CLO Deal Total Returns*

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Manager	Intex Name	Bloomberg Ticker	Perf. Ending	β	1M Index TRR	1M Mgr TRR	1M Part from β	1M Part from α	3M Index TRR	3M Mgr TRR	3M Part from β	3M Part from α	6M Index TRR	6M Mgr TRR	6M Part from β	6M Part from α	12M Index TRR	12M Mgr TRR	12M Part from β	12M Part from α
HPS Investment Partners	HPSL2317	HLM 2023-17A	3/13/2024	-0.10	1.16	2.08	-0.12	2.20	3.30	3.97	-0.33	4.30
Whitebox Capital Management	WHTBX4	WBOX 2023-4A	3/8/2024	0.42	1.13	1.03	0.48	0.55	3.36	2.67	1.42	1.25
Bardin Hill Investment Partners	BRDH211	BARDN 2021-1A	3/5/2024	1.08	1.06	1.13	1.15	-0.02	3.40	4.73	3.68	1.05	5.66	7.27	6.11	1.16	11.63	14.26	12.57	1.69
Crescent Capital Group	ATLSLF9	ATCLO 2018-9A	3/11/2024	1.09	1.18	0.73	1.28	-0.56	3.35	4.65	3.65	1.00	5.47	6.82	5.97	0.86	11.21	11.13	12.23	-1.10
Post Advisory Group	POST231	POST 2023-1A	3/11/2024	0.59	1.11	1.24	0.65	0.59	3.34	2.95	1.95	0.99
Elmwood Asset Management	ELMW22	ELM22 2023-1A	3/6/2024	0.67	1.09	1.07	0.73	0.34	3.37	3.23	2.24	0.99
CVC Credit Partners	APIDO44	APID 2023-44A	3/14/2024	0.58	1.23	1.20	0.71	0.48	3.30	2.90	1.91	0.99
Telos Asset Management	TEL145	TELOS 2014-5A	2/29/2024	0.86	0.94	1.66	0.81	0.85	3.39	3.91	2.93	0.98	5.54	5.97	4.79	1.18	10.77	7.83	9.31	-1.48
CVC Credit Partners	APIDO45	APID 2023-45A	3/14/2024	0.59	1.23	1.25	0.73	0.52	3.30	2.91	1.95	0.97
Blackrock Financial Management	MAGNET34	MAGNE 2023-34A	2/29/2024	0.66	0.94	0.88	0.61	0.27	3.34	3.12	2.20	0.93
MJX Asset Management	VENT38	VENTR 2019-38A	3/15/2024	0.99	1.21	1.32	1.20	0.12	3.14	4.03	3.11	0.93	5.35	6.23	5.30	0.93	13.15	14.02	13.03	1.00
MidOcean Credit Fund Management	MIDOCC2	MIDO 2013-2A	3/19/2024	1.04	1.18	1.72	1.23	0.49	2.99	4.02	3.10	0.92	5.29	6.78	5.49	1.29	13.67	16.03	14.19	1.84
Morgan Stanley Eaton Vance	ASSU4	MORGN 2019-4A	3/11/2024	1.14	1.11	1.03	1.26	-0.23	3.32	4.69	3.77	0.92	5.44	6.37	6.17	0.20	11.70	12.02	13.28	-1.26
MJX Asset Management	VENT13	VENTR 2013-13A	3/1/2024	1.09	0.95	1.28	1.03	0.25	3.41	4.61	3.71	0.90	5.53	6.31	6.00	0.31	11.29	11.28	12.25	-0.96
Elmwood Asset Management	ELMW23	ELM23 2023-2A	3/6/2024	0.69	1.10	1.11	0.76	0.35	3.37	3.23	2.34	0.89
Invesco	RECE	RCTTE 2015-1A	3/1/2024	0.85	0.99	1.28	0.84	0.44	3.39	3.76	2.89	0.86	5.66	5.78	4.82	0.96	10.41	9.75	8.87	0.88
Golub Capital	GOLUP66B	GCBSL 2023-66A	3/11/2024	0.59	1.15	1.03	0.68	0.35	3.34	2.82	1.95	0.86
Octagon Credit Investors	OCTAG44	OCT44 2019-1A	3/8/2024	0.97	1.11	1.32	1.08	0.23	3.36	4.06	3.27	0.79	5.60	5.94	5.45	0.49	10.89	10.74	10.60	0.14
Vibrant Capital Partners	VIBR6	VIBR 2017-6A	3/8/2024	1.02	1.13	1.29	1.16	0.13	3.37	4.23	3.45	0.78	5.45	6.32	5.58	0.74	11.19	11.51	11.46	0.05
Sound Point Capital Management	SOUPT2	SNDPT 2013-1A	3/5/2024	1.01	1.12	1.60	1.13	0.48	3.40	4.17	3.43	0.74	6.04	6.76	6.10	0.66	11.38	11.60	11.48	0.12
MJX Asset Management	VENT26	VENTR 2017-26A	3/11/2024	1.07	1.18	0.90	1.26	-0.36	3.33	4.30	3.57	0.73	5.49	6.47	5.88	0.59	11.53	10.98	12.35	-1.37
Credit Suisse First Boston	MADPK63	MDPK 2023-63A	3/11/2024	0.78	1.18	1.19	0.92	0.27	3.34	3.34	2.62	0.72
Anchorage Capital Group	ANCH9	ANCHC 2016-9A	3/6/2024	0.98	1.09	1.37	1.08	0.30	3.37	4.03	3.32	0.71	5.66	6.40	5.57	0.83	11.55	12.93	11.36	1.57
MidOcean Credit Fund Management	MIDOCC12	MIDO 2023-12A	3/7/2024	0.72	1.12	1.18	0.81	0.37	3.37	3.14	2.43	0.71
CIFC Asset Management	TCIFC232	TCIFC 2023-2A	3/7/2024	0.76	1.12	1.29	0.86	0.43	3.37	3.26	2.56	0.70
Octagon Credit Investors	OCTAG20R	OCT20 2019-4A	3/11/2024	1.00	1.14	1.21	1.14	0.07	3.34	4.03	3.33	0.69	5.54	6.27	5.53	0.74	11.82	12.21	11.79	0.42
Anchorage Capital Group	ANCH13	ANCHC 2019-13A	3/6/2024	0.98	1.09	1.34	1.07	0.27	3.37	3.98	3.29	0.69	5.66	6.37	5.53	0.85	11.55	12.98	11.27	1.71
Barrow Hanley	BARHN1	BARHN 2023-1A	3/11/2024	0.66	1.18	1.23	0.77	0.46	3.34	2.88	2.19	0.69
Nuveen	SYMPH18	SYMP 2016-18A	3/13/2024	1.03	1.16	1.76	1.20	0.56	3.30	4.09	3.41	0.68	5.46	6.09	5.64	0.45	12.75	12.82	13.19	-0.36
DoubleLine Capital	PARAL171	PARL 2017-1A	3/8/2024	1.07	0.84	1.42	0.90	0.52	3.36	4.26	3.58	0.68	5.53	6.05	5.90	0.15	11.28	10.69	12.04	-1.35
Carlyle Group	CBAM2012	CBAM 2020-12A	3/13/2024	1.06	1.20	1.85	1.27	0.58	3.30	4.17	3.49	0.67	5.46	6.54	5.78	0.75	10.96	12.98	11.62	1.36
WhiteStar	TRNTS4	TRNTS 2016-4A	2/29/2024	1.12	0.94	1.29	1.05	0.24	3.39	4.46	3.79	0.67	5.65	7.33	6.31	1.01	11.18	12.78	12.50	0.28
Guggenheim Partners	AUBCL	AUBRN 2017-1A	3/11/2024	0.87	1.18	1.46	1.03	0.44	3.33	3.58	2.91	0.66	5.49	6.30	4.79	1.51	11.44	12.22	9.99	2.23
WhiteStar	TRNTS10	TRNTS 2019-10A	2/29/2024	0.96	0.94	1.23	0.90	0.33	3.39	3.90	3.24	0.66	5.67	6.47	5.42	1.05	11.21	11.72	10.72	1.00
Elmwood Asset Management	ELMW2	ELMW2 2019-2A	3/8/2024	0.86	1.13	1.16	0.98	0.18	3.36	3.54	2.89	0.66	5.60	5.72	4.82	0.90	11.54	11.64	9.92	1.72
MJX Asset Management	VENT14	VENTR 2013-14A	3/14/2024	1.01	1.23	1.29	1.25	0.04	3.37	4.06	3.41	0.65	5.26	5.64	5.33	0.31	12.76	11.19	12.93	-1.73
WhiteStar	TRNTS8	TRNTS 2018-8A	2/29/2024	1.06	0.94	1.40	0.99	0.41	3.39	4.24	3.59	0.65	5.63	6.73	5.96	0.77	11.15	11.86	11.82	0.04
Crescent Capital Group	ATLSLF13	ATCLO 2019-13A	3/11/2024	1.21	1.18	1.15	1.43	-0.28	3.34	4.70	4.05	0.65	5.52	7.48	6.70	0.78	11.61	14.12	14.09	0.03
Nassau Corporate Credit	NASS221	NCC 2022-1A	3/5/2024	0.84	1.07	0.94	0.90	0.04	3.40	3.51	2.86	0.64	5.63	6.24	4.74	1.51
Nuveen	SYMPH20	SYMP 2018-20A	3/13/2024	0.93	1.16	1.46	1.08	0.37	3.30	3.71	3.07	0.64	5.46	5.71	5.09	0.63	12.75	12.34	11.87	0.46
Pimco	BBLF231	BOBA 2023-1A	3/6/2024	0.73	1.09	1.05	0.80	0.25	3.37	3.11	2.47	0.64
ICG Debt Advisors	ICGU1403	ICG 2014-3A	3/15/2024	0.92	1.18	0.96	1.09	-0.13	3.06	3.44	2.81	0.63	5.33	5.15	4.89	0.26	13.24	11.68	12.14	-0.46
Black Diamond Capital Management	BDIAM192	BLACK 2019-2A	3/20/2024	0.84	1.15	1.20	0.96	0.24	2.93	3.08	2.45	0.63	5.30	5.18	4.43	0.74	13.64	13.19	11.41	1.78
Clover	COVCP3	CLVR 2017-1A	2/29/2024	0.97	0.94	1.81	0.91	0.90	3.39	3.90	3.29	0.62	5.61	5.86	5.44	0.42	10.67	10.01	10.35	-0.34
MJX Asset Management	VENT37	VENTR 2019-37A	3/5/2024	1.16	1.07	1.59	1.24	0.35	3.40	4.55	3.95	0.60	5.66	6.48	6.56	-0.08	11.62	12.43	13.47	-1.04
Ares Management	ARES64	ARES 2022-64A	3/5/2024	0.92	1.07	1.20	0.98	0.22	3.39	3.70	3.11	0.59	5.64	6.39	5.17	1.22	11.49	10.90	10.52	0.37
Elmwood Asset Management	ELMW17	ELM17 2022-4A	3/6/2024	0.82	1.09	1.03	0.90	0.13	3.37	3.36	2.77	0.59	5.66	5.59	4.65	0.94	11.48	11.46	9.43	2.03
Vista Credit	VCPC2	VCP 2021-2A	3/8/2024	0.95	1.13	1.13	1.08	0.05	3.36	3.78	3.19	0.59	5.55	5.96	5.27	0.70	11.48	13.67	10.89	2.77
ZAIS Group	ZAIS6	ZAIS6 2017-1A	3/6/2024	1.18	1.10	1.01	1.29	-0.28	3.38	4.58	4.00	0.59	5.61	6.25	6.63	-0.38	11.30	12.04	13.35	-1.31
MJX Asset Management	VENT15	VENTR 2013-15A	3/5/2024	1.13	1.07	1.16	1.21	-0.04	3.40	4.43	3.85	0.59	5.66	6.85	6.39	0.46	11.62	13.46	13.14	0.32
ZAIS Group	ZAIS16	ZAIS 2020-16A	3/11/2024	0.89	1.18	1.15	1.05	0.10	3.34	3.55	2.98	0.57	5.55	5.65	4.96	0.70	11.63	12.14	10.38	1.75
Sound Point Capital Management	SOUPT17	SNDPT 2017-3A	3/6/2024	1.05	1.09	1.17	1.15	0.02	3.37	4.13	3.55	0.57	5.59	5.99	5.90	0.09	11.33	11.41	11.95	-0.53
Nuveen	TCISY171	TSYMP 2017-1A	3/6/2024	0.95	1.09	1.36	1.03	0.33	3.38	3.77	3.20	0.57	5.65	5.78	5.36	0.42	11.37	11.14	10.79	0.35
ZAIS Group	ZAIS17	ZAIS 2021-17A	3/11/2024	0.88	1.18	1.07	1.03	0.04	3.34	3.49	2.92	0.57	5.55	5.98	4.86	1.12	11.63	12.28	10.19	2.09
MJX Asset Management	VENT42	VENTR 2021-42A	3/8/2024	0.99	1.13	1.20	1.12	0.08	3.36	3.89	3.32	0.56	5.60	6.02	5.55	0.48	11.52	12.45	11.41	1.04
American Money Management	AMMCCL21	AMMC 2017-21A	2/21/2024	0.92	0.76	0.85	0.70	0.14	3.30	3.58	3.04	0.54	5.91	6.19	5.45	0.75	10.78	10.65	9.93	0.72
Elmwood Asset Management	ELMW18	ELM18 2022-5A	3/6/2024	0.83	1.09	1.04	0.91	0.13	3.37	3.35	2.81	0.54
Elmwood Asset Management	ELMW16	ELM16 2022-3A	3/12/2024	0.81	1.17	0.90	0.94	-0.05	3.40	3.29	2.75	0.54	5.61	5.59	4.53	1.06	11.04	11.10	8.92	2.19
ICG Debt Advisors	ICGU2102	ICG 2021-2A	3/15/2024	0.89	1.21	1.22	1.07	0.15	3.06	3.24	2.71	0.54	5.34	5.52	4.73	0.78	13.21	13.39	11.70	1.69
WhiteStar	TRNTS11	TRNTS 2019-11A	2/29/2024	1.00	0.94	1.22	0.94	0.29	3.39	3.91	3.38	0.53	5.67	6.37	5.65	0.72	11.21	11.62	11.19	0.43
Bardin Hill Investment Partners	HALCL171	HLA 2017-1A	3/11/2024	1.06	1.15	1.01	1.22	-0.20	3.34	4.05	3.52	0.53	5.50	6.79	5.81	0.99	12.46	13.47	13.15	0.32
AEGON USA Investment Management	CEDARF15	CEDF 2022-15A	3/12/2024	0.87	1.18	1.52	1.03	0.50	3.33	3.42	2.89	0.53	5.50	5.71	4.78	0.94	11.88	11.23	10.31	0.91
Guggenheim Partners	GUGC2001	GUGG 2020-1A	3/14/2024	0.85	1.23	1.32	1.04	0.28	3.18	3.22	2.70	0.53	5.40	5.00	4.58	0.42	13.14	13.09	11.15	1.95
Voya Alternative Asset Management	VOY1603	VOYA 2016-3A	2/29/2024	1.01	0.93	1.04	0.94	0.10	3.39	3.94	3.42	0.52	5.66	6.31	5.71	0.61	10.42	11.37	10.51	0.86
Elmwood Asset Management	ELMW6	ELMW6 2020-3A	3/8/2024	0.89	1.13	1.16	1.01	0.15	3.36	3.51	2.99	0.52	5.60	5.64	4.98	0.66	10.89	10.78	9.68	1.09
Sound Point Capital Management	SOUPT3R	SNDPT 2013-2RA	3/1/2024	1.02	1.00	1.43	1.02	0.41	3.40	3.97	3.45	0.52	5.54	5.92	5.63	0.29	11.03	11.33	11.21	0.12
Voya Alternative Asset Management	VOY1601	VOYA 2016-1A	2/29/2024	1.01	0.93	1.07	0.94	0.13	3.39	3.94	3.42	0.52	5.64	6.08	5.70	0.39	11.05	11.70	11.18	0.53
KKR Financial Advisors	KKR32	KKR 32A	2/29/2024	0.98	0.94	1.12	0.92	0.21	3.38	3.83	3.31	0.52	5.67	6.18	5.55	0.63	11.22	12.02	10.98	1.04
KKR Financial Advisors	KSTAT2	KSTAT 2022-2A	2/29/2024	0.93	0.94	1.03	0.87	0.16	3.38	3.66	3.15	0.52	5.65	5.89	5.25	0.63
Fortress Investment Group	FORTCB7	FCBSL 2019-1A	3/8/2024	0.92	1.09	1.42	1.01	0.41	3.36	3.60	3.09	0.52	5.59	6.26	5.15	1.11	11.52	12.96	10.60	2.35
Nuveen	SYMPH21	SYMP 2019-21A	3/8/2024	0.95	1.13	1.39	1.08	0.31	3.36	3.70	3.19	0.51	5.60	5.68	5.32	0.36	11.53	10.68	10.94	-0.26
Golub Capital	GOLUP62B	GCBSL 2022-62A	3/6/2024	0.76	1.09	1.01	0.83	0.18	3.37	3.08	2.56	0.51	5.65	5.48	4.30	1.19	11.55	11.57	8.78	2.78
Elmwood Asset Management	ELMW21	ELM21 2022-8A	3/8/2024	0.80	1.13	1.12	0.90	0.22	3.36	3.18	2.67	0.50	5.60	5.21	4.46	0.75
Voya Alternative Asset Management	INGIM141	INGIM 2014-1A	2/29/2024	1.05	0.93	1.09	0.98	0.11	3.39	4.06	3.56	0.50	5.63	6.67	5.92	0.75	10.40	11.44	10.93	0.51
Octagon Credit Investors	OCTAG40	OCT40 2019-1A	3/7/2024	1.04	1.12	1.30	1.16	0.14	3.37	3.99	3.49	0.50	5.65	5.99	5.86	0.13	11.53	11.08	11.94	-0.87
Canaras Capital Management	SARC3	SRANC 2014-3A	3/13/2024	1.13	1.16	1.67	1.31	0.36	3.30	4.23	3.73	0.50	5.38	5.22	6.08	-0.86	12.67	13.61	14.32	-0.71
WhiteStar	CATLK13	CATLK 2013-1A	3/6/2024	1.10	1.09	1.58	1.21	0.37	3.37	4.22	3.72	0.50	5.63	6.66	6.21	0.45	11.44	13.59	12.63	0.96
Octagon Credit Investors	OCTAG46	OCT46 2020-2A	3/8/2024	1.06	0.85	1.00	0.90	0.11	3.36	4.04	3.55	0.49	5.60	5.97	5.92	0.04	10.89	10.73	11.51	-0.79
Elmwood Asset Management	ELMW11	ELM11 2021-4A	3/8/2024	0.88	1.13	1.14	0.99	0.14	3.36	3.43	2.94	0.49	5.60	5.51	4.91	0.60	10.89	10.61	9.53	1.08
American Money Management	AMMCCL23	AMMC 2020-23A	3/6/2024	0.97	1.09	1.04	1.06	-0.01	3.37	3.76	3.27	0.49	5.66	6.50	5.49	1.01	11.47	12.41	11.13	1.28
Putnam Investments	CAPC37C3	PUTNM 2023-1A	3/1/2024	0.75	1.00	0.93	0.75	0.18	3.39	3.04	2.55	0.49
KKR Financial Advisors	KKR49	KKR 49A	2/29/2024	1.04	0.94	1.19	0.98	0.22	3.38	4.01	3.52	0.48	5.67	6.30	5.90	0.40
KKR Financial Advisors	KKR37	KKR 37A	2/29/2024	1.06	0.94	1.20	0.99	0.21	3.38	4.05	3.57	0.48	5.67	6.42	5.98	0.44	11.22	12.09	11.83	0.25
Anchorage Capital Group	ANCH11	ANCHC 2019-11A	3/13/2024	0.97	1.16	1.36	1.13	0.23	3.30	3.69	3.21	0.48	5.46	6.00	5.31	0.69	12.74	13.83	12.39	1.44
HPS Investment Partners	HIBLM156	HLM 6A-2015	2/22/2024	1.04	0.81	1.28	0.85	0.44	3.37	3.97	3.49	0.48	5.91	6.14	6.13	0.01	11.08	11.56	11.49	0.06
Golub Capital	GOLUP60B	GCBSL 2022-60A	3/11/2024	0.79	1.15	1.09	0.91	0.18	3.34	3.12	2.65	0.48	5.55	5.27	4.40	0.87	12.51	12.11	9.92	2.20
HPS Investment Partners	HPSL1915	HLM 15A-19	3/12/2024	0.96	1.18	1.36	1.13	0.23	3.33	3.66	3.18	0.48	5.50	5.90	5.26	0.64	11.88	12.45	11.36	1.09
Blackrock Financial Management	MAGNET33	MAGNE 2022-33A	2/29/2024	0.85	0.94	0.95	0.79	0.15	3.38	3.34	2.86	0.47	5.67	5.49	4.80	0.69	11.22	11.01	9.50	1.51
KKR Financial Advisors	KKR35	KKR 35A	2/29/2024	1.03	0.94	1.22	0.97	0.25	3.38	3.96	3.49	0.47	5.67	6.22	5.85	0.37	11.22	12.17	11.57	0.60
Blackstone	THAYP	THAYR 2017-1A	3/6/2024	1.04	1.09	1.28	1.14	0.14	3.37	3.98	3.50	0.47	5.64	6.19	5.86	0.32	11.54	12.41	11.99	0.42
Silver Rock Management	SLVRK2	SLVRK 2021-2A	3/18/2024	1.02	1.24	1.61	1.26	0.35	3.08	3.61	3.14	0.47	5.33	6.34	5.43	0.91	11.34	12.85	11.56	1.28
Blue Owl	WELF151	WELF 2015-1A	3/8/2024	1.05	1.13	0.91	1.19	-0.27	3.36	3.99	3.52	0.47	5.51	6.50	5.77	0.73	10.96	11.06	11.47	-0.41
Octagon Credit Investors	OCTAG53	OCT53 2021-1A	3/8/2024	1.09	1.11	1.37	1.21	0.16	3.36	4.12	3.65	0.47	5.60	6.03	6.08	-0.06	10.89	11.20	11.83	-0.63
Invesco	RISRV	RSRVA 2016-3A	3/1/2024	0.94	1.00	1.32	0.93	0.39	3.39	3.65	3.19	0.47	5.66	5.88	5.31	0.57	11.50	11.43	10.80	0.63
Elmwood Asset Management	ELMW5	ELMW5 2020-2A	3/8/2024	0.88	1.13	1.12	0.99	0.13	3.36	3.40	2.94	0.46	5.60	5.54	4.90	0.63	10.89	10.70	9.53	1.17
Elmwood Asset Management	ELMW7	ELMW7 2020-4A	3/6/2024	0.89	1.09	1.05	0.97	0.08	3.37	3.46	3.00	0.46	5.66	4.54	5.04	-0.50	11.48	10.21	10.22	-0.01
Anchorage Capital Group	ANCH6	ANCHC 2015-6A	3/6/2024	0.97	1.09	0.93	1.06	-0.12	3.37	3.71	3.25	0.46	5.56	5.93	5.37	0.57	11.19	11.35	10.80	0.55
ICG Debt Advisors	ICGU2104	ICG 2021-4A	3/18/2024	0.91	1.24	1.22	1.13	0.09	3.08	3.27	2.81	0.46	5.33	5.75	4.87	0.88	13.31	13.64	12.15	1.49
Octagon Credit Investors	OCTAG45	OCT45 2019-1A	3/8/2024	1.05	1.11	1.31	1.17	0.14	3.36	3.99	3.53	0.45	5.60	5.96	5.90	0.07	10.89	10.93	11.46	-0.53
Vibrant Capital Partners	VIBR7	VIBR 2017-7A	3/8/2024	1.04	1.13	1.16	1.19	-0.02	3.37	3.97	3.52	0.45	5.56	6.31	5.81	0.50	11.32	11.81	11.82	-0.01
American Money Management	AMMCCL11	AMMC 2012-11A	2/21/2024	0.91	0.72	0.82	0.65	0.16	3.29	3.43	2.98	0.45	5.89	6.08	5.33	0.75	10.80	10.92	9.78	1.15
Marathon Asset Management	MARATH6	MCLO 2014-6A	3/5/2024	1.26	0.83	1.98	1.05	0.93	3.63	5.03	4.58	0.45	5.63	7.26	7.11	0.15	11.00	13.62	13.90	-0.28
ICG Debt Advisors	ICGU1701	ICG 2017-1A	3/20/2024	0.92	1.09	0.88	1.00	-0.13	2.93	3.15	2.70	0.45	5.31	5.62	4.89	0.72	13.63	13.00	12.56	0.44
Sancus	TRYSL221	TRYSL 2022-1A	3/7/2024	0.87	1.12	1.21	0.98	0.23	3.37	3.37	2.93	0.45	5.66	5.43	4.92	0.51	11.53	12.02	10.03	1.99
Crescent Capital Group	ATLSLF11	ATCLO 2018-11A	3/13/2024	1.12	1.16	1.26	1.30	-0.04	3.33	4.19	3.74	0.44	5.42	7.14	6.10	1.05	12.49	14.53	14.04	0.49
Partners Group	PIKP5	PIPK 2020-5A	3/15/2024	1.04	1.19	1.45	1.23	0.22	3.06	3.60	3.16	0.44	5.34	6.10	5.53	0.56	13.21	14.38	13.68	0.70
ICG Debt Advisors	ICGU1803	ICG 2018-3A	3/15/2024	0.92	1.18	1.20	1.09	0.11	3.06	3.24	2.80	0.44	5.34	5.35	4.91	0.44	13.19	12.23	12.11	0.12
Elmwood Asset Management	ELMW10	ELM10 2021-3A	3/8/2024	0.89	1.13	1.13	1.01	0.12	3.36	3.42	2.99	0.43	5.60	5.51	4.99	0.53	10.89	10.58	9.69	0.89
Apollo Global Management	RRCL23	RRAM 2022-23A	3/8/2024	0.75	0.83	0.73	0.62	0.11	3.36	2.95	2.52	0.43	5.61	4.60	4.20	0.39
Carlyle Group	CBAM185	CBAM 2018-5A	3/13/2024	1.04	1.20	1.54	1.25	0.30	3.30	3.85	3.41	0.43	5.44	5.63	5.64	-0.01	13.00	13.07	13.46	-0.39
Barings	BABS162	BABSN 2016-2A	3/8/2024	0.99	1.13	1.25	1.12	0.13	3.36	3.75	3.32	0.43	5.60	6.04	5.53	0.51	11.52	11.72	11.38	0.34
HPS Investment Partners	HPSL1711	HLM 11A-17	2/23/2024	0.95	0.83	1.37	0.78	0.59	3.36	3.62	3.19	0.43	5.89	5.47	5.58	-0.11	11.06	11.07	10.48	0.59
Elmwood Asset Management	ELMW3	ELMW3 2019-3A	3/8/2024	0.92	1.13	1.13	1.04	0.09	3.36	3.52	3.08	0.43	5.60	5.67	5.15	0.52	10.89	10.79	10.00	0.79
Elmwood Asset Management	ELMW12	ELM12 2021-5A	3/8/2024	0.89	1.13	1.14	1.01	0.13	3.36	3.43	3.00	0.43	5.60	5.52	5.01	0.51	11.54	11.48	10.32	1.15
Golub Capital	GOLUP48B	GCBSL 2020-48A	3/6/2024	0.82	1.09	1.16	0.89	0.27	3.37	3.19	2.76	0.43	5.66	5.55	4.63	0.91	11.55	11.32	9.45	1.88
Oaktree Capital Management	OAKC211	OAKCL 2021-1A	2/29/2024	0.96	0.94	0.98	0.90	0.07	3.38	3.68	3.26	0.42	5.67	6.32	5.46	0.86	11.22	12.57	10.81	1.76
Carlyle Group	CBAM2013	CBAM 2020-13A	3/13/2024	1.03	1.20	1.45	1.23	0.22	3.30	3.80	3.38	0.42	5.46	6.16	5.60	0.56	10.96	12.66	11.25	1.41
KKR Financial Advisors	KKR12	KKR 12	2/29/2024	1.05	0.94	1.19	0.98	0.20	3.38	3.97	3.55	0.42	5.63	6.34	5.91	0.43	11.08	12.20	11.63	0.57
Octagon Credit Investors	OCTLF	OCTLF 2014-1A	3/11/2024	1.00	1.15	1.13	1.15	-0.02	3.34	3.74	3.32	0.42	5.55	5.81	5.53	0.29	11.80	12.23	11.76	0.47
Oaktree Capital Management	OAKC212	OAKCL 2021-2A	2/29/2024	0.99	0.94	1.03	0.93	0.10	3.38	3.76	3.34	0.42	5.67	6.37	5.60	0.77	11.22	12.87	11.08	1.80
Sound Point Capital Management	SOUPT8R	SNDPT 2015-1RA	3/1/2024	1.05	1.00	1.19	1.04	0.15	3.40	3.97	3.55	0.42	5.59	6.10	5.85	0.25	11.17	11.67	11.69	-0.02
Credit Suisse First Boston	MADPK62	MDPK 2022-62A	3/6/2024	0.91	1.09	1.20	0.99	0.21	3.37	3.48	3.07	0.41	5.66	5.53	5.15	0.38	11.47	12.33	10.43	1.90
Anchorage Capital Group	ANCH7	ANCHC 2015-7A	3/19/2024	0.95	1.18	1.24	1.13	0.11	2.99	3.26	2.85	0.41	5.30	5.66	5.05	0.61	13.46	14.06	12.82	1.24
Voya Alternative Asset Management	INGIM124	INGIM 2012-4A	2/29/2024	1.06	0.94	1.07	0.99	0.08	3.39	4.00	3.59	0.41	5.62	6.51	5.97	0.54	11.05	12.00	11.73	0.27
ICG Debt Advisors	ICGU2001	ICG 2020-1A	3/14/2024	0.89	1.23	1.34	1.10	0.24	3.18	3.25	2.84	0.41	5.40	5.10	4.83	0.27	12.58	10.70	11.25	-0.55
Invesco	UPLND	UPLND 2016-1A	3/1/2024	0.93	0.99	1.18	0.92	0.27	3.39	3.55	3.14	0.41	5.62	5.68	5.20	0.48	10.37	10.53	9.60	0.93
Onex Credit Partners	OCP1509	OCP 2015-9A	3/5/2024	0.89	1.06	1.13	0.95	0.18	3.40	3.45	3.04	0.40	5.66	6.10	5.06	1.03	11.63	11.89	10.40	1.50
Nuveen	SYMPH15	SYMP 2014-15A	3/6/2024	0.95	1.09	1.13	1.04	0.10	3.37	3.62	3.21	0.40	5.66	5.67	5.39	0.27	11.47	11.13	10.92	0.21
WhiteStar	TRNTS19	TRNTS 2022-19A	2/29/2024	0.97	0.94	1.10	0.90	0.20	3.38	3.67	3.27	0.40	5.67	5.87	5.49	0.38	11.22	11.37	10.85	0.52
Blackstone	NIAGRPK	NIAPK 2019-1A	3/6/2024	1.05	1.10	1.28	1.15	0.14	3.37	3.93	3.53	0.40	5.66	6.15	5.93	0.22	11.55	12.23	12.09	0.14
Bardin Hill Investment Partners	BRDH212	BARDN 2021-2A	3/11/2024	1.05	1.15	1.18	1.22	-0.04	3.34	3.91	3.51	0.40	5.55	6.43	5.84	0.59	12.51	14.32	13.18	1.14
HPS Investment Partners	HIBLM132	HLM 2013-2A	3/8/2024	0.99	1.13	1.60	1.12	0.47	3.36	3.72	3.32	0.40	5.54	5.56	5.48	0.07	11.41	11.40	11.29	0.11
Canaras Capital Management	SARC8	SRANC 2020-8A	3/11/2024	1.04	1.18	1.20	1.22	-0.01	3.34	3.86	3.46	0.40	5.55	5.45	5.76	-0.31	11.63	11.95	12.06	-0.11
Goldentree Asset Management	GOLDMU15	GLM 2022-15A	3/6/2024	0.90	1.09	1.17	0.98	0.18	3.37	3.43	3.04	0.39	5.08	5.15	4.57	0.57	8.70	9.17	7.83	1.34
Anchorage Capital Group	GARR161	GARR 2016-1A	3/11/2024	0.99	1.18	1.38	1.16	0.22	3.33	3.69	3.30	0.39	5.55	5.82	5.49	0.33	11.62	12.13	11.50	0.63
Invesco	LUCALI	LUCAL 2020-1A	3/1/2024	1.05	1.00	1.44	1.05	0.39	3.37	3.93	3.54	0.39	5.68	6.34	5.97	0.37	11.53	11.97	12.11	-0.14
KKR Financial Advisors	KKR38	KKR 38A	2/29/2024	1.09	0.94	1.23	1.02	0.21	3.38	4.06	3.68	0.39	5.67	6.39	6.16	0.23	11.22	12.03	12.19	-0.16
Ares Management	ARES65	ARES 2022-65A	3/5/2024	0.99	1.06	1.20	1.05	0.16	3.39	3.73	3.34	0.39	5.66	6.57	5.57	1.00	11.49	11.92	11.32	0.60
Palmer Square Capital Management	PALML211	PSTAT 2021-1A	3/13/2024	0.93	1.16	1.14	1.08	0.06	3.30	3.45	3.06	0.39	5.43	6.14	5.04	1.11	12.79	13.18	11.87	1.31
Voya Alternative Asset Management	VOY1402	VOYA 2014-2A	2/29/2024	0.99	0.94	1.04	0.93	0.11	3.39	3.75	3.36	0.39	5.62	5.90	5.58	0.32	10.98	11.42	10.90	0.52
Octagon Credit Investors	OCTAG26	OCT26 2016-1A	3/7/2024	0.99	1.12	1.07	1.11	-0.04	3.37	3.74	3.35	0.39	5.63	5.81	5.60	0.21	10.84	11.24	10.78	0.46
Octagon Credit Investors	OCTAG27	OCT27 2016-1A	3/7/2024	1.00	1.12	1.08	1.12	-0.04	3.37	3.76	3.38	0.38	5.63	5.83	5.65	0.19	10.84	11.27	10.88	0.39
Napier Park Global Capital	REGATF19	REG19 2022-1A	2/29/2024	0.79	0.93	0.94	0.74	0.20	3.38	3.05	2.67	0.38	5.67	5.56	4.48	1.08	11.22	11.17	8.86	2.31
CIFC Asset Management	CIFC161	CIFC 2016-1A	3/6/2024	0.96	1.09	1.06	1.05	0.01	3.37	3.61	3.24	0.38	5.66	6.04	5.43	0.61	10.78	11.44	10.34	1.09
Jefferies Finance	MPCF7	APEXC 2021-2A	2/29/2024	0.86	0.94	0.82	0.80	0.02	3.38	3.28	2.90	0.37	5.67	5.57	4.87	0.70	11.22	11.35	9.63	1.73
Invesco	CARBO	CRBN 2017-1A	3/1/2024	0.94	0.99	1.20	0.93	0.27	3.39	3.56	3.19	0.37	5.63	5.69	5.29	0.40	10.36	10.32	9.73	0.60
MacKay Shields	CVP172	MKS 2017-2A	2/29/2024	1.03	0.93	1.24	0.97	0.28	3.39	3.87	3.50	0.37	5.65	5.78	5.84	-0.07	11.07	10.93	11.45	-0.52
Nuveen	SYMPH16	SYMP 2015-16A	3/6/2024	1.00	1.09	1.13	1.09	0.04	3.38	3.75	3.38	0.37	5.66	5.96	5.67	0.29	10.83	11.32	10.85	0.47
Voya Alternative Asset Management	INGIM133	INGIM 2013-3A	2/29/2024	1.01	0.93	1.03	0.95	0.09	3.39	3.80	3.43	0.37	5.65	6.14	5.73	0.41	10.41	11.11	10.56	0.55
KKR Financial Advisors	KKR18	KKR 18	2/29/2024	1.06	0.94	1.15	1.00	0.15	3.38	3.97	3.60	0.37	5.63	6.47	5.99	0.48	11.08	12.53	11.80	0.73
Ares Management	ARES27	ARES 2013-2A	3/11/2024	1.00	1.10	1.22	1.10	0.12	3.34	3.68	3.32	0.36	5.54	6.10	5.52	0.58	11.80	11.93	11.74	0.19
Blackstone	WEBPK	WPARK 2015-1A	3/6/2024	1.03	1.09	1.26	1.13	0.13	3.37	3.84	3.48	0.36	5.64	5.95	5.82	0.14	11.52	12.21	11.89	0.32
Octagon Credit Investors	OCTAG29	OCT29 2016-1A	3/18/2024	1.02	1.20	1.37	1.22	0.15	3.04	3.46	3.10	0.36	5.33	5.65	5.43	0.22	13.37	13.46	13.63	-0.17
HPS Investment Partners	HPSL1610	HLM 10A-16	3/8/2024	0.95	1.13	0.88	1.07	-0.19	3.36	3.53	3.17	0.36	5.60	5.90	5.30	0.61	11.52	11.63	10.89	0.74
Oaktree Capital Management	OAKC201	OAKCL 2020-1A	2/29/2024	0.94	0.94	1.01	0.88	0.12	3.38	3.54	3.18	0.36	5.67	6.20	5.32	0.87	11.22	12.39	10.53	1.86
Silver Point	SPCLO1	SPCLO 2022-1A	3/6/2024	0.94	1.09	1.27	1.03	0.24	3.37	3.52	3.17	0.36	5.66	5.99	5.32	0.67
ICG Debt Advisors	ICGU1601	ICG 2016-1A	2/21/2024	0.94	0.88	0.94	0.83	0.11	3.21	3.37	3.02	0.36	5.81	5.73	5.46	0.27	10.83	10.47	10.19	0.28
Birch Grove Capital	BIRCHGR2	BGCLO 2021-2A	3/8/2024	0.95	1.11	1.21	1.06	0.16	3.36	3.54	3.19	0.35	5.60	6.05	5.31	0.74	11.54	12.45	10.95	1.50
Invesco	MILO	MILOS 2017-1A	3/1/2024	0.92	0.99	1.21	0.91	0.30	3.39	3.47	3.12	0.35	5.63	5.57	5.17	0.39	10.37	10.08	9.53	0.55
MJX Asset Management	VENT46	VENTR 2022-46A	3/8/2024	1.06	1.13	1.18	1.20	-0.02	3.36	3.89	3.55	0.35	5.60	6.28	5.92	0.36	11.53	12.52	12.18	0.34
Sound Point Capital Management	SOUPT22	SNDPT 2019-1A	3/4/2024	1.04	1.09	0.51	1.12	-0.61	3.41	3.87	3.53	0.35	5.74	5.60	5.94	-0.34	11.62	11.26	12.03	-0.77
MacKay Shields	CVP171	MKS 2017-1A	2/29/2024	1.04	0.93	1.72	0.97	0.75	3.39	3.86	3.52	0.34	5.64	5.60	5.85	-0.25	11.02	10.25	11.44	-1.19
Irradiant Partners	KAYNE11	RAD 2021-11A	3/8/2024	0.99	1.12	1.24	1.10	0.14	3.36	3.66	3.31	0.34	5.60	5.93	5.53	0.40	11.54	12.61	11.38	1.22
TCW Asset Management	TCW2201	TCW 2022-1A	3/11/2024	0.87	1.11	1.06	0.97	0.09	3.34	3.26	2.92	0.34	5.55	5.54	4.85	0.69	11.63	11.58	10.17	1.41
American Money Management	AMMCCL12	AMMC 2013-12A	2/28/2024	1.00	1.03	0.93	1.03	-0.10	3.48	3.82	3.48	0.34	5.82	6.13	5.83	0.30	10.99	10.74	11.01	-0.27
WhiteStar	TRNTS6	TRNTS 2017-6A	2/29/2024	1.04	0.93	1.23	0.97	0.26	3.39	3.86	3.52	0.34	5.67	6.19	5.90	0.29	11.21	11.35	11.67	-0.31
Octagon Credit Investors	OCTAG21	OCT21 2014-1A	3/6/2024	0.96	1.09	1.15	1.05	0.11	3.37	3.57	3.23	0.34	5.66	5.77	5.43	0.35	11.55	11.32	11.07	0.25
Octagon Credit Investors	OCTAG55	OCT55 2021-1A	3/8/2024	1.08	0.85	0.96	0.92	0.04	3.36	3.96	3.62	0.34	5.60	6.07	6.05	0.02	11.53	11.50	12.45	-0.94
KKR Financial Advisors	KKR36	KKR 36A	2/29/2024	1.05	0.94	1.16	0.98	0.18	3.38	3.88	3.55	0.34	5.67	6.07	5.94	0.13	11.21	11.91	11.76	0.15
Jefferies Finance	MPCF6	APEXC 2020-2A	2/29/2024	0.89	0.94	0.76	0.83	-0.07	3.38	3.34	3.01	0.33	5.67	5.57	5.04	0.53	11.22	11.43	9.97	1.46
Blackstone	MYERSPK	MYERS 2018-1A	3/6/2024	1.02	1.09	1.24	1.11	0.13	3.37	3.76	3.43	0.33	5.66	5.92	5.75	0.17	11.53	11.70	11.73	-0.02
BlueBay Asset Management	BBAMU1	BBAM 2022-1A	3/5/2024	0.83	1.07	1.03	0.88	0.15	3.41	3.14	2.81	0.33	5.66	5.45	4.67	0.78	11.63	11.74	9.60	2.14
Vibrant Capital Partners	VIBR16	VIBR 2023-16A	3/8/2024	0.89	1.13	1.13	1.01	0.12	3.36	3.31	2.98	0.33
Partners Group	PIKP2	PIPK 2018-2A	3/15/2024	0.99	1.19	1.34	1.18	0.16	3.05	3.36	3.03	0.33	5.34	5.70	5.30	0.40	13.21	14.11	13.10	1.01
Octagon Credit Investors	OCTAG42	OCT42 2019-3A	3/12/2024	0.99	1.14	1.20	1.12	0.08	3.33	3.61	3.28	0.33	5.50	5.94	5.42	0.52	11.02	11.34	10.87	0.47
MJX Asset Management	VENT41	VENTR 2021-41A	3/8/2024	1.02	1.13	1.06	1.16	-0.10	3.36	3.75	3.42	0.33	5.60	5.86	5.71	0.14	11.52	12.24	11.75	0.48
ZAIS Group	ZAIS7	ZAIS7 2017-2A	3/6/2024	1.18	1.10	1.04	1.30	-0.26	3.38	4.32	4.00	0.32	5.63	7.24	6.66	0.58	11.35	11.44	13.43	-1.99
Oaktree Capital Management	OAKC223	OAKCL 2022-3A	2/29/2024	0.99	0.94	0.93	0.93	0.00	3.38	3.66	3.34	0.32	5.67	5.92	5.60	0.32	11.22	12.28	11.07	1.21
Octagon Credit Investors	OCTAG32	OCT32 2017-1A	3/7/2024	0.98	1.12	1.04	1.09	-0.05	3.37	3.61	3.29	0.32	5.63	5.81	5.50	0.31	10.86	10.80	10.62	0.18
Ares Management	ARES34	ARES 2015-2A	3/6/2024	0.99	1.09	1.18	1.08	0.10	3.38	3.66	3.34	0.32	5.66	6.30	5.60	0.70	11.55	11.88	11.43	0.45
ZAIS Group	ZAIS8	ZAIS8 2018-1A	3/6/2024	1.26	1.10	1.08	1.38	-0.30	3.38	4.57	4.26	0.31	5.55	5.91	6.99	-1.07	11.23	11.71	14.13	-2.42
Five Arrows Managers	OCEANT5	OCTR 2014-5A	3/6/2024	1.02	1.09	0.87	1.11	-0.24	3.37	3.74	3.43	0.31	5.63	6.55	5.72	0.83	11.51	12.03	11.70	0.32
Partners Group	PIKP12	PIPK 2023-12A	3/15/2024	0.90	1.19	1.17	1.06	0.11	3.06	3.05	2.74	0.31
WhiteStar	TRNTS12	TRNTS 2020-12A	2/29/2024	1.00	0.87	1.15	0.87	0.28	3.38	3.70	3.38	0.31	5.67	5.90	5.67	0.23	11.22	11.15	11.21	-0.06
Octagon Credit Investors	OCTAG54	OCT54 2021-1A	3/7/2024	1.07	1.12	1.25	1.19	0.06	3.37	3.91	3.59	0.31	5.65	5.81	6.03	-0.23	10.84	10.63	11.57	-0.94
WhiteStar	TRNTS20	TRNTS 2022-20A	2/29/2024	0.98	0.94	1.11	0.92	0.19	3.38	3.64	3.33	0.31	5.67	5.89	5.58	0.31	11.22	11.55	11.04	0.51
Nassau Corporate Credit	NASS171	NCC 2017-IA	3/5/2024	0.99	1.07	1.41	1.05	0.36	3.40	3.67	3.36	0.31	5.57	6.17	5.49	0.68	11.31	10.02	11.15	-1.13
KKR Financial Advisors	KKR33	KKR 33A	2/29/2024	1.04	0.94	1.15	0.98	0.17	3.38	3.84	3.53	0.31	5.67	6.29	5.91	0.38	11.22	12.25	11.69	0.56
Crescent Capital Group	ATLSLF12	ATCLO 2018-12A	3/12/2024	1.22	1.14	1.23	1.39	-0.16	3.33	4.38	4.07	0.31	5.47	6.92	6.68	0.23	12.62	14.88	15.41	-0.53
Sound Point Capital Management	SOUPT15	SNDPT 2017-1A	3/6/2024	1.00	1.09	0.84	1.10	-0.26	3.37	3.70	3.39	0.31	5.54	6.33	5.57	0.76	10.77	11.77	10.82	0.94
ICG Debt Advisors	ICGU1401	ICG 2014-1A	3/12/2024	1.00	1.18	1.10	1.18	-0.08	3.33	3.63	3.32	0.31	5.50	5.55	5.48	0.08	11.86	11.11	11.82	-0.71
Canaras Capital Management	SARC6	SRANC 2018-6A	3/4/2024	1.21	1.09	1.53	1.32	0.21	3.41	4.44	4.14	0.30	5.70	5.83	6.91	-1.08	11.59	11.94	14.05	-2.12
Elmwood Asset Management	ELMW19	ELM19 2022-6A	3/6/2024	0.90	1.09	1.05	0.98	0.07	3.37	3.33	3.02	0.30	5.66	4.79	5.08	-0.29
CVC Credit Partners	APIDO23	APID 2015-23A	3/6/2024	0.91	1.09	1.19	1.00	0.19	3.37	3.38	3.08	0.30	5.66	5.58	5.17	0.41	11.55	11.57	10.56	1.01
KKR Financial Advisors	KKR15	KKR 15	2/29/2024	1.04	0.94	1.13	0.98	0.15	3.38	3.82	3.52	0.30	5.67	6.20	5.90	0.30	11.22	12.47	11.67	0.81
Oaktree Capital Management	OAKC222	OAKCL 2022-2A	2/29/2024	0.95	0.94	0.86	0.90	-0.03	3.38	3.53	3.23	0.30	5.67	6.05	5.41	0.64	11.22	12.39	10.71	1.69
Ares Management	ARES57	ARES 2020-57A	3/20/2024	1.05	1.09	1.31	1.14	0.17	2.93	3.37	3.07	0.30	5.32	6.38	5.57	0.80	13.64	13.99	14.30	-0.31
Octagon Credit Investors	OCTAG58	OCT58 2022-1A	3/11/2024	1.01	1.11	1.23	1.13	0.11	3.34	3.67	3.37	0.30	5.55	5.73	5.61	0.12	10.97	11.13	11.09	0.04
Voya Alternative Asset Management	VOY1503	VOYA 2015-3A	2/29/2024	1.00	0.93	1.06	0.94	0.12	3.39	3.69	3.40	0.29	5.65	5.95	5.67	0.28	11.20	11.99	11.24	0.75
Anchorage Capital Group	ANCH4R	ANCHC 2014-4RA	3/19/2024	0.94	1.18	0.79	1.11	-0.32	3.11	3.22	2.92	0.29	5.27	5.19	4.96	0.23	13.50	13.62	12.70	0.92
Carlyle Group	CBAM911R	CBAM 2019-11RA	3/13/2024	1.13	0.86	1.16	0.98	0.18	3.30	4.03	3.74	0.29	5.46	6.30	6.19	0.11	10.97	12.93	12.44	0.49
PPM America	PPMC2	PPMC 2019-2A	2/29/2024	1.07	0.94	0.89	1.00	-0.11	3.39	3.91	3.62	0.29	5.68	6.29	6.06	0.23	11.23	12.62	11.99	0.63
MJX Asset Management	VENT44	VENTR 2021-44A	3/8/2024	1.06	1.13	1.13	1.20	-0.07	3.36	3.84	3.55	0.29	5.60	5.85	5.92	-0.07	11.53	12.22	12.19	0.03
Carlyle Group	CBAM186	CBAM 2018-6A	3/13/2024	1.06	1.20	1.48	1.28	0.21	3.30	3.78	3.50	0.29	5.45	5.62	5.78	-0.15	13.00	13.38	13.79	-0.41
ZAIS Group	ZAIS9	ZAIS9 2018-2A	3/8/2024	1.28	1.13	1.22	1.46	-0.24	3.36	4.60	4.32	0.29	5.57	7.28	7.15	0.13	11.49	14.00	14.74	-0.74
KKR Financial Advisors	KKR17	KKR 17	2/29/2024	1.06	0.94	1.08	1.00	0.08	3.38	3.89	3.60	0.29	5.67	6.34	6.03	0.31	11.21	12.42	11.93	0.49
Birch Grove Capital	BIRCHGR3	BGCLO 2021-3A	3/8/2024	0.96	1.11	1.21	1.06	0.14	3.36	3.50	3.21	0.29	5.60	6.10	5.36	0.74	11.54	12.47	11.05	1.42
ICG Debt Advisors	ICGU2103	ICG 2021-3A	3/12/2024	0.97	1.18	1.12	1.15	-0.02	3.33	3.52	3.23	0.29	5.50	5.58	5.34	0.24	11.88	11.76	11.53	0.23
Sound Point Capital Management	SOUPT9	SNDPT 2015-2A	3/6/2024	1.05	1.09	1.02	1.14	-0.12	3.37	3.82	3.53	0.29	5.66	5.70	5.93	-0.23	11.55	12.16	12.10	0.06
Empower Capital Management	EMPOW231	EMPWR 2023-1A	3/11/2024	0.72	1.15	0.91	0.83	0.09	3.34	2.67	2.39	0.28
Ares Management	ARES43	ARES 2017-43A	3/5/2024	1.05	1.07	1.18	1.12	0.06	3.40	3.84	3.56	0.28	5.66	6.42	5.93	0.49	11.49	11.66	12.03	-0.37
Palmer Square Capital Management	PALML222	PSTAT 2022-2A	3/8/2024	0.80	1.11	1.08	0.89	0.18	3.36	2.98	2.70	0.28	5.57	5.37	4.48	0.88	11.49	11.20	9.24	1.96
KKR Financial Advisors	KKR9	KKR 9	2/29/2024	1.05	0.94	1.09	0.99	0.10	3.38	3.84	3.56	0.28	5.63	6.29	5.92	0.37	11.08	12.34	11.66	0.68
American Money Management	AMMCCL26	AMMC 2023-26A	3/8/2024	0.89	1.13	1.02	1.01	0.01	3.36	3.27	2.99	0.28
Octagon Credit Investors	OCTAG14	OCT14 2012-1A	3/5/2024	0.97	1.07	1.07	1.04	0.03	3.39	3.57	3.29	0.28	5.59	5.95	5.43	0.52	11.21	9.70	10.88	-1.17
Palmer Square Capital Management	PALMS231	PLMRS 2023-1A	3/5/2024	0.76	1.06	0.96	0.81	0.15	3.40	2.88	2.60	0.27	5.66	5.28	4.33	0.95
WhiteStar	TRNTS9	TRNTS 2018-9A	2/29/2024	1.03	0.94	1.15	0.96	0.19	3.39	3.76	3.49	0.27	5.65	6.24	5.82	0.42	11.19	11.27	11.52	-0.25
Napier Park Global Capital	REGATF17	REG17 2020-1A	2/29/2024	0.91	0.94	1.03	0.85	0.18	3.38	3.35	3.08	0.27	5.67	5.78	5.16	0.62	11.21	11.36	10.20	1.17
TCW Asset Management	TCW181	TCW 2018-1A	3/14/2024	0.96	1.23	1.36	1.17	0.18	3.18	3.32	3.05	0.27	5.38	5.56	5.15	0.41	13.15	13.70	12.61	1.09
Octagon Credit Investors	OCTAG49	OCT49 2020-5A	3/8/2024	1.07	1.11	1.30	1.19	0.11	3.35	3.86	3.59	0.27	5.60	6.52	6.00	0.52	10.88	11.61	11.66	-0.05
Ares Management	ARES44	ARES 2017-44A	3/5/2024	1.03	1.07	1.18	1.10	0.08	3.40	3.76	3.49	0.27	5.66	6.37	5.83	0.54	11.49	11.67	11.82	-0.15
KKR Financial Advisors	KKR42	KKR 42A	2/29/2024	1.12	0.94	1.15	1.05	0.11	3.38	4.05	3.78	0.27	5.67	6.32	6.33	-0.01
Hayfin Capital Management	HAFKNG10	HAYFN 2019-1A	3/12/2024	0.87	1.13	1.15	0.99	0.16	3.33	3.17	2.90	0.27	5.46	5.14	4.76	0.38	11.83	11.99	10.31	1.67
Ares Management	ARESLF3	ARES 2022-ALF3A	3/5/2024	1.01	1.06	1.15	1.07	0.08	3.39	3.68	3.41	0.27	5.66	6.44	5.69	0.75	11.50	11.98	11.57	0.42
ICG Debt Advisors	ICGU2101	ICG 2021-1A	3/8/2024	0.97	1.09	1.05	1.05	0.00	3.36	3.51	3.24	0.27	5.18	4.74	5.01	-0.27	9.07	8.08	8.77	-0.69
Voya Alternative Asset Management	INGIM131	INGIM 2013-1A	2/29/2024	1.03	0.94	1.07	0.97	0.10	3.39	3.77	3.51	0.26	5.62	5.75	5.81	-0.06	11.01	11.04	11.39	-0.36
Five Arrows Managers	OCEANT7	OCTR 2019-7A	3/6/2024	1.17	1.09	0.92	1.28	-0.36	3.37	4.22	3.95	0.26	5.63	7.73	6.60	1.13	11.44	13.23	13.39	-0.16
Golub Capital	GOLUP50B	GCBSL 2020-50A	3/6/2024	0.88	1.09	1.16	0.96	0.19	3.37	3.24	2.98	0.26	5.66	5.62	5.00	0.62	11.55	11.52	10.20	1.33
WhiteStar	TRNTS7	TRNTS 2017-7A	2/29/2024	1.08	0.93	1.31	1.01	0.29	3.38	3.93	3.67	0.26	5.66	6.40	6.14	0.25	11.21	11.57	12.16	-0.59
AEGON USA Investment Management	CEDARF4	CEDF 2014-4A	3/13/2024	0.91	0.88	0.94	0.80	0.14	3.30	3.26	3.00	0.26	5.46	5.47	4.96	0.51	12.74	11.53	11.58	-0.05
Anchorage Capital Group	ANCH19	ANCHC 2021-19A	3/6/2024	1.07	1.09	1.34	1.17	0.16	3.37	3.88	3.62	0.26	5.66	5.97	6.08	-0.11	11.55	12.15	12.39	-0.24
Seix Advisors	MTNV9	MVW 2015-9A	3/5/2024	1.04	1.06	1.09	1.11	-0.02	3.40	3.81	3.55	0.25	5.64	5.88	5.89	-0.01	11.61	11.46	12.12	-0.67
TCW Asset Management	TCW171	TAMCO 2017-1A	3/20/2024	0.94	1.09	1.11	1.02	0.08	2.93	3.00	2.75	0.25	5.31	5.63	4.98	0.65	13.63	13.83	12.79	1.05
Blackstone	CYGPK	CYGPK 2020-1A	3/6/2024	1.15	1.10	1.31	1.26	0.06	3.37	4.12	3.86	0.25	5.66	6.54	6.49	0.05	11.54	12.65	13.23	-0.57
Goldentree Asset Management	GOLDMU7	GLM 2020-7A	3/6/2024	0.98	1.09	1.28	1.07	0.21	3.37	3.55	3.31	0.25	5.66	6.03	5.55	0.48	11.55	12.31	11.33	0.98
MJX Asset Management	VENT19	VENTR 2014-19A	3/7/2024	1.12	1.12	1.08	1.25	-0.18	3.37	4.02	3.77	0.25	5.65	6.36	6.33	0.03	11.52	12.75	12.91	-0.16
American Money Management	AMMCCL22	AMMC 2018-22A	2/21/2024	0.92	0.74	0.01	0.68	-0.67	3.16	3.14	2.90	0.25	5.88	5.89	5.39	0.50	10.78	10.43	9.88	0.55
AEGON USA Investment Management	CEDARF2	CEDF 2013-1A	3/1/2024	0.96	0.99	1.14	0.95	0.19	3.39	3.50	3.25	0.24	5.66	5.93	5.43	0.50	11.50	10.58	11.03	-0.45
Bain Capital Credit	BAIC231	BCC 2023-1A	3/5/2024	0.97	1.07	1.10	1.03	0.07	3.40	3.54	3.30	0.24
Goldentree Asset Management	GOLDMU4	GLM 2019-4A	3/19/2024	1.02	1.13	1.25	1.15	0.11	3.19	3.49	3.25	0.24	5.84	6.07	5.94	0.14	11.95	12.41	12.15	0.26
Barings	BABS152	BABSN 2015-2A	3/8/2024	0.99	1.13	1.14	1.12	0.01	3.36	3.57	3.33	0.24	5.58	5.85	5.53	0.32	11.48	11.32	11.37	-0.05
Angelo, Gordon & Co	NWOODS25	WOODS 2021-25A	3/13/2024	1.03	1.20	1.21	1.23	-0.02	3.30	3.63	3.39	0.24	5.46	6.33	5.61	0.72	12.98	15.17	13.33	1.84
ICG Debt Advisors	ICGU2201	ICG 2022-1A	3/12/2024	1.01	1.18	1.21	1.20	0.01	3.33	3.61	3.37	0.24	5.50	5.21	5.57	-0.37
Neuberger Berman	NEUB32	NEUB 2019-32A	3/8/2024	0.99	1.11	1.26	1.10	0.16	3.36	3.55	3.32	0.24	5.60	5.90	5.54	0.37	11.53	11.39	11.39	0.00
Black Diamond Capital Management	BDIAM171	BLACK 2017-1A	3/20/2024	0.94	1.15	0.95	1.08	-0.14	2.93	2.99	2.75	0.24	5.25	4.85	4.93	-0.08	13.79	12.32	12.95	-0.64
CIFC Asset Management	EWIM1901	CIFC 2019-FAL	3/7/2024	1.05	1.12	1.22	1.18	0.04	3.37	3.77	3.53	0.23	5.66	5.81	5.94	-0.13	11.53	12.37	12.10	0.27
Blackstone	BTRMLKP	BMILK 2018-1A	3/6/2024	1.08	1.10	1.27	1.18	0.09	3.37	3.87	3.64	0.23	5.66	6.14	6.11	0.03	11.54	12.14	12.46	-0.31
Palmer Square Capital Management	PALMS221	PLMRS 2022-1A	3/5/2024	0.84	1.06	0.98	0.90	0.08	3.40	3.10	2.87	0.23	5.66	5.71	4.77	0.93	11.63	11.70	9.81	1.89
MJX Asset Management	VENT39	VENTR 2020-39A	3/15/2024	0.96	1.21	1.09	1.16	-0.07	2.96	3.07	2.83	0.23	5.35	5.28	5.12	0.16	13.15	13.00	12.59	0.41
KKR Financial Advisors	KKR41	KKR 2022-41A	2/29/2024	1.12	0.94	1.22	1.05	0.18	3.38	4.01	3.78	0.23	5.67	6.36	6.33	0.03	11.22	12.13	12.52	-0.40
Golub Capital	GOLUP55B	GCBSL 2021-55A	3/6/2024	0.86	1.09	1.08	0.94	0.13	3.37	3.14	2.91	0.23	5.66	5.17	4.89	0.28	11.55	11.54	9.98	1.56
KKR Financial Advisors	KKR11	KKR 11	2/29/2024	1.03	0.94	1.07	0.97	0.09	3.38	3.73	3.50	0.23	5.65	6.18	5.85	0.34	11.13	11.98	11.51	0.47
Carlyle Group	CBAM188	CBAM 2018-8A	3/13/2024	1.08	1.20	1.47	1.30	0.17	3.30	3.79	3.56	0.23	5.41	6.10	5.85	0.25	11.07	11.56	11.97	-0.41
Partners Group	PIKP10	PIPK 2022-10A	3/15/2024	1.03	1.19	1.34	1.22	0.12	3.06	3.36	3.14	0.23	5.30	5.80	5.44	0.36	13.21	14.28	13.56	0.72
Neuberger Berman	NEUB50	NEUB 2022-50A	3/14/2024	0.86	0.89	0.84	0.77	0.08	3.18	2.95	2.72	0.23	5.41	5.33	4.63	0.70	12.59	11.92	10.78	1.14
Blue Owl	WELF202	WELF 2020-2A	3/5/2024	1.01	1.07	1.25	1.07	0.18	3.40	3.65	3.42	0.23	5.66	6.43	5.69	0.74	11.63	12.46	11.69	0.77
Marathon Asset Management	BPF2319	BRYPK 2023-19A	3/5/2024	0.81	1.07	0.93	0.86	0.07	3.40	2.98	2.76	0.22
Octagon Credit Investors	OCTAG64	OCT64 2022-1A	3/11/2024	1.03	1.11	1.21	1.14	0.06	3.34	3.66	3.44	0.22	5.55	5.89	5.72	0.18	11.80	11.90	12.16	-0.26
MJX Asset Management	VENT31	VENTR 2018-31A	3/8/2024	1.10	1.11	1.02	1.23	-0.21	3.36	3.92	3.70	0.22	5.52	5.73	6.09	-0.36	11.51	11.32	12.70	-1.38
Guggenheim Partners	GUGC1901	GUGG 2019-1A	3/6/2024	0.89	1.09	1.18	0.97	0.21	3.37	3.21	2.99	0.22	5.66	5.39	5.02	0.37	11.55	12.40	10.24	2.16
Canyon Capital Advisors	CANY121R	CANYC 2012-1RA	2/29/2024	0.97	0.94	1.30	0.91	0.39	3.38	3.49	3.27	0.22	5.67	5.51	5.48	0.03	11.18	11.83	10.82	1.01
Orchard First Source Asset Management	OFSIB8	OFSBS 2017-1A	3/6/2024	1.02	1.10	1.54	1.12	0.42	3.37	3.67	3.45	0.22	5.60	4.96	5.73	-0.76	11.13	10.71	11.39	-0.67
Octagon Credit Investors	OCTAG41	OCT41 2019-2A	3/11/2024	1.00	1.11	1.14	1.11	0.03	3.34	3.54	3.32	0.22	5.55	6.02	5.53	0.49	10.97	11.30	10.93	0.38
Diameter Capital	DCLO2	DCLO 2021-2A	3/5/2024	1.00	1.07	1.17	1.07	0.11	3.40	3.62	3.40	0.22	5.66	6.01	5.66	0.35	11.63	12.56	11.63	0.93
KKR Financial Advisors	KKR23	KKR 23	2/29/2024	1.10	0.94	1.16	1.03	0.13	3.38	3.93	3.71	0.22	5.67	6.51	6.22	0.29	11.21	12.51	12.31	0.21
Blackrock Financial Management	MAGNET19	MAGNE 2017-19A	2/29/2024	0.92	0.94	0.95	0.86	0.08	3.38	3.33	3.12	0.22	5.67	5.54	5.22	0.32	11.21	11.37	10.32	1.05
Sound Point Capital Management	SOUPT6R	SNDPT 2014-2RA	3/6/2024	1.09	1.09	1.24	1.19	0.05	3.37	3.89	3.68	0.22	5.66	5.87	6.17	-0.30	11.54	12.08	12.59	-0.51
Octagon Credit Investors	OCTAG16	OCT16 2013-1A	3/12/2024	0.98	1.13	1.15	1.12	0.03	3.33	3.49	3.27	0.21	5.48	5.57	5.39	0.18	11.03	11.15	10.85	0.31
Palmer Square Capital Management	PALMS222	PLMRS 2022-2A	3/5/2024	0.84	1.06	0.96	0.90	0.06	3.40	3.08	2.87	0.21	5.66	5.65	4.77	0.88	11.63	11.70	9.80	1.90
Pretium Credit Management	CROWPT8	CRNPT 2019-8A	3/8/2024	0.97	1.13	1.21	1.10	0.11	3.36	3.46	3.25	0.21	5.60	5.84	5.42	0.42	11.54	12.28	11.16	1.13
LCM Asset Management	LCM14	LCM 14A	3/8/2024	1.09	1.09	0.96	1.19	-0.23	3.36	3.88	3.66	0.21	5.59	5.75	6.10	-0.35	11.69	11.82	12.74	-0.93
Octagon Credit Investors	OCTAG52	OCT52 2021-1A	3/12/2024	1.11	1.14	1.31	1.26	0.05	3.33	3.90	3.69	0.21	5.50	6.49	6.10	0.39	12.62	14.62	14.01	0.61
Invesco	BETONY2	BTNY2 2018-1A	3/1/2024	0.96	1.03	1.22	0.99	0.24	3.39	3.47	3.26	0.21	5.62	5.68	5.41	0.28	11.44	11.36	11.00	0.35
Canyon Capital Advisors	CANY222	CANYC 2022-2A	2/29/2024	0.90	0.94	0.93	0.85	0.09	3.38	3.26	3.05	0.21	5.67	5.60	5.11	0.49
Blackstone	COOKPK	COOK 2018-1A	3/6/2024	1.05	1.10	1.26	1.14	0.12	3.37	3.73	3.52	0.20	5.60	5.74	5.85	-0.12	11.48	11.38	11.99	-0.62
Clover	AIG2001	CLVR 2020-1A	3/6/2024	0.95	1.10	1.17	1.04	0.13	3.38	3.40	3.20	0.20	5.67	5.74	5.37	0.37	11.56	10.89	10.96	-0.07
Octagon Credit Investors	OCTAG47	OCT47 2020-1A	3/11/2024	1.01	1.11	1.17	1.12	0.05	3.34	3.57	3.36	0.20	5.55	5.92	5.59	0.33	11.80	11.37	11.89	-0.52
Seix Advisors	MTNV131	MVW 2013-1A	2/29/2024	1.03	0.94	0.97	0.97	0.00	3.38	3.69	3.49	0.20	5.65	5.67	5.82	-0.15	11.17	10.94	11.52	-0.58
HPS Investment Partners	HIBLM155	HLM 5A-2015	3/5/2024	1.01	1.07	1.40	1.08	0.32	3.40	3.64	3.44	0.20	5.66	5.66	5.72	-0.06	11.62	11.89	11.75	0.14
CVC Credit Partners	APIDO32	APID 2019-32A	3/6/2024	0.96	1.09	1.13	1.04	0.09	3.37	3.43	3.23	0.20	5.66	5.69	5.42	0.27	11.42	11.46	10.94	0.52
Canyon Capital Advisors	CANY171	CANYC 2017-1A	2/29/2024	0.97	0.94	1.25	0.91	0.34	3.38	3.48	3.28	0.20	5.67	5.68	5.49	0.20	11.19	12.18	10.83	1.35
Seix Advisors	MTNV161	MVEW 2016-1A	3/5/2024	1.05	1.06	1.11	1.11	0.00	3.40	3.76	3.56	0.20	5.66	5.95	5.92	0.02	10.76	11.11	11.26	-0.15
Vibrant Capital Partners	VIBR11	VIBR 2019-11A	3/8/2024	1.02	1.13	1.32	1.16	0.16	3.36	3.62	3.43	0.20	5.60	5.84	5.71	0.13	11.53	11.66	11.76	-0.09
Crescent Capital Group	ATLSLF8	ATCLO 2017-8A	3/7/2024	1.18	1.12	1.04	1.32	-0.28	3.37	4.17	3.97	0.20	5.59	6.97	6.58	0.39	11.29	13.17	13.28	-0.11
KKR Financial Advisors	KKR10	KKR 10	2/29/2024	1.03	0.94	0.96	0.97	-0.01	3.40	3.70	3.50	0.20	5.60	6.48	5.78	0.71	11.08	12.41	11.43	0.98
Bardin Hill Investment Partners	HALCL172	HLA 2017-2A	3/4/2024	1.08	1.05	0.96	1.13	-0.17	3.40	3.87	3.67	0.20	5.63	6.15	6.09	0.06	11.23	11.72	12.14	-0.42
LCM Asset Management	LCM38	LCM 38A	3/15/2024	1.01	1.15	1.14	1.16	-0.02	3.06	3.30	3.10	0.20	5.41	5.72	5.48	0.24	11.10	11.28	11.24	0.03
Octagon Credit Investors	OCTAG48	OCT48 2020-3A	3/7/2024	1.05	1.12	1.18	1.17	0.01	3.37	3.74	3.54	0.19	5.65	6.05	5.95	0.10	11.53	11.58	12.13	-0.55
Napier Park Global Capital	REGATF22	REG22 2022-2A	2/29/2024	0.80	0.93	0.90	0.75	0.15	3.38	2.92	2.72	0.19	5.67	5.44	4.56	0.88	11.23	11.28	9.03	2.25
Morgan Stanley Eaton Vance	EATON151	EATON 2015-1A	3/6/2024	0.89	1.09	1.06	0.97	0.09	3.37	3.19	3.00	0.19	5.61	5.13	4.98	0.14	11.40	10.48	10.13	0.35
KKR Financial Advisors	KKR16	KKR 16	2/29/2024	1.04	0.94	1.08	0.98	0.11	3.38	3.71	3.52	0.19	5.67	5.79	5.90	-0.11	11.21	12.28	11.68	0.60
Ares Management	ARES58	ARES 2020-58A	3/5/2024	1.06	1.07	1.18	1.13	0.04	3.39	3.80	3.61	0.19	5.66	6.43	6.02	0.41	11.49	11.74	12.22	-0.49
AllianceBernstein	ABBSL1	ABBSL 2020-1A	3/13/2024	1.09	1.20	1.30	1.31	0.00	3.30	3.76	3.58	0.19	5.43	5.75	5.89	-0.14	12.98	13.57	14.08	-0.52
Anchorage Capital Group	ANCH15	ANCHC 2020-15A	3/11/2024	1.09	1.18	1.38	1.28	0.11	3.33	3.80	3.62	0.18	5.55	5.96	6.02	-0.06	11.63	12.22	12.62	-0.40
Marathon Asset Management	MARATH12	MCLO 2018-12A	3/7/2024	1.20	1.09	1.21	1.32	-0.11	3.37	4.25	4.06	0.18	5.63	6.71	6.78	-0.07	10.88	12.55	13.11	-0.56
Elmwood Asset Management	ELMW1	ELMW1 2019-1A	3/8/2024	0.86	1.08	1.37	0.93	0.44	3.36	3.08	2.90	0.18	6.13	5.77	5.28	0.49	10.89	10.33	9.39	0.94
Trimaran Advisors	CATA141	CRMN 2014-1A	3/8/2024	1.03	0.84	0.99	0.87	0.12	3.36	3.64	3.46	0.18	5.51	5.74	5.67	0.07	11.33	10.21	11.67	-1.46
Sculptor Loan Management	OZLM14	OZLM 2015-14A	3/6/2024	0.98	1.09	1.19	1.08	0.12	3.37	3.49	3.31	0.18	5.66	5.95	5.56	0.39	11.54	11.81	11.34	0.47
MJX Asset Management	VENT35	VENTR 2018-35A	3/12/2024	1.13	1.18	1.20	1.34	-0.13	3.33	3.94	3.76	0.18	5.49	6.15	6.20	-0.05	11.87	13.10	13.43	-0.33
Angelo, Gordon & Co	NWOODS20	WOODS 2019-20A	3/5/2024	1.01	1.06	1.04	1.07	-0.03	3.41	3.61	3.43	0.18	5.66	6.26	5.70	0.56	11.62	13.03	11.71	1.32
Ares Management	ARES41	ARES 2016-41A	3/5/2024	1.06	1.07	1.14	1.13	0.01	3.40	3.77	3.59	0.18	5.66	6.38	5.99	0.40	11.49	11.89	12.15	-0.27
Anchorage Capital Group	ANCH131	ANCHC 2013-1A	3/4/2024	1.00	1.09	0.91	1.09	-0.18	3.41	3.59	3.41	0.18	5.66	5.78	5.66	0.12	11.31	11.72	11.31	0.40
Nuveen	SYMPH9	SYMP 2012-9A	3/13/2024	1.02	1.20	1.29	1.22	0.07	3.30	3.53	3.35	0.18	5.45	5.69	5.55	0.14	12.47	11.95	12.68	-0.73
MJX Asset Management	VENT32	VENTR 2018-32A	3/6/2024	1.12	1.09	1.06	1.22	-0.16	3.37	3.94	3.77	0.18	5.66	5.78	6.32	-0.54	11.40	11.41	12.73	-1.32
Golub Capital	GOLP19BR	GOCAP 2017-19RA	3/6/2024	0.91	1.09	1.17	0.99	0.17	3.37	3.25	3.07	0.18	5.66	5.59	5.16	0.43	11.54	11.65	10.51	1.14
Anchorage Capital Group	ANCH18	ANCHC 2021-18A	3/11/2024	1.06	1.18	1.36	1.25	0.11	3.33	3.71	3.54	0.17	5.55	5.92	5.89	0.03	11.62	12.25	12.34	-0.08
KKR Financial Advisors	KKR22	KKR 22A	2/29/2024	1.08	0.94	1.14	1.01	0.13	3.38	3.81	3.64	0.17	5.66	6.57	6.09	0.48	11.20	12.41	12.05	0.36
Carlyle Group	CARLG123	CGMS 2012-3A	2/21/2024	1.02	0.77	0.77	0.79	-0.02	3.28	3.52	3.35	0.17	5.79	6.07	5.91	0.16	11.15	11.91	11.40	0.52
Tikehau Capital	TIKEU1	TKO 2021-1A	3/6/2024	0.99	1.09	1.07	1.08	-0.01	3.37	3.51	3.34	0.17	5.67	6.10	5.60	0.50	11.42	12.21	11.29	0.92
Sculptor Loan Management	OZLM23	OZLM 2019-23A	3/5/2024	1.02	1.07	1.29	1.09	0.21	3.40	3.64	3.47	0.17	5.66	5.98	5.77	0.22	11.62	11.66	11.84	-0.18
Steele Creek Investment Management	STECR221	STCR 2022-1A	2/29/2024	0.92	0.93	0.81	0.86	-0.05	3.38	3.27	3.10	0.17	5.67	5.74	5.20	0.54	11.21	11.11	10.27	0.84
Marathon Asset Management	MARATH14	MCLO 2019-2A	3/11/2024	0.95	1.18	1.11	1.12	-0.01	3.34	3.34	3.17	0.17	5.55	5.84	5.27	0.57	11.63	11.76	11.04	0.72
Sixth Street	SIXST21	SIXST 2022-21A	3/5/2024	0.94	1.07	1.11	1.00	0.11	3.40	3.36	3.19	0.17	5.66	5.82	5.30	0.52
Apollo Global Management	RRCL24	RRAM 2022-24A	3/8/2024	0.75	1.13	1.16	0.85	0.31	2.80	2.26	2.09	0.16	3.28	2.55	2.45	0.10	9.02	8.68	6.74	1.94
Octagon Credit Investors	OCTAG57	OCT57 2021-1A	3/11/2024	1.06	0.87	0.92	0.92	0.00	3.34	3.71	3.55	0.16	5.55	5.83	5.90	-0.07	10.97	11.08	11.66	-0.58
ZAIS Group	ZAIS14	ZAIS 2020-14A	3/5/2024	0.97	1.07	1.19	1.04	0.15	3.41	3.47	3.31	0.16	5.63	5.42	5.47	-0.05	11.51	11.07	11.17	-0.10
Octagon Credit Investors	OCTAG43	OCT43 2019-1A	3/11/2024	1.01	1.11	1.19	1.12	0.07	3.34	3.54	3.38	0.16	5.55	5.59	5.62	-0.03	11.80	11.46	11.96	-0.50
Western Asset Management	CRWNC4	CCITY 2022-4A	3/11/2024	0.97	1.18	1.20	1.14	0.06	3.34	3.40	3.24	0.16	5.58	5.37	5.41	-0.04
Blackstone	LPTPK	LNGPT 2017-1A	3/6/2024	1.03	1.10	1.19	1.12	0.06	3.37	3.61	3.46	0.16	5.58	5.84	5.72	0.12	11.41	11.53	11.70	-0.17
Oaktree Capital Management	OAKC194	OAKCL 2019-4A	2/29/2024	0.96	0.94	0.95	0.90	0.05	3.38	3.41	3.25	0.16	5.67	6.04	5.46	0.58	11.22	12.44	10.79	1.65
Octagon Credit Investors	OCTAG15	OCT15 2013-1A	3/11/2024	0.99	1.11	1.05	1.10	-0.05	3.34	3.47	3.31	0.16	5.53	5.37	5.49	-0.12	11.77	11.12	11.68	-0.55
KKR Financial Advisors	KKR24	KKR 24	2/29/2024	1.07	0.94	1.13	1.01	0.12	3.38	3.79	3.63	0.16	5.67	6.24	6.09	0.14	11.22	12.36	12.05	0.31
CIFC Asset Management	CIFC154	CIFC 2015-4A	3/6/2024	0.97	1.09	1.01	1.06	-0.05	3.37	3.42	3.27	0.16	5.66	5.72	5.49	0.23	11.55	11.60	11.20	0.40
Benefit Street Partners	BENST26	BSP 2022-26A	3/8/2024	0.89	1.13	1.17	1.01	0.16	3.36	3.15	3.00	0.15	5.60	5.63	5.00	0.62	11.54	11.89	10.30	1.58
Palmer Square Capital Management	PALMS223	PLMRS 2022-3A	3/5/2024	0.87	1.06	0.95	0.92	0.03	3.40	3.10	2.95	0.15	5.66	5.65	4.90	0.75
WhiteStar	TRNTS17	TRNTS 2021-17A	2/29/2024	1.06	0.94	1.20	0.99	0.21	3.38	3.74	3.58	0.15	5.67	6.24	6.01	0.23	11.22	11.55	11.88	-0.33
Sculptor Loan Management	OZLMF4	OZLMF 2013-4A	3/13/2024	0.96	1.16	1.33	1.11	0.22	3.30	3.31	3.15	0.15	5.37	5.44	5.13	0.31	12.68	12.56	12.12	0.44
Voya Alternative Asset Management	VOY1404	VOYA 2014-4A	2/29/2024	1.08	0.94	1.05	1.02	0.03	3.39	3.82	3.67	0.15	5.63	6.14	6.10	0.04	11.17	12.23	12.09	0.14
Apollo Global Management	RRCL5	RRAM 2018-5A	3/8/2024	1.00	1.11	1.31	1.12	0.19	3.36	3.52	3.37	0.15	5.58	5.58	5.60	-0.03	11.51	10.86	11.56	-0.70
MidOcean Credit Fund Management	MIDOCC3	MIDO 2014-3A	3/1/2024	1.12	0.99	1.19	1.11	0.08	3.39	3.95	3.80	0.15	5.62	6.54	6.29	0.25	11.35	12.50	12.70	-0.20
Golub Capital	GOLUP40B	GCBSL 2019-40A	3/11/2024	0.95	1.15	1.18	1.09	0.09	3.34	3.31	3.16	0.15	5.55	5.59	5.26	0.33	12.51	12.50	11.84	0.65
Partners Group	PIKP4	PIPK 2019-4A	3/15/2024	1.00	1.19	1.18	1.18	0.00	3.05	3.19	3.04	0.14	5.34	5.31	5.32	0.00	13.21	13.79	13.15	0.64
Anchorage Capital Group	ANCH16	ANCHC 2020-16A	3/8/2024	1.07	1.11	1.30	1.19	0.11	3.35	3.72	3.58	0.14	5.60	5.89	5.97	-0.08	11.52	12.08	12.28	-0.21
Octagon Credit Investors	OCTAG56	OCT56 2021-1A	3/8/2024	1.08	0.85	0.88	0.91	-0.04	3.36	3.77	3.63	0.14	5.60	5.86	6.05	-0.19	10.89	11.25	11.76	-0.51
Ares Management	DENALI14	DEN14 2016-1A	3/7/2024	1.05	1.12	1.18	1.18	0.00	3.37	3.69	3.55	0.14	5.63	6.62	5.93	0.69	10.83	12.00	11.42	0.58
Invesco	ALINEA	ALINE 2018-1A	3/1/2024	0.96	0.99	1.10	0.95	0.15	3.39	3.39	3.26	0.14	5.63	5.62	5.40	0.22	10.40	10.30	9.97	0.32
Bain Capital Credit	BAIC225	BCC 2022-5A	3/12/2024	1.00	1.14	1.12	1.14	-0.02	3.33	3.48	3.34	0.14	5.50	5.85	5.53	0.32	12.63	12.85	12.69	0.16
Bardin Hill Investment Partners	HALCL182	HLA 2018-2A	3/8/2024	1.09	0.85	1.00	0.92	0.07	3.36	3.80	3.66	0.13	5.55	6.08	6.06	0.02	11.39	12.14	12.43	-0.29
American Money Management	AMMCCL25	AMMC 2022-25A	3/5/2024	1.00	1.07	0.98	1.07	-0.09	3.40	3.55	3.41	0.13	5.66	6.14	5.67	0.47	11.63	12.74	11.66	1.08
New York Life Investment Management	TCIFL181	TFLAT 2018-1X	3/6/2024	0.91	1.09	1.13	0.99	0.14	3.37	3.19	3.06	0.13	5.66	5.53	5.13	0.40	11.55	11.20	10.46	0.74
Anchorage Capital Group	ANCH17	ANCHC 2021-17A	3/6/2024	1.08	1.09	1.31	1.18	0.13	3.37	3.78	3.65	0.13	5.66	5.91	6.13	-0.22	11.54	12.04	12.50	-0.45
WhiteStar	TRNTS16	TRNTS 2021-16A	2/29/2024	1.09	0.94	1.19	1.02	0.18	3.38	3.81	3.68	0.13	5.67	6.29	6.17	0.12	11.22	11.93	12.20	-0.27
Hayfin Capital Management	HAFKNG11	HAYFN 2019-2A	3/12/2024	0.93	1.14	1.19	1.06	0.13	3.33	3.24	3.11	0.13	5.49	5.59	5.12	0.47	11.88	12.67	11.08	1.59
Barings	BAS194	BABSN 2019-4A	3/5/2024	0.98	1.07	1.07	1.05	0.02	3.40	3.47	3.34	0.13	5.66	5.87	5.56	0.31	11.63	11.81	11.42	0.38
KKR Financial Advisors	KKR21	KKR 21	2/29/2024	1.09	0.94	1.10	1.02	0.08	3.38	3.82	3.69	0.13	5.66	6.60	6.17	0.44	11.19	12.41	12.19	0.23
Irradiant Partners	KAYNE5	RAD 2019-5A	3/8/2024	1.00	1.11	1.32	1.11	0.21	3.36	3.48	3.35	0.13	6.02	6.32	6.00	0.32	11.53	12.33	11.50	0.84
AGL Credit	AGLCL3	AGL 2020-3A	3/6/2024	1.08	1.09	1.24	1.19	0.05	3.38	3.79	3.66	0.13	5.67	6.43	6.14	0.29	11.55	12.81	12.52	0.29
Sancus	TRYSL211	TRYSL 2021-1A	3/7/2024	0.96	1.12	1.10	1.08	0.03	3.37	3.36	3.23	0.13	5.66	5.43	5.43	0.01	11.53	11.95	11.06	0.88
Clover	AIG1902	CLVR 2019-2A	3/13/2024	0.95	1.20	1.26	1.14	0.11	3.30	3.26	3.13	0.13	5.46	5.68	5.19	0.49	12.98	12.16	12.33	-0.17
Palmer Square Capital Management	PALML223	PSTAT 2022-3A	3/8/2024	0.75	1.11	0.96	0.84	0.12	3.36	2.65	2.53	0.13	5.57	5.04	4.19	0.84
Vibrant Capital Partners	VIBR4	VIBR 2016-4A	3/13/2024	1.07	1.20	1.34	1.29	0.05	3.30	3.67	3.54	0.13	5.45	5.73	5.84	-0.12	12.48	13.01	13.38	-0.37
Nassau Corporate Credit	NASS211	NCC 2021-IA	3/5/2024	1.06	1.07	1.26	1.13	0.13	3.40	3.72	3.60	0.13	5.66	6.66	5.98	0.68	11.63	13.60	12.29	1.31
AXA Investment Managers	ALLEG14	ALLEG 2021-2A	3/6/2024	0.90	1.09	1.05	0.98	0.07	3.37	3.14	3.02	0.12	5.66	5.62	5.07	0.55
Voya Alternative Asset Management	VOY1501	VOYA 2015-1A	2/29/2024	0.99	0.94	1.04	0.93	0.12	3.39	3.48	3.35	0.12	5.58	6.21	5.51	0.69	10.73	10.75	10.60	0.15
Blackrock Financial Management	MAGNET21	MAGNE 2019-21A	2/29/2024	0.89	0.94	0.91	0.83	0.08	3.39	3.14	3.01	0.12	5.67	5.22	5.05	0.17	11.21	11.02	9.98	1.04
Western Asset Management	CRWNC1	CCITY 2020-1A	3/11/2024	1.05	1.18	1.22	1.24	-0.02	3.34	3.63	3.51	0.12	5.55	5.59	5.85	-0.25	11.63	11.49	12.25	-0.76
Goldentree Asset Management	GOLDL11	GLD11 2015-11A	3/4/2024	0.96	1.04	1.19	1.01	0.18	3.38	3.38	3.26	0.12	5.62	5.67	5.42	0.25	11.21	11.63	10.81	0.82
ZAIS Group	ZAIS18	ZAIS 2022-18A	3/14/2024	0.94	1.22	1.25	1.15	0.10	3.18	3.09	2.97	0.12	5.41	5.21	5.06	0.14	13.10	13.34	12.25	1.09
Ares Management	ARES66	ARES 2022-66A	3/5/2024	1.06	1.06	1.12	1.12	0.00	3.39	3.69	3.58	0.12	4.62	5.08	4.87	0.21	8.69	9.00	9.17	-0.17
Anchorage Capital Group	ANCH1810	ANCHC 2018-10A	3/6/2024	1.03	1.09	1.25	1.13	0.12	3.37	3.60	3.48	0.11	5.64	6.03	5.82	0.21	11.52	12.63	11.90	0.73
WhiteStar	CATLK8	CATLK 2021-8A	3/11/2024	1.00	1.18	1.26	1.18	0.08	3.34	3.46	3.35	0.11	5.55	5.90	5.57	0.33	11.63	12.36	11.67	0.69
Neuberger Berman	NEUB16S	NEUB 2017-16SA	3/6/2024	1.00	1.09	1.15	1.09	0.06	3.37	3.47	3.36	0.11	5.66	5.95	5.64	0.32	11.55	11.46	11.50	-0.04
ZAIS Group	ZAIS15	ZAIS 2020-15A	3/19/2024	0.93	1.18	1.05	1.11	-0.06	2.99	2.90	2.79	0.11	5.31	4.85	4.96	-0.11	13.41	12.08	12.53	-0.45
Diameter Capital	DCLO3	DCLO 2022-3A	3/5/2024	1.01	1.07	1.07	1.08	0.00	3.40	3.55	3.44	0.11	5.66	5.97	5.72	0.25	11.63	12.36	11.76	0.60
Ares Management	ARES39	ARES 2016-39A	3/5/2024	1.08	0.93	1.02	1.00	0.02	3.13	3.51	3.39	0.11	5.64	6.26	6.11	0.15	12.14	12.60	13.14	-0.55
Napier Park Global Capital	REGATF16	REG16 2019-2A	2/29/2024	0.89	0.94	1.00	0.83	0.17	3.38	3.12	3.01	0.11	5.67	5.34	5.04	0.30	11.21	10.68	9.97	0.71
Sculptor Loan Management	SCUL30	SCUL 30A	3/11/2024	1.00	1.18	1.39	1.17	0.22	3.34	3.44	3.33	0.11	5.55	5.72	5.54	0.18
Morgan Stanley Eaton Vance	EATON191	EATON 2019-1A	3/6/2024	0.91	1.09	1.09	1.00	0.09	3.37	3.19	3.07	0.11	5.66	5.21	5.16	0.05	11.54	10.70	10.51	0.19
PGIM	DRYDN85	DRSLF 2020-85A	2/29/2024	1.05	0.94	0.91	0.99	-0.08	3.38	3.68	3.57	0.11	5.67	5.68	5.98	-0.29	11.21	11.06	11.82	-0.77
Blue Owl	TRALE4	TRAL 2017-4A	3/8/2024	1.08	0.85	1.05	0.91	0.14	3.36	3.73	3.62	0.11	5.52	6.46	5.96	0.50	11.23	12.42	12.12	0.30
Sound Point Capital Management	BLUMT25	BLUEM 2019-25A	2/29/2024	1.03	0.94	0.89	0.97	-0.07	3.38	3.60	3.49	0.11	5.67	5.73	5.84	-0.12	11.22	11.98	11.56	0.42
Carlyle Group	CBAM199	CBAM 2019-9A	3/5/2024	1.08	1.07	1.18	1.15	0.03	3.40	3.78	3.67	0.11	5.62	6.18	6.07	0.11	11.52	12.50	12.43	0.07
Neuberger Berman	NEUB25	NEUB 2017-25A	3/7/2024	1.00	1.10	1.16	1.09	0.06	3.37	3.47	3.36	0.11	5.64	5.86	5.63	0.23	10.86	10.82	10.84	-0.03
Onex Credit Partners	OSD2327	OSD 2023-27A	3/4/2024	0.93	1.09	0.97	1.01	-0.04	3.40	3.26	3.15	0.11
Irradiant Partners	RADCL14	RAD 2021-14A	3/6/2024	1.01	1.10	1.29	1.10	0.19	3.37	3.50	3.39	0.11	5.66	5.98	5.69	0.28	11.55	12.71	11.62	1.09
Onex Credit Partners	OCP1916	OCP 2019-16A	3/8/2024	0.92	1.11	1.09	1.02	0.06	3.36	3.19	3.09	0.11	5.60	5.67	5.15	0.52	11.53	11.40	10.60	0.80
Credit Suisse First Boston	MADPK59	MDPK 2021-59A	3/6/2024	0.88	1.09	1.16	0.96	0.20	3.38	3.08	2.98	0.11	5.66	5.39	4.99	0.39
Post Advisory Group	POST221	POST 2022-1A	3/11/2024	0.93	1.11	1.35	1.03	0.32	3.34	3.21	3.10	0.11	5.55	5.09	5.16	-0.07	11.80	10.24	10.97	-0.73
Canyon Capital Advisors	CANY161	CANYC 2016-1A	2/29/2024	1.01	0.94	1.17	0.94	0.23	3.38	3.51	3.40	0.11	5.72	5.86	5.75	0.11	11.22	12.69	11.28	1.41
Columbia Management	COLCT31	CECLO 2021-31A	3/11/2024	0.94	1.18	1.01	1.11	-0.10	3.34	3.25	3.14	0.11	5.55	5.51	5.22	0.30	11.62	11.27	10.93	0.35
MJX Asset Management	VENT36	VENTR 2019-36A	2/29/2024	1.19	0.94	1.08	1.11	-0.03	3.38	4.12	4.01	0.11	5.67	5.77	6.72	-0.95	11.20	11.64	13.28	-1.63
Anchorage Capital Group	ANCH25	ANCHC 2022-25A	3/11/2024	1.09	1.18	1.34	1.28	0.06	3.33	3.73	3.62	0.11	5.55	5.75	6.02	-0.28	11.63	12.05	12.62	-0.57
KKR Financial Advisors	KKR40	KKR 40A	2/29/2024	1.14	0.94	1.16	1.07	0.09	3.38	3.95	3.85	0.10	5.67	6.32	6.45	-0.13	11.21	11.87	12.76	-0.89
Seix Advisors	MTNV171	MVEW 2017-1A	3/5/2024	0.94	1.06	1.10	1.00	0.10	3.40	3.30	3.19	0.10	5.63	5.50	5.28	0.22	11.51	9.90	10.80	-0.91
Guggenheim Partners	GUGC2202	GUGG 2022-2A	3/8/2024	0.93	1.13	1.08	1.06	0.02	3.36	3.24	3.14	0.10
Sycamore Tree	STCP2101	STCP 2021-1A	3/8/2024	0.93	1.13	1.16	1.06	0.10	3.36	3.24	3.14	0.10	5.60	5.57	5.23	0.33	11.53	11.87	10.77	1.10
Carlyle Group	CBAM187	CBAM 2018-7A	3/13/2024	1.07	1.20	1.51	1.29	0.22	3.29	3.63	3.53	0.10	5.45	5.41	5.83	-0.43	10.99	10.84	11.77	-0.93
Neuberger Berman	NEUB49	NEUB 2022-49A	3/14/2024	0.88	1.22	1.13	1.08	0.05	3.18	2.91	2.81	0.10	5.41	5.30	4.78	0.52	13.10	12.60	11.57	1.03
Palmer Square Capital Management	PALML213	PSTAT 2021-3A	3/13/2024	0.95	1.16	1.12	1.10	0.02	3.30	3.23	3.13	0.10	5.42	5.67	5.14	0.53	12.77	12.30	12.10	0.19
AEGON USA Investment Management	CEDARF12	CEDF 2020-12A	3/13/2024	0.97	1.20	1.41	1.16	0.25	3.30	3.29	3.19	0.10	5.46	5.72	5.29	0.43	12.98	11.91	12.57	-0.67
CVC Credit Partners	APIDO40	APID 2022-40A	3/5/2024	0.94	1.07	1.08	1.00	0.07	3.40	3.31	3.21	0.10	5.66	5.28	5.33	-0.05	11.63	10.97	10.96	0.01
Generate Advisors	YRKL8	GNRT 8A	3/8/2024	0.97	1.13	1.17	1.11	0.06	3.36	3.37	3.27	0.10	5.60	5.78	5.46	0.31	11.54	12.73	11.25	1.48
CIFC Asset Management	CIFC143	CIFC 2014-3A	3/8/2024	0.99	1.13	1.05	1.13	-0.08	3.36	3.43	3.34	0.10	5.59	5.77	5.56	0.22	11.53	11.85	11.45	0.40
Octagon Credit Investors	OCTAG51	OCT51 2021-1A	3/8/2024	1.08	1.11	1.18	1.20	-0.02	3.36	3.73	3.64	0.10	5.60	5.89	6.07	-0.17	11.53	11.73	12.49	-0.77
Morgan Stanley Eaton Vance	EATON131	EATON 2013-1A	3/4/2024	0.93	1.09	0.95	1.01	-0.06	3.41	3.25	3.16	0.10	5.73	5.41	5.31	0.10	11.61	10.92	10.75	0.17
Irradiant Partners	KAYNE7	RAD 2020-7A	3/4/2024	0.99	1.03	1.21	1.01	0.20	3.35	3.41	3.31	0.10	5.66	5.79	5.60	0.19	11.31	11.94	11.18	0.76
Bain Capital Credit	BAIC205	BCC 2020-5A	3/7/2024	1.02	1.12	1.28	1.14	0.14	3.37	3.52	3.43	0.10	5.66	5.82	5.76	0.06	10.87	10.93	11.06	-0.13
Ares Management	ARES56	ARES 2020-56A	3/20/2024	1.06	1.09	1.23	1.15	0.08	2.93	3.20	3.10	0.09	5.31	6.07	5.63	0.45	13.63	14.12	14.43	-0.31
Voya Alternative Asset Management	VOY1703	VOYA 2017-3A	2/29/2024	0.99	0.93	1.00	0.92	0.07	3.39	3.44	3.35	0.09	5.67	5.61	5.61	0.00	11.21	11.45	11.09	0.36
Blackstone	GWDPK	GRNPK 2018-1A	3/6/2024	1.03	1.10	1.23	1.14	0.10	3.37	3.57	3.48	0.09	5.59	5.69	5.77	-0.08	11.47	11.09	11.83	-0.74
Ares Management	ARES60	ARES 2021-60A	3/5/2024	1.07	1.07	1.07	1.14	-0.07	3.39	3.71	3.62	0.09	5.66	6.37	6.04	0.33	11.49	11.78	12.26	-0.48
Allstate Investment Management	AIMCO15A	AIMCO 2015-AA	3/6/2024	0.91	1.09	1.16	0.99	0.17	3.38	3.16	3.07	0.09	5.66	5.34	5.15	0.19	11.47	11.09	10.43	0.66
Barings	BAS211	BABSN 2021-1A	3/13/2024	1.08	1.20	1.04	1.29	-0.25	3.29	3.63	3.55	0.09	5.46	6.01	5.88	0.13	12.97	14.03	13.97	0.06
HPS Investment Partners	HPSL2116	HLM 2021-16A	3/13/2024	1.02	1.16	1.29	1.18	0.11	3.30	3.44	3.35	0.09	5.46	5.63	5.54	0.09	12.74	13.09	12.94	0.15
Sound Point Capital Management	SOUPT7R	SNDPT 2014-3RA	3/11/2024	1.07	0.85	0.81	0.91	-0.10	3.34	3.66	3.57	0.09	5.55	5.34	5.94	-0.59	11.63	12.26	12.44	-0.18
Blackstone	ALLGPK	ALLPK 2019-1A	3/6/2024	1.10	1.09	1.20	1.20	0.00	3.37	3.80	3.71	0.08	5.64	6.05	6.21	-0.16	11.54	12.00	12.71	-0.71
Ballyrock Investment Advisors	BALLY14	BALLY 2020-14A	3/8/2024	0.95	1.13	1.15	1.08	0.07	3.36	3.28	3.20	0.08	5.60	5.70	5.34	0.36	11.54	11.90	11.00	0.90
Ares Management	ARES67	ARES 2022-67A	3/8/2024	1.05	1.11	1.19	1.17	0.02	3.36	3.61	3.53	0.08
LCM Asset Management	LCM29	LCM 29A	3/8/2024	1.12	1.10	0.96	1.23	-0.27	3.36	3.84	3.76	0.08	5.60	6.08	6.27	-0.20	10.86	11.50	12.16	-0.66
Irradiant Partners	KAYNE2	RAD 2018-2A	3/8/2024	1.05	1.12	1.34	1.17	0.17	3.36	3.60	3.52	0.08	5.57	5.74	5.84	-0.10	11.50	12.31	12.06	0.24
Crescent Capital Group	ATLSLF15	ATCLO 2019-15A	3/12/2024	1.14	1.18	1.24	1.35	-0.11	3.33	3.88	3.80	0.08	5.50	6.04	6.27	-0.23	11.88	12.96	13.56	-0.60
Pretium Credit Management	CROWPT9	CRNPT 2020-9A	3/4/2024	0.96	1.09	1.01	1.05	-0.03	3.41	3.34	3.26	0.08	5.73	5.74	5.48	0.27	11.63	11.73	11.12	0.61
Benefit Street Partners	BENST31	BSP 2023-31A	3/8/2024	0.99	1.11	1.22	1.10	0.11	3.36	3.40	3.33	0.08
Columbia Management	COLCT32	CECLO 2022-32A	3/15/2024	0.92	1.21	1.13	1.12	0.01	3.14	2.97	2.90	0.08	5.32	5.11	4.92	0.19	13.21	12.91	12.21	0.70
Marathon Asset Management	MARATH17	MCLO 2021-17A	3/11/2024	0.92	1.18	1.10	1.08	0.02	3.34	3.14	3.06	0.08	5.55	5.48	5.10	0.38	11.63	10.97	10.68	0.28
Oaktree Capital Management	OAKC221	OAKCL 2022-1A	2/29/2024	1.05	0.94	0.95	0.99	-0.05	3.38	3.64	3.57	0.07	5.67	6.13	5.98	0.15	11.22	12.40	11.83	0.57
Sculptor Loan Management	OZLM19	OZLM 2017-19A	3/6/2024	1.00	1.09	1.17	1.09	0.08	3.37	3.43	3.36	0.07	5.66	6.00	5.64	0.36	11.54	11.98	11.50	0.48
Palmer Square Capital Management	PALMS191	PLMRS 2019-1A	3/4/2024	0.96	1.09	0.97	1.05	-0.09	3.41	3.36	3.29	0.07	5.73	5.88	5.53	0.35	11.62	12.11	11.21	0.90
PPM America	PPMC181	PPMC 2018-1A	2/29/2024	1.10	0.94	0.82	1.03	-0.21	3.39	3.81	3.73	0.07	5.63	6.10	6.20	-0.10	11.16	12.34	12.30	0.04
Golub Capital	GOLUP53B	GCBSL 2021-53A	3/6/2024	0.88	1.09	0.95	0.96	-0.01	3.37	3.04	2.97	0.07	5.66	5.35	4.98	0.36	11.55	11.42	10.17	1.25
Investcorp Credit Management	JAMES18	JTWN 2022-18A	3/11/2024	0.95	1.15	1.07	1.09	-0.02	3.34	3.23	3.16	0.07	5.55	5.22	5.26	-0.04	12.51	12.70	11.86	0.85
Blue Owl	WELF201	WELF 2020-1A	3/5/2024	0.98	1.07	1.10	1.04	0.06	3.40	3.39	3.32	0.07	5.65	5.94	5.52	0.42	11.62	12.08	11.34	0.74
Neuberger Berman	NEUB31	NEUB 2019-31A	3/11/2024	1.01	1.18	1.27	1.18	0.09	3.34	3.42	3.35	0.07	5.55	5.65	5.58	0.07	11.63	11.14	11.70	-0.56
Sound Point Capital Management	SOUPT21	SNDPT 2018-3A	3/12/2024	1.08	1.18	1.14	1.27	-0.13	3.34	3.67	3.60	0.07	5.50	5.27	5.92	-0.65	12.63	12.29	13.60	-1.31
Ares Management	ARES61	ARES 2021-61A	3/5/2024	1.08	1.06	1.20	1.15	0.05	3.39	3.72	3.65	0.07	5.66	6.46	6.10	0.36	11.49	11.75	12.38	-0.63
Hayfin Capital Management	HAFKNG8	HAYFN 2018-8A	3/12/2024	0.93	1.14	1.16	1.06	0.10	3.33	3.17	3.11	0.06	5.46	5.14	5.10	0.04	11.86	12.04	11.07	0.97
Ares Management	ARES40	ARES 2016-40A	3/5/2024	1.04	1.07	1.08	1.10	-0.02	3.40	3.58	3.52	0.06	5.62	6.11	5.82	0.28	11.33	12.40	11.73	0.67
Irradiant Partners	RADCL12	RAD 2021-12A	3/15/2024	1.01	1.19	1.47	1.20	0.27	3.06	3.15	3.09	0.06	5.35	5.37	5.40	-0.04	13.21	13.75	13.35	0.39
Credit Suisse First Boston	MADPK53	MDPK 2022-53A	3/11/2024	0.95	1.18	1.26	1.11	0.15	3.34	3.22	3.16	0.06	5.55	5.27	5.25	0.02	11.63	11.49	11.01	0.48
Octagon Credit Investors	OCTAG31	OCT31 2017-1A	3/12/2024	0.98	1.14	1.03	1.11	-0.08	3.34	3.32	3.26	0.06	5.50	5.39	5.37	0.02	11.81	11.15	11.54	-0.39
Octagon Credit Investors	OCTAG18R	OCT18 2018-18A	3/11/2024	0.97	1.11	1.10	1.08	0.02	3.34	3.30	3.24	0.06	5.52	5.37	5.35	0.02	11.00	10.61	10.66	-0.05
Irradiant Partners	KAYNE4	RAD 2019-4A	3/8/2024	1.03	1.11	1.35	1.14	0.21	3.36	3.51	3.45	0.06	6.03	6.31	6.19	0.12	11.53	12.26	11.85	0.42
Jefferies Finance	JMPCA5	JMP 2018-1A	2/29/2024	1.08	0.94	0.82	1.01	-0.19	3.39	3.71	3.65	0.06	5.62	6.09	6.06	0.04	10.61	11.63	11.43	0.20
Sixth Street	TICP12	TICP 2018-12A	3/5/2024	0.96	1.07	1.04	1.03	0.01	3.41	3.35	3.29	0.06	5.66	5.80	5.46	0.34	11.63	11.32	11.22	0.09
Oak Hill Advisors	OHACF7	OAKC 2020-7A	3/6/2024	0.92	1.09	1.13	1.01	0.13	3.37	3.17	3.11	0.06	5.66	5.71	5.22	0.49	11.55	11.82	10.65	1.17
Sculptor Loan Management	OZLM9	OZLM 2014-9A	3/8/2024	0.97	1.11	1.22	1.07	0.15	3.36	3.31	3.25	0.06	5.60	5.66	5.41	0.25	11.50	11.73	11.10	0.63
Blackstone	STRAS223	STRAS 2022-3A	3/6/2024	0.79	1.09	0.98	0.86	0.11	3.37	2.71	2.65	0.06	5.62	5.13	4.42	0.71
CVC Credit Partners	APIDO26	APID 2017-26A	3/6/2024	1.00	0.84	1.03	0.84	0.20	3.37	3.43	3.38	0.06	5.58	4.86	5.58	-0.72	11.22	9.88	11.23	-1.35
Sound Point Capital Management	BLUMT24	BLUEM 2019-24A	2/29/2024	1.02	0.94	0.93	0.95	-0.03	3.38	3.50	3.44	0.06	5.67	5.61	5.77	-0.16	11.22	11.87	11.41	0.45
Neuberger Berman	NEUB26	NEUB 2017-26A	3/7/2024	1.00	1.10	1.14	1.10	0.04	3.37	3.44	3.38	0.06	5.65	5.80	5.67	0.13	10.86	10.79	10.90	-0.11
Blackstone	DAVISPK	DAVIS 2022-1A	3/6/2024	1.04	1.09	1.20	1.14	0.06	3.37	3.57	3.51	0.06	5.66	6.03	5.89	0.13	11.55	12.05	12.02	0.02
Barings	BAS182	BABSN 2018-2A	3/5/2024	0.98	1.07	1.07	1.05	0.02	3.40	3.39	3.34	0.06	5.65	5.64	5.55	0.09	11.62	11.02	11.39	-0.37
PGIM	DRYDN53	DRSLF 2017-53A	2/29/2024	1.00	0.94	0.91	0.93	-0.02	3.38	3.42	3.37	0.06	5.66	5.46	5.63	-0.17	11.17	10.56	11.11	-0.55
HPS Investment Partners	HPSL1914	HLM 14A-19	3/6/2024	1.00	1.08	1.39	1.09	0.30	3.38	3.44	3.38	0.06	5.66	5.65	5.68	-0.02	11.43	11.68	11.45	0.23
CIFC Asset Management	CIFC185	CIFC 2018-5A	3/1/2024	0.96	1.00	0.85	0.96	-0.10	3.39	3.31	3.25	0.06	5.66	5.71	5.43	0.28	11.51	11.72	11.04	0.68
CIFC Asset Management	CIFC212	CIFC 2021-2A	3/1/2024	1.04	1.00	1.02	1.03	-0.02	3.39	3.56	3.51	0.05	5.66	5.81	5.86	-0.05	11.51	11.89	11.92	-0.03
Blackrock Financial Management	MAGNET35	MAGNE 2022-35A	2/29/2024	0.93	0.93	0.87	0.87	0.00	3.38	3.20	3.15	0.05	4.41	4.24	4.10	0.14
Barings	BAS183	BABSN 2018-3A	3/8/2024	1.01	1.13	1.34	1.15	0.20	3.36	3.45	3.40	0.05	5.55	5.70	5.62	0.07	11.40	11.06	11.55	-0.49
Blackrock Financial Management	MAGNET22	MAGNE 2019-22A	2/29/2024	0.92	0.94	0.91	0.86	0.05	3.38	3.17	3.12	0.05	5.67	5.21	5.22	-0.01	11.21	11.08	10.33	0.76
Hayfin Capital Management	HAFKNG9	HAYFN 2018-9A	3/8/2024	0.96	1.09	1.13	1.04	0.09	3.36	3.26	3.21	0.05	4.67	4.33	4.46	-0.13	9.36	9.47	8.94	0.53
Sycamore Tree	STCP2302	STCP 2023-2A	3/8/2024	0.91	1.13	1.08	1.04	0.04	3.36	3.12	3.07	0.05	5.60	5.46	5.13	0.34
Hayfin Capital Management	HAFU14	HAYFN 2021-14A	3/7/2024	0.99	1.12	1.27	1.11	0.16	3.37	3.39	3.35	0.05	5.65	5.67	5.61	0.06	11.53	12.27	11.45	0.82
KKR Financial Advisors	KKR43	KKR 2022-43A	2/29/2024	1.05	0.97	0.94	1.01	-0.07	3.38	3.59	3.54	0.05	5.71	5.94	5.97	-0.03
Bain Capital Credit	BAIC202	BCC 2020-2A	3/8/2024	1.03	1.11	1.11	1.14	-0.03	3.36	3.49	3.44	0.05	5.60	5.70	5.74	-0.05	11.52	11.62	11.81	-0.19
Palmer Square Capital Management	PALML224	PSTAT 2022-4A	3/18/2024	0.77	1.20	0.95	0.93	0.02	3.04	2.40	2.35	0.05	5.32	4.87	4.12	0.75
WhiteStar	TRNTS5	TRNTS 2016-5A	2/29/2024	1.07	0.93	1.27	1.00	0.27	3.40	3.68	3.63	0.05	5.56	5.53	5.94	-0.41	10.84	9.44	11.60	-2.16
Sound Point Capital Management	SOUPT5R	SNDPT 2014-1RA	2/29/2024	1.06	0.98	0.89	1.05	-0.16	3.38	3.64	3.60	0.04	5.70	5.50	6.07	-0.57	11.48	11.69	12.22	-0.53
MJX Asset Management	VENT27	VENTR 2017-27A	3/8/2024	1.09	1.13	1.17	1.24	-0.07	3.36	3.71	3.67	0.04	5.58	5.44	6.10	-0.66	11.46	10.28	12.54	-2.26
Credit Suisse First Boston	MADPK60	MDPK 2022-60A	3/13/2024	1.00	1.20	1.21	1.20	0.02	3.30	3.32	3.28	0.04	5.46	5.32	5.44	-0.12
Allstate Investment Management	AIMCOC16	AIMCO 2021-16A	3/6/2024	0.91	1.09	1.15	0.99	0.16	3.38	3.10	3.07	0.04	5.66	5.29	5.14	0.15	11.48	11.16	10.42	0.74
CIFC Asset Management	CIFC201	CIFC 2020-1A	3/1/2024	0.98	1.00	0.98	0.98	0.00	3.39	3.37	3.33	0.04	5.66	5.78	5.56	0.22	11.51	11.70	11.31	0.39
ICG Debt Advisors	ICGU1402	ICG 2014-2A	3/7/2024	1.10	1.12	0.98	1.23	-0.24	3.37	3.73	3.69	0.04	5.61	5.50	6.15	-0.65	10.94	10.01	11.99	-1.98
Morgan Stanley Eaton Vance	MSEV2217	MSEV 2022-17A	3/6/2024	0.93	1.09	1.10	1.02	0.08	3.37	3.19	3.15	0.04	6.04	6.11	5.64	0.47	11.56	11.05	10.79	0.27
Credit Suisse First Boston	MADPK50	MDPK 2021-50A	3/7/2024	0.98	1.12	1.20	1.10	0.10	3.37	3.34	3.31	0.04	5.66	5.59	5.55	0.03	11.49	11.77	11.28	0.49
Post Advisory Group	POST211	POST 2021-1A	3/11/2024	1.00	1.11	1.44	1.11	0.33	3.34	3.36	3.33	0.04	5.55	5.37	5.53	-0.16	11.80	10.07	11.77	-1.70
LCM Asset Management	LCM30	LCM 30A	3/8/2024	1.12	1.09	0.96	1.23	-0.27	3.36	3.81	3.78	0.04	5.60	5.99	6.30	-0.31	11.69	12.14	13.14	-1.00
WhiteStar	TRNTS15	TRNTS 2021-15A	2/29/2024	1.12	0.94	1.27	1.05	0.22	3.38	3.82	3.79	0.04	5.67	6.44	6.35	0.09	11.22	11.78	12.55	-0.78
Morgan Stanley Eaton Vance	MSEV2216	MSEV 2022-16A	3/11/2024	0.91	1.18	1.12	1.07	0.05	3.34	3.06	3.02	0.03	5.55	5.26	5.03	0.23	11.63	11.15	10.54	0.61
Canyon Capital Advisors	CANY221	CANYC 2022-1A	2/29/2024	0.97	0.94	1.16	0.91	0.26	3.38	3.31	3.28	0.03	5.67	5.40	5.49	-0.09	11.22	11.18	10.86	0.33
Carlyle Group	CBAM174	CBAM 2017-4A	3/13/2024	1.06	1.20	1.39	1.28	0.12	3.30	3.53	3.50	0.03	5.43	5.39	5.76	-0.37	12.99	12.58	13.79	-1.21
Benefit Street Partners	BENST27	BSP 2022-27A	3/8/2024	0.97	1.13	1.22	1.10	0.12	3.36	3.29	3.26	0.03	5.60	5.70	5.45	0.25	11.54	11.78	11.21	0.57
Bain Capital Credit	CAVAL3	CAVY 2013-3A	3/12/2024	1.00	1.14	1.21	1.14	0.07	3.33	3.36	3.33	0.03	5.50	5.53	5.50	0.03	12.37	12.23	12.38	-0.15
Oak Hill Advisors	OHACP16	OAKC 2021-16A	3/6/2024	0.88	1.09	1.08	0.96	0.12	3.37	3.01	2.98	0.03	5.66	5.62	5.00	0.63	11.55	11.99	10.20	1.79
Barings	BAS221	BABSN 2022-1A	3/7/2024	1.09	1.12	0.99	1.21	-0.23	3.37	3.69	3.66	0.03	5.64	6.28	6.13	0.14	10.87	11.92	11.82	0.09
Barings	BAS192	BABSN 2019-2A	3/5/2024	1.03	1.07	1.07	1.10	-0.03	3.40	3.53	3.50	0.03	5.66	5.53	5.82	-0.29	11.62	11.32	11.94	-0.63
Sculptor Loan Management	OZLM6	OZLM 2014-6A	3/7/2024	1.00	1.10	1.14	1.10	0.03	3.37	3.40	3.37	0.03	5.58	5.68	5.59	0.09	11.33	11.33	11.35	-0.02
Canyon Capital Advisors	CANY213	CANYC 2021-3A	2/29/2024	1.04	0.94	1.29	0.98	0.31	3.38	3.56	3.53	0.03	5.67	5.75	5.92	-0.17	11.22	11.44	11.71	-0.27
Golub Capital	GOLUP64B	GCBSL 2022-64A	3/11/2024	0.85	1.15	1.03	0.98	0.05	3.34	2.86	2.83	0.02	5.55	5.12	4.71	0.41
Blackstone	CATPK	CATSK 2017-1A	3/6/2024	0.99	1.09	1.07	1.09	-0.01	3.37	3.37	3.34	0.02	5.55	6.06	5.51	0.55	11.25	11.34	11.16	0.18
Hayfin Capital Management	HAFU12	HAYFN 2020-12A	3/7/2024	0.98	1.12	1.23	1.09	0.14	3.37	3.31	3.29	0.02	5.65	5.76	5.52	0.24	11.53	12.48	11.26	1.22
Benefit Street Partners	BENST28	BSP 2022-28A	3/8/2024	0.97	1.13	1.18	1.10	0.08	3.36	3.28	3.26	0.02	5.60	5.68	5.44	0.24
Investcorp Credit Management	JAMES17	JTWN 2021-17A	3/11/2024	0.97	1.15	1.12	1.12	0.00	3.34	3.26	3.24	0.02	5.55	5.30	5.39	-0.08	12.51	13.08	12.14	0.94
Credit Suisse First Boston	MADPK13	MDPK 2014-13A	3/13/2024	0.98	1.20	1.17	1.17	0.00	3.30	3.24	3.22	0.02	5.38	5.45	5.25	0.19	12.98	11.54	12.66	-1.12
PGIM	DRYDN43	DRSLF 2016-43A	2/29/2024	1.00	0.94	0.82	0.94	-0.12	3.38	3.40	3.38	0.02	5.67	5.45	5.66	-0.21	11.21	10.61	11.19	-0.58
CIFC Asset Management	CIFC175	CIFC 2017-5A	3/4/2024	0.99	1.05	0.90	1.04	-0.14	3.40	3.40	3.38	0.02	5.70	5.40	5.67	-0.27	11.52	10.84	11.46	-0.62
Blue Owl	WELF191	WELF 2019-1A	3/8/2024	0.99	1.13	0.96	1.13	-0.17	3.36	3.35	3.33	0.02	5.60	5.72	5.55	0.17	11.53	12.41	11.44	0.97
Sound Point Capital Management	SOUPT4R	SNDPT 2013-3RA	3/4/2024	1.04	1.04	0.85	1.09	-0.23	3.38	3.54	3.52	0.02	5.73	5.36	5.96	-0.61	11.42	11.21	11.89	-0.68
Goldentree Asset Management	GOLDMU8	GLM 2020-8A	3/6/2024	1.04	1.09	1.22	1.14	0.09	3.37	3.53	3.51	0.02	5.66	5.88	5.89	-0.01	11.55	11.93	12.01	-0.08
Carlyle Group	CARLG131	CGMS 2013-1A	2/21/2024	1.01	0.95	0.86	0.96	-0.09	3.38	3.43	3.41	0.02	5.91	5.98	5.96	0.02	10.95	11.11	11.03	0.08
LCM Asset Management	LCMLI	LCMLF 1A	3/8/2024	1.16	1.09	0.89	1.26	-0.37	3.36	3.91	3.89	0.02	5.59	5.59	6.47	-0.88	11.64	11.35	13.48	-2.12
Ballyrock Investment Advisors	BALLY23	BALLY 2023-23A	3/13/2024	0.97	1.20	1.22	1.16	0.06	3.30	3.20	3.18	0.02
Octagon Credit Investors	OCTAG30	OCT30 2017-1A	3/11/2024	0.99	1.11	0.98	1.10	-0.12	3.34	3.34	3.32	0.02	5.52	5.54	5.49	0.05	11.77	11.39	11.70	-0.31
Napier Park Global Capital	REGATF9	REGT9 2017-1A	2/29/2024	0.91	0.94	0.91	0.85	0.06	3.39	3.09	3.07	0.02	5.62	4.81	5.09	-0.28	11.05	10.28	10.01	0.28
Ares Management	ARES53	ARES 2019-53A	3/20/2024	1.08	1.09	1.21	1.17	0.04	2.93	3.18	3.16	0.02	5.31	5.90	5.73	0.18	13.63	14.09	14.69	-0.61
Octagon Credit Investors	OCTAG39	OCT39 2018-3A	3/18/2024	0.98	1.15	1.09	1.12	-0.04	3.28	3.22	3.20	0.02	5.59	5.54	5.47	0.07	12.03	11.53	11.77	-0.23
Octagon Credit Investors	OCTAG37	OCT37 2018-2A	3/11/2024	1.04	1.15	1.21	1.20	0.01	3.34	3.48	3.47	0.02	5.54	5.05	5.75	-0.70	11.79	10.34	12.25	-1.91
Bain Capital Credit	BAIC216	BCC 2021-6A	3/8/2024	1.02	1.13	1.12	1.16	-0.04	3.36	3.45	3.44	0.02	5.60	5.88	5.74	0.15	10.91	11.27	11.18	0.09
American Money Management	AMMCCL27	AMMC 2022-27A	3/8/2024	1.06	1.13	1.00	1.20	-0.20	3.36	3.57	3.56	0.02
Voya Alternative Asset Management	INGIM132	INGIM 2013-2A	2/29/2024	1.02	0.93	0.84	0.95	-0.11	3.39	3.48	3.46	0.02	5.64	4.78	5.76	-0.98	11.09	10.50	11.33	-0.83
PGIM	DRYDN42	DRSLF 2016-42A	2/29/2024	1.00	0.94	0.82	0.94	-0.12	3.39	3.42	3.40	0.01	5.63	5.37	5.65	-0.28	11.15	10.61	11.20	-0.60
Blue Owl	WELF183	WELF 2018-3A	3/8/2024	0.99	1.13	1.02	1.12	-0.10	3.36	3.32	3.31	0.01	4.98	5.06	4.91	0.15	9.47	10.12	9.34	0.78
Investcorp Credit Management	MBLPT22	MP22 2021-2A	3/11/2024	1.03	1.11	1.15	1.15	0.01	3.34	3.46	3.45	0.01	5.54	5.53	5.72	-0.19	11.80	11.51	12.19	-0.68
Benefit Street Partners	LOCG141	LWCLO 2014-1A	3/20/2024	0.94	0.88	0.58	0.82	-0.24	2.94	2.76	2.76	0.01	5.29	5.38	4.96	0.42	14.04	12.55	13.16	-0.61
Oak Hill Advisors	OHACF10	OAKC 2021-10A	3/6/2024	0.90	1.09	1.10	0.98	0.12	3.37	3.03	3.02	0.01	5.66	5.50	5.08	0.42	11.55	11.89	10.36	1.53
Onex Credit Partners	OCP1713	OCP 2017-13A	3/8/2024	0.98	1.11	1.09	1.09	0.00	3.36	3.31	3.30	0.01	5.59	5.57	5.50	0.07	11.50	11.54	11.32	0.22
Ares Management	ARES59	ARES 2021-59A	3/5/2024	1.07	1.06	1.16	1.14	0.03	3.39	3.63	3.63	0.00	5.66	6.44	6.06	0.38	11.49	11.85	12.31	-0.46
Ares Management	ARES46	ARES 2017-46A	3/5/2024	1.03	1.07	1.00	1.10	-0.10	3.40	3.51	3.51	0.00	5.63	6.16	5.82	0.34	11.37	11.95	11.74	0.21
PGIM	DRYDN38	DRSLF 2015-38A	2/29/2024	0.99	0.94	0.84	0.93	-0.09	3.39	3.36	3.35	0.00	5.64	5.33	5.59	-0.26	11.17	10.52	11.06	-0.54
Blackstone	BARK	BARK 2021-1A	3/6/2024	1.14	1.09	1.22	1.24	-0.02	3.37	3.84	3.83	0.00	5.66	6.23	6.43	-0.20	11.54	12.10	13.12	-1.02
Anchorage Capital Group	ANCH3R	ANCHC 2014-3RA	3/19/2024	0.92	1.18	1.00	1.09	-0.09	2.99	2.76	2.76	0.00	5.26	4.46	4.85	-0.39	13.51	12.90	12.47	0.43
Onex Credit Partners	OCP1714	OCP 2017-14A	3/8/2024	0.95	1.11	1.03	1.06	-0.03	3.40	3.24	3.24	0.00	5.56	5.27	5.29	-0.02	10.94	10.89	10.42	0.47
Apollo Global Management	RRCL14	RRAM 2021-14A	3/8/2024	1.01	1.11	1.17	1.12	0.05	3.36	3.38	3.38	0.00	5.60	5.74	5.64	0.11	11.53	11.57	11.61	-0.04
AGL Credit	AGLCL10	AGL 2021-10A	3/6/2024	1.10	1.10	1.23	1.21	0.02	3.37	3.71	3.71	0.00	5.66	6.34	6.23	0.11	11.55	13.01	12.71	0.30
Angelo, Gordon & Co	NWOO14B	WOODS 2018-14BA	2/29/2024	1.06	0.95	0.90	1.00	-0.11	3.38	3.58	3.58	0.00	5.72	6.26	6.05	0.21	11.47	12.99	12.14	0.85
Elmwood Asset Management	ELMW20	ELM20 2022-7A	3/6/2024	0.87	1.07	0.98	0.94	0.05	3.38	2.94	2.94	0.00	5.66	5.13	4.94	0.19
Sculptor Loan Management	OZLM24	OZLM 2019-24A	3/11/2024	1.03	1.18	1.30	1.21	0.08	3.33	3.44	3.44	0.00	5.55	5.83	5.72	0.11	11.62	11.54	11.98	-0.43
Ares Management	ARES32R	ARES 2014-32RA	3/5/2024	1.02	1.07	1.04	1.09	-0.05	3.46	3.53	3.53	0.00	5.65	6.23	5.77	0.46	11.47	11.73	11.72	0.01
Ballyrock Investment Advisors	BALLY20	BALLY 2022-20A	3/8/2024	0.87	1.13	1.08	0.99	0.09	3.36	2.93	2.93	0.00	5.60	5.31	4.90	0.42
Brigade Capital Management	BATTL12	BATLN 2018-12A	3/6/2024	1.03	1.09	0.77	1.13	-0.35	3.39	3.49	3.50	-0.01	5.66	5.42	5.84	-0.42	11.47	11.34	11.83	-0.48
Crescent Capital Group	ATLSLF18	ATCLO 2021-18A	3/5/2024	1.16	1.07	0.99	1.24	-0.24	3.39	3.92	3.93	-0.01	5.66	6.28	6.55	-0.28	11.42	12.08	13.22	-1.15
Blackstone	GLBTPK	GILBT 2017-1A	3/6/2024	1.03	1.10	1.14	1.13	0.01	3.37	3.45	3.46	-0.01	5.58	5.57	5.72	-0.15	11.41	11.14	11.70	-0.56
AXA Investment Managers	ALLEG11	ALLEG 2019-2A	3/8/2024	0.98	1.11	1.17	1.09	0.08	3.36	3.29	3.30	-0.01	5.60	5.65	5.51	0.15	11.53	11.51	11.33	0.18
Carlyle Group	CARLG194	CGMS 2019-4A	3/5/2024	1.08	1.07	1.24	1.16	0.08	3.40	3.68	3.69	-0.01	5.66	6.13	6.14	0.00	11.63	12.31	12.61	-0.30
Barings	BAS224	BABSN 2022-4A	3/8/2024	0.92	1.13	1.00	1.04	-0.04	3.36	3.07	3.08	-0.01	5.60	5.18	5.14	0.04
Anchorage Capital Group	ANCH1R	ANCHC 2018-1RA	3/1/2024	1.03	1.00	0.98	1.03	-0.05	3.38	3.48	3.49	-0.01	5.66	5.66	5.84	-0.18	11.41	11.90	11.76	0.14
New York Life Investment Management	FLTIR171	FLAT 2017-1A	3/6/2024	0.99	1.09	1.23	1.08	0.15	3.43	3.39	3.40	-0.01	5.62	5.70	5.58	0.12	11.37	11.38	11.28	0.10
Brigade Capital Management	BATTL18	BATLN 2020-18A	3/5/2024	1.06	1.07	0.85	1.13	-0.27	3.40	3.58	3.60	-0.01	5.66	5.76	5.98	-0.21	11.63	11.55	12.28	-0.73
Bain Capital Credit	BAIC204	BCC 2020-4A	3/7/2024	0.99	1.12	1.07	1.11	-0.04	3.37	3.32	3.33	-0.01	5.66	5.61	5.60	0.01	10.87	10.80	10.76	0.04
Oak Hill Advisors	OHACF9	OAKC 2021-9A	3/6/2024	0.89	1.09	1.13	0.98	0.15	3.37	3.00	3.02	-0.01	5.66	5.66	5.06	0.59	11.55	11.93	10.33	1.60
CIFC Asset Management	CIFC196	CIFC 2019-6A	3/4/2024	1.05	1.09	1.14	1.15	-0.02	3.41	3.58	3.60	-0.01	5.73	6.08	6.04	0.03	11.63	12.56	12.27	0.30
Sixth Street	SIXST17	SIXST 2021-17A	3/8/2024	1.02	1.13	1.16	1.16	0.00	3.36	3.42	3.44	-0.02	5.60	5.71	5.74	-0.03	11.53	11.45	11.81	-0.36
AGL Credit	AGLCL8	AGL 2020-8A	3/6/2024	1.10	1.09	1.25	1.20	0.05	3.38	3.69	3.70	-0.02	5.66	6.22	6.21	0.01	11.56	12.77	12.67	0.10
Ballyrock Investment Advisors	BALLY191	BALLY 2019-1A	2/28/2024	0.93	0.94	0.91	0.87	0.04	3.42	3.16	3.17	-0.02	5.75	5.42	5.34	0.09	11.22	11.49	10.42	1.08
Irradiant Partners	KAYNE3	RAD 2019-3A	3/8/2024	1.06	1.12	1.37	1.18	0.19	3.36	3.54	3.56	-0.02	5.98	6.26	6.34	-0.08	11.53	12.29	12.22	0.07
PGIM	DRYDN61	DRSLF 2018-61A	2/29/2024	1.01	0.94	0.82	0.95	-0.12	3.38	3.39	3.41	-0.02	5.67	5.40	5.71	-0.31	11.21	10.86	11.29	-0.43
Orchard First Source Asset Management	OFSIB9	OFSBS 2018-1A	3/5/2024	1.02	1.07	1.17	1.09	0.08	3.40	3.46	3.48	-0.02	5.65	5.41	5.77	-0.36	11.62	11.83	11.88	-0.05
Goldentree Asset Management	GOLDMU9	GLM 2021-9A	3/6/2024	1.08	1.09	1.30	1.18	0.13	3.37	3.62	3.64	-0.02	5.66	6.14	6.11	0.03	11.55	12.75	12.46	0.28
New York Life Investment Management	TCIFL171	TFLAT 2017-1A	3/6/2024	0.95	1.09	1.06	1.04	0.02	3.41	3.24	3.26	-0.02	5.63	5.48	5.38	0.10	11.41	11.03	10.89	0.14
Bain Capital Credit	BAIC201	BCC 2020-1A	3/5/2024	1.00	1.07	1.04	1.07	-0.02	3.39	3.36	3.38	-0.02	5.66	5.77	5.64	0.13	11.41	11.38	11.37	0.01
Barings	BAS212	BABSN 2021-2A	3/6/2024	1.06	1.09	1.10	1.16	-0.05	3.38	3.56	3.58	-0.02	5.67	5.81	6.00	-0.19	11.42	11.40	12.10	-0.71
Columbia Management	COLCT28	CECLO 2018-28A	3/15/2024	1.06	1.09	0.96	1.16	-0.20	3.11	3.28	3.30	-0.02	5.27	5.71	5.59	0.12	13.41	13.35	14.24	-0.89
Allstate Investment Management	AIMCOC12	AIMCO 2020-12A	3/6/2024	0.96	1.09	1.06	1.05	0.01	3.38	3.23	3.25	-0.02	5.66	5.50	5.44	0.05	11.48	11.20	11.03	0.17
Bain Capital Credit	BAIC223	BCC 2022-3A	3/5/2024	1.01	1.07	1.06	1.08	-0.02	3.39	3.41	3.43	-0.02	5.66	5.73	5.73	0.00	11.49	11.51	11.63	-0.11
ORIX Advisers	SPSC12	SPEAK 2022-12A	3/6/2024	1.00	1.09	1.11	1.09	0.02	3.38	3.36	3.38	-0.02	5.66	5.73	5.67	0.06	11.42	10.66	11.43	-0.77
Tikehau Capital	TIKEU2	TKO 2022-1A	3/8/2024	1.04	1.13	1.11	1.18	-0.07	3.36	3.48	3.50	-0.02	5.60	5.96	5.84	0.12	11.53	12.73	12.03	0.71
Barings	BABS151	BABSN 2015-IA	3/6/2024	1.00	1.09	1.03	1.09	-0.06	3.37	3.35	3.37	-0.03	5.64	5.59	5.63	-0.04	11.43	10.90	11.42	-0.53
Napier Park Global Capital	REGATF7	REGT7 2016-1A	3/12/2024	0.95	1.06	1.10	1.01	0.10	3.35	3.16	3.19	-0.03	5.47	5.44	5.21	0.23	11.87	11.18	11.32	-0.13
Apollo Global Management	RRCL6	RRAM 2019-6A	3/8/2024	1.03	1.11	1.21	1.14	0.06	3.36	3.43	3.45	-0.03	5.60	5.74	5.76	-0.02	11.53	11.47	11.86	-0.39
MJX Asset Management	VENT29	VENTR 2017-29A	3/5/2024	1.10	1.07	1.51	1.17	0.34	3.41	3.73	3.75	-0.03	5.65	5.88	6.21	-0.33	11.55	10.68	12.70	-2.02
Ares Management	ARES54	ARES 2019-54A	3/5/2024	1.08	1.07	1.12	1.15	-0.03	3.40	3.64	3.67	-0.03	5.66	6.29	6.11	0.17	11.49	11.83	12.41	-0.59
CIFC Asset Management	CIFC184	CIFC 2018-4A	3/4/2024	0.98	1.05	0.97	1.03	-0.06	3.40	3.31	3.34	-0.03	5.73	5.69	5.63	0.06	11.58	11.75	11.37	0.38
Sound Point Capital Management	BLUMT163	BLUEM 2016-3A	2/29/2024	1.07	1.01	1.00	1.08	-0.08	3.38	3.58	3.61	-0.03	5.69	5.97	6.07	-0.10	11.22	12.28	11.97	0.31
PGIM	DRYDN109	DRSLF 2022-109A	2/29/2024	1.01	0.78	0.72	0.79	-0.07	3.38	3.40	3.42	-0.03	5.67	5.35	5.74	-0.39	11.22	10.82	11.35	-0.54
Napier Park Global Capital	REGATF13	REG13 2018-2A	2/29/2024	0.92	0.94	0.94	0.87	0.07	3.38	3.10	3.13	-0.03	5.66	5.25	5.23	0.02	11.19	10.79	10.34	0.45
Irradiant Partners	RADCL15	RAD 2021-15A	3/15/2024	1.01	0.88	0.96	0.88	0.08	3.06	3.05	3.08	-0.03	5.35	5.54	5.39	0.15	13.21	14.08	13.31	0.77
Morgan Stanley Eaton Vance	MSEV2218	MSEV 2022-18A	3/6/2024	0.88	1.09	0.90	0.96	-0.06	3.37	2.92	2.95	-0.03	5.66	5.11	4.96	0.16
Investcorp Credit Management	ACASL152	MP8 2015-2A	3/14/2024	0.93	1.23	1.06	1.15	-0.09	3.31	3.06	3.09	-0.03	5.39	5.05	5.04	0.01	12.59	12.31	11.76	0.55
AXA Investment Managers	ALLEG15	ALLEG 2022-1A	3/8/2024	0.93	1.13	1.09	1.05	0.04	3.36	3.09	3.12	-0.03	5.60	5.44	5.20	0.24	11.54	10.99	10.71	0.28
Neuberger Berman	NEUB27	NEUB 2018-27A	3/6/2024	1.02	1.09	1.14	1.12	0.02	3.37	3.41	3.44	-0.03	5.65	5.68	5.76	-0.08	11.50	10.86	11.74	-0.88
Oak Hill Advisors	OHALF151	OHALF 2015-1A	3/6/2024	0.96	1.09	1.14	1.05	0.09	3.37	3.20	3.24	-0.03	5.66	5.74	5.43	0.30	11.55	12.16	11.08	1.08
Onex Credit Partners	OCP1510	OCP 2015-10A	3/18/2024	0.96	1.20	1.17	1.16	0.01	3.04	2.90	2.93	-0.03	5.33	5.79	5.14	0.65	13.37	13.47	12.89	0.58
Bain Capital Credit	BAIC224	BCC 2022-4A	3/5/2024	1.01	1.07	1.06	1.08	-0.02	3.40	3.41	3.44	-0.03	5.66	5.83	5.71	0.12	11.63	11.45	11.74	-0.29
Jefferies Finance	APEXC192	APEXC 2019-2A	3/13/2024	0.99	1.20	1.06	1.19	-0.13	3.30	3.22	3.26	-0.03	5.46	5.57	5.39	0.18	12.98	13.20	12.82	0.38
Fortress Investment Group	FORTCB3	FCBSL 2015-1A	3/1/2024	0.94	1.00	1.23	0.95	0.29	3.37	3.15	3.18	-0.03	5.61	5.23	5.29	-0.06	11.29	10.58	10.66	-0.08
Nuveen	SYMPH22	SYMP 2020-22A	3/8/2024	1.08	0.85	0.94	0.92	0.03	3.36	3.60	3.63	-0.03	5.60	5.50	6.06	-0.57	11.53	10.67	12.47	-1.80
Apollo Global Management	RRCL26	RRAM 2023-26A	3/8/2024	0.96	1.11	1.10	1.06	0.03	3.36	3.18	3.21	-0.03
Credit Suisse First Boston	MADPK34	MDPK 2019-34A	3/13/2024	0.97	1.20	1.15	1.17	-0.01	3.30	3.17	3.21	-0.03	5.46	5.28	5.31	-0.04	12.98	13.00	12.63	0.37
AGL Credit	AGLCL2	AGL 2019-2A	3/6/2024	1.11	1.09	1.25	1.21	0.04	3.38	3.71	3.74	-0.03	5.66	6.25	6.28	-0.03	11.55	12.61	12.81	-0.20
Napier Park Global Capital	REGATF18	REG18 2021-1A	2/29/2024	0.91	0.78	0.78	0.71	0.07	3.38	3.04	3.08	-0.03	5.67	5.47	5.16	0.32	10.42	9.81	9.47	0.34
Partners Group	PIKP14	PIPK 2023-14A	3/15/2024	0.99	1.19	1.16	1.18	-0.02	3.06	3.00	3.04	-0.04
Ares Management	ARES49	ARES 2018-49A	3/5/2024	0.96	1.06	0.97	1.02	-0.05	3.39	3.22	3.26	-0.04	5.63	5.80	5.41	0.39	11.46	11.28	11.01	0.27
WhiteStar	CATLK5	CATLK 2018-5A	3/11/2024	1.11	1.18	1.43	1.30	0.14	3.34	3.65	3.69	-0.04	5.51	5.83	6.09	-0.26	11.52	11.96	12.73	-0.77
Ares Management	ARES48	ARES 2018-48A	3/5/2024	0.99	1.06	0.99	1.05	-0.06	3.40	3.33	3.36	-0.04	5.64	5.83	5.59	0.25	11.47	11.22	11.36	-0.14
AGL Credit	AGLCL9	AGL 2020-9A	3/6/2024	1.10	1.09	1.23	1.20	0.03	3.37	3.68	3.72	-0.04	5.66	6.32	6.25	0.07	11.56	12.85	12.75	0.10
CVC Credit Partners	APIDO22	APID 2015-22A	3/8/2024	0.96	1.13	1.12	1.09	0.04	3.36	3.18	3.22	-0.04	5.57	5.20	5.35	-0.15	11.50	11.09	11.04	0.06
Palmer Square Capital Management	PALMS225	PLMRS 2022-5A	3/5/2024	0.87	1.06	0.95	0.92	0.03	3.40	2.92	2.96	-0.04	5.66	5.39	4.92	0.48
Credit Suisse First Boston	MADPK48	MDPK 2021-48A	3/7/2024	0.98	1.14	1.24	1.12	0.12	3.37	3.26	3.30	-0.04	5.66	5.27	5.55	-0.27	11.49	11.46	11.26	0.20
TCW Asset Management	TCW2301	TCW 2023-1A	3/15/2024	1.00	1.21	1.21	1.21	0.01	3.14	3.08	3.12	-0.04
Allstate Investment Management	AIMCO17A	AIMCO 2017-AA	3/8/2024	0.93	1.13	1.22	1.05	0.17	3.36	3.07	3.11	-0.04	5.60	5.29	5.18	0.10	11.53	10.96	10.67	0.29
Oak Hill Advisors	OHACF5	OAKC 2020-5A	3/6/2024	0.92	1.09	1.13	1.01	0.12	3.37	3.07	3.11	-0.04	5.66	5.51	5.22	0.29	11.55	11.84	10.65	1.19
CQS Management	CQSU2101	CQS 2021-1A	3/7/2024	1.07	1.12	1.25	1.19	0.05	3.37	3.56	3.60	-0.04	5.65	5.54	6.04	-0.51	11.54	11.65	12.33	-0.68
Angelo, Gordon & Co	NWOODS27	WOODS 2021-27A	3/6/2024	1.05	1.09	1.12	1.14	-0.02	3.38	3.51	3.55	-0.04	5.66	6.11	5.95	0.15	10.82	12.42	11.38	1.04
Barings	BAS171	BABSN 2017-1A	3/5/2024	0.97	1.07	1.11	1.03	0.07	3.40	3.26	3.30	-0.04	5.63	5.76	5.46	0.30	11.55	11.15	11.21	-0.05
TCW Asset Management	TCW2102	TCW 2021-2A	3/14/2024	1.01	1.22	1.27	1.24	0.02	3.18	3.18	3.22	-0.04	5.41	5.66	5.49	0.17	13.10	13.30	13.28	0.02
Palmer Square Capital Management	PALMS214	PLMRS 2021-4A	3/5/2024	0.97	1.07	0.91	1.03	-0.13	3.40	3.26	3.30	-0.04	5.66	5.86	5.49	0.37	11.63	11.90	11.28	0.63
Invesco	INVES211	INVCO 2021-1A	3/1/2024	1.07	1.00	1.23	1.06	0.16	3.39	3.57	3.61	-0.05	5.66	5.82	6.03	-0.21	11.51	11.50	12.26	-0.77
Brigade Capital Management	BATTL15	BATLN 2020-15A	3/6/2024	1.04	1.09	0.86	1.13	-0.27	3.37	3.46	3.51	-0.05	5.66	5.58	5.89	-0.31	11.47	11.30	11.94	-0.64
Neuberger Berman	NEUB15	NEUB 2013-15A	3/6/2024	1.02	1.09	1.07	1.12	-0.05	3.37	3.40	3.45	-0.05	5.66	5.69	5.79	-0.09	11.53	10.61	11.80	-1.19
40/86 Advisors	CLRCK	CLRCK 2015-1A	2/29/2024	0.88	0.94	0.67	0.82	-0.15	3.39	2.92	2.97	-0.05	5.61	5.36	4.92	0.44	10.89	10.77	9.55	1.22
PGIM	DRYDN40	DRSLF 2015-40A	2/29/2024	0.99	0.84	0.78	0.83	-0.05	3.40	3.32	3.36	-0.05	5.67	5.33	5.62	-0.29	11.21	10.53	11.10	-0.56
HPS Investment Partners	HIBLM168	HLM 8A-2016	3/8/2024	1.03	1.13	1.03	1.17	-0.15	3.36	3.42	3.47	-0.05	5.56	5.53	5.75	-0.23	11.49	11.67	11.89	-0.22
Invesco	BARDOT	BARDT 2019-2A	3/1/2024	1.05	0.99	1.13	1.04	0.09	3.39	3.52	3.56	-0.05	5.66	5.80	5.94	-0.14	11.51	11.48	12.08	-0.60
Jefferies Finance	APEXC211	APEXC 2021-1A	3/6/2024	1.00	1.09	1.07	1.09	-0.02	3.37	3.31	3.36	-0.05	5.66	5.80	5.64	0.15	11.55	12.06	11.51	0.55
CVC Credit Partners	APIDO15	APID 2013-15A	3/8/2024	1.01	1.13	1.20	1.15	0.05	3.36	3.35	3.40	-0.05	5.58	5.33	5.65	-0.33	11.51	11.29	11.66	-0.37
Voya Alternative Asset Management	VOY1701	VOYA 2017-1A	2/29/2024	1.00	0.94	1.01	0.94	0.07	3.39	3.35	3.40	-0.05	5.87	5.52	5.89	-0.38	10.95	10.50	11.00	-0.49
CIFC Asset Management	CIFC227	CIFC 2022-7A	3/6/2024	0.95	1.09	1.06	1.03	0.03	3.37	3.14	3.20	-0.05	5.66	5.47	5.37	0.10
Onex Credit Partners	OCP2019	OCP 2020-19A	3/8/2024	1.03	1.11	1.22	1.15	0.07	3.36	3.41	3.47	-0.05	5.60	5.90	5.78	0.11	11.53	11.69	11.91	-0.22
Barings	BARLP3	BABSN LP-3A	3/8/2024	1.09	1.13	1.23	1.24	0.00	3.36	3.61	3.66	-0.05	5.60	5.86	6.11	-0.24
Sound Point Capital Management	BLUMT132	BLUEM 2013-2A	2/29/2024	1.02	0.93	0.91	0.95	-0.04	3.39	3.40	3.45	-0.06	5.62	5.52	5.73	-0.21	11.01	11.80	11.23	0.57
PGIM	DRYDN49	DRSLF 2017-49A	2/29/2024	0.99	0.94	0.84	0.93	-0.08	3.39	3.28	3.34	-0.06	5.66	5.26	5.58	-0.32	11.16	10.17	11.00	-0.84
Ares Management	ARES50	ARES 2018-50A	3/5/2024	1.06	1.07	1.04	1.13	-0.09	3.40	3.53	3.59	-0.06	5.64	6.12	5.96	0.16	11.50	11.48	12.14	-0.65
Goldentree Asset Management	GOLDMU3	GLM 2018-3A	3/6/2024	1.01	1.09	1.14	1.10	0.04	3.37	3.35	3.41	-0.06	5.58	5.50	5.64	-0.15	11.47	11.42	11.59	-0.17
Voya Alternative Asset Management	VOY1702	VOYA 2017-2A	2/29/2024	1.00	0.94	1.03	0.94	0.10	3.39	3.33	3.38	-0.06	5.62	5.25	5.61	-0.36	10.98	10.51	10.97	-0.46
Onex Credit Partners	OCP1612	OCP 2016-12A	3/15/2024	0.97	1.15	1.12	1.11	0.01	3.06	2.91	2.97	-0.06	5.35	5.57	5.19	0.37	11.14	11.45	10.82	0.63
LCM Asset Management	LCM18	LCM 18A	3/8/2024	1.03	1.09	0.88	1.12	-0.24	3.36	3.39	3.45	-0.06	5.57	5.27	5.72	-0.45	11.59	10.99	11.89	-0.90
Benefit Street Partners	SHAC145R	SHACK 2014-5RA	2/27/2024	1.07	0.97	0.97	1.03	-0.07	3.47	3.64	3.70	-0.06	5.83	6.16	6.22	-0.05	11.25	11.80	11.99	-0.19
Blackstone	BOYCPK	BOYCE 2022-1A	3/6/2024	1.18	1.09	1.30	1.29	0.01	3.37	3.90	3.96	-0.06	5.64	6.26	6.63	-0.37	10.82	11.34	12.72	-1.37
PGIM	DRYDN54	DRSLF 2017-54A	2/29/2024	0.99	0.94	0.86	0.93	-0.08	3.39	3.30	3.36	-0.06	5.65	5.30	5.61	-0.31	11.15	10.38	11.07	-0.69
CVC Credit Partners	APIDO37	APID 2021-37A	3/12/2024	1.04	1.18	1.31	1.23	0.08	3.33	3.40	3.46	-0.06	5.50	5.40	5.71	-0.32	11.88	11.70	12.35	-0.65
Guggenheim Partners	C1828	GUGG4 2016-1A	3/6/2024	0.96	1.09	1.16	1.05	0.12	3.37	3.16	3.22	-0.06	5.64	5.20	5.38	-0.18	11.52	11.60	11.01	0.59
Benefit Street Partners	SHACK133	SHACK 2013-3A	3/1/2024	1.08	1.00	0.98	1.08	-0.09	3.40	3.60	3.67	-0.06	5.60	6.24	6.05	0.19	11.34	12.15	12.25	-0.10
HPS Investment Partners	HPSL169	HLM 9A-2016	3/7/2024	1.03	1.12	1.06	1.15	-0.09	3.37	3.42	3.48	-0.06	5.62	5.47	5.81	-0.34	10.89	10.88	11.25	-0.37
Nuveen	SYMPH33	SYMP 2022-33A	3/13/2024	1.03	1.20	1.49	1.24	0.26	3.30	3.33	3.40	-0.06	5.41	5.11	5.57	-0.46	12.48	11.33	12.84	-1.51
Brigade Capital Management	BATTL19	BATLN 2021-19A	3/5/2024	1.05	1.07	0.83	1.12	-0.29	3.40	3.50	3.56	-0.07	5.66	5.65	5.93	-0.27	11.63	11.75	12.18	-0.42
Apollo Global Management	RRCL18	RRAM 2021-18A	3/8/2024	1.01	1.11	1.30	1.12	0.18	3.36	3.31	3.38	-0.07	5.60	5.56	5.64	-0.08	11.53	11.34	11.61	-0.27
Barings	BABS161	BABSN 2016-1A	3/13/2024	1.03	0.88	0.97	0.91	0.06	3.30	3.33	3.39	-0.07	5.40	5.56	5.55	0.01	12.73	12.66	13.09	-0.42
CVC Credit Partners	APIDO33	APID 2020-33A	3/13/2024	1.04	1.20	1.30	1.25	0.05	3.30	3.36	3.43	-0.07	5.45	5.08	5.67	-0.58	12.48	11.78	12.98	-1.20
Columbia Management	CENT21	CECLO 2014-21A	3/18/2024	1.04	1.12	0.93	1.16	-0.23	3.05	3.09	3.15	-0.07	5.31	5.61	5.50	0.11	13.46	13.18	13.93	-0.75
Crescent Capital Group	ATLSLF17	ATCLO 2021-17A	3/7/2024	1.17	1.12	1.11	1.31	-0.20	3.37	3.87	3.94	-0.07	5.65	6.08	6.61	-0.53	10.87	12.18	12.70	-0.52
Vibrant Capital Partners	VIBR14	VIBR 2021-14A	3/8/2024	1.04	1.13	1.23	1.18	0.05	3.36	3.44	3.51	-0.07	5.60	5.60	5.85	-0.25	11.54	11.43	12.05	-0.62
Nuveen	SYMPH24	SYMP 2020-24A	3/7/2024	1.07	1.11	1.19	1.18	0.00	3.36	3.51	3.58	-0.07	4.64	4.84	4.94	-0.10	9.12	8.99	9.72	-0.73
Ares Management	ARES68	ARES 2023-68A	3/5/2024	1.06	1.06	1.05	1.12	-0.08	3.39	3.52	3.59	-0.07
PGIM	DRYDN83	DRSLF 2020-83A	2/29/2024	1.04	0.94	0.81	0.98	-0.16	3.38	3.46	3.53	-0.07	5.67	5.49	5.91	-0.42	11.21	10.80	11.69	-0.89
Canyon Capital Advisors	CANY203	CANYC 2020-3A	2/29/2024	1.02	0.94	1.19	0.95	0.24	3.38	3.37	3.44	-0.07	5.73	5.66	5.82	-0.17	11.22	11.35	11.41	-0.06
Benefit Street Partners	BENST4	BSP 2014-IVA	3/13/2024	1.11	1.17	1.27	1.29	-0.02	3.38	3.67	3.74	-0.07	5.65	6.16	6.25	-0.09	11.74	12.33	12.97	-0.64
Voya Alternative Asset Management	VOY1804	VOYA 2018-4A	2/29/2024	1.02	0.94	1.05	0.96	0.10	3.39	3.39	3.47	-0.07	5.67	5.65	5.81	-0.15	11.21	11.67	11.48	0.19
Allstate Investment Management	AIMCO18B	AIMCO 2018-BA	3/5/2024	0.92	1.07	1.05	0.98	0.06	3.41	3.06	3.14	-0.07	5.68	5.19	5.23	-0.04	11.66	10.99	10.73	0.26
Blackrock Financial Management	MAGNET12	MAGNE 2015-12A	2/29/2024	0.88	0.93	0.79	0.82	-0.03	3.38	2.91	2.99	-0.07	5.66	5.01	5.00	0.01	11.21	10.78	9.89	0.89
Blackrock Financial Management	MAGNET31	MAGNE 2021-31A	2/29/2024	1.01	0.94	0.95	0.95	0.00	3.38	3.36	3.43	-0.07	5.67	5.42	5.75	-0.33	11.22	11.16	11.38	-0.22
First Eagle Private Credit	WNDRV231	WINDR 2023-1A	3/8/2024	0.90	1.11	0.91	1.00	-0.09	3.36	2.94	3.02	-0.07
Ballyrock Investment Advisors	BALLY19	BALLY 2022-19A	3/8/2024	0.95	1.13	1.08	1.08	0.01	3.36	3.11	3.19	-0.07	5.60	5.24	5.32	-0.08	11.54	11.20	10.95	0.25
PGIM	DRYDN60	DRSLF 2018-60A	2/29/2024	1.01	0.94	0.87	0.95	-0.08	3.38	3.34	3.42	-0.07	5.66	5.35	5.71	-0.36	11.19	10.68	11.30	-0.63
WhiteStar	TSTAT221	TSTAT 2022-1A	3/6/2024	1.04	1.09	1.16	1.14	0.03	3.37	3.45	3.52	-0.07	5.64	5.46	5.89	-0.44	11.48	11.21	11.99	-0.77
AGL Credit	AGLCL5	AGL 2020-5A	3/6/2024	1.11	1.09	1.23	1.21	0.02	3.37	3.66	3.74	-0.07	5.66	6.30	6.27	0.03	11.55	12.75	12.79	-0.04
CIFC Asset Management	CIFC183	CIFC 2018-3A	3/4/2024	0.99	1.04	0.91	1.03	-0.12	3.38	3.27	3.35	-0.07	5.73	5.60	5.67	-0.07	11.44	11.58	11.32	0.26
Blue Owl	WELF172	WELF 2017-2A	3/8/2024	0.97	1.13	0.96	1.11	-0.15	3.37	3.20	3.28	-0.07	5.47	5.99	5.33	0.66	11.22	11.72	10.94	0.78
Vibrant Capital Partners	VIBR13	VIBR 2021-13A	3/8/2024	1.05	1.13	1.22	1.19	0.03	3.36	3.44	3.52	-0.08	5.60	5.69	5.87	-0.18	11.54	11.69	12.09	-0.40
Neuberger Berman	NEUB34	NEUB 2019-34A	3/11/2024	1.03	1.18	1.22	1.22	0.00	3.34	3.37	3.45	-0.08	5.55	5.68	5.74	-0.07	11.63	11.32	12.04	-0.72
Sound Point Capital Management	SOUPT12	SNDPT 2016-2A	3/6/2024	1.01	1.09	0.67	1.10	-0.43	3.38	3.33	3.41	-0.08	5.50	5.46	5.55	-0.09	10.98	8.86	11.08	-2.22
Oaktree Capital Management	OAKC231	OAKCL 2023-1A	2/29/2024	1.02	0.94	0.83	0.96	-0.12	3.38	3.37	3.45	-0.08
Apollo Global Management	RRCL16	RRAM 2021-16A	3/8/2024	1.06	1.11	1.24	1.18	0.06	3.36	3.49	3.57	-0.08	5.60	5.78	5.96	-0.17	11.53	11.63	12.27	-0.64
CVC Credit Partners	APIDO24	APID 2016-24A	3/8/2024	1.03	1.13	1.19	1.17	0.02	3.36	3.39	3.47	-0.08	5.60	5.45	5.78	-0.34	11.53	11.62	11.91	-0.28
PGIM	DRYDN58	DRSLF 2018-58A	2/29/2024	1.00	0.94	0.85	0.94	-0.09	3.38	3.31	3.39	-0.08	5.66	5.34	5.67	-0.33	11.19	10.64	11.22	-0.57
ICG Debt Advisors	ICGU1801	ICG 2018-1A	3/13/2024	1.00	1.16	0.97	1.16	-0.18	3.30	3.21	3.29	-0.08	5.42	4.67	5.41	-0.74	12.76	10.87	12.72	-1.85
Crescent Capital Group	ATST1	ATSTC 2022-1A	3/1/2024	1.09	1.00	1.01	1.10	-0.08	3.33	3.56	3.64	-0.08	5.65	5.51	6.17	-0.66	11.37	11.31	12.41	-1.10
Napier Park Global Capital	REGATF15	REG15 2018-4A	2/29/2024	0.90	0.93	0.86	0.84	0.03	3.39	2.97	3.05	-0.08	5.67	5.35	5.10	0.26	11.21	10.88	10.07	0.81
CIFC Asset Management	CIFC217	CIFC 2021-7A	3/11/2024	1.05	1.18	1.25	1.23	0.02	3.33	3.41	3.49	-0.08	5.55	5.66	5.82	-0.16	11.63	12.06	12.19	-0.13
Blackrock Financial Management	MAGNET24	MAGNE 2019-24A	2/29/2024	1.02	0.94	0.73	0.95	-0.22	3.38	3.36	3.44	-0.08	5.67	5.51	5.77	-0.25	11.22	11.28	11.41	-0.13
PGIM	DRYDN78	DRSLF 2020-78A	2/29/2024	1.01	0.94	0.87	0.94	-0.08	3.38	3.32	3.41	-0.08	5.67	5.42	5.70	-0.29	11.21	10.90	11.28	-0.38
Onex Credit Partners	OCP2018	OCP 2020-18A	3/8/2024	1.04	1.11	1.21	1.16	0.06	3.36	3.41	3.49	-0.08	5.60	5.91	5.83	0.08	11.53	11.69	12.00	-0.32
Octagon Credit Investors	OCTAG34	OCT34 2017-1A	3/12/2024	1.01	1.14	1.00	1.15	-0.15	3.33	3.29	3.37	-0.08	5.47	5.35	5.55	-0.19	12.65	12.25	12.82	-0.57
Brigade Capital Management	BATTL8	BATLN 2015-8A	3/6/2024	1.08	1.09	0.86	1.18	-0.31	3.37	3.55	3.64	-0.09	5.63	5.59	6.07	-0.48	11.34	11.62	12.22	-0.61
Voya Alternative Asset Management	VOY1904	VOYA 2019-4A	2/29/2024	1.03	0.94	1.04	0.97	0.07	3.39	3.42	3.50	-0.09	5.67	5.71	5.86	-0.16	11.21	11.43	11.60	-0.17
New York Life Investment Management	FLTIR18	FLAT 2018-1A	3/6/2024	0.93	1.09	1.10	1.02	0.08	3.37	3.05	3.14	-0.09	5.62	5.29	5.24	0.06	11.42	10.77	10.63	0.14
PGIM	DRYDN112	DRSLF 2022-112A	2/29/2024	0.99	0.94	0.72	0.94	-0.22	3.38	3.27	3.36	-0.09	5.67	6.06	5.63	0.43	11.22	11.87	11.14	0.73
Benefit Street Partners	BENST6B	BSP 2015-6BR	3/8/2024	1.01	1.13	0.84	1.15	-0.31	3.36	3.32	3.41	-0.09	5.60	5.74	5.69	0.05	11.54	12.22	11.70	0.52
MJX Asset Management	VENT34	VENTR 2018-34A	3/8/2024	1.17	1.11	1.10	1.31	-0.21	3.36	3.85	3.94	-0.09	5.52	5.59	6.47	-0.88	11.52	11.26	13.51	-2.24
Carlyle Group	CARLG224	CGMS 2022-4A	3/18/2024	1.02	1.24	1.19	1.27	-0.08	3.08	3.06	3.15	-0.09	5.33	5.67	5.45	0.22	13.36	13.84	13.67	0.17
Bain Capital Credit	BAIC215	BCC 2021-5A	3/12/2024	1.06	1.18	1.50	1.25	0.25	3.33	3.43	3.52	-0.09	5.50	5.58	5.81	-0.23	11.88	11.88	12.55	-0.67
Blue Owl	WELF182	WELF 2018-2A	3/8/2024	1.00	1.13	1.03	1.14	-0.11	3.36	3.27	3.36	-0.09	4.97	4.99	4.98	0.01	9.46	10.06	9.48	0.58
Invesco	INVES232	INVCO 2023-2A	3/1/2024	1.05	0.99	1.02	1.04	-0.02	3.39	3.48	3.57	-0.09
Nassau Corporate Credit	NASS201	NCC 2020-1A	3/5/2024	1.06	1.07	1.00	1.13	-0.13	3.40	3.52	3.61	-0.09	5.66	6.19	6.00	0.19	11.62	12.15	12.32	-0.18
Columbia Management	COLCT30	CECLO 2020-30A	3/11/2024	1.00	1.18	1.00	1.18	-0.18	3.34	3.26	3.35	-0.09	5.55	5.46	5.56	-0.10	11.62	11.13	11.64	-0.51
Brigade Capital Management	BATTL10	BATLN 2016-10A	3/13/2024	1.01	1.20	0.99	1.21	-0.22	3.30	3.25	3.34	-0.09	5.45	5.26	5.52	-0.25	12.48	12.53	12.63	-0.09
Neuberger Berman	NEUB41	NEUB 2021-41A	3/6/2024	1.02	1.09	1.14	1.11	0.03	3.37	3.34	3.43	-0.09	5.66	5.80	5.76	0.03	11.55	11.45	11.75	-0.30
HPS Investment Partners	HPSL1812	HLM 12A-18	3/6/2024	1.03	1.09	1.38	1.12	0.26	3.38	3.39	3.48	-0.09	5.63	5.62	5.81	-0.19	11.39	11.55	11.74	-0.19
Palmer Square Capital Management	PALMS141	PLMRS 2014-1A	3/6/2024	1.01	1.09	0.92	1.10	-0.18	3.37	3.31	3.40	-0.09	5.60	5.77	5.65	0.12	11.25	11.57	11.35	0.22
PGIM	DRYDN45	DRSLF 2016-45A	2/29/2024	0.99	0.94	0.82	0.93	-0.11	3.39	3.27	3.36	-0.09	5.65	5.25	5.61	-0.36	11.19	10.43	11.11	-0.68
Investcorp Credit Management	JAMES6R	JTWN 2018-6RA	3/13/2024	1.03	1.20	1.06	1.24	-0.17	3.30	3.30	3.40	-0.10	5.41	5.21	5.58	-0.37	12.98	13.63	13.38	0.25
HPS Investment Partners	HPSL1813	HLM 13A-18	3/5/2024	1.03	1.07	1.10	1.10	-0.01	3.40	3.42	3.52	-0.10	5.66	5.65	5.85	-0.20	11.63	11.69	12.03	-0.33
Napier Park Global Capital	REGATF11	REG11 2018-1A	2/29/2024	0.89	0.94	0.89	0.84	0.06	3.38	2.93	3.02	-0.10	5.64	4.90	5.04	-0.13	11.15	10.21	9.96	0.25
PGIM	DRYDN64	DRSLF 2018-64A	2/29/2024	1.01	0.94	0.82	0.95	-0.13	3.38	3.33	3.42	-0.10	5.66	5.35	5.72	-0.37	11.17	10.48	11.30	-0.82
PGIM	DRYDN57	DRSLF 2018-57A	2/29/2024	1.01	0.94	0.83	0.96	-0.12	3.39	3.34	3.44	-0.10	5.67	5.45	5.75	-0.30	11.20	10.60	11.36	-0.76
Palmer Square Capital Management	PALMS211	PLMRS 2021-1A	3/8/2024	1.03	1.13	1.15	1.17	-0.02	3.36	3.35	3.45	-0.10	5.60	5.84	5.76	0.08	11.53	11.88	11.86	0.02
Carlyle Group	CARLG223	CGMS 2022-3A	2/22/2024	1.09	0.73	0.74	0.80	-0.06	3.36	3.58	3.68	-0.10	5.71	5.98	6.24	-0.27	11.18	11.66	12.21	-0.56
Onex Credit Partners	OCP2224	OCP 2022-24A	3/4/2024	1.02	1.09	1.05	1.12	-0.06	3.40	3.37	3.47	-0.10	5.74	5.79	5.87	-0.08	11.58	11.68	11.84	-0.15
Clover	AIG2103	CLVR 2021-3A	3/13/2024	1.02	1.20	1.35	1.22	0.13	3.30	3.25	3.35	-0.10	5.46	5.69	5.55	0.14	12.98	12.60	13.20	-0.59
Neuberger Berman	NEUB14	NEUB 2013-14A	3/19/2024	1.04	1.18	1.10	1.23	-0.13	2.99	2.99	3.09	-0.10	5.28	5.26	5.47	-0.20	13.50	12.40	13.98	-1.57
Vibrant Capital Partners	VIBR15	VIBR 2021-15A	3/8/2024	1.05	1.13	1.23	1.20	0.03	3.36	3.44	3.54	-0.10	5.60	5.60	5.91	-0.31	11.54	11.48	12.17	-0.69
CIFC Asset Management	CIFC211	CIFC 2021-1A	3/1/2024	1.04	0.99	1.00	1.03	-0.04	3.39	3.43	3.54	-0.10	5.66	5.62	5.90	-0.28	11.51	11.66	12.01	-0.35
Blue Owl	WELF211	WELF 2021-1A	3/5/2024	1.02	1.06	1.17	1.09	0.08	3.40	3.38	3.49	-0.10	5.66	6.03	5.80	0.24	11.62	12.49	11.91	0.58
LCM Asset Management	LCM17	LCM 17A	3/8/2024	1.06	1.10	0.93	1.17	-0.24	3.36	3.47	3.58	-0.11	5.58	5.48	5.94	-0.47	10.85	10.77	11.55	-0.78
AGL Credit	AGLCL4	AGL 2020-4A	3/6/2024	1.11	1.09	1.21	1.21	0.00	3.37	3.64	3.75	-0.11	5.66	6.15	6.29	-0.15	11.55	12.72	12.84	-0.13
Vibrant Capital Partners	VIBR3	VIBR 2015-3A	3/13/2024	1.05	1.20	1.21	1.26	-0.05	3.30	3.37	3.48	-0.11	5.43	5.56	5.72	-0.16	12.47	12.93	13.12	-0.20
CFI Partners	CFIP181	CFIP 2018-1A	2/29/2024	0.88	0.94	0.46	0.83	-0.36	3.38	2.87	2.98	-0.11	5.63	5.13	4.96	0.18	11.15	11.01	9.82	1.19
Blue Owl	TRALE7	TRAL 2021-7A	3/8/2024	1.01	0.84	0.75	0.86	-0.11	3.36	3.30	3.40	-0.11	5.60	5.67	5.68	-0.01	11.53	12.04	11.69	0.35
Blue Owl	WELF212	WELF 2021-2A	3/5/2024	1.06	1.07	1.24	1.13	0.10	3.40	3.51	3.62	-0.11	5.66	6.10	6.01	0.08	11.62	12.82	12.35	0.47
WhiteStar	TRNTS14	TRNTS 2020-14A	2/29/2024	1.05	0.93	1.12	0.98	0.14	3.39	3.47	3.57	-0.11	5.67	5.71	5.98	-0.27	11.22	10.99	11.83	-0.85
TCW Asset Management	TCW19AM1	TCW 2019-1A	3/6/2024	1.02	1.09	1.17	1.11	0.06	3.37	3.32	3.43	-0.11	5.66	6.01	5.75	0.25	11.55	12.02	11.74	0.28
Bain Capital Credit	BAIC191	BCC 2019-1A	3/8/2024	1.06	1.11	1.08	1.18	-0.10	3.36	3.45	3.55	-0.11	5.60	5.72	5.93	-0.21	11.52	11.72	12.21	-0.48
Blackrock Financial Management	MAGNET17	MAGNE 2016-17A	2/29/2024	0.90	0.94	0.94	0.84	0.10	3.38	2.93	3.05	-0.11	5.66	4.95	5.09	-0.14	11.20	10.66	10.08	0.58
Carlyle Group	CARLG124	CGMS 2012-4A	3/4/2024	1.05	1.09	1.12	1.15	-0.03	3.41	3.48	3.59	-0.11	5.66	5.84	5.95	-0.11	11.62	11.85	12.22	-0.37
PGIM	DRYDN98	DRSLF 2022-98A	2/29/2024	1.01	0.94	0.75	0.95	-0.19	3.38	3.30	3.41	-0.11	5.67	5.25	5.71	-0.46	11.22	10.92	11.30	-0.38
Allstate Investment Management	AIMCOC14	AIMCO 2021-14A	3/8/2024	0.99	1.13	1.27	1.12	0.15	3.36	3.22	3.33	-0.11	6.06	5.95	6.00	-0.05	11.54	11.28	11.43	-0.15
Neuberger Berman	NEUB30	NEUB 2018-30A	3/11/2024	1.03	1.18	1.15	1.21	-0.05	3.34	3.31	3.42	-0.11	5.55	5.61	5.69	-0.08	11.63	11.29	11.93	-0.64
PGIM	DRYDN87	DRSLF 2021-87A	2/29/2024	1.04	0.94	0.83	0.98	-0.15	3.38	3.40	3.51	-0.11	5.67	5.44	5.88	-0.44	11.22	11.03	11.64	-0.62
DoubleLine Capital	PARAL191	PARL 2019-1A	3/8/2024	1.07	1.13	1.32	1.21	0.11	3.36	3.47	3.58	-0.12	4.98	5.19	5.31	-0.12	9.47	9.08	10.10	-1.02
Park Avenue Institutional Advisers	PKAV171	PAIA 2017-1A	3/4/2024	1.02	1.09	0.91	1.12	-0.21	3.42	3.37	3.49	-0.12	5.73	5.37	5.85	-0.48	11.62	10.87	11.87	-1.00
Blackstone	TALPK	TALPK 2021-1A	3/6/2024	1.14	0.84	0.90	0.95	-0.06	3.37	3.72	3.84	-0.12	5.66	6.30	6.44	-0.14	11.55	12.30	13.14	-0.84
LCM Asset Management	LCM16	LCM 16A	3/8/2024	1.00	1.10	0.89	1.09	-0.20	3.36	3.23	3.34	-0.12	5.58	5.30	5.55	-0.25	10.85	10.23	10.80	-0.57
King Street Capital Management	ROCT181	ROCKT 2018-1A	3/15/2024	1.08	1.13	1.45	1.22	0.23	3.08	3.21	3.32	-0.12	5.32	5.14	5.74	-0.60	13.28	14.04	14.31	-0.28
Trimaran Advisors	TRMCU191	CAVU 2019-1A	3/8/2024	0.97	1.13	1.22	1.10	0.12	3.36	3.15	3.27	-0.12	5.60	5.21	5.45	-0.24	11.53	10.68	11.22	-0.54
AXA Investment Managers	ALLEG12	ALLEG 2020-1A	3/12/2024	0.97	1.18	1.14	1.14	0.00	3.33	3.10	3.22	-0.12	5.49	5.43	5.31	0.13	11.88	11.41	11.48	-0.07
AEGON USA Investment Management	CEDARF14	CEDF 2021-14A	3/5/2024	1.03	1.07	1.23	1.10	0.13	3.40	3.38	3.50	-0.12	5.66	5.67	5.81	-0.15	11.63	10.52	11.94	-1.43
First Eagle Private Credit	WNDRV142	WINDR 2014-2A	3/8/2024	0.93	1.11	0.83	1.03	-0.21	3.35	3.00	3.11	-0.12	5.55	5.49	5.15	0.34	10.92	10.54	10.14	0.40
Credit Suisse First Boston	MADPK49	MDPK 2021-49A	3/7/2024	1.00	1.12	1.21	1.11	0.10	3.37	3.25	3.36	-0.12	5.66	5.31	5.65	-0.34	10.87	10.56	10.85	-0.29
Palmer Square Capital Management	PALMS152	PLMRS 2015-2A	3/6/2024	1.00	1.09	0.96	1.08	-0.12	3.37	3.24	3.36	-0.12	5.62	5.66	5.60	0.06	11.33	11.53	11.28	0.25
Park Avenue Institutional Advisers	PKAV221	PAIA 2022-1A	3/8/2024	0.97	1.13	1.10	1.10	-0.01	3.36	3.14	3.26	-0.12	5.60	5.16	5.44	-0.28	11.52	10.33	11.20	-0.87
American Money Management	AMMCCL15	AMMC 2014-15A	3/5/2024	1.00	1.07	0.78	1.07	-0.29	3.10	2.99	3.11	-0.12	5.66	6.05	5.68	0.37	11.63	11.12	11.67	-0.55
Neuberger Berman	NEUB44	NEUB 2021-44A	3/7/2024	1.00	1.12	1.09	1.12	-0.03	3.37	3.25	3.37	-0.12	5.65	5.73	5.66	0.07	11.54	11.74	11.55	0.19
Sculptor Loan Management	OZLM15	OZLM 2016-15A	3/11/2024	1.02	1.18	1.26	1.20	0.06	3.34	3.28	3.40	-0.12	5.55	5.67	5.65	0.01	11.62	11.71	11.84	-0.13
Palmer Square Capital Management	PALMS182	PLMRS 2018-2A	3/6/2024	0.98	1.10	0.94	1.07	-0.14	3.37	3.18	3.30	-0.12	5.64	5.72	5.53	0.19	11.52	11.68	11.29	0.39
CIFC Asset Management	CIFC173	CIFC 2017-3A	3/6/2024	0.99	1.09	0.85	1.08	-0.22	3.37	3.21	3.33	-0.12	5.64	5.50	5.57	-0.07	11.49	11.01	11.35	-0.34
Morgan Stanley Eaton Vance	EAT141R	EATON 2014-1RA	3/6/2024	0.95	1.09	0.99	1.04	-0.04	3.37	3.07	3.20	-0.12	5.61	4.97	5.32	-0.35	11.47	10.56	10.88	-0.32
LCM Asset Management	LCM23	LCM 23A	3/8/2024	1.12	1.09	0.89	1.22	-0.33	3.36	3.64	3.76	-0.12	5.54	5.42	6.21	-0.79	11.42	11.05	12.79	-1.74
CIFC Asset Management	CIFC151	CIFC 2015-1A	3/12/2024	0.98	1.18	1.02	1.16	-0.14	3.33	3.14	3.27	-0.12	5.47	5.35	5.36	-0.01	11.85	11.56	11.63	-0.08
Oak Hill Advisors	OHACF2	OAKC 2019-2A	3/6/2024	0.98	1.09	1.14	1.07	0.06	3.37	3.19	3.32	-0.12	5.66	5.70	5.57	0.13	11.55	12.20	11.36	0.85
Generate Advisors	YRKL6	GNRT 6A	3/8/2024	1.04	1.13	1.27	1.18	0.09	3.36	3.37	3.49	-0.13	5.60	5.85	5.83	0.02	11.54	13.84	12.00	1.84
CVC Credit Partners	APIDO35	APID 2021-35A	3/8/2024	1.02	1.13	1.28	1.16	0.13	3.36	3.30	3.42	-0.13	5.60	5.01	5.71	-0.70	11.52	10.76	11.75	-0.99
Anchorage Capital Group	ANCH26	ANCHC 2023-26A	3/8/2024	1.03	1.11	1.27	1.14	0.12	3.36	3.32	3.44	-0.13
Neuberger Berman	NEUB20	NEUB 2015-20A	3/6/2024	1.03	1.09	1.18	1.13	0.05	3.37	3.36	3.48	-0.13	5.66	5.75	5.85	-0.10	11.55	11.21	11.93	-0.72
CIFC Asset Management	CIFC195	CIFC 2019-5A	3/1/2024	1.03	1.00	0.81	1.03	-0.21	3.39	3.37	3.50	-0.13	5.66	5.93	5.84	0.10	11.51	12.24	11.87	0.36
Ballyrock Investment Advisors	BALLY18	BALLY 2021-18A	3/8/2024	1.02	1.13	1.15	1.16	0.00	3.36	3.29	3.42	-0.13	5.60	5.45	5.71	-0.26	11.54	11.55	11.75	-0.20
CVC Credit Partners	APIDO30	APID XXXA	3/6/2024	1.02	1.09	1.13	1.11	0.02	3.37	3.30	3.43	-0.13	5.66	5.31	5.75	-0.44	11.42	11.19	11.60	-0.41
Oak Hill Advisors	OHACF8	OAKC 2021-8A	3/6/2024	0.94	1.09	1.12	1.03	0.09	3.37	3.05	3.19	-0.13	5.66	5.58	5.35	0.23	11.55	11.84	10.91	0.93
PGIM	DRYDN80	DRSLF 2019-80A	2/29/2024	1.03	0.94	0.84	0.97	-0.13	3.38	3.35	3.48	-0.13	5.67	5.36	5.84	-0.47	11.21	10.77	11.54	-0.77
Bain Capital Credit	BAIC181	BCC 2018-1A	3/12/2024	1.04	1.18	1.11	1.23	-0.11	3.33	3.32	3.45	-0.13	5.47	5.48	5.68	-0.19	11.86	11.68	12.30	-0.62
CVC Credit Partners	APIDO27	APID 2017-27A	3/6/2024	1.01	1.09	1.15	1.10	0.04	3.37	3.28	3.42	-0.13	5.58	4.91	5.65	-0.75	11.31	10.23	11.46	-1.23
Credit Suisse First Boston	MADPK20	MDPK 2016-20A	3/15/2024	0.98	1.21	1.16	1.19	-0.03	3.14	2.94	3.08	-0.13	5.34	4.94	5.24	-0.30	13.22	12.81	12.97	-0.16
AXA Investment Managers	ALLEG13	ALLEG 2021-1A	3/11/2024	0.99	1.18	1.12	1.16	-0.05	3.34	3.17	3.30	-0.13	5.55	5.53	5.49	0.04	11.63	11.11	11.51	-0.40
Bain Capital Credit	BAIC193	BCC 2019-3A	3/8/2024	1.06	1.13	1.09	1.20	-0.11	3.36	3.42	3.55	-0.13	5.60	5.78	5.93	-0.15	10.92	11.05	11.55	-0.50
Credit Suisse First Boston	MADPK39	MDPK 2021-39A	3/12/2024	1.01	1.18	1.23	1.19	0.04	3.33	3.22	3.35	-0.13	5.50	5.25	5.53	-0.29	11.88	11.80	11.96	-0.16
MJX Asset Management	VENT33	VENTR 2018-33A	3/4/2024	1.15	1.09	1.04	1.25	-0.21	3.41	3.77	3.90	-0.14	5.72	5.59	6.55	-0.96	11.60	11.24	13.29	-2.05
Nuveen	SYMPH28	SYMP 2021-28A	3/13/2024	1.10	1.16	1.42	1.27	0.15	3.30	3.48	3.62	-0.14	5.46	5.44	5.98	-0.54	12.74	12.51	13.96	-1.45
Oak Hill Advisors	OHACF4	OAKC 2019-4A	3/6/2024	0.95	1.09	0.74	1.04	-0.29	3.37	3.06	3.20	-0.14	5.66	5.55	5.38	0.17	11.55	11.86	10.97	0.89
PGIM	DRYDN50	DRSLF 2017-50A	2/29/2024	1.00	0.94	0.84	0.94	-0.09	3.39	3.24	3.38	-0.14	5.67	5.26	5.66	-0.40	11.16	10.40	11.13	-0.73
First Eagle Private Credit	WNDRV211	WINDR 2021-1A	3/8/2024	1.02	1.11	1.13	1.14	-0.01	3.36	3.30	3.43	-0.14	5.60	6.44	5.72	0.71	10.89	12.73	11.14	1.59
CIFC Asset Management	CIFC214	CIFC 2021-4A	3/1/2024	1.04	1.00	0.91	1.04	-0.13	3.39	3.41	3.54	-0.14	5.66	5.63	5.91	-0.29	11.51	11.89	12.03	-0.14
Octagon Credit Investors	OCTAG35	OCT35 2018-1A	3/11/2024	1.00	1.11	1.02	1.11	-0.10	3.34	3.21	3.35	-0.14	5.53	5.14	5.55	-0.41	11.77	10.96	11.82	-0.85
CIFC Asset Management	CIFC193	CIFC 2019-3A	3/4/2024	0.99	1.10	0.95	1.09	-0.14	3.41	3.25	3.39	-0.14	5.73	5.80	5.69	0.11	11.63	11.77	11.55	0.22
Napier Park Global Capital	REGATF10	REG10 2017-3A	2/29/2024	0.90	0.94	0.84	0.85	0.00	3.39	2.92	3.06	-0.14	5.63	4.85	5.09	-0.24	11.12	10.10	10.06	0.05
Palmer Square Capital Management	PALMS213	PLMRS 2021-3A	3/5/2024	0.97	1.07	0.97	1.04	-0.07	3.40	3.17	3.30	-0.14	5.66	5.77	5.49	0.27	11.63	11.81	11.29	0.52
Benefit Street Partners	BENST21	BSP 2020-21A	3/5/2024	1.02	1.07	1.11	1.08	0.03	3.40	3.32	3.46	-0.14	5.66	6.04	5.76	0.28	11.63	12.35	11.83	0.52
PGIM	DRYDN70	DRSLF 2018-70A	2/29/2024	1.00	0.94	0.83	0.94	-0.12	3.38	3.25	3.39	-0.14	5.67	5.29	5.68	-0.39	11.21	10.80	11.23	-0.43
Investcorp Credit Management	MBLPT16	MP16 2019-2A	3/11/2024	1.00	0.85	0.75	0.85	-0.11	3.34	3.21	3.35	-0.14	5.54	5.29	5.56	-0.27	10.97	10.59	11.01	-0.42
Blackstone	WEHLEP	WEHPK 2022-1A	3/6/2024	1.15	1.09	1.21	1.26	-0.06	3.37	3.75	3.89	-0.14	5.66	6.24	6.53	-0.29	10.82	11.49	12.47	-0.98
Carlyle Group	CARLG218	CGMS 2021-8A	3/8/2024	1.09	1.13	1.27	1.24	0.03	3.36	3.52	3.66	-0.14	5.60	5.92	6.11	-0.19	11.54	12.16	12.59	-0.43
PGIM	DRYDN28	DRSLF 2013-28A	2/29/2024	1.01	0.94	0.80	0.96	-0.15	3.40	3.30	3.44	-0.14	5.67	5.63	5.75	-0.12	11.18	10.67	11.33	-0.65
PGIM	TCICE161	NBCLO 2016-1A	3/18/2024	1.03	1.12	1.22	1.16	0.07	3.04	3.00	3.15	-0.14	5.30	5.00	5.48	-0.48	13.40	12.03	13.84	-1.81
Morgan Stanley Eaton Vance	EATON181	EATON 2018-1A	3/6/2024	0.95	1.09	0.98	1.04	-0.07	3.37	3.08	3.22	-0.14	5.63	4.90	5.37	-0.47	11.50	10.36	10.97	-0.61
Voya Alternative Asset Management	VOY1803	VOYA 2018-3A	2/29/2024	1.03	0.94	0.99	0.97	0.03	3.39	3.34	3.49	-0.14	5.64	5.48	5.81	-0.32	11.17	11.33	11.51	-0.18
PGIM	DRYDN72	DRSLF 2019-72A	2/29/2024	1.04	0.84	0.78	0.87	-0.08	3.38	3.36	3.50	-0.14	5.67	5.44	5.87	-0.43	11.21	10.88	11.61	-0.72
PGIM	DRYDN90	DRSLF 2021-90A	2/29/2024	1.06	0.94	0.84	1.00	-0.16	3.38	3.45	3.59	-0.14	5.67	5.47	6.02	-0.55	11.21	10.86	11.90	-1.04
Jefferies Finance	JMPCA4	JMP 2017-1A	2/29/2024	1.02	0.94	1.21	0.95	0.26	3.39	3.30	3.45	-0.14	5.56	6.18	5.65	0.54	10.27	10.63	10.44	0.19
Apollo Global Management	RRCL7	RRAM 2019-7A	3/8/2024	1.04	1.11	1.30	1.15	0.15	3.36	3.34	3.49	-0.15	5.60	5.59	5.81	-0.23	11.53	11.67	11.97	-0.30
Canyon Capital Advisors	CANY191	CANYC 2019-1A	2/29/2024	1.01	0.94	1.23	0.95	0.28	3.38	3.27	3.42	-0.15	5.67	5.11	5.72	-0.61	11.22	11.71	11.32	0.39
ArrowMark Colorado Holdings	ELEV2011	AWPT 2020-11A	3/1/2024	0.88	1.00	0.78	0.88	-0.10	3.39	2.85	3.00	-0.15	5.66	4.85	5.00	-0.15	11.50	10.46	10.16	0.30
Trimaran Advisors	TRMCU211	CAVU 2021-1A	3/13/2024	0.99	1.16	1.33	1.15	0.19	3.30	3.11	3.26	-0.15	5.45	5.15	5.38	-0.23	12.74	11.84	12.57	-0.73
Carlyle Group	CARLG193	CGMS 2019-3A	3/8/2024	1.04	1.13	1.23	1.18	0.04	3.36	3.35	3.50	-0.15	5.60	5.75	5.84	-0.09	11.53	11.98	12.01	-0.03
AGL Credit	AGLCL14	AGL 2021-14A	3/7/2024	1.14	1.12	1.23	1.28	-0.06	3.37	3.70	3.85	-0.15	5.65	6.35	6.47	-0.12	10.84	12.72	12.40	0.32
Apollo Global Management	RRCL15	RRAM 2021-15A	3/8/2024	1.06	1.11	1.31	1.18	0.13	3.36	3.40	3.55	-0.15	5.60	5.75	5.92	-0.17	11.53	11.82	12.19	-0.37
CVC Credit Partners	APIDO25	APID 2016-25A	3/8/2024	1.02	1.13	1.21	1.16	0.05	3.36	3.28	3.42	-0.15	5.60	5.42	5.71	-0.29	11.53	11.28	11.76	-0.48
Carlyle Group	CBAM2115	CBAM 2021-15A	3/8/2024	1.23	1.13	1.30	1.40	-0.10	3.36	3.99	4.14	-0.15	5.60	6.29	6.91	-0.62	11.53	13.19	14.22	-1.02
CIFC Asset Management	CIFC172	CIFC 2017-2A	3/6/2024	0.97	1.09	0.92	1.06	-0.14	3.37	3.13	3.28	-0.15	5.63	5.52	5.47	0.05	11.51	11.10	11.18	-0.08
Sound Point Capital Management	BLUMT31	BLUEM 2021-31A	2/29/2024	1.05	0.94	0.86	0.98	-0.12	3.38	3.39	3.54	-0.15	5.67	5.40	5.93	-0.53	11.22	11.14	11.74	-0.60
Sound Point Capital Management	SOUPT26	SNDPT 2020-1A	3/1/2024	1.09	1.00	0.91	1.09	-0.18	3.39	3.56	3.71	-0.15	5.66	5.27	6.19	-0.92	11.51	10.98	12.59	-1.61
Putnam Investments	CAPC37C2	PUTNM 2022-1A	3/6/2024	1.06	1.09	0.95	1.16	-0.21	3.37	3.42	3.57	-0.15	5.66	5.73	6.00	-0.28	11.55	12.04	12.25	-0.20
Benefit Street Partners	BENST10	BSP 2016-10A	3/8/2024	1.11	1.13	1.10	1.26	-0.16	3.36	3.57	3.72	-0.15	5.60	6.05	6.20	-0.15	11.53	12.33	12.76	-0.43
Carlyle Group	CARLG216	CGMS 2021-6A	3/8/2024	1.11	1.13	1.32	1.26	0.06	3.36	3.57	3.72	-0.15	5.60	5.89	6.21	-0.31	11.54	12.24	12.78	-0.53
PineBridge Investments	GALAX22	GALXY 2016-22A	3/6/2024	1.01	1.10	1.05	1.10	-0.05	3.37	3.25	3.40	-0.15	5.66	5.64	5.71	-0.07	11.54	11.43	11.64	-0.21
Bain Capital Credit	BAIC217	BCC 2021-7A	3/11/2024	1.07	1.18	1.13	1.25	-0.12	3.34	3.40	3.55	-0.15	5.55	5.52	5.91	-0.39	11.63	11.89	12.39	-0.49
Allstate Investment Management	AIMCOC11	AIMCO 2020-11A	3/6/2024	0.93	1.09	1.16	1.02	0.14	3.38	3.00	3.15	-0.15	5.66	5.19	5.28	-0.09	11.48	10.88	10.71	0.17
Canyon Capital Advisors	CANY214	CANYC 2021-4A	2/29/2024	1.05	0.94	1.23	0.99	0.25	3.38	3.40	3.55	-0.15	5.67	5.45	5.95	-0.50	11.22	11.20	11.78	-0.57
ICG Debt Advisors	ICGU1802	ICG 2018-2A	3/14/2024	0.99	1.23	1.01	1.22	-0.21	3.18	3.00	3.16	-0.15	5.38	4.70	5.34	-0.64	12.61	12.10	12.50	-0.40
Octagon Credit Investors	OCTAG33	OCT33 2017-1A	3/11/2024	1.03	1.11	1.05	1.15	-0.10	3.34	3.30	3.45	-0.16	5.53	4.91	5.71	-0.80	11.77	10.17	12.17	-2.00
Benefit Street Partners	SHAC157R	SHACK 2015-7RA	3/6/2024	1.09	1.09	1.16	1.20	-0.04	3.38	3.53	3.69	-0.16	5.66	6.10	6.18	-0.07	11.54	11.68	12.60	-0.93
Voya Alternative Asset Management	VOY2201	VOYA 2022-1A	2/29/2024	1.02	0.93	1.04	0.95	0.09	3.38	3.29	3.45	-0.16	5.67	5.43	5.78	-0.35	11.22	11.43	11.43	0.00
Sculptor Loan Management	SCUL26	SCUL 26A	3/11/2024	1.06	1.18	1.27	1.24	0.03	3.34	3.37	3.53	-0.16	5.55	5.69	5.87	-0.18	11.63	12.05	12.30	-0.25
PGIM	DRYDN41	DRSLF 2015-41A	2/29/2024	1.00	0.94	0.84	0.94	-0.10	3.38	3.24	3.40	-0.16	5.64	5.21	5.66	-0.44	11.12	10.41	11.16	-0.75
CIFC Asset Management	CIFC224	CIFC 2022-4A	3/4/2024	1.03	1.09	0.93	1.13	-0.19	3.41	3.36	3.51	-0.16	5.73	5.69	5.91	-0.21	11.63	11.73	11.99	-0.26
Sixth Street	TICP14	TICP 2019-14A	3/5/2024	1.00	1.06	1.04	1.07	-0.03	3.41	3.26	3.42	-0.16	5.66	5.51	5.68	-0.17	11.63	11.22	11.67	-0.45
Blackrock Financial Management	MAGNET28	MAGNE 2020-28A	2/29/2024	1.01	0.94	0.94	0.95	-0.01	3.38	3.28	3.43	-0.16	5.67	5.46	5.76	-0.30	11.22	11.12	11.39	-0.26
Carlyle Group	CARLG217	CGMS 2021-7A	3/5/2024	1.09	1.07	1.18	1.16	0.02	3.40	3.54	3.70	-0.16	5.66	5.97	6.15	-0.18	11.63	12.12	12.64	-0.52
Generate Advisors	YRKL2	GNRT 2A	3/12/2024	0.97	1.18	1.18	1.15	0.03	3.33	3.08	3.24	-0.16	5.47	5.32	5.33	-0.01	11.86	13.08	11.56	1.52
Sixth Street	SIXST18	SIXST 2021-18A	3/13/2024	1.03	1.20	1.21	1.23	-0.03	3.30	3.23	3.39	-0.16	5.46	5.48	5.61	-0.13	12.97	12.52	13.34	-0.82
Investcorp Credit Management	JAMES15	JTWN 2020-15A	3/13/2024	1.03	1.20	1.29	1.23	0.05	3.30	3.22	3.38	-0.16	5.46	5.37	5.59	-0.22	12.98	13.83	13.30	0.53
Oak Hill Advisors	OHACP13	OAKC 2016-13A	3/6/2024	0.99	1.09	1.11	1.08	0.03	3.37	3.18	3.34	-0.16	5.66	5.68	5.60	0.08	11.55	11.94	11.43	0.51
DoubleLine Capital	PARAL201	PARL 2020-1A	3/8/2024	1.11	1.13	1.32	1.25	0.07	3.36	3.55	3.71	-0.16	4.98	5.32	5.50	-0.18	9.48	9.32	10.48	-1.15
Neuberger Berman	NEUB40	NEUB 2021-40A	3/7/2024	1.03	1.12	1.19	1.16	0.03	3.37	3.31	3.48	-0.17	5.65	5.76	5.84	-0.08	11.53	11.37	11.91	-0.54
Neuberger Berman	NEUB36	NEUB 2020-36A	3/11/2024	1.04	1.18	1.16	1.23	-0.07	3.34	3.31	3.48	-0.17	5.55	5.66	5.79	-0.13	11.63	11.24	12.13	-0.90
Allstate Investment Management	AIMCOC15	AIMCO 2021-15A	3/6/2024	0.98	1.09	1.16	1.07	0.09	3.38	3.14	3.31	-0.17	5.66	5.17	5.55	-0.38	11.47	10.97	11.25	-0.28
Allstate Investment Management	AIMCOC10	AIMCO 2019-10A	3/12/2024	0.94	1.18	1.23	1.12	0.12	3.33	2.98	3.15	-0.17	5.50	4.98	5.19	-0.21	11.88	10.96	11.22	-0.26
Credit Suisse First Boston	MADPK22	MDPK 2016-22A	3/5/2024	1.04	1.07	1.18	1.11	0.07	3.40	3.38	3.55	-0.17	5.66	5.64	5.90	-0.26	11.62	11.66	12.12	-0.46
LCM Asset Management	LCM25	LCM 25A	3/8/2024	1.12	1.09	0.87	1.23	-0.35	3.36	3.60	3.77	-0.17	5.59	5.60	6.27	-0.68	11.52	11.45	12.94	-1.49
Jefferies Finance	APEXC191	APEXC 2019-1A	3/7/2024	1.17	1.10	1.05	1.29	-0.24	3.37	3.77	3.95	-0.17	5.66	6.22	6.63	-0.41	11.49	12.25	13.46	-1.21
PGIM	DRYDN108	DRSLF 2022-108A	2/29/2024	1.00	0.78	0.69	0.78	-0.09	3.38	3.20	3.37	-0.18	5.69	5.49	5.67	-0.18	11.22	11.33	11.18	0.15
Columbia Management	COLCT29	CECLO 2020-29A	3/11/2024	0.97	1.18	0.89	1.14	-0.26	3.34	3.08	3.25	-0.18	5.55	5.34	5.41	-0.07	11.62	11.13	11.32	-0.19
Neuberger Berman	NEUB42	NEUB 2021-42A	3/7/2024	1.06	1.12	1.23	1.19	0.04	3.37	3.41	3.59	-0.18	5.65	5.95	6.02	-0.07	11.54	11.81	12.28	-0.47
Blue Owl	WELF181	WELF 2018-1A	3/8/2024	1.00	1.13	1.01	1.13	-0.12	3.36	3.17	3.35	-0.18	5.56	5.64	5.55	0.10	11.49	12.01	11.46	0.55
Onex Credit Partners	OCP2020	OCP 2020-20A	3/4/2024	1.05	1.09	1.05	1.14	-0.10	3.40	3.39	3.56	-0.18	5.74	5.91	6.01	-0.11	11.58	11.52	12.13	-0.61
CIFC Asset Management	CIFC213	CIFC 2021-3A	3/1/2024	1.05	1.00	0.94	1.05	-0.11	3.39	3.39	3.57	-0.18	5.66	5.65	5.96	-0.31	11.51	11.94	12.12	-0.18
PGIM	DRYDN55	DRSLF 2018-55A	2/29/2024	1.00	0.94	0.82	0.94	-0.12	3.38	3.22	3.39	-0.18	5.66	5.31	5.67	-0.37	11.18	10.60	11.21	-0.60
PGIM	DRYDN92	DRSLF 2021-92A	2/29/2024	1.06	0.94	0.83	1.00	-0.17	3.38	3.41	3.58	-0.18	5.67	5.52	6.00	-0.49	11.21	10.95	11.88	-0.92
AGL Credit	AGLCL7	AGL 2020-7A	3/6/2024	1.07	1.10	1.14	1.18	-0.04	3.37	3.44	3.62	-0.18	5.66	6.04	6.08	-0.04	11.56	12.58	12.40	0.18
Sixth Street	TICP15	TICP 2020-15A	3/8/2024	1.00	1.13	1.13	1.13	0.00	3.36	3.16	3.34	-0.18	5.60	5.41	5.58	-0.16	11.53	11.34	11.48	-0.14
New York Life Investment Management	FLTIR20	FLAT 2020-1A	3/8/2024	1.01	1.13	1.28	1.15	0.13	3.36	3.22	3.40	-0.18	5.60	5.58	5.68	-0.10	11.53	11.23	11.69	-0.45
CIFC Asset Management	CIFC215	CIFC 2021-5A	3/1/2024	1.06	1.00	0.94	1.05	-0.12	3.39	3.41	3.59	-0.18	5.66	5.54	5.99	-0.45	11.51	11.86	12.18	-0.32
CVC Credit Partners	APIDO12	APID 2013-12A	3/5/2024	1.02	1.07	1.17	1.08	0.09	3.40	3.28	3.46	-0.18	5.64	5.39	5.73	-0.34	11.60	11.21	11.80	-0.59
WhiteStar	CATLK6	CATLK 2021-6A	3/14/2024	1.07	1.22	1.36	1.31	0.05	3.18	3.23	3.41	-0.18	5.41	5.51	5.79	-0.28	13.10	13.65	14.03	-0.39
Voya Alternative Asset Management	VOY2003	VOYA 2020-3A	2/29/2024	1.04	0.93	1.09	0.97	0.12	3.39	3.33	3.51	-0.18	5.67	5.58	5.89	-0.30	11.21	11.32	11.64	-0.32
Investcorp Credit Management	JAMES9	JTWN 2016-9A	3/11/2024	1.03	1.15	1.11	1.19	-0.08	3.34	3.27	3.45	-0.18	5.55	5.51	5.75	-0.24	12.51	13.31	12.95	0.37
CIFC Asset Management	CIFC223	CIFC 2022-3A	3/6/2024	1.06	1.09	1.11	1.16	-0.05	3.37	3.40	3.59	-0.18	5.66	5.71	6.02	-0.31	10.77	10.80	11.46	-0.65
Nuveen	SYMPH29	SYMP 2021-29A	3/5/2024	1.14	1.06	1.16	1.21	-0.04	3.40	3.68	3.86	-0.18	5.66	5.74	6.42	-0.68	10.62	10.10	12.06	-1.96
Park Avenue Institutional Advisers	PKAV212	PAIA 2021-2A	3/5/2024	1.04	1.07	1.12	1.11	0.00	3.40	3.37	3.55	-0.18	5.65	5.13	5.90	-0.76	11.62	10.08	12.12	-2.04
ArrowMark Colorado Holdings	ARROP142	AWPT 2014-2A	3/6/2024	0.96	1.10	0.75	1.05	-0.30	3.37	3.05	3.23	-0.18	5.54	4.90	5.32	-0.42	11.13	10.04	10.68	-0.64
New York Life Investment Management	FLTIR19	FLAT 2019-1A	3/6/2024	1.01	1.09	1.17	1.10	0.06	3.37	3.22	3.41	-0.18	5.66	5.65	5.72	-0.08	11.55	11.59	11.67	-0.08
Clover	AIG2101	CLVR 2021-1A	3/12/2024	1.04	1.18	1.28	1.23	0.05	3.33	3.28	3.46	-0.19	5.50	5.74	5.72	0.02	11.88	11.54	12.35	-0.81
Brigade Capital Management	BATTL17	BATLN 2021-17A	3/8/2024	1.08	1.13	0.90	1.22	-0.33	3.36	3.44	3.62	-0.19	5.60	5.53	6.05	-0.51	11.53	11.46	12.45	-1.00
DoubleLine Capital	PARAL181	PARL 2018-1A	3/8/2024	1.10	1.13	1.18	1.25	-0.07	3.36	3.52	3.70	-0.19	5.54	5.59	6.11	-0.52	11.43	11.48	12.60	-1.12
Seix Advisors	MTNV172	MVEW 2017-2A	3/5/2024	1.03	1.06	0.84	1.09	-0.26	3.40	3.32	3.50	-0.19	5.65	5.39	5.81	-0.42	11.61	10.75	11.96	-1.21
Oaktree Capital Management	OAKC181	OAKCL 2018-1A	2/29/2024	1.10	0.94	0.96	1.03	-0.07	3.39	3.54	3.73	-0.19	5.67	6.22	6.24	-0.02	11.22	12.47	12.35	0.13
Carlyle Group	CARLG145	CGMS 2014-5A	3/5/2024	1.03	1.07	1.13	1.09	0.03	3.40	3.30	3.49	-0.19	5.64	5.61	5.78	-0.17	11.60	11.39	11.89	-0.50
Sound Point Capital Management	BLUMT29	BLUEM 2020-29A	2/29/2024	1.07	0.78	0.75	0.83	-0.08	3.38	3.43	3.62	-0.19	5.67	5.44	6.08	-0.64	11.22	11.55	12.02	-0.47
Bain Capital Credit	BAIC212	BCC 2021-2A	3/5/2024	1.04	1.07	1.05	1.11	-0.06	3.40	3.34	3.53	-0.19	5.66	5.61	5.87	-0.26	11.63	11.39	12.06	-0.67
Investcorp Credit Management	MBLPT18	MP18 2020-2A	3/6/2024	0.97	1.10	0.87	1.06	-0.18	3.37	3.06	3.25	-0.19	5.66	5.06	5.46	-0.40	11.55	10.64	11.14	-0.50
Investcorp Credit Management	MBLPT23	MP23 2021-4A	3/11/2024	1.00	1.11	1.05	1.11	-0.06	3.34	3.13	3.32	-0.19	5.54	5.17	5.52	-0.35	11.80	10.89	11.76	-0.87
Barings	BAS181	BABSN 2018-1A	3/5/2024	1.01	1.07	1.06	1.08	-0.01	3.40	3.24	3.43	-0.19	5.63	5.45	5.68	-0.23	11.59	11.03	11.69	-0.66
Neuberger Berman	NEUB47	NEUB 2022-47A	3/5/2024	0.98	1.07	0.98	1.05	-0.07	3.40	3.15	3.35	-0.19	5.66	5.64	5.56	0.08	11.63	11.65	11.43	0.21
Carlyle Group	CARLG154	CGMS 2015-4A	3/8/2024	1.07	1.13	1.25	1.21	0.04	3.36	3.40	3.59	-0.19	5.60	5.70	5.99	-0.29	11.53	11.87	12.32	-0.46
Nassau Corporate Credit	NASS172	NCC 2017-IIA	3/5/2024	1.20	1.07	1.04	1.28	-0.24	3.40	3.88	4.08	-0.20	5.59	6.76	6.69	0.06	11.37	12.15	13.62	-1.47
Birch Grove Capital	BIRCHGR5	BGCLO 2023-5A	3/5/2024	1.04	1.06	1.00	1.10	-0.10	3.39	3.32	3.51	-0.20
DoubleLine Capital	PARAL212	PARL 2021-2A	3/8/2024	1.12	1.13	1.27	1.27	0.01	3.36	3.55	3.75	-0.20	4.98	5.39	5.56	-0.17	9.48	9.29	10.58	-1.29
Sixth Street	SIXST16	SIXST 2020-16A	3/13/2024	1.03	1.16	1.10	1.20	-0.10	3.41	3.31	3.51	-0.20	5.65	5.32	5.82	-0.50	11.74	11.30	12.09	-0.80
Sound Point Capital Management	BLUMFU1	BLUEM 2017-1A	2/29/2024	1.05	0.93	0.97	0.98	-0.02	3.38	3.37	3.57	-0.20	5.65	5.58	5.96	-0.38	10.42	10.50	10.97	-0.47
Sound Point Capital Management	BLUMT183	BLUEM 2018-3A	2/29/2024	1.07	0.93	0.90	0.99	-0.10	3.39	3.41	3.61	-0.20	5.67	5.50	6.04	-0.54	11.21	11.67	11.94	-0.28
LCM Asset Management	LCM24	LCM 24A	3/8/2024	1.04	1.09	0.87	1.14	-0.27	3.36	3.30	3.50	-0.20	5.58	5.32	5.81	-0.49	11.54	11.01	12.03	-1.02
Voya Alternative Asset Management	VOY1903	VOYA 2019-3A	2/29/2024	1.02	0.94	1.01	0.96	0.05	3.39	3.26	3.46	-0.20	5.67	5.55	5.80	-0.25	11.21	11.39	11.47	-0.08
King Street Capital Management	ROCT192	ROCKT 2019-2A	3/11/2024	1.03	0.87	0.94	0.90	0.04	3.34	3.25	3.45	-0.20	5.55	5.16	5.73	-0.57	11.81	11.80	12.20	-0.40
Bain Capital Credit	RACEPNT9	RACEP 2015-9A	3/5/2024	1.06	1.07	0.96	1.13	-0.17	3.40	3.42	3.62	-0.20	5.63	6.00	5.99	0.02	10.63	10.96	11.30	-0.34
Trimaran Advisors	TRMCU212	CAVU 2021-2A	3/13/2024	1.01	1.20	1.40	1.21	0.20	3.29	3.12	3.32	-0.20	5.46	5.09	5.49	-0.41	12.97	11.83	13.07	-1.24
PGIM	DRYDN65	DRSLF 2018-65A	2/29/2024	1.00	0.94	0.77	0.94	-0.17	3.39	3.19	3.40	-0.20	5.65	5.21	5.67	-0.46	11.18	10.46	11.21	-0.75
Credit Suisse First Boston	MADPK14	MDPK 2014-14A	3/12/2024	1.03	1.03	0.58	1.07	-0.48	3.33	3.22	3.43	-0.20	5.49	5.70	5.66	0.04	11.87	11.89	12.23	-0.34
AEGON USA Investment Management	CEDARF5	CEDF 2016-5A	3/8/2024	1.00	1.10	1.22	1.09	0.13	3.36	3.14	3.35	-0.20	5.57	5.47	5.56	-0.09	11.49	10.91	11.46	-0.55
Blackrock Financial Management	MAGNET29	MAGNE 2021-29A	2/29/2024	1.02	0.78	0.72	0.80	-0.08	3.38	3.26	3.46	-0.20	5.67	5.48	5.80	-0.31	11.22	11.24	11.47	-0.22
Golub Capital	GOLUP41B	GCBSL 2019-41A	3/6/2024	0.98	1.09	0.99	1.07	-0.07	3.37	3.09	3.29	-0.20	5.66	5.49	5.52	-0.04	11.55	11.66	11.27	0.39
Onex Credit Partners	OCP208R	OCP 2020-8RA	3/4/2024	1.06	1.09	1.03	1.16	-0.13	3.40	3.41	3.62	-0.20	5.74	6.02	6.11	-0.09	11.58	11.56	12.32	-0.76
AXA Investment Managers	ALLEG5	ALLEG 2017-1A	3/7/2024	1.01	1.12	1.01	1.13	-0.11	3.37	3.19	3.39	-0.21	5.61	5.51	5.66	-0.15	11.48	11.88	11.58	0.30
Shenkman Capital Management	ROMWR	RMRK 2018-1A	3/5/2024	1.04	1.06	1.14	1.10	0.04	3.40	3.32	3.52	-0.21	5.63	5.06	5.83	-0.77	11.59	11.13	11.99	-0.86
LCM Asset Management	LCM28	LCM 28A	3/8/2024	1.14	1.09	0.88	1.24	-0.35	3.36	3.61	3.82	-0.21	5.59	5.63	6.35	-0.72	11.67	11.76	13.27	-1.51
Brigade Capital Management	BATTL20	BATLN 2021-20A	3/6/2024	1.06	1.09	0.84	1.16	-0.33	3.37	3.38	3.59	-0.21	5.67	5.66	6.02	-0.36	11.42	11.44	12.15	-0.71
Sixth Street	TICP10	TICP 2018-10A	3/13/2024	0.95	1.20	1.03	1.14	-0.11	3.30	2.91	3.12	-0.21	5.40	5.04	5.11	-0.07	13.02	11.92	12.33	-0.40
Sound Point Capital Management	SOUPT27	SNDPT 2020-2A	3/1/2024	1.07	1.00	0.88	1.07	-0.19	3.39	3.44	3.65	-0.21	5.66	5.21	6.08	-0.87	11.51	10.86	12.37	-1.51
Ballyrock Investment Advisors	BALLY16	BALLY 2021-16A	3/8/2024	1.05	1.13	1.11	1.19	-0.09	3.36	3.33	3.53	-0.21	5.60	5.73	5.90	-0.17	11.54	11.83	12.14	-0.31
Blackrock Financial Management	MAGNET30	MAGNE 2021-30A	2/29/2024	1.01	0.93	0.79	0.94	-0.15	3.38	3.22	3.43	-0.21	5.67	5.28	5.74	-0.47	11.22	10.83	11.36	-0.54
Apollo Global Management	RRCL17	RRAM 2021-17A	3/8/2024	1.04	1.11	1.24	1.16	0.08	3.36	3.29	3.50	-0.21	5.60	5.69	5.84	-0.15	11.53	11.57	12.02	-0.45
ArrowMark Colorado Holdings	ELEV2216	AWPT 2022-16A	3/11/2024	0.94	1.15	0.98	1.08	-0.10	3.34	2.91	3.12	-0.21	5.55	5.27	5.19	0.07	12.51	12.29	11.70	0.59
FS Investments	BRDGST1	BRDGS 2020-1A	3/8/2024	1.00	1.13	1.11	1.14	-0.03	3.36	3.16	3.37	-0.21	5.60	5.44	5.62	-0.18	11.54	11.80	11.58	0.22
Ares Management	ARES47	ARES 2018-47A	3/5/2024	1.02	1.07	1.00	1.08	-0.09	3.40	3.24	3.45	-0.21	5.61	5.75	5.71	0.04	11.40	10.95	11.60	-0.65
Octagon Credit Investors	OCTAG17	OCT17 2013-1A	3/14/2024	1.01	1.22	1.12	1.24	-0.11	3.18	3.00	3.22	-0.21	5.38	5.04	5.44	-0.40	12.60	11.98	12.75	-0.77
New York Life Investment Management	FLTIR21	FLAT 2021-1A	3/8/2024	1.02	1.13	1.28	1.15	0.12	3.36	3.20	3.41	-0.22	5.60	5.57	5.70	-0.13	10.89	10.30	11.07	-0.77
Onex Credit Partners	OCP2121	OCP 2021-21A	3/4/2024	1.05	1.09	0.98	1.14	-0.16	3.40	3.34	3.56	-0.22	5.74	5.75	6.01	-0.26	11.58	11.54	12.13	-0.60
Nuveen	SYMPH31	SYMP 2022-31A	3/12/2024	1.06	1.18	1.25	1.25	-0.01	3.33	3.32	3.54	-0.22	5.50	5.19	5.84	-0.65	11.88	11.15	12.62	-1.46
Investcorp Credit Management	MBLPT21	MP21 2021-3A	3/11/2024	0.99	1.11	0.99	1.10	-0.10	3.34	3.07	3.29	-0.22	5.54	4.99	5.46	-0.47	11.80	11.03	11.63	-0.60
Neuberger Berman	NEUB37	NEUB 2020-37A	3/11/2024	1.04	1.18	1.23	1.23	0.00	3.34	3.26	3.48	-0.22	5.54	5.43	5.78	-0.35	11.63	10.77	12.13	-1.36
Credit Suisse First Boston	MADPK11	MDPK 2013-11A	3/11/2024	1.03	1.15	1.15	1.19	-0.03	3.34	3.21	3.43	-0.22	5.50	5.41	5.66	-0.24	11.61	11.00	11.93	-0.93
Oak Hill Advisors	OHACP10R	OAKC 2014-10RA	3/6/2024	0.99	1.09	1.14	1.08	0.06	3.37	3.13	3.35	-0.22	5.66	5.57	5.62	-0.05	11.55	11.93	11.46	0.47
Palmer Square Capital Management	PALMS151	PLMRS 2015-1A	3/11/2024	1.01	1.18	1.02	1.18	-0.17	3.34	3.13	3.35	-0.22	5.55	5.65	5.58	0.07	11.62	11.78	11.69	0.09
Beach Point	SANDPK	SAND 2021-1A	2/29/2024	1.05	0.94	0.92	0.98	-0.06	3.39	3.33	3.55	-0.23	5.67	5.49	5.95	-0.46	11.22	11.63	11.77	-0.14
Sculptor Loan Management	SCUL29	SCUL 29A	3/13/2024	1.08	1.16	1.39	1.25	0.14	3.30	3.34	3.56	-0.23	5.46	5.81	5.89	-0.08	12.74	13.16	13.76	-0.60
Onex Credit Partners	OCP2122	OCP 2021-22A	3/4/2024	1.05	1.09	0.96	1.14	-0.18	3.40	3.34	3.57	-0.23	5.74	5.79	6.03	-0.24	11.58	11.61	12.17	-0.56
Pretium Credit Management	CROWPT10	CRNPT 2021-10A	3/8/2024	1.05	1.13	1.22	1.19	0.03	3.36	3.29	3.52	-0.23	5.60	5.43	5.87	-0.44	11.54	11.81	12.09	-0.28
Neuberger Berman	NEUB22	NEUB 2016-22A	3/7/2024	1.03	1.10	1.07	1.13	-0.07	3.37	3.25	3.48	-0.23	5.65	5.62	5.83	-0.21	11.48	11.09	11.85	-0.75
Neuberger Berman	NEUB45	NEUB 2021-45A	3/5/2024	1.04	1.07	1.06	1.11	-0.05	3.41	3.30	3.53	-0.23	5.66	5.76	5.87	-0.11	11.63	11.44	12.06	-0.62
Morgan Stanley Eaton Vance	EATON201	EATON 2020-1A	3/6/2024	1.03	1.09	1.12	1.12	-0.01	3.37	3.23	3.46	-0.23	5.66	5.42	5.81	-0.40	11.55	11.18	11.86	-0.68
PGIM	DRYDN26	DRSLF 2013-26A	2/29/2024	0.99	0.94	0.79	0.93	-0.14	3.39	3.13	3.36	-0.23	5.64	4.85	5.60	-0.75	11.06	8.85	10.97	-2.12
Blackstone	STRAS211	STRAS 2021-1A	3/6/2024	1.01	1.09	1.12	1.10	0.01	3.37	3.17	3.40	-0.23	5.62	5.70	5.67	0.03	11.41	11.13	11.50	-0.37
Carlyle Group	CARLG174	CGMS 2017-4A	3/5/2024	1.03	1.07	1.07	1.10	-0.02	3.40	3.27	3.50	-0.23	5.61	5.48	5.77	-0.28	11.51	11.16	11.83	-0.68
AGL Credit	AGLCL16	AGL 2021-16A	3/6/2024	1.17	1.09	1.25	1.28	-0.03	3.37	3.72	3.95	-0.23	5.66	6.30	6.63	-0.33	11.55	12.90	13.53	-0.63
Barings	BAS184	BABSN 2018-4A	2/23/2024	1.04	0.82	0.82	0.85	-0.03	3.33	3.23	3.46	-0.23	5.79	5.47	6.02	-0.55	11.17	10.66	11.63	-0.97
Napier Park Global Capital	REGATF23	REG23 2021-4A	2/29/2024	0.95	0.93	0.91	0.89	0.02	3.38	2.98	3.22	-0.23	5.67	5.46	5.39	0.07	11.21	10.87	10.66	0.21
Pimco	BBLF201	BOBA 2020-1A	3/6/2024	1.13	1.09	1.04	1.24	-0.20	3.37	3.59	3.83	-0.23	5.66	5.58	6.42	-0.84	10.78	10.50	12.23	-1.73
PGIM	DRYDN36	DRSLF 2014-36A	2/29/2024	0.98	0.94	0.74	0.92	-0.18	3.39	3.10	3.33	-0.23	5.64	4.86	5.54	-0.68	11.03	9.18	10.84	-1.66
Voya Alternative Asset Management	VOY1901	VOYA 2019-1A	2/29/2024	1.06	0.94	1.02	0.99	0.03	3.39	3.34	3.58	-0.23	5.64	5.60	5.96	-0.35	11.02	11.50	11.65	-0.14
Apollo Global Management	RRCL19	RRAM 2021-19A	3/8/2024	1.07	1.11	1.25	1.19	0.06	3.36	3.37	3.61	-0.24	5.60	5.91	6.02	-0.11	11.54	11.94	12.40	-0.46
Palmer Square Capital Management	PALMS132	PLMRS 2013-2A	3/6/2024	1.02	1.09	0.91	1.11	-0.20	3.37	3.19	3.43	-0.24	5.62	5.64	5.71	-0.07	11.42	11.50	11.60	-0.10
Blackrock Financial Management	MAGNET26	MAGNE 2020-26A	2/29/2024	1.01	0.78	0.68	0.78	-0.10	3.38	3.17	3.41	-0.24	5.67	5.28	5.71	-0.43	11.22	11.01	11.29	-0.28
AXA Investment Managers	ALLEG6	ALLEG 2017-2A	3/7/2024	0.97	1.10	1.01	1.07	-0.06	3.37	3.03	3.27	-0.24	6.08	5.83	5.89	-0.07	11.34	11.17	11.00	0.17
Jefferies Finance	APEXC221	APEXC 2022-1A	3/12/2024	1.11	1.18	1.05	1.31	-0.26	3.33	3.45	3.68	-0.24	5.50	5.36	6.08	-0.72	11.88	12.05	13.15	-1.10
CFI Partners	CFIP171	CFIP 2017-1A	2/29/2024	0.97	0.94	0.56	0.91	-0.35	3.38	3.03	3.27	-0.24	5.67	5.45	5.48	-0.03	11.22	11.23	10.84	0.39
Apollo Global Management	RRCL20	RRAM 2022-20A	3/8/2024	0.92	1.11	1.05	1.02	0.02	3.36	2.86	3.09	-0.24	5.60	5.24	5.16	0.08	11.54	11.64	10.63	1.01
Post Advisory Group	POST181	POST 2018-1A	3/11/2024	1.03	0.87	0.90	0.89	0.01	3.34	3.19	3.43	-0.24	5.53	5.27	5.69	-0.42	11.79	10.32	12.12	-1.80
PGIM	DRYDN37	DRSLF 2015-37A	2/29/2024	1.00	0.94	0.85	0.93	-0.09	3.39	3.13	3.37	-0.24	5.66	5.48	5.63	-0.15	11.17	10.51	11.12	-0.61
Onex Credit Partners	OCP1406	OCP 2014-6A	3/7/2024	0.98	1.12	0.92	1.10	-0.18	3.37	3.07	3.31	-0.24	5.62	5.33	5.53	-0.20	10.91	10.81	10.74	0.07
Allstate Investment Management	AIMCO18A	AIMCO 2018-AA	3/6/2024	0.93	1.09	1.01	1.01	0.00	3.38	2.90	3.14	-0.24	5.63	4.95	5.23	-0.29	11.42	10.52	10.62	-0.10
Shenkman Capital Management	ROMK1	RMRK 2017-1A	3/5/2024	1.04	1.06	1.21	1.11	0.10	3.41	3.30	3.54	-0.24	5.59	4.86	5.82	-0.96	11.49	10.90	11.96	-1.06
Partners Group	PIKP11	PIPK 2022-11A	3/15/2024	1.10	1.18	1.17	1.30	-0.13	3.06	3.11	3.35	-0.24	5.35	5.56	5.86	-0.30
PGIM	DRYDN95	DRSLF 2021-95A	2/29/2024	1.07	0.94	0.82	1.01	-0.19	3.38	3.36	3.60	-0.24	5.67	5.38	6.04	-0.66	11.21	10.67	11.94	-1.27
Voya Alternative Asset Management	VOY1802	VOYA 2018-2A	2/29/2024	1.04	0.94	1.00	0.97	0.03	3.39	3.27	3.52	-0.24	5.63	5.31	5.85	-0.53	11.15	11.03	11.58	-0.55
Nuveen	SSTAT1	SSTAT 2021-1A	3/13/2024	1.04	1.20	1.43	1.25	0.18	3.29	3.19	3.43	-0.24	5.44	4.67	5.66	-1.00	12.99	12.02	13.53	-1.51
AXA Investment Managers	ALLEG10	ALLEG 2019-1A	3/11/2024	1.02	1.18	1.17	1.20	-0.02	3.34	3.15	3.40	-0.25	5.55	5.41	5.65	-0.24	11.63	11.84	11.84	0.00
Investcorp Credit Management	MBLPT24	MP24 2022-1A	3/11/2024	1.00	1.11	0.92	1.11	-0.19	3.34	3.09	3.34	-0.25	5.55	5.19	5.55	-0.36	11.80	11.22	11.81	-0.59
Bain Capital Credit	BAIC221	BCC 2022-1A	3/5/2024	1.06	1.07	1.12	1.13	-0.02	3.39	3.35	3.59	-0.25	5.66	5.62	5.99	-0.37	11.41	11.12	12.09	-0.97
PineBridge Investments	GALAX26	GALXY 2018-26A	3/12/2024	1.05	1.18	1.12	1.25	-0.12	3.34	3.28	3.53	-0.25	5.49	5.32	5.79	-0.47	11.88	11.59	12.52	-0.92
Benefit Street Partners	SHAC1812	SHACK 2018-12A	3/11/2024	1.09	1.18	1.19	1.28	-0.09	3.34	3.40	3.65	-0.25	5.53	5.81	6.04	-0.23	11.61	12.04	12.69	-0.65
Neuberger Berman	NEUB29	NEUB 2018-29A	3/8/2024	1.06	1.11	1.10	1.18	-0.08	3.36	3.31	3.56	-0.25	5.60	5.69	5.93	-0.24	11.52	11.23	12.21	-0.99
Five Arrows Managers	OCEANT11	OCTR 2021-11A	3/6/2024	1.08	1.09	0.92	1.18	-0.26	3.37	3.39	3.64	-0.25	5.66	5.66	6.11	-0.45	11.54	11.23	12.46	-1.24
PGIM	DRYDN104	DRSLF 2022-104A	2/29/2024	1.07	0.94	0.79	1.01	-0.22	3.38	3.36	3.61	-0.25	5.67	5.69	6.05	-0.36
Invesco	INVES213	INVCO 2021-3A	3/1/2024	1.13	0.99	1.19	1.12	0.07	3.39	3.57	3.83	-0.25	5.66	5.88	6.38	-0.50	11.51	11.56	12.98	-1.42
Voya Alternative Asset Management	VOY2204	VOYA 2022-4A	2/29/2024	0.93	0.78	0.60	0.72	-0.13	3.38	2.90	3.16	-0.25	5.67	5.04	5.29	-0.25
Nassau Corporate Credit	NASS181	NCC 2018-IA	3/5/2024	1.22	1.07	1.21	1.30	-0.09	3.40	3.90	4.15	-0.25	5.63	6.99	6.87	0.12	11.60	13.09	14.15	-1.06
ArrowMark Colorado Holdings	ELEV1708	AWPT 2017-8A	3/13/2024	0.98	1.20	0.98	1.18	-0.20	3.30	2.99	3.24	-0.25	5.40	4.88	5.31	-0.43	13.02	11.88	12.81	-0.93
Brigade Capital Management	BATTL11	BATLN 2017-11A	3/13/2024	1.02	1.20	0.93	1.23	-0.30	3.30	3.12	3.38	-0.26	5.45	5.18	5.58	-0.40	12.48	12.35	12.77	-0.42
Bain Capital Credit	BAIC192	BCC 2019-2A	3/5/2024	1.07	1.07	1.03	1.14	-0.11	3.39	3.36	3.61	-0.26	5.66	5.84	6.03	-0.19	11.49	11.52	12.24	-0.72
Western Asset Management	CRWNC5	CCITY 2023-5A	3/11/2024	1.09	1.18	1.23	1.28	-0.04	3.33	3.36	3.62	-0.26
Palmer Square Capital Management	PALMS181	PLMRS 2018-1A	3/5/2024	1.00	1.08	0.81	1.08	-0.27	3.37	3.11	3.36	-0.26	6.07	5.97	6.05	-0.08	11.26	11.21	11.23	-0.02
Benefit Street Partners	SHAC134R	SHACK 2013-4RA	3/4/2024	1.12	1.09	1.08	1.22	-0.14	3.41	3.57	3.82	-0.26	5.70	6.02	6.39	-0.37	11.58	11.77	12.98	-1.22
MJX Asset Management	VENT24	VENTR 2016-24A	3/6/2024	1.13	1.09	0.75	1.24	-0.48	3.37	3.56	3.82	-0.26	5.56	6.05	6.30	-0.25	11.31	9.79	12.80	-3.02
Sixth Street	TICP5	TICP 2016-5A	3/6/2024	0.99	1.09	0.96	1.08	-0.12	3.38	3.07	3.33	-0.26	5.61	5.23	5.54	-0.30	11.41	10.63	11.26	-0.63
Marathon Asset Management	MARATH18	MSTAT 2022-18A	3/11/2024	0.98	1.18	1.01	1.15	-0.14	3.33	3.01	3.27	-0.26	4.96	4.57	4.86	-0.29	8.53	7.57	8.36	-0.80
Blackrock Financial Management	MAGNET18	MAGNE 2016-18A	2/29/2024	0.92	0.97	0.83	0.90	-0.07	3.50	2.97	3.23	-0.26	5.75	4.85	5.31	-0.47	11.03	9.97	10.20	-0.22
Invesco	INVES221	INVCO 2022-1A	3/1/2024	1.13	0.99	1.15	1.12	0.03	3.39	3.56	3.83	-0.26	5.66	5.76	6.38	-0.62	10.40	10.34	11.73	-1.40
New York Life Investment Management	TCIFL161	TFLAT 2016-1A	3/6/2024	0.98	1.09	1.06	1.08	-0.01	3.37	3.05	3.32	-0.26	6.02	5.80	5.92	-0.12	11.41	10.85	11.22	-0.36
Sound Point Capital Management	BLUMT28	BLUEM 2021-28A	2/29/2024	1.07	0.78	0.72	0.84	-0.12	3.38	3.36	3.62	-0.26	5.67	5.35	6.07	-0.72	11.22	11.68	12.01	-0.33
First Eagle Private Credit	WNDRV151	WINDR 2015-1A	3/8/2024	0.96	1.11	1.06	1.06	-0.01	3.36	2.94	3.21	-0.27	6.04	5.84	5.77	0.07	11.51	10.97	11.00	-0.03
Barings	BAS193	BABSN 2019-3A	3/8/2024	1.06	1.13	1.17	1.20	-0.04	3.36	3.30	3.56	-0.27	5.60	5.71	5.95	-0.24	11.53	11.49	12.24	-0.75
Credit Suisse First Boston	MADPK32	MDPK 2018-32A	3/14/2024	0.99	1.23	1.10	1.22	-0.12	3.30	3.01	3.27	-0.27	5.41	5.06	5.36	-0.31	13.12	12.68	13.01	-0.32
Bain Capital Credit	BAIC213	BCC 2021-3A	3/12/2024	1.07	1.14	1.16	1.22	-0.06	3.33	3.30	3.57	-0.27	5.50	5.33	5.89	-0.56	12.63	12.52	13.53	-1.01
Fort Washington Investment Advisors	FTWA1901	FWIA 2019-1A	3/8/2024	1.03	1.13	1.11	1.16	-0.05	3.36	3.18	3.45	-0.27	5.60	5.31	5.75	-0.44	11.52	10.82	11.83	-1.01
Golub Capital	GOLUP23B	GOCAP 2015-23A	3/6/2024	0.99	1.09	1.13	1.08	0.05	3.37	3.06	3.33	-0.27	5.63	5.43	5.57	-0.13	11.45	11.33	11.33	0.00
Nassau Corporate Credit	NASS182	NCC 2018-IIA	3/5/2024	1.23	1.07	1.09	1.31	-0.23	3.40	3.92	4.19	-0.27	5.63	6.47	6.93	-0.46	11.58	12.71	14.27	-1.56
Park Avenue Institutional Advisers	PKAV222	PAIA 2022-2A	3/8/2024	1.01	1.13	1.20	1.14	0.06	3.36	3.11	3.38	-0.27	5.60	4.48	5.64	-1.17
CIFC Asset Management	CIFC174	CIFC 2017-4A	3/11/2024	1.02	1.15	0.90	1.17	-0.27	3.34	3.12	3.39	-0.27	5.51	5.33	5.61	-0.28	11.77	11.34	11.97	-0.63
Neuberger Berman	NEUB33	NEUB 2019-33A	3/7/2024	1.08	1.12	1.18	1.21	-0.03	3.37	3.37	3.64	-0.27	5.65	5.80	6.12	-0.31	11.54	11.26	12.48	-1.22
Credit Suisse First Boston	MADPK21	MDPK 2016-21A	3/5/2024	1.05	1.07	1.17	1.12	0.05	3.40	3.31	3.58	-0.27	5.66	5.63	5.95	-0.32	11.62	11.66	12.23	-0.57
Clover	AIG2102	CLVR 2021-2A	3/8/2024	1.05	1.13	1.16	1.19	-0.04	3.36	3.25	3.53	-0.28	5.60	5.66	5.89	-0.22	11.54	11.27	12.12	-0.85
Neuberger Berman	NEUB18	NEUB 2014-18A	3/12/2024	1.05	1.18	1.08	1.24	-0.16	3.33	3.23	3.51	-0.28	5.49	5.55	5.78	-0.23	11.88	11.54	12.51	-0.97
Blue Owl	WELF161	WELF 2016-1A	3/8/2024	1.09	1.13	0.51	1.24	-0.73	3.37	3.39	3.67	-0.28	5.46	4.92	5.95	-1.02	11.00	11.36	11.98	-0.62
Carlyle Group	CARL2111	CGMS 2021-11A	3/8/2024	1.05	1.13	1.14	1.19	-0.05	3.36	3.26	3.54	-0.28	5.60	5.47	5.90	-0.43	11.54	11.71	12.15	-0.44
Neuberger Berman	NEUB17	NEUB 2014-17A	3/13/2024	1.05	1.16	1.08	1.22	-0.14	3.30	3.18	3.47	-0.28	5.42	5.28	5.69	-0.42	12.77	11.81	13.41	-1.60
WhiteStar	TRNTS18	TRNTS 2021-18A	2/29/2024	1.19	0.94	1.14	1.11	0.03	3.38	3.73	4.02	-0.28	5.67	5.92	6.73	-0.81	11.22	11.46	13.31	-1.85
AGL Credit	AGLCL24	AGL 2023-24A	3/11/2024	1.01	1.15	1.07	1.16	-0.09	3.34	3.07	3.36	-0.28
Sound Point Capital Management	SOUPT28	SNDPT 2020-3A	3/1/2024	1.12	1.00	0.90	1.11	-0.21	3.39	3.51	3.79	-0.28	5.66	5.35	6.32	-0.97	11.51	10.97	12.86	-1.88
New York Life Investment Management	FLTIR22	FLAT 2021-2A	3/8/2024	1.05	1.13	1.21	1.20	0.01	3.36	3.25	3.54	-0.29	5.58	5.62	5.89	-0.27	11.53	11.44	12.16	-0.72
CIFC Asset Management	CIFC181	CIFC 2018-1A	3/4/2024	1.00	1.04	0.82	1.04	-0.22	3.38	3.08	3.37	-0.29	5.71	5.43	5.69	-0.26	11.41	11.14	11.36	-0.22
LCM Asset Management	LCM35	LCM 35A	3/15/2024	1.15	1.15	1.11	1.32	-0.20	3.06	3.22	3.51	-0.29	5.35	5.52	6.13	-0.61	11.10	11.58	12.72	-1.14
Trimaran Advisors	TRMCU222	CAVU 2022-2A	3/8/2024	0.94	1.13	1.02	1.07	-0.05	3.36	2.87	3.16	-0.29	5.60	5.08	5.28	-0.20
Pretium Credit Management	CROWPT11	CRNPT 2021-11A	3/6/2024	1.05	1.09	1.09	1.15	-0.06	3.37	3.26	3.56	-0.29	5.66	5.49	5.97	-0.48	11.48	11.55	12.10	-0.55
Investcorp Credit Management	JAMES11	JTWN 2018-11A	3/13/2024	1.09	1.20	1.14	1.31	-0.18	3.30	3.31	3.60	-0.29	5.41	5.29	5.91	-0.63	12.97	14.04	14.17	-0.13
Orchard First Source Asset Management	OFSIB11	OFSBS 2022-11A	3/8/2024	0.96	1.13	0.99	1.09	-0.10	3.36	2.94	3.24	-0.30	4.92	4.59	4.74	-0.15	8.20	8.53	7.91	0.62
Shenkman Capital Management	JEFFM	JEFFM 2015-1A	3/5/2024	1.04	1.06	1.05	1.10	-0.05	3.40	3.23	3.53	-0.30	5.64	5.30	5.85	-0.55	11.60	11.55	12.02	-0.47
Sound Point Capital Management	SOUPT33	SNDPT 2022-1A	3/1/2024	1.10	1.00	0.91	1.09	-0.18	3.39	3.42	3.72	-0.30	5.66	5.31	6.20	-0.90	11.51	10.97	12.62	-1.65
Oak Hill Advisors	OHALF131	OHALF 2013-1A	3/6/2024	0.98	1.09	1.08	1.07	0.01	3.37	3.01	3.31	-0.30	5.66	5.33	5.56	-0.23	11.55	11.80	11.34	0.46
Blue Owl	WELF221	WELF 2022-1A	3/5/2024	1.06	1.07	1.14	1.13	0.01	3.40	3.29	3.59	-0.30	5.66	5.70	5.97	-0.27	11.62	12.08	12.27	-0.19
Nuveen	SYMPH32	SYMP 2022-32A	3/13/2024	1.07	0.88	0.80	0.94	-0.14	3.30	3.22	3.52	-0.30	5.41	4.95	5.77	-0.82	12.74	12.16	13.59	-1.42
Benefit Street Partners	SHAC1710	SHACK 2017-10A	3/11/2024	1.05	1.18	1.01	1.24	-0.23	3.34	3.22	3.52	-0.30	5.50	5.74	5.80	-0.05	11.50	10.92	12.13	-1.21
Fortress Investment Group	HILDE4	HLDN 2015-4A	2/29/2024	0.99	0.93	1.26	0.93	0.34	3.39	3.06	3.36	-0.30	5.61	5.03	5.57	-0.55	11.13	10.25	11.05	-0.80
Blue Owl	WELF162	WELF 2016-2A	3/8/2024	1.05	1.13	0.79	1.19	-0.40	3.36	3.23	3.53	-0.30	5.50	5.46	5.78	-0.32	10.97	10.03	11.52	-1.50
HalseyPoint Asset Management	HLSYPT1	HLSY 2019-1A	3/8/2024	1.09	1.13	1.09	1.24	-0.15	3.36	3.36	3.66	-0.30	5.60	5.82	6.11	-0.29	11.53	12.27	12.58	-0.30
First Eagle Private Credit	FEBC1901	FEIM 2019-1A	3/6/2024	1.04	1.09	0.74	1.14	-0.40	3.38	3.22	3.52	-0.31	5.66	6.00	5.91	0.10	11.55	12.35	12.05	0.30
First Eagle Private Credit	WNDRV191	WINDR 2019-1A	3/8/2024	1.00	1.11	0.99	1.11	-0.13	3.36	3.05	3.35	-0.31	5.60	5.71	5.59	0.12	11.53	11.47	11.52	-0.05
AXA Investment Managers	ALLEG8	ALLEG 2018-2A	3/6/2024	1.02	1.09	1.00	1.11	-0.12	3.37	3.13	3.43	-0.31	5.64	5.45	5.74	-0.29	11.52	12.13	11.74	0.39
Invesco	INVES223	INVCO 2022-3A	3/1/2024	1.12	0.99	1.09	1.11	-0.02	3.39	3.51	3.81	-0.31	5.66	5.87	6.36	-0.49
King Street Capital Management	ROCT211	ROCKT 2021-1A	3/15/2024	1.10	1.19	1.47	1.30	0.17	3.06	3.05	3.36	-0.31	5.34	5.33	5.87	-0.54	13.21	14.11	14.52	-0.41
Benefit Street Partners	BENST25	BSP 2021-25A	3/5/2024	1.07	1.07	1.15	1.14	0.01	3.40	3.31	3.63	-0.31	5.66	5.86	6.03	-0.17	11.63	12.25	12.40	-0.15
Neuberger Berman	NEUB43	NEUB 2021-43A	3/7/2024	1.07	1.10	1.15	1.18	-0.02	3.37	3.30	3.61	-0.31	5.66	5.73	6.06	-0.33	11.49	11.65	12.31	-0.67
Sound Point Capital Management	BLUMT30	BLUEM 2020-30A	2/29/2024	1.06	0.94	0.84	0.99	-0.15	3.38	3.27	3.59	-0.31	5.67	5.31	6.01	-0.70	11.22	11.66	11.89	-0.23
First Eagle Private Credit	WNDRV192	WINDR 2019-2A	3/8/2024	1.03	1.12	1.04	1.15	-0.11	3.36	3.14	3.45	-0.31	5.88	6.07	6.04	0.02	11.53	11.93	11.86	0.08
LCM Asset Management	LCM26	LCM 26A	3/8/2024	1.06	1.09	0.85	1.16	-0.31	3.36	3.26	3.57	-0.32	5.57	5.20	5.92	-0.73	11.57	10.91	12.30	-1.39
Trimaran Advisors	TRMCU192	CAVU 2019-2A	3/6/2024	1.01	1.09	1.05	1.10	-0.05	3.38	3.08	3.39	-0.32	5.66	5.10	5.69	-0.59	11.42	10.51	11.48	-0.97
PineBridge Investments	GALAX28	GALXY 2018-28A	3/5/2024	1.03	1.07	0.95	1.09	-0.15	3.40	3.18	3.50	-0.32	5.62	5.36	5.77	-0.42	11.59	10.97	11.90	-0.93
Ballyrock Investment Advisors	BALLY21	BALLY 2022-21A	3/8/2024	0.98	1.13	1.03	1.11	-0.08	3.36	2.96	3.28	-0.32	5.60	5.34	5.48	-0.14
Credit Suisse First Boston	ATR9CDO	ATRM 9A	2/29/2024	0.99	0.95	0.92	0.94	-0.02	3.34	2.99	3.31	-0.32	5.71	5.28	5.67	-0.39	11.20	10.92	11.11	-0.19
Morgan Stanley Eaton Vance	EATON202	EATON 2020-2A	3/6/2024	1.05	1.09	1.09	1.15	-0.06	3.37	3.23	3.55	-0.32	5.66	5.39	5.95	-0.57	11.55	11.18	12.14	-0.97
PineBridge Investments	GALAX15	GALXY 2013-15A	3/15/2024	1.02	1.19	1.06	1.21	-0.15	3.06	2.80	3.12	-0.32	5.31	4.68	5.41	-0.74	13.28	12.43	13.54	-1.10
King Street Capital Management	ROCT212	ROCKT 2021-2A	3/15/2024	1.09	1.19	1.33	1.30	0.03	3.06	3.02	3.34	-0.32	5.34	5.43	5.85	-0.42	13.21	14.42	14.45	-0.03
Benefit Street Partners	BENST29	BSP 2022-29A	3/8/2024	1.07	1.11	1.17	1.19	-0.03	3.36	3.28	3.60	-0.32
Sixth Street	SIXST19	SIXST 2021-19A	3/13/2024	1.02	1.20	1.15	1.23	-0.08	3.30	3.05	3.38	-0.32	5.46	5.19	5.59	-0.40	12.97	12.23	13.29	-1.06
Shenkman Capital Management	ROMK2	RMRK 2018-2A	3/5/2024	1.05	1.06	0.98	1.11	-0.14	3.40	3.24	3.56	-0.33	5.63	5.19	5.89	-0.70	11.60	11.44	12.13	-0.70
Investcorp Credit Management	JAMES16	JTWN 2021-16A	3/11/2024	1.08	1.15	1.09	1.25	-0.15	3.34	3.28	3.61	-0.33	5.55	5.21	6.00	-0.79	12.51	12.66	13.52	-0.86
Credit Suisse First Boston	MADPK31	MDPK 2018-31A	3/13/2024	1.06	1.16	1.25	1.22	0.02	3.30	3.15	3.48	-0.33	5.46	4.89	5.76	-0.87	12.74	12.22	13.45	-1.22
Sound Point Capital Management	SOUPT29	SNDPT 2021-1A	3/1/2024	1.13	1.00	0.91	1.13	-0.22	3.39	3.51	3.84	-0.33	5.66	5.40	6.41	-1.01	11.51	10.78	13.03	-2.25
Empower Capital Management	EMPOW221	EMPWR 2022-1A	3/6/2024	0.92	1.09	0.90	1.01	-0.10	3.37	2.77	3.11	-0.34	5.66	5.08	5.22	-0.14
Blue Owl	WELF171	WELF 2017-1A	3/8/2024	1.06	1.13	0.75	1.20	-0.44	3.37	3.22	3.56	-0.34	5.51	5.15	5.82	-0.67	11.15	11.73	11.78	-0.05
Oak Hill Advisors	OHACP12	OAKC 2015-12A	3/6/2024	0.98	0.82	0.78	0.80	-0.02	3.37	2.98	3.32	-0.34	5.66	5.44	5.57	-0.13	11.55	11.89	11.37	0.53
Blackstone	STRAS212	STRAS 2021-2A	3/6/2024	1.05	1.09	1.13	1.15	-0.02	3.37	3.19	3.53	-0.34	5.63	5.69	5.90	-0.21	11.46	11.22	12.00	-0.79
ZAIS Group	ZAIS13	ZAIS 2019-13A	3/6/2024	1.23	1.10	1.16	1.35	-0.19	3.38	3.82	4.16	-0.34	5.67	6.00	6.98	-0.99	11.55	12.19	14.23	-2.04
Bain Capital Credit	BAIC171	BCC 2017-1A	3/4/2024	1.06	1.09	0.98	1.15	-0.18	3.41	3.27	3.61	-0.34	5.70	5.65	6.03	-0.38	11.53	11.33	12.20	-0.87
Whitebox Capital Management	WHTBX1	WBOX 2019-1A	3/13/2024	0.89	0.89	0.77	0.79	-0.02	3.30	2.59	2.94	-0.34	5.45	5.06	4.85	0.21	12.48	11.55	11.10	0.45
ArrowMark Colorado Holdings	PEAK3	AWPT 2018-3A	3/11/2024	1.01	1.15	1.00	1.17	-0.17	3.34	3.04	3.38	-0.35	5.55	5.07	5.62	-0.56	12.51	12.14	12.68	-0.54
CIFC Asset Management	CIFC133R	CIFC 2013-3RA	3/1/2024	1.04	0.99	0.75	1.04	-0.29	3.39	3.19	3.54	-0.35	5.64	5.57	5.88	-0.31	11.48	11.58	11.98	-0.40
Onex Credit Partners	OCP1611	OCP 2016-11A	3/8/2024	1.03	1.02	0.96	1.05	-0.09	3.13	2.86	3.21	-0.35	5.51	5.23	5.65	-0.42	12.57	12.08	12.91	-0.83
Investcorp Credit Management	ACASL131	MP3 2013-1A	3/6/2024	1.09	1.09	0.90	1.19	-0.29	3.37	3.31	3.66	-0.35	5.58	5.38	6.06	-0.68	11.42	10.82	12.40	-1.58
Investcorp Credit Management	MBLPT20	MP20 2021-1A	3/11/2024	1.00	1.15	0.99	1.16	-0.17	3.34	2.99	3.34	-0.35	5.55	4.92	5.55	-0.63	11.63	10.81	11.64	-0.83
Bain Capital Credit	RACEPNT8	RACEP 2013-8A	3/7/2024	1.06	1.12	1.04	1.19	-0.15	3.41	3.28	3.63	-0.35	5.65	5.71	6.01	-0.30	10.95	11.83	11.63	0.19
King Street Capital Management	ROCT171	ROCKT 2017-1A	3/11/2024	1.11	0.87	0.96	0.97	-0.01	3.34	3.36	3.71	-0.35	5.55	5.40	6.17	-0.77	11.80	12.37	13.13	-0.75
PGIM	DRYDN105	DRSLF 2023-105A	2/29/2024	1.07	0.94	0.76	1.01	-0.24	3.38	3.28	3.63	-0.35
PGIM	DRYDN113	DRSLF 2022-113A	2/29/2024	1.07	0.94	0.78	1.01	-0.22	3.38	3.27	3.63	-0.35	5.67	5.13	6.08	-0.94
Trimaran Advisors	CATA181	CRMN 2018-1A	3/13/2024	1.02	1.20	1.22	1.22	-0.01	3.30	3.01	3.36	-0.35	5.44	4.94	5.55	-0.61	12.97	11.74	13.24	-1.50
Credit Suisse First Boston	MADPK52	MDPK 2021-52A	3/12/2024	1.05	1.18	1.18	1.24	-0.06	3.33	3.13	3.48	-0.35	5.50	5.13	5.75	-0.62	11.88	11.87	12.42	-0.55
PineBridge Investments	GALAX27	GALXY 2018-27A	3/6/2024	1.02	1.10	1.02	1.12	-0.10	3.42	3.15	3.50	-0.35	6.01	5.82	6.15	-0.34	11.54	10.97	11.81	-0.84
AXA Investment Managers	ALLEG9	ALLEG 2018-3A	3/7/2024	1.02	1.12	1.03	1.14	-0.11	3.37	3.07	3.42	-0.35	5.64	5.45	5.73	-0.27	11.52	11.43	11.70	-0.26
Sound Point Capital Management	BLUMT35	BLUEM 2022-35A	2/29/2024	1.04	0.94	0.69	0.97	-0.28	3.38	3.17	3.52	-0.35	5.67	5.31	5.90	-0.60	11.22	11.36	11.67	-0.31
FS Investments	BRDGST3	BRDGS 2022-1A	3/8/2024	1.04	0.84	0.82	0.88	-0.06	3.36	3.15	3.51	-0.36	5.58	5.36	5.82	-0.47
WhiteStar	TRNTS21	TRNTS 2022-21A	2/29/2024	1.01	0.94	0.88	0.95	-0.07	3.38	3.07	3.43	-0.36	5.67	5.34	5.74	-0.40
WhiteStar	WTHRS12	WITEH 2018-12A	3/5/2024	1.03	1.07	1.14	1.10	0.04	3.41	3.15	3.51	-0.36	5.63	5.12	5.81	-0.69	11.60	10.02	11.95	-1.93
Marathon Asset Management	MARATH8	MCLO 2015-8A	3/8/2024	1.32	1.09	1.14	1.45	-0.30	3.36	4.09	4.45	-0.36	5.59	6.71	7.40	-0.69	11.67	13.18	15.44	-2.26
Voya Alternative Asset Management	VOY2002	VOYA 2020-2A	2/29/2024	1.02	0.94	0.88	0.96	-0.08	3.38	3.10	3.47	-0.36	5.67	5.32	5.81	-0.49	11.21	11.25	11.48	-0.23
CVC Credit Partners	APIDO31	APID 2019-31A	3/5/2024	1.07	1.07	1.15	1.14	0.01	3.40	3.29	3.65	-0.36	5.66	5.45	6.07	-0.62	11.63	11.45	12.48	-1.03
Investcorp Credit Management	JAMES12	JTWN 2019-1A	3/13/2024	1.04	1.20	1.02	1.25	-0.24	3.30	3.08	3.44	-0.36	5.46	5.18	5.70	-0.52	12.97	13.89	13.54	0.35
Whitebox Capital Management	WHTBX2	WBOX 2020-2A	3/13/2024	0.89	0.89	0.77	0.79	-0.02	3.30	2.57	2.93	-0.36	5.45	4.96	4.85	0.12	12.48	11.32	11.09	0.23
Carlyle Group	CARLG175	CGMS 2017-5A	3/8/2024	1.07	1.13	1.15	1.21	-0.06	3.36	3.22	3.58	-0.36	5.56	5.49	5.93	-0.45	11.42	11.11	12.20	-1.09
CFI Partners	CFIP211	CFIP 2021-1A	2/29/2024	1.03	0.94	0.77	0.97	-0.20	3.38	3.14	3.50	-0.36	5.67	5.41	5.87	-0.46	11.22	11.82	11.61	0.21
Sound Point Capital Management	SOUPT35	SNDPT 2022-35A	3/1/2024	1.09	1.00	0.85	1.09	-0.24	3.39	3.34	3.71	-0.37	5.66	5.49	6.18	-0.69
Ballyrock Investment Advisors	BALLY181	BALLY 2018-1A	2/28/2024	0.99	0.79	0.85	0.78	0.07	3.42	3.01	3.38	-0.37	5.77	5.34	5.70	-0.36	11.23	11.19	11.09	0.10
40/86 Advisors	BECR151	BCRK 2015-1A	2/29/2024	0.93	0.94	0.69	0.87	-0.19	3.38	2.77	3.14	-0.37	5.62	5.12	5.22	-0.10	10.99	10.34	10.20	0.14
ZAIS Group	ZAIS3	ZCLO3 2015-3A	3/6/2024	1.23	1.10	1.12	1.35	-0.23	3.38	3.80	4.17	-0.37	5.63	5.86	6.94	-1.08	11.50	11.76	14.19	-2.43
CIFC Asset Management	CIFC131	CIFC 2013-1A	3/6/2024	0.98	1.10	0.87	1.08	-0.21	3.37	2.94	3.31	-0.37	5.63	5.47	5.52	-0.05	11.49	11.07	11.28	-0.21
Park Avenue Institutional Advisers	PKAV191	PAIA 2019-1A	3/13/2024	1.04	1.12	0.99	1.16	-0.18	3.31	3.06	3.43	-0.37	5.44	5.01	5.64	-0.63	12.74	11.40	13.21	-1.81
PGIM	DRYDN30	DRSLF 2013-30A	2/29/2024	0.99	0.94	0.72	0.93	-0.22	3.42	3.01	3.39	-0.38	5.69	4.95	5.63	-0.67	11.09	8.93	10.97	-2.04
Sound Point Capital Management	BLUMT34	BLUEM 2022-34A	2/29/2024	1.06	0.93	0.77	0.99	-0.22	3.38	3.20	3.58	-0.38	5.67	5.32	6.01	-0.69	10.42	10.21	11.04	-0.83
Benefit Street Partners	BENST16	BSP 2018-16A	3/5/2024	1.13	1.07	1.04	1.20	-0.16	3.41	3.47	3.85	-0.38	5.66	6.07	6.40	-0.33	11.63	12.19	13.14	-0.96
King Street Capital Management	ROCT191	ROCKT 2019-1A	3/15/2024	1.09	1.19	1.46	1.29	0.17	3.06	2.94	3.32	-0.38	5.34	5.22	5.80	-0.58	13.22	13.88	14.35	-0.48
Five Arrows Managers	OCEANT9	OCTR 2020-9A	3/6/2024	1.10	1.09	0.99	1.20	-0.21	3.37	3.33	3.71	-0.38	5.66	5.03	6.22	-1.19	11.55	11.56	12.70	-1.14
Blackstone	STRAS213	STRAS 2021-3A	3/6/2024	1.04	1.09	1.04	1.13	-0.10	3.37	3.12	3.50	-0.38	5.63	5.54	5.84	-0.30	11.45	10.91	11.88	-0.96
CIFC Asset Management	CIFC221	CIFC 2022-1A	3/4/2024	1.06	1.05	0.99	1.11	-0.12	3.40	3.23	3.61	-0.38	5.74	5.44	6.10	-0.66	11.58	11.80	12.32	-0.51
Aristotle	TRES4	TREST 2021-4A	3/11/2024	1.10	1.18	1.29	1.29	0.00	3.34	3.28	3.66	-0.38	5.55	5.39	6.09	-0.69	11.00	11.01	12.07	-1.06
Sixth Street	SIXST20	SIXST 2021-20A	3/13/2024	1.05	1.20	1.16	1.27	-0.10	3.30	3.09	3.47	-0.39	5.46	5.30	5.75	-0.45	12.97	12.45	13.68	-1.23
Morgan Stanley Eaton Vance	MSIM1	MORGN 2019-5A	3/5/2024	1.11	1.07	1.03	1.18	-0.15	3.40	3.38	3.77	-0.39	5.66	5.57	6.26	-0.69	11.63	11.02	12.87	-1.85
Blackstone	WHETSPK	WHTPK 2021-1A	3/6/2024	1.24	0.84	0.94	1.04	-0.10	3.37	3.79	4.17	-0.39	5.66	6.31	7.01	-0.70	11.56	12.06	14.31	-2.24
Trimaran Advisors	TRMCU213	CAVU 2021-3A	3/6/2024	0.99	1.09	1.05	1.08	-0.03	3.38	2.94	3.33	-0.39	5.66	5.08	5.59	-0.51	11.42	10.20	11.28	-1.08
Credit Suisse First Boston	MADPK23	MDPK 2017-23A	3/6/2024	1.07	1.08	1.13	1.15	-0.02	3.38	3.23	3.62	-0.39	5.66	5.35	6.07	-0.72	11.41	11.07	12.23	-1.16
Park Avenue Institutional Advisers	PKAV192	PAIA 2019-2A	3/13/2024	1.02	1.16	1.11	1.19	-0.08	3.30	2.99	3.39	-0.39	5.45	4.94	5.59	-0.65	12.74	11.25	13.06	-1.81
Five Arrows Managers	OCEANT10	OCTR 2020-10A	3/6/2024	1.09	1.09	0.97	1.19	-0.22	3.37	3.27	3.67	-0.39	5.66	4.97	6.15	-1.19	11.55	11.32	12.55	-1.24
First Eagle Private Credit	WNDRV183	WINDR 2018-3A	3/8/2024	0.98	1.11	0.97	1.09	-0.12	3.36	2.91	3.30	-0.39	5.60	5.48	5.51	-0.03	11.53	11.60	11.34	0.26
Morgan Stanley Eaton Vance	MSIM217	MORGN 2021-7A	3/11/2024	1.04	1.18	0.96	1.22	-0.26	3.34	3.06	3.46	-0.39	5.55	5.18	5.75	-0.57	11.63	10.78	12.05	-1.27
Putnam Investments	CAPC37C1	PUTNM 2021-1A	3/6/2024	1.10	1.09	0.96	1.20	-0.24	3.37	3.30	3.70	-0.40	5.66	5.35	6.21	-0.86	11.55	11.80	12.66	-0.87
Park Avenue Institutional Advisers	PKAV211	PAIA 2021-1A	3/8/2024	1.04	1.13	1.08	1.18	-0.09	3.36	3.08	3.48	-0.40	5.59	4.98	5.80	-0.82	11.52	10.15	11.94	-1.79
Octagon Credit Investors	OCTAG66	OCT66 2022-1A	3/12/2024	1.19	1.17	1.33	1.40	-0.07	3.33	3.56	3.96	-0.40	4.46	5.13	5.31	-0.17	9.81	10.44	11.67	-1.22
Morgan Stanley Eaton Vance	MSIM206	MORGN 2020-6A	3/13/2024	1.06	1.16	1.08	1.24	-0.16	3.30	3.11	3.51	-0.40	5.46	5.24	5.81	-0.57	12.74	12.36	13.56	-1.20
Shenkman Capital Management	ROMK4	RMRK 2021-4A	3/4/2024	1.06	1.09	0.94	1.16	-0.22	3.40	3.20	3.60	-0.40	5.74	5.20	6.08	-0.88	11.58	11.08	12.26	-1.18
First Eagle Private Credit	WNDRV141	WINDR 2014-1A	3/8/2024	1.01	1.11	0.96	1.13	-0.17	3.36	2.99	3.40	-0.41	5.56	5.17	5.62	-0.45	11.48	10.69	11.62	-0.93
Angelo, Gordon & Co	NWOO12B	WOODS 2018-12BA	3/7/2024	1.13	1.10	1.01	1.24	-0.23	3.38	3.42	3.83	-0.41	5.64	5.93	6.39	-0.46	11.51	12.61	13.04	-0.43
Blackstone	BCRD2201	BXBSL 2022-1A	3/6/2024	1.15	1.09	1.12	1.26	-0.14	3.37	3.48	3.89	-0.41	5.64	5.81	6.51	-0.71
Aristotle	TRES3	TREST 2020-3A	3/11/2024	1.03	1.18	1.25	1.21	0.04	3.34	3.03	3.44	-0.41	5.55	5.12	5.72	-0.60	11.63	11.79	11.99	-0.20
Golub Capital	GOLUP22B	GOCAP 2015-22A	3/6/2024	0.99	1.09	1.10	1.09	0.01	3.37	2.94	3.35	-0.41	5.63	5.25	5.60	-0.35	11.46	11.26	11.40	-0.14
Bain Capital Credit	BAIC182	BCC 2018-2A	3/5/2024	1.06	1.07	0.95	1.13	-0.18	3.39	3.17	3.58	-0.41	6.02	5.67	6.36	-0.69	11.38	11.08	12.02	-0.94
Oak Hill Advisors	OHACP15	OAKC 2017-15A	3/6/2024	1.00	1.10	1.03	1.10	-0.06	3.37	2.96	3.37	-0.41	5.70	5.47	5.70	-0.23	11.59	11.78	11.58	0.21
Carlyle Group	CARL2110	CGMS 2021-10A	3/8/2024	1.11	1.13	1.20	1.26	-0.06	3.36	3.32	3.74	-0.41	5.60	5.60	6.24	-0.63	11.54	11.93	12.84	-0.91
Neuberger Berman	NEUB46	NEUB 2021-46A	3/11/2024	1.06	1.18	1.12	1.25	-0.13	3.34	3.14	3.55	-0.41	5.55	5.54	5.90	-0.37	11.63	11.60	12.37	-0.78
AllianceBernstein	ABBSL2	ABBSL 2021-2A	3/5/2024	1.11	1.07	1.07	1.18	-0.11	3.40	3.35	3.77	-0.42	5.66	6.04	6.27	-0.23	11.62	12.09	12.87	-0.78
Benefit Street Partners	BENST30	BSP 2023-30A	3/8/2024	1.11	1.11	1.15	1.23	-0.08	3.36	3.30	3.72	-0.42	5.60	5.65	6.20	-0.56
Ares Management	DENALI16	DEN16 2018-1A	3/7/2024	1.12	0.83	0.69	0.93	-0.24	3.38	3.38	3.79	-0.42	5.64	6.37	6.33	0.04	10.86	12.59	12.20	0.39
Investcorp Credit Management	MBLPT14	MP14 2018-2A	3/6/2024	1.12	1.09	0.96	1.23	-0.26	3.37	3.36	3.78	-0.42	5.65	5.46	6.34	-0.88	11.55	11.24	12.96	-1.72
Neuberger Berman	NEUB48	NEUB 2022-48A	3/14/2024	1.05	1.22	1.10	1.28	-0.18	3.18	2.92	3.34	-0.42	5.41	5.37	5.69	-0.32	13.10	12.86	13.77	-0.91
Sound Point Capital Management	SOUPT31	SNDPT 2021-3A	3/1/2024	1.15	1.00	0.83	1.14	-0.31	3.39	3.47	3.90	-0.42	5.66	5.18	6.50	-1.32	11.51	10.72	13.21	-2.49
First Eagle Private Credit	WNDRV221	WINDR 2022-1A	3/8/2024	0.99	1.11	0.77	1.10	-0.33	3.36	2.89	3.32	-0.43	5.60	5.62	5.54	0.09	11.53	11.93	11.40	0.53
Blue Owl	WELF222	WELF 2022-2A	3/6/2024	1.08	1.09	1.03	1.18	-0.15	3.38	3.21	3.64	-0.43	5.66	5.68	6.11	-0.43
Generate Advisors	YRKL7	GNRT 7A	3/15/2024	0.98	1.10	0.50	1.07	-0.57	3.26	2.77	3.19	-0.43	5.78	5.60	5.66	-0.06	11.97	13.22	11.73	1.49
Investcorp Credit Management	ACASL151	MP7 2015-1A	3/8/2024	1.07	1.11	0.70	1.19	-0.49	3.36	3.15	3.58	-0.43	5.50	5.28	5.87	-0.59	11.40	10.99	12.15	-1.16
Sound Point Capital Management	SOUPT30	SNDPT 2021-2A	3/1/2024	1.13	1.00	0.79	1.13	-0.34	3.39	3.41	3.84	-0.43	5.66	5.24	6.41	-1.16	11.51	10.74	13.03	-2.29
Benefit Street Partners	BENST5B	BSP 2018-5BA	3/8/2024	1.10	1.13	1.06	1.25	-0.19	3.36	3.27	3.70	-0.43	5.58	5.68	6.16	-0.47	11.50	11.73	12.68	-0.96
ArrowMark Colorado Holdings	ARROP165	AWPT 2016-5A	3/5/2024	1.02	1.06	0.84	1.08	-0.24	3.40	3.02	3.46	-0.44	5.63	5.23	5.72	-0.49	11.59	11.25	11.77	-0.52
Onex Credit Partners	OCP1405	OCP 2014-5A	3/15/2024	1.05	1.14	1.03	1.20	-0.17	3.06	2.78	3.22	-0.44	5.33	5.01	5.62	-0.61	13.21	12.74	13.92	-1.18
King Street Capital Management	ROCT173	ROCKT 2017-3A	3/15/2024	1.09	1.19	1.47	1.29	0.18	3.06	2.90	3.34	-0.44	5.31	4.62	5.80	-1.17	13.29	13.13	14.50	-1.37
ORIX Advisers	SPSC10	SPEAK 2021-10A	3/13/2024	1.06	1.20	1.06	1.27	-0.21	3.30	3.05	3.49	-0.44	5.45	5.27	5.76	-0.50	12.47	11.53	13.19	-1.66
Sound Point Capital Management	SOUPT32	SNDPT 2021-4A	3/1/2024	1.18	1.00	0.94	1.17	-0.24	3.39	3.55	4.00	-0.45	5.66	5.43	6.67	-1.25	11.51	11.16	13.57	-2.40
Credit Suisse First Boston	MADPK30	MDPK 2018-30A	3/13/2024	0.99	1.20	1.11	1.19	-0.08	3.30	2.81	3.26	-0.45	5.43	5.65	5.35	0.30	12.47	11.09	12.30	-1.21
Oaktree Capital Management	OAKC192	OAKCL 2019-2A	2/29/2024	1.12	0.94	0.96	1.05	-0.09	3.39	3.35	3.80	-0.45	5.67	5.93	6.36	-0.43	11.22	12.52	12.58	-0.06
King Street Capital Management	ROCT201	ROCKT 2020-1A	3/15/2024	1.07	1.07	1.95	1.15	0.81	3.06	2.82	3.27	-0.46	5.34	5.05	5.72	-0.67	13.22	13.87	14.15	-0.28
Morgan Stanley Eaton Vance	MSEV2101	MSEV 2021-1A	3/11/2024	1.06	1.18	1.09	1.24	-0.15	3.34	3.07	3.53	-0.46	5.55	5.27	5.87	-0.60	11.63	11.28	12.31	-1.02
LCM Asset Management	LCM13	LCM 13A	3/8/2024	1.00	1.09	0.65	1.09	-0.44	3.36	2.89	3.35	-0.46	5.45	5.27	5.44	-0.17	11.30	10.53	11.27	-0.73
MidOcean Credit Fund Management	MIDOCC7	MIDO 2017-7A	3/5/2024	1.05	1.07	1.55	1.11	0.44	3.42	3.11	3.57	-0.46	5.60	5.24	5.85	-0.62	11.38	10.67	11.89	-1.22
Oak Hill Advisors	OHACP14	OAKC 2017-14A	3/6/2024	0.99	1.09	0.99	1.08	-0.10	3.37	2.88	3.35	-0.47	5.65	5.35	5.61	-0.26	11.53	11.55	11.44	0.11
Crescent Capital Group	ATLSLF3	ATCLO 2013-1A	3/7/2024	1.15	1.10	0.22	1.26	-1.05	3.48	3.54	4.01	-0.47	5.51	5.61	6.36	-0.75	10.99	10.68	12.68	-2.00
Marathon Asset Management	MARATH11	MCLO 2018-11A	3/11/2024	1.19	1.18	1.09	1.40	-0.31	3.34	3.49	3.97	-0.48	5.52	6.59	6.55	0.04	11.59	12.97	13.76	-0.79
Credit Suisse First Boston	MADPK17	MDPK 2015-17A	3/6/2024	1.04	1.09	1.08	1.13	-0.06	3.38	3.04	3.52	-0.48	5.67	5.71	5.90	-0.19	11.41	10.78	11.88	-1.10
Steele Creek Investment Management	STECR192	STCR 2019-2A	2/29/2024	1.03	0.94	0.73	0.97	-0.24	3.38	3.00	3.49	-0.48	5.67	5.63	5.84	-0.21	11.21	10.90	11.55	-0.66
Investcorp Credit Management	MBLPT10	MP10 2017-1A	3/8/2024	1.08	0.84	0.76	0.91	-0.15	3.36	3.14	3.63	-0.49	5.51	5.03	5.96	-0.93	11.36	10.77	12.28	-1.51
Neuberger Berman	NEUB52	NEUB 2022-52A	3/14/2024	1.14	1.22	1.26	1.39	-0.13	3.18	3.10	3.61	-0.51	5.41	5.37	6.14	-0.78
Blue Owl	TRALE5	TRAL 2018-5A	3/8/2024	1.08	1.11	0.95	1.20	-0.25	3.36	3.10	3.61	-0.51	5.59	5.45	6.02	-0.57	11.52	11.86	12.39	-0.53
Aristotle	TRES5	TREST 2021-5A	3/11/2024	1.11	1.18	1.35	1.31	0.04	3.34	3.19	3.71	-0.52	5.55	5.10	6.17	-1.07	11.63	11.51	12.93	-1.42
Credit Suisse First Boston	MADPK24	MDPK 2016-24A	3/8/2024	1.05	1.13	1.18	1.19	-0.01	3.36	3.00	3.52	-0.52	5.59	5.65	5.85	-0.21	11.50	10.58	12.05	-1.47
Benefit Street Partners	BENST12	BSP 2017-12A	3/5/2024	1.10	1.07	0.89	1.18	-0.28	3.41	3.24	3.76	-0.52	5.61	5.70	6.19	-0.50	11.51	11.58	12.71	-1.12
Blue Owl	WELF173	WELF 2017-3A	3/8/2024	1.03	1.13	1.07	1.16	-0.09	3.36	2.93	3.45	-0.53	5.54	5.26	5.69	-0.42	11.44	11.72	11.74	-0.02
Canaras Capital Management	SARC1	SRANC 2013-1A	3/15/2024	1.10	1.21	0.92	1.34	-0.41	3.14	2.94	3.46	-0.53	5.32	3.95	5.88	-1.93	13.28	12.99	14.67	-1.68
Park Avenue Institutional Advisers	PKAV161	PAIA 2016-1A	3/13/2024	1.04	1.16	1.05	1.21	-0.16	3.34	2.95	3.48	-0.53	5.45	4.75	5.68	-0.92	12.76	10.87	13.30	-2.43
Credit Suisse First Boston	MADPK29	MDPK 2018-29A	3/6/2024	1.08	1.09	1.13	1.18	-0.05	3.38	3.11	3.64	-0.53	5.66	5.23	6.11	-0.88	11.42	11.09	12.32	-1.23
Benefit Street Partners	SHAC2116	SHACK 2021-16A	3/7/2024	1.15	1.10	1.07	1.26	-0.19	3.37	3.33	3.86	-0.53	5.66	5.70	6.48	-0.78	11.49	11.44	13.16	-1.72
KKR Financial Advisors	KKR13	KKR 13	2/29/2024	1.08	0.94	0.89	1.01	-0.12	3.39	3.11	3.65	-0.54	5.58	6.03	6.01	0.02	10.80	11.81	11.65	0.17
Steele Creek Investment Management	STECR191	STCR 2019-1A	2/29/2024	1.04	0.93	0.73	0.97	-0.24	3.38	2.99	3.53	-0.54	5.67	5.38	5.91	-0.53	11.20	10.87	11.68	-0.82
ORIX Advisers	MARIL174	SPEAK 2017-4A	3/14/2024	1.03	1.23	1.10	1.26	-0.17	3.30	2.84	3.39	-0.54	5.41	5.01	5.54	-0.53	13.12	12.07	13.45	-1.38
Investcorp Credit Management	MBLPT12	MP12 2018-1A	3/8/2024	1.09	0.84	0.73	0.92	-0.19	3.36	3.13	3.67	-0.54	5.56	4.98	6.07	-1.09	11.50	10.95	12.57	-1.61
Credit Suisse First Boston	ATR13CDO	ATRM 13A	3/13/2024	1.06	1.18	1.10	1.25	-0.15	3.34	3.00	3.55	-0.54	5.48	4.87	5.81	-0.94	12.74	11.92	13.51	-1.59
Steele Creek Investment Management	STECR161	STCR 2016-1A	3/4/2024	1.04	1.01	0.86	1.05	-0.19	3.42	3.00	3.55	-0.55	5.62	5.84	5.83	0.01	11.56	10.82	12.00	-1.18
Neuberger Berman	NEUB51	NEUB 2022-51A	3/14/2024	1.13	1.23	1.22	1.39	-0.17	3.18	3.04	3.59	-0.55	5.40	5.43	6.10	-0.67
Blackstone	BCRD2101	BXBSL 2021-1A	3/6/2024	1.20	1.09	1.18	1.31	-0.13	3.37	3.49	4.04	-0.55	5.66	6.00	6.78	-0.79	11.55	12.58	13.84	-1.26
MidOcean Credit Fund Management	MIDOCC9	MIDO 2018-9A	3/1/2024	1.10	0.99	1.14	1.10	0.04	3.39	3.19	3.74	-0.55	5.62	5.46	6.21	-0.75	11.45	11.34	12.65	-1.30
Neuberger Berman	NEUB39	NEUB 2020-39A	3/12/2024	1.01	1.17	0.80	1.19	-0.39	3.34	2.83	3.39	-0.56	5.53	5.26	5.61	-0.35	11.69	11.08	11.86	-0.78
Barings	BAS203	BABSN 2020-3A	3/5/2024	1.05	1.07	0.92	1.12	-0.20	3.40	3.01	3.57	-0.56	5.65	4.03	5.95	-1.92	11.63	10.54	12.23	-1.70
CIFC Asset Management	CIFC226	CIFC 2022-6A	3/4/2024	1.20	1.09	0.97	1.31	-0.34	3.41	3.52	4.08	-0.56	5.73	5.89	6.86	-0.97
Credit Suisse First Boston	ATR15CDO	ATRM 15A	3/13/2024	1.04	1.16	1.10	1.20	-0.10	3.30	2.85	3.42	-0.57	5.46	4.47	5.66	-1.19	12.74	11.67	13.21	-1.54
American Money Management	AMMCCL13	AMMC 2013-13A	2/28/2024	1.02	1.00	0.67	1.03	-0.36	3.42	2.93	3.50	-0.57	5.55	4.80	5.67	-0.87	10.52	10.09	10.75	-0.67
Marathon Asset Management	MARATH10	MCLO 2017-10A	3/7/2024	1.25	1.12	-0.05	1.40	-1.45	4.19	4.67	5.24	-0.57	5.74	6.73	7.18	-0.44	11.29	12.78	14.11	-1.33
Nuveen	SYMPH34P	SYMP 2022-34A	3/13/2024	1.13	1.20	1.24	1.35	-0.11	3.30	3.15	3.72	-0.57
Onex Credit Partners	OCP2225	OCP 2022-25A	3/8/2024	1.17	1.11	1.14	1.30	-0.16	3.36	3.37	3.94	-0.57	5.60	5.68	6.57	-0.89
Five Arrows Managers	OCEANT12	OCTR 2022-12A	3/13/2024	1.12	1.16	1.21	1.31	-0.10	3.30	3.14	3.71	-0.57	5.45	4.80	6.13	-1.33	12.74	12.03	14.33	-2.30
MidOcean Credit Fund Management	MIDOCC11	MIDO 2022-11A	3/1/2024	1.08	1.01	1.03	1.09	-0.06	3.39	3.09	3.66	-0.57	5.66	5.24	6.10	-0.86
Brigade Capital Management	BATTL23	BATLN 2022-23A	3/5/2024	1.19	1.07	0.93	1.27	-0.34	3.40	3.48	4.05	-0.57	5.66	5.62	6.74	-1.12	11.63	11.56	13.86	-2.30
AXA Investment Managers	ALLEG4	ALLEG 2016-1A	3/6/2024	0.97	1.09	0.77	1.06	-0.28	3.37	2.69	3.26	-0.57	5.56	4.84	5.38	-0.53	11.35	10.25	10.99	-0.74
ZAIS Group	ZAIS5	ZAIS5 2016-2A	3/6/2024	1.23	1.10	1.00	1.34	-0.35	3.39	3.57	4.15	-0.58	5.51	4.95	6.75	-1.80	11.17	8.88	13.68	-4.80
CIFC Asset Management	CIFC171	CIFC 2017-1A	2/26/2024	0.99	0.91	0.39	0.90	-0.52	3.32	2.71	3.30	-0.59	5.69	5.13	5.65	-0.52	10.41	9.41	10.35	-0.93
Elmwood Asset Management	ELMW8	ELMW8 2021-1A	3/8/2024	0.88	1.13	0.09	1.00	-0.91	3.36	2.37	2.96	-0.59	5.60	4.48	4.94	-0.46	10.88	9.49	9.60	-0.10
Investcorp Credit Management	MBLPT11	MP11 2017-2A	3/8/2024	1.10	1.11	0.90	1.23	-0.33	3.36	3.11	3.70	-0.59	5.53	5.46	6.09	-0.63	11.38	10.90	12.55	-1.65
ORIX Advisers	MARIL163	SPEAK 2016-3A	3/13/2024	0.99	1.17	1.31	1.16	0.16	3.26	2.63	3.22	-0.59	5.42	4.91	5.34	-0.43	12.74	10.77	12.56	-1.79
Blackstone	STKPK	STKPK 2022-1A	3/6/2024	1.22	1.10	1.20	1.35	-0.15	3.37	3.53	4.13	-0.59	5.66	5.89	6.93	-1.04
Credit Suisse First Boston	ATR14CDO	ATRM 14A	3/14/2024	1.02	1.23	1.13	1.26	-0.13	3.30	2.78	3.37	-0.59	5.41	4.59	5.52	-0.93	13.12	12.38	13.40	-1.02
CIFC Asset Management	CIFC142R	CIFC 2014-2RA	3/11/2024	1.04	1.15	0.92	1.20	-0.28	3.34	2.86	3.46	-0.60	5.50	5.10	5.70	-0.60	11.76	11.02	12.20	-1.18
Morgan Stanley Eaton Vance	ASSU2	MORGN 2018-2A	3/12/2024	1.11	0.88	0.86	0.97	-0.11	3.33	3.10	3.70	-0.60	5.42	4.92	6.02	-1.09	12.59	12.20	13.98	-1.79
ORIX Advisers	MARIL5	SPEAK 2018-5A	3/15/2024	0.98	1.19	0.94	1.17	-0.23	3.26	2.60	3.20	-0.60	5.33	4.53	5.22	-0.69	13.27	11.55	13.02	-1.47
Morgan Stanley Eaton Vance	ASSU1	MORGN 2017-1A	3/6/2024	1.15	1.09	1.08	1.25	-0.17	3.37	3.26	3.87	-0.60	5.66	5.49	6.49	-1.00	11.55	11.33	13.24	-1.91
First Eagle Private Credit	WNDRV213	WINDR 2021-3A	3/8/2024	1.01	1.11	0.90	1.13	-0.23	3.36	2.79	3.40	-0.61	5.60	4.94	5.67	-0.73	10.89	10.11	11.02	-0.92
ZAIS Group	ZAIS11	ZAIS 2018-11A	3/11/2024	1.27	1.18	1.08	1.50	-0.42	3.34	3.64	4.25	-0.61	5.55	5.69	7.07	-1.38	11.62	11.53	14.80	-3.28
Jefferies Finance	JFINCL17	JFIN 2017-1A	3/11/2024	1.19	1.15	1.02	1.38	-0.35	3.33	3.36	3.97	-0.62	5.48	6.12	6.54	-0.42	11.64	12.02	13.88	-1.86
Irradiant Partners	RADCL16	RAD 2022-16A	3/6/2024	1.27	1.10	1.45	1.39	0.06	3.38	3.66	4.28	-0.62	5.66	5.92	7.18	-1.26
Benefit Street Partners	BENST14	BSP 2018-14A	3/5/2024	1.12	1.06	0.93	1.19	-0.26	3.41	3.17	3.81	-0.63	5.63	5.63	6.29	-0.67	11.57	11.51	12.94	-1.43
Aristotle	TRES2	TREST 2018-2A	3/14/2024	1.04	1.23	1.05	1.27	-0.22	3.18	2.66	3.30	-0.64	5.39	4.71	5.59	-0.88	13.13	12.69	13.63	-0.94
ORIX Advisers	MARIL6	SPEAK 2018-6A	3/18/2024	1.06	1.24	1.11	1.32	-0.21	3.08	2.63	3.27	-0.65	5.30	4.83	5.64	-0.80	13.43	12.04	14.28	-2.24
Park Avenue Institutional Advisers	PKAV181	PAIA 2018-1A	3/13/2024	1.03	1.16	1.05	1.19	-0.14	3.30	2.75	3.40	-0.65	5.45	4.74	5.60	-0.87	12.74	11.20	13.10	-1.89
First Eagle Private Credit	WNDRV182	WINDR 2018-2A	3/8/2024	1.10	1.12	1.00	1.22	-0.22	3.36	3.03	3.68	-0.65	5.58	5.54	6.13	-0.58	11.50	11.17	12.62	-1.45
ArrowMark Colorado Holdings	ELEV1809	AWPT 2018-9A	3/5/2024	1.04	1.07	0.77	1.11	-0.35	3.40	2.90	3.56	-0.65	5.62	5.01	5.87	-0.86	11.58	10.51	12.10	-1.58
Angelo, Gordon & Co	NWOO11B	WOODS 2018-11BA	3/7/2024	1.13	1.12	0.91	1.27	-0.35	3.37	3.15	3.82	-0.67	5.65	5.75	6.41	-0.66	11.46	12.44	12.99	-0.54
Man Group	ECP157	GLGU 2018-1A	3/8/2024	1.01	1.13	0.90	1.15	-0.25	3.36	2.71	3.40	-0.69	5.58	4.85	5.65	-0.81	11.47	11.24	11.63	-0.38
Centerbridge	PKBLU221	PKBLU 2022-1A	2/29/2024	1.24	0.94	0.79	1.16	-0.37	3.38	3.49	4.19	-0.70	5.67	5.83	7.02	-1.19
Jefferies Finance	APEXC182	APEXC 2018-2A	3/11/2024	1.23	1.15	0.85	1.42	-0.58	3.33	3.41	4.12	-0.71	5.54	5.59	6.84	-1.26	11.80	11.63	14.56	-2.94
Centerbridge	PKBLU222	PKBLU 2022-2A	3/6/2024	1.28	1.09	1.09	1.40	-0.31	3.37	3.63	4.33	-0.71	5.66	5.68	7.28	-1.60
Northwestern Mutual	E72022I	NWML 2022-1A	3/8/2024	1.18	1.13	1.07	1.34	-0.27	3.36	3.24	3.95	-0.71	5.60	5.30	6.60	-1.31
Blue Owl	TRALE6	TRAL 2019-6A	3/8/2024	1.12	0.84	0.78	0.95	-0.16	3.36	3.04	3.76	-0.71	5.59	5.42	6.26	-0.84	11.53	11.52	12.90	-1.38
Morgan Stanley Eaton Vance	ASSU3	MORGN 2018-3A	3/12/2024	1.10	0.88	0.76	0.96	-0.20	3.33	2.93	3.64	-0.72	5.48	4.89	6.00	-1.11	12.61	12.02	13.81	-1.80
AGL Credit	AGLCL20	AGL 2022-20A	3/6/2024	1.21	1.09	1.13	1.32	-0.19	3.37	3.37	4.09	-0.72	5.66	5.72	6.87	-1.15
Apollo Global Management	GULFM4	RRAMX 2021-4A	3/8/2024	1.09	1.14	1.08	1.25	-0.17	3.36	2.95	3.67	-0.72	5.60	4.69	6.13	-1.43	11.53	10.65	12.62	-1.97
Angelo, Gordon & Co	NWOODS16	WOODS 2017-16A	3/8/2024	1.17	1.13	0.96	1.32	-0.36	3.37	3.21	3.94	-0.73	5.58	5.85	6.51	-0.67	11.48	12.61	13.41	-0.81
Sound Point Capital Management	BLUMFU3	BLUEM 2017-3A	2/29/2024	1.05	0.94	0.83	0.99	-0.16	3.39	2.84	3.56	-0.73	5.38	4.57	5.66	-1.10	11.12	10.66	11.70	-1.04
MJX Asset Management	VENT25	VENTR 2016-25A	3/11/2024	1.09	1.18	0.84	1.28	-0.44	3.33	2.88	3.63	-0.74	5.47	6.36	5.95	0.41	11.36	11.52	12.36	-0.84
King Street Capital Management	ROCT172	ROCKT 2017-2A	3/11/2024	1.08	1.11	1.23	1.20	0.03	3.34	2.86	3.61	-0.75	5.48	4.66	5.91	-1.25	11.74	11.33	12.68	-1.35
King Street Capital Management	ROCT222	ROCKT 2022-2A	3/20/2024	1.14	1.09	1.20	1.24	-0.04	2.93	2.56	3.34	-0.78	5.39	4.74	6.15	-1.41
Steele Creek Investment Management	STECR182	STCR 2018-2A	2/29/2024	1.09	0.98	0.73	1.06	-0.33	3.40	2.91	3.69	-0.79	5.72	5.73	6.21	-0.48	11.21	10.86	12.17	-1.31
Nuveen	SYMPH38	SYMP 2023-38A	3/13/2024	1.12	1.20	1.20	1.35	-0.15	3.30	2.91	3.70	-0.79
Steele Creek Investment Management	STECR171	STCR 2017-1A	2/29/2024	1.08	0.94	0.79	1.01	-0.23	3.38	2.86	3.66	-0.80	5.64	5.21	6.10	-0.89	11.13	10.36	12.04	-1.68
CIFC Asset Management	CIFC222	CIFC 2022-2A	3/5/2024	1.08	1.09	1.01	1.18	-0.18	3.39	2.86	3.67	-0.81	5.66	4.98	6.12	-1.14	11.50	11.08	12.43	-1.35
MJX Asset Management	VENT17	VENTR 2014-17A	3/7/2024	1.07	1.12	0.55	1.19	-0.64	3.36	2.73	3.59	-0.85	5.53	4.72	5.90	-1.18	10.89	9.40	11.61	-2.21
Octagon Credit Investors	OCTAG60	OCT60 2022-1A	3/11/2024	1.35	0.87	0.88	1.18	-0.30	3.34	3.59	4.51	-0.92	5.55	5.58	7.50	-1.91
Steele Creek Investment Management	STECR181	STCR 2018-1A	2/29/2024	1.12	0.93	0.74	1.05	-0.31	3.38	2.84	3.80	-0.96	5.66	5.29	6.36	-1.07	11.16	10.38	12.54	-2.16
Irradiant Partners	RADCL17	RAD 2022-17A	3/15/2024	1.22	1.19	1.37	1.44	-0.07	3.06	2.75	3.72	-0.97	5.31	5.12	6.47	-1.34
Octagon Credit Investors	OCTAG62	OCT62 2022-1A	3/7/2024	1.39	1.12	1.23	1.55	-0.32	3.37	3.69	4.67	-0.98	5.65	5.84	7.84	-2.00
AGL Credit	AGLCL21	AGL 2022-21A	3/13/2024	1.32	1.16	1.27	1.53	-0.26	3.33	3.40	4.40	-1.00	5.45	5.68	7.20	-1.52
Nuveen	SYMPH36	SYMP 2022-36A	3/13/2024	1.35	1.20	1.49	1.62	-0.13	3.30	3.43	4.45	-1.02	5.45	5.19	7.35	-2.16
Canaras Capital Management	SARC2	SRANC 2014-2A	3/11/2024	1.23	1.18	1.32	1.45	-0.12	3.36	3.10	4.13	-1.04	5.48	4.11	6.76	-2.65	11.43	10.37	14.08	-3.70
Jefferies Finance	APEXC18	APEXC 2018-1A	3/7/2024	1.15	1.12	1.11	1.30	-0.18	3.37	2.81	3.88	-1.07	5.63	5.50	6.49	-0.98	11.51	11.18	13.27	-2.09
Ares Management	ARES42	ARES 2017-42A	3/14/2024	1.03	1.16	0.10	1.20	-1.10	3.35	2.36	3.45	-1.09	5.52	5.21	5.69	-0.48	11.86	12.21	12.23	-0.02
Marathon Asset Management	MARATH9	MCLO 2017-9A	3/7/2024	1.17	1.12	0.32	1.31	-0.99	3.40	2.90	3.99	-1.09	5.58	6.00	6.55	-0.56	10.99	11.56	12.90	-1.33
Irradiant Partners	RADCL19	RAD 2023-19A	3/15/2024	1.27	1.19	1.32	1.51	-0.19	3.06	2.79	3.89	-1.10
Capital Four Management	CAPFRU2	C4US 2022-1A	3/6/2024	1.20	0.89	0.71	1.07	-0.36	3.11	2.58	3.74	-1.16	5.66	4.55	6.79	-2.24
Marathon Asset Management	MARATH13	MCLO 2019-1A	3/6/2024	1.24	1.09	1.14	1.36	-0.22	3.38	2.92	4.19	-1.27	5.66	6.11	7.02	-0.91	11.55	11.74	14.33	-2.59
CQS Management	CQSU2202	CQS 2022-2A	3/7/2024	1.43	1.12	1.19	1.59	-0.41	3.37	3.53	4.81	-1.28	5.64	4.54	8.06	-3.52	11.47	10.68	16.38	-5.69
PineBridge Investments	GALAX24	GALXY 2017-24A	3/7/2024	1.00	1.10	0.02	1.09	-1.07	3.41	2.08	3.41	-1.32	5.58	4.20	5.57	-1.36	11.63	9.87	11.61	-1.73
Nuveen	SYMPH35	SYMP 2022-35A	3/13/2024	1.67	1.20	2.07	2.00	0.07	3.30	4.12	5.49	-1.38
Ares Management	DENALI11	DEN11 2015-1A	3/7/2024	1.01	1.12	0.24	1.12	-0.88	3.37	1.99	3.40	-1.41	5.53	4.28	5.57	-1.29	10.83	7.56	10.90	-3.35
Brigade Capital Management	BATTL24	BATLN 2022-24A	3/6/2024	1.50	1.09	0.94	1.63	-0.70	3.38	3.62	5.05	-1.43	5.67	5.68	8.48	-2.80
Octagon Credit Investors	OCTAG61	OCT61 2023-2A	3/12/2024	1.50	0.88	0.81	1.32	-0.51	3.33	3.46	4.98	-1.52
MidOcean Credit Fund Management	MIDOCC5	MIDO 2016-5A	3/7/2024	1.07	1.12	0.95	1.19	-0.24	3.36	1.84	3.59	-1.75	5.57	3.40	5.93	-2.53	10.92	8.86	11.64	-2.77
First Eagle Private Credit	CUTW1501	CTWTR 2015-1A	3/6/2024	1.19	1.09	0.15	1.30	-1.15	3.39	2.02	4.04	-2.02	5.58	5.00	6.66	-1.66	11.21	11.63	13.39	-1.76
Bardin Hill Investment Partners	HALCL153	HLA 2015-3A	3/6/2024	1.03	1.09	0.09	1.12	-1.03	3.37	1.15	3.46	-2.32	5.49	1.63	5.64	-4.01	10.97	4.29	11.26	-6.97
Aquarian Credit Partners	GALL9181	GALL 2018-1A	2/29/2024	1.14	0.93	0.65	1.07	-0.42	3.39	1.53	3.88	-2.35	5.50	4.57	6.29	-1.73	10.57	6.49	12.09	-5.60
Apollo Global Management	GULFM1	RRAMX 2020-1A	3/6/2024	1.03	1.07	-1.82	1.11	-2.93	3.36	0.32	3.46	-3.15	5.63	2.32	5.81	-3.49	11.41	7.91	11.77	-3.86
SPBDAL	SPBDAL	SPBDAL	3/20/2024		1.09	1.09			2.94	2.94			5.20	5.20			13.63	13.63
SPBDLL	SPBDLL	SPBDLL	3/20/2024		1.09	1.20			2.94	2.83			5.20	5.19			13.63	14.27