SEI Structured Credit Fund LP

#	Name	Ticker	Since	Shares	Value	% Port	Cat
1	N/A	G4985VAA3	Dec 2023	85,000,000	$72.7M	4.48%	ABS-CBDO
2	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	38,967,726	$33.5M	2.07%	ABS-CBDO
3	BATTALION CLO LTD	07133DAC0	Dec 2023	47,870,000	$31.6M	1.95%	ABS-CBDO
4	BENEFIT STREET PARTNERS CLO LTD	08180PAC3	Dec 2023	68,733,000	$31.5M	1.94%	ABS-CBDO
5	BENEFIT STREET PARTNERS CLO LTD	08186QAC5	Dec 2023	43,816,000	$30.9M	1.91%	ABS-CBDO
6	BRIGADE DEBT FUNDING	10901VAA8	Dec 2023	55,000,000	$29.2M	1.80%	ABS-CBDO
7	IVY HILL MIDDLE MARKET CREDIT FUND, LTD.	46600DAE8	Dec 2023	30,000,000	$27.5M	1.70%	ABS-CBDO
8	VOYA CLO	92918JAB2	Dec 2023	33,260,000	$27.2M	1.68%	ABS-CBDO
9	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	32,470,000	$26.6M	1.64%	ABS-CBDO
10	BENEFIT STREET PARTNERS CLO LTD	08181MAC9	Dec 2023	43,330,000	$24.6M	1.52%	ABS-CBDO
11	MCF CLO LLC	55281QAC0	Dec 2023	27,710,000	$23.6M	1.46%	ABS-CBDO
12	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	41,625,000	$22.9M	1.41%	ABS-CBDO
13	VOYA CLO	92919CAC4	Dec 2023	31,600,000	$21.7M	1.34%	ABS-CBDO
14	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	36,999,000	$19.2M	1.19%	ABS-CBDO
15	WIND RIVER CLO LTD.	97316EAC8	Dec 2023	30,312,000	$19.2M	1.18%	ABS-CBDO
16	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	38,324,300	$19.2M	1.18%	ABS-CBDO
17	BENEFIT STREET PARTNERS CLO LTD	08187AAC9	Dec 2023	24,594,750	$18.8M	1.16%	ABS-CBDO
18	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	24,000,000	$17.7M	1.09%	ABS-CBDO
19	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	28,463,000	$17.6M	1.09%	ABS-CBDO
20	IVY HILL MIDDLE MARKET CREDIT FUND, LTD.	46602YAG5	Dec 2023	19,500,000	$17.5M	1.08%	ABS-CBDO
21	VOYA CLO	92918YAC7	Dec 2023	25,350,000	$17.4M	1.07%	ABS-CBDO
22	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	18,400,000	$17.3M	1.07%	ABS-CBDO
23	BATTALION CLO LTD	07132KAC5	Dec 2023	25,270,000	$17.2M	1.06%	ABS-CBDO
24	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	46,533,517	$17.0M	1.05%	ABS-CBDO
25	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	27,975,000	$16.6M	1.03%	ABS-CBDO
26	BENEFIT STREET PARTNERS CLO LTD	08181NAC7	Dec 2023	37,334,000	$16.6M	1.02%	ABS-CBDO
27	GREAT LAKES CLO LTD	39055UAG0	Dec 2023	17,689,000	$16.5M	1.02%	ABS-CBDO
28	Benefit Street Partners CLO	08180J202	Dec 2023	47,166,000	$16.1M	0.99%	ABS-CBDO
29	FIFTH STREET SENIOR LOAN FUND LLC	31679UAB4	Dec 2023	50,029,000	$15.6M	0.96%	ABS-CBDO
30	N/A	783965593	Dec 2023	15,534,246	$15.5M	0.96%	STIV
31	BENEFIT STREET PARTNERS CLO LTD	08181KAB5	Dec 2023	48,697,143	$15.5M	0.96%	ABS-CBDO
32	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	25,230,000	$15.4M	0.95%	ABS-CBDO
33	LOCKWOOD GROVE CLO LTD	54008QAG6	Dec 2023	17,100,000	$14.5M	0.89%	ABS-CBDO
34	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	38,760,000	$14.4M	0.89%	ABS-CBDO
35	HALCYON LOAN ADVISORS FUNDING LTD	40538WAA4	Dec 2023	15,700,000	$14.4M	0.89%	ABS-CBDO
36	RAD CLO LTD.	75009BAG3	Dec 2023	17,468,500	$14.1M	0.87%	ABS-CBDO
37	OCP CLO LTD	670897AC1	Dec 2023	20,597,000	$14.1M	0.87%	ABS-CBDO
38	IVY HILL MIDDLE MARKET CREDIT FUND, LTD.	46604GAA5	Dec 2023	15,555,000	$14.0M	0.87%	ABS-CBDO
39	THL CREDIT LAKE SHORE MM CLO LTD.	510803AA7	Dec 2023	14,550,000	$13.7M	0.85%	ABS-CBDO
40	BENEFIT STREET PARTNERS CLO LTD	08180CAG3	Dec 2023	14,600,000	$13.5M	0.83%	ABS-CBDO
41	TELOS CLO	87974KBC7	Dec 2023	25,488,374	$13.4M	0.83%	ABS-CBDO
42	LCM LTD.	50202GAA3	Dec 2023	21,240,000	$13.3M	0.82%	ABS-CBDO
43	VOYA CLO	92913DAL8	Dec 2023	18,400,000	$13.1M	0.81%	ABS-CBDO
44	TCW CLO LTD	87240XAB0	Dec 2023	29,703,000	$13.1M	0.81%	ABS-CBDO
45	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	22,303,000	$13.0M	0.80%	ABS-CBDO
46	SHACKLETON CLO LTD	81883KAA5	Dec 2023	13,600,000	$12.5M	0.77%	ABS-CBDO
47	APEX CREDIT CLO LTD	03754KAA5	Dec 2023	14,300,000	$11.9M	0.73%	ABS-CBDO
48	ELEVATION CLO LTD	28622WAE8	Dec 2023	14,000,000	$11.8M	0.73%	ABS-CBDO
49	GREAT LAKES CLO LTD	39055UAE5	Dec 2023	24,580,042	$11.2M	0.69%	ABS-CBDO
50	NEWSTAR FAIRFIELD FUNDING CLO LTD	65252BAG8	Dec 2023	12,000,000	$11.0M	0.68%	ABS-CBDO
51	LCM LTD.	50204BAA2	Dec 2023	17,210,000	$11.0M	0.68%	ABS-CBDO
52	NEWSTAR FAIRFIELD FUNDING CLO LTD	65252CAA9	Dec 2023	12,600,000	$10.8M	0.67%	ABS-CBDO
53	BRIGADE DEBT FUNDING	10901CAA0	Dec 2023	20,000,000	$10.5M	0.65%	ABS-CBDO
54	BENEFIT STREET PARTNERS CLO LTD	08179JAB2	Dec 2023	40,364,000	$10.5M	0.65%	ABS-CBDO
55	BATTALION CLO LTD	07135KAA6	Dec 2023	10,475,000	$10.3M	0.64%	ABS-CBDO
56	NEUBERGER BERMAN CLO LTD	64132HAA7	Dec 2023	18,300,000	$10.3M	0.64%	ABS-CBDO
57	VOYA CLO	92913DAG9	Dec 2023	56,700,000	$10.3M	0.64%	ABS-CBDO
58	IVY HILL MIDDLE MARKET CREDIT FUND, LTD.	46602YAC4	Dec 2023	19,066,500	$10.3M	0.64%	ABS-CBDO
59	SARANAC CLO LIMITED	80316PAA3	Dec 2023	18,000,000	$10.2M	0.63%	ABS-CBDO
60	CATHEDRAL LAKE CLO LTD.	14918DAE3	Dec 2023	14,464,000	$10.2M	0.63%	ABS-CBDO
61	JFIN CLO LTD	46619PAA8	Dec 2023	10,500,000	$10.1M	0.62%	ABS-CBDO
62	GREAT LAKES CLO LTD	39055RAG7	Dec 2023	10,378,000	$9.8M	0.60%	ABS-CBDO
63	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	14,200,000	$9.7M	0.60%	ABS-CBDO
64	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	15,000,000	$9.7M	0.60%	ABS-CBDO
65	ARES CLO LTD	04015HAN7	Dec 2023	11,250,000	$9.5M	0.58%	ABS-CBDO
66	BATTALION CLO LTD	07133NAB0	Dec 2023	17,100,000	$9.4M	0.58%	ABS-CBDO
67	NEUBERGER BERMAN CLO LTD	64131HAA8	Dec 2023	20,000,000	$9.3M	0.57%	ABS-CBDO
68	NEUBERGER BERMAN LOAN ADVISERS LLC	64134DAC0	Dec 2023	13,000,000	$9.2M	0.57%	ABS-CBDO
69	OCEAN TRAILS CLO	67515YAE2	Dec 2023	10,000,000	$9.1M	0.56%	ABS-CBDO
70	OCP CLO LTD	67106HAJ3	Dec 2023	10,800,000	$9.0M	0.56%	ABS-CBDO
71	TCW CLO LTD	87190DAE8	Dec 2023	9,600,000	$8.8M	0.54%	ABS-CBDO
72	ELEVATION CLO LTD	28622WAG3	Dec 2023	40,850,000	$8.6M	0.53%	ABS-CBDO
73	NEUBERGER BERMAN LOAN ADVISERS LLC	64134FAC5	Dec 2023	14,812,000	$8.5M	0.53%	ABS-CBDO
74	N/A	08181A200	Dec 2023	36,680,000	$8.4M	0.52%	ABS-CBDO
75	ARES CLO LTD	04016BAC3	Dec 2023	27,860,000	$8.4M	0.52%	ABS-CBDO
76	IVY HILL MIDDLE MARKET CREDIT FUND, LTD.	46600DAC2	Dec 2023	11,695,868	$8.4M	0.52%	ABS-CBDO
77	BENEFIT STREET PARTNERS CLO LTD	08181E202	Dec 2023	22,625,000	$8.3M	0.51%	ABS-CBDO
78	CATHEDRAL LAKE CLO LTD.	14918NAA9	Dec 2023	42,982,000	$8.2M	0.50%	ABS-CBDO
79	MOUNTAIN VIEW CLO LTD	62431VAJ9	Dec 2023	10,000,000	$8.0M	0.50%	ABS-CBDO
80	TCW CLO LTD	87242DAE6	Dec 2023	8,250,000	$7.6M	0.47%	ABS-CBDO
81	NEWSTAR BERKELEY FUND CLO LLC	65251XAL0	Dec 2023	32,718,000	$7.5M	0.46%	ABS-CBDO
82	NEUBERGER BERMAN CLO LTD	64131CAB7	Dec 2023	26,625,000	$7.5M	0.46%	ABS-CBDO
83	BATTALION CLO LTD	07133RAA3	Dec 2023	7,450,186	$7.4M	0.46%	ABS-CBDO
84	CATHEDRAL LAKE CLO LTD.	14919AAA6	Dec 2023	9,000,000	$7.4M	0.46%	ABS-CBDO
85	OCP CLO LTD	670884AA3	Dec 2023	9,300,000	$7.3M	0.45%	ABS-CBDO
86	TCW CLO LTD	871978AA0	Dec 2023	8,000,000	$7.2M	0.45%	ABS-CBDO
87	WISE CLO LTD	97719TAG9	Dec 2023	7,000,000	$7.0M	0.43%	ABS-CBDO
88	OCP CLO LTD	67105KAG3	Dec 2023	8,250,000	$6.9M	0.43%	ABS-CBDO
89	SHACKLETON CLO LTD	81883LAC9	Dec 2023	10,000,000	$6.8M	0.42%	ABS-CBDO
90	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	26,039,000	$6.8M	0.42%	ABS-CBDO
91	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	13,600,000	$6.7M	0.41%	ABS-CBDO
92	N/A	936919AC3	Dec 2023	6,500,000	$6.5M	0.40%	ABS-CBDO
93	BENEFIT STREET PARTNERS CLO LTD	08186LAA0	Dec 2023	6,500,000	$6.5M	0.40%	ABS-CBDO
94	ELEVATION CLO LTD	28622RAA7	Dec 2023	7,500,000	$6.5M	0.40%	ABS-CBDO
95	TCW CLO LTD	87240HAG4	Dec 2023	7,000,000	$6.4M	0.40%	ABS-CBDO
96	BATTALION CLO LTD	07132BAC5	Dec 2023	23,307,000	$5.9M	0.37%	ABS-CBDO
97	APEX CREDIT CLO LTD	03754KAE7	Dec 2023	7,600,000	$5.8M	0.36%	ABS-CBDO
98	NEUBERGER BERMAN CLO LTD	64130LAA0	Dec 2023	15,000,000	$5.8M	0.36%	ABS-CBDO
99	NEUBERGER BERMAN CLO LTD	64131MAA7	Dec 2023	16,000,000	$5.8M	0.36%	ABS-CBDO
100	NEUBERGER BERMAN LOAN ADVISERS LLC	64134CAC2	Dec 2023	8,751,000	$5.7M	0.35%	ABS-CBDO
101	GREAT LAKES CLO LTD	39055UAJ4	Dec 2023	6,517,000	$5.6M	0.35%	ABS-CBDO
102	ELEVATION CLO LTD	28622RAB5	Dec 2023	8,550,000	$5.6M	0.35%	ABS-CBDO
103	CATHEDRAL LAKE CLO LTD.	14919AAC2	Dec 2023	30,838,000	$5.6M	0.34%	ABS-CBDO
104	MARATHON CLO LTD.	56577QAE7	Dec 2023	5,910,000	$5.5M	0.34%	ABS-CBDO
105	WISE CLO LTD	97719BAC7	Dec 2023	5,500,000	$5.5M	0.34%	ABS-CBDO
106	LONGFELLOW PLACE CLO LLC	54303NAF7	Dec 2023	5,559,320	$5.5M	0.34%	ABS-CBDO
107	OCP CLO LTD	67097NAB8	Dec 2023	11,500,000	$5.4M	0.33%	ABS-CBDO
108	NEUBERGER BERMAN LOAN ADVISERS LLC	64133LAA7	Dec 2023	8,625,000	$5.3M	0.33%	ABS-CBDO
109	OCP CLO LTD	67097TAC3	Dec 2023	16,333,000	$5.2M	0.32%	ABS-CBDO
110	NEUBERGER BERMAN CLO LTD	64131VAA7	Dec 2023	12,000,000	$5.1M	0.31%	ABS-CBDO
111	NEUBERGER BERMAN CLO LTD	64129NAC5	Dec 2023	19,868,600	$5.1M	0.31%	ABS-CBDO
112	TCW CLO LTD	87190NAA4	Dec 2023	9,250,000	$5.0M	0.31%	ABS-CBDO
113	BENEFIT STREET PARTNERS CLO LTD	08182EAA0	Dec 2023	5,000,000	$4.9M	0.30%	ABS-CBDO
114	VENTURE CLO LIMITED	92331AAU8	Dec 2023	4,889,618	$4.9M	0.30%	ABS-CBDO
115	OCP CLO LTD	67570RAC3	Dec 2023	9,000,000	$4.9M	0.30%	ABS-CBDO
116	WIND RIVER CLO LTD.	97316RAJ4	Dec 2023	4,500,000	$4.5M	0.28%	ABS-CBDO
117	MOUNTAIN VIEW CLO LTD	62431UAU6	Dec 2023	5,000,000	$4.5M	0.28%	ABS-CBDO
118	CATHEDRAL LAKE CLO LTD.	14918JAU4	Dec 2023	5,000,000	$4.5M	0.28%	ABS-CBDO
119	IVY HILL MIDDLE MARKET CREDIT FUND, LTD.	46604EAQ5	Dec 2023	5,000,000	$4.5M	0.28%	ABS-CBDO
120	ORION CLO LTD	68626FAA5	Dec 2023	4,500,000	$4.5M	0.28%	ABS-CBDO
121	IVY HILL MIDDLE MARKET CREDIT FUND, LTD.	46600QAA7	Dec 2023	5,000,000	$4.5M	0.28%	ABS-CBDO
122	NEUBERGER BERMAN LOAN ADVISERS LLC	64133JAN4	Dec 2023	5,000,000	$4.5M	0.28%	ABS-CBDO
123	BARINGS MIDDLE MARKET CLO	067934AE9	Dec 2023	4,500,000	$4.5M	0.28%	ABS-CBDO
124	ELEVATION CLO LTD	28622TAG0	Dec 2023	6,650,000	$4.4M	0.27%	ABS-CBDO
125	ELEVATION CLO LTD	28623CAE1	Dec 2023	4,350,000	$4.3M	0.27%	ABS-CBDO
126	LOCKWOOD GROVE CLO LTD	54008QAC5	Dec 2023	25,988,000	$4.2M	0.26%	ABS-CBDO
127	FORTRESS CREDIT BSL LIMITED	349936AC8	Dec 2023	4,100,000	$4.1M	0.25%	ABS-CBDO
128	SARANAC CLO LIMITED	80316QAA1	Dec 2023	7,750,000	$4.1M	0.25%	ABS-CBDO
129	NEUBERGER BERMAN CLO LTD	64129NAJ0	Dec 2023	5,100,000	$4.1M	0.25%	ABS-CBDO
130	ATLAS SENIOR LOAN FUND, LTD	04941TAY6	Dec 2023	4,000,000	$4.0M	0.25%	ABS-CBDO
131	GALLATIN CLO	36362MAG2	Dec 2023	4,000,000	$4.0M	0.25%	ABS-CBDO
132	RAD CLO LTD.	75009BAE8	Dec 2023	4,000,000	$4.0M	0.25%	ABS-CBDO
133	GALLATIN CLO	36362MAL1	Dec 2023	4,000,000	$4.0M	0.24%	ABS-CBDO
134	OWL ROCK TECHNOLOGY FINANCING	69120TAA4	Dec 2023	3,750,000	$3.8M	0.23%	ABS-CBDO
135	CATHEDRAL LAKE CLO LTD.	14919JAA7	Dec 2023	4,000,000	$3.7M	0.23%	ABS-CBDO
136	VENTURE CLO LIMITED	92331ABE3	Dec 2023	3,500,000	$3.4M	0.21%	ABS-CBDO
137	BENEFIT STREET PARTNERS CLO LTD	08181MAG0	Dec 2023	3,250,000	$3.2M	0.20%	ABS-CBDO
138	OCEAN TRAILS CLO	67514WAE7	Dec 2023	3,500,000	$3.2M	0.20%	ABS-CBDO
139	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	21,122,000	$3.1M	0.19%	ABS-CBDO
140	ATLAS SENIOR LOAN FUND, LTD	04940BAG5	Dec 2023	3,000,000	$3.0M	0.18%	ABS-CBDO
141	BENEFIT STREET PARTNERS CLO LTD	08180GAG4	Dec 2023	3,000,000	$2.9M	0.18%	ABS-CBDO
142	LCM LTD.	50201VAA1	Dec 2023	5,187,000	$2.9M	0.18%	ABS-CBDO
143	ZAIS CLO LIMITED	98887VAE3	Dec 2023	3,000,000	$2.9M	0.18%	ABS-CBDO
144	SCULPTOR CLO LTD	811248AG8	Dec 2023	2,925,000	$2.9M	0.18%	ABS-CBDO
145	ZAIS CLO LIMITED	98875NAE5	Dec 2023	3,000,000	$2.9M	0.18%	ABS-CBDO
146	VENTURE CLO LIMITED	92340YAJ0	Dec 2023	2,631,579	$2.7M	0.16%	ABS-CBDO
147	BENEFIT STREET PARTNERS CLO LTD	08180GAC3	Dec 2023	21,904,000	$2.5M	0.16%	ABS-CBDO
148	WIND RIVER CLO LTD.	97316RAE5	Dec 2023	2,500,000	$2.5M	0.15%	ABS-CBDO
149	HPS PRIVATE CREDIT CLO LLC	44328JAG6	Dec 2023	2,500,000	$2.5M	0.15%	ABS-CBDO
150	NAVESINK CLO LIMITED	98886CAJ5	Dec 2023	2,500,000	$2.5M	0.15%	ABS-CBDO
151	VENTURE CLO LIMITED	92340YAE1	Dec 2023	2,500,000	$2.5M	0.15%	ABS-CBDO
152	HPS PRIVATE CREDIT CLO LLC	44328JAE1	Dec 2023	2,500,000	$2.5M	0.15%	ABS-CBDO
153	BARINGS PRIVATE CREDIT CORP CLO LTD	067930AA5	Dec 2023	2,500,000	$2.5M	0.15%	ABS-CBDO
154	HPS PRIVATE CREDIT CLO LLC	44328JAA9	Dec 2023	2,500,000	$2.5M	0.15%	ABS-CBDO
155	HLEND CLO	433922AA9	Dec 2023	2,500,000	$2.5M	0.15%	ABS-CBDO
156	CERBERUS LOAN FUNDING L.P.	15675CAC9	Dec 2023	2,400,000	$2.4M	0.15%	ABS-CBDO
157	NEUBERGER BERMAN CLO LTD	64132GAA9	Dec 2023	4,050,000	$2.3M	0.14%	ABS-CBDO
158	ELEVATION CLO LTD	28624DAJ7	Dec 2023	2,250,000	$2.2M	0.14%	ABS-CBDO
159	SYCAMORE TREE CLO LTD	870923AE9	Dec 2023	2,200,000	$2.2M	0.14%	ABS-CBDO
160	CQS US CLO LTD	12664BAQ0	Dec 2023	2,200,000	$2.2M	0.14%	ABS-CBDO
161	BENEFIT STREET PARTNERS CLO LTD	N/A	Dec 2023	23,450,000	$2.1M	0.13%	ABS-CBDO
162	BLACKROCK MT HOOD CLO LLC	09263GAS6	Dec 2023	2,000,000	$2.0M	0.12%	ABS-CBDO
163	TIKEHAU US CLO LTD	88676NAW7	Dec 2023	2,000,000	$2.0M	0.12%	ABS-CBDO
164	GOLUB CAPITAL PARTNERS CLO LTD	38179PAE9	Dec 2023	2,000,000	$2.0M	0.12%	ABS-CBDO
165	VENTURE CLO LIMITED	92330DAG4	Dec 2023	2,000,000	$2.0M	0.12%	ABS-CBDO
166	WISE CLO LTD	97719TAC8	Dec 2023	2,000,000	$2.0M	0.12%	ABS-CBDO
167	OFSI BSL IX LTD	67115PAS4	Dec 2023	2,000,000	$2.0M	0.12%	ABS-CBDO
168	FORTRESS CREDIT BSL LIMITED	349936AE4	Dec 2023	2,000,000	$2.0M	0.12%	ABS-CBDO
169	1988 CLO LTD	653937AG7	Dec 2023	2,000,000	$2.0M	0.12%	ABS-CBDO
170	SYCAMORE TREE CLO LTD	87122FAE6	Dec 2023	2,000,000	$2.0M	0.12%	ABS-CBDO
171	OSD CLO LTD.	671024AA5	Dec 2023	2,000,000	$2.0M	0.12%	ABS-CBDO
172	ELEVATION CLO LTD	28623NAA5	Dec 2023	2,000,000	$1.8M	0.11%	ABS-CBDO
173	APEX CREDIT CLO LTD	03754DAE3	Dec 2023	2,000,000	$1.8M	0.11%	ABS-CBDO
174	MARATHON CLO LTD.	56576LAY5	Dec 2023	1,962,500	$1.8M	0.11%	ABS-CBDO
175	BENEFIT STREET PARTNERS CLO LTD	08179HAD2	Dec 2023	1,800,000	$1.8M	0.11%	ABS-CBDO
176	OCEAN TRAILS CLO	67516CAU3	Dec 2023	1,770,000	$1.7M	0.10%	ABS-CBDO
177	VENTURE CLO LIMITED	92326HAA4	Dec 2023	2,000,000	$1.7M	0.10%	ABS-CBDO
178	BATTALION CLO LTD	07132JBJ2	Dec 2023	1,725,000	$1.6M	0.10%	ABS-CBDO
179	WARWICK CAPITAL CLO LTD	936919AE9	Dec 2023	1,600,000	$1.6M	0.10%	ABS-CBDO
180	TCW CLO LTD	87240XAA2	Dec 2023	1,725,000	$1.5M	0.10%	ABS-CBDO
181	VOYA CLO	92917QAC5	Dec 2023	4,300,000	$1.5M	0.09%	ABS-CBDO
182	TRINITAS CLO LTD	89640HAE1	Dec 2023	1,500,000	$1.5M	0.09%	ABS-CBDO
183	FORTRESS CREDIT BSL LIMITED	34966BAG1	Dec 2023	1,500,000	$1.5M	0.09%	ABS-CBDO
184	VENTURE CLO LIMITED	92329MAE2	Dec 2023	11,620,000	$1.3M	0.08%	ABS-CBDO
185	CATHEDRAL LAKE CLO LTD.	14918JAW0	Dec 2023	1,284,069	$1.3M	0.08%	ABS-CBDO
186	NEUBERGER BERMAN CLO LTD	64129VAB9	Dec 2023	5,900,000	$1.2M	0.08%	ABS-CBDO
187	IVY HILL MIDDLE MARKET CREDIT FUND, LTD.	46604GAB3	Dec 2023	1,667,000	$1.2M	0.07%	ABS-CBDO
188	ATLAS SENIOR LOAN FUND, LTD	04940QAG2	Dec 2023	1,200,000	$1.2M	0.07%	ABS-CBDO
189	OCEAN TRAILS CLO	67515XAU8	Dec 2023	1,250,000	$1.2M	0.07%	ABS-CBDO
190	ELEVATION CLO LTD	28622VAN0	Dec 2023	1,158,243	$1.2M	0.07%	ABS-CBDO
191	CATHEDRAL LAKE CLO LTD.	14919BAL0	Dec 2023	1,000,000	$962K	0.06%	ABS-CBDO
192	BENEFIT STREET PARTNERS CLO LTD	08180GAC3	Dec 2023	10,450,000	$940K	0.06%	ABS-CBDO
193	LONGFELLOW PLACE CLO LLC	54303NAH3	Dec 2023	8,035,064	$908K	0.06%	ABS-CBDO
194	FORTRESS CREDIT BSL LIMITED	34964WAG7	Dec 2023	900,000	$897K	0.06%	ABS-CBDO
195	VOYA CLO	92915DAG7	Dec 2023	1,000,000	$897K	0.06%	ABS-CBDO
196	FORTRESS CREDIT BSL LIMITED	34964WAL6	Dec 2023	900,000	$896K	0.06%	ABS-CBDO
197	N/A	64132HAC3	Dec 2023	1,325,406	$861K	0.05%	ABS-CBDO
198	VENTURE CLO LIMITED	92331HAB5	Dec 2023	10,526,000	$658K	0.04%	ABS-CBDO
199	TSTAT LTD	87300FAJ9	Dec 2023	600,000	$601K	0.04%	ABS-CBDO
200	ARROWPOINT CLO	04280QAE5	Dec 2023	14,400,000	$576K	0.04%	ABS-CBDO
201	N/A	64131HAC4	Dec 2023	800,000	$524K	0.03%	ABS-CBDO
202	BATTERY PARK CLO LTD	07134CAG2	Dec 2023	500,000	$502K	0.03%	ABS-CBDO
203	BATTERY PARK CLO LTD	07134CAE7	Dec 2023	500,000	$499K	0.03%	ABS-CBDO
204	BENEFIT STREET PARTNERS CLO LTD	08182QAC9	Dec 2023	475,000	$461K	0.03%	ABS-CBDO
205	LCM LTD.	50202FAE7	Dec 2023	1,043,735	$381K	0.02%	ABS-CBDO
206	N/A	64131HAG5	Dec 2023	331,457	$185K	0.01%	ABS-CBDO
207	CATHEDRAL LAKE CLO LTD.	14918DAC7	Dec 2023	18,200,000	$182K	0.01%	ABS-CBDO
208	BENEFIT STREET PARTNERS CLO LTD	08180TAD3	Dec 2023	36,750,000	$140K	0.01%	ABS-CBDO
209	NEUBERGER BERMAN LOAN ADVISERS LLC	64134F309	Dec 2023	335,625	$77K	0.00%	ABS-CBDO
210	NEUBERGER BERMAN CLO LTD	64131UAG6	Dec 2023	295,867	$77K	0.00%	ABS-CBDO
211	NEUBERGER BERMAN LOAN ADVISERS LLC	64133LAC3	Dec 2023	111,146	$72K	0.00%	ABS-CBDO
212	NEUBERGER BERMAN LOAN ADVISERS LLC	64134DAG1	Dec 2023	119,000	$70K	0.00%	ABS-CBDO
213	VALHALLA CLO, LTD.	91914QAA4	Dec 2023	6,500,000	$66K	0.00%	ABS-CBDO
214	N/A	64131HAE0	Dec 2023	92,000	$51K	0.00%	ABS-CBDO
215	NEUBERGER BERMAN LOAN ADVISERS LLC	64134CAG3	Dec 2023	114,375	$5K	0.00%	ABS-CBDO
216	BATTALION CLO LTD	07131YAC6	Dec 2023	12,746,000	$1K	0.00%	ABS-CBDO
217	ICE GLOBAL CREDIT CLO LTD	44928WAC0	Dec 2023	12,500,000	$1K	0.00%	ABS-CBDO

1

N/A

G4985VAA3

Dec 2023

85,000,000

$72.7M

4.48%

ABS-CBDO

2

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

38,967,726

$33.5M

2.07%

ABS-CBDO

3

BATTALION CLO LTD

07133DAC0

Dec 2023

47,870,000

$31.6M

1.95%

ABS-CBDO

4

BENEFIT STREET PARTNERS CLO LTD

08180PAC3

Dec 2023

68,733,000

$31.5M

1.94%

ABS-CBDO

5

BENEFIT STREET PARTNERS CLO LTD

08186QAC5

Dec 2023

43,816,000

$30.9M

1.91%

ABS-CBDO

6

BRIGADE DEBT FUNDING

10901VAA8

Dec 2023

55,000,000

$29.2M

1.80%

ABS-CBDO

7

IVY HILL MIDDLE MARKET CREDIT FUND, LTD.

46600DAE8

Dec 2023

30,000,000

$27.5M

1.70%

ABS-CBDO

8

VOYA CLO

92918JAB2

Dec 2023

33,260,000

$27.2M

1.68%

ABS-CBDO

9

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

32,470,000

$26.6M

1.64%

ABS-CBDO

10

BENEFIT STREET PARTNERS CLO LTD

08181MAC9

Dec 2023

43,330,000

$24.6M

1.52%

ABS-CBDO

11

MCF CLO LLC

55281QAC0

Dec 2023

27,710,000

$23.6M

1.46%

ABS-CBDO

12

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

41,625,000

$22.9M

1.41%

ABS-CBDO

13

VOYA CLO

92919CAC4

Dec 2023

31,600,000

$21.7M

1.34%

ABS-CBDO

14

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

36,999,000

$19.2M

1.19%

ABS-CBDO

15

WIND RIVER CLO LTD.

97316EAC8

Dec 2023

30,312,000

$19.2M

1.18%

ABS-CBDO

16

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

38,324,300

$19.2M

1.18%

ABS-CBDO

17

BENEFIT STREET PARTNERS CLO LTD

08187AAC9

Dec 2023

24,594,750

$18.8M

1.16%

ABS-CBDO

18

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

24,000,000

$17.7M

1.09%

ABS-CBDO

19

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

28,463,000

$17.6M

1.09%

ABS-CBDO

20

IVY HILL MIDDLE MARKET CREDIT FUND, LTD.

46602YAG5

Dec 2023

19,500,000

$17.5M

1.08%

ABS-CBDO

21

VOYA CLO

92918YAC7

Dec 2023

25,350,000

$17.4M

1.07%

ABS-CBDO

22

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

18,400,000

$17.3M

1.07%

ABS-CBDO

23

BATTALION CLO LTD

07132KAC5

Dec 2023

25,270,000

$17.2M

1.06%

ABS-CBDO

24

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

46,533,517

$17.0M

1.05%

ABS-CBDO

25

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

27,975,000

$16.6M

1.03%

ABS-CBDO

26

BENEFIT STREET PARTNERS CLO LTD

08181NAC7

Dec 2023

37,334,000

$16.6M

1.02%

ABS-CBDO

27

GREAT LAKES CLO LTD

39055UAG0

Dec 2023

17,689,000

$16.5M

1.02%

ABS-CBDO

28

Benefit Street Partners CLO

08180J202

Dec 2023

47,166,000

$16.1M

0.99%

ABS-CBDO

29

FIFTH STREET SENIOR LOAN FUND LLC

31679UAB4

Dec 2023

50,029,000

$15.6M

0.96%

ABS-CBDO

30

N/A

783965593

Dec 2023

15,534,246

$15.5M

0.96%

STIV

31

BENEFIT STREET PARTNERS CLO LTD

08181KAB5

Dec 2023

48,697,143

$15.5M

0.96%

ABS-CBDO

32

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

25,230,000

$15.4M

0.95%

ABS-CBDO

33

LOCKWOOD GROVE CLO LTD

54008QAG6

Dec 2023

17,100,000

$14.5M

0.89%

ABS-CBDO

34

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

38,760,000

$14.4M

0.89%

ABS-CBDO

35

HALCYON LOAN ADVISORS FUNDING LTD

40538WAA4

Dec 2023

15,700,000

$14.4M

0.89%

ABS-CBDO

36

RAD CLO LTD.

75009BAG3

Dec 2023

17,468,500

$14.1M

0.87%

ABS-CBDO

37

OCP CLO LTD

670897AC1

Dec 2023

20,597,000

$14.1M

0.87%

ABS-CBDO

38

IVY HILL MIDDLE MARKET CREDIT FUND, LTD.

46604GAA5

Dec 2023

15,555,000

$14.0M

0.87%

ABS-CBDO

39

THL CREDIT LAKE SHORE MM CLO LTD.

510803AA7

Dec 2023

14,550,000

$13.7M

0.85%

ABS-CBDO

40

BENEFIT STREET PARTNERS CLO LTD

08180CAG3

Dec 2023

14,600,000

$13.5M

0.83%

ABS-CBDO

41

TELOS CLO

87974KBC7

Dec 2023

25,488,374

$13.4M

0.83%

ABS-CBDO

42

LCM LTD.

50202GAA3

Dec 2023

21,240,000

$13.3M

0.82%

ABS-CBDO

43

VOYA CLO

92913DAL8

Dec 2023

18,400,000

$13.1M

0.81%

ABS-CBDO

44

TCW CLO LTD

87240XAB0

Dec 2023

29,703,000

$13.1M

0.81%

ABS-CBDO

45

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

22,303,000

$13.0M

0.80%

ABS-CBDO

46

SHACKLETON CLO LTD

81883KAA5

Dec 2023

13,600,000

$12.5M

0.77%

ABS-CBDO

47

APEX CREDIT CLO LTD

03754KAA5

Dec 2023

14,300,000

$11.9M

0.73%

ABS-CBDO

48

ELEVATION CLO LTD

28622WAE8

Dec 2023

14,000,000

$11.8M

0.73%

ABS-CBDO

49

GREAT LAKES CLO LTD

39055UAE5

Dec 2023

24,580,042

$11.2M

0.69%

ABS-CBDO

50

NEWSTAR FAIRFIELD FUNDING CLO LTD

65252BAG8

Dec 2023

12,000,000

$11.0M

0.68%

ABS-CBDO

51

LCM LTD.

50204BAA2

Dec 2023

17,210,000

$11.0M

0.68%

ABS-CBDO

52

NEWSTAR FAIRFIELD FUNDING CLO LTD

65252CAA9

Dec 2023

12,600,000

$10.8M

0.67%

ABS-CBDO

53

BRIGADE DEBT FUNDING

10901CAA0

Dec 2023

20,000,000

$10.5M

0.65%

ABS-CBDO

54

BENEFIT STREET PARTNERS CLO LTD

08179JAB2

Dec 2023

40,364,000

$10.5M

0.65%

ABS-CBDO

55

BATTALION CLO LTD

07135KAA6

Dec 2023

10,475,000

$10.3M

0.64%

ABS-CBDO

56

NEUBERGER BERMAN CLO LTD

64132HAA7

Dec 2023

18,300,000

$10.3M

0.64%

ABS-CBDO

57

VOYA CLO

92913DAG9

Dec 2023

56,700,000

$10.3M

0.64%

ABS-CBDO

58

IVY HILL MIDDLE MARKET CREDIT FUND, LTD.

46602YAC4

Dec 2023

19,066,500

$10.3M

0.64%

ABS-CBDO

59

SARANAC CLO LIMITED

80316PAA3

Dec 2023

18,000,000

$10.2M

0.63%

ABS-CBDO

60

CATHEDRAL LAKE CLO LTD.

14918DAE3

Dec 2023

14,464,000

$10.2M

0.63%

ABS-CBDO

61

JFIN CLO LTD

46619PAA8

Dec 2023

10,500,000

$10.1M

0.62%

ABS-CBDO

62

GREAT LAKES CLO LTD

39055RAG7

Dec 2023

10,378,000

$9.8M

0.60%

ABS-CBDO

63

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

14,200,000

$9.7M

0.60%

ABS-CBDO

64

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

15,000,000

$9.7M

0.60%

ABS-CBDO

65

ARES CLO LTD

04015HAN7

Dec 2023

11,250,000

$9.5M

0.58%

ABS-CBDO

66

BATTALION CLO LTD

07133NAB0

Dec 2023

17,100,000

$9.4M

0.58%

ABS-CBDO

67

NEUBERGER BERMAN CLO LTD

64131HAA8

Dec 2023

20,000,000

$9.3M

0.57%

ABS-CBDO

68

NEUBERGER BERMAN LOAN ADVISERS LLC

64134DAC0

Dec 2023

13,000,000

$9.2M

0.57%

ABS-CBDO

69

OCEAN TRAILS CLO

67515YAE2

Dec 2023

10,000,000

$9.1M

0.56%

ABS-CBDO

70

OCP CLO LTD

67106HAJ3

Dec 2023

10,800,000

$9.0M

0.56%

ABS-CBDO

71

TCW CLO LTD

87190DAE8

Dec 2023

9,600,000

$8.8M

0.54%

ABS-CBDO

72

ELEVATION CLO LTD

28622WAG3

Dec 2023

40,850,000

$8.6M

0.53%

ABS-CBDO

73

NEUBERGER BERMAN LOAN ADVISERS LLC

64134FAC5

Dec 2023

14,812,000

$8.5M

0.53%

ABS-CBDO

74

N/A

08181A200

Dec 2023

36,680,000

$8.4M

0.52%

ABS-CBDO

75

ARES CLO LTD

04016BAC3

Dec 2023

27,860,000

$8.4M

0.52%

ABS-CBDO

76

IVY HILL MIDDLE MARKET CREDIT FUND, LTD.

46600DAC2

Dec 2023

11,695,868

$8.4M

0.52%

ABS-CBDO

77

BENEFIT STREET PARTNERS CLO LTD

08181E202

Dec 2023

22,625,000

$8.3M

0.51%

ABS-CBDO

78

CATHEDRAL LAKE CLO LTD.

14918NAA9

Dec 2023

42,982,000

$8.2M

0.50%

ABS-CBDO

79

MOUNTAIN VIEW CLO LTD

62431VAJ9

Dec 2023

10,000,000

$8.0M

0.50%

ABS-CBDO

80

TCW CLO LTD

87242DAE6

Dec 2023

8,250,000

$7.6M

0.47%

ABS-CBDO

81

NEWSTAR BERKELEY FUND CLO LLC

65251XAL0

Dec 2023

32,718,000

$7.5M

0.46%

ABS-CBDO

82

NEUBERGER BERMAN CLO LTD

64131CAB7

Dec 2023

26,625,000

$7.5M

0.46%

ABS-CBDO

83

BATTALION CLO LTD

07133RAA3

Dec 2023

7,450,186

$7.4M

0.46%

ABS-CBDO

84

CATHEDRAL LAKE CLO LTD.

14919AAA6

Dec 2023

9,000,000

$7.4M

0.46%

ABS-CBDO

85

OCP CLO LTD

670884AA3

Dec 2023

9,300,000

$7.3M

0.45%

ABS-CBDO

86

TCW CLO LTD

871978AA0

Dec 2023

8,000,000

$7.2M

0.45%

ABS-CBDO

87

WISE CLO LTD

97719TAG9

Dec 2023

7,000,000

$7.0M

0.43%

ABS-CBDO

88

OCP CLO LTD

67105KAG3

Dec 2023

8,250,000

$6.9M

0.43%

ABS-CBDO

89

SHACKLETON CLO LTD

81883LAC9

Dec 2023

10,000,000

$6.8M

0.42%

ABS-CBDO

90

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

26,039,000

$6.8M

0.42%

ABS-CBDO

91

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

13,600,000

$6.7M

0.41%

ABS-CBDO

92

N/A

936919AC3

Dec 2023

6,500,000

$6.5M

0.40%

ABS-CBDO

93

BENEFIT STREET PARTNERS CLO LTD

08186LAA0

Dec 2023

6,500,000

$6.5M

0.40%

ABS-CBDO

94

ELEVATION CLO LTD

28622RAA7

Dec 2023

7,500,000

$6.5M

0.40%

ABS-CBDO

95

TCW CLO LTD

87240HAG4

Dec 2023

7,000,000

$6.4M

0.40%

ABS-CBDO

96

BATTALION CLO LTD

07132BAC5

Dec 2023

23,307,000

$5.9M

0.37%

ABS-CBDO

97

APEX CREDIT CLO LTD

03754KAE7

Dec 2023

7,600,000

$5.8M

0.36%

ABS-CBDO

98

NEUBERGER BERMAN CLO LTD

64130LAA0

Dec 2023

15,000,000

$5.8M

0.36%

ABS-CBDO

99

NEUBERGER BERMAN CLO LTD

64131MAA7

Dec 2023

16,000,000

$5.8M

0.36%

ABS-CBDO

100

NEUBERGER BERMAN LOAN ADVISERS LLC

64134CAC2

Dec 2023

8,751,000

$5.7M

0.35%

ABS-CBDO

101

GREAT LAKES CLO LTD

39055UAJ4

Dec 2023

6,517,000

$5.6M

0.35%

ABS-CBDO

102

ELEVATION CLO LTD

28622RAB5

Dec 2023

8,550,000

$5.6M

0.35%

ABS-CBDO

103

CATHEDRAL LAKE CLO LTD.

14919AAC2

Dec 2023

30,838,000

$5.6M

0.34%

ABS-CBDO

104

MARATHON CLO LTD.

56577QAE7

Dec 2023

5,910,000

$5.5M

0.34%

ABS-CBDO

105

WISE CLO LTD

97719BAC7

Dec 2023

5,500,000

$5.5M

0.34%

ABS-CBDO

106

LONGFELLOW PLACE CLO LLC

54303NAF7

Dec 2023

5,559,320

$5.5M

0.34%

ABS-CBDO

107

OCP CLO LTD

67097NAB8

Dec 2023

11,500,000

$5.4M

0.33%

ABS-CBDO

108

NEUBERGER BERMAN LOAN ADVISERS LLC

64133LAA7

Dec 2023

8,625,000

$5.3M

0.33%

ABS-CBDO

109

OCP CLO LTD

67097TAC3

Dec 2023

16,333,000

$5.2M

0.32%

ABS-CBDO

110

NEUBERGER BERMAN CLO LTD

64131VAA7

Dec 2023

12,000,000

$5.1M

0.31%

ABS-CBDO

111

NEUBERGER BERMAN CLO LTD

64129NAC5

Dec 2023

19,868,600

$5.1M

0.31%

ABS-CBDO

112

TCW CLO LTD

87190NAA4

Dec 2023

9,250,000

$5.0M

0.31%

ABS-CBDO

113

BENEFIT STREET PARTNERS CLO LTD

08182EAA0

Dec 2023

5,000,000

$4.9M

0.30%

ABS-CBDO

114

VENTURE CLO LIMITED

92331AAU8

Dec 2023

4,889,618

$4.9M

0.30%

ABS-CBDO

115

OCP CLO LTD

67570RAC3

Dec 2023

9,000,000

$4.9M

0.30%

ABS-CBDO

116

WIND RIVER CLO LTD.

97316RAJ4

Dec 2023

4,500,000

$4.5M

0.28%

ABS-CBDO

117

MOUNTAIN VIEW CLO LTD

62431UAU6

Dec 2023

5,000,000

$4.5M

0.28%

ABS-CBDO

118

CATHEDRAL LAKE CLO LTD.

14918JAU4

Dec 2023

5,000,000

$4.5M

0.28%

ABS-CBDO

119

IVY HILL MIDDLE MARKET CREDIT FUND, LTD.

46604EAQ5

Dec 2023

5,000,000

$4.5M

0.28%

ABS-CBDO

120

ORION CLO LTD

68626FAA5

Dec 2023

4,500,000

$4.5M

0.28%

ABS-CBDO

121

IVY HILL MIDDLE MARKET CREDIT FUND, LTD.

46600QAA7

Dec 2023

5,000,000

$4.5M

0.28%

ABS-CBDO

122

NEUBERGER BERMAN LOAN ADVISERS LLC

64133JAN4

Dec 2023

5,000,000

$4.5M

0.28%

ABS-CBDO

123

BARINGS MIDDLE MARKET CLO

067934AE9

Dec 2023

4,500,000

$4.5M

0.28%

ABS-CBDO

124

ELEVATION CLO LTD

28622TAG0

Dec 2023

6,650,000

$4.4M

0.27%

ABS-CBDO

125

ELEVATION CLO LTD

28623CAE1

Dec 2023

4,350,000

$4.3M

0.27%

ABS-CBDO

126

LOCKWOOD GROVE CLO LTD

54008QAC5

Dec 2023

25,988,000

$4.2M

0.26%

ABS-CBDO

127

FORTRESS CREDIT BSL LIMITED

349936AC8

Dec 2023

4,100,000

$4.1M

0.25%

ABS-CBDO

128

SARANAC CLO LIMITED

80316QAA1

Dec 2023

7,750,000

$4.1M

0.25%

ABS-CBDO

129

NEUBERGER BERMAN CLO LTD

64129NAJ0

Dec 2023

5,100,000

$4.1M

0.25%

ABS-CBDO

130

ATLAS SENIOR LOAN FUND, LTD

04941TAY6

Dec 2023

4,000,000

$4.0M

0.25%

ABS-CBDO

131

GALLATIN CLO

36362MAG2

Dec 2023

4,000,000

$4.0M

0.25%

ABS-CBDO

132

RAD CLO LTD.

75009BAE8

Dec 2023

4,000,000

$4.0M

0.25%

ABS-CBDO

133

GALLATIN CLO

36362MAL1

Dec 2023

4,000,000

$4.0M

0.24%

ABS-CBDO

134

OWL ROCK TECHNOLOGY FINANCING

69120TAA4

Dec 2023

3,750,000

$3.8M

0.23%

ABS-CBDO

135

CATHEDRAL LAKE CLO LTD.

14919JAA7

Dec 2023

4,000,000

$3.7M

0.23%

ABS-CBDO

136

VENTURE CLO LIMITED

92331ABE3

Dec 2023

3,500,000

$3.4M

0.21%

ABS-CBDO

137

BENEFIT STREET PARTNERS CLO LTD

08181MAG0

Dec 2023

3,250,000

$3.2M

0.20%

ABS-CBDO

138

OCEAN TRAILS CLO

67514WAE7

Dec 2023

3,500,000

$3.2M

0.20%

ABS-CBDO

139

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

21,122,000

$3.1M

0.19%

ABS-CBDO

140

ATLAS SENIOR LOAN FUND, LTD

04940BAG5

Dec 2023

3,000,000

$3.0M

0.18%

ABS-CBDO

141

BENEFIT STREET PARTNERS CLO LTD

08180GAG4

Dec 2023

3,000,000

$2.9M

0.18%

ABS-CBDO

142

LCM LTD.

50201VAA1

Dec 2023

5,187,000

$2.9M

0.18%

ABS-CBDO

143

ZAIS CLO LIMITED

98887VAE3

Dec 2023

3,000,000

$2.9M

0.18%

ABS-CBDO

144

SCULPTOR CLO LTD

811248AG8

Dec 2023

2,925,000

$2.9M

0.18%

ABS-CBDO

145

ZAIS CLO LIMITED

98875NAE5

Dec 2023

3,000,000

$2.9M

0.18%

ABS-CBDO

146

VENTURE CLO LIMITED

92340YAJ0

Dec 2023

2,631,579

$2.7M

0.16%

ABS-CBDO

147

BENEFIT STREET PARTNERS CLO LTD

08180GAC3

Dec 2023

21,904,000

$2.5M

0.16%

ABS-CBDO

148

WIND RIVER CLO LTD.

97316RAE5

Dec 2023

2,500,000

$2.5M

0.15%

ABS-CBDO

149

HPS PRIVATE CREDIT CLO LLC

44328JAG6

Dec 2023

2,500,000

$2.5M

0.15%

ABS-CBDO

150

NAVESINK CLO LIMITED

98886CAJ5

Dec 2023

2,500,000

$2.5M

0.15%

ABS-CBDO

151

VENTURE CLO LIMITED

92340YAE1

Dec 2023

2,500,000

$2.5M

0.15%

ABS-CBDO

152

HPS PRIVATE CREDIT CLO LLC

44328JAE1

Dec 2023

2,500,000

$2.5M

0.15%

ABS-CBDO

153

BARINGS PRIVATE CREDIT CORP CLO LTD

067930AA5

Dec 2023

2,500,000

$2.5M

0.15%

ABS-CBDO

154

HPS PRIVATE CREDIT CLO LLC

44328JAA9

Dec 2023

2,500,000

$2.5M

0.15%

ABS-CBDO

155

HLEND CLO

433922AA9

Dec 2023

2,500,000

$2.5M

0.15%

ABS-CBDO

156

CERBERUS LOAN FUNDING L.P.

15675CAC9

Dec 2023

2,400,000

$2.4M

0.15%

ABS-CBDO

157

NEUBERGER BERMAN CLO LTD

64132GAA9

Dec 2023

4,050,000

$2.3M

0.14%

ABS-CBDO

158

ELEVATION CLO LTD

28624DAJ7

Dec 2023

2,250,000

$2.2M

0.14%

ABS-CBDO

159

SYCAMORE TREE CLO LTD

870923AE9

Dec 2023

2,200,000

$2.2M

0.14%

ABS-CBDO

160

CQS US CLO LTD

12664BAQ0

Dec 2023

2,200,000

$2.2M

0.14%

ABS-CBDO

161

BENEFIT STREET PARTNERS CLO LTD

N/A

Dec 2023

23,450,000

$2.1M

0.13%

ABS-CBDO

162

BLACKROCK MT HOOD CLO LLC

09263GAS6

Dec 2023

2,000,000

$2.0M

0.12%

ABS-CBDO

163

TIKEHAU US CLO LTD

88676NAW7

Dec 2023

2,000,000

$2.0M

0.12%

ABS-CBDO

164

GOLUB CAPITAL PARTNERS CLO LTD

38179PAE9

Dec 2023

2,000,000

$2.0M

0.12%

ABS-CBDO

165

VENTURE CLO LIMITED

92330DAG4

Dec 2023

2,000,000

$2.0M

0.12%

ABS-CBDO

166

WISE CLO LTD

97719TAC8

Dec 2023

2,000,000

$2.0M

0.12%

ABS-CBDO

167

OFSI BSL IX LTD

67115PAS4

Dec 2023

2,000,000

$2.0M

0.12%

ABS-CBDO

168

FORTRESS CREDIT BSL LIMITED

349936AE4

Dec 2023

2,000,000

$2.0M

0.12%

ABS-CBDO

169

1988 CLO LTD

653937AG7

Dec 2023

2,000,000

$2.0M

0.12%

ABS-CBDO

170

SYCAMORE TREE CLO LTD

87122FAE6

Dec 2023

2,000,000

$2.0M

0.12%

ABS-CBDO

171

OSD CLO LTD.

671024AA5

Dec 2023

2,000,000

$2.0M

0.12%

ABS-CBDO

172

ELEVATION CLO LTD

28623NAA5

Dec 2023

2,000,000

$1.8M

0.11%

ABS-CBDO

173

APEX CREDIT CLO LTD

03754DAE3

Dec 2023

2,000,000

$1.8M

0.11%

ABS-CBDO

174

MARATHON CLO LTD.

56576LAY5

Dec 2023

1,962,500

$1.8M

0.11%

ABS-CBDO

175

BENEFIT STREET PARTNERS CLO LTD

08179HAD2

Dec 2023

1,800,000

$1.8M

0.11%

ABS-CBDO

176

OCEAN TRAILS CLO

67516CAU3

Dec 2023

1,770,000

$1.7M

0.10%

ABS-CBDO

177

VENTURE CLO LIMITED

92326HAA4

Dec 2023

2,000,000

$1.7M

0.10%

ABS-CBDO

178

BATTALION CLO LTD

07132JBJ2

Dec 2023

1,725,000

$1.6M

0.10%

ABS-CBDO

179

WARWICK CAPITAL CLO LTD

936919AE9

Dec 2023

1,600,000

$1.6M

0.10%

ABS-CBDO

180

TCW CLO LTD

87240XAA2

Dec 2023

1,725,000

$1.5M

0.10%

ABS-CBDO

181

VOYA CLO

92917QAC5

Dec 2023

4,300,000

$1.5M

0.09%

ABS-CBDO

182

TRINITAS CLO LTD

89640HAE1

Dec 2023

1,500,000

$1.5M

0.09%

ABS-CBDO

183

FORTRESS CREDIT BSL LIMITED

34966BAG1

Dec 2023

1,500,000

$1.5M

0.09%

ABS-CBDO

184

VENTURE CLO LIMITED

92329MAE2

Dec 2023

11,620,000

$1.3M

0.08%

ABS-CBDO

185

CATHEDRAL LAKE CLO LTD.

14918JAW0

Dec 2023

1,284,069

$1.3M

0.08%

ABS-CBDO

186

NEUBERGER BERMAN CLO LTD

64129VAB9

Dec 2023

5,900,000

$1.2M

0.08%

ABS-CBDO

187

IVY HILL MIDDLE MARKET CREDIT FUND, LTD.

46604GAB3

Dec 2023

1,667,000

$1.2M

0.07%

ABS-CBDO

188

ATLAS SENIOR LOAN FUND, LTD

04940QAG2

Dec 2023

1,200,000

$1.2M

0.07%

ABS-CBDO

189

OCEAN TRAILS CLO

67515XAU8

Dec 2023

1,250,000

$1.2M

0.07%

ABS-CBDO

190

ELEVATION CLO LTD

28622VAN0

Dec 2023

1,158,243

$1.2M

0.07%

ABS-CBDO

191

CATHEDRAL LAKE CLO LTD.

14919BAL0

Dec 2023

1,000,000

$962K

0.06%

ABS-CBDO

192

BENEFIT STREET PARTNERS CLO LTD

08180GAC3

Dec 2023

10,450,000

$940K

0.06%

ABS-CBDO

193

LONGFELLOW PLACE CLO LLC

54303NAH3

Dec 2023

8,035,064

$908K

0.06%

ABS-CBDO

194

FORTRESS CREDIT BSL LIMITED

34964WAG7

Dec 2023

900,000

$897K

0.06%

ABS-CBDO

195

VOYA CLO

92915DAG7

Dec 2023

1,000,000

$897K

0.06%

ABS-CBDO

196

FORTRESS CREDIT BSL LIMITED

34964WAL6

Dec 2023

900,000

$896K

0.06%

ABS-CBDO

197

N/A

64132HAC3

Dec 2023

1,325,406

$861K

0.05%

ABS-CBDO

198

VENTURE CLO LIMITED

92331HAB5

Dec 2023

10,526,000

$658K

0.04%

ABS-CBDO

199

TSTAT LTD

87300FAJ9

Dec 2023

600,000

$601K

0.04%

ABS-CBDO

200

ARROWPOINT CLO

04280QAE5

Dec 2023

14,400,000

$576K

0.04%

ABS-CBDO

201

N/A

64131HAC4

Dec 2023

800,000

$524K

0.03%

ABS-CBDO

202

BATTERY PARK CLO LTD

07134CAG2

Dec 2023

500,000

$502K

0.03%

ABS-CBDO

203

BATTERY PARK CLO LTD

07134CAE7

Dec 2023

500,000

$499K

0.03%

ABS-CBDO

204

BENEFIT STREET PARTNERS CLO LTD

08182QAC9

Dec 2023

475,000

$461K

0.03%

ABS-CBDO

205

LCM LTD.

50202FAE7

Dec 2023

1,043,735

$381K

0.02%

ABS-CBDO

206

N/A

64131HAG5

Dec 2023

331,457

$185K

0.01%

ABS-CBDO

207

CATHEDRAL LAKE CLO LTD.

14918DAC7

Dec 2023

18,200,000

$182K

0.01%

ABS-CBDO

208

BENEFIT STREET PARTNERS CLO LTD

08180TAD3

Dec 2023

36,750,000

$140K

0.01%

ABS-CBDO

209

NEUBERGER BERMAN LOAN ADVISERS LLC

64134F309

Dec 2023

335,625

$77K

0.00%

ABS-CBDO

210

NEUBERGER BERMAN CLO LTD

64131UAG6

Dec 2023

295,867

$77K

0.00%

ABS-CBDO

211

NEUBERGER BERMAN LOAN ADVISERS LLC

64133LAC3

Dec 2023

111,146

$72K

0.00%

ABS-CBDO

212

NEUBERGER BERMAN LOAN ADVISERS LLC

64134DAG1

Dec 2023

119,000

$70K

0.00%

ABS-CBDO

213

VALHALLA CLO, LTD.

91914QAA4

Dec 2023

6,500,000

$66K

0.00%

ABS-CBDO

214

N/A

64131HAE0

Dec 2023

92,000

$51K

0.00%

ABS-CBDO

215

NEUBERGER BERMAN LOAN ADVISERS LLC

64134CAG3

Dec 2023

114,375

$5K

0.00%

ABS-CBDO

216

BATTALION CLO LTD

07131YAC6

Dec 2023

12,746,000

$1K

0.00%

ABS-CBDO

217

ICE GLOBAL CREDIT CLO LTD

44928WAC0

Dec 2023

12,500,000

$1K

0.00%

ABS-CBDO