OXLCP Oxford Lane Capital Corporation

OXFORD LANE CAPITAL CORP.
SCHEDULE OF INVESTMENTS
JUNE 30, 2024
(Unaudited)

		COMPANY/INVESTMENT(1)(13)(14)		ACQUISITION DATE(15)		PRINCIPAL AMOUNT/SHARES		COST		FAIR VALUE(2)		% of Net Assets
Collateralized Loan Obligation - Debt Investments
	Structured Finance - Debt Investments
		Ares XXXVII CLO Ltd.
		CLO secured notes - Class ER(3)(17), 12.86% (SOFR + 7.53%, due October 15, 2030)		6/23/2022		$                    7,300,000		$              5,614,748		$              6,402,830
		BlueMountain CLO 2015-4 Ltd.
		CLO secured notes - Class ER(3)(17), 11.54% (SOFR + 6.21%, due April 20, 2030)		1/19/2022		837,000		805,781		822,353
		BlueMountain CLO 2018-1 Ltd.
		CLO secured notes - Class F(3)(17), 13.80% (SOFR + 8.47%, due July 30, 2030)		11/18/2019		8,500,000		6,895,390		5,581,950
		BlueMountain Fuji US CLO II Ltd.
		CLO secured notes - Class D(3)(17), 11.74% (SOFR + 6.41%, due October 20, 2030)		11/09/2022		4,750,000		3,959,583		4,487,325
		Elevation CLO 2017-6, Ltd.
		CLO secured notes - Class F(3)(17), 13.99% (SOFR + 8.66%, due July 15, 2029)		8/03/2022		2,500,000		2,059,227		2,006,250
		Highbridge Loan Management 5-2015, Ltd.
		CLO secured notes - Class ERR(3)(17), 11.59% (SOFR + 6.26%, due October 15, 2030)		9/18/2023		3,750,000		3,305,415		3,607,125
		CLO secured notes - Class FRR(3)(17), 13.59% (SOFR + 8.26%, due October 15, 2030)		8/03/2021		4,375,000		3,875,461		3,504,375
		Highbridge Loan Management 2013-2, Ltd.
		CLO secured notes - Class ER(3)(17), 13.84% (SOFR + 8.51%, due October 20, 2029)		4/20/2022		2,500,000		2,213,482		1,894,500
		Longfellow Place CLO, Ltd.
		CLO secured notes - Class FRR(3)(6)(17), 14.09% (SOFR + 8.76%, due April 15, 2029)		3/26/2019		5,015,707		4,273,462		568,280
		Midocean Credit CLO VI
		CLO secured notes - Class F(3)(17), 13.60% (SOFR + 8.27%, due April 20, 2033)		3/12/2021		4,000,000		3,413,187		3,717,200
		Nassau 2017-II Ltd.
		CLO secured notes - Class E(3)(17), 11.84% (SOFR + 6.51%, due January 15, 2030)		1/07/2022		7,030,000		6,616,521		3,204,274
		Octagon Investment Partners 36, Ltd.
		CLO secured notes - Class F(3)(17), 13.34% (SOFR + 8.01%, due April 15, 2031)		9/08/2023		600,000		414,075		458,280
		OFSI BSL VIII, Ltd.
		CLO secured notes - Class E(3)(17), 11.98% (SOFR + 6.65%, due August 16, 2029)		7/12/2022		4,000,000		3,219,398		3,860,800
		OZLM IX, Ltd.
		CLO secured notes - Class ERR(3)(17), 13.93% (SOFR + 8.60%, due October 20, 2031)		6/16/2023		1,500,000		895,915		1,164,600
		Regatta XXVI Funding Ltd.
		CLO secured notes - Class E(3)(9)(17), 13.13% (SOFR + 7.90%, due January 25, 2037)		10/31/2023		9,500,000		9,318,008		9,825,850
		Rockford Tower CLO 2022-1, Ltd.
		CLO secured notes - Class E(3)(17), 12.66% (SOFR  + 7.34%, due July 20, 2035)		5/06/2022		3,750,000		3,718,488		3,681,000
		Sound Point CLO V-R, Ltd.
		CLO secured notes - Class F(3)(17), 13.69% (SOFR  + 8.36%, due July 18, 2031)		5/25/2022		1,250,000		874,337		349,000
		Voya CLO 2018-4, Ltd.
		CLO secured notes - Class F(3)(17), 14.59% (SOFR + 9.26%, due January 15, 2032)		1/03/2024		6,000,000		5,450,515		5,943,600
		Wind River 2023-1 CLO Ltd.
		CLO secured notes - Class E(3)(17), 13.84% (SOFR + 8.52%, due April 25, 2036)		3/13/2023		10,000,000		9,637,103		10,323,000
	Total Structured Finance - Debt Investments							$                 76,560,096		$                 71,402,592		5.07%
		Total Collateralized Loan Obligation - Debt Investments						$                 76,560,096		$                 71,402,592		5.07%
Collateralized Loan Obligation - Equity Investments
	Structured Finance - Equity Investments
		522 Funding CLO I Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 24.36%, maturity April 15, 2035)		3/03/2023		29,800,000		13,018,477		9,859,610
		AIMCO CLO, Series 2015-A
		CLO subordinated notes(5)(7)(11), (Estimated yield 13.92%, maturity October 17, 2034)		8/25/2021		13,548,313		7,739,882		6,638,673
		AIG CLO 2018-1, LLC
		CLO subordinated notes(5)(7), (Estimated yield 23.16%, maturity April 20, 2037)		4/25/2023		20,518,400		13,824,001		15,099,491
		Allegro CLO II-S, Ltd.
		CLO subordinated notes(4)(5)(7)(10), (Estimated yield 0.00%, maturity October 21, 2028)		2/06/2020		20,800,000		3,670,680		-
		ALM XVII, Ltd.
		CLO subordinated notes(4)(5)(7)(10), (Estimated yield 0.00%, maturity January 15, 2028)		3/04/2019		6,500,000		-		1,300
		AMMC CLO XII, Limited
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity November 10, 2030)		9/10/2021		24,350,000		2,526,744		365,250
		AMMC CLO 25, Limited
		CLO subordinated notes(5)(7)(8), (Estimated yield 24.99%, maturity April 15, 2035)		4/27/2022		19,000,000		13,722,108		14,820,000
		(Continued on next page)

		COMPANY/INVESTMENT(1)(13)(14)		ACQUISITION DATE(15)		PRINCIPAL AMOUNT/SHARES		COST		FAIR VALUE(2)		% of Net Assets
Collateralized Loan Obligation - Equity Investments - (continued)
	Structured Finance - Equity Investments (continued)
		Anchorage Capital CLO 1-R, Ltd.
		CLO subordinated notes(5)(7)(10), (Estimated yield 14.55%, maturity April 13, 2031)		8/13/2020		$                  12,150,000		$              1,552,364		$              1,065,555
		Anchorage Capital CLO 4-R, Ltd.
		CLO subordinated notes(4)(5)(7)(10)(11), (Estimated yield 0.00%, maturity January 28, 2031)		5/20/2019		9,000,000		839,851		242,100
		Anchorage Capital CLO 5-R, Ltd.
		CLO subordinated notes(4)(5)(7)(10), (Estimated yield 0.00%, maturity January 15, 2030)		7/16/2019		27,316,000		792,280		88,810
		Anchorage Capital CLO 17, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 13.80%, maturity July 15, 2034)		6/04/2021		27,500,000		19,754,708		13,200,000
		Anchorage Capital CLO 25, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 21.29%, maturity April 20, 2035)		4/24/2023		10,000,000		6,482,372		5,300,000
		Apex Credit CLO 2015-II, Ltd. (fka: JFIN CLO 2015-II Ltd.)
		CLO subordinated notes(4)(5)(7)(10), (Estimated yield 0.00%, maturity October 17, 2026)		11/22/2016		5,750,000		2,124,917		472,075
		Apex Credit CLO 2018 Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity April 25, 2031)		3/14/2018		12,420,000		3,128,579		614,005
		Apex Credit CLO 2019 Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 9.92%, maturity April 18, 2032)		5/13/2019		17,500,000		11,333,931		6,010,847
		Apex Credit CLO 2019-II Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 21.94%, maturity October 25, 2032)		10/27/2020		4,500,000		2,171,666		1,689,014
		Apidos CLO XVIII-R
		CLO subordinated notes(5)(7), (Estimated yield 35.50%, maturity October 22, 2030)		6/24/2022		7,500,000		2,701,826		3,300,000
		Apidos CLO XXIII
		CLO subordinated notes(5)(7), (Estimated yield 21.70%, maturity April 15, 2033)		4/01/2022		5,000,000		3,033,388		2,928,400
		Apidos CLO XXIV
		CLO subordinated notes(5)(7), (Estimated yield 27.42%, maturity October 20, 2030)		2/10/2022		5,000,000		1,329,339		1,300,000
		Apidos CLO XXXIV
		CLO subordinated notes(5)(7), (Estimated yield 15.69%, maturity January 20, 2035)		1/13/2022		9,950,000		6,851,512		6,766,000
		Ares XXVII CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 13.60%, maturity October 28, 2034)		3/06/2019		27,871,690		12,325,056		8,722,968
		Ares XXXIV CLO Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 21.73%, maturity April 17, 2033)		8/30/2021		26,500,000		9,018,258		7,179,630
		Ares XXXVR CLO Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 18.77%, maturity July 15, 2030)		9/13/2022		7,000,000		2,162,135		1,536,377
		Ares XXXVII CLO Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 24.38%, maturity October 15, 2030)		2/12/2019		33,500,000		7,259,258		4,117,809
		Ares XL CLO Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 16.96%, maturity January 15, 2029)		11/30/2017		41,274,000		5,288,901		3,284,784
		Ares XLII CLO Ltd.
		CLO subordinated notes(4)(5)(7)(10), (Estimated yield 0.00%, maturity January 22, 2028)		6/23/2021		21,910,000		4,750,215		1,954,372
		Ares XLIV CLO Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 28.36%, maturity April 15, 2034)		12/15/2023		111,500,000		31,038,365		30,935,512
		ARES XLVI CLO Ltd.
		CLO subordinated notes(5)(7)(10), (Estimated yield 20.46%, maturity January 15, 2030)		1/25/2022		6,400,000		819,019		528,820
		Ares XLIX CLO Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 22.49%, maturity July 22, 2030)		8/19/2022		7,600,000		2,316,312		2,006,659
		Ares LVII CLO Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 20.07%, maturity January 25, 2035)		8/22/2022		21,200,000		12,647,259		11,683,986
		Ares LXI CLO Ltd.
		CLO subordinated notes(5)(7)(8), (Estimated yield 14.42%, maturity April 20, 2037)		8/25/2021		13,000,000		10,188,377		7,540,000
		Ares LXVII CLO Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 25.35%, maturity January 25, 2036)		10/31/2022		9,180,000		7,543,753		8,347,861
		Ares LXIV CLO Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 26.97%, maturity April 15, 2035)		6/08/2023		7,200,000		4,733,502		5,329,395
		Atlas Senior Loan Funding XVII, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 16.49%, maturity October 20, 2034)		9/20/2021		6,000,000		4,412,192		3,180,000
		Atlas Senior Loan Fund XVIII, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 15.16%, maturity January 18, 2035)		4/21/2022		6,000,000		3,762,230		2,580,000
		Atrium XV
		CLO subordinated notes(5)(7)(11), (Estimated yield 15.78%, maturity January 23, 2048)		9/17/2019		21,000,000		12,585,609		11,130,000
		(Continued on next page)

		COMPANY/INVESTMENT(1)(13)(14)		ACQUISITION DATE(15)		PRINCIPAL AMOUNT/SHARES		COST		FAIR VALUE(2)		% of Net Assets
Collateralized Loan Obligation - Equity Investments - (continued)
	Structured Finance - Equity Investments (continued)
		Battalion CLO VII Ltd.
		CLO subordinated notes(4)(5)(7)(10), (Estimated yield 0.00%, maturity July 17, 2028)		7/03/2018		$                  26,900,000		$              2,748,141		$                     8,070
		BlueMountain Fuji US CLO II Ltd.
		CLO subordinated notes(5)(7)(8), (Estimated yield 9.28%, maturity October 20, 2030)		2/13/2020		27,980,000		10,078,341		4,616,700
		BlueMountain CLO 2015-4 Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity April 20, 2030)		7/22/2020		9,644,700		2,377,206		1,157,364
		BlueMountain CLO 2016-3 Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 22.39%, maturity November 15, 2030)		8/18/2020		9,897,500		3,403,030		2,771,300
		BlueMountain CLO 2018-1 Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity July 30, 2030)		1/14/2020		9,000,000		1,026,116		585,000
		BlueMountain CLO 2018-3 Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 30.07%, maturity October 25, 2030)		6/11/2020		23,825,000		6,175,567		5,003,250
		BlueMountain CLO XXXI Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 24.00%, maturity April 19, 2034)		4/16/2024		16,782,602		9,654,857		9,398,257
		BlueMountain CLO XXXIV Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 15.72%, maturity April 20, 2035)		3/23/2022		10,700,000		9,825,212		7,490,000
		Carlyle Global Market Strategies CLO 2013-2, Ltd.
		CLO subordinated notes(4)(5)(7)(10)(11), (Estimated yield 0.00%, maturity January 18, 2029)		3/19/2013		16,098,067		1,167,135		9,659
		Carlyle Global Market Strategies CLO 2013-4, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity January 15, 2031)		9/29/2021		14,500,000		3,409,719		1,740,000
		Carlyle Global Market Strategies CLO 2014-5, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity July 15, 2031)		3/27/2019		7,134,333		1,911,098		784,777
		Carlyle US CLO 2020-1, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 20.19%, maturity July 20, 2034)		8/04/2023		23,500,000		12,672,348		12,220,000
		Carlyle US CLO 2020-2, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 17.85%, maturity January 25, 2035)		10/21/2020		14,558,333		9,936,099		8,007,083
		Carlyle US CLO 2021-8, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 16.22%, maturity October 20, 2034)		8/24/2021		42,537,500		30,269,487		25,097,125
		Carlyle US CLO 2022-3, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 18.31%, maturity April 20, 2037)		4/26/2024		27,370,000		23,186,410		22,169,700
		Cathedral Lake CLO 2013, Ltd.
		CLO subordinated notes(4)(5)(7)(10)(11), (Estimated yield 0.00%, maturity October 15, 2029)		5/31/2018		21,350,000		2,765,917		78,995
		Catskill Park CLO, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity April 20, 2029)		2/10/2022		7,942,500		2,461,436		1,032,525
		CBAM 2019-10, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 18.93%, maturity April 20, 2032)		1/30/2024		15,000,000		6,566,584		6,300,000
		CBAM 2021-14, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 10.44%, maturity April 20, 2034)		3/24/2022		20,050,000		13,867,003		8,621,500
		Cedar Funding IV CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 21.89%, maturity July 23, 2034)		2/10/2022		42,847,225		19,582,910		17,995,835
		Cedar Funding VIII CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 22.54%, maturity October 17, 2034)		1/28/2022		59,507,500		26,753,376		24,993,150
		Cedar Funding XII CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 17.64%, maturity October 25, 2034)		3/23/2022		32,008,575		23,220,652		19,205,145
		Cedar Funding XV CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 18.94%, maturity April 20, 2035)		2/16/2022		34,235,000		25,645,694		23,279,800
		CIFC Funding 2014-III, Ltd.
		CLO income notes(4)(5)(7)(11), (Estimated yield 0.00%, maturity October 22, 2031)		3/06/2018		18,225,000		4,755,175		2,916,000
		CIFC Funding 2021-VII, Ltd.
		CLO income notes(5)(7), (Estimated yield 17.79%, maturity January 23, 2035)		10/18/2021		27,435,000		23,100,782		20,301,900
		Columbia Cent CLO 28 Limited
		CLO subordinated notes(4)(5)(7)(8), (Estimated yield 0.00%, maturity November 07, 2030)		1/14/2022		40,000,000		9,220,962		4,000
		Columbia Cent CLO 32 Limited
		CLO subordinated notes(5)(7), (Estimated yield 30.83%, maturity July 24, 2034)		10/04/2023		17,687,500		10,878,155		9,905,000
		(Continued on next page)

		COMPANY/INVESTMENT(1)(13)(14)		ACQUISITION DATE(15)		PRINCIPAL AMOUNT/SHARES		COST		FAIR VALUE(2)		% of Net Assets
Collateralized Loan Obligation - Equity Investments - (continued)
	Structured Finance - Equity Investments (continued)
		Crestline Denali CLO XVI, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity January 20, 2030)		6/10/2021		$                  22,000,000		$              8,571,399		$              5,060,000
		Dryden 38 Senior Loan Fund
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity July 15, 2030)		9/23/2021		13,100,000		4,590,542		1,572,000
		Dryden 53 CLO, LLC
		CLO subordinated notes(5)(7), (Estimated yield 8.93%, maturity January 15, 2031)		2/10/2022		9,640,783		2,220,437		1,397,914
		Dryden 75 CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 14.03%, maturity April 14, 2034)		8/17/2022		2,120,000		1,602,736		1,072,313
		Dryden 78 CLO, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 30.07%, maturity April 17, 2037)		7/25/2023		19,913,726		12,159,544		10,576,180
		Dryden 86 CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 12.10%, maturity July 17, 2030)		3/23/2022		35,350,000		23,368,041		14,493,500
		Dryden 106 CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 16.07%, maturity October 15, 2035)		10/18/2022		29,477,500		23,232,697		21,122,425
		Dryden 108 CLO. Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 25.02%, maturity July 18, 2035)		6/15/2023		18,600,000		12,957,439		13,578,000
		Elevation CLO 2020-11, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 6.93%, maturity April 15, 2033)		2/21/2020		26,947,368		16,923,234		11,048,421
		Elevation CLO 2021-12, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 9.89%, maturity April 20, 2037)		2/11/2021		44,245,037		23,445,403		15,928,213
		Elevation CLO 2021-14, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 5.90%, maturity October 20, 2034)		9/21/2021		32,000,000		24,043,059		13,600,000
		Elm CLO 2014-1 Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 25.47%, maturity April 17, 2034)		6/13/2024		37,275,000		9,884,935		9,762,323
		Elmwood CLO 14 Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 19.20%, maturity April 20, 2035)		7/24/2023		26,200,000		20,545,481		20,436,000
		Elmwood CLO 16 Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 16.75%, maturity April 20, 2037)		3/18/2024		30,700,000		22,557,774		21,797,000
		Elmwood CLO 27 Ltd.
		CLO subordinated notes(5)(7)(9), (Estimated yield 13.80%, maturity April 18, 2037)		3/26/2024		44,412,500		36,160,578		35,085,875
		Elmwood CLO V Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 17.71%, maturity October 20, 2034)		1/25/2022		10,400,000		10,226,463		10,400,000
		Elmwood CLO XII Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 21.06%, maturity January 20, 2035)		7/24/2023		10,750,000		8,083,186		8,170,000
		Franklin Park Place CLO I
		CLO subordinated notes(5)(7)(11), (Estimated yield 25.24%, maturity April 14, 2035)		5/30/2024		29,000,000		15,094,035		14,790,000
		Highbridge Loan Management 3-2014, Ltd.
		CLO subordinated notes(4)(5)(7(8), (Estimated yield 0.00%, maturity July 18, 2029)		6/19/2020		25,500,000		5,253,294		892,500
		Highbridge Loan Management 5-2015, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 28.34%, maturity October 15, 2030)		8/03/2021		23,125,000		3,839,034		2,402,688
		HPS Loan Management 10-2016, Ltd.
		CLO income notes(5)(7), (Estimated yield 13.30%, maturity January 20, 2028)		10/21/2021		24,460,380		11,341,926		8,071,925
		HPS Loan Management 2021-16, Ltd.
		CLO income notes(5)(7)(8), (Estimated yield 13.16%, maturity January 23, 2035)		11/12/2021		32,364,000		25,056,688		19,839,132
		ICG US CLO 2014-1, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 22.63%, maturity October 20, 2034)		3/01/2023		28,687,500		5,196,452		4,016,250
		ICG US CLO 2018-2, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 11.37%, maturity July 22, 2031)		5/24/2022		17,950,000		6,086,205		3,051,500
		Kings Park CLO, Ltd.
		CLO income notes(5)(7), (Estimated yield 20.09%, maturity January 21, 2035)		12/07/2021		30,552,500		22,115,621		20,775,700
		KVK CLO 2013-1, Ltd.
		CLO subordinated notes(4)(5)(7)(10), (Estimated yield 0.00%, maturity January 14, 2028)		9/22/2020		3,950,000		394,534		173,800
		LCM 35 Ltd.
		CLO income notes(5)(7), (Estimated yield 16.39%, maturity October 15, 2034)		10/28/2021		28,000,000		19,117,011		10,983,995
		LCM 40 Ltd.
		CLO subordinated notes(5)(7)(8), (Estimated yield 32.53%, maturity January 15, 2036)		4/20/2023		17,000,000		12,866,126		15,140,822
		(Continued on next page)

		COMPANY/INVESTMENT(1)(13)(14)		ACQUISITION DATE(15)		PRINCIPAL AMOUNT/SHARES		COST		FAIR VALUE(2)		% of Net Assets
Collateralized Loan Obligation - Equity Investments - (continued)
	Structured Finance - Equity Investments (continued)
		Longfellow Place CLO, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity April 15, 2029)		1/11/2018		$                  19,640,000		$              5,309,310		$                     1,964
		Madison Park Funding XI, Ltd.
		CLO subordinated notes(5)(7)(10), (Estimated yield 27.88%, maturity July 23, 2047)		1/21/2022		19,000,000		370,981		1,993,100
		Madison Park Funding XIII, Ltd.
		CLO subordinated notes(5)(7)(10)(11), (Estimated yield 6.96%, maturity April 19, 2030)		9/17/2019		21,500,000		1,781,698		1,831,800
		Madison Park Funding XV, Ltd.
		CLO subordinated notes(4)(5)(7)(10), (Estimated yield 0.00%, maturity January 27, 2026)		3/07/2019		34,300,000		-		13,720
		Marble Point CLO XVI Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 27.63%, maturity November 16, 2034)		4/17/2024		15,250,000		8,340,007		7,930,000
		Madison Park Funding XXI, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 17.98%, maturity October 15, 2032)		1/26/2022		7,000,000		4,537,995		3,780,000
		Madison Park Funding XXIV, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 8.35%, maturity October 20, 2029)		3/28/2019		3,568,750		1,511,508		1,213,375
		Madison Park Funding XXVIII, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 24.27%, maturity July 15, 2030)		2/01/2022		4,267,000		2,216,595		1,759,884
		Madison Park Funding XXX, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 32.44%, maturity April 15, 2047)		2/23/2018		17,550,000		8,801,823		8,599,500
		Madison Park Fund XLI, Ltd. (fka: Atrium XII CLO)
		CLO subordinated notes(4)(5)(7)(10), (Estimated yield 0.00%, maturity April 22, 2027)		10/08/2015		39,075,000		684,515		1,117,545
		Marble Point CLO XVII Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 22.24%, maturity April 20, 2033)		5/09/2023		12,000,000		5,576,562		6,000,000
		Marble Point CLO XVIII Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 14.11%, maturity October 15, 2034)		1/25/2022		25,500,000		18,726,531		13,515,000
		Marble Point CLO XXIV Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 20.94%, maturity April 20, 2035)		1/24/2023		21,690,000		15,371,641		13,447,800
		Mariner CLO 8, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 26.22%, maturity April 20, 2033)		11/08/2023		9,700,000		5,358,507		5,480,500
		Medalist Partners Corporate Finance CLO VI Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 32.49%, maturity April 17, 2033)		9/20/2023		14,826,000		5,287,200		6,301,050
		Midocean Credit CLO II
		CLO income notes(4)(5)(7), (Estimated yield 0.00%, maturity January 29, 2030)		6/17/2021		13,600,000		3,256,849		1,360
		Midocean Credit CLO III
		CLO income notes(4)(5)(7), (Estimated yield 0.00%, maturity April 21, 2031)		4/24/2019		16,650,000		5,610,318		83,250
		Midocean Credit CLO VI
		CLO income notes(5)(7), (Estimated yield 0.59%, maturity April 20, 2033)		11/08/2016		29,700,000		18,316,297		7,722,000
		Milford Park CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 23.63%, maturity July 20, 2035)		5/12/2022		32,960,000		27,239,702		29,334,400
		MP CLO VIII, Ltd.
		CLO income notes(5)(7), (Estimated yield 9.09%, maturity April 28, 2034)		11/10/2021		11,000,000		4,125,266		2,640,000
		Nassau 2017-II Ltd.
		CLO income notes(4)(5)(7), (Estimated yield 0.00%, maturity January 15, 2030)		9/17/2019		24,400,000		8,200,260		2,440
		Neuberger Berman CLO XIV, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 11.94%, maturity January 28, 2030)		1/26/2022		7,800,000		2,030,037		1,248,000
		Neuberger Berman CLO XVII, Ltd.
		CLO subordinated notes(5)(7)(9)(11), (Estimated yield 27.03%, maturity July 22, 2038)		6/13/2024		73,756,250		16,442,632		16,226,375
		Nyack Park CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 19.46%, maturity October 20, 2034)		9/02/2021		30,000,000		24,314,468		23,100,000
		Oaktree CLO 2018-1 Ltd.
		CLO subordinated notes(5)(7)(10), (Estimated yield 29.01%, maturity October 20, 2030)		8/25/2022		11,750,000		-		952,925
		Oaktree CLO 2019-1 Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 22.15%, maturity April 22, 2030)		6/12/2024		5,000,000		2,356,870		2,300,000
		Oaktree CLO 2019-3, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 21.55%, maturity October 20, 2034)		2/21/2024		10,000,000		6,165,039		6,350,000
		Oaktree CLO 2022-1, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 20.33%, maturity May 15, 2033)		5/01/2024		28,500,000		22,299,015		21,945,000
		(Continued on next page)

		COMPANY/INVESTMENT(1)(13)(14)		ACQUISITION DATE(15)		PRINCIPAL AMOUNT/SHARES		COST		FAIR VALUE(2)		% of Net Assets
Collateralized Loan Obligation - Equity Investments - (continued)
	Structured Finance - Equity Investments (continued)
		OCP CLO 2015-9, Ltd
		CLO subordinated notes(5)(7), (Estimated yield 21.24%, maturity January 15, 2033)		4/12/2023		$                  10,000,000		$              3,963,535		$              3,800,000
		OCP CLO 2015-10, Ltd.
		CLO preference shares(5)(7)(11), (Estimated yield 25.89%, maturity January 26, 2034)		7/06/2023		24,750,000		11,339,048		10,890,000
		OCP CLO 2016-11, Ltd.
		CLO preference shares(5)(7)(11), (Estimated yield 19.32%, maturity April 26, 2036)		5/31/2024		28,500,000		13,940,725		13,395,000
		OCP CLO 2020-18, Ltd.
		CLO preference shares(5)(7), (Estimated yield 25.94%, maturity July 20, 2032)		8/16/2022		27,840,000		11,897,964		10,300,800
		Octagon Investment Partners XXII, Ltd.
		CLO subordinated notes(4)(5)(7)(11), (Estimated yield 0.00%, maturity January 22, 2030)		6/07/2018		32,055,000		6,721,595		1,763,025
		Octagon Investment Partners 36, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 15.60%, maturity April 15, 2031)		8/24/2021		10,250,000		2,727,209		1,227,182
		Octagon Investment Partners 38,  Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 18.08%, maturity July 20, 2030)		9/13/2022		10,000,000		3,378,978		2,100,000
		Octagon Investment Partners 40, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 14.32%, maturity January 20, 2035)		2/14/2019		7,000,000		3,955,105		2,520,000
		Octagon Investment Partners 41, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 26.50%, maturity October 15, 2033)		1/25/2024		17,000,000		7,420,319		6,659,509
		Octagon Investment Partners 42, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 22.76%, maturity July 15, 2034)		8/16/2023		11,100,000		5,645,324		4,964,055
		Octagon Investment Partners 47, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 20.00%, maturity July 20, 2034)		10/19/2023		10,000,000		5,462,467		4,900,000
		Octagon Investment Partners 48, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 16.25%, maturity October 20, 2034)		7/25/2022		10,250,000		7,511,937		6,355,000
		Octagon 52, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 19.48%, maturity July 23, 2037)		6/05/2024		31,926,829		21,944,148		22,348,780
		Octagon 57, Ltd.
		CLO income notes(5)(7)(8)(11), (Estimated yield 18.14%, maturity October 15, 2034)		10/13/2021		31,725,000		22,911,947		16,841,154
		Octagon 60, Ltd.
		CLO subordinated notes(5)(7)(8), (Estimated yield 15.98%, maturity October 20, 2035)		9/08/2022		35,750,000		30,264,215		27,885,000
		OFSI BSL VIII, Ltd.
		CLO preferred shares(4)(5)(7), (Estimated yield 0.00%, maturity August 16, 2029)		4/26/2019		8,500,000		2,998,887		595,000
		OFSI BSL X, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 22.98%, maturity April 20, 2034)		8/01/2023		24,700,000		14,187,481		12,844,000
		Onex CLO Subsidiary 2023-1, Ltd.
		CLO subordinated notes(5)(7)(9), (Estimated yield 17.60%, maturity April 23, 2037)		3/12/2024		35,600,000		30,259,494		28,540,164
		OZLM VII, Ltd.
		CLO subordinated notes(4)(5)(7)(10), (Estimated yield 0.00%, maturity July 17, 2029)		1/29/2020		21,891,673		2,032,047		464,103
		OZLM IX, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 55.07%, maturity October 20, 2031)		6/24/2022		13,000,000		1,643,555		1,430,000
		OZLM XXIII, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 22.36%, maturity April 15, 2034)		5/10/2024		30,255,000		11,551,910		11,884,985
		OZLM XIV, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 14.35%, maturity July 15, 2034)		12/07/2015		31,810,472		13,081,509		8,782,772
		OZLM XIX, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 21.53%, maturity January 15, 2035)		4/29/2022		42,795,000		19,233,091		15,437,369
		Peace Park CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 19.02%, maturity October 20, 2034)		3/15/2024		18,750,000		14,019,794		13,687,500
		Regatta VI Funding Ltd.
		CLO income notes(5)(7), (Estimated yield 7.28%, maturity April 20, 2034)		10/21/2021		22,000,000		10,401,296		7,260,000
		Regatta XVIII Funding Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 18.18%, maturity January 15, 2034)		2/18/2021		28,886,856		20,940,011		20,220,799
		Regatta XXII Funding Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 23.35%, maturity July 20, 2035)		5/06/2022		38,823,000		29,870,815		33,776,010
		(Continued on next page)

		COMPANY/INVESTMENT(1)(13)(14)		ACQUISITION DATE(15)		PRINCIPAL AMOUNT/SHARES		COST		FAIR VALUE(2)		% of Net Assets
Collateralized Loan Obligation - Equity Investments - (continued)
	Structured Finance - Equity Investments (continued)
		Regatta XXIII Funding Ltd.
		CLO income notes(5)(7)(11), (Estimated yield 15.20%, maturity January 20, 2035)		11/04/2021		$                  25,829,333		$            20,062,978		$            17,822,240
		Regatta XXVI Funding Ltd.
		CLO subordinated notes(5)(7)(9), (Estimated yield 15.46%, maturity January 25, 2037)		10/31/2023		17,467,500		17,223,551		15,930,011
		Riserva CLO, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 20.99%, maturity January 18, 2034)		3/18/2022		13,600,000		5,050,470		4,488,000
		Rockford Tower CLO 2019-1, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 20.34%, maturity April 20, 2034)		9/13/2023		10,000,000		5,681,117		4,900,000
		Rockford Tower CLO 2022-1, Ltd.
		CLO subordinated notes(5)(7)(8), (Estimated yield 18.05%, maturity July 20, 2035)		5/06/2022		38,068,750		29,815,922		23,602,625
		Rockford Tower CLO 2022-3, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 35.23%, maturity January 20, 2035)		5/09/2023		21,000,000		16,112,204		21,000,000
		Rockland Park CLO, Ltd.
		CLO subordinated notes(5)(7)(8), (Estimated yield 16.51%, maturity April 20, 2034)		4/26/2021		28,750,000		21,565,773		18,112,500
		Romark CLO – V Ltd.
		CLO income notes(5)(7)(8), (Estimated yield 11.62%, maturity January 15, 2035)		11/18/2021		27,000,000		19,005,318		11,880,000
		Sculptor CLO XXIX, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 24.38%, maturity October 22, 2034)		9/20/2023		20,150,000		10,638,044		10,175,750
		Sculptor CLO XXXII, Ltd.
		CLO subordinated notes(5)(7)(9), (Estimated yield 22.48%, maturity April 30, 2037)		3/06/2024		12,000,000		8,608,414		8,400,000
		Shackleton 2013-IV-R CLO, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity April 13, 2031)		8/14/2018		24,500,000		3,943,704		1,722,628
		Shackleton 2014-V-R CLO, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 14.01%, maturity May 07, 2031)		9/17/2019		20,750,000		3,714,196		2,282,500
		Signal Peak CLO 4, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 20.28%, maturity October 26, 2034)		8/09/2023		7,056,061		2,136,118		1,693,455
		Signal Peak CLO 5, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 26.06%, maturity April 25, 2037)		5/20/2024		33,067,500		10,345,412		9,589,575
		Signal Peak CLO 9, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 14.92%, maturity July 21, 2034)		7/19/2021		29,060,000		21,588,500		16,273,600
		Signal Peak CLO 10, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 18.24%, maturity January 24, 2035)		2/16/2023		10,000,000		6,698,884		5,350,000
		Sound Point CLO V-R, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity July 18, 2031)		5/04/2021		44,500,000		2,859,667		890,000
		Sound Point CLO XX, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity July 26, 2031)		7/07/2021		13,000,000		4,520,042		715,000
		Sound Point CLO XXIII, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 27.24%, maturity July 15, 2034)		5/09/2024		19,202,500		5,466,933		5,133,483
		Sound Point CLO XXIX, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 25.80%, maturity April 25, 2034)		8/09/2023		21,428,000		9,991,818		9,214,040
		Sound Point CLO XXX, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 23.55%, maturity July 25, 2034)		8/03/2023		21,151,500		10,103,881		8,672,115
		Sound Point CLO XXXIII, Ltd
		CLO subordinated notes(5)(7)(8), (Estimated yield 23.72%, maturity April 25, 2035)		6/01/2023		15,733,176		8,026,189		6,922,597
		Symphony CLO XVII, Ltd.
		CLO subordinated notes(5)(7)(10), (Estimated yield 25.42%, maturity April 15, 2028)		6/21/2023		7,750,000		1,047,426		1,933,625
		TCW CLO 2021-2, Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 20.09%, maturity July 25, 2034)		1/25/2024		5,625,000		3,181,203		3,093,750
		TCW CLO 2022-1, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 22.02%, maturity April 22, 2033)		1/25/2024		24,550,000		12,798,597		13,060,600
		Telos CLO 2013-3, Ltd.
		CLO subordinated notes(4)(5)(7)(11), (Estimated yield 0.00%, maturity July 17, 2026)		1/25/2013		14,332,210		6,266,409		1,433
		Telos CLO 2014-6, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity January 17, 2027)		11/08/2017		21,400,000		9,166,640		2,140
		THL Credit Wind River 2017-1 CLO Ltd.
		CLO subordinated notes(5)(7)(8), (Estimated yield 6.90%, maturity April 18, 2036)		2/02/2017		14,200,000		8,078,122		4,544,000
		THL Credit Wind River 2018-3 CLO Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 16.00%, maturity January 20, 2031)		3/02/2022		25,400,000		16,691,549		10,668,000
		(Continued on next page)

		COMPANY/INVESTMENT(1)(13)(14)		ACQUISITION DATE(15)		PRINCIPAL AMOUNT/SHARES		COST		FAIR VALUE(2)		% of Net Assets
Collateralized Loan Obligation - Equity Investments - (continued)
	Structured Finance - Equity Investments (continued)
		Tralee CLO II, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity July 20, 2029)		6/06/2018		$                    6,300,000		$              1,683,974		$                        630
		Tralee CLO IV, Ltd.
		CLO subordinated notes(4)(5)(7)(8), (Estimated yield 0.00%, maturity January 20, 2030)		12/21/2017		13,270,000		5,502,595		1,327
		Venture XV CLO, Limited
		CLO subordinated notes(4)(5)(7)(11), (Estimated yield 0.00%, maturity July 15, 2032)		1/31/2018		15,992,521		3,077,010		1,439,327
		Venture XVII CLO, Limited
		CLO subordinated notes(4)(5)(7)(11), (Estimated yield 0.00%, maturity April 15, 2027)		1/09/2017		17,000,000		6,377,579		1,700
		Venture XX CLO, Limited
		CLO subordinated notes(4)(5)(7)(10)(11), (Estimated yield 0.00%, maturity April 15, 2027)		7/27/2018		7,200,000		532,119		-
		Venture XXI CLO, Limited
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity July 15, 2027)		8/16/2017		30,000,000		13,459,356		3,000
		Venture XXII CLO, Limited
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity January 15, 2031)		2/09/2022		18,500,000		5,401,030		1,110,000
		Venture XXIII CLO, Limited
		CLO subordinated notes(5)(7), (Estimated yield 11.98%, maturity July 19, 2034)		5/24/2022		4,125,000		1,356,876		783,750
		Venture XXV CLO, Limited
		CLO subordinated notes(4)(5)(7)(8)(10), (Estimated yield 0.00%, maturity April 20, 2029)		9/25/2020		13,750,000		2,056,214		534,875
		Venture 37 CLO, Limited
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity July 15, 2032)		5/28/2019		8,500,000		4,147,376		2,550,000
		Venture 41 CLO, Limited
		CLO subordinated notes(5)(7), (Estimated yield 17.15%, maturity January 20, 2034)		4/06/2022		9,000,000		6,580,406		5,355,000
		Venture 42 CLO, Limited
		CLO subordinated notes(5)(7)(8), (Estimated yield 16.18%, maturity April 15, 2034)		3/15/2021		7,000,000		4,911,808		3,710,000
		Venture 44 CLO, Limited
		CLO subordinated notes(5)(7), (Estimated yield 13.51%, maturity October 20, 2034)		8/16/2021		24,750,000		17,859,611		10,890,000
		Venture 47 CLO, Limited
		CLO subordinated notes(5)(7), (Estimated yield 25.87%, maturity April 20, 2036)		3/14/2023		13,000,000		10,162,887		10,790,000
		Venture 48 CLO, Limited
		CLO subordinated notes(5)(7), (Estimated yield 23.92%, maturity October 20, 2036)		8/24/2023		26,848,000		22,919,788		20,404,480
		Vibrant CLO III, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity October 20, 2031)		2/05/2019		31,810,000		8,391,061		4,453,400
		Vibrant CLO XIV, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 20.00%, maturity October 20, 2034)		8/17/2022		31,400,000		20,768,702		18,526,000
		Voya CLO 2018-4, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 34.06%, maturity January 15, 2032)		1/03/2024		17,136,000		4,651,545		4,965,212
		Voya CLO 2020-1, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 12.56%, maturity July 16, 2034)		3/08/2022		15,500,000		10,717,689		8,525,000
		Voya CLO 2020-3, Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 17.14%, maturity October 20, 2034)		5/03/2022		10,500,000		8,363,074		7,245,000
		Wellfleet 2016-2 CLO, Ltd.
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity October 20, 2028)		9/28/2016		11,000,000		5,280,208		1,100
		West CLO 2014-1, Ltd.
		CLO subordinated notes(4)(5)(7)(10)(11), (Estimated yield 0.00%, maturity July 18, 2026)		11/16/2018		20,250,000		-		-
		Wind River 2021-2 CLO Ltd.
		CLO subordinated notes(5)(7)(8), (Estimated yield 12.96%, maturity July 20, 2034)		5/14/2021		30,700,000		21,068,514		14,429,000
		Wind River 2021-4 CLO Ltd.
		CLO subordinated notes(5)(7)(11), (Estimated yield 18.41%, maturity January 20, 2035)		8/15/2023		9,096,750		5,428,224		3,820,635
		Wind River 2023-1 CLO Ltd.
		CLO subordinated notes(5)(7)(8), (Estimated yield 10.45%, maturity April 25, 2036)		3/13/2023		42,300,000		35,652,982		26,649,000
		York CLO-5 Ltd.
		CLO subordinated notes(5)(7), (Estimated yield 28.87%, maturity July 22, 2037)		5/20/2021		32,625,000		14,494,910		19,901,250
		Zais CLO 7, Limited
		CLO subordinated notes(4)(5)(7), (Estimated yield 0.00%, maturity April 15, 2030)		6/29/2021		9,200,000		1,764,640		920
		Zais CLO 9, Limited
		CLO subordinated notes(4)(5)(7)(10), (Estimated yield 0.00%, maturity July 20, 2031)		6/19/2018		12,700,000		5,077,441		955,040
		Total Equity Investments						$            2,032,655,084		$            1,631,632,422		115.82%
		(Continued on next page)

		COMPANY/INVESTMENT(1)(13)(14)		ACQUISITION DATE(15)		PRINCIPAL AMOUNT/SHARES		COST		FAIR VALUE(2)		% of Net Assets
Collateralized Loan Obligation Fee Notes - Equity Investments - Other CLO Equity Related Investments
	Structured Finance - Equity Fee Note Investments
		AMMC CLO 25, Limited
		CLO subordinated fee notes(5)(7)(18),  (maturity April 15, 2035)		4/27/2022				$                 939,416		$                 781,842
		Ares LXI CLO Ltd.
		CLO subordinated fee notes(5)(7)(18),  (maturity October 20, 2034)		8/25/2021				303,008		269,422
		BlueMountain Fuji US CLO II Ltd.
		CLO subordinated fee notes(5)(7)(18), (maturity October 20, 2030)		12/22/2021				-		59,666
		Columbia Cent CLO 28 Limited
		CLO subordinated fee notes(5)(7)(18), (maturity November 07, 2030)		12/22/2021				-		-
		Highbridge Loan Management 3-2014, Ltd.
		CLO subordinated fee notes(5)(7)(18),  (maturity July 18, 2029)		4/06/2022				-		38,605
		HPS Loan Management 2021-16, Ltd.
		CLO subordinated fee notes(5)(7)(18), (maturity January 23, 2035)		11/12/2021				731,402		662,493
		Octagon 57, Ltd.
		CLO subordinated fee notes(5)(7)(11)(18), (maturity October 15, 2034)		10/13/2021				512,573		408,243
		Octagon 60, Ltd.
		CLO subordinated fee notes(5)(7)(18),  (maturity October 20, 2035)		9/08/2022				1,017,505		935,685
		Point AU Roche Park CLO, Ltd.
		CLO subordinated M1 fee notes(5)(7)(18), (maturity July 20, 2034)		5/28/2021				115,010		80,987
		CLO subordinated M2 fee notes(5)(7)(18), (maturity July 20, 2034)		5/28/2021				207,314		167,264
		Rockland Park CLO, Ltd.
		CLO subordinated M1 fee notes(5)(7)(18), (maturity April 20, 2034)		4/26/2021				228,454		162,699
		CLO subordinated M2 fee notes(5)(7)(18), (maturity April 20, 2034)		4/26/2021				425,138		352,974
		Rockford Tower CLO 2021-3, Ltd.
		CLO subordinated fee notes(5)(7)(18), (maturity October 20, 2034)		9/22/2021				333,398		282,060
		Rockford Tower CLO 2022-1, Ltd.
		CLO subordinated fee notes(5)(7)(18),  (maturity July 20, 2035)		5/06/2022				406,146		367,884
		Romark CLO – V Ltd.
		CLO subordinated fee notes(5)(7)(18),  (maturity January 15, 2035)		11/18/2021				605,241		63,041
		Sound Point CLO XXIII, Ltd.
		CLO subordinated Y fee notes(5)(7)(11)(18), (maturity July 15, 2034)		5/09/2024				183,135		215,018
		THL Credit Wind River 2017-1 CLO Ltd.
		CLO subordinated fee notes(5)(7)(18), (maturity April 18, 2029)		2/02/2017				71,576		416,088
		Tralee CLO IV, Ltd.
		CLO subordinated fee notes(5)(7)(18), (maturity January 20, 2030)		3/16/2018				-		-
		Venture XXV CLO, Limited
		CLO subordinated fee notes(5)(7)(10)(18), (maturity April 20, 2029)		9/25/2020				-		3,118
		Venture 42 CLO, Limited
		CLO subordinated Y fee notes(5)(7)(18), (maturity April 15, 2034)		3/15/2021				234,438		191,033
		Wind River 2021-2 CLO Ltd.
		CLO subordinated fee notes(5)(7)(18), (maturity July 20, 2034)		5/14/2021				431,647		361,231
		Wind River 2023-1 CLO Ltd.
		CLO subordinated fee notes(5)(7)(18), (maturity April 25, 2036)		3/13/2023				2,274,785		2,445,946
		CLO other(8)(18)		Various(16)				2,241,593		2,310,859
		Total Other CLO Equity Related Investments						$                 11,261,779		$                 10,576,158		0.75%
	Total Structured Finance - Equity Investments							$            2,043,916,863		$            1,642,208,580		116.57%
		Total Collateralized Loan Obligation - Equity Investments						$            2,043,916,863		$            1,642,208,580		116.57%
		Total Investments						$            2,120,476,959		$            1,713,611,172		121.64%
		Cash Equivalents
		First American Government Obligations Fund, Class Z Shares, 5.20%(12)				111,951,834		$               111,951,834		$               111,951,834
		Total Cash Equivalents						$               111,951,834		$               111,951,834		7.95%
		Total Investments and Cash Equivalents						$            2,232,428,793		$            1,825,563,006		129.59%

(1)     We do not "control" and are not an "affiliate" of any of our portfolio companies, each as defined in the Investment Company Act of 1940, as amended (the "1940 Act").

In general, under the 1940 Act, we would be presumed to "control" a portfolio company if we owned more than 25% of its voting securities and would be an "affiliate" of a portfolio company if we owned 5% or more of its voting securities.

(2)     Fair value is determined in good faith by the Board of Directors of the Fund.

(3)     Cost value reflects accretion of original issue discount or market discount.

(4)     As of June 30, 2024, the effective yield has been estimated to be 0%. The aggregate projected amount of future recurring distributions and terminal principal payment is less than the amortized investment cost.

(5)     Cost value reflects accretion of effective yield less any cash distributions received or entitled to be received from CLO equity investments.

(6)

As of June 30, 2024, the investment includes interest income capitalized as additional investment principal ("PIK" Interest). The PIK interest rate for CLO debt positions represents the interest rate at payment date when PIK interest

is received. Please refer to "Note 3. Summary of Significant Accounting Policies - Payment-In-Kind." in OXLC’s most recently filed Form N-CSR for the year ended March 31, 2024.

(7)     The CLO subordinated notes, preferred shares, preference shares and income notes are considered equity positions in the CLO funds. Equity investments are entitled to recurring distributions which are generally equal to

the remaining cash flow of the payments made by the underlying fund's securities less contractual payments to debt holders and fund expenses.  The estimated yield indicated is based upon

a current projection of the amount and timing of these recurring distributions and the estimated amount of repayment of principal upon termination.  Such projections are periodically

reviewed and adjusted, and the estimated yield may not ultimately be realized.

(8)

Fair value includes the Fund’s interest in subordinated fee notes, and represents discounted cash flows associated with fees earned from CLO equity investments.

(9)

Investment has not made inaugural distribution for relevant period end. Please refer to “Note 3. Summary of Significant Accounting Policies — Investment Income.” in OXLC’s most recently filed Form N-CSR for the year ended March 31, 2024.

(10)

The CLO equity investment was optionally redeemed. Expected value of residual distributions, once received, is anticipated to be recognized as return of capital, pending any remaining amortized cost, and/or realized gain for any amounts

received in excess of such amortized cost. See Note 2. Summary of Significant Accounting Policies — Securities Transactions” in OXLC’s most recently filed Form N-CSR for the year ended March 31, 2024.

(11)

Investment is co-invested with the Fund’s affiliates. See “Note 5. Related Party Transactions.” in OXLC’s most recently filed Form N-CSR for the year ended March 31, 2024.

(12)

Represents cash equivalents held in a money market fund as of June 30, 2024.

(13)

The fair value of the investment was determined using significant unobservable inputs. See “Note 3. Fair Value” in OXLC’s most recently filed Form N-CSR for the year ended March 31, 2024.

(14)

The Fund generally acquires its investments in transactions not subject to registration under the Securities Act of 1933, as amended (the “Securities Act”). These investments are generally subject to

restrictions as “restricted securities” (within the meaning of the Securities Act).

(15)

Acquisition date represents the initial date of purchase.

(16)

Cost and fair value total represents multiple investments which were purchased within one year prior to June 30, 2024.

(17)

The principal balance outstanding for this debt investment, in whole or in part, is indexed to the 90-day Secured Overnight Financing Rate (“SOFR”).

(18)

Cost value reflects amortized cost.