Please wait

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Unaudited) 

   Reference Rate & Spread  Maturity Date  Principal Amount   Value 
COLLATERALIZED LOAN OBLIGATIONS DEBT - 23.02%(a)(b)                
Anchorage Capital CLO 6 Ltd.  3M SOFR + 6.15%  07/22/2038  $1,765,000   $1,754,151 
Anchorage Capital CLO 15 Ltd.  3M SOFR + 6.05%  07/20/2038   2,000,000    2,039,428 
Anchorage Capital CLO 20 Ltd.  3M SOFR + 7.00%  01/20/2035   1,500,000    1,421,635 
Anchorage Capital CLO 21 Ltd.  3M SOFR + 6.25%  10/20/2034   2,000,000    1,939,351 
Apidos CLO XLV Ltd.  3M SOFR + 5.15%  07/26/2038   500,000    503,302 
Apidos CLO XXXV  3M SOFR + 5.75%  04/20/2034   1,000,000    1,001,680 
Apidos Loan Fund 2024-1 Ltd.  3M SOFR + 4.75%  10/25/2038   750,000    751,430 
Ares XLIV CLO Ltd.  3M SOFR + 6.25%  04/15/2034   1,000,000    990,306 
Barings CLO Ltd. 2025-IV  3M SOFR + 5.00%  10/15/2040   1,600,000    1,601,992 
Benefit Street Partners CLO Ltd.  3M SOFR + 4.75%  04/20/2038   1,288,000    1,277,714 
Benefit Street Partners CLO XVII Ltd.  3M SOFR + 6.15%  10/15/2037   2,100,000    2,111,874 
Benefit Street Partners CLO XXIII Ltd.  3M SOFR + 5.25%  04/25/2034   1,500,000    1,492,567 
Benefit Street Partners CLO XXIX Ltd.  3M SOFR + 4.60%  01/25/2038   1,750,000    1,742,416 
Benefit Street Partners CLO XXV Ltd.  3M SOFR + 4.60%  01/15/2035   480,000    477,635 
Benefit Street Partners CLO XXVIII Ltd.  3M SOFR + 5.40%  10/20/2037   2,000,000    2,016,949 
Benefit Street Partners CLO XXXII Ltd.  3M SOFR + 4.70%  10/25/2038   2,400,000    2,399,853 
Canyon CLO 2020-2 Ltd.  3M SOFR + 5.75%  10/15/2034   1,500,000    1,456,069 
Canyon CLO 2025-2 Ltd.  3M SOFR + 5.25%  10/15/2038   2,000,000    2,004,262 
Carlyle US CLO 2019-4 Ltd.  3M SOFR + 6.60%  04/15/2035   750,000    744,626 
Carlyle US CLO 2023-2 Ltd.  3M SOFR + 5.75%  07/20/2038   2,000,000    2,012,201 
Carlyle US CLO 2025-2 Ltd.  3M SOFR + 6.75%  07/25/2038   845,000    867,211 
CBAM 2018-8 Ltd.  3M SOFR + 6.37%  07/15/2037   1,000,000    1,012,597 
CIFC Funding 2019-II Ltd.  3M SOFR + 4.85%  10/17/2038   1,500,000    1,501,801 
CIFC Funding 2019-III Ltd.  3M SOFR + 5.00%  01/16/2038   2,750,000    2,757,753 
CIFC Funding 2019-V Ltd.  3M SOFR + 4.90%  10/15/2038   1,000,000    1,001,326 
CIFC Funding 2019-VI Ltd.  3M SOFR + 6.25%  07/16/2037   700,000    696,674 
CIFC Funding 2022-I Ltd.  3M SOFR + 6.40%  04/17/2035   2,000,000    2,001,756 
CIFC Funding 2022-III Ltd.  3M SOFR + 7.27%  04/21/2035   850,000    850,327 
CIFC Funding 2025-VI Ltd.  3M SOFR + 4.75%  10/23/2038   1,250,000    1,249,150 
Clover CLO 2021-3 LLC  3M SOFR + 4.90%  01/25/2035   2,000,000    1,991,742 
Diameter Capital CLO 5 Ltd.  3M SOFR + 4.85%  01/15/2039   1,500,000    1,499,946 
Dryden 87 CLO Ltd.  3M SOFR + 6.35%  08/20/2038   1,000,000    996,443 
Elmwood CLO 25 Ltd.  3M SOFR + 5.25%  04/17/2037   2,000,000    1,999,545 
Elmwood CLO 46 Ltd.  3M SOFR + 5.00%  01/17/2039   2,000,000    1,999,700 
Garnet CLO 2 Ltd.  3M SOFR + 5.25%  10/20/2038   730,000    732,196 
Garnet CLO 3 Ltd.  3M SOFR + 4.95%  10/20/2038   1,500,000    1,503,401 
Goldentree Loan Management US CLO 12 Ltd.  3M SOFR + 5.70%  07/20/2037   1,200,000    1,198,451 
Golub Capital Partners CLO 37B Ltd.  3M SOFR + 4.90%  01/20/2039   1,500,000    1,499,647 
Golub Capital Partners CLO 74 B, Ltd.  3M SOFR + 6.10%  07/25/2037   750,000    759,490 
KKR CLO 60 Ltd.  3M SOFR + 6.10%  01/15/2038   1,325,000    1,354,736 
Madison Park Funding LX Ltd.  3M SOFR + 6.50%  10/25/2037   1,250,000    1,179,270 
Madison Park Funding XXXIX Ltd.  3M SOFR + 6.25%  10/22/2034   1,500,000    1,417,280 
Madison Park Funding XXXVII Ltd.  3M SOFR + 6.60%  04/15/2037   750,000    731,259 
Magnetite XXIV Ltd.  3M SOFR + 6.40%  04/15/2035   500,000    500,717 
Neuberger Berman CLO 32R Ltd.  3M SOFR + 5.15%  07/20/2039   1,500,000    1,512,481 
Neuberger Berman Loan Advisers CLO 27 Ltd.  3M SOFR + 6.75%  07/15/2038   2,000,000    2,005,888 
Neuberger Berman Loan Advisers CLO 40 Ltd.  3M SOFR + 5.15%  10/16/2037   2,170,000    2,182,543 
Neuberger Berman Loan Advisers CLO 41 Ltd.  3M SOFR + 5.75%  04/15/2034   1,250,000    1,236,725 
Neuberger Berman Loan Advisers CLO 57 Ltd.  3M SOFR + 5.50%  10/24/2038   1,875,000    1,893,789 
Neuberger Berman Loan Advisers CLO 61 Ltd.  3M SOFR + 4.90%  07/17/2039   720,000    723,237 
Oaktree CLO 2019-3 Ltd.  3M SOFR + 6.75%  01/20/2038   750,000    761,469 
Oaktree CLO 2022-3 Ltd.  3M SOFR + 6.50%  10/15/2037   2,000,000    2,002,109 
Oaktree CLO 2023-1 Ltd.  3M SOFR + 7.50%  04/15/2038   500,000    513,707 
OHA Credit Funding 2 Ltd.  3M SOFR + 4.80%  01/21/2038   1,000,000    1,001,778 
OHA Credit Funding 5 Ltd.  3M SOFR + 5.40%  10/18/2037   1,000,000    1,000,428 
OHA Credit Funding 9 Ltd.  3M SOFR + 5.50%  10/19/2037   1,000,000    1,007,464 
Rad CLO 10 Ltd.  3M SOFR + 5.85%  04/23/2034   2,000,000    1,960,105 
Rad CLO 11 Ltd.  3M SOFR + 6.25%  04/15/2034   1,300,000    1,269,269 
Regatta 33 Funding Ltd.  3M SOFR + 6.65%  07/25/2038   770,000    786,743 
Regatta 34 Funding Ltd.  3M SOFR + 6.50%  07/20/2038   2,000,000    2,054,502 
Regatta XII Funding Ltd.  3M SOFR + 6.90%  10/15/2037   1,500,000    1,495,277 
Regatta XIX Funding Ltd.  3M SOFR + 5.25%  10/20/2038   750,000    744,611 

 

1

 

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Continued) (Unaudited)  

   Reference Rate & Spread  Maturity Date  Principal Amount   Value 
COLLATERALIZED LOAN OBLIGATIONS DEBT - 23.02%(a)(b)(Continued)          
Regatta XVI Funding Ltd.  3M SOFR + 7.10%  01/15/2033  $1,400,000   $1,402,777 
Regatta XXIV Funding Ltd.  3M SOFR + 5.15%  01/20/2038   1,000,000    984,423 
Regatta XXIX Funding Ltd.  3M SOFR + 5.85%  09/06/2037   375,000    378,308 
RR 19 Ltd.  3M SOFR + 4.70%  04/15/2040   500,000    500,740 
Shackleton 2019-XIV CLO Ltd.  3M SOFR + 5.90%  07/20/2034   1,000,000    983,147 
Sound Point CLO XVIII Ltd.  3M SOFR + 5.50%  01/21/2031   500,000    312,000 
Symphony CLO XXI Ltd.  3M SOFR + 6.60%  07/15/2032   1,000,000    911,452 
THL Credit Wind River 2017-1 CLO Ltd.  3M SOFR + 7.06%  04/18/2036   1,500,000    1,474,454 
Trestles CLO IV, Ltd  3M SOFR + 5.25%  10/30/2038   1,500,000    1,508,013 
TOTAL COLLATERALIZED LOAN OBLIGATIONS DEBT (Cost $94,058,721)              93,649,298 

 

   Estimated Yield   Maturity Date  Principal Amount   Value 
COLLATERALIZED LOAN OBLIGATIONS EQUITY - 61.29%(a)(c)                  
AIMCO CLO 16 Ltd.   11.24%   07/17/2037   1,812,000    1,034,652 
ALM 2020 Ltd.(d)   N/A   10/15/2029   5,000,000    500 
Anchorage Capital CLO 3-R Ltd.(d)   N/A   01/28/2031   1,400,000    6,118 
Anchorage Capital CLO 7 Ltd.   24.12%   01/28/2031   1,750,000    451,080 
Anchorage Capital CLO 13 LLC   9.20%   04/15/2034   7,000,000    2,792,370 
Anchorage Capital CLO 16 Ltd.   9.89%   01/19/2038   3,305,720    1,368,568 
Anchorage Capital CLO 1-R Ltd.(d)   N/A   04/13/2031   4,150,000    28,554 
Anchorage Capital CLO 20 Ltd.   3.47%   01/20/2035   1,750,000    550,007 
Apidos CLO XLIX Ltd   16.51%   10/24/2037   10,000,000    6,559,800 
Apidos CLO XLVIII Ltd.   8.93%   07/25/2037   9,000,000    5,729,130 
Apidos CLO XXVII(d)   N/A   07/17/2030   1,300,000    99,333 
Ares LI CLO Ltd.   6.85%   07/15/2034   1,699,959    514,425 
Ares LI CLO Ltd.   9.65%   10/15/2037   4,378,142    1,324,869 
Ares LIX CLO Ltd.   16.10%   04/25/2034   3,500,000    1,424,150 
Ares LVIII CLO Ltd.   13.09%   04/15/2038   12,425,000    4,840,159 
Ares XLI CLO Ltd.   5.69%   04/15/2034   2,343,500    530,803 
Ares XLIV CLO Ltd.   14.35%   04/15/2034   6,288,428    1,191,657 
Ballyrock CLO 19 Ltd.   12.10%   04/20/2035   4,200,000    1,767,066 
Benefit Street Partners CLO XII Ltd.   14.38%   10/15/2030   4,500,000    3,225,195 
Benefit Street Partners CLO XXIII Ltd.   14.35%   04/25/2034   5,000,000    2,905,000 
Benefit Street Partners CLO XXV Ltd.   20.99%   01/15/2035   5,250,000    3,465,315 
Benefit Street Partners CLO XXVII Ltd.   15.75%   10/20/2037   2,250,000    2,035,957 
Benefit Street Partners CLO XXXIV Ltd.   11.14%   07/25/2037   4,700,000    3,226,550 
Benefit Street Partners CLO XXXVI Ltd.   12.54%   01/25/2038   2,560,000    1,763,456 
Carlyle US CLO 2019-4 Ltd.   7.32%   04/15/2035   8,740,000    4,252,010 
Carlyle US CLO 2021-10 Ltd.   16.95%   01/20/2038   3,750,000    1,453,200 
Carlyle US CLO 2021-2 Ltd.   16.12%   04/20/2038   2,530,000    1,465,022 
Carlyle US CLO 2021-4 Ltd.   9.19%   04/20/2034   1,000,000    526,960 
Carlyle US CLO 2021-5 Ltd.   12.32%   07/20/2034   4,000,000    1,888,040 
Carlyle US CLO 2022-2 Ltd.   17.33%   01/20/2038   4,391,000    2,041,244 
Carlyle US CLO 2023-2 Ltd.   16.57%   07/20/2036   4,534,341    3,090,561 
CIFC Funding 2017-III Ltd.   4.58%   07/20/2030   1,400,000    389,424 
CIFC Funding 2017-V Ltd.   7.77%   07/17/2037   6,500,000    1,947,790 
CIFC Funding 2018-I Ltd.   10.54%   04/18/2031   10,250,000    3,157,718 
CIFC Funding 2018-II Ltd.   13.12%   10/20/2037   2,500,000    891,500 
CIFC Funding 2018-III Ltd.   9.94%   07/18/2031   6,815,000    1,147,578 
CIFC Funding 2018-V Ltd.   9.73%   07/15/2038   5,298,000    2,083,333 
CIFC Funding 2019-III Ltd.   12.77%   01/16/2038   840,000    565,202 
CIFC Funding 2019-V Ltd.   12.50%   10/15/2038   2,500,000    1,512,575 
CIFC Funding 2019-V Ltd.   16.20%   10/15/2038   1,938,438    1,172,813 
CIFC Funding 2020-II Ltd.   9.57%   10/20/2034   1,000,000    488,100 
CIFC Funding 2020-III Ltd.   10.42%   10/20/2034   203,350    130,384 
CIFC Funding 2021-II Ltd.   10.13%   04/15/2034   7,705,900    3,777,355 
CIFC Funding 2021-V Ltd.   16.19%   01/15/2038   10,086,431    5,514,554 
CIFC Funding 2021-VII Ltd.   11.44%   01/23/2035   1,000,000    640,200 
CIFC Funding 2022-IV Ltd.   15.05%   07/16/2035   2,500,000    1,628,000 
Clover CLO 2019-1 Ltd.   15.64%   04/18/2035   8,339,200    4,579,221 
Clover CLO 2021-3 LLC   19.87%   01/25/2035   5,500,000    3,300,330 
Dryden 87 CLO Ltd.   8.59%   08/20/2038   2,831,400    934,645 

 

2

 

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Continued) (Unaudited)  

   Estimated Yield   Maturity Date  Principal Amount   Value 
COLLATERALIZED LOAN OBLIGATIONS EQUITY - 61.29%(a)(c)(Continued)              
Elmwood CLO I Ltd.   5.32%   10/20/2033  $6,000,000   $2,797,440 
Elmwood CLO VII Ltd.   7.69%   01/17/2034   8,350,000    2,656,720  
Galaxy 33 CLO Ltd.   8.42%   04/20/2037   2,000,000    1,121,820 
Generate CLO 3 Ltd.   2.08%   10/20/2029   7,008,000    2,164,701 
Generate CLO 12 Ltd.   16.29%   07/20/2036   8,000,000    4,326,880 
Generate CLO 14 Ltd.   5.47%   04/22/2037   8,000,000    3,514,080 
Harmony-Peace Park CLO, Ltd.   12.11%   10/20/2037   5,275,000    3,574,868 
Madison Park Funding XX Ltd.   5.87%   07/27/2030   1,740,000    248,124 
Madison Park Funding XX Ltd.   19.97%   10/27/2037   2,172,000    332,338 
Madison Park Funding XXIX Ltd.   14.64%   10/18/2047   4,330,700    1,307,005 
Madison Park Funding XXVIII Ltd.   11.86%   07/15/2030   5,949,336    1,808,955 
Madison Park Funding XXXVII Ltd.   10.69%   04/15/2037   4,648,815    1,765,759 
Neuberger Berman CLO XXI Ltd.   12.55%   01/20/2039   4,425,109    2,566,563 
Neuberger Berman Loan Advisers CLO 47 Ltd.   16.37%   04/14/2035   15,000,000    7,795,200 
Neuberger Berman Loan Advisers CLO 50 Ltd.   10.88%   07/23/2036   6,500,000    3,457,090 
Neuberger Berman Loan Advisers CLO 53 Ltd.   12.16%   10/24/2037   7,325,000    5,211,225 
Neuberger Berman Loan Advisers CLO 54 Ltd.   10.17%   04/23/2038   3,465,000    2,151,522 
Neuberger Berman Loan Advisers CLO 55 Ltd.   8.70%   04/22/2038   4,600,000    2,826,372 
Niagara Park CLO Ltd.   15.12%   07/17/2032   2,648,000    1,361,204 
Niagara Park CLO Ltd.(d)   N/A   01/17/2038   225,000    218,311 
NYACK Park CLO Ltd.   9.98%   10/20/2038   1,358,700    574,730 
Oak Hill Credit Partners X-R Ltd.   14.33%   04/20/2034   9,091,692    3,523,031 
Oaktree CLO 2019-3, Ltd.   12.34%   01/20/2038   4,000,000    1,950,000 
Oaktree CLO 2022-3 Ltd.   11.56%   10/15/2037   13,250,000    6,739,480 
OCP CLO 2018-15 Ltd.   14.94%   07/20/2031   6,000,000    2,292,660 
OCP CLO 2020-8R Ltd.   16.57%   10/17/2038   5,390,000    1,740,970 
OCP CLO 2022-24 Ltd.   9.27%   10/20/2037   7,445,299    3,939,308 
OCP CLO 2024-36 Ltd.   8.98%   10/16/2037   4,000,000    2,623,320 
OCP CLO 2024-38 Ltd.   8.91%   01/21/2038   5,000,000    3,374,950 
OHA Credit Partners XI Ltd.   10.08%   04/20/2037   4,003,000    1,880,810 
OHA Credit Partners XII Ltd.   7.42%   04/23/2037   13,537,295    5,876,134 
OHA Credit Partners XIII Ltd.   12.11%   10/21/2034   1,600,000    876,336 
Palmer Square CLO 2024-2 Ltd.   8.24%   07/20/2037   4,000,000    2,644,080 
Rad CLO 12 Ltd.   14.86%   10/30/2034   6,000,000    2,619,000 
Regatta XIX Funding Ltd.   12.89%   04/20/2035   12,102,000    6,962,156 
Regatta XVIII Funding Ltd.   15.12%   01/15/2034   7,175,322    3,725,786 
Regatta XXIV Funding Ltd.   12.13%   01/20/2035   5,000,000    2,350,400 
Regatta XXVII Funding Ltd.   9.36%   04/26/2037   6,000,000    3,441,240 
Rockland Park CLO Ltd.(e)   8.09%   04/20/2034   13,785,821    73,396 
Rockland Park CLO Ltd.(e)   16.12%   04/20/2034   13,785,821    168,838 
Rockland Park CLO Ltd.   11.82%   04/20/2034   13,785,821    5,574,435 
RR 19 Ltd.   12.98%   10/15/2035   7,858,000    5,623,813 
RR 25 Ltd.   6.21%   10/15/2037   9,780,000    5,555,236 
Sixth Street CLO XVI Ltd.   4.76%   10/20/2032   8,000,000    4,374,400 
Sixth Street CLO XVII Ltd.   12.10%   01/20/2034   1,100,000    685,685 
Sixth Street CLO XXIV Ltd.   6.67%   04/23/2037   7,500,000    5,015,775 
Sixth Street CLO XXV Ltd.   7.78%   07/24/2037   7,000,000    4,653,390 
THL Credit Wind River 2018-2 CLO Ltd.(d)   N/A   07/15/2030   3,031,000    58,650 
THL Credit Wind River 2018-3 CLO Ltd.(d)   N/A   01/20/2031   3,000,000    153,180 
Thompson Park CLO Ltd.   13.25%   04/15/2034   4,000,000    2,020,000 
TICP CLO XV Ltd.   12.17%   04/20/2033   21,000,000    10,188,150 
Unity-Peace Park CLO Ltd.   8.28%   04/20/2035   4,000,000    1,492,400 
TOTAL COLLATERALIZED LOAN OBLIGATIONS EQUITY (Cost $334,195,739)                249,390,389 

 

3

 

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Continued) (Unaudited)  

   Coupon   Maturity Date  Principal Amount   Value 
CORPORATE BONDS - 1.29%(a)                  
Chemicals - 0.09%                  
Herens Holdco S.a.r.l., Senior Secured Bond   4.75%   05/15/2028  $444,000   $382,284 
Diversified Telecommunication Services - 0.12%                  
Altice France SA, Senior Secured Bond   6.88%   07/15/2032   513,657    491,182 
Electronic Equipment, Instruments & Components - 0.04%                  
Coherent Corp., Senior Unsecured Bond   5.00%   12/15/2029   146,000    145,570 
Hotels, Restaurants & Leisure - 0.35%                  
Fertitta Entertainment LLC, Senior Unsecured Bond   6.75%   01/15/2030   328,000    310,926 
Hilton Grand Vacations Borrower Escrow LLC, Senior Unsecured Bond   5.00%   06/01/2029   529,000    514,056 
SeaWorld Parks & Entertainment, Inc., Senior Unsecured Bond   5.25%   08/15/2029   600,000    583,234 
                 1,408,216 
Industrial Conglomerates - 0.10%                  
MajorDrive Holdings IV, LLC, Senior Unsecured Bond   6.38%   06/01/2029   545,000    394,130 
Insurance - 0.03%                  
Asurion, LLC, Senior Secured Bond   8.00%   12/31/2032   133,000    138,040 
Media - 0.46%                  
Gray Media, Inc., Senior Secured Bond   7.25%   08/15/2033   722,000    736,651 
Gray Media, Inc., Senior Unsecured Bond   5.38%   11/15/2031   750,000    562,545 
The E.W. Scripps Company, Senior Unsecured Bond   5.38%   01/15/2031   750,000    565,285 
                 1,864,481 
Wireless Telecommunication Services - 0.10%                  
Digicel International Finance Ltd., Senior Secured Bond   8.63%   08/01/2032   404,000    419,423 
TOTAL CORPORATE BONDS
(Cost $5,448,003)
                5,243,326 

 

   Reference Rate & Spread  Maturity Date  Principal Amount   Value 
SECURED SECOND LIEN LOANS - 1.00%(b)                
Diversified Consumer Services - 0.03%                
TruGreen LP, Initial  3M SOFR + 8.76%  11/02/2028   125,392    115,596 
Electronic Equipment, Instruments & Components - 0.02%                
Infinite Bidco LLC, Initial  3M SOFR + 7.26%  03/02/2029   69,869    66,070 
Insurance - 0.76%                
Alera Group, Inc., Second Lien Initial  1M SOFR + 5.50%  05/30/2033   750,000    763,313 
Asurion, LLC, New B-4  1M SOFR + 5.36%  01/20/2029   1,604,603    1,572,510 
CRC Insurance Group, LLC, Second Lien TL  3M SOFR + 4.75%  05/06/2032   750,000    758,123 
               3,093,946 
Pharmaceuticals - 0.04%                
Alvogen Pharma US, Inc., TL  3M SOFR + 2.50%  03/01/2029   243,319    159,374 
Software - 0.15%                
Kaseya, TL  1M SOFR + 5.00%  03/20/2033   644,172    629,008 
TOTAL SECURED SECOND LIEN LOANS
(Cost $4,142,645)
              4,063,994 

 

   Reference Rate & Spread  Maturity Date  Principal Amount   Value 
SENIOR SECURED FIRST LIEN LOANS - 76.84%(b)                
Aerospace & Defense - 1.96%                
Arcline FM Holdings, LLC, 2025-1 New Term  3M SOFR + 2.75%  06/23/2030   860,050    862,467 
Kaman Corp., Delayed Draw(f)  3M SOFR + 2.50%  02/26/2032   22,074    22,850 
Kaman Corp., Initial  3M SOFR + 2.50%  02/26/2032   2,440,192    2,448,391 
Propulsion (BC) Newco LLC, Initial  3M SOFR + 2.50%  12/01/2032   295,593    296,849 
Signia Aerospace, 2025 Initial TL  3M SOFR + 2.75%  12/11/2031   3,076,605    3,084,297 
Transdigm, Inc., Tranche J  1M SOFR + 2.50%  02/28/2031   1,069,286    1,072,922 
Transdigm, Inc., Tranche M  1M SOFR + 2.50%  08/19/2032   170,310    170,984 
               7,958,760 
Air Freight & Logistics - 0.18%                
Brown Group Holding, LLC, 2022 Incremental B-2  3M SOFR + 2.75%  07/01/2031   468,012    470,109 
Lasership, Inc., Tranche B  3M SOFR + 1.76%  08/10/2029   184,930    137,403 
Lasership, Inc., Tranche E  3M SOFR + 1.76%  08/10/2029   495,038    143,561 
               751,073 
Auto Components - 0.54%                
Clarios Global LP, Amendment No. 6  1M SOFR + 2.75%  01/28/2032   1,246,553    1,251,228 
Eagle Recycling Bidco, Inc., Closing Date Initial  1M SOFR + 3.75%  12/18/2032   453,191    453,191 
Holley, Inc., TL  1M SOFR + 3.86%  11/17/2028   496,944    494,086 
               2,198,505 

 

4

 

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Continued) (Unaudited)

   Reference Rate & Spread  Maturity Date  Principal Amount   Value 
SENIOR SECURED FIRST LIEN LOANS - 76.84%(b)(Continued)                
Automobiles - 1.12%                
RealTruck Intermediate Holdings, Inc., Initial  1M SOFR + 3.86%  01/31/2028  $389,565   $297,718 
RVR Dealership Holdings, LLC, TL  3M SOFR + 3.90%  02/08/2028   487,190    468,380 
Tenneco, Inc., Term A  3M SOFR + 4.85%  11/17/2028   1,234,119    1,208,820 
Tenneco, Inc., Term B  3M SOFR + 5.10%  11/17/2028   576,970    566,359 
The Hertz Corp., 2023 Incremental  1M SOFR + 3.75%  06/30/2028   24,818    20,583 
The Hertz Corp., Initial Term B  1M SOFR + 3.61%  06/30/2028   831,096    696,300 
The Hertz Corp., Initial Term C  1M SOFR + 3.61%  06/30/2028   164,010    137,409 
Truck Hero, Inc., Incremental  1M SOFR + 5.11%  01/31/2028   337,598    260,457 
Wand NewCo 3, Inc., Tranche B-2  1M SOFR + 2.50%  01/30/2031   911,627    912,111 
               4,568,137 
Banks - 0.05%                
Shift4 Payments, Inc., Amendment No.2  3M SOFR + 2.50%  06/30/2032   212,338    213,444 
Building Products - 3.59%                
AI Aqua Merger Sub, Inc., 2025 Refinancing Term B  3M SOFR + 3.00%  07/31/2028   3,150,028    3,155,792 
American Residential Services, 2025 Refinancing  3M SOFR + 2.75%  02/02/2032   398,000    399,493 
Chariot Buyer LLC, Amendment No. 5 Incremental  1M SOFR + 2.75%  09/08/2032   1,330,638    1,332,581 
Cornerstone Building Brands, Inc., Initial  1M SOFR + 5.63%  08/01/2028   493,639    387,506 
Cornerstone Building Brands, Inc., Tranche B  1M SOFR + 3.25%  04/12/2028   1,345,221    1,048,600 
Cornerstone Building Brands, Inc., Tranche C  1M SOFR + 4.50%  05/15/2031   295,694    207,971 
Groundworks, LLC, Initial  1M SOFR + 3.00%  03/14/2031   1,522,791    1,529,141 
Hobbs & Associates, LLC, Closing Date  1M SOFR + 2.75%  07/23/2031   735,382    734,690 
Icebox Holdco III, Inc., Initial  3M SOFR + 3.25%  12/22/2031   914,962    921,824 
Kodiak Building Partners, Initial  1M SOFR + 3.75%  12/04/2031   1,069,770    1,042,020 
White Cap Buyer, LLC, Tranche C  1M SOFR + 3.25%  10/19/2029   2,895,864    2,906,955 
Wilsonart International, Initial  3M SOFR + 4.25%  08/05/2031   976,795    945,050 
               14,611,623 
Capital Markets - 0.28%                
Hudson River Trading LLC, Term B-1  1M SOFR + 2.75%  03/18/2030   1,127,650    1,131,800 
Chemicals - 3.33%                
CP Iris Holdco I, Inc. and CP Iris Holdco II, Inc., Initial  1M SOFR + 4.00%  10/27/2032   739,355    733,500 
Discovery Purchaser Corp., Initial  3M SOFR + 3.75%  10/04/2029   1,038,679    996,394 
Herens Holdco S.a.r.l., Facility B  3M SOFR + 4.03%  07/03/2028   1,380,438    1,204,901 
Hexion Holdings Corp., 2024 Refinancing  1M SOFR + 4.00%  03/15/2029   1,264,010    1,215,712 
Ineos Finance LLC, 2030 TL  1M SOFR + 3.25%  02/18/2030   864,347    696,880 
Ineos Quattro Holdings UK Ltd., 2029 Tranche B  1M SOFR + 4.35%  04/02/2029   1,384,736    969,315 
Ineos US Finance LLC, 2031 Repriced  1M SOFR + 3.00%  02/07/2031   1,235,634    986,963 
Ineos US Petrochem LLC, 2031 Tranche B  1M SOFR + 4.25%  10/07/2031   94,206    62,411 
Lummus Technology Holdings V LLC, Amendment No.4 Existing Term B  1M SOFR + 2.50%  12/31/2029   1,818,122    1,818,777 
MSOF Beacon, LLC, Initial  1M SOFR + 2.50%  12/09/2032   125,451    125,921 
New Arclin U.S. Holding Corp., TL  1M SOFR + 3.60%  09/30/2028   369,730    369,267 
Nouryon USA LLC, Repriced 2024 B-1  6M SOFR + 3.25%  04/03/2028   264,721    264,502 
Nouryon USA LLC, Repriced 2024 B-2  3M SOFR + 3.25%  04/03/2028   596,564    596,003 
Olympus Water US Holding Corp., 2025 Incremental  3M SOFR + 3.25%  11/03/2032   325,934    323,695 
Olympus Water US Holding Corp., Term B-6  3M SOFR + 3.00%  06/20/2031   1,765,073    1,748,022 
Vibrantz Technologies, Inc., Initial  3M SOFR + 4.40%  04/23/2029   301,305    165,887 
Wesco Group LLC, Initial Term B  3M SOFR + 3.00%  10/09/2031   189,741    190,452 
Windsor Holdings III, LLC., 2025 Term B  1M SOFR + 2.75%  08/01/2030   1,068,946    1,070,486 
               13,539,088 
Commercial Services & Supplies - 3.31%                
Allied Universal Holdco LLC, Amendment No. 7 Replacement  1M SOFR + 3.25%  08/20/2032   3,423,915    3,439,494 
AmSpec Parent, LLC, Closing Date  3M SOFR + 3.50%  12/22/2031   1,209,606    1,209,606 
Ankura Consulting Group LLC, 2024-2 Repricing  3M SOFR + 3.50%  12/29/2031   1,599,618    1,560,203 
Belfor USA Group, Inc., Tranche B-5  1M SOFR + 2.75%  11/01/2030   1,198,261    1,202,754 
BradyPLUS Holdings, LLC, Initial  3M SOFR + 3.50%  12/13/2032   743,832    735,151 
Garda World Security Corp., Twelfth Additional TL  1M SOFR + 3.00%  02/01/2029   1,412,866    1,416,398 
GBT US III LLC, Term B-1  3M SOFR + 2.50%  07/25/2031   1,672,173    1,676,705 
Genuine Financial Holdings, LLC, 2025 Replacement  1M SOFR + 3.25%  09/27/2030   1,496,997    1,255,607 
GFL Environmental Services, Initial  3M SOFR + 2.50%  03/03/2032   684,317    686,370 
VFS Global, Facility B  6M SOFR + 2.50%  10/07/2032   278,456    279,500 
               13,461,788 

 

5

 

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Continued) (Unaudited)  

   Reference Rate & Spread  Maturity Date  Principal Amount   Value 
SENIOR SECURED FIRST LIEN LOANS - 76.84%(b)(Continued)              
Communications Equipment - 0.36%              
Global Tel Link Corp., Initial  1M SOFR + 7.50%  08/06/2029  $931,758   $925,059 
Gogo Intermediate Holdings LLC, Initial  1M SOFR + 3.86%  04/30/2028   602,467    546,311 
               1,471,370 
Construction & Engineering - 1.29%                
Brand Industrial Services, Inc., Tranche C  3M SOFR + 4.50%  08/01/2030   1,126,197    1,023,814 
DG Investment Intermediate Holdings 2, Inc., Closing Date Initial  1M SOFR + 3.75%  07/09/2032   1,852,777    1,852,778 
Energize Holdco LLC, 2025 Refinancing  1M SOFR + 3.00%  12/08/2028   2,083,021    2,087,583 
Michael Baker International, LLC, Term B-1  3M SOFR + 4.00%  12/01/2028   272,135    272,475 
               5,236,650 
Construction Materials - 0.58%                
Artera Services, LLC, Tranche C  3M SOFR + 4.50%  02/15/2031   321,790    258,841 
LSF12 Crown US Commercial Bidco LLC, 2025 Refinancing  1M SOFR + 3.50%  12/02/2031   1,607,635    1,616,172 
Mativ Holdings, Inc., Term B  1M SOFR + 3.86%  04/20/2028   155,960    154,400 
Tiger Acquisition LLC, Initial  1M SOFR + 2.50%  08/23/2032   346,381    347,247 
               2,376,660 
Containers & Packaging - 1.68%                
Berlin Packaging LLC, 2025 Replacement  3M SOFR + 3.25%  06/09/2031   751,332    752,790 
Clydesdale Acquisition Holdings, Inc., 2025 Incremental Closing Date Term B  1M SOFR + 3.25%  04/01/2032   1,131,195    1,129,679 
Clydesdale Acquisition Holdings, Inc., 2025 Incremental Delayed Draw Term B  1M SOFR + 3.25%  04/01/2032   2,677    2,674 
Clydesdale Acquisition Holdings, Inc., Term B  1M SOFR + 3.18%  04/13/2029   500,000    500,085 
Pelican Products, Inc., Initial  3M SOFR + 4.51%  12/29/2028   471,615    425,043 
Pregis TopCo LLC, Tenth Amendment  1M SOFR + 4.00%  02/01/2029   218,505    220,183 
Proampac PG Borrower LLC, 2024-1  3M SOFR + 4.00%  09/15/2028   356,271    356,466 
Ring Container Technologies Group, LLC, 2025 Refinancing  1M SOFR + 2.50%  09/15/2032   222,918    223,424 
RLG Holdings, LLC, Closing Date Initial  1M SOFR + 4.36%  07/07/2028   1,315,579    788,032 
Sabert Corp., Term B  1M SOFR + 3.11%  12/10/2026   909,739    907,465 
Tricorbraun Holdings, Inc., Closing Date Initial  1M SOFR + 3.25%  03/03/2031   1,598,123    1,543,195 
               6,849,036 
Distributors - 0.64%                
Aramsco Parent, Inc., Closing Date Initial  3M SOFR + 4.75%  10/10/2030   385,567    258,176 
BCPE Empire Holdings, Inc., Amendment No. 8 Refinancing  1M SOFR + 3.25%  12/11/2030   2,393,282    2,364,371 
               2,622,547 
Diversified Consumer Services - 2.06%                
AAdvantage Loyalty IP Ltd. and American Airlines, Inc., 2025 Incremental  3M SOFR + 3.25%  05/28/2032   1,076,121    1,080,834 
Anticimex Global AB, Facility B8  3M SOFR + 2.90%  11/17/2031   507,410    509,313 
Cast & Crew Payroll, LLC, Incremental Facility No. 2 Incremental  1M SOFR + 3.75%  12/29/2028   197,554    115,470 
Sabre GLBL Inc, 2025 Other Term B-1  1M SOFR + 6.35%  07/30/2029   247,981    220,703 
Sabre GLBL Inc, 2025 Other Term B-2  1M SOFR + 6.35%  07/30/2029   148,722    132,363 
Spin Holdco, Inc., Initial  3M SOFR + 4.26%  03/04/2028   2,111,943    1,623,557 
Staples, Inc., Closing Date  3M SOFR + 5.75%  09/04/2029   268,331    254,201 
Stubhub Holdings, Inc., Extended Term B  1M SOFR + 4.75%  03/15/2030   1,073,076    1,061,894 
The Knot Worldwide, Inc., Amendment No. 5  1M SOFR + 3.75%  01/31/2028   865,961    720,913 
TruGreen LP, Second Refinancing  1M SOFR + 4.10%  11/02/2027   174,561    170,677 
Wash Bidco, Inc., Initial  1M SOFR + 3.25%  09/10/2032   547,702    551,810 
WestJet Loyalty LP, Initial  3M SOFR + 3.25%  02/14/2031   1,944,290    1,950,823 
               8,392,558 
Diversified Financial Services - 5.69%                
Ascensus Holdings, Inc., Amendment No. 4 Replacement  1M SOFR + 3.00%  11/24/2032   1,500,000    1,497,375 
BCPE Pequod Buyer, Inc., Initial  1M SOFR + 3.00%  11/25/2031   1,828,228    1,831,080 
Blackhawk Network Holdings, Inc., Term B-2  3M SOFR + 4.00%  03/12/2029   2,281,915    2,290,472 
Chicago US Midco III, LP, Closing Date  1M SOFR + 2.50%  10/30/2032   471,646    472,235 
Citco Funding LLC, 2024 TL  1M SOFR + 2.75%  04/27/2028   770,268    774,843 
Citrin Cooperman Advisors LLC, Initial  3M SOFR + 3.00%  04/01/2032   726,023    727,838 
CoreLogic, Inc., Initial  1M SOFR + 3.61%  06/02/2028   1,079,120    1,078,731 
EP WEALTH ADVISORS, LLC, Closing Date  3M SOFR + 3.00%  10/18/2032   164,625    165,037 
First Eagle Holdings, Inc., Initial  3M SOFR + 3.50%  08/16/2032   854,167    852,373 
FNZ USA FINCO, LLC, Initial  3M SOFR + 5.00%  11/05/2031   1,308,105    1,026,863 
Focus Financial Partners, LLC, Tranche B  1M SOFR + 2.50%  09/15/2031   1,980,323    1,983,135 

 

6

 

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Continued) (Unaudited)  

   Reference Rate & Spread  Maturity Date  Principal Amount   Value 
SENIOR SECURED FIRST LIEN LOANS - 76.84%(b)(Continued)              
Diversified Financial Services - 5.69% (continued)                
Grant Thornton Advisors LLC, 2025 Incremental  1M SOFR + 2.75%  06/02/2031  $2,450,286   $2,452,246 
Grant Thornton Advisors LLC, 2025-2 Incremental  1M SOFR + 3.00%  06/02/2031   461,401    462,721 
Hightower Holdings, LLC, Amendment No. 10 Replacement  3M SOFR + 2.75%  02/03/2032   1,573,692    1,574,684 
Janney Montgomery Scott, Initial  3M SOFR + 2.75%  11/28/2031   1,132,519    1,139,359 
Nexus Buyer, LLC, Amendment No. 9 Refinancing  1M SOFR + 3.50%  07/31/2031   3,587,994    3,534,569 
Nexus Buyer, LLC, Amendment No.10  1M SOFR + 4.00%  07/31/2031   516,989    512,574 
Osmose Holdings, Initial  1M SOFR + 3.36%  06/23/2028   787,283    772,033 
               23,148,168 
Diversified Telecommunication Services - 1.95%                
Cogeco Financing 2 LP, Term B  1M SOFR + 3.25%  09/18/2030   410,274    395,180 
Directv Financing, LLC, Closing Date  3M SOFR + 5.26%  08/02/2027   96,735    96,762 
LCPR Loan Financing LLC, 2021 Additional  6M SOFR + 4.18%  10/16/2028   558,979    361,682 
Level 3 Financing, Inc., Term B-4  1M SOFR + 3.25%  03/29/2032   478,743    479,820 
Numericable US LLC, USD TLB-14  3M SOFR + 6.88%  05/31/2031   840,362    839,135 
Syniverse Holdings, LLC, Initial  3M SOFR + 7.00%  05/13/2027   626,053    601,236 
Viasat, Inc., Incremental  1M SOFR + 4.61%  05/30/2030   371,449    369,767 
Viasat, Inc., Initial  1M SOFR + 4.61%  03/02/2029   645,698    642,908 
Wide Open West Finance, LLC, First Out  3M SOFR + 7.26%  12/11/2028   672,009    682,647 
Windstream Services, LLC, Incremental TL  1M SOFR + 4.85%  10/01/2031   1,917,501    1,922,295 
Zacapa S.a.r.l., Initial  3M SOFR + 3.75%  03/22/2029   1,526,303    1,526,395 
               7,917,827 
Electrical Equipment - 0.28%                
Pioneer AcquisitionCo, LLC, Initial  3M SOFR + 3.25%  10/27/2032   162,098    162,706 
Spectris, Facility B2  3M SOFR + 2.75%  09/30/2032   130,675    131,165 
Trio Bidco, LLC, Closing Date Term B  3M SOFR + 4.00%  10/29/2032   838,578    839,979 
               1,133,850 
Electronic Equipment, Instruments & Components - 0.12%                
Infinite Bidco LLC., TL  3M SOFR + 4.01%  03/02/2028   497,549    490,499 
Food & Staples Retailing - 0.69%                
BW Gas & Convenience Holdings, LLC, Initial  1M SOFR + 3.61%  03/31/2028   528,779    527,018 
EG America, LLC, New Facility B3  3M SOFR + 3.50%  02/07/2028   1,453,887    1,458,132 
Upbound, 2025 TL  3M SOFR + 2.75%  08/13/2032   822,241    826,352 
               2,811,502 
Food Products - 0.64%                
Froneri US, Inc., Facility B6  6M SOFR + 2.25%  08/02/2032   1,875,392    1,874,679 
Pacific Bells, LLC, Initial Term B-1  3M SOFR + 3.75%  11/13/2028   398,482    399,645 
Snacking Investments US LLC, 2025 U.S. TL  3M SOFR + 3.00%  10/29/2032   319,016    320,611 
               2,594,935 
Gas Utilities - 0.34%                
Prairie Acquiror LP, Initial Term B-4  1M SOFR + 3.75%  08/01/2029   1,375,687    1,382,277 
Health Care Equipment & Supplies - 0.79%                
Bausch & Lomb Corp., First Incremental TL  1M SOFR + 4.00%  09/29/2028   1,361,518    1,361,518 
Hanger, Inc., Delayed Draw(f)  1M SOFR + 3.50%  10/23/2031   93,123    93,513 
Hanger, Inc., Initial  1M SOFR + 3.50%  10/23/2031   1,221,129    1,224,146 
Paradigm Parent, LLC, Initial  3M SOFR + 4.50%  04/16/2032   491,161    430,841 
Zest Acquisition Corp., Term B-1  3M SOFR + 5.25%  02/08/2028   101,451    99,168 
               3,209,186 
Health Care Providers & Services - 5.08%                
Azalea Topco, Inc., 2025 Refinancing  1M SOFR + 3.00%  04/30/2031   1,714,841    1,716,985 
Charlotte Buyer, Inc., Second Refinancing  1M SOFR + 4.25%  02/11/2028   2,030,601    1,991,572 
CHG Healthcare Services, Inc., Amendment No. 7 Refinancing  3M SOFR + 2.75%  09/29/2028   1,119,122    1,123,822 
Cotiviti, Inc., Floating Rate TL  1M SOFR + 2.75%  05/01/2031   808,768    775,746 
Cotiviti, Inc., Incremental TL  1M SOFR + 2.75%  03/26/2032   701,983    672,591 
Covetrus, Inc., Initial  3M SOFR + 5.00%  10/13/2029   1,213,499    1,084,055 
ExamWorks Group, Inc., Initial  1M SOFR + 2.50%  11/01/2028   682,045    685,182 
Global Medical Response, Inc., Initial  3M SOFR + 3.50%  10/01/2032   1,754,189    1,764,135 
Ingenovis Health, Inc., Initial  3M SOFR + 4.51%  03/06/2028   1,117,471    298,924 
Lifepoint Health, Inc., 2024 Refinancing  3M SOFR + 3.75%  05/17/2031   2,351,746    2,358,237 
National Mentor Holdings, Inc., Closing Date First Lien  1M SOFR + 6.00%  12/12/2030   385,740    385,983 
Organon & Co., 2024 Converted Dollar  1M SOFR + 2.25%  05/19/2031   105,450    101,338 
Outcomes Group Holdings, Inc., 2025 Replacement  1M SOFR + 3.00%  05/06/2031   589,658    592,772 

 

7

 

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Continued) (Unaudited)  

   Reference Rate & Spread  Maturity Date  Principal Amount   Value 
SENIOR SECURED FIRST LIEN LOANS - 76.84%(b)(Continued)              
Health Care Providers & Services - 5.08%(continued)              
Parexel International, Inc., Seventh Amendment  1M SOFR + 2.75%  12/12/2031  $401,832   $402,921 
Sharp Services, LLC, Tranche E  3M SOFR + 3.00%  09/29/2032   736,501    738,342 
Solaris US BidCo, LLC, Initial  3M SOFR + 5.25%  11/29/2030   1,739,536    1,704,746 
Southern Veterinary Partners, LLC, 2025 New TL  3M SOFR + 2.50%  12/04/2031   2,224,646    2,220,975 
Summit Behavioral Health, LLC, First Out  3M SOFR + 6.01%  12/31/2029   177,865    182,015 
Summit Behavioral Health, LLC, Second Out  3M SOFR + 4.51%  12/31/2029   1,045,405    901,662 
WCG Intermediate Corp., 2025 Refinancing  1M SOFR + 3.00%  02/25/2032   980,391    981,773 
               20,683,776 
Health Care Technology - 2.09%                
AthenaHealth Group, Inc., Initial  1M SOFR + 2.75%  02/15/2029   3,310,626    3,314,069 
Ensemble RCM, LLC, Term B  3M SOFR + 3.00%  08/01/2029   2,292,928    2,302,857 
Gainwell Acquisition Corp., Term B  3M SOFR + 4.10%  10/01/2027   941,140    923,023 
Raven Acquisition Holdings, LLC, Initial  1M SOFR + 3.00%  11/19/2031   1,173,308    1,176,605 
Zelis Payments Buyer, Inc. & Zelis Cost Management Buyer, Inc., Amendment No. 5  1M SOFR + 3.25%  11/26/2031   776,898    770,100 
               8,486,654 
Hotels, Restaurants & Leisure - 5.04%                
19th Holdings Golf, LLC, Initial  1M SOFR + 3.35%  02/07/2029   997,416    1,003,650 
Allwyn International A.S., New B Facility  1M SOFR + 2.50%  11/24/2032   899,864    881,867 
Alterra Mountain Co., Series B-8  1M SOFR + 2.50%  05/31/2030   391,516    392,984 
Arcis Golf, LLC, Amendment No. 3  1M SOFR + 2.75%  11/24/2028   256,310    256,631 
BCPE Grill Parent, Inc., Initial  1M SOFR + 4.75%  09/30/2030   563,145    521,309 
Bulldog Purchaser, Inc., 2024  3M SOFR + 3.75%  06/27/2031   1,453,755    1,461,329 
Catawba Nation Gaming Authority, Term B  1M SOFR + 4.75%  03/29/2032   1,193,096    1,219,941 
Dave & Buster's, Inc., 2024 Incremental Term B  1M SOFR + 3.25%  11/01/2031   1,000,500    889,505 
Dave & Buster's, Inc., 2024 Refinancing Term B  1M SOFR + 3.25%  06/29/2029   446,565    409,862 
Fertitta Entertainment, LLC, Initial B  1M SOFR + 3.25%  01/27/2029   1,442,888    1,442,152 
Fitness International, LLC, Term B  1M SOFR + 4.50%  02/12/2029   969,919    970,889 
Flynn Restaurant Group LP, Series 2025  1M SOFR + 3.75%  01/28/2032   1,333,637    1,338,011 
Herschend Entertainment Company, LLC, Initial  1M SOFR + 3.25%  05/27/2032   301,405    303,288 
Horizon Midco 2 Ltd., Term B  6M SOFR + 4.50%  10/31/2031   1,481,813    1,442,915 
Kingpin Intermediate Holdings LLC, Amendment No. 15  1M SOFR + 3.25%  09/22/2032   1,512,702    1,478,666 
LC Ahab US Bidco LLC, Initial  1M SOFR + 3.00%  05/01/2031   1,638,852    1,641,933 
MIC Glen LLC, 2025 TL  1M SOFR + 3.25%  07/21/2028   379,547    381,873 
Motion Finco, LLC, Facility B3  3M SOFR + 3.50%  11/12/2029   993,217    879,622 
Ontario Gaming GTA LP, Term B  3M SOFR + 4.25%  08/01/2030   545,951    504,126 
Scientific Games Holdings LP, 2024 Refinancing  3M SOFR + 3.00%  04/04/2029   496,231    486,867 
SGH2 LLC, Initial  3M SOFR + 4.50%  08/18/2032   865,272    867,436 
Tacala, LLC, Amendment No. 4 Replacement  1M SOFR + 3.00%  01/31/2031   310,087    311,969 
Topgolf Callaway Brands Corp., Initial  1M SOFR + 3.00%  03/15/2030   1,407,464    1,410,392 
               20,497,217 
Household Durables - 0.92%                
Fender Musical Instruments Corp., Initial  1M SOFR + 4.10%  12/01/2028   182,101    163,891 
Hunter Douglas, Inc., Tranche B-1  3M SOFR + 3.00%  01/17/2032   2,462,129    2,471,362 
TGP Holdings III LLC, Closing Date  1M SOFR + 3.35%  06/29/2028   499,768    464,614 
Weber-Stephen Products LLC, Initial Term B  3M SOFR + 3.75%  10/01/2032   653,388    653,714 
               3,753,581 
Independent Power/Renewable Electricity Producers - 1.04%                
Carroll County Energy LLC, TL  3M SOFR + 2.75%  06/30/2031   665,499    667,995 
Cornerstone Generation LLC, Term Loan B  3M SOFR + 3.25%  08/11/2032   561,547    565,961 
CPV Fairview, LLC, Term B Facility  3M SOFR + 2.50%  08/14/2031   173,223    173,818 
Hamilton Projects Acquiror, LLC, 2025-2 Repricing  1M SOFR + 2.50%  05/30/2031   935,902    941,227 
Hunterstown Generation, LLC, Repriced  3M SOFR + 3.00%  11/06/2031   465,571    465,571 
South Field Energy LLC, Term Loan B  3M SOFR + 3.00%  08/29/2031   1,331,157    1,339,477 
South Field Energy LLC, Term Loan C Advances  3M SOFR + 3.00%  08/29/2031   80,220    80,721 
               4,234,770 
Industrial Conglomerates - 2.53%                
Astro Acquisition, LLC, Initial  6M SOFR + 3.25%  08/30/2032   371,675    373,998 
BG MS US Holdings, LLC, Term B  3M SOFR + 4.75%  10/22/2032   683,271    681,562 
Cube Industrials Buyer, Inc., 2025 TL  3M SOFR + 3.00%  10/17/2031   795,960    800,600 
Madison IAQ LLC, 2025 Repriced Incremental  3M SOFR + 2.75%  11/08/2032   588,601    591,809 

 

8

 

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Continued) (Unaudited)  

   Reference Rate & Spread  Maturity Date  Principal Amount   Value 
SENIOR SECURED FIRST LIEN LOANS - 76.84%(b)(Continued)              
Industrial Conglomerates - 2.53% (continued)                
MajorDrive Holdings IV, LLC, 2022 Incremental  3M SOFR + 5.65%  06/01/2029  $286,314   $260,308 
MajorDrive Holdings IV, LLC, Initial  3M SOFR + 4.26%  06/01/2028   244,516    221,287 
Merlin Buyer, Inc., Initial  3M SOFR + 4.00%  12/14/2028   793,569    800,267 
SPX Flow, Inc., 2025 TL  1M SOFR + 2.75%  04/05/2029   1,997,847    2,001,783 
SunSource Borrower, LLC, Initial  1M SOFR + 4.10%  03/25/2031   2,219,057    2,216,283 
TK Elevator Midco GmbH, New Facility B  6M SOFR + 2.75%  04/30/2030   2,339,112    2,352,375 
               10,300,272 
Insurance - 5.64%                
Acrisure LLC, 2024 Repricing Term B-6  1M SOFR + 3.00%  11/06/2030   1,692,298    1,689,133 
Alera Group, Inc., First Lien Initial  1M SOFR + 3.25%  05/30/2032   1,187,020    1,192,065 
Ardonagh Group Finco Pty and Ardonagh Finco BV, Syndicated Facility B  6M SOFR + 2.75%  02/15/2031   2,366,046    2,358,664 
Asurion, LLC, New B-11  1M SOFR + 4.35%  08/19/2028   997,436    998,683 
Asurion, LLC, New B-12  1M SOFR + 4.25%  09/19/2030   309,346    309,201 
Asurion, LLC, New B-13  1M SOFR + 4.25%  09/19/2030   480,139    479,764 
BroadStreet Partners, Inc., Term B-4  1M SOFR + 2.75%  06/13/2031   2,355,979    2,362,788 
Hyperion Refinance S.a.r.l, 2025-3 Refinancing  3M SOFR + 2.75%  04/18/2030   437,887    438,710 
Hyperion Refinance S.a.r.l., 2025-2 Refinancing  1M SOFR + 2.75%  02/15/2031   2,986,667    2,991,535 
IMA Financial Group, Inc., Initial  1M SOFR + 3.00%  11/01/2028   1,406,887    1,409,307 
OneDigital Borrower LLC, 2025 Refinancing  1M SOFR + 3.00%  07/02/2031   2,060,984    2,063,602 
Sedgwick Claims Management Services, Inc., 2023 TL  1M SOFR + 2.50%  07/31/2031   1,723,855    1,728,888 
The Baldwin Insurance Group Holdings, LLC, Refinancing Term B-2  1M SOFR + 2.50%  05/26/2031   2,670,320    2,661,428 
TIH Insurance Holdings, LLC, Amendment No. 1 Replacement  3M SOFR + 2.75%  05/06/2031   1,223,713    1,224,227 
Trucordia Insurance Holdings, LLC, Initial  1M SOFR + 3.25%  06/17/2032   1,033,024    1,025,277 
               22,933,272 
Internet and Catalog Retail - 0.10%                
Shutterfly Finance, LLC, Exchanged Term B  3M SOFR + 5.00%  10/01/2027   448,783    426,824 
IT Services - 1.13%                
Avalara, Inc., New TL  3M SOFR + 2.75%  03/26/2032   1,086,688    1,090,611 
Constant Contact, Inc., Initial  3M SOFR + 4.26%  02/10/2028   1,623,939    1,544,188 
Disco Parent, Inc., TL  3M SOFR + 3.25%  08/06/2032   94,529    95,002 
Endure Digital, Inc., Exchange Superpriority First Out  1M SOFR + 3.60%  04/30/2029   284,257    236,644 
Endure Digital, Inc., Exchange Superpriority Second Out  1M SOFR + 3.60%  04/30/2029   94,281    59,239 
Endure Digital, Inc., New Money Tranche A  1M SOFR + 5.75%  04/30/2029   31,493    29,367 
Ping Identity Holding Corp., Initial  3M SOFR + 2.75%  11/15/2032   524,323    524,978 
Rackspace Technology Global, Inc., Super-Priority Term B  1M SOFR + 6.36%  05/15/2028   994,937    1,009,861 
               4,589,890 
Life Sciences Tools & Services - 0.34%                
Precision Medicine Group, LLC, Amendment No. 4 Refinancing  3M SOFR + 3.50%  08/20/2032   1,371,279    1,378,136 
Machinery - 0.93%                
Element Materials Technology Group US Holdings, Inc., Initial Term B  3M SOFR + 3.68%  07/06/2029   1,103,482    1,110,379 
Indicor, LLC, Tranche D  3M SOFR + 2.75%  11/22/2029   1,524,784    1,532,926 
Johnstone Supply, LLC, Extended Term B-6  1M SOFR + 2.50%  06/09/2031   464,420    466,677 
Pro Mach Group, Inc., Amendment No. 6  1M SOFR + 2.75%  10/16/2032   655,701    659,648 
               3,769,630 
Media - 3.29%                
Aragorn Parent Corp., 2025 Replacement  1M SOFR + 3.50%  12/15/2028   1,068,428    1,074,657 
Arches Buyer, Inc., Initial  1M SOFR + 3.35%  12/06/2027   1,485,021    1,487,070 
Clear Channel Outdoor Holdings, Inc., 2024 Refinancing  1M SOFR + 4.11%  08/21/2028   1,250,000    1,250,675 
Creative Artists Agency, LLC, 2025 Refinancing  1M SOFR + 2.50%  10/01/2031   2,797,235    2,806,550 
Endeavor Group Holdings, Inc., Term Loan B  1M SOFR + 3.00%  03/24/2032   2,174,193    2,183,847 
Gray Television, Inc., Term F  1M SOFR + 5.25%  06/04/2029   15,113    15,100 
Red Planet Borrower, LLC, Initial  1M SOFR + 4.00%  09/08/2032   466,399    466,837 
Summer (BC) Bidco B LLC, Extended Facility B1  3M SOFR + 5.26%  02/15/2029   1,005,674    934,019 
United Talent Agency, LLC, Term B  1M SOFR + 3.00%  06/10/2032   1,410,976    1,419,795 
Univision Communications, Inc., 2024 Replacement  1M SOFR + 3.61%  01/31/2029   1,257,909    1,253,582 
Wasserman Media Group, LLC, Initial  1M SOFR + 3.00%  06/23/2032   471,261    473,028 
               13,365,160 

 

9

 

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Continued) (Unaudited)  

   Reference Rate & Spread  Maturity Date  Principal Amount   Value 
SENIOR SECURED FIRST LIEN LOANS - 76.84%(b)(Continued)              
Oil, Gas & Consumable Fuels - 0.35%              
Blackfin Pipeline, LLC, Initial  1M SOFR + 3.00%  09/29/2032  $367,647   $367,952 
Deep Blue Operating I LLC, TL  1M SOFR + 2.75%  10/01/2032   199,180    199,636 
Fleet U.S. Bidco, Inc., Facilty B2  6M SOFR + 2.75%  02/21/2031   100,003    100,379 
M6 ETX Holdings II Midco, LLC, New TL  1M SOFR + 2.50%  04/01/2032   234,696    235,785 
Par Petroleum, LLC, Amendment No. 3  3M SOFR + 3.25%  02/28/2030   500,000    501,460 
               1,405,212 
Paper & Forest Products - 0.01%                
Closure Systems Intl. Group, Inc., Amendment No. 6 Repriced  1M SOFR + 3.00%  03/22/2029   45,068    45,136 
Pharmaceuticals - 1.49%                
Amneal Pharmaceuticals LLC, Amendment No. 1  1M SOFR + 3.50%  08/01/2032   2,927,801    2,949,759 
Endo Finance Holdings, Inc., 2024 Refinancing  1M SOFR + 3.75%  04/23/2031   651,057    645,361 
Genmab A/S, Initial Term B  3M SOFR + 3.00%  12/12/2032   626,794    629,539 
Opal Bidco SAS, Facility B4  3M SOFR + 3.00%  04/28/2032   1,842,955    1,852,741 
               6,077,400 
Professional Services - 4.05%                
AQ Carver Buyer, Inc., 2023 Refinancing  3M SOFR + 5.60%  08/02/2029   1,222,776    1,160,109 
Armor Holdco, Inc., 2025-1 Incremental  6M SOFR + 3.75%  12/11/2031   1,030,792    1,034,338 
Berkeley Research Group, Initial  3M SOFR + 3.25%  05/01/2032   684,805    685,517 
DS Admiral Bidco, LLC, Initial  3M SOFR + 4.25%  06/26/2031   2,325,717    2,279,202 
Eisner Advisory Group, LLC, February 2024 Incremental  1M SOFR + 4.00%  02/28/2031   1,098,246    1,104,430 
Omnia Partners, LLC, First Amendment Incremental  3M SOFR + 5.00%  05/31/2032   541,500    540,146 
Omnia Partners, LLC, Initial  3M SOFR + 2.75%  07/25/2030   2,291,220    2,298,185 
OPENLANE, Inc., 2025 Incremental  3M SOFR + 2.50%  10/08/2032   229,652    229,510 
Orion Midco Ltd., Initial  3M SOFR + 3.50%  10/08/2032   382,789    384,343 
OVG Business Services, LLC, Term B  1M SOFR + 3.00%  06/25/2031   1,661,058    1,661,058 
PEX Holdings LLC, Initial  3M SOFR + 2.75%  11/26/2031   517,033    516,816 
Pinnacle Buyer, LLC, Initial Term B  3M SOFR + 2.50%  10/01/2032   381,595    382,790 
Pye-Barker Fire & Safety, LLC, Closing Date TL  3M SOFR + 2.50%  12/16/2032   571,533    574,865 
Ryan, LLC, New Initial  1M SOFR + 3.50%  11/05/2032   2,161,017    2,130,395 
UST Global, Inc., Initial  1M SOFR + 3.00%  11/20/2028   325,203    326,016 
Vaco Holdings, LLC, Initial  3M SOFR + 5.15%  01/22/2029   1,000,249    812,502 
Wood Mackenzie, TL  3M SOFR + 3.00%  02/07/2031   341,237    343,185 
               16,463,407 
Real Estate Management & Development - 0.31%                
BIFM US Finance LLC, 2025 TL  1M SOFR + 3.25%  05/31/2028   516,751    519,764 
Brookfield Retail Holdings VII Sub 3 LLC, Initial Term B  1M SOFR + 3.50%  05/28/2030   751,082    754,214 
               1,273,978 
Road & Rail - 0.45%                
GN Loanco, LLC, Term B  3M SOFR + 4.50%  12/19/2030   1,225,472    1,214,442 
Odyssey Logistics & Technology, New TL  1M SOFR + 4.50%  10/12/2027   804,389    608,319 
               1,822,761 
Semiconductors & Semiconductor Equipment - 0.43%                
Altera Corp., TL  6M SOFR + 3.00%  09/10/2032   1,195,723    1,203,328 
Coorstek, Inc., Initial Term B  3M SOFR + 3.00%  10/28/2032   218,592    220,096 
Viavi Solutions, TL  3M SOFR + 2.50%  10/16/2032   342,840    344,554 
               1,767,978 
Software - 7.65%                
Bending Spoons S.p.A, Amendment No. 4 Dollar TL  1M SOFR + 5.88%  03/07/2031   246,568    238,554 
Central Parent, Inc., 2024 Refinancing  3M SOFR + 3.25%  07/06/2029   1,561,749    1,319,022 
Conservice Midco, LLC, Twelfth Amendment  1M SOFR + 2.75%  05/13/2030   1,994,376    1,996,250 
Cyberswift BV, TL  3M SOFR + 4.00%  10/08/2032   245,613    244,923 
Dayforce, Inc., TL  1M SOFR + 3.00%  08/20/2032   1,500,487    1,495,131 
Delta Topco, Inc., Fourth Amendment Refinancing  1M SOFR + 2.75%  11/30/2029   1,373,589    1,365,526 
Entrata, Inc., TL  1M SOFR + 3.00%  09/30/2032   57,889    58,178 
Flash Charm, Inc., Incremental TL  3M SOFR + 3.50%  03/02/2028   1,568,632    1,458,389 
Genesys Cloud Services, Inc., 2025 TL  1M SOFR + 2.50%  01/30/2032   1,844,960    1,839,204 
Icon Parent, Inc., 2025 TL  3M SOFR + 2.75%  11/13/2031   661,944    662,692 
Javelin Buyer, Inc., First Amendment  3M SOFR + 2.75%  12/05/2031   1,551,688    1,555,242 
Kaseya, Initial  1M SOFR + 3.00%  03/20/2032   1,456,047    1,456,251 
Magenta Buyer LLC, First Out  3M SOFR + 7.01%  07/27/2028   247,945    186,578 
Magenta Buyer LLC, Second Out  3M SOFR + 7.26%  07/27/2028   390,433    166,586 

 

10

 

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Continued) (Unaudited)  

   Reference Rate & Spread  Maturity Date  Principal Amount   Value 
SENIOR SECURED FIRST LIEN LOANS - 76.84%(b)(Continued)              
Software - 7.65% (continued)              
Magenta Buyer LLC, Super Priority  3M SOFR + 6.25%  07/27/2028  $142,199   $141,915 
McAfee Corp., Tranche B-2  1M SOFR + 3.00%  03/01/2029   2,743,308    2,522,993 
Planview Parent, Inc., 2024-B Incremental  3M SOFR + 3.50%  12/17/2027   1,074,092    1,027,434 
Plusgrade, Inc., 2025 Replacement Initial  1M SOFR + 3.50%  03/03/2031   590,696    590,696 
Project Alpha Intermediate Holding, Inc., Second Amendment Refinancing  3M SOFR + 3.25%  10/26/2030   1,140,937    1,138,415 
Project Boost Purchaser, LLC, Initial  3M SOFR + 2.75%  07/16/2031   2,967,758    2,973,931 
Proofpoint, Inc., 2025-B Incremental  3M SOFR + 3.00%  08/31/2028   1,348,989    1,354,695 
RealPage, Inc., 2024-1 Incremental  3M SOFR + 3.75%  04/24/2028   1,019,595    1,021,828 
RealPage, Inc., Initial  3M SOFR + 3.26%  04/24/2028   1,237,080    1,235,447 
Skillsoft Finance II, Inc., Initial  1M SOFR + 5.36%  07/14/2028   345,878    245,141 
Solarwinds Holdings, Inc., Initial  3M SOFR + 4.00%  04/16/2032   1,249,751    1,246,627 
Sovos Compliance, LLC, Initial  1M SOFR + 3.25%  08/13/2029   747,500    749,197 
Storable, Inc., New Initial  1M SOFR + 3.25%  04/16/2031   746,241    749,039 
UKG, Inc., 2024 Refinancing  3M SOFR + 2.50%  02/10/2031   1,011,589    1,011,993 
WebMD Health Corp. and MH SUB I, LLC, 2023  1M SOFR + 4.25%  05/03/2028   799,073    741,140 
Zodiac Purchaser, LLC, Term B  1M SOFR + 3.50%  02/14/2032   328,812    327,497 
               31,120,514 
Specialty Retail - 0.37%                
Great Outdoors Group, LL, Term B-3  1M SOFR + 3.25%  01/23/2032   462,694    465,007 
Harbor Freight Tools USA, Inc., Initial  1M SOFR + 2.25%  06/11/2031   249,885    247,209 
Restoration Hardware, Inc., 2022 Incremental B-2  1M SOFR + 3.35%  10/20/2028   744,231    738,031 
Torrid LLC, Closing Date  3M SOFR + 5.76%  06/14/2028   163,235    63,843 
               1,514,090 
Textiles, Apparel & Luxury Goods - 0.95%                
Beach Acquisition Co. Parent, LLC, Tranche B-1  3M SOFR + 3.25%  09/12/2032   704,711    709,560 
Champ Acquisition Corp., Initial  1M SOFR + 4.00%  11/25/2031   833,765    836,892 
Varsity Brands Holding Co, Inc., 2025-2 Replacement  3M SOFR + 3.00%  08/26/2031   2,316,653    2,323,903 
               3,870,355 
Transportation Infrastructure - 0.31%                
WWEX UNI TopCo Holdings, LLC, Repriced Initial TL  3M SOFR + 4.00%  07/26/2028   1,263,916    1,268,655 
Wireless Telecommunication Services - 0.87%                
DIFL US LLC, Initial  3M SOFR + 5.25%  08/06/2032   2,000,000    1,992,860 
Sable Int'l Finance Ltd. and Coral-US-Co-Borrower LLC, Term B-7  3M SOFR + 3.25%  01/31/2032   1,560,360    1,529,933 
               3,522,793 
TOTAL SENIOR SECURED FIRST LIEN LOANS
(Cost $318,382,563)
              312,642,744 
                 
          Shares    Value 
COMMON STOCKS - 0.09%(g)                
Altice France Lux 3         10,709    192,868 
CEC Brands, LLC         10,454    141,129 
Elevate Textiles, Inc.         20,088    51,476 
Marine One Holdco, LLC         5,865    1,466 
Needle Holdings LLC(e)         119,194     
TOTAL COMMON STOCKS
(Cost $299,546)
              386,939 
                 
                 
          Shares    Value 
MONEY MARKET FUNDS - 1.48%                
Invesco Short Term Investments Trust Treasury Portfolio, Institutional Class, 3.64% (7-day yield)         6,001,481    6,001,481 
                 
TOTAL MONEY MARKET FUNDS
(Cost $6,001,481)
              6,001,481 
                 
                 
TOTAL INVESTMENTS - 165.01%
(Cost $762,528,698)
              671,378,171 
                 
Liabilities in Excess of Other Assets - 0.02%              86,637 

 

11

 

XAI Octagon Floating Rate & Alternative Income Trust

 

SCHEDULE OF INVESTMENTS

December 31, 2025 (Continued) (Unaudited)  

          Shares    Value 
MONEY MARKET FUNDS - 1.48%(Continued)                
Preferred Shares (Net of $4,311,443 Deferred Financing Costs) - (23.64)%              (96,188,557)
Leverage Facility (Net of $582,846 Deferred Leverage Costs) - (41.39)%              (168,417,154)
                 
NET ASSETS - 100.00%             $406,859,097 

 

All securities held as of December 31, 2025 are pledged as collateral for the Trust’s credit facility.  

 

(a) All or a portion of the security is exempt from registration of the Securities Act of 1933. These securities may be resold in transactions exempt from registration under Rule 144A, normally to qualified institutional buyers. As of December 31, 2025, these securities had an aggregate value of $348,283,013 or 85.60% of net assets.
(b) Variable rate investment. Interest rates reset periodically. Interest rate shown reflects the rate in effect at December 31, 2025. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. Leveraged loans and CLO debt securities typically have reference Rate Floors (“Rate Floors”) embedded in their loan agreements and organizational documents. Leveraged loans generally have Rate Floors of 0% or more, while CLO debt securities often set Rate Floors at 0%. Rate Floors serve to establish a minimum base rate to be paid by the borrower before the fixed spread. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(c) CLO subordinated notes, income notes, Y notes and M notes are considered CLO equity positions. CLO equity positions are entitled to recurring distributions which are generally equal to the remaining cash flow of payments made by underlying securities less contractual payments to debt holders and fund expenses. The effective yield is estimated based upon the amount and timing of these recurring distributions in addition to the estimated amount of terminal principal payment. Effective yields for the CLO equity positions are updated generally once per quarter or on a transaction such as an add-on purchase, refinancing or reset. The estimated yield and investment cost may ultimately not be realized. Estimated yields shown are as of December 31, 2025.
(d) As of December 31, 2025, the Trust accrued a 0% yield on this investment.
(e) As a result of the use of significant unobservable inputs to determine fair value, these investments have been classified as Level 3 assets.
(f) This investment has an unfunded commitment as of December 31, 2025.
(g) Non-income producing security.

 

 

Investment Abbreviations:

AB – Aktiebolag (Swedish: Limited Liability Company)

A/S - Aktieselskab (Danish: Joint Stock Company)

BV – Besloten Vennootschap (Dutch: Private Limited Company)

GmbH – Gesellschaft mit beschränkter Haftung (German: Limited Liability Company)

LLC – Limited Liability Company

LP – Limited Partnership

Ltd. – Limited

SA - Société Anonyme (French: Public Limited Company)

S.a.r.l - Société Anonyme a Responsabilite Limitee (French: Limited Liability Company)

SOFR – Secured Overnight Financing Rate

 

Reference Rates:

1M SOFR as of December 31, 2025 was 3.79%

3M SOFR as of December 31, 2025 was 4.01%

6M SOFR as of December 31, 2025 was 4.20%

 

12