# EDGAR Filing Document

**Accession Number:** 0001495222
**File Stem:** 0000894189-26-016078
**Filing Date:** 2026-5
**Character Count:** 120196
**Document Hash:** 78251f2716c1d8ce49de4a0f63f38441
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-016078.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000894189-26-016078

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Oxford Lane Capital Corp.
- **CENTRAL INDEX KEY:** 0001495222

**ORGANIZATION NAME:**
- **EIN:** 272859071
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22432
- **FILM NUMBER:** 261027662

**BUSINESS ADDRESS:**
- **STREET 1:** 8 SOUND SHORE DRIVE
- **STREET 2:** SUITE 255
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830
- **BUSINESS PHONE:** (203) 983-5275

**MAIL ADDRESS:**
- **STREET 1:** 8 SOUND SHORE DRIVE
- **STREET 2:** SUITE 255
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Oxford Lane Capital Corp.

- **b. Investment Company Act file number:** 811-22432

- **c. CIK number of Registrant:** 0001495222

- **d. LEI of Registrant:** 549300G3KO4JNQQD7Z72

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

  - **Street Address 1:** 8 Sound Shore Drive

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

  - **Telephone number:** 203-983-5275

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

- **a. Name of Series:** Oxford Lane Capital Corp.

- **c. LEI of Series:** 549300G3KO4JNQQD7Z72

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

- **a. Date of fiscal year-end:** 2026-03-31

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1830524078.00

**Total Liabilities:** $799453238.00

**Net Assets:** $1031070840.00

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -14.34%              | -27.53%              | 21.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-21673239.14            | $-225424471.66                             |
| Month 2  | $-3220667.04             | $-140577056.27                             |
| Month 3  | $-13540088.29            | $-15371577.38                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                         | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apidos CLO LI Ltd                                            | APID 2024-51A SUB 01/20/2038                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | JE        |  16000000 | PA      | $10140800.00  | 0.98%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apex Credit CLO LLC                                          | Apex Credit Clo 2018-I Ltd                                   | CUSIP: 03754MAE3<br>LEI: 549300OKB854VBBC1981 | Long             |  | CORP              | KY        |  12420000 | PA      | $1242.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apex Credit CLO LLC                                          | Apex Credit CLO 2020-II LLC                                  | CUSIP: 58405JAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  28709880 | PA      | $3049591.59   | 0.30%             |  |  |  | Yes           |                  3 | On Loan: No      |
| APIDO18R - FEELTR                                            | APIDO18R - FEELTR                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  14986100 | NS      | $243407.40    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | Ares XLII Clo Ltd                                            | CUSIP: BCC2CVEI0<br>LEI: 5493004S1FMDW7K3MU50 | Long             |  | CORP              | KY        |  21910000 | PA      | $203763.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | Ares XXVII CLO Ltd                                           | CUSIP: 00191CAC6<br>LEI: 549300BC3E2Y44TL8536 | Long             |  | CORP              | KY        |  27871690 | PA      | $4103577.40   | 0.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | Ares XLIX CLO Ltd                                            | CUSIP: 04017KAC2<br>LEI: 549300FI9E5EZIMPA581 | Long             |  | CORP              | KY        |  16650000 | PA      | $1767046.00   | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | Ares XXXVII CLO Ltd                                          | CUSIP: 04015QAD9<br>LEI: 635400YF4AHA6NB2CU53 | Long             |  | CORP              | KY        |  33500000 | PA      | $462300.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | ARES Loan Funding II Ltd                                     | CUSIP: 04019KAC0<br>LEI: N/A                  | Long             |  | CORP              | KY        |   7101675 | PA      | $4204282.00   | 0.41%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ares Loan Funding IX Ltd                                     | ARES 2025-ALF9A SUB 03/31/2038                               | CUSIP: 03990JAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  13750000 | PA      | $8135614.00   | 0.79%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | Ares Loan Funding VII Ltd                                    | CUSIP: 04021BAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  30000000 | PA      | $12679430.00  | 1.23%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | Ares LVII CLO Ltd                                            | CUSIP: 04017UAC0<br>LEI: N/A                  | Long             |  | CORP              | KY        |  38207700 | PA      | $10942996.00  | 1.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | Ares LXI CLO Ltd                                             | CUSIP: 04019EAC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |  13000000 | PA      | $3246945.00   | 0.31%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | Ares LXVII CLO Ltd                                           | CUSIP: 039940AC5<br>LEI: N/A                  | Long             |  | CORP              | JE        |  26046000 | PA      | $14119726.00  | 1.37%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | Ares XL CLO Ltd                                              | CUSIP: 04016HAB2<br>LEI: N/A                  | Long             |  | CORP              | KY        |  41274000 | PA      | $660384.00    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES XLIV CLO Ltd                                            | ARES 2017-44A SUB 04/15/2034                                 | CUSIP: 04016NAJ2<br>LEI: N/A                  | Long             |  | CORP              | KY        | 111500000 | PA      | $12759254.00  | 1.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | ARES XLVI CLO Ltd                                            | CUSIP: 04016UAU1<br>LEI: N/A                  | Long             |  | CORP              | KY        |   6400000 | PA      | $76160.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                                                 | Ares XXXVR CLO Ltd                                           | CUSIP: 00192TAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |   7000000 | PA      | $29400.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ares Loan Funding VIII Ltd                                   | ARES 2024-ALF8 SUB 01/24/2038                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  56782000 | PA      | $29402497.00  | 2.85%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point Clo XXX Ltd                                      | SNDPT 2021-2X SUB 07/25/2034                                 | CUSIP: G82879AB6<br>LEI: N/A                  | Long             |  | CORP              | KY        |   6931000 | PA      | $693100.00    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point Clo XXX Ltd                                      | SNDPT 2021-2X Y 07/25/2034                                   | CUSIP: G82879AC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |    226562 | PA      | $21542.76     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XXXIII Ltd                                   | SNDPT 2022-1A SUB 04/25/2035                                 | CUSIP: 83616LAC9<br>LEI: N/A                  | Long             |  | CORP              | JE        |  11800000 | PA      | $1534000.00   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XXXIII Ltd                                   | SNDPT 2022-1A Y 04/25/2035                                   | CUSIP: 83616LAE5<br>LEI: N/A                  | Long             |  | CORP              | JE        |    390625 | PA      | $46329.13     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XXXIII Ltd                                   | SNDPT 2022-1X SUB 04/25/2035                                 | CUSIP: G8288LAB8<br>LEI: N/A                  | Long             |  | CORP              | JE        |   3933176 | PA      | $511312.88    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                                         | BlueMountain Fuji US Clo II Ltd                              | CUSIP: 09629HAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  27980000 | PA      | $69950.01     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sculptor CLO Ltd                                             | Sculptor CLO XXXIV Ltd                                       | CUSIP: 81124DAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |   6579000 | PA      | $2828970.00   | 0.27%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sculptor CLO XXXV Ltd                                        | SCUL 35A SUB 04/27/2038                                      | CUSIP: 81125PAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |   8170000 | PA      | $3839900.00   | 0.37%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sculptor CLO XXXII Ltd                                       | SCUL 32A SUB 04/30/2037                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | JE        |  12000000 | PA      | $4800000.00   | 0.47%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Shackleton CLO LTD                                           | Shackleton 2013-IV-R CLO Ltd                                 | CUSIP: 81882GAE7<br>LEI: 5493000LHXWSIZGUY418 | Long             |  | CORP              | KY        |  24500000 | PA      | $61250.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO 4 Ltd                                        | SPEAK 2017-4A SUB 10/26/2034                                 | CUSIP: 56846YAE5<br>LEI: 635400L44OLNOBHFTO08 | Long             |  | CORP              | KY        |   7056061 | PA      | $423363.66    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                                         | Signal Peak CLO 4 Ltd                                        | CUSIP: BCC2ELRM7<br>LEI: 635400L44OLNOBHFTO08 | Long             |  | CORP              | KY        |  34131624 | PA      | $2047897.44   | 0.20%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                                         | Signal Peak CLO 1 LTD                                        | CUSIP: 289246AC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |  37275000 | PA      | $2236500.00   | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                                         | Signal Peak CLO 10 Ltd                                       | CUSIP: 82671WAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |   2586650 | PA      | $1034660.00   | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                                         | Signal Peak CLO 10 Ltd                                       | CUSIP: 82671WAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  10000000 | PA      | $4000000.00   | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                                         | Signal Peak CLO 5 Ltd                                        | CUSIP: 56845DAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  33067500 | PA      | $3306750.00   | 0.32%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                                         | Signal Peak CLO 7 Ltd                                        | CUSIP: 56844CAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  22817000 | PA      | $5932420.00   | 0.58%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO 8 Ltd                                        | SPEAK 2020-8A SUB 04/20/2033                                 | CUSIP: 56845QAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  12439280 | PA      | $4229355.20   | 0.41%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                                         | Signal Peak CLO 10 Ltd                                       | CUSIP: 82670VAC2<br>LEI: N/A                  | Long             |  | CORP              | KY        |  31467808 | PA      | $9440342.40   | 0.92%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Highbridge Loan Management 3-2014, Ltd.                      | Highbridge Loan Management 3-2014, Ltd.                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  25500000 | PA      | $2550.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park Funding XI, Ltd.                                | Madison Park Funding XI, Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  19000000 | PA      | $64600.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Telos CLO Ltd                                                | Telos Clo 2013-3 Ltd                                         | CUSIP: BCC20UM21<br>LEI: 25490083G97ZZN6SR263 | Long             |  | CORP              | KY        |   5666667 | PA      | $566.67       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Telos CLO Ltd                                                | Telos CLO 2014-6 Ltd                                         | CUSIP: 87970XAA8<br>LEI: 549300S94NIRW4K03T89 | Long             |  | CORP              | KY        |  21400000 | PA      | $2140.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TRAL 2017-4A SUB 01/20/2030 - Fee Letter                     | TRAL 2017-4A SUB 01/20/2030 - Fee Letter                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |    286377 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARLG246 - FEELTR                                            | CARLG246 - FEELTR                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  48222222 | NS      | $613793.99    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARLG25E - WHEQTY                                            | CARLG25E - WHEQTY                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |   5000000 | NS      | $5000000.00   | 0.48%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                               | Carlyle Global Market Strategies CLO 2016-3 Ltd              | CUSIP: 14311WAC8<br>LEI: 5493000C19IMTVUCMB96 | Long             |  | CORP              | KY        |  35445614 | PA      | $3544561.40   | 0.34%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                               | Carlyle Global Market Strategies CLO 2014-5 Ltd              | CUSIP: 14311BAE0<br>LEI: 549300ODZUR61VZRRZ07 | Long             |  | CORP              | KY        |   7134333 | PA      | $46373.16     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                               | Carlyle Global Market Strategies CLO 2013-4 Ltd              | CUSIP: 143108AA6<br>LEI: 549300TYZXFDHLTKDG17 | Long             |  | CORP              | KY        |  14500000 | PA      | $23200.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                               | Carlyle US CLO 2020-2 Ltd                                    | CUSIP: 14315HAC7<br>LEI: 635400XFOCOSFVGDN267 | Long             |  | CORP              | KY        |  14558333 | PA      | $4367499.90   | 0.42%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                               | CARLYLE US CLO 2021-11 LTD                                   | CUSIP: 143124AC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  35949200 | PA      | $10065776.00  | 0.98%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                               | CARLYLE US CLO 2021-8 LTD                                    | CUSIP: 143117AE9<br>LEI: 635400XFOCOSFVGDN267 | Long             |  | CORP              | KY        |  52839500 | PA      | $19022220.00  | 1.84%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERONA - WHEQTY                                              | VERONA - WHEQTY                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |   6620556 | NS      | $6620555.55   | 0.64%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vibrant CLO Ltd                                              | Vibrant CLO Ltd                                              | CUSIP: BCC31ZSH8<br>LEI: 54930073XIEUISQCY218 | Long             |  | CORP              | KY        |  31400000 | PA      | $8792000.00   | 0.85%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BLUMFU2- Fee Letter                                          | BLUMFU2- Fee Letter                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  55350000 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO LTD                                          | Sound Point CLO 40 Ltd                                       | CUSIP: 83617DAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  28635000 | PA      | $17181000.00  | 1.67%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARLG163 - FEELTR                                            | CARLG163 - FEELTR                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  35445614 | NS      | $182364.32    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARLG201 - FEELTR                                            | CARLG201 - FEELTR                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  28783404 | NS      | $202345.64    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden 86 CLO Ltd                                            | CUSIP: 26246AAC0<br>LEI: 25490017VKY7XEFZL303 | Long             |  | CORP              | KY        |  35350000 | PA      | $6716500.00   | 0.65%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden 75 CLO Ltd                                            | DRSLF 2019-75A SUB 07/15/2030                                | CUSIP: 26252KAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  30000000 | PA      | $4110482.00   | 0.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden 108 CLO Ltd                                           | DRSLF 2022-108A SUB 07/18/2035                               | CUSIP: 26253NAE8<br>LEI: N/A                  | Long             |  | CORP              | JE        |  23600000 | PA      | $9204000.00   | 0.89%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden 108 CLO Ltd                                           | CUSIP: BCC36RW29<br>LEI: 5493004WJFSUXXJ5FA29 | Long             |  | CORP              | JE        |   5000000 | PA      | $1950000.00   | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden 38 Senior Loan Fund                                   | CUSIP: BCC28YAG7<br>LEI: 549300ARO9JRDQL4OE07 | Long             |  | CORP              | KY        |  13100000 | NS      | $209600.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden 106 CLO Ltd                                           | CUSIP: 26254TAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  32302500 | PA      | $12873822.00  | 1.25%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden 76 CLO Ltd                                            | CUSIP: 26252XAA5<br>LEI: N/A                  | Long             |  | CORP              | KY        |  21989000 | PA      | $4495320.00   | 0.44%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden 78 CLO Ltd                                            | DRSLF 2020-78A SUB 04/17/2033                                | CUSIP: 26253JAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  10246726 | PA      | $2869083.28   | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden 78 CLO Ltd                                            | DRSLF 2020-78X SUB 04/17/2033                                | CUSIP: G2852JAB2<br>LEI: N/A                  | Long             |  | CORP              | KY        |   9667000 | PA      | $2706760.00   | 0.26%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden 87 CLO Ltd                                            | CUSIP: 26246HAC5<br>LEI: N/A                  | Long             |  | CORP              | KY        |  36886400 | PA      | $10697056.00  | 1.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden 87 CLO Ltd                                            | CUSIP: BCC30WH05<br>LEI: N/A                  | Long             |  | CORP              | KY        |   3000000 | PA      | $870000.00    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elevation CLO 2021-14 Ltd                                    | AWPT 2021-14A SUB 10/20/2034                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  32000000 | PA      | $8320000.00   | 0.81%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elevation CLO Ltd                                            | Elevation CLO 2021-14 Ltd                                    | CUSIP: 28623TAC8<br>LEI: 549300JPI8D017HI2768 | Long             |  | CORP              | KY        |  20930905 | PA      | $5442035.30   | 0.53%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elmwood CLO 14 Ltd                                           | Elmwood CLO 14 Ltd                                           | CUSIP: 29003XAE3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  32359864 | PA      | $10355156.48  | 1.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elmwood CLO 16 Ltd                                           | ELM16 2022-3A SUB 04/20/2034                                 | CUSIP: 29003DAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  39850000 | PA      | $13349750.00  | 1.29%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elmwood CLO 38 Ltd                                           | Elmwood CLO 38 Ltd                                           | CUSIP: 289909AC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  49662000 | PA      | $26320860.00  | 2.55%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elmwood CLO V Ltd                                            | Elmwood CLO V Ltd                                            | CUSIP: 29003AAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  10400000 | PA      | $4160000.00   | 0.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elevation CLO 2020-11 Ltd                                    | AWPT 2020-11X SUB 10/15/2037                                 | CUSIP: G31073AB8<br>LEI: N/A                  | Long             |  | CORP              | KY        |   3789474 | PA      | $682105.32    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elevation CLO Ltd                                            | Elevation CLO 2021-12 Ltd                                    | CUSIP: 28623NAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  44245037 | PA      | $9733908.14   | 0.94%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Zais Clo 7 llc                                               | Zais Clo 7 Ltd                                               | CUSIP: 98887WAC5<br>LEI: 549300XFDOUEB0QTZS87 | Long             |  | CORP              | KY        |   8000000 | PA      | $800.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Zais Clo 7 llc                                               | Zais Clo 7 Ltd                                               | CUSIP: 98887XAA7<br>LEI: 549300XFDOUEB0QTZS87 | Long             |  | CORP              | KY        |   1200000 | PA      | $120.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FRPP1 - FEELTR                                               | FRPP1 - FEELTR                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  29915743 | NS      | $1492889.06   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HIBLM143FEELTR - Fee Letter                                  | HIBLM143FEELTR - Fee Letter                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  25500000 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Zais CLO 9, Limited                                          | Zais Clo 9 Ltd                                               | CUSIP: 98875PAC4<br>LEI: 549300GT2U4OLB9UL559 | Long             |  | CORP              | KY        |  12700000 | PA      | $46990.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Magnetite CLO Ltd                                            | Magnetite XLVII Ltd                                          | CUSIP: 559917AE9<br>LEI: 529900SMT5EN0CN67W73 | Long             |  | CORP              | KY        |  50484000 | PA      | $28775880.00  | 2.79%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marble Point CLO LTD                                         | Marble Point CLO XVI Ltd                                     | CUSIP: 56607DAA8<br>LEI: 2549001G1E9UB7Y1WR96 | Long             |  | CORP              | KY        |  15250000 | PA      | $3050000.00   | 0.30%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marble Point CLO XVII Ltd                                    | MP17 2020-1A SUB 04/20/2033                                  | CUSIP: 56606EAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |   3000000 | PA      | $870000.00    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marble Point CLO LTD                                         | Marble Point CLO XVII Ltd                                    | CUSIP: 56606FAA4<br>LEI: 2549003LUS5LG1CTZP23 | Long             |  | CORP              | KY        |  14000000 | PA      | $4060000.00   | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marble Point CLO XVIII Ltd                                   | Marble Point CLO XVIII Ltd                                   | CUSIP: 566074AC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |  40602768 | PA      | $14210968.80  | 1.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marble Point CLO XVIII Ltd                                   | MP18 2020-2A INC 10/15/2050                                  | CUSIP: 566077AA1<br>LEI: N/A                  | Long             |  | CORP              | KY        |   7582651 | PA      | $2653927.85   | 0.26%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marble Point CLO XXIV Ltd                                    | Marble Point Clo XXIV Ltd                                    | CUSIP: 56607XAC0<br>LEI: 549300110Z5KVNWF6X83 | Long             |  | CORP              | KY        |  18040000 | PA      | $5051200.00   | 0.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marble Point CLO XXIV Ltd                                    | Marble Point Clo XXIV Ltd                                    | CUSIP: 56607YAA2<br>LEI: 549300110Z5KVNWF6X83 | Long             |  | CORP              | KY        |   9150000 | PA      | $2562000.00   | 0.25%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MBLPT18 - FEELTR                                             | MBLPT18 - FEELTR                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  37422471 | NS      | $458718.80    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MidOcean Credit CLO                                          | MidOcean Credit CLO VI                                       | CUSIP: 59802WAC9<br>LEI: 549300YUUBR2C1GYW366 | Long             |  | CORP              | KY        |  29700000 | PA      | $715770.00    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Milford Park CLO, Ltd.                                       | Milford Park CLO Ltd                                         | CUSIP: 59967DAE8<br>LEI: N/A                  | Long             |  | CORP              | JE        |  27960000 | PA      | $16216800.00  | 1.57%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MP Clo VIII, LTD                                             | MP CLO VIII Ltd                                              | CUSIP: BCC29RSQ0<br>LEI: 549300D60LKSR31DKI65 | Long             |  | CORP              | KY        |  11000000 | PA      | $660000.00    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MPCF6 - FEELTR                                               | MPCF6 - FEELTR                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  28709880 | NS      | $1094683.02   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nassau 2017-II LTD                                           | Nassau 2017-II Ltd                                           | CUSIP: 631710AA8<br>LEI: 549300UA9BSPM14TR379 | Long             |  | CORP              | KY        |   3414084 | PA      | $298390.93    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 42 Ltd                           | OCT42 2019-3A SUB 07/15/2034                                 | CUSIP: 67576RAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  31965078 | PA      | $5874765.61   | 0.57%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 47                               | Octagon Investment Partners 47 Ltd                           | CUSIP: 67576YAC2<br>LEI: N/A                  | Long             |  | CORP              | KY        |  52689000 | PA      | $14752920.00  | 1.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 48                               | Octagon Investment Partners 48 Ltd                           | CUSIP: 67577QAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  14225000 | PA      | $4946032.50   | 0.48%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 52                               | Octagon 52 Ltd                                               | CUSIP: 67577KAJ6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  33926829 | PA      | $11874390.15  | 1.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XX                               | Octagon Investment Partners XXII Ltd                         | CUSIP: 67574QAG2<br>LEI: 549300MQ9W5DWZ8QX450 | Long             |  | CORP              | KY        |  29623750 | PA      | $2962.38      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XX                               | Octagon Investment Partners XXII Ltd                         | CUSIP: 67574QAH0<br>LEI: 549300MQ9W5DWZ8QX450 | Long             |  | CORP              | KY        |   1000000 | PA      | $100.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Neuberger Berman CLO Ltd                                     | Neuberger Berman CLO XIV Ltd                                 | CUSIP: BCC22PXS1<br>LEI: 549300Z5ZNFT7IECFZ07 | Long             |  | CORP              | KY        |   7800000 | PA      | $31980.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NYACK Park CLO Ltd                                           | NYKPK 2021-1A SUB 10/20/2034                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  44553800 | PA      | $15148292.00  | 1.47%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                                              | Oaktree CLO 2019-1 Ltd                                       | CUSIP: 67401YAC3<br>LEI: 549300BJ8TRWJ20BLC43 | Long             |  | CORP              | KY        |   5000000 | PA      | $86000.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                                              | Oaktree CLO 2018-1 Ltd                                       | CUSIP: 67400HAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  11750000 | PA      | $69325.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                                              | Oaktree CLO 2019-2 Ltd                                       | CUSIP: 67401VAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  44000000 | PA      | $11440000.00  | 1.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                                              | Oaktree CLO 2019-3 Ltd                                       | CUSIP: 67400GAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  42243480 | PA      | $17742261.60  | 1.72%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                                              | Oaktree CLO 2019-4 Ltd                                       | CUSIP: 67400JAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  10000000 | PA      | $4500000.00   | 0.44%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                                              | Oaktree CLO 2022-1 Ltd                                       | CUSIP: 67402NAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  32722223 | PA      | $14397778.12  | 1.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCP CLO Ltd                                                  | OCP CLO 2020-18 Ltd                                          | CUSIP: 67570T105<br>LEI: 254900MN6N176YEZLX15 | Long             |  | CORP              | KY        |  46010000 | PA      | $10122200.00  | 0.98%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCP CLO Ltd                                                  | OCP CLO 2016-11 Ltd                                          | CUSIP: 67092H209<br>LEI: 254900QIJ8IQOK988683 | Long             |  | CORP              | KY        |  50925000 | PA      | $14768250.00  | 1.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCP CLO Ltd                                                  | OCP CLO 2025-42 Ltd                                          | CUSIP: 67091SAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  48950000 | PA      | $29859500.00  | 2.90%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCTAG57 - FEELTR                                             | OCTAG57 - FEELTR                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  31725000 | NS      | $102036.68    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCP 2024-37A SUB 10/15/2037                                  | OCP 2024-37A SUB 10/15/2037                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | JE        |  27035000 | PA      | $15409950.00  | 1.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta X Funding Ltd.                                       | Regatta X Funding Ltd                                        | CUSIP: 75884CAU0<br>LEI: 549300E2FIIBY7XTJE98 | Long             |  | CORP              | KY        |  51200000 | PA      | $1050656.13   | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XIV Funding Ltd                                      | Regatta XIV Funding Ltd                                      | CUSIP: 75888NAE8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  50300000 | PA      | $608630.00    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XVIII Funding Ltd                                    | Regatta XVIII Funding Ltd                                    | CUSIP: 75884HAB1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  29740356 | PA      | $13234458.42  | 1.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XXII Funding Ltd.                                    | Regatta XXII Funding Ltd                                     | CUSIP: 758969AC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  38823000 | PA      | $23682030.00  | 2.30%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XXIII Funding Ltd                                    | Regatta XXIII Funding Ltd                                    | CUSIP: 75889GAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  34536000 | PA      | $14850480.00  | 1.44%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XXIX Funding Ltd.                                    | Regatta XXIX Funding Ltd                                     | CUSIP: 758972AC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  38542640 | PA      | $21583878.40  | 2.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XXVI Funding Ltd.                                    | Regatta XXVI Funding Ltd                                     | CUSIP: 75900YAC2<br>LEI: N/A                  | Long             |  | CORP              | KY        |  23022500 | PA      | $14273950.00  | 1.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Riserva CLO, Ltd.                                            | Riserva Clo Ltd                                              | CUSIP: 76761TAC9<br>LEI: 549300640C8OB2I8SN35 | Long             |  | CORP              | KY        |  13600000 | PA      | $1088000.00   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockford Tower CLO Ltd                                       | Rockford Tower CLO 2019-1 Ltd                                | CUSIP: 77342NAC8<br>LEI: 549300GGUAM1ZV2SKK63 | Long             |  | CORP              | KY        |  10000000 | PA      | $1500000.00   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockford Tower CLO Ltd                                       | Rockford Tower CLO 2021-2 Ltd                                | CUSIP: BCC31GL20<br>LEI: N/A                  | Long             |  | CORP              | KY        |  24500000 | PA      | $5022500.00   | 0.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockford Tower CLO Ltd                                       | Rockford Tower CLO 2022-1 Ltd                                | CUSIP: 77340KAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  38068750 | PA      | $10659250.00  | 1.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockford Tower CLO Ltd                                       | Rockford Tower CLO 2022-3 Ltd                                | CUSIP: 77341YAC5<br>LEI: N/A                  | Long             |  | CORP              | KY        |  21000000 | PA      | $8190000.00   | 0.79%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockford Tower CLO Ltd                                       | Rockford Tower CLO 2025-2 Ltd                                | CUSIP: 77342QAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  30616000 | PA      | $17858312.80  | 1.73%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockland Park CLO Ltd                                        | Rockland Park CLO Ltd                                        | CUSIP: 77366PAC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |  40650498 | PA      | $10975634.46  | 1.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockland Park CLO Ltd                                        | Rockland Park CLO Ltd                                        | CUSIP: 77366PAE0<br>LEI: N/A                  | Long             |  | CORP              | KY        |  40650498 | PA      | $344755.67    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockland Park CLO Ltd                                        | Rockland Park CLO Ltd                                        | CUSIP: 77366PAG5<br>LEI: N/A                  | Long             |  | CORP              | KY        |  40650498 | PA      | $583779.73    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROCT213- Fee Letter                                          | ROCT213- Fee Letter                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  29264625 | NS      | $363152.36    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROCT221 - FEELTR                                             | ROCT221 - FEELTR                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  38068750 | NS      | $158070.49    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROCT223 - FEELTR                                             | ROCT223 - FEELTR                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  21000000 | NS      | $390016.30    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 522 Funding CLO LTD                                          | 522 Funding CLO 2019-5 Ltd                                   | CUSIP: 33830NAC0<br>LEI: 549300HKB0UTKU91DG08 | Long             |  | CORP              | KY        |  29800000 | PA      | $2533197.00   | 0.25%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AGL Clo 40 Ltd                                               | AGL 2025-40A SUB 07/22/2038                                  | CUSIP: 00122LAE6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  37157500 | PA      | $26010250.00  | 2.52%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AGLCL40 - FEELTR                                             | AGLCL40 - FEELTR                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  37157500 | NS      | $817539.62    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aimco                                                        | AIMCO CLO 10 Ltd                                             | CUSIP: 00900UAC8<br>LEI: 5493004I93856WYBB035 | Long             |  | CORP              | KY        |  30849600 | PA      | $12339840.00  | 1.20%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES20251 - WHEQTY                                           | ARES20251 - WHEQTY                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |   9345000 | NS      | $9345000.00   | 0.91%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                                         | BlueMountain CLO 2015-4 Ltd                                  | CUSIP: 095766AE1<br>LEI: 549300EB3KHH9T7ICE44 | Long             |  | CORP              | KY        |   9644700 | PA      | $49187.97     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                                         | BlueMountain CLO 2015-4 Ltd                                  | CUSIP: 095766AG6<br>LEI: 549300EB3KHH9T7ICE44 | Long             |  | CORP              | KY        |    837000 | PA      | $690859.80    | 0.07%             | 2030-04-20      | Floating      | 10.10%                | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                                         | BlueMountain CLO 2016-3 Ltd                                  | CUSIP: 09628XAB6<br>LEI: 549300EYIDIF4X8MHI21 | Long             |  | CORP              | KY        |   9897500 | PA      | $98975.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                                         | Signal Peak CLO 9 Ltd                                        | CUSIP: BCC31MV00<br>LEI: N/A                  | Long             |  | CORP              | KY        |   3750000 | PA      | $1125000.00   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM IX, Ltd.                                                | OZLM IX, Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  10750000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 36, Ltd.                         | Octagon Investment Partners 36, Ltd.                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  10250000 | PA      | $6197.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XXV CLO, Limited                                     | Venture XXV CLO, Limited                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  13750000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Brant Point CLO Ltd                                          | Brant Point Clo 2024-3 Ltd                                   | CUSIP: 835942AC7<br>LEI: 254900ONWQ51D1IGDN52 | Long             |  | CORP              | JE        |   5750000 | PA      | $3392500.00   | 0.33%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                               | Carlyle US CLO 2022-3 Ltd                                    | CUSIP: 14317AAE6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  19370000 | PA      | $12053951.00  | 1.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                               | Carlyle US CLO 2024-6 Ltd                                    | CUSIP: 14319QAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  48222222 | PA      | $25075555.44  | 2.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                               | Carlyle US CLO 2025-3 Ltd                                    | CUSIP: 14320FAC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |  54824000 | PA      | $31660860.00  | 3.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elevation CLO Ltd                                            | Elevation CLO 2020-11 Ltd                                    | CUSIP: 28622CAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  58231578 | PA      | $10481684.04  | 1.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elmwood CLO VI Ltd                                           | ELMW6 2020-3A SUB 10/20/2034                                 | CUSIP: 29001WAB3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  24327000 | PA      | $7298100.00   | 0.71%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elmwood CLO XII Ltd                                          | ELM12 2021-5A SUB 01/20/2035                                 | CUSIP: 29003CAE9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  32250000 | PA      | $10642500.00  | 1.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Franklin Park Place CLO I                                    | Franklin Park Place CLO I LLC                                | CUSIP: 35459EAC5<br>LEI: N/A                  | Long             |  | CORP              | KY        |  29915743 | PA      | $6282306.03   | 0.61%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nassau 2017-II LTD                                           | Nassau 2017-II Ltd                                           | CUSIP: 631710AB6<br>LEI: 549300UA9BSPM14TR379 | Long             |  | CORP              | KY        |  24400000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Neuberger Berman CLO Ltd                                     | Neuberger Berman CLO XVII Ltd                                | CUSIP: 64129VAB9<br>LEI: 549300XVEYZNG956Y145 | Long             |  | CORP              | KY        |  73756250 | PA      | $9957093.75   | 0.97%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Generate CLO Ltd.                                            | Generate CLO 6 Ltd                                           | CUSIP: 98625PAC7<br>LEI: 254900V675MOVWK0HA08 | Long             |  | CORP              | KY        |  20700000 | PA      | $7253280.00   | 0.70%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Generate CLO Ltd.                                            | Generate Clo 11 Ltd                                          | CUSIP: 37149JAC6<br>LEI: 549300LO5FP76OLGQK93 | Long             |  | CORP              | KY        |  15211000 | PA      | $4867520.00   | 0.47%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCP CLO 2024-34 Ltd                                          | OCP 2024-34A SUB 10/15/2037                                  | CUSIP: 67570NAC2<br>LEI: N/A                  | Long             |  | CORP              | JE        |  30800000 | PA      | $16324000.00  | 1.58%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                                              | Oaktree CLO 2022-2 Ltd                                       | CUSIP: 67402QAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  37000000 | PA      | $19610000.00  | 1.90%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                                     | OZLM XIV Ltd                                                 | CUSIP: 67110JAE4<br>LEI: 549300Y1XB6AVMQY8652 | Long             |  | CORP              | KY        |  35176667 | PA      | $5628266.72   | 0.55%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM IX, Ltd.                                                | OZLM IX, Ltd.                                                | CUSIP: 67109LAG7<br>LEI: N/A                  | Long             |  | CORP              | KY        |    898608 | PA      | $147820.96    | 0.01%             | 2031-10-20      | Floating      | 12.25%                | Yes           |                  3 | On Loan: No      |
| ROCT252 - FEELTR                                             | ROCT252 - FEELTR                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  30616000 | NS      | $1028213.06   | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Romark CLO Ltd                                               | Romark CLO V Ltd                                             | CUSIP: 77588QAC4<br>LEI: 549300NIP2J0NPQTYT18 | Long             |  | CORP              | KY        |  30000000 | PA      | $5100000.00   | 0.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RR 12 Ltd                                                    | RRAM 0 01/15/36 144A                                         | CUSIP: 00163J200<br>LEI: N/A                  | Long             |  | CORP              | KY        |  28480000 | NS      | $1873476.00   | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RRX Ltd                                                      | RRX 5 Ltd                                                    | CUSIP: 40256MAC2<br>LEI: 254900TI9DIU9J9B1Y09 | Long             |  | CORP              | KY        |  14423684 | PA      | $5067249.08   | 0.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aimco                                                        | AIMCO CLO Series 2015-A                                      | CUSIP: 00900MAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  15116763 | PA      | $5744369.94   | 0.56%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIMCOC26 - WHEQTY                                            | AIMCOC26 - WHEQTY                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |   4450000 | NS      | $4450000.00   | 0.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allegro CLO Ltd                                              | Allegro CLO XII Ltd                                          | CUSIP: BCC2QC340<br>LEI: 254900E0ZQX4DLP7HF87 | Long             |  | CORP              | KY        |  13147000 | PA      | $4601450.00   | 0.45%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allegro CLO Ltd                                              | Allegro CLO XIII Ltd                                         | CUSIP: 01750XAC1<br>LEI: 254900E6QZJ305P65V74 | Long             |  | CORP              | KY        |   5429220 | PA      | $1981665.30   | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allegro CLO Ltd                                              | Allegro CLO Ltd                                              | CUSIP: BCC30SWZ0<br>LEI: N/A                  | Long             |  | CORP              | KY        |  10194000 | PA      | $3720810.00   | 0.36%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALM Loan Funding                                             | ALM XVII Ltd                                                 | CUSIP: 02014Q201<br>LEI: 54930081ZGXPKB4CYI89 | Long             |  | CORP              | KY        |   6500000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| American Money Management Corp                               | AMMC CLO 25 Ltd                                              | CUSIP: 00177KAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  22569100 | PA      | $11735932.00  | 1.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AMMCCL25FLTR - Fee Letter                                    | AMMCCL25FLTR - Fee Letter                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  19000000 | NS      | $999779.44    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital 2014-5R - Sub Notes - Special Contribution | Anchorage Capital 2014-5R - Sub Notes - Special Contribution | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |      6007 | NS      | $6006.82      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO 1-R, Ltd. - Special Contribution       | Anchorage Capital CLO 1-R, Ltd. - Special Contribution       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |      8097 | NS      | $8097.12      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO LTD                                    | Anchorage Capital CLO 5-R Ltd                                | CUSIP: 03329YAC7<br>LEI: 549300687XYK5L55VX28 | Long             |  | CORP              | KY        |  25741000 | PA      | $56630.20     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO LTD                                    | Anchorage Capital CLO 5-R Ltd                                | CUSIP: BCC2F9DF3<br>LEI: 549300687XYK5L55VX28 | Long             |  | CORP              | KY        |   1575000 | PA      | $3465.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO LTD                                    | ANCHORAGE CAPITAL CLO 1-R LTD                                | CUSIP: 03329BAC7<br>LEI: 549300L8BI45FDIJHO17 | Long             |  | CORP              | KY        |   1150000 | PA      | $7935.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO LTD                                    | ANCHORAGE CAPITAL CLO 1-R LTD                                | CUSIP: BCC2FZEY3<br>LEI: 549300L8BI45FDIJHO17 | Long             |  | CORP              | KY        |  11000000 | PA      | $75900.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO LTD                                    | Anchorage Capital CLO 4-R Ltd                                | CUSIP: BCC2FF5G6<br>LEI: 549300MP4QPQUMB6AD63 | Long             |  | CORP              | KY        |   1000000 | PA      | $5000.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO LTD                                    | Anchorage Capital CLO 4-R Ltd                                | CUSIP: BCC2FF5G6<br>LEI: 549300MP4QPQUMB6AD63 | Long             |  | CORP              | KY        |   8000000 | PA      | $40000.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO LTD                                    | Anchorage Capital Clo 17 Ltd                                 | CUSIP: 03329DAC3<br>LEI: 549300UNU854VTZYQ112 | Long             |  | CORP              | KY        |  40911000 | PA      | $13909740.00  | 1.35%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apex Credit CLO LLC                                          | Apex Credit CLO 2019 LTD                                     | CUSIP: 03754BAC1<br>LEI: 549300OKB854VBBC1981 | Long             |  | CORP              | KY        |  17500000 | PA      | $2101601.00   | 0.20%             |  |  |  | Yes           |                  3 | On Loan: No      |
| APEXC 2019-1A FRR 07/18/2037                                 | APEXC 2019-1A FRR 07/18/2037                                 | CUSIP: 03754BAG2<br>LEI: N/A                  | Long             |  | CORP              | KY        |   2775000 | PA      | $1172437.50   | 0.11%             | 2037-07-18      | Floating      | 14.12%                | Yes           |                  3 | On Loan: No      |
| Apex Credit CLO LLC                                          | Apex Credit CLO 2019-II Ltd                                  | CUSIP: 03755DAC6<br>LEI: 549300OKB854VBBC1981 | Long             |  | CORP              | KY        |   4500000 | PA      | $405000.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| False                                                        | APID 2015-20A SUB 07/16/2031                                 | CUSIP: 03765MAC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |  16400000 | PA      | $580560.00    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO Ltd                                               | Apidos CLO XXIII                                             | CUSIP: 03766QAE0<br>LEI: 635400C39IXGGYE6DH05 | Long             |  | CORP              | KY        |   5000000 | PA      | $1707000.00   | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO Ltd                                               | Apidos CLO XVIII                                             | CUSIP: 03767QAE9<br>LEI: 549300LPFPUEJZX23R93 | Long             |  | CORP              | KY        |  14986100 | PA      | $4495830.00   | 0.44%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                                         | BlueMountain CLO 2018-1 Ltd                                  | CUSIP: 09629UAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |   8767399 | PA      | $298091.57    | 0.03%             | 2030-07-30      | Floating      | 12.14%                | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                                         | BlueMountain CLO 2018-1 Ltd                                  | CUSIP: 09629UAE5<br>LEI: N/A                  | Long             |  | CORP              | KY        |   9000000 | PA      | $900.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO 2018-3 Ltd                                  | BLUEM 2018-3A SUB 10/25/2030                                 | CUSIP: 09629YAE7<br>LEI: N/A                  | Long             |  | CORP              | KY        |   6000000 | PA      | $60000.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                                         | BlueMountain CLO XXXI Ltd                                    | CUSIP: 09631DAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  18194883 | PA      | $4184823.09   | 0.41%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                                         | BlueMountain Fuji US Clo II Ltd                              | CUSIP: 09629HAA2<br>LEI: N/A                  | Long             |  | CORP              | KY        |   4750000 | PA      | $3116475.00   | 0.30%             | 2030-10-20      | Floating      | 10.30%                | Yes           |                  3 | On Loan: No      |
| ARES61- Fee Letter                                           | ARES61- Fee Letter                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  13000000 | NS      | $275750.54    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                   | Atlas Senior Loan Fund Ltd                                   | CUSIP: 04943FAC2<br>LEI: N/A                  | Long             |  | CORP              | KY        |   6000000 | PA      | $1140000.00   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Atlas Senior Loan Fund XVII Ltd                              | ATCLO 2021-17A SUB 10/20/2034                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |   6000000 | PA      | $900000.00    | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Atrium CDO Corp                                              | Madison Park Funding XLI Ltd                                 | CUSIP: 04964YAE1<br>LEI: 549300O252OCTN35RH57 | Long             |  | CORP              | KY        |  39075000 | PA      | $121132.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BBAM US CLO LTD.                                             | BBAM US CLO I Ltd                                            | CUSIP: 054979AC3<br>LEI: 549300LRECI1GZTZLF38 | Long             |  | CORP              | KY        |  18500000 | PA      | $8112085.00   | 0.79%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO 2018-3 Ltd                                  | BLUEM 2018-3A SUB 10/25/2030                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  17825000 | PA      | $178250.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Babson CLO Ltd                                               | Barings CLO Ltd 2019-III                                     | CUSIP: 06761PAC4<br>LEI: 549300T40QLO0VJIOB35 | Long             |  | CORP              | KY        |  30726502 | PA      | $9666557.53   | 0.94%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO LTD                                          | Sound Point Clo XX Ltd                                       | CUSIP: 83611HAC3<br>LEI: 549300RTEBF0FW35D815 | Long             |  | CORP              | KY        |  13000000 | PA      | $1300.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO LTD                                          | Sound Point CLO V-R LTD                                      | CUSIP: 83607GAC1<br>LEI: 549300UPX3H8ENJXHI23 | Long             |  | CORP              | KY        |   1568484 | PA      | $3921.21      | 0.00%             | 2031-07-18      | Floating      | 12.03%                | Yes           |                  3 | On Loan: No      |
| Sound Point CLO LTD                                          | Sound Point CLO V Ltd                                        | CUSIP: BCC26QYI6<br>LEI: 549300RTEBF0FW35D815 | Long             |  | CORP              | KY        |  44500000 | PA      | $4450.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO LTD                                          | Sound Point CLO XXIII                                        | CUSIP: 83614CAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  19202500 | PA      | $789140.00    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO LTD                                          | Sound Point CLO XXIII                                        | CUSIP: 83614CAE7<br>LEI: N/A                  | Long             |  | CORP              | KY        |    608701 | PA      | $28301.08     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XXIX Ltd                                     | SNDPT 2021-1A SUB 04/25/2034                                 | CUSIP: 83615GAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  15340500 | PA      | $1840860.00   | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XXIX Ltd                                     | SNDPT 2021-1A Y 04/25/2034                                   | CUSIP: 83615GAE7<br>LEI: N/A                  | Long             |  | CORP              | KY        |    492188 | PA      | $24030.19     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO Ltd                                          | SNDPT 2021-1X SUB 04/25/2034                                 | CUSIP: G8288HAB7<br>LEI: N/A                  | Long             |  | CORP              | KY        |   6087500 | PA      | $730500.00    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO Ltd                                          | SNDPT 2021-1X Y 04/25/2034                                   | CUSIP: G8288HAC5<br>LEI: N/A                  | Long             |  | CORP              | KY        |    195312 | PA      | $9535.76      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point Clo XXX Ltd                                      | SNDPT 2021-2A SUB 07/25/2034                                 | CUSIP: 83615HAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  14220500 | PA      | $1422050.00   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point Clo XXX Ltd                                      | SNDPT 2021-2A Y 07/25/2034                                   | CUSIP: 83615HAE5<br>LEI: N/A                  | Long             |  | CORP              | KY        |    464844 | PA      | $44199.91     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture CDO LTD                                              | Venture 2021-42A Y 04/15/2034                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |    582524 | PA      | $28013.27     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VENT25_FeeLetter                                             | VENT25_FeeLetter                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  12500000 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture 42 CLO Ltd                                           | VENTR 2021-42A SUB 04/15/2034                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |   7000000 | PA      | $560000.00    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture 48 CLO Ltd                                           | VENTR 2023-48A SUB 10/20/2036                                | CUSIP: 92331QAC3<br>LEI: N/A                  | Long             |  | CORP              | JE        |  26848000 | PA      | $6712000.00   | 0.65%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture CDO Ltd                                              | Venture 44 CLO Ltd                                           | CUSIP: 92332QAE8<br>LEI: 5493005RF0X3GB54HH60 | Long             |  | CORP              | KY        |  24750000 | PA      | $1485000.00   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture CDO Ltd                                              | Venture XXII CLO Ltd                                         | CUSIP: 92331JAE5<br>LEI: 549300ERIHFJJFMGMG87 | Long             |  | CORP              | KY        |  18500000 | PA      | $1850.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture CDO Ltd                                              | Venture 37 CLO Ltd                                           | CUSIP: 92332JAC8<br>LEI: 549300IW5Q3C6JHMIU22 | Long             |  | CORP              | KY        |   8500000 | PA      | $85000.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture CDO Ltd                                              | Venture XX CLO Ltd                                           | CUSIP: 92330KAE3<br>LEI: 549300LQ92YS70N4PB21 | Long             |  | CORP              | KY        |   7200000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture CDO Ltd                                              | Venture 47 Clo Ltd                                           | CUSIP: 92330QAC4<br>LEI: 549300OR6XPG21TVTN63 | Long             |  | CORP              | JE        |  13000000 | PA      | $5330000.00   | 0.52%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture 41 Clo Ltd                                           | VENTR 2021-41A SUB 01/20/2034                                | CUSIP: 92326KAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |   5000000 | PA      | $500000.00    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture CDO Ltd                                              | Venture 41 Clo Ltd                                           | CUSIP: BCC2QIIU3<br>LEI: 549300Q6VG2813TG2830 | Long             |  | CORP              | KY        |   9000000 | PA      | $900000.00    | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XXI CLO                                              | Venture XXI CLO Ltd                                          | CUSIP: 92330LAE1<br>LEI: 5493001C8B2BF8JNTO68 | Long             |  | CORP              | KY        |   9750000 | PA      | $975.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XXI CLO                                              | Venture XXI CLO Ltd                                          | CUSIP: BCC29EY09<br>LEI: 5493001C8B2BF8JNTO68 | Long             |  | CORP              | KY        |  20250000 | PA      | $2025.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XXXIII Ltd                                   | SNDPT 2022-1X Y 04/25/2035                                   | CUSIP: G8288LAC6<br>LEI: N/A                  | Long             |  | CORP              | JE        |    130203 | PA      | $15442.41     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Symphony CLO XVII Ltd                                        | SYMP 2016-17A SUB 04/15/2028                                 | CUSIP: 87165XAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |   7750000 | PA      | $13175.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW CLO 2021-2 Ltd                                           | TCW 2021-2A SUB 07/25/2034                                   | CUSIP: 87301QAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |   5625000 | PA      | $1575000.00   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW Gem Ltd                                                  | TCW CLO 2022-1 Ltd                                           | CUSIP: 871978AC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  15936000 | PA      | $5258880.00   | 0.51%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW Gem Ltd                                                  | TCW CLO 2022-1 Ltd                                           | CUSIP: 871979AA8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  12550000 | PA      | $4141500.00   | 0.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW Ltd                                                      | TCW CLO 2025-1 LTD                                           | CUSIP: 872409AC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  26075000 | PA      | $13950125.00  | 1.35%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Telos Clo 2013-3 Ltd                                         | TELOS 2013-3A SUB 01/17/2024                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |   4666667 | PA      | $466.67       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Telos CLO Ltd                                                | Telos Clo 2013-3 Ltd                                         | CUSIP: 87974GAB9<br>LEI: 25490083G97ZZN6SR263 | Long             |  | CORP              | KY        |   3998876 | PA      | $399.89       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Tralee CLO Ltd                                               | Tralee CLO II Ltd                                            | CUSIP: BCC223K13<br>LEI: 549300KVMYUNBMVPNK19 | Long             |  | CORP              | KY        |   6300000 | PA      | $630.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO XXXIV Ltd.                                  | BlueMountain CLO XXXIV Ltd.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  10700000 | PA      | $3210000.00   | 0.31%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARLYLE US CLO 2020-1 LTD                                    | CGMS 2020-1A SUB 07/20/2034                                  | CUSIP: 14315UAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  28783404 | PA      | $10937693.52  | 1.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CBAM CLO Management                                          | CBAM 2019-10 Ltd                                             | CUSIP: 12482QAC8<br>LEI: 254900IPFC9SXD6VQ444 | Long             |  | CORP              | KY        |  15000000 | PA      | $435000.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CBAM2114 - FEELTR                                            | CBAM2114 - FEELTR                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  37085300 | NS      | $956014.38    | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CBAM CLO Management                                          | CBAM 2021-14 Ltd                                             | CUSIP: 12511HAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  37085300 | PA      | $6860780.50   | 0.67%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CBAMR Ltd                                                    | CBAMR 2021-15 LLC                                            | CUSIP: 12511FAA1<br>LEI: N/A                  | Long             |  | CORP              | US        |  28883687 | PA      | $8953942.97   | 0.87%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                                            | Cedar Funding XV CLO Ltd                                     | CUSIP: 15032WAC3<br>LEI: 5493002XZZZCKFWQIL45 | Long             |  | CORP              | KY        |  34235000 | PA      | $13694000.00  | 1.33%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                                            | Cedar Funding IV CLO Ltd                                     | CUSIP: 150322AC9<br>LEI: 549300PPJP6KEORGHQ85 | Long             |  | CORP              | KY        |  47374000 | PA      | $11843500.00  | 1.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                                            | Cedar Funding IV CLO Ltd                                     | CUSIP: BCC27XAC9<br>LEI: 549300PPJP6KEORGHQ85 | Long             |  | CORP              | KY        |     66000 | PA      | $16500.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                                            | Cedar Funding VIII Clo Ltd                                   | CUSIP: 15032GAC8<br>LEI: 549300PTCF9P2JDL1E69 | Long             |  | CORP              | KY        |  59507500 | PA      | $16662100.00  | 1.62%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                                            | Cedar Funding X CLO Ltd                                      | CUSIP: 15034MAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  18000000 | PA      | $6480000.00   | 0.63%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                                            | Cedar Funding XII CLO Ltd                                    | CUSIP: 15033KAB0<br>LEI: N/A                  | Long             |  | CORP              | KY        |  20008575 | PA      | $8603687.25   | 0.83%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                                            | Cedar Funding XII CLO Ltd                                    | CUSIP: BCC2PJFX9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  12000000 | PA      | $5160000.00   | 0.50%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                                            | Cedar Funding XIV CLO Ltd                                    | CUSIP: 15033GAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  21540000 | PA      | $5600400.00   | 0.54%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cent CLO LP                                                  | Cent CLO 22 Ltd                                              | CUSIP: 15137GAE8<br>LEI: 549300C1R4TPBBMHW903 | Long             |  | CORP              | KY        |  40000000 | PA      | $244000.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2014-III Ltd                                    | CIFC 2014-3A SUB 03/31/2038                                  | CUSIP: 12549RAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  22386000 | PA      | $9849840.00   | 0.96%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding Ltd                                             | CIFC Funding 2014-III Ltd                                    | CUSIP: 12549TAA7<br>LEI: 549300KEIUMRD7WX5J42 | Long             |  | CORP              | KY        |    572500 | PA      | $251900.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding Ltd                                             | CIFC Funding 2014-III Ltd                                    | CUSIP: BCC277UU4<br>LEI: 549300KEIUMRD7WX5J42 | Long             |  | CORP              | KY        |   1250000 | PA      | $550000.00    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding Ltd                                             | CIFC Funding 2025-VIII Ltd                                   | CUSIP: 12576FAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  41207000 | PA      | $31729390.00  | 3.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIG CLO LTD                                                  | AIG CLO 2018-1 LLC                                           | CUSIP: 00140QAC7<br>LEI: N/A                  | Long             |  | CORP              | US        |  20518400 | PA      | $7591808.00   | 0.74%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COLCT28 - FEELTR                                             | COLCT28 - FEELTR                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  40000000 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Crestline Denali CLO XVI, Ltd.                               | Crestline Denali CLO XVI Ltd                                 | CUSIP: 22615GAC9<br>LEI: 2549008AB2W065F6TK51 | Long             |  | CORP              | KY        |  22000000 | PA      | $297000.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CROPK - M                                                    | CROPK - M                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  49573000 | NS      | $1860188.53   | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CROPK - SUBORD                                               | CROPK - SUBORD                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  39573000 | NS      | $19390770.00  | 1.88%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vibrant CLO Ltd                                              | Vibrant Clo III Ltd                                          | CUSIP: 92557TAC4<br>LEI: 54930073XIEUISQCY218 | Long             |  | CORP              | KY        |  20560000 | PA      | $102800.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vibrant CLO Ltd                                              | Vibrant Clo III Ltd                                          | CUSIP: BCC28NB05<br>LEI: 54930073XIEUISQCY218 | Long             |  | CORP              | KY        |  11250000 | PA      | $56250.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO Ltd                                                 | Voya CLO 2018-4 Ltd                                          | CUSIP: 92891EAE8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  38851800 | PA      | $6642279.00   | 0.64%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO Ltd                                                 | Voya CLO 2020-3 Ltd                                          | CUSIP: 92918KAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  15220000 | PA      | $7001200.00   | 0.68%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2024-4 Ltd                                          | VOYA 2024-4A SUB 07/20/2037                                  | CUSIP: 92920PAC2<br>LEI: N/A                  | Long             |  | CORP              | KY        |  42720000 | PA      | $25632000.00  | 2.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wellfleet CLO Ltd                                            | Wellfleet CLO 2016-2 Ltd                                     | CUSIP: 94949MAC2<br>LEI: 254900SGJWAIVC8ISP96 | Long             |  | CORP              | KY        |  11000000 | PA      | $72600.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wind River CLO Ltd                                           | THL Credit Wind River 2017-1 CLO Ltd                         | CUSIP: 88432QAC9<br>LEI: 254900W8N6WOFX1LSH24 | Long             |  | CORP              | KY        |  14200000 | PA      | $3016080.00   | 0.29%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wind River CLO Ltd                                           | THL Credit Wind River 2018-2 Clo Ltd                         | CUSIP: 88433LAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  32250000 | PA      | $674484.00    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wind River CLO Ltd                                           | THL Credit Wind River 2018-3 CLO Ltd                         | CUSIP: 88432XAC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |  25400000 | PA      | $1475740.00   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wind River CLO Ltd                                           | Wind River 2021-2 CLO Ltd                                    | CUSIP: 97315YAC5<br>LEI: N/A                  | Long             |  | CORP              | KY        |  30700000 | PA      | $4298000.00   | 0.42%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wind River 2021-4 CLO Ltd                                    | WINDR 2021-4A SUB 01/20/2035                                 | CUSIP: 97316VAE6<br>LEI: N/A                  | Long             |  | CORP              | KY        |   9096750 | PA      | $363870.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wind River CLO Ltd                                           | Wind River 2023-1 CLO Ltd                                    | CUSIP: 97316NAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  42300000 | PA      | $13324500.00  | 1.29%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Windriver 2017-1 - Fee Letter                                | Windriver 2017-1 - Fee Letter                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  11563637 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HPS Loan Management Ltd                                      | HPS Loan Management 10-2016 Ltd                              | CUSIP: 40436UAC7<br>LEI: 2549009NI8GVCM3ROT27 | Long             |  | CORP              | KY        |  28161448 | PA      | $3660988.24   | 0.36%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HPS Loan Management Ltd                                      | HPS Loan Management 2021-16 Ltd                              | CUSIP: 40441AAC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |  32364000 | PA      | $10680120.00  | 1.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HPS Loan Management Ltd                                      | Highbridge Loan Management 5-2015 Ltd                        | CUSIP: 42982BAE9<br>LEI: 54930067MZ9NV8B3SZ80 | Long             |  | CORP              | KY        |  23125000 | PA      | $97125.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HPS Loan Management Ltd                                      | Highbridge Loan Management 5-2015 Ltd                        | CUSIP: 44330XAC0<br>LEI: 54930067MZ9NV8B3SZ80 | Long             |  | CORP              | KY        |   4375000 | PA      | $562187.50    | 0.05%             | 2030-10-15      | Floating      | 11.93%                | Yes           |                  3 | On Loan: No      |
| HPS Investment Partners                                      | Highbridge Loan Management 2013-2 Ltd                        | CUSIP: 44330FAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |   1282220 | PA      | $226696.54    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HPSL2116- Fee Letter                                         | HPSL2116- Fee Letter                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  28764000 | NS      | $276000.90    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ICG US CLO Ltd                                               | ICG US CLO 2014-1, Ltd.                                      | CUSIP: 44928YAQ5<br>LEI: 213800MAPH9PBACGJG35 | Long             |  | CORP              | KY        |  28687500 | PA      | $2295000.00   | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ICG US CLO Ltd                                               | ICG US CLO 2018-2 LTD                                        | CUSIP: 44933HAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  17950000 | PA      | $283610.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WNDRV231- Fee Letter                                         | WNDRV231- Fee Letter                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  42300000 | NS      | $3936689.29   | 0.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WNDRVR212- Fee Letter                                        | WNDRVR212- Fee Letter                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  30700000 | NS      | $229309.22    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Generate CLO Ltd.                                            | Generate CLO 5 Ltd                                           | CUSIP: 98625MAC4<br>LEI: 635400TYXCFIHMPETY18 | Long             |  | CORP              | KY        |  32625000 | PA      | $4893750.00   | 0.47%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kings Park CLO Ltd                                           | Kings Park CLO Ltd                                           | CUSIP: 496097AC0<br>LEI: N/A                  | Long             |  | CORP              | KY        |  46879250 | PA      | $14063775.00  | 1.36%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lakeside Park CLO Ltd                                        | LAKPK 2025-1A SUB 04/15/2038                                 | CUSIP: 51219AAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  55824333 | PA      | $29586896.49  | 2.87%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lakeside Park CLO Ltd                                        | LAKPK 2025-1A M 04/15/2038                                   | CUSIP: 51219AAE7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  55824333 | PA      | $1953209.24   | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM Ltd Partnership                                          | LCM 35 Ltd                                                   | CUSIP: 50203NAC3<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             |  | CORP              | KY        |  28000000 | PA      | $1604935.00   | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM Ltd Partnership                                          | LCM 40 Ltd                                                   | CUSIP: 50190MAE6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             |  | CORP              | JE        |   5772496 | PA      | $305296.52    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM Ltd Partnership                                          | LCM 40 Ltd                                                   | CUSIP: 50190RAA3<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             |  | CORP              | JE        |  17000000 | PA      | $5810961.00   | 0.56%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park Funding Ltd                                     | Madison Park Funding XIII Ltd                                | CUSIP: 55818NAE5<br>LEI: N/A                  | Long             |  | CORP              | KY        |  21500000 | PA      | $195650.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park Funding Ltd                                     | Madison Park Funding XXI Ltd                                 | CUSIP: BCC2BIUX9<br>LEI: N/A                  | Long             |  | CORP              | KY        |   7000000 | PA      | $328300.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park Funding Ltd                                     | Madison Park Funding XXIV Ltd                                | CUSIP: 55820QAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |   3568750 | PA      | $428250.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park XLIV                                            | Atrium XV                                                    | CUSIP: 04965EAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  23394737 | PA      | $5380789.51   | 0.52%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Magnetite Xlv Ltd                                            | MAGNE 2025-45A SUB 04/15/2038                                | CUSIP: 55956DAE9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  50550000 | PA      | $33868500.00  | 3.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Magnetite CLO Ltd                                            | Magnetite 50 Ltd                                             | CUSIP: 55956NAE7<br>LEI: 529900LA8YF5OY74OD31 | Long             |  | CORP              | KY        |  48817000 | PA      | $34420866.70  | 3.34%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCTAG60 - FEELTR                                             | OCTAG60 - FEELTR                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  35750000 | NS      | $824810.31    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCTAG75 - FEELTR                                             | OCTAG75 - FEELTR                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  53044000 | NS      | $721816.75    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon 57 Ltd                                               | Octagon 57 Ltd                                               | CUSIP: 67592YAC2<br>LEI: N/A                  | Long             |  | CORP              | KY        |  31725000 | PA      | $5549053.00   | 0.54%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon 60 Ltd                                               | OCT60 2022-1A SUB 10/20/2035                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  35750000 | PA      | $18590000.00  | 1.80%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon 75 Ltd                                               | Octagon 75 Ltd                                               | CUSIP: 67579GAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  53044000 | PA      | $29174200.00  | 2.83%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 24                               | Octagon Investment Partners 24 Ltd                           | CUSIP: BCC291RR6<br>LEI: N/A                  | Long             |  | CORP              | KY        | 110000000 | PA      | $14850000.00  | 1.44%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 31                               | Octagon Investment Partners 31 Ltd                           | CUSIP: 67576CAE6<br>LEI: 5493003JSU68UU09PZ63 | Long             |  | CORP              | KY        |  29325000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 38                               | Octagon Investment Partners 38 Ltd                           | CUSIP: 67591XAC5<br>LEI: N/A                  | Long             |  | CORP              | KY        |  27930029 | PA      | $3351603.48   | 0.33%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40                               | Octagon Investment Partners 40 Ltd                           | CUSIP: 67592EAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  17740000 | PA      | $1596600.00   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41                               | Octagon Investment Partners 41 Ltd                           | CUSIP: 67592GAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  17000000 | PA      | $1567080.00   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                                     | OZLM IX Ltd                                                  | CUSIP: BCC28B9M6<br>LEI: 549300Y1XB6AVMQY8652 | Long             |  | CORP              | KY        |   2250000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                                     | OZLM IX Ltd                                                  | CUSIP: BCC2I4DW4<br>LEI: N/A                  | Long             |  | CORP              | KY        |    248412 | PA      | $40863.79     | 0.00%             | 2031-10-20      | Floating      | 12.25%                | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                                     | OZLM VII Ltd                                                 | CUSIP: 67108XAF4<br>LEI: 549300Y1XB6AVMQY8652 | Long             |  | CORP              | KY        |    667647 | PA      | $66.76        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                                     | OZLM VII Ltd                                                 | CUSIP: 67108XAE7<br>LEI: 549300Y1XB6AVMQY8652 | Long             |  | CORP              | KY        |  21224026 | PA      | $2122.40      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                                     | OZLM XXIII Ltd                                               | CUSIP: 67112YAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  31755000 | PA      | $7462425.00   | 0.72%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Peace Park CLO, Ltd.                                         | Peace Park CLO Ltd                                           | CUSIP: 70470NAC7<br>LEI: 549300XHXTUZ93V6SK42 | Long             |  | CORP              | KY        |  18750000 | PA      | $6562500.00   | 0.64%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XX                               | Octagon Investment Partners XXII Ltd                         | CUSIP: BCC289BN6<br>LEI: 549300MQ9W5DWZ8QX450 | Long             |  | CORP              | KY        |   1431250 | PA      | $143.13       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investments Partners 3                               | Octagon Investment Partners 36 Ltd                           | CUSIP: 67591QAC0<br>LEI: 549300S890TBOLY1D042 | Long             |  | CORP              | KY        |   1600000 | PA      | $584320.00    | 0.06%             | 2031-04-15      | Floating      | 11.68%                | Yes           |                  3 | On Loan: No      |
| OFSI Fund LTD                                                | OFSI BSL VIII Ltd                                            | CUSIP: 67111JAC7<br>LEI: 254900VR4BMP1BVIS878 | Long             |  | CORP              | KY        |   4820896 | PA      | $370244.81    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OFSI Fund LTD                                                | OFSI BSL VIII Ltd                                            | CUSIP: 67111PAA7<br>LEI: 254900VR4BMP1BVIS878 | Long             |  | CORP              | KY        |   3679104 | PA      | $282555.19    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                                     | OZLM XIX Ltd                                                 | CUSIP: 67112DAC9<br>LEI: 5493009C40QUU66J8E83 | Long             |  | CORP              | KY        |  42795000 | PA      | $9837459.99   | 0.95%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OFSI BSL X Ltd                                               | OFSBS 2021-10A SUB 04/20/2034                                | CUSIP: 67114FAC2<br>LEI: N/A                  | Long             |  | CORP              | KY        |  24700000 | PA      | $2717000.00   | 0.26%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                                 | Point Au Roche Park CLO Ltd                                  | CUSIP: 73052WAE3<br>LEI: 5493000RMLD359CPH591 | Long             |  | CORP              | KY        |  12320000 | PA      | $99806.01     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                                 | Point Au Roche Park CLO Ltd                                  | CUSIP: 73052WAG8<br>LEI: 5493000RMLD359CPH591 | Long             |  | CORP              | KY        |  12320000 | PA      | $161961.54    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Polus Capital Management                                     | POLUS US CLO I Ltd                                           | CUSIP: 73163HAC6<br>LEI: 254900NPT7G7FAJXZS09 | Long             |  | CORP              | BM        |  10000000 | PA      | $4000000.00   | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Post CLO LTD                                                 | Post CLO 2018-1 Ltd                                          | CUSIP: BCC2G5XB7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  29282500 | PA      | $7320625.00   | 0.71%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGATF32 - FEELTR                                            | REGATF32 - FEELTR                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  28657356 | NS      | $810928.02    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGATF6 - FEELTR                                             | REGATF6 - FEELTR                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  33675700 | NS      | $548264.15    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta 32 Funding Ltd.                                      | Regatta 32 Funding Ltd                                       | CUSIP: 75884FAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  28657356 | PA      | $20633296.32  | 2.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta VI Funding Ltd.                                      | Regatta VI Funding Ltd                                       | CUSIP: 75887PAC8<br>LEI: 2549001NU08X5ZRD6A39 | Long             |  | CORP              | KY        |  33675700 | PA      | $5724869.00   | 0.56%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta X Funding Ltd.                                       | Regatta X Funding Ltd                                        | CUSIP: 75884CAC0<br>LEI: 549300E2FIIBY7XTJE98 | Long             |  | CORP              | KY        |  31600000 | PA      | $4108000.00   | 0.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta X Funding Ltd.                                       | Regatta X Funding Ltd                                        | CUSIP: 75884CAQ9<br>LEI: 549300E2FIIBY7XTJE98 | Long             |  | CORP              | KY        |  51200000 | PA      | $142878.76    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sculptor CLO Ltd                                             | Sculptor Clo XXXVII Ltd                                      | CUSIP: 81125RAC4<br>LEI: 25490013P9DWF3Z9S950 | Long             |  | CORP              | KY        |  34400000 | PA      | $25297760.00  | 2.45%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sculptor Clo Xxxiii Ltd                                      | SCUL 33A SUB 07/20/2037                                      | CUSIP: 811247AC9<br>LEI: N/A                  | Long             |  | CORP              | JE        |   5786000 | PA      | $2140820.00   | 0.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sculptor CLO XXIX Ltd                                        | SCUL 29X SUB 10/22/2034                                      | CUSIP: G80012AB6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  24180000 | PA      | $5803200.00   | 0.56%             |  |  |  | Yes           |                  3 | On Loan: No      |
| First American Government Obligations Fund                   | First American Government Obligations Fund                   | CUSIP: 31846V567<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  96698374 | PA      | $96698374.00  | 9.38%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** Oxford Lane Capital Corp.

**Signature:** /s/ Bruce L. Rubin

**Name of Signer:** Bruce L. Rubin

**Title:** Chief Financial Officer, Corporate Secretary and Treasurer