730.00  | 0.87%             | 2039-01-15      | Variable      | 0.00%                 | Yes           |                  3 | 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                                              | NB XXII CLO 2026 WSHE WAREHOUSE NOTE                                      | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |  17303000 | PA      | $15693821.00  | 0.95%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARKET STREET CLO LIMITED                        | MARKET STREET CLO LTD SERIES: 25-2A CLASS: SUB                            | CUSIP: 57064GAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  17000000 | PA      | $10625000.00  | 0.64%             | 2038-03-22      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BARINGS CLO LTD                                  | BARINGS CLO LTD 2019-III BABSN 2019-3A D2RR                               | CUSIP: 06761KBG5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1654940.00   | 0.10%             | 2036-01-20      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| SARATOGA INVESTMENT CORP SENIOR LOAN FUND LTD    | SARATOGA INVESTMENT CORP SENIOR LOAN FUND 2022-1 L SARAT 2022-1A CR       | CUSIP: 80349PAU0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3756506.25   | 0.23%             | 2037-10-20      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BATTALION CLO XXIX LTD CLASS SUB NOTES (144A) SERIES: 25-29 A CLASS: SUB  | CUSIP: 08179JAB2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15442000 | PA      | $11427080.00  | 0.69%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ARES CLO LTD                                     | ARES XXXIX CLO SERIES: 16-39A  CLASS: SUB                                 | CUSIP: 04016BAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  52860000 | PA      | $12157800.00  | 0.74%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 30 SERIES: 2018-30A CLASS: INC         | CUSIP: 64132GAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4889000 | PA      | $2297830.00   | 0.14%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO SERIES 2019-16A CLASS SUB                                         | CUSIP: 67570RAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $1192482.00   | 0.07%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS CLO LTD 2026-47A CLASS SUB                        | CUSIP: 08186DAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  34900000 | PA      | $32457000.00  | 1.97%             | 2039-04-15      | 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      | $17205000.00  | 1.04%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XX LTD BATLN 2021-20A ER                                    | CUSIP: 07134VAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4125000 | PA      | $3787665.75   | 0.23%             | 2038-04-15      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                  | BENEFIT STREET PARTNERS VI-B CLO LTD SERIES: 2015 CLASS: SUB              | CUSIP: 08180PAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  85060794 | PA      | $33173709.66  | 2.01%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ELEVATION CLO LTD                                | ELEVATION CLO SERIES: 2018-10A CLASS: E                                   | CUSIP: 28622WAE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $16736872.00  | 1.01%             | 2031-10-20      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO SERIES: 2021-21A CLASS: SUB                                       | CUSIP: 670897AC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  31177625 | PA      | $17381525.94  | 1.05%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                            | MOUNTAIN VIEW CLO XVIII LTD MVEW 2024-1A E                                | CUSIP: 623909AA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3675000 | PA      | $3686061.75   | 0.22%             | 2037-10-16      | Floating      | 11.73%                | Yes           |                  2 | On Loan: No      |
| BRIGHTWOOD CAPITAL MM CLO                        | BRIGHTWOOD CAPITAL MM CLO 2019-1 LTD BWCAP 2025-1A C1                     | CUSIP: 10950EAG3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2401593.60   | 0.15%             | 2036-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO XXX SERIES 2025-30A CLASS SUB                               | CUSIP: 07131NAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  15822700 | PA      | $13923976.00  | 0.84%             | 2039-01-20      | 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      | $1701000.00   | 0.10%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APEX CREDIT CLO LTD                              | APEX CREDIT CLO 2019 LTD APEXC 2019-1A D1RR                               | CUSIP: 03754AAY5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3812460.00   | 0.23%             | 2037-07-18      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO SERIES: 2021-2A                                                  | CUSIP: 92918YAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  34577400 | PA      | $13485186.00  | 0.82%             | 2034-10-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD        | NEW MOUNTAIN GUARDIAN IV INCOME RATED FEEDER II LT NMRF 2024-1A E         | CUSIP: 64755BAN8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   7000000 | PA      | $6534675.00   | 0.40%             | 2037-04-05      | Floating      | 12.35%                | 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      | $1634000.00   | 0.10%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NAVESINK CLO LIMITED                             | NAVESINK CLO 5 LTD NAVS 2026-5A D1                                        | CUSIP: 63943LAJ0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993504.00    | 0.06%             | 2039-03-31      | Floating      | 0.00%                 | Yes           |                  2 | 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      | $3135000.00   | 0.19%             | 2038-02-25      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                              | BLUE OWL BSL CLO 2026-1, LTD. WAREHOUSE NOTE                              | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   4900000 | PA      | $4900000.00   | 0.30%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN LOAN ADVISERS CLO 32 SERIES: 19-32A CLASS: INC           | CUSIP: 64132HAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  18300000 | PA      | $292800.00    | 0.02%             | 2032-01-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                         | VOYA CLO 2025-5 SERIES: 2025-5A CLASS SUB                                 | CUSIP: 92892GAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  47500000 | PA      | $42275000.00  | 2.56%             | 2039-01-18      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED                      | FORTRESS CREDIT BSL XVIII LTD FCBSL 2023-1A D1R                           | CUSIP: 34965DBC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   9375000 | PA      | $9262912.50   | 0.56%             | 2036-04-23      | Floating      | 7.57%                 | 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      | $14450592.42  | 0.88%             | 2037-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MAN CAPITAL CLO LTD                              | MAN CAPITAL CLO 2021-2R LTD MUCLO 2021-2RA D1R                            | CUSIP: 56164SAL6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994743.00    | 0.06%             | 2039-04-17      | Floating      | 5.05%                 | Yes           |                  2 | 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      | $300960.00    | 0.02%             | 2026-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WELLFLEET CLO LIMITED                            | WELLFLEET CLO 2024-1 SERIES: 2024-1                                       | CUSIP: 94951BAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12300000 | PA      | $6150000.00   | 0.37%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD        | NEW MOUNTAIN GUARDIAN IV INCOME RATED FEEDER II LT NMRF 2024-1A A         | CUSIP: 64755BAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2000514.00   | 0.12%             | 2037-04-05      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                | BATTALION CLO 31 LTD CLASS SUB NOTES (144A) SERIES 2026-31A CLASS: SUB    | CUSIP: 07135DAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11400000.00  | 0.69%             | 2049-12-31      | Variable      | 0.00%                 | 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      | $5977464.92   | 0.36%             | 2027-09-29      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD                                      | OCP 2019-16 SERIES: 2019-16                                               | CUSIP: 67570R208<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |      6250 | PA      | $828112.50    | 0.05%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                         | NEUBERGER BERMAN CLO LTD 2013-15A INC                                     | CUSIP: 64129NAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  19868600 | PA      | $298029.00    | 0.02%             | 2029-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ROMARK CLO LTD                                   | ROMARK CLO - IV LTD RMRK 2021-4A C1R                                      | CUSIP: 77588LAU5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3048384.38   | 0.18%             | 2034-07-10      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD                                      | OCP CLO 2025-46 LTD CLASS SUB NOTES (144A) SERIES: 25-46A CLASS: SUB      | CUSIP: 671004AC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  33960000 | PA      | $27337800.00  | 1.66%             | 2038-10-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer