# EDGAR Filing Document

**Accession Number:** 0002027076
**File Stem:** 0000910472-26-007872
**Filing Date:** 2026-5
**Character Count:** 28503
**Document Hash:** e19d2b0753ad5e57c3cc374f90069a1d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-007872.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000910472-26-007872

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Prospect Enhanced Yield Fund
- **CENTRAL INDEX KEY:** 0002027076

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23989
- **FILM NUMBER:** 261031826

**BUSINESS ADDRESS:**
- **STREET 1:** 10 EAST 40TH STREET, 42ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10016
- **BUSINESS PHONE:** 2124480702

**MAIL ADDRESS:**
- **STREET 1:** 10 EAST 40TH STREET, 42ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10016

## Nport-Ex

Prospect

Enhanced

Yield

Fund

Schedule

of

Investments

March

31,

2026

(Unaudited)

Principal

Amount

Investments

Acquisition

Date

Maturity

Date

Fair

Value

Level

Amortized

Cost

%

Value

of

Net

Assets

COLLATERALIZED

LOAN

OBLIGATIONS

-

DEBT

(a) —

103.48%

$

1,000,000

AGL

CLO

Ltd.,

Series

11A,

Class

ER,

9.97%

(TSFR3M

+

630BPS)

(b)(c)(d)

9/10/25

10/15/38

$

927,500

$

1,000,000

3.19%

1,000,000

Allegro

CLO

XII

Ltd.,

Class

E1R

Notes,

11.07%

(TSFR3M

+

740BPS)

(b)(c)(d)

8/13/25

7/21/37

945,200

1,003,079

3.25%

1,000,000

AMMC

CLO

Ltd.,

Series

33A,

Class

E,

9.66%

(TSFR3M

+

600BPS)

(b)(c)(d)(e)

11/25/25

1/20/39

985,600

1,000,000

3.39%

1,000,000

Anchorage

Capital

Clo

Ltd.,

Series

34A,

Class

E,

9.57%

(TSFR3M

+

590BPS)

(b)(c)(d)

11/21/25

1/15/39

980,800

1,000,000

3.37%

1,250,000

Ares

XXVII

CLO

Ltd.,

Series

2A,

Class

ER3,

10.42%

(TSFR3M

+

675BPS)

(b)(c)(d)

8/7/25

10/28/34

1,172,375

1,250,001

4.03%

1,000,000

Ballyrock

CLO

Ltd.,

Series

17A,

Class

DR,

9.77%

(TSFR3M

+

610BPS)

(b)(c)(d)(e)

10/22/25

10/20/38

961,300

1,000,000

3.31%

1,000,000

Barings

CLO

Ltd.

2019-I,

Series

1A,

Class

ER2,

9.67%

(TSFR3M

+

600BPS)

(b)(c)(d)

9/29/25

10/15/38

960,900

1,000,000

3.30%

692,000

BBAM

US

CLO

Ltd.,

Series

3A,

Class

DR,

8.87%

(b)(c)(d)

2/10/26

10/15/38

668,126

674,799

2.30%

1,000,000

Beechwood

Park

CLO

Ltd.,

Series

1A,

Class

ERR,

9.97%

(TSFR3M

+

630BPS)

(b)(c)(d)

10/31/25

1/17/35

929,600

1,000,000

3.20%

1,000,000

BlueMountain

CLO

XXIII

Ltd.,

Series

23A,

Class

ER,

11.65%

(TSFR3M

+

798BPS)

(b)(c)(d)

8/25/25

7/20/37

945,400

1,000,000

3.25%

1,000,000

Carlyle

US

CLO

2017-2

Ltd.,

Series

2A,

Class

ER2,

11.23%

(TSFR3M

+

756BPS)

(b)(c)(d)

8/11/25

7/20/37

976,900

1,006,651

3.36%

1,000,000

Carlyle

US

CLO

2020-2

Ltd.,

Series

2A,

Class

DR2,

9.67%

(TSFR3M

+

600BPS)

(b)(c)(d)

1/26/26

1/25/35

943,300

1,000,000

3.24%

1,000,000

Carlyle

US

CLO

2026-2

Ltd.,

Series

2A,

Class

E,

9.71%

(TSFR3M

+

604BPS)

(b)(c)(d)

3/11/26

4/20/39

1,000,000

990,000

3.44%

1,000,000

Cedar

Funding

X

CLO

Ltd.,

Series

10A,

Class

ER2,

10.42%

(TSFR3M

+

675BPS)

(b)(c)(d)

10/16/25

10/20/37

916,000

997,547

3.15%

600,000

CQS

US

CLO

Ltd.,

Series

5A,

Class

E,

9.61%

(TSFR3M

+

580BPS)

(b)(c)(d)

12/15/25

1/17/39

591,720

595,551

2.03%

Prospect

Enhanced

Yield

Fund

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

Investments

Acquisition

Date

Maturity

Date

Fair

Value

Level

Amortized

Cost

%

Value

of

Net

Assets

$

1,000,000

CQS

US

Clo

Ltd.,

Series

6A,

Class

E,

10.54%

(TSFR3M

+

650BPS)

(b)(c)(d)

2/17/26

3/31/39

$

980,800

$

990,025

3.37%

1,000,000

Dryden

CLO

Ltd.,

Series

90A,

Class

ER,

9.55%

(TSFR3M

+

590BPS)

(b)(c)(d)(e)

9/29/25

11/15/38

970,600

1,000,000

3.34%

500,000

Elmwood

CLO

VII,

LTD.,

Series

4A,

Class

ERR,

9.57%

(TSFR3M

+

590BPS)

(b)(c)(d)

11/12/25

10/17/37

466,650

491,399

1.60%

457,000

Empower

CLO

2024-1

Ltd.,

Series

1A,

Class

E,

10.17%

(TSFR3M

+

650BPS)

(b)(c)(d)

1/13/26

4/25/37

426,884

457,330

1.47%

1,175,000

Generate

CLO

Ltd.,

Series

8A,

Class

ER2,

10.02%

(TSFR3M

+

635BPS)

(b)(c)(d)

9/11/25

1/20/38

1,079,590

1,173,564

3.71%

1,000,000

Great

Lakes

CLO

IX

Ltd.,

Series

9A,

Class

E,

10.47%

(TSFR3M

+

680BPS)

(b)(c)(d)

11/24/25

1/15/39

967,600

1,000,000

3.33%

1,100,000

KKR

CLO

Ltd.,

Series

48A,

Class

ER,

9.76%

(TSFR3M

+

609BPS)

(b)(c)(d)(e)

9/18/25

10/20/38

1,034,330

1,089,377

3.56%

1,000,000

KKR

Financial

CLO

Ltd.,

Series

30A,

Class

ER2,

10.53%

(TSFR3M

+

686BPS)

(b)(c)(d)

8/8/25

4/17/37

918,900

992,706

3.16%

1,000,000

Madison

Park

Funding

XLII

Ltd.,

Series

13A,

Class

ER2,

9.62%

(TSFR3M

+

595BPS)

(b) (c)(d) 9/17/25

11/21/30

969,400

1,000,000

3.33%

1,000,000

Madison

Park

Funding

XLVII

Ltd.,

Series

47A,

Class

ER,

10.32%

(TSFR3M

+

665BPS)

(b) (c)(d) 1/21/26

4/19/37

882,500

1,000,390

3.03%

800,000

Maranon

Loan

Funding

Ltd.,

Series

25-1A,

Class

E,

10.67%

(TSFR3M

+

700BPS)

(b)(c)(d)

8/21/25

10/15/37

778,800

800,000

2.68%

1,000,000

Oaktree

CLO

2022-1

Ltd.,

Series

1A,

Class

ER,

9.67%

(TSFR3M

+

600BPS)

(b)(c)(d)(e)

9/22/25

7/15/38

925,200

996,816

3.18%

1,000,000

Regatta

VII

Funding

Ltd.,

Series

1A,

Class

ER3,

10.09%

(TSFR3M

+

640BPS)

(b)(c)(d)

9/19/25

6/20/34

946,100

1,000,000

3.25%

1,000,000

Rockford

Tower

CLO

2019-2

Ltd.,

Series

2A,

Class

E,

9.97%

(TSFR3M

+

631BPS)

(b)(c)(d)

9/4/25

8/20/32

926,600

985,853

3.19%

1,000,000

Silver

Point

CLO

Ltd.,

Series

6A,

Class

15A,

8.97%

(TSFR3M

+

530BPS)

(b)(c)(d)

3/4/26

1/15/39

955,900

927,711

3.29%

Prospect

Enhanced

Yield

Fund

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

Investments

Acquisition

Date

Maturity

Date

Fair

Value

Level

Amortized

Cost

%

Value

of

Net

Assets

$

1,000,000

Sixth

Street

CLO

Ltd.,

Series

32A,

Class

E,

9.67%

(TSFR3M

+

600BPS)

(b)(c)(d)(d)

3/11/26

4/21/39

$

1,000,000

$

1,000,000

3.44%

1,000,000

TCP

Whitney

CLO

Ltd.,

Series

17-1A,

Class

ER2,

11.41%

(TSFR3M

+

775BPS)

(b)(c)(d)

8/22/25

11/20/37

961,100

1,000,000

3.30%

1,000,000

Voya

CLO

2013-3

Ltd.,

Series

3A,

Class

DR,

9.83%

(TSFR3M

+

590BPS)

(b)(c)(d)

9/17/25

10/18/31

1,001,600

1,000,000

3.44%

Total

Collateralized

Loan

Obligations

-

Debt

(Cost $31,422,799)

30,097,275

31,422,799

103.48%

Principal

Amount

Investments

Acquisition

Date

Maturity

Date

Fair

Value

Level

Amortized

Cost

%

Value

of

Net

Assets

ASSET

BACKED

SECURITIES

(a) —

6.02%

1,750,000

Pagaya

AI

Debt

Selection

Trust,

Series

2026-1

,

Class

E,

9.23%,

9/15/33

(b)(c)(d)(e)

1/30/26

9/15/33

1,749,650

1,750,000

6.02%

Total

Asset

Backed

Securities

(Cost $1,750,000)

1,749,650

1,750,000

6.02%

Shares

Investments

Acquisition

Date

Fair

Value

Level

Amortized

Cost

%

Value

of

Net

Assets

MONEY

MARKET

FUNDS

—

10.45%

3,038,068

First

American

Treasury

Obligations

Fund,

Class

X,

3.59%

(f) 8/7/25

3,038,068

3,038,068

10.45%

Total

Money

Market

Funds

(Cost $3,038,068)

3,038,068

3,038,068

10.45%

Total

Investments

—

119.95%

(Cost

$36,210,867)

34,884,993

36,210,867

119.95%

Liabilities

in

Excess

of

Other

Assets

—

(19.95)%

(5,801,876)

NET

ASSETS

—

100.00%

$

29,083,117

Prospect

Enhanced

Yield

Fund

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Counterparty

Acquired

Date

Interest

(%)

Maturity

Fair

Value

Fair

Value

Plus

Interest

REVERSE

REPURCHASE

AGREEMENTS

$

(657,000)

Lucid

Prime

Fund

LLC

3/12/26

4.98%

4/16/26

$

(657,000)

$

(6

58,816)

(658,000)

Lucid

Prime

Fund

LLC

3/12/26

4.98%

4/16/26

(658,000)

(659,819)

(688,000)

Royal

Bank

of

Canada

2/3/26

4.81%

8/3/26

(688,000)

(693,242)

(676,000)

Royal

Bank

of

Canada

2/10/26

4.78%

8/10/26

(676,000)

(680,489)

(664,000)

Royal

Bank

of

Canada

3/2/26

5.00%

9/2/26

(664,000)

(666,767)

(1,150,000)

Royal

Bank

of

Canada

3/2/26

5.00%

9/2/26

(1,150,000)

(1,154,792)

TOTAL

REVERSE

REPURCHASE

AGREEMENTS

(Proceeds

$4,493,000)

(a) The

interest

rate

on

these

investments

is

subject

to

the

base

rate

of

3-Month

Term

SOFR

(TSFR3M),

which

was

3.68%

as

of

March

31,

2026. The

current

base

rate

for

each

investment

may

be

different

from

the

reference

rate

on

March

31,

2026. (b) Security

exempt

from

registration

under

Rule

144A

or

Section

4(2)

of

the

Securities

Act

of

1933. The

security

may

be

resold

in

transactions

exempt

from

registration,

normally

to

qualified

institutional

buyers.

As

of

March

31,

2026,

the

total

fair

value

of

144A

securities

was

$31,846,925,

which

represents

109.50%

of

net

assets.

(c) Securities

exempt

from

registration

under

the

Securities

Act

of

1933

and

are

deemed

to

be

"restricted"

securities.

As

of

March

31,

2026,

the

total

fair

value

of

these

securities

was

$31,846,925,

which

represents

109.50%

of

net

assets.

(d) Variable

rate

security.

Interest

rate

resets

periodically.

The

rate

shown

is

the

effective

interest

rate

as

of

March

31,

2026. For

securities

based

on

a

published

reference

rate

and

spread,

the

reference

rate

and

spread

(in

basis

points)

are

indicated

parenthetically.

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,

therefore,

do

not

indicate

a

reference

rate

and

spread.

(e) Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

reverse

repurchase

agreements.

As

of

the

end

of

the

reporting

period,

investments

with

a

fair

value

of

$6,511,250

have

been

pledged

as

collateral

for

reverse

repurchase

agreements.

(f) Rate

disclosed

is

the

seven

day

effective

yield

as

of

March

31,

2026.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prospect Enhanced Yield Fund

- **b. Investment Company Act file number:** 811-223989

- **c. CIK number of Registrant:** 0002027076

- **d. LEI of Registrant:** 529900CUBORCL13NNT56

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

  - **Street Address 1:** 10 East 40th Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10016

  - **Telephone number:** 212-448-0702

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

- **a. Name of Series:** Prospect Enhanced Yield Fund

- **c. LEI of Series:** 529900CUBORCL13NNT56

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $36041147.65

**Total Liabilities:** $6958030.21

**Net Assets:** $29083117.44

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 32.40412388 | **5-Year:** 1230.13212882 | **10-Year:** 11846.24711033 | **30-Year:** 1300.00945366

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.23%                | -3.09%               | 0.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-24900.00               | $143369.76                                 |
| Month 2  | $0.00                    | $-1159034.18                               |
| Month 3  | $-24450.00               | $-176848.69                                |

### Schedule of Portfolio Investments

| Name                                     | Title                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AMMC Clo 33 Ltd. / AMMC Clo 33 LLC       | AMMC CLO 33 Ltd                          | CUSIP: 00176VAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985600.00    | 3.39%             | 2039-01-20      | Floating      | 9.66%                 | Yes           | 3                  | On Loan: No      |
| Ares XXVII CLO Ltd / Ares XXVII CLO LLC  | Ares XXVII CLO Ltd.                      | CUSIP: 00191CAL6<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1172375.00   | 4.03%             | 2034-10-28      | Floating      | 10.42%                | Yes           | 3                  | On Loan: No      |
| Agl Clo 11 Ltd / Llc                     | AGL CLO 11 Ltd                           | CUSIP: 00851RAE0<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $927500.00    | 3.19%             | 2038-10-15      | Floating      | 9.97%                 | Yes           | 3                  | On Loan: No      |
| Allegro CLO XII Ltd.                     | ALLEG 2020-1A E1R                        | CUSIP: 01750UAE3<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $945200.00    | 3.25%             | 2037-07-21      | Floating      | 11.07%                | Yes           | 3                  | On Loan: No      |
| ANCHORAGE CAPITAL CLO 34 LTD             | Anchorage Capital Clo 34 Ltd.            | CUSIP: 03333JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $980800.00    | 3.37%             | 2039-01-15      | Floating      | 9.57%                 | Yes           | 3                  | On Loan: No      |
| BBAM US CLO III LTD                      | BBAM US CLO Ltd.                         | CUSIP: 054972AE4<br>LEI: 54930064Z7YZMOXBC128 | Long             | ABS-CBDO         | CORP              | KY        |    692000 | PA      | $668126.00    | 2.30%             | 2038-10-15      | Floating      | 8.87%                 | Yes           | 3                  | On Loan: No      |
| BALLYROCK CLO 17 LTD                     | Ballyrock CLO 17 Ltd                     | CUSIP: 05876MAE1<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $961300.00    | 3.31%             | 2038-10-20      | Floating      | 9.77%                 | Yes           | 3                  | On Loan: No      |
| Barings Clo 2018-III LLC                 | Barings CLO Ltd 2019-I                   | CUSIP: 06759KAG0<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $960900.00    | 3.30%             | 2038-10-15      | Floating      | 9.67%                 | Yes           | 3                  | On Loan: No      |
| BEECHWOOD PARK CLO                       | Beechwood Park CLO Ltd.                  | CUSIP: 07355VAN7<br>LEI: 254900YCLC6G4HRXZ212 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $929600.00    | 3.20%             | 2035-01-17      | Floating      | 9.97%                 | Yes           | 3                  | On Loan: No      |
| Bluemountain CLO XXIII LTD / LLC         | BlueMountain CLO XXIII Ltd               | CUSIP: 09629RAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $945400.00    | 3.25%             | 2037-07-20      | Floating      | 11.65%                | Yes           | 3                  | On Loan: No      |
| CQS US CLO 5 LTD                         | CQS US CLO 5 Ltd.                        | CUSIP: 12676GAA0<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $591720.00    | 2.03%             | 2039-01-17      | Floating      | 9.61%                 | Yes           | 3                  | On Loan: No      |
| Carlyle US CLO 2026-2 Ltd                | Carlyle US CLO 2026-2 Ltd                | CUSIP: 142931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 3.44%             | 2039-04-20      | Floating      | 9.70%                 | Yes           | 3                  | On Loan: No      |
| Carlyle Us Clo 2018-2 LLC                | Carlyle US CLO 2020-2 Ltd                | CUSIP: 14315HAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $943300.00    | 3.24%             | 2035-01-25      | Floating      | 9.67%                 | Yes           | 3                  | On Loan: No      |
| Carlyle Us Clo 2018-2 LLC                | Carlyle US Clo 2017-2 Ltd                | CUSIP: 14315KAG1<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $976900.00    | 3.36%             | 2037-07-20      | Floating      | 11.23%                | Yes           | 3                  | On Loan: No      |
| Cedar Funding Corp CLO Ltd.              | Cedar Funding Corp CLO Ltd               | CUSIP: 15034MAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | NUSS              | KY        |   1000000 | PA      | $916000.00    | 3.15%             | 2037-10-20      | Floating      | 10.42%                | Yes           | 3                  | On Loan: No      |
| CQS US CLO 6 LTD                         | CQS US Clo 6 Ltd.                        | CUSIP: 223938AA9<br>LEI: 254900Z541K697JPZU75 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $980800.00    | 3.37%             | 2039-03-31      | Floating      | 10.53%                | Yes           | 3                  | On Loan: No      |
| Dryden 90 CLO LTD/LLC                    | Dryden 90 Clo Ltd                        | CUSIP: 26251KAE6<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $970600.00    | 3.34%             | 2038-11-15      | Floating      | 9.55%                 | Yes           | 3                  | On Loan: No      |
| Elmwood Clo VII Ltd.                     | Elmwood CLO VII, LTD.                    | CUSIP: 29002RAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $466650.00    | 1.60%             | 2037-10-17      | Floating      | 9.57%                 | Yes           | 3                  | On Loan: No      |
| EMPOWER CLO 2024-1 LTD                   | Empower CLO 2024-1 Ltd                   | CUSIP: 29244YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    457000 | PA      | $426883.70    | 1.47%             | 2037-04-25      | Floating      | 10.17%                | Yes           | 3                  | On Loan: No      |
| First American Funds Inc.                | First American Treasury Obligations Fund | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   3038068 | PA      | $3038068.30   | 10.45%            |  |  |  | No            | 1                  | On Loan: No      |
| Generate Clo 8 Ltd. / Generate Clo 8 LLC | Generate CLO 8 Ltd                       | CUSIP: 37148GAE9<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |   1175000 | PA      | $1079590.00   | 3.71%             | 2038-01-20      | Floating      | 10.02%                | Yes           | 3                  | On Loan: No      |
| GREAT LAKES CLO IX LTD                   | Great Lakes CLO IX Ltd.                  | CUSIP: 390924AA6<br>LEI: 254900GD0BIHJ4BVAE98 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $967600.00    | 3.33%             | 2039-01-15      | Floating      | 10.47%                | Yes           | 3                  | On Loan: No      |
| KKR CLO LTD 2020-30R                     | KKR Financial CLO Ltd                    | CUSIP: 48251XAG7<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $918900.00    | 3.16%             | 2037-04-17      | Floating      | 10.53%                | Yes           | 3                  | On Loan: No      |
| KKR CLO 48 LTD/LLC                       | KKR CLO 48 Ltd                           | CUSIP: 48256FAG1<br>LEI: 549300GM4MA615ZG7468 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1034330.00   | 3.56%             | 2038-10-20      | Floating      | 9.97%                 | Yes           | 3                  | On Loan: No      |
| MADISON PARK FUNDING                     | Madison Park Funding XLVII Ltd           | CUSIP: 55820GAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $882500.00    | 3.03%             | 2037-04-19      | Floating      | 10.32%                | Yes           | 3                  | On Loan: No      |
| Madison Park Funding XL, Ltd             | Madison Park Funding XLII Ltd            | CUSIP: 55822UAA1<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $969400.00    | 3.33%             | 2030-11-21      | Floating      | 9.62%                 | Yes           | 3                  | On Loan: No      |
| MARANON LOAN FUNDING 2025-1              | Maranon Loan Funding Ltd.                | CUSIP: 56575QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $778800.00    | 2.68%             | 2037-10-15      | Floating      | 10.84%                | Yes           | 3                  | On Loan: No      |
| OAKTREE CLO LTD 2022-1                   | Oaktree CLO 2022-1 Ltd                   | CUSIP: 67402NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $925200.00    | 3.18%             | 2038-07-15      | Floating      | 9.67%                 | Yes           | 3                  | On Loan: No      |
| PAGAYA AI DEBT TRUST 2026-1              | Pagaya AI Debt Grantor Trust 2026-1      | CUSIP: 694964AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1749650.00   | 6.02%             | 2033-09-15      | Fixed         | 9.23%                 | Yes           | 3                  | On Loan: No      |
| Regatta VII Funding Ltd                  | Regatta VII Funding Ltd                  | CUSIP: 75887TBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $946100.00    | 3.25%             | 2034-06-20      | Floating      | 10.09%                | Yes           | 3                  | On Loan: No      |
| Rockford Tower CLO 2019-2 Ltd.           | Rockford Tower CLO 2019-2 Ltd            | CUSIP: 77341FAE2<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $926600.00    | 3.19%             | 2032-08-20      | Floating      | 9.97%                 | Yes           | 3                  | On Loan: No      |
| SILVER POINT CLO 15 LTD                  | Silver Point CLO 15 Ltd                  | CUSIP: 82810GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $955900.00    | 3.29%             | 2039-01-15      | Floating      | 8.97%                 | Yes           | 3                  | On Loan: No      |
| SIXTH STREET CLO 32 LTD                  | Sixth Street CLO 32 Ltd.                 | CUSIP: 83013EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 3.44%             | 2039-04-21      | Floating      | 9.66%                 | Yes           | 3                  | On Loan: No      |
| Tcp Whitney Clo Ltd / Tcp Whit           | TCP Whitney CLO Ltd.                     | CUSIP: 87240GAL5<br>LEI: 549300HQR4ENRKHLM113 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $961100.00    | 3.30%             | 2037-11-20      | Floating      | 11.41%                | Yes           | 3                  | On Loan: No      |
| Voya Clo Ltd 2013-3R                     | Voya CLO 2013-3 Ltd                      | CUSIP: 92917VAA8<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001600.00   | 3.44%             | 2031-10-18      | Floating      | 9.83%                 | Yes           | 3                  | On Loan: No      |
| N/A                                      | LUCID REPO - 48251XAG7                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -658000 | PA      | $-658000.00   | -2.26%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                      | LUCID REPO - 00176VAA7                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -657000 | PA      | $-657000.00   | -2.26%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                      | RBC REPO - 67402NAE2                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -688000 | PA      | $-688000.00   | -2.37%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                      | RBC REPO - 26251KAE6                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -676000 | PA      | $-676000.00   | -2.32%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                      | RBC REPO - 694964AA5                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1150000 | PA      | $-1150000.00  | -3.95%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                      | RBC REPO - 05876MAE1                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -664000 | PA      | $-664000.00   | -2.28%            |  |  |  | No            | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Prospect Funds

**Signature:** Zak Richmond

**Name of Signer:** Zak Richmond

**Title:** SVP, Financial Administration