# EDGAR Filing Document

**Accession Number:** 0001495222
**File Stem:** 0000894189-25-014410
**Filing Date:** 2025-11
**Character Count:** 113701
**Document Hash:** e057387193faad2284cd96a534459e82
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-014410.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0000894189-25-014410

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**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:** 251513411

**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:** 2025-09-30

**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:** $2649198971.00

**Total Liabilities:** $785398550.00

**Net Assets:** $1863800421.00

**Delayed Delivery Securities:** $6451468.27

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -12.98%              | 8.00%                | -7.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5159135.71             | $-39525412.43                              |
| Month 2  | $-17155374.71            | $-14126058.10                              |
| Month 3  | $4247688.15              | $-14888084.69                              |

**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 Ltd                             | Apidos CLO XVIII                                | CUSIP: 03767QAE9<br>LEI: 549300LPFPUEJZX23R93 | Long             |  | CORP              | KY        |  14986100 | PA      | $6593884.00   | 0.35%             |  |  |  | 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      | $11960.00     | 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      | $114400.00    | 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      | $5700.00      | 0.00%             |  |  |  | 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      | $3548000.00   | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2016-11 Ltd                             | CUSIP: 67092H209<br>LEI: 254900QIJ8IQOK988683 | Long             |  | CORP              | KY        |  50925000 | PA      | $19096875.00  | 1.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2025-42 Ltd                             | CUSIP: 67091SAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  48950000 | PA      | $37202000.00  | 2.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCTAG57 - FEELTR                           | OCTAG57 - FEELTR                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  31725000 | NS      | $207236.56    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XVIII Funding Ltd                  | Regatta XVIII Funding Ltd                       | CUSIP: 75884HAB1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  29740356 | PA      | $18810775.17  | 1.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XXII Funding Ltd.                  | Regatta XXII Funding Ltd                        | CUSIP: 758969AC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  38823000 | PA      | $27176100.00  | 1.46%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XXIII Funding Ltd                  | Regatta XXIII Funding Ltd                       | CUSIP: 75889GAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  26429333 | PA      | $15593306.47  | 0.84%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XXIX Funding Ltd.                  | Regatta XXIX Funding Ltd                        | CUSIP: 758972AC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  38542640 | PA      | $31604964.80  | 1.70%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XXVI Funding Ltd.                  | Regatta XXVI Funding Ltd                        | CUSIP: 75900YAC2<br>LEI: N/A                  | Long             |  | CORP              | KY        |  23022500 | PA      | $17727325.00  | 0.95%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Riserva CLO, Ltd.                          | Riserva Clo Ltd                                 | CUSIP: 76761TAC9<br>LEI: 549300640C8OB2I8SN35 | Long             |  | CORP              | KY        |  13600000 | PA      | $2040000.00   | 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      | $3300000.00   | 0.18%             |  |  |  | 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      | $10780000.00  | 0.58%             |  |  |  | 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      | $18463343.75  | 0.99%             |  |  |  | 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      | $12810000.00  | 0.69%             |  |  |  | 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      | $25190844.80  | 1.35%             |  |  |  | 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      | $419700.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM IX, Ltd.                              | OZLM IX, Ltd.                                   | CUSIP: 67109LAG7<br>LEI: N/A                  | Long             |  | CORP              | KY        |   1212170 | PA      | $449108.93    | 0.02%             | 2031-10-20      | Floating      | 12.93%                | 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        |    323245 | PA      | $119762.38    | 0.01%             | 2031-10-20      | Floating      | 12.93%                | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                   | OZLM VII Ltd                                    | CUSIP: 67108XAF4<br>LEI: 549300Y1XB6AVMQY8652 | Long             |  | CORP              | KY        |    667647 | PA      | $4540.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                   | OZLM VII Ltd                                    | CUSIP: 67108XAE7<br>LEI: 549300Y1XB6AVMQY8652 | Long             |  | CORP              | KY        |  21224026 | PA      | $144323.38    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                   | OZLM XXIII Ltd                                  | CUSIP: 67112YAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  31755000 | PA      | $12384450.00  | 0.66%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Peace Park CLO, Ltd.                       | Peace Park CLO Ltd                              | CUSIP: 70470NAC7<br>LEI: 549300XHXTUZ93V6SK42 | Long             |  | CORP              | KY        |  18750000 | PA      | $12000000.00  | 0.64%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Catskill Park CLO, LTD.                    | Catskill Park CLO Ltd                           | CUSIP: 149421AC3<br>LEI: 549300QY7L9WFVGWC115 | Long             |  | CORP              | KY        |   1642500 | PA      | $10019.25     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Catskill Park CLO, LTD.                    | Catskill Park CLO Ltd                           | CUSIP: BCC2DFA72<br>LEI: 549300QY7L9WFVGWC115 | Long             |  | CORP              | KY        |   6300000 | PA      | $38430.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CBAM CLO Management                        | CBAM 2019-10 Ltd                                | CUSIP: 12482QAC8<br>LEI: 254900IPFC9SXD6VQ444 | Long             |  | CORP              | KY        |  15000000 | PA      | $3363000.00   | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CBAM2114 - FEELTR                          | CBAM2114 - FEELTR                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |  37085300 | NS      | $1095743.05   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CBAM CLO Management                        | CBAM 2021-14 Ltd                                | CUSIP: 12511HAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  37085300 | PA      | $12794428.50  | 0.69%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CBAMR Ltd                                  | CBAMR 2021-15 LLC                               | CUSIP: 12511FAA1<br>LEI: N/A                  | Long             |  | CORP              | US        |  28883687 | PA      | $12131148.54  | 0.65%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                          | Cedar Funding XV CLO Ltd                        | CUSIP: 15032WAC3<br>LEI: 5493002XZZZCKFWQIL45 | Long             |  | CORP              | KY        |  34235000 | PA      | $17802200.00  | 0.96%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                          | Cedar Funding IV CLO Ltd                        | CUSIP: 150322AC9<br>LEI: 549300PPJP6KEORGHQ85 | Long             |  | CORP              | KY        |  47374000 | PA      | $19423340.00  | 1.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                          | Cedar Funding VIII Clo Ltd                      | CUSIP: 15032GAC8<br>LEI: 549300PTCF9P2JDL1E69 | Long             |  | CORP              | KY        |  59507500 | PA      | $26183300.00  | 1.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                          | Cedar Funding X CLO Ltd                         | CUSIP: 15034MAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  18000000 | PA      | $10080000.00  | 0.54%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                          | Cedar Funding IV CLO Ltd                        | CUSIP: BCC27XAC9<br>LEI: 549300PPJP6KEORGHQ85 | Long             |  | CORP              | KY        |     66000 | PA      | $27060.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                          | Cedar Funding XII CLO Ltd                       | CUSIP: 15033KAB0<br>LEI: N/A                  | Long             |  | CORP              | KY        |  20008575 | PA      | $13205659.50  | 0.71%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                          | Cedar Funding XII CLO Ltd                       | CUSIP: BCC2PJFX9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  12000000 | PA      | $7920000.00   | 0.42%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                          | Cedar Funding XIV CLO Ltd                       | CUSIP: 15033GAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  21540000 | PA      | $9908400.00   | 0.53%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cent CLO LP                                | Cent CLO 22 Ltd                                 | CUSIP: 15137GAE8<br>LEI: 549300C1R4TPBBMHW903 | Long             |  | CORP              | KY        |  40000000 | PA      | $244000.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2021-VII Ltd                       | CUSIP: 12567KAC9<br>LEI: 54930089HD7KU5NUS092 | Long             |  | CORP              | KY        |  28185000 | PA      | $18320250.00  | 0.98%             |  |  |  | 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      | $13207740.00  | 0.71%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2014-III Ltd                       | CUSIP: 12549TAA7<br>LEI: 549300KEIUMRD7WX5J42 | Long             |  | CORP              | KY        |    572500 | PA      | $337775.00    | 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      | $737500.00    | 0.04%             |  |  |  | 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      | $15740750.00  | 0.84%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elmwood CLO 27 Ltd                         | ELM27 2024-3A SUB 04/18/2037                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  44412500 | PA      | $23982750.00  | 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      | $36253260.00  | 1.95%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elmwood CLO V Ltd                          | Elmwood CLO V Ltd                               | CUSIP: 29003AAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  10400000 | PA      | $5928000.00   | 0.32%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                            | Oaktree CLO 2019-1 Ltd                          | CUSIP: 67401YAC3<br>LEI: 549300BJ8TRWJ20BLC43 | Long             |  | CORP              | KY        |   5000000 | PA      | $96500.00     | 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      | $70500.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                            | Oaktree CLO 2019-2 Ltd                          | CUSIP: 67401VAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  44000000 | PA      | $16720000.00  | 0.90%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                            | Oaktree CLO 2019-3 Ltd                          | CUSIP: 67400GAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  42243480 | PA      | $24078783.60  | 1.29%             |  |  |  | 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        |   1472107 | PA      | $151921.39    | 0.01%             | 2031-07-18      | Floating      | 12.69%                | 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      | $2665652.00   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockland Park CLO Ltd                      | Rockland Park CLO Ltd                           | CUSIP: 77366PAC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |  40650498 | PA      | $21138258.96  | 1.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockland Park CLO Ltd                      | Rockland Park CLO Ltd                           | CUSIP: 77366PAE0<br>LEI: N/A                  | Long             |  | CORP              | KY        |  40650498 | PA      | $374794.43    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockland Park CLO Ltd                      | Rockland Park CLO Ltd                           | CUSIP: 77366PAG5<br>LEI: N/A                  | Long             |  | CORP              | KY        |  40650498 | PA      | $701157.32    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROCT213- Fee Letter                        | ROCT213- Fee Letter                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  29264625 | NS      | $422802.57    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROCT221 - FEELTR                           | ROCT221 - FEELTR                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  38068750 | NS      | $278101.61    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROCT223 - FEELTR                           | ROCT223 - FEELTR                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  21000000 | NS      | $435227.41    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROCT252 - FEELTR                           | ROCT252 - FEELTR                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  30616000 | NS      | $1193095.49   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Romark CLO Ltd                             | Romark CLO V Ltd                                | CUSIP: 77588QAC4<br>LEI: 549300NIP2J0NPQTYT18 | Long             |  | CORP              | KY        |  30000000 | PA      | $10500000.00  | 0.56%             |  |  |  | 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      | $3413740.00   | 0.18%             |  |  |  | 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      | $9913800.00   | 0.53%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sculptor CLO Ltd                           | Sculptor CLO XXXIV Ltd                          | CUSIP: 81124DAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |   6579000 | PA      | $4342140.00   | 0.23%             |  |  |  | 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      | $5473900.00   | 0.29%             |  |  |  | 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      | $5502576.00   | 0.30%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RRX Ltd                                    | RRX 5 Ltd                                       | CUSIP: 40256MAC2<br>LEI: 254900TI9DIU9J9B1Y09 | Long             |  | CORP              | KY        |  14423684 | PA      | $6341028.64   | 0.34%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SCUL37 - WHEQTY                            | SCUL37 - WHEQTY                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  18409890 | NS      | $18409890.01  | 0.99%             |  |  |  | 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      | $5029000.00   | 0.27%             |  |  |  | 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      |
| 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      |
| Vibrant CLO Ltd                            | Vibrant Clo III Ltd                             | CUSIP: 92557TAC4<br>LEI: 54930073XIEUISQCY218 | Long             |  | CORP              | KY        |  20560000 | PA      | $822400.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vibrant CLO Ltd                            | Vibrant Clo III Ltd                             | CUSIP: BCC28NB05<br>LEI: 54930073XIEUISQCY218 | Long             |  | CORP              | KY        |  11250000 | PA      | $450000.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2018-4 Ltd                             | CUSIP: 92891EAE8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  38851800 | PA      | $10510953.00  | 0.56%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2020-1 Ltd                             | CUSIP: 92918GAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  15500000 | PA      | $6975000.00   | 0.37%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2020-3 Ltd                             | CUSIP: 92918KAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  15220000 | PA      | $9436400.00   | 0.51%             |  |  |  | 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      | $33321600.00  | 1.79%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wellfleet CLO Ltd                          | Wellfleet CLO 2016-2 Ltd                        | CUSIP: 94949MAC2<br>LEI: 254900SGJWAIVC8ISP96 | Long             |  | CORP              | KY        |  11000000 | PA      | $1100.00      | 0.00%             |  |  |  | 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      | $2485000.00   | 0.13%             |  |  |  | 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      | $1159692.00   | 0.06%             |  |  |  | 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      | $2209800.00   | 0.12%             |  |  |  | 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      | $8289000.00   | 0.44%             |  |  |  | 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      | $545805.00    | 0.03%             |  |  |  | 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      | $19458000.00  | 1.04%             |  |  |  | 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      | $174430.14    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WNDRV231- Fee Letter                       | WNDRV231- Fee Letter                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  42300000 | NS      | $4506831.47   | 0.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WNDRVR212- Fee Letter                      | WNDRVR212- Fee Letter                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  30700000 | NS      | $430205.81    | 0.02%             |  |  |  | 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      | $6571592.00   | 0.35%             |  |  |  | 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      | $34556475.00  | 1.85%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AGLCL40 - FEELTR                           | AGLCL40 - FEELTR                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  37157500 | NS      | $1002661.49   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aimco                                      | AIMCO CLO 10 Ltd                                | CUSIP: 00900UAC8<br>LEI: 5493004I93856WYBB035 | Long             |  | CORP              | KY        |  30849600 | PA      | $16967280.00  | 0.91%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aimco                                      | AIMCO CLO Series 2015-A                         | CUSIP: 00900MAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  15116763 | PA      | $8314219.65   | 0.45%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIMCOC26 - WHEQTY                          | AIMCOC26 - WHEQTY                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  15575000 | NS      | $15575000.00  | 0.84%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allegro CLO Ltd                            | Allegro CLO XII Ltd                             | CUSIP: BCC2QC340<br>LEI: 254900E0ZQX4DLP7HF87 | Long             |  | CORP              | KY        |  13147000 | PA      | $6573500.00   | 0.35%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allegro CLO Ltd                            | Allegro CLO XIII Ltd                            | CUSIP: 01750XAC1<br>LEI: 254900E6QZJ305P65V74 | Long             |  | CORP              | KY        |   5429220 | PA      | $2749899.93   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allegro CLO Ltd                            | Allegro CLO Ltd                                 | CUSIP: BCC30SWZ0<br>LEI: N/A                  | Long             |  | CORP              | KY        |  10194000 | PA      | $5163261.00   | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allegro CLO Ltd                            | Allegro CLO II-S Ltd                            | CUSIP: BCC2HJW35<br>LEI: 635400R1GOVCHJ4SNX58 | Long             |  | CORP              | KY        |  20800000 | PA      | $0.00         | 0.00%             |  |  |  | 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      | $14895606.00  | 0.80%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AMMC CLO XII Ltd                           | AMMC 2013-12A SUB 05/10/2025                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  24350000 | PA      | $48700.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AMMCCL25FLTR - Fee Letter                  | AMMCCL25FLTR - Fee Letter                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  19000000 | NS      | $1129778.96   | 0.06%             |  |  |  | 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      | $77223.00     | 0.00%             |  |  |  | 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      | $4725.00      | 0.00%             |  |  |  | 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      | $1063577.00   | 0.06%             |  |  |  | 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      | $62100.00     | 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      | $7177470.00   | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| APIDO18R - FEELTR                          | APIDO18R - FEELTR                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  14986100 | NS      | $285551.01    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO LI Ltd                          | APID 2024-51A SUB 01/20/2038                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | JE        |  16000000 | PA      | $13054400.00  | 0.70%             |  |  |  | Yes           |                  3 | On Loan: No      |
| False                                      | APID 2015-20A SUB 07/16/2031                    | CUSIP: 03765MAC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |  16400000 | PA      | $2038520.00   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO Ltd                             | Apidos CLO XXIII                                | CUSIP: 03766QAE0<br>LEI: 635400C39IXGGYE6DH05 | Long             |  | CORP              | KY        |   5000000 | PA      | $2657500.00   | 0.14%             |  |  |  | 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      | $45600.00     | 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      | $21273720.00  | 1.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apex Credit CLO LLC                        | Apex Credit CLO 2019 LTD                        | CUSIP: 03754BAC1<br>LEI: 549300OKB854VBBC1981 | Long             |  | CORP              | KY        |  17500000 | PA      | $5008189.00   | 0.27%             |  |  |  | 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      | $2278552.50   | 0.12%             | 2037-07-18      | Floating      | 14.78%                | Yes           |                  3 | On Loan: No      |
| ARES61- Fee Letter                         | ARES61- Fee Letter                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  13000000 | NS      | $355891.55    | 0.02%             |  |  |  | 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      | $2190000.00   | 0.12%             |  |  |  | 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      | $2340000.00   | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Atrium CDO Corp                            | Madison Park Funding XLI Ltd                    | CUSIP: 04964YAE1<br>LEI: 549300O252OCTN35RH57 | Long             |  | CORP              | KY        |  39075000 | PA      | $136762.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Babson CLO Ltd                             | Barings CLO Ltd 2019-III                        | CUSIP: 06761PAC4<br>LEI: 549300T40QLO0VJIOB35 | Long             |  | CORP              | KY        |  30726502 | PA      | $13743964.35  | 0.74%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BBAM US CLO LTD.                           | BBAM US CLO I Ltd                               | CUSIP: 054979AC3<br>LEI: 549300LRECI1GZTZLF38 | Long             |  | CORP              | KY        |  18500000 | PA      | $11189987.00  | 0.60%             |  |  |  | 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      | $595355.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                       | BlueMountain CLO 2015-4 Ltd                     | CUSIP: 095766AE1<br>LEI: 549300EB3KHH9T7ICE44 | Long             |  | CORP              | KY        |   9644700 | PA      | $48223.50     | 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      | $762423.30    | 0.04%             | 2030-04-20      | Floating      | 10.54%                | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                       | BlueMountain CLO 2016-3 Ltd                     | CUSIP: 09628XAB6<br>LEI: 549300EYIDIF4X8MHI21 | Long             |  | CORP              | KY        |   9897500 | PA      | $1109509.75   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                       | BlueMountain CLO 2018-1 Ltd                     | CUSIP: 09629UAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |   8500000 | PA      | $2851750.00   | 0.15%             | 2030-07-30      | Floating      | 12.78%                | Yes           |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                       | BlueMountain CLO 2018-1 Ltd                     | CUSIP: 09629UAE5<br>LEI: N/A                  | Long             |  | CORP              | KY        |   9000000 | PA      | $45000.00     | 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      | $200400.00    | 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      | $6777593.92   | 0.36%             |  |  |  | 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      | $4290675.00   | 0.23%             | 2030-10-20      | Floating      | 10.74%                | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                               | Ares XXXVII CLO Ltd                             | CUSIP: 04015QAD9<br>LEI: 635400YF4AHA6NB2CU53 | Long             |  | CORP              | KY        |  33500000 | PA      | $1152400.00   | 0.06%             |  |  |  | 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      | $10298224.00  | 0.55%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                               | Ares Loan Funding VII Ltd                       | CUSIP: 04021BAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  40000000 | PA      | $25638168.00  | 1.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                               | Ares LVII CLO Ltd                               | CUSIP: 04017UAC0<br>LEI: N/A                  | Long             |  | CORP              | KY        |  21200000 | PA      | $10255989.00  | 0.55%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                               | Ares LXI CLO Ltd                                | CUSIP: 04019EAC4<br>LEI: N/A                  | Long             |  | CORP              | KY        |  13000000 | PA      | $5590000.00   | 0.30%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                               | Ares LXVII CLO Ltd                              | CUSIP: 039940AC5<br>LEI: N/A                  | Long             |  | CORP              | JE        |  26046000 | PA      | $21834838.00  | 1.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                               | Ares XL CLO Ltd                                 | CUSIP: 04016HAB2<br>LEI: N/A                  | Long             |  | CORP              | KY        |  41274000 | PA      | $693403.20    | 0.04%             |  |  |  | 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      | $23239814.00  | 1.25%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                               | ARES XLVI CLO Ltd                               | CUSIP: 04016UAU1<br>LEI: N/A                  | Long             |  | CORP              | KY        |   6400000 | PA      | $67200.00     | 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      | $41301750.00  | 2.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES20251 - WHEQTY                         | ARES20251 - WHEQTY                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |   8900000 | NS      | $8900000.00   | 0.48%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                               | Ares XXXVR CLO Ltd                              | CUSIP: 00192TAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |   7000000 | PA      | $46900.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCTAG75 - FEELTR                           | OCTAG75 - FEELTR                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  53044000 | NS      | $854478.16    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon 57 Ltd                             | Octagon 57 Ltd                                  | CUSIP: 67592YAC2<br>LEI: N/A                  | Long             |  | CORP              | KY        |  31725000 | PA      | $11622492.00  | 0.62%             |  |  |  | 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      | $24613875.00  | 1.32%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon 75 Ltd                             | Octagon 75 Ltd                                  | CUSIP: 67579GAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  53044000 | PA      | $40313440.00  | 2.16%             |  |  |  | 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      | $25300000.00  | 1.36%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 31             | Octagon Investment Partners 31 Ltd              | CUSIP: 67576CAE6<br>LEI: 5493003JSU68UU09PZ63 | Long             |  | CORP              | KY        |  29325000 | PA      | $117300.00    | 0.01%             |  |  |  | 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      | $5027405.22   | 0.27%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCTAG60 - FEELTR                           | OCTAG60 - FEELTR                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  35750000 | NS      | $944645.75    | 0.05%             |  |  |  | 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      | $22638000.00  | 1.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2015-10 Ltd                             | CUSIP: 67092E206<br>LEI: 254900FZYL5HDKV64882 | Long             |  | CORP              | KY        |  35145000 | PA      | $14585175.00  | 0.78%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2020-18 Ltd                             | CUSIP: 67570T105<br>LEI: 254900MN6N176YEZLX15 | Long             |  | CORP              | KY        |  46010000 | PA      | $15183300.00  | 0.81%             |  |  |  | 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      | $4837231.00   | 0.26%             |  |  |  | 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      | $9558242.57   | 0.51%             |  |  |  | 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      | $21075600.00  | 1.13%             |  |  |  | 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      | $7005812.50   | 0.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 52             | Octagon 52 Ltd                                  | CUSIP: 67577KAJ6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  33926829 | PA      | $19338292.53  | 1.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XX             | Octagon Investment Partners XXII Ltd            | CUSIP: 67574QAG2<br>LEI: 549300MQ9W5DWZ8QX450 | Long             |  | CORP              | KY        |  29623750 | PA      | $74059.38     | 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      | $2500.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XX             | Octagon Investment Partners XXII Ltd            | CUSIP: BCC289BN6<br>LEI: 549300MQ9W5DWZ8QX450 | Long             |  | CORP              | KY        |   1431250 | PA      | $3578.13      | 0.00%             |  |  |  | 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      | $7657000.00   | 0.41%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                   | OZLM XIX Ltd                                    | CUSIP: 67112DAC9<br>LEI: 5493009C40QUU66J8E83 | Long             |  | CORP              | KY        |  42795000 | PA      | $13400234.01  | 0.72%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM Ltd                                   | OZLM XIV Ltd                                    | CUSIP: 67110JAE4<br>LEI: 549300Y1XB6AVMQY8652 | Long             |  | CORP              | KY        |  35176667 | PA      | $10377116.77  | 0.56%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OFSI Fund LTD                              | OFSI BSL VIII Ltd                               | CUSIP: 67111JAC7<br>LEI: 254900VR4BMP1BVIS878 | Long             |  | CORP              | KY        |   4820896 | PA      | $312876.15    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OFSI Fund LTD                              | OFSI BSL VIII Ltd                               | CUSIP: 67111PAA7<br>LEI: 254900VR4BMP1BVIS878 | Long             |  | CORP              | KY        |   3679104 | PA      | $238773.85    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investments Partners 3             | Octagon Investment Partners 36 Ltd              | CUSIP: 67591QAC0<br>LEI: 549300S890TBOLY1D042 | Long             |  | CORP              | KY        |   1600000 | PA      | $1044000.00   | 0.06%             | 2031-04-15      | Floating      | 12.33%                | Yes           |                  3 | On Loan: No      |
| Regatta X Funding Ltd.                     | Regatta X Funding Ltd                           | CUSIP: 75884CAC0<br>LEI: 549300E2FIIBY7XTJE98 | Long             |  | CORP              | KY        |  31600000 | PA      | $6952000.00   | 0.37%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta X Funding Ltd.                     | Regatta X Funding Ltd                           | CUSIP: 75884CAQ9<br>LEI: 549300E2FIIBY7XTJE98 | Long             |  | CORP              | KY        |  51200000 | PA      | $163460.43    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta X Funding Ltd.                     | Regatta X Funding Ltd                           | CUSIP: 75884CAU0<br>LEI: 549300E2FIIBY7XTJE98 | Long             |  | CORP              | KY        |  51200000 | PA      | $1154737.81   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta XIV Funding Ltd                    | Regatta XIV Funding Ltd                         | CUSIP: 75888NAE8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  50300000 | PA      | $1830920.00   | 0.10%             |  |  |  | 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      | $37509.51     | 0.00%             |  |  |  | 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      | $82982.16     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Polus Capital Management                   | POLUS US CLO I Ltd                              | CUSIP: 73163HAC6<br>LEI: 254900NPT7G7FAJXZS09 | Long             |  | CORP              | BM        |  10000000 | PA      | $5600000.00   | 0.30%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Post CLO LTD                               | Post CLO 2018-1 Ltd                             | CUSIP: BCC2G5XB7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  29282500 | PA      | $10248875.00  | 0.55%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGATF32 - FEELTR                          | REGATF32 - FEELTR                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  28657356 | NS      | $969673.30    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGATF6 - FEELTR                           | REGATF6 - FEELTR                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  33675700 | NS      | $719321.11    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta 32 Funding Ltd.                    | Regatta 32 Funding Ltd                          | CUSIP: 75884FAC3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  28657356 | PA      | $26078193.96  | 1.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regatta VI Funding Ltd.                    | Regatta VI Funding Ltd                          | CUSIP: 75887PAC8<br>LEI: 2549001NU08X5ZRD6A39 | Long             |  | CORP              | KY        |  33675700 | PA      | $11449738.00  | 0.61%             |  |  |  | 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      | $7620807.01   | 0.41%             |  |  |  | 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      | $270391.22    | 0.01%             |  |  |  | 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      | $381350.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi             | Carlyle Global Market Strategies CLO 2013-2 Ltd | CUSIP: 14310EAG0<br>LEI: 635400XFOCOSFVGDN267 | Long             |  | CORP              | KY        |   8848067 | PA      | $6193.65      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi             | Carlyle Global Market Strategies CLO 2013-2 Ltd | CUSIP: BCC2201L6<br>LEI: 635400XFOCOSFVGDN267 | Long             |  | CORP              | KY        |   7250000 | PA      | $5075.00      | 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      | $6551249.85   | 0.35%             |  |  |  | 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      | $14379680.00  | 0.77%             |  |  |  | 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      | $27476540.00  | 1.47%             |  |  |  | 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      | $21476250.00  | 1.15%             |  |  |  | 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      | $3852500.00   | 0.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARLG163 - FEELTR                          | CARLG163 - FEELTR                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  35445614 | NS      | $346179.59    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARLG246 - FEELTR                          | CARLG246 - FEELTR                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  48222222 | NS      | $709431.54    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARLG25E - WHEQTY                          | CARLG25E - WHEQTY                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  17800000 | NS      | $17800000.00  | 0.96%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARLG201 - FEELTR                          | CARLG201 - FEELTR                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  28783404 | NS      | $229481.54    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategi             | Carlyle US CLO 2022-3 Ltd                       | CUSIP: 14317AAE6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  27370000 | PA      | $19159000.00  | 1.03%             |  |  |  | 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      | $34237777.62  | 1.84%             |  |  |  | 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      | $45514884.80  | 2.44%             |  |  |  | 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      | $15255204.12  | 0.82%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFCRVLO - WHEQTY                          | CIFCRVLO - WHEQTY                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  22735000 | NS      | $22735000.00  | 1.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIG CLO LTD                                | AIG CLO 2018-1 LLC                              | CUSIP: 00140QAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  20518400 | PA      | $12105856.00  | 0.65%             |  |  |  | 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      | $1194600.00   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CROPK - M                                  | CROPK - M                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  49573000 | NS      | $2219431.84   | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CROPK - SUBORD                             | CROPK - SUBORD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  39573000 | NS      | $29284020.00  | 1.57%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 86 CLO Ltd                               | CUSIP: 26246AAC0<br>LEI: 25490017VKY7XEFZL303 | Long             |  | CORP              | KY        |  35350000 | PA      | $10958500.00  | 0.59%             |  |  |  | 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      | $8636297.00   | 0.46%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 87 CLO Ltd                               | CUSIP: 26246HAC5<br>LEI: N/A                  | Long             |  | CORP              | KY        |  36886400 | PA      | $16230016.00  | 0.87%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 87 CLO Ltd                               | CUSIP: BCC30WH05<br>LEI: N/A                  | Long             |  | CORP              | KY        |   3000000 | PA      | $1320000.00   | 0.07%             |  |  |  | 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      | $11680000.00  | 0.63%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elevation CLO Ltd                          | Elevation CLO 2021-14 Ltd                       | CUSIP: 28623TAC8<br>LEI: 549300JPI8D017HI2768 | Long             |  | CORP              | KY        |  20930905 | PA      | $7639780.33   | 0.41%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elevation CLO Ltd                          | Elevation CLO 2020-11 Ltd                       | CUSIP: 28622CAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  58231578 | PA      | $16013683.95  | 0.86%             |  |  |  | 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      | $1042105.35   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elevation CLO Ltd                          | Elevation CLO 2021-12 Ltd                       | CUSIP: 28623NAC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  44245037 | PA      | $12831060.73  | 0.69%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Elmwood CLO 14 Ltd                         | Elmwood CLO 14 Ltd                              | CUSIP: 29003XAE3<br>LEI: N/A                  | Long             |  | CORP              | KY        |  32359864 | PA      | $15713949.96  | 0.84%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 106 CLO Ltd                              | CUSIP: 26254TAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  32302500 | PA      | $19196732.00  | 1.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 76 CLO Ltd                               | CUSIP: 26252XAA5<br>LEI: N/A                  | Long             |  | CORP              | KY        |  21989000 | PA      | $6661415.00   | 0.36%             |  |  |  | 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      | $4406092.18   | 0.24%             |  |  |  | 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      | $4156810.00   | 0.22%             |  |  |  | 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      | $13688000.00  | 0.73%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 108 CLO Ltd                              | CUSIP: BCC36RW29<br>LEI: 5493004WJFSUXXJ5FA29 | Long             |  | CORP              | JE        |   5000000 | PA      | $2900000.00   | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 38 Senior Loan Fund                      | CUSIP: BCC28YAG7<br>LEI: 549300ARO9JRDQL4OE07 | Long             |  | CORP              | KY        |  13100000 | NS      | $298680.00    | 0.02%             |  |  |  | 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      | $10947150.00  | 0.59%             |  |  |  | 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      | $15157500.00  | 0.81%             |  |  |  | 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      | $13162926.92  | 0.71%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FRPP1 - FEELTR                             | FRPP1 - FEELTR                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  29915743 | NS      | $1797859.30   | 0.10%             |  |  |  | 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      |
| HPS Investment Partners                    | Highbridge Loan Management 2013-2 Ltd           | CUSIP: 44330FAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |   2519634 | PA      | $1077395.38   | 0.06%             | 2029-10-20      | Floating      | 12.84%                | 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      | $6758747.52   | 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      | $15858360.00  | 0.85%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Generate CLO Ltd.                          | Generate Clo 11 Ltd                             | CUSIP: 37149JAC6<br>LEI: 549300LO5FP76OLGQK93 | Long             |  | CORP              | KY        |  15211000 | PA      | $8061830.00   | 0.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Generate CLO Ltd.                          | Generate CLO 5 Ltd                              | CUSIP: 98625MAC4<br>LEI: 635400TYXCFIHMPETY18 | Long             |  | CORP              | KY        |  32625000 | PA      | $9461250.00   | 0.51%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Generate CLO Ltd.                          | Generate CLO 6 Ltd                              | CUSIP: 98625PAC7<br>LEI: 254900V675MOVWK0HA08 | Long             |  | CORP              | KY        |  20700000 | PA      | $11385000.00  | 0.61%             |  |  |  | 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      | $518000.00    | 0.03%             |  |  |  | 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      | $1609562.50   | 0.09%             | 2030-10-15      | Floating      | 12.58%                | Yes           |                  3 | On Loan: No      |
| HPSL2116- Fee Letter                       | HPSL2116- Fee Letter                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  28764000 | NS      | $401407.01    | 0.02%             |  |  |  | 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      | $3442500.00   | 0.18%             |  |  |  | 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      | $384130.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kings Park CLO Ltd                         | Kings Park CLO Ltd                              | CUSIP: 496097AC0<br>LEI: N/A                  | Long             |  | CORP              | KY        |  40627500 | PA      | $18688650.00  | 1.00%             |  |  |  | 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      | $42236690.35  | 2.27%             |  |  |  | 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      | $2421991.32   | 0.13%             |  |  |  | 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      | $1447600.00   | 0.08%             |  |  |  | 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      | $856500.00    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park XLIV                          | Atrium XV                                       | CUSIP: 04965EAC8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  23394737 | PA      | $9357894.80   | 0.50%             |  |  |  | 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      | $44842905.00  | 2.41%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite 50 Ltd                                | CUSIP: 55956NAE7<br>LEI: 529900LA8YF5OY74OD31 | Long             |  | CORP              | KY        |  48817000 | PA      | $43935300.00  | 2.36%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite XLVII Ltd                             | CUSIP: 559917AE9<br>LEI: 529900SMT5EN0CN67W73 | Long             |  | CORP              | KY        |  50484000 | PA      | $36853320.00  | 1.98%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marble Point CLO LTD                       | Marble Point CLO XVI Ltd                        | CUSIP: 56607DAA8<br>LEI: 2549001G1E9UB7Y1WR96 | Long             |  | CORP              | KY        |  15250000 | PA      | $5337500.00   | 0.29%             |  |  |  | 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      | $1305000.00   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marble Point CLO LTD                       | Marble Point CLO XVII Ltd                       | CUSIP: 56606FAA4<br>LEI: 2549003LUS5LG1CTZP23 | Long             |  | CORP              | KY        |  14000000 | PA      | $6090000.00   | 0.33%             |  |  |  | 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      | $19895356.32  | 1.07%             |  |  |  | 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      | $3715498.99   | 0.20%             |  |  |  | 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      | $7576800.00   | 0.41%             |  |  |  | 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      | $3843000.00   | 0.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MBLPT18 - FEELTR                           | MBLPT18 - FEELTR                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  37422471 | NS      | $544111.39    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MidOcean Credit CLO                        | MidOcean Credit CLO II                          | CUSIP: 59802TAC6<br>LEI: 549300EKSLXKVD2RWW61 | Long             |  | CORP              | KY        |  13600000 | PA      | $1360.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MidOcean Credit CLO                        | MidOcean Credit CLO III                         | CUSIP: 59802VAE7<br>LEI: 549300XSCUX0ONI5KZ96 | Long             |  | CORP              | KY        |  16650000 | PA      | $1665.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MidOcean Credit CLO                        | MidOcean Credit CLO VI                          | CUSIP: 59802WAC9<br>LEI: 549300YUUBR2C1GYW366 | Long             |  | CORP              | KY        |  29700000 | PA      | $2524500.00   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MidOcean Credit CLO                        | MidOcean Credit CLO VI                          | CUSIP: 59802WAJ4<br>LEI: 549300YUUBR2C1GYW366 | Long             |  | CORP              | KY        |   4000000 | PA      | $3356000.00   | 0.18%             | 2033-04-20      | Floating      | 12.60%                | Yes           |                  3 | On Loan: No      |
| Milford Park CLO, Ltd.                     | Milford Park CLO Ltd                            | CUSIP: 59967DAE8<br>LEI: N/A                  | Long             |  | CORP              | JE        |  27960000 | PA      | $23766000.00  | 1.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                            | Oaktree CLO 2019-4 Ltd                          | CUSIP: 67400JAC7<br>LEI: N/A                  | Long             |  | CORP              | KY        |  10000000 | PA      | $5950000.00   | 0.32%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                            | Oaktree CLO 2022-1 Ltd                          | CUSIP: 67402NAC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  32722223 | PA      | $20287778.26  | 1.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oaktree CLO Ltd                            | Oaktree CLO 2022-2 Ltd                          | CUSIP: 67402QAC9<br>LEI: N/A                  | Long             |  | CORP              | KY        |  37000000 | PA      | $25900000.00  | 1.39%             |  |  |  | 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      | $20816950.00  | 1.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MP Clo VIII, LTD                           | MP CLO VIII Ltd                                 | CUSIP: BCC29RSQ0<br>LEI: 549300D60LKSR31DKI65 | Long             |  | CORP              | KY        |  11000000 | PA      | $1430000.00   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MPCF6 - FEELTR                             | MPCF6 - FEELTR                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |  28709880 | NS      | $1317984.50   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nassau 2017-II LTD                         | Nassau 2017-II Ltd                              | CUSIP: 631710AA8<br>LEI: 549300UA9BSPM14TR379 | Long             |  | CORP              | KY        |   4037559 | PA      | $688807.57    | 0.04%             | 2030-01-15      | Floating      | 10.83%                | 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 XIV Ltd                    | CUSIP: BCC22PXS1<br>LEI: 549300Z5ZNFT7IECFZ07 | Long             |  | CORP              | KY        |   7800000 | PA      | $403260.00    | 0.02%             |  |  |  | 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      | $24504590.00  | 1.31%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Neuberger Berman CLO Ltd                   | Neuberger Berman CLO XVII Ltd                   | CUSIP: 64129VAB9<br>LEI: 549300XVEYZNG956Y145 | Long             |  | CORP              | KY        |  73756250 | PA      | $14013687.50  | 0.75%             |  |  |  | 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      | $7320000.00   | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Shackleton CLO LTD                         | Shackleton 2013-IV-R CLO Ltd                    | CUSIP: 81882GAE7<br>LEI: 5493000LHXWSIZGUY418 | Long             |  | CORP              | KY        |  24500000 | PA      | $243671.00    | 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      | $987848.54    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                       | Signal Peak CLO 4 Ltd                           | CUSIP: BCC2ELRM7<br>LEI: 635400L44OLNOBHFTO08 | Long             |  | CORP              | KY        |  34131624 | PA      | $4778427.36   | 0.26%             |  |  |  | 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      | $5218500.00   | 0.28%             |  |  |  | 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      | $1422657.50   | 0.08%             |  |  |  | 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      | $5500000.00   | 0.30%             |  |  |  | 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      | $5621475.00   | 0.30%             |  |  |  | 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      | $8442290.00   | 0.45%             |  |  |  | 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      | $6095247.20   | 0.33%             |  |  |  | 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      | $15733904.00  | 0.84%             |  |  |  | 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      | $1875000.00   | 0.10%             |  |  |  | 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      | $1663440.00   | 0.09%             |  |  |  | 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      | $40623.69     | 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      | $3068000.00   | 0.16%             |  |  |  | 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      | $114805.26    | 0.01%             |  |  |  | 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      | $1022625.76   | 0.05%             |  |  |  | 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      | $38266.85     | 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      | $141825.00    | 0.01%             |  |  |  | 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      | $2643750.00   | 0.14%             |  |  |  | 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      | $1461000.00   | 0.08%             |  |  |  | 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      | $27115.42     | 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      | $3412920.00   | 0.18%             |  |  |  | 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      | $83348.83     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO LTD                        | Sound Point CLO XXIII                           | CUSIP: 83614CAE7<br>LEI: N/A                  | Long             |  | CORP              | KY        |    608701 | PA      | $55849.78     | 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      | $3681720.00   | 0.20%             |  |  |  | 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      | $68331.10     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW Gem Ltd                                | TCW CLO 2022-1 Ltd                              | CUSIP: 871978AC6<br>LEI: N/A                  | Long             |  | CORP              | KY        |  15936000 | PA      | $8605440.00   | 0.46%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW Gem Ltd                                | TCW CLO 2022-1 Ltd                              | CUSIP: 871979AA8<br>LEI: N/A                  | Long             |  | CORP              | KY        |  12550000 | PA      | $6777000.00   | 0.36%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW Ltd                                    | TCW CLO 2025-1 LTD                              | CUSIP: 872409AC1<br>LEI: N/A                  | Long             |  | CORP              | KY        |  26075000 | PA      | $21120750.00  | 1.13%             |  |  |  | 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      |
| 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      |
| Madison Park Funding XI, Ltd.              | Madison Park Funding XI, Ltd.                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |  19000000 | PA      | $114000.00    | 0.01%             |  |  |  | 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      | $155557.00    | 0.01%             |  |  |  | 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      |
| Venture CDO LTD                            | Venture 2021-42A Y 04/15/2034                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |    582524 | PA      | $56301.21     | 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      | $1750000.00   | 0.09%             |  |  |  | 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      | $14766400.00  | 0.79%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture CDO Ltd                            | Venture 44 CLO Ltd                              | CUSIP: 92332QAE8<br>LEI: 5493005RF0X3GB54HH60 | Long             |  | CORP              | KY        |  24750000 | PA      | $4702500.00   | 0.25%             |  |  |  | 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      | $425000.00    | 0.02%             |  |  |  | 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      | $8970000.00   | 0.48%             |  |  |  | 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      | $1400000.00   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture CDO Ltd                            | Venture 41 Clo Ltd                              | CUSIP: BCC2QIIU3<br>LEI: 549300Q6VG2813TG2830 | Long             |  | CORP              | KY        |   9000000 | PA      | $2520000.00   | 0.14%             |  |  |  | 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      |
| VERONA - WHEQTY                            | VERONA - WHEQTY                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |   3894444 | NS      | $3894444.44   | 0.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vibrant CLO Ltd                            | Vibrant CLO Ltd                                 | CUSIP: BCC31ZSH8<br>LEI: 54930073XIEUISQCY218 | Long             |  | CORP              | KY        |  31400000 | PA      | $15700000.00  | 0.84%             |  |  |  | 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      |
| Zais CLO 9, Limited                        | Zais Clo 9 Ltd                                  | CUSIP: 98875PAC4<br>LEI: 549300GT2U4OLB9UL559 | Long             |  | CORP              | KY        |  12700000 | PA      | $25400.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCP CLO 2024-32 Ltd                        | OCP 2024-32A SUB 04/23/2037                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | JE        |  35600000 | PA      | $22784000.00  | 1.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                               | Ares XLII Clo Ltd                               | CUSIP: BCC2CVEI0<br>LEI: 5493004S1FMDW7K3MU50 | Long             |  | CORP              | KY        |  21910000 | PA      | $205954.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                               | Ares XXVII CLO Ltd                              | CUSIP: 00191CAC6<br>LEI: 549300BC3E2Y44TL8536 | Long             |  | CORP              | KY        |  27871690 | PA      | $7782728.55   | 0.42%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARES CLO Ltd                               | Ares XLIX CLO Ltd                               | CUSIP: 04017KAC2<br>LEI: 549300FI9E5EZIMPA581 | Long             |  | CORP              | KY        |  16650000 | PA      | $3525733.99   | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM Ltd Partnership                        | LCM 35 Ltd                                      | CUSIP: 50203NAC3<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             |  | CORP              | KY        |  28000000 | PA      | $4142891.00   | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM Ltd Partnership                        | LCM 40 Ltd                                      | CUSIP: 50190MAE6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             |  | CORP              | JE        |   5772496 | PA      | $325622.21    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM Ltd Partnership                        | LCM 40 Ltd                                      | CUSIP: 50190RAA3<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             |  | CORP              | JE        |  17000000 | PA      | $10064921.00  | 0.54%             |  |  |  | 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      | $681550.00    | 0.04%             |  |  |  | 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        |  19102016 | PA      | $19102016.39  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**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