# EDGAR Filing Document

**Accession Number:** 0001554625
**File Stem:** 0001104659-25-084780
**Filing Date:** 2025-8
**Character Count:** 65219
**Document Hash:** 4f516676506d8b8d0e06e6048baa7b65
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-25-084780.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001104659-25-084780

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Priority Income Fund, Inc.
- **CENTRAL INDEX KEY:** 0001554625

**ORGANIZATION NAME:**
- **EIN:** 460611646
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22725
- **FILM NUMBER:** 251273867

**BUSINESS ADDRESS:**
- **STREET 1:** 10 EAST 40TH STREET
- **STREET 2:** 42ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10016
- **BUSINESS PHONE:** (212) 448-0702

**MAIL ADDRESS:**
- **STREET 1:** 10 EAST 40TH STREET
- **STREET 2:** 42ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10016

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Priority Senior Secured Income Fund, Inc.
- **DATE OF NAME CHANGE:** 20120719

## 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 Priority Income Fund, Inc.

- **b. Investment Company Act file number:** 811-22725

- **c. CIK number of Registrant:** 0001554625

- **d. LEI of Registrant:** 549300QXQ3QH1Z59TL58

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

  - **Street Address 1:** 10 East 40th Street, 42nd Floor

  - **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:** N/A

- **c. LEI of Series:** N/A

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $596686271.59

**Total Liabilities:** $215746606.25

**Net Assets:** $380939665.33

**Cash Not Reported:** $62467854.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

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

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 45287.05 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 1.39%                | 1.41%                | -12.74%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $654060.34               | $2852420.29                                |
| Month 2  | $-5744975.51             | $9167781.03                                |
| Month 3  | $-46385589.41            | $-10734947.61                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                               | Identifiers                  | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGL CLO 33, Ltd.                                    | AGL CLO 33, Ltd.                                    | CUSIP: 00121EAB9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12500000 | PA      | $9731768.42   | 2.55%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bain Capital Credit CLO 2022-2, Ltd.                | Bain Capital Credit CLO 2022-2, Ltd.                | CUSIP: 05683XAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3595000 | PA      | $1951277.35   | 0.51%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM XXII, Ltd.                                     | OZLM XXII, Ltd.                                     | CUSIP: 67108NAE9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  27343000 | PA      | $191457.29    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rad CLO 21, Ltd.                                    | Rad CLO 21, Ltd.                                    | CUSIP: 750097AC1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $4571555.70   | 1.20%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rad CLO 28, Ltd.                                    | Rad CLO 28, Ltd.                                    | CUSIP: 75009YAC2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  15000000 | PA      | $11865598.99  | 3.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Redding Ridge 3 CLO, Ltd.                           | Redding Ridge 3 CLO, Ltd.                           | CUSIP: 74988M201<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12293000 | PA      | $236997.23    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Redding Ridge 4 CLO, Ltd.                           | Redding Ridge 4 CLO, Ltd.                           | CUSIP: 74979KAC1<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  14000000 | PA      | $401536.29    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Redding Ridge 5 CLO, Ltd.                           | Redding Ridge 5 CLO, Ltd.                           | CUSIP: 74979RAC6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  21000000 | PA      | $6912837.08   | 1.81%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockford Tower CLO 2021-3, Ltd.                     | Rockford Tower CLO 2021-3, Ltd.                     | CUSIP: 77341PAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  14045176 | PA      | $5017804.53   | 1.32%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rockford Tower CLO 2024-2, Ltd.                     | Rockford Tower CLO 2024-2, Ltd.                     | CUSIP: 77340YAC6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12000000 | PA      | $9375276.53   | 2.46%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO II, Ltd.                            | Sound Point CLO II, Ltd.                            | CUSIP: 83608FAF5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  21053778 | PA      | $10284.23     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO VII-R, Ltd.                         | Sound Point CLO VII-R, Ltd.                         | CUSIP: 83609DAE2<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   9002745 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Barings CLO Ltd. 2015-I                             | Barings CLO Ltd. 2015-I                             | CUSIP: 05616JAE3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3400000 | PA      | $139859.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XVII, Ltd.                          | Sound Point CLO XVII, Ltd.                          | CUSIP: 83611FAC7<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  20000000 | PA      | $766210.53    | 0.20%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XVIII, Ltd.                         | Sound Point CLO XVIII, Ltd.                         | CUSIP: 83608DAE3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  15563500 | PA      | $1396559.25   | 0.37%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XIX, Ltd.                           | Sound Point CLO XIX, Ltd.                           | CUSIP: 83607LAC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7500000 | PA      | $906371.82    | 0.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XX, Ltd.                            | Sound Point CLO XX, Ltd.                            | CUSIP: 83611HAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8000000 | PA      | $934304.60    | 0.25%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XXIII, Ltd.                         | Sound Point CLO XXIII, Ltd.                         | CUSIP: 83614CAC1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5915000 | PA      | $3434402.50   | 0.90%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Symphony CLO XIV, Ltd.                              | Symphony CLO XIV, Ltd.                              | CUSIP: 87159UAE9<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |    750000 | PA      | $939.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Symphony CLO XVI, Ltd.                              | Symphony CLO XVI, Ltd.                              | CUSIP: 87165TAC8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $317429.51    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Symphony CLO XIX, Ltd.                              | Symphony CLO XIX, Ltd.                              | CUSIP: G86527AC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $413887.92    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCI-Symphony CLO 2017-1, Ltd.                       | TCI-Symphony CLO 2017-1, Ltd.                       | CUSIP: 87233LAA7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3000000 | PA      | $838905.22    | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                                | TCW CLO 2021-2, Ltd.                                | CUSIP: 87301QAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $3871036.48   | 1.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Barings CLO Ltd. 2018-III                           | Barings CLO Ltd. 2018-III                           | CUSIP: 05618JAE1<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |    396214 | PA      | $14695.69     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW CLO 2024-2, Ltd.                                | TCW CLO 2024-2, Ltd.                                | CUSIP: 87252HAC8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10000000 | PA      | $7866093.03   | 2.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| THL Credit Wind River 2013-1 CLO, Ltd.              | THL Credit Wind River 2013-1 CLO, Ltd.              | CUSIP: G88278AC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10395000 | PA      | $342288.41    | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| THL Credit Wind River 2013-2 CLO, Ltd.              | THL Credit Wind River 2013-2 CLO, Ltd.              | CUSIP: 87245KAA5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3250000 | PA      | $176505.51    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| THL Credit Wind River 2014-1 CLO, Ltd.              | THL Credit Wind River 2014-1 CLO, Ltd.              | CUSIP: 88432EAA0<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  11800000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| THL Credit Wind River 2014-2 CLO, Ltd.              | THL Credit Wind River 2014-2 CLO, Ltd.              | CUSIP: 87245LAA3<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   7550000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| THL Credit Wind River 2017-4 CLO, Ltd.              | THL Credit Wind River 2017-4 CLO, Ltd.              | CUSIP: 87249MAC3<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   3765400 | PA      | $12248.25     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| THL Credit Wind River 2018-2 CLO, Ltd.              | THL Credit Wind River 2018-2 CLO, Ltd.              | CUSIP: 88433LAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8884000 | PA      | $1929476.80   | 0.51%             |  |  |  | Yes           |                  3 | On Loan: No      |
| THL Credit Wind River 2018-3 CLO, Ltd.              | THL Credit Wind River 2018-3 CLO, Ltd.              | CUSIP: 88432XAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  13000000 | PA      | $1648857.29   | 0.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XVIII CLO, Ltd.                             | Venture XVIII CLO, Ltd.                             | CUSIP: 92329HAB9<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   4750000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture 28A CLO, Ltd.                               | Venture 28A CLO, Ltd.                               | CUSIP: 92331CAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  17715000 | PA      | $9304276.64   | 2.44%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO 2013-2 Ltd.                        | BlueMountain CLO 2013-2 Ltd.                        | CUSIP: 09626XAE2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1900000 | PA      | $68480.51     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XXX CLO, Ltd.                               | Venture XXX CLO, Ltd.                               | CUSIP: 92331PAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5100000 | PA      | $526726.66    | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XXXII CLO, Ltd.                             | Venture XXXII CLO, Ltd.                             | CUSIP: 92325RAE5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7929328 | PA      | $314238.62    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XXXIV CLO, Ltd.                             | Venture XXXIV CLO, Ltd.                             | CUSIP: G93802AB5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  13903000 | PA      | $3046858.95   | 0.80%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture 41 CLO, Ltd.                                | Venture 41 CLO, Ltd.                                | CUSIP: 92326KAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8249375 | PA      | $5810264.22   | 1.53%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture 42 CLO, Ltd.                                | Venture 42 CLO, Ltd.                                | CUSIP: 92332GAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  15000000 | PA      | $9731645.27   | 2.55%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture 43 CLO, Ltd.                                | Venture 43 CLO, Ltd.                                | CUSIP: 92332BAB7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12000000 | PA      | $7401373.28   | 1.94%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya IM CLO 2013-1, Ltd.                            | Voya IM CLO 2013-1, Ltd.                            | CUSIP: G4778MAB2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4174688 | PA      | $446191.52    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya IM CLO 2013-3, Ltd.                            | Voya IM CLO 2013-3, Ltd.                            | CUSIP: 44987FAE1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4000000 | PA      | $292293.85    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya IM CLO 2014-1, Ltd.                            | Voya IM CLO 2014-1, Ltd.                            | CUSIP: 44987GAE9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    314774 | PA      | $5824.81      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2014-3, Ltd.                               | Voya CLO 2014-3, Ltd.                               | CUSIP: 92912NAC7<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   7000000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                          | BlueMountain CLO XXVI Ltd.                          | CUSIP: 09630HAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8906000 | PA      | $6341694.06   | 1.66%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2014-4, Ltd.                               | Voya CLO 2014-4, Ltd.                               | CUSIP: 92914VAE3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1000000 | PA      | $78354.02     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2015-2, Ltd.                               | Voya CLO 2015-2, Ltd.                               | CUSIP: 92914YAC1<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  13712000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2016-1, Ltd.                               | Voya CLO 2016-1, Ltd.                               | CUSIP: 92915EAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7750000 | PA      | $1361554.64   | 0.36%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2017-4, Ltd.                               | Voya CLO 2017-4, Ltd.                               | CUSIP: 92916UAB9<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   2500000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2018-1, Ltd.                               | Voya CLO 2018-1, Ltd.                               | CUSIP: 92917BAC8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  20000000 | PA      | $4959323.37   | 1.30%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2018-2, Ltd.                               | Voya CLO 2018-2, Ltd.                               | CUSIP: 92917BAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6778666 | PA      | $690869.71    | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2018-4, Ltd.                               | Voya CLO 2018-4, Ltd.                               | CUSIP: 92891EAE8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7237100 | PA      | $2836431.30   | 0.74%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2019-1, Ltd.                               | Voya CLO 2019-1, Ltd.                               | CUSIP: 92917QAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  55757000 | PA      | $18590369.98  | 4.88%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2020-1, Ltd.                               | Voya CLO 2020-1, Ltd.                               | CUSIP: 92918GAC6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6500000 | PA      | $4373571.96   | 1.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2022-1, Ltd.                               | Voya CLO 2022-1, Ltd.                               | CUSIP: 92919HAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  17600000 | PA      | $14878937.19  | 3.91%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO XXVIII Ltd.                        | BlueMountain CLO XXVIII Ltd.                        | CUSIP: 09630TAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3300000 | PA      | $2515633.52   | 0.66%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cent CLO 21 Limited                                 | Cent CLO 21 Limited                                 | CUSIP: 15137FAG5<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   7000000 | PA      | $6580136.82   | 1.73%             | 2030-07-26      | Floating      | 10.80%                | Yes           |                  3 | On Loan: No      |
| Churchill Middle Market CLO IV, Ltd.                | Churchill Middle Market CLO IV, Ltd.                | CUSIP: 171510AE0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3500000 | PA      | $3471320.20   | 0.91%             | 2036-04-23      | Floating      | 12.40%                | Yes           |                  3 | On Loan: No      |
| LCM XXIII Limited Partnership                       | LCM XXIII Limited Partnership                       | CUSIP: 52111RAA5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6000000 | PA      | $4770731.29   | 1.25%             | 2029-10-19      | Floating      | 11.60%                | Yes           |                  3 | On Loan: No      |
| LCM 26 Ltd.                                         | LCM 26 Ltd.                                         | CUSIP: 50200GAA5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4000000 | PA      | $3177208.35   | 0.83%             | 2031-01-20      | Floating      | 9.80%                 | Yes           |                  3 | On Loan: No      |
| LCM 31 Ltd.                                         | LCM 31 Ltd.                                         | CUSIP: 50200UAE6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $4960927.27   | 1.30%             | 2034-07-20      | Floating      | 11.50%                | Yes           |                  3 | On Loan: No      |
| LCM 33 Ltd.                                         | LCM 33 Ltd.                                         | CUSIP: G53384AA4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1500000 | PA      | $1411905.42   | 0.37%             | 2034-07-20      | Floating      | 10.90%                | Yes           |                  3 | On Loan: No      |
| LCM 35 Ltd.                                         | LCM 35 Ltd.                                         | CUSIP: 50203NAA7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2375000 | PA      | $2293227.86   | 0.60%             | 2034-10-16      | Floating      | 11.10%                | Yes           |                  3 | On Loan: No      |
| Mountain View CLO IX Ltd.                           | Mountain View CLO IX Ltd.                           | CUSIP: 62443RAE5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4395954 | PA      | $3727328.23   | 0.98%             | 2031-07-15      | Floating      | 10.60%                | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XXIV, Ltd.                          | Sound Point CLO XXIV, Ltd.                          | CUSIP: G8286LAE4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2100000 | PA      | $1796918.82   | 0.47%             | 2034-10-25      | Floating      | 11.30%                | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XXXI, Ltd.                          | Sound Point CLO XXXI, Ltd.                          | CUSIP: 83615UAA4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3600000 | PA      | $3476216.37   | 0.91%             | 2034-10-25      | Floating      | 11.20%                | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO XXIX Ltd.                          | BlueMountain CLO XXIX Ltd.                          | CUSIP: 09630LAC6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6000000 | PA      | $4657295.53   | 1.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XIX CLO, Ltd.                               | Venture XIX CLO, Ltd.                               | CUSIP: 92330FAG9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1500000 | PA      | $1465758.08   | 0.38%             | 2032-01-15      | Floating      | 10.90%                | Yes           |                  3 | On Loan: No      |
| Venture 37 CLO, Ltd.                                | Venture 37 CLO, Ltd.                                | CUSIP: 92332JAA2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3000000 | PA      | $2972101.43   | 0.78%             | 2032-07-15      | Floating      | 11.50%                | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO 2015-3 Ltd.                        | BlueMountain CLO 2015-3 Ltd.                        | CUSIP: 09628MAJ3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2500000 | PA      | $1902162.65   | 0.50%             | 2031-04-21      | Floating      | 12.60%                | Yes           |                  3 | On Loan: No      |
| Cedar Funding II CLO, Ltd.                          | Cedar Funding II CLO, Ltd.                          | CUSIP: 15032VAJ0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4000000 | PA      | $3967600.82   | 1.04%             | 2034-04-20      | Floating      | 12.90%                | Yes           |                  3 | On Loan: No      |
| Cent CLO 21 Limited                                 | Cent CLO 21 Limited                                 | CUSIP: 15137FAJ9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    139971 | PA      | $0.00         | 0.00%             | 2030-07-26      | Floating      | 13.20%                | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2013-III-R, Ltd.                       | CIFC Funding 2013-III-R, Ltd.                       | CUSIP: 12552NAC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3000000 | PA      | $2758501.62   | 0.72%             | 2031-04-24      | Floating      | 12.30%                | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2014-IV-R, Ltd.                        | CIFC Funding 2014-IV-R, Ltd.                        | CUSIP: 12552GAJ0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    778684 | PA      | $788545.89    | 0.21%             | 2035-01-17      | Floating      | 13.70%                | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2016-I, Ltd.                           | CIFC Funding 2016-I, Ltd.                           | CUSIP: 17180UAG4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3750000 | PA      | $3815448.71   | 1.00%             | 2031-10-21      | Floating      | 14.70%                | Yes           |                  3 | On Loan: No      |
| HarbourView CLO VII-R, Ltd.                         | HarbourView CLO VII-R, Ltd.                         | CUSIP: 41165UAC2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6000000 | PA      | $3506437.70   | 0.92%             | 2031-07-18      | Floating      | 12.80%                | Yes           |                  3 | On Loan: No      |
| LCM 31 Ltd.                                         | LCM 31 Ltd.                                         | CUSIP: 50200UAG1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2500000 | PA      | $2431142.28   | 0.64%             | 2034-07-20      | Floating      | 12.20%                | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                          | BlueMountain CLO XXXI Ltd.                          | CUSIP: 09631DAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $3806275.59   | 1.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mountain View CLO IX Ltd.                           | Mountain View CLO IX Ltd.                           | CUSIP: 62443RAG0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3862661 | PA      | $237211.75    | 0.06%             | 2031-07-15      | Floating      | 12.50%                | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XVII, Ltd.              | Octagon Investment Partners XVII, Ltd.              | CUSIP: 67590HAJ6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5357634 | PA      | $3925157.61   | 1.03%             | 2031-01-27      | Floating      | 11.70%                | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XXII, Ltd.              | Octagon Investment Partners XXII, Ltd.              | CUSIP: 67574QAN7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5500000 | PA      | $4689635.28   | 1.23%             | 2030-01-22      | Floating      | 12.30%                | Yes           |                  3 | On Loan: No      |
| OZLM VIII, Ltd.                                     | OZLM VIII, Ltd.                                     | CUSIP: 67107HAJ2<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |    344415 | PA      | $340894.93    | 0.09%             | 2029-10-17      | Floating      | 12.70%                | Yes           |                  3 | On Loan: No      |
| Sound Point CLO IV-R, Ltd.                          | Sound Point CLO IV-R, Ltd.                          | CUSIP: 83610DAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4132282 | PA      | $989178.76    | 0.26%             | 2031-04-18      | Floating      | 12.60%                | Yes           |                  3 | On Loan: No      |
| THL Credit Wind River 2014-2 CLO, Ltd.              | THL Credit Wind River 2014-2 CLO, Ltd.              | CUSIP: 88432BAJ7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3093252 | PA      | $1078396.18   | 0.28%             | 2031-01-15      | Floating      | 12.40%                | Yes           |                  3 | On Loan: No      |
| Venture XIX CLO, Ltd.                               | Venture XIX CLO, Ltd.                               | CUSIP: 92330FAJ3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7992554 | PA      | $3992995.89   | 1.05%             | 2032-01-15      | Floating      | 13.00%                | Yes           |                  3 | On Loan: No      |
| Venture XXXIII CLO, Ltd.                            | Venture XXXIII CLO, Ltd.                            | CUSIP: 92331GAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2621421 | PA      | $792684.40    | 0.21%             | 2031-07-15      | Floating      | 12.50%                | Yes           |                  3 | On Loan: No      |
| Voya IM CLO 2012-4, Ltd.                            | Voya IM CLO 2012-4, Ltd.                            | CUSIP: 92916JAG3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3320000 | PA      | $3257953.97   | 0.86%             | 2030-10-15      | Floating      | 15.40%                | Yes           |                  3 | On Loan: No      |
| Voya IM CLO 2014-1, Ltd.                            | Voya IM CLO 2014-1, Ltd.                            | CUSIP: 92917EAC2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8787500 | PA      | $4730224.23   | 1.24%             | 2031-04-18      | Floating      | 12.90%                | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO XXXII Ltd.                         | BlueMountain CLO XXXII Ltd.                         | CUSIP: 09631FAC8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12000000 | PA      | $7223895.33   | 1.90%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO XXXIV Ltd.                         | BlueMountain CLO XXXIV Ltd.                         | CUSIP: 09631KAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5700000 | PA      | $4635134.98   | 1.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AGL CLO 35, Ltd.                                    | AGL CLO 35, Ltd.                                    | CUSIP: 00852LAC6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  25952857 | PA      | $20487889.53  | 5.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain Fuji US CLO II Ltd.                    | BlueMountain Fuji US CLO II Ltd.                    | CUSIP: 09629HAC8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2500000 | PA      | $517618.33    | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2013-1, Ltd.   | Carlyle Global Market Strategies CLO 2013-1, Ltd.   | CUSIP: 14310CAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  17550000 | PA      | $2122300.20   | 0.56%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2013-4, Ltd.   | Carlyle Global Market Strategies CLO 2013-4, Ltd.   | CUSIP: 143108AA6<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  11839488 | PA      | $404940.86    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2014-1, Ltd.   | Carlyle Global Market Strategies CLO 2014-1, Ltd.   | CUSIP: 14311CAA6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12870000 | PA      | $2626898.85   | 0.69%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2014-3-R, Ltd. | Carlyle Global Market Strategies CLO 2014-3-R, Ltd. | CUSIP: 14315MAE2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  15000000 | PA      | $3917731.94   | 1.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2016-1, Ltd.   | Carlyle Global Market Strategies CLO 2016-1, Ltd.   | CUSIP: 14312KAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6844556 | PA      | $3795022.06   | 1.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2017-2, Ltd.   | Carlyle Global Market Strategies CLO 2017-2, Ltd.   | CUSIP: 14315KAC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4450000 | PA      | $820534.43    | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2017-4, Ltd.   | Carlyle Global Market Strategies CLO 2017-4, Ltd.   | CUSIP: 14315AAA6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   9107000 | PA      | $1059462.94   | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2017-5, Ltd.   | Carlyle Global Market Strategies CLO 2017-5, Ltd.   | CUSIP: 14316RAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10000000 | PA      | $194444.66    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding II CLO, Ltd.                          | Cedar Funding II CLO, Ltd.                          | CUSIP: 15032VAA9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2500000 | PA      | $1859337.60   | 0.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIMCO CLO 11, Ltd.                                  | AIMCO CLO 11, Ltd.                                  | CUSIP: 00140PAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5491329 | PA      | $4732951.39   | 1.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding IV CLO, Ltd.                          | Cedar Funding IV CLO, Ltd.                          | CUSIP: 150322AC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  29560000 | PA      | $15641455.77  | 4.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding V CLO, Ltd.                           | Cedar Funding V CLO, Ltd.                           | CUSIP: 15032BAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7358000 | PA      | $4396725.50   | 1.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding VI CLO, Ltd.                          | Cedar Funding VI CLO, Ltd.                          | CUSIP: 15032CAB9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6722117 | PA      | $5481303.38   | 1.44%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding X CLO, Ltd.                           | Cedar Funding X CLO, Ltd.                           | CUSIP: 15034MAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10775000 | PA      | $8163583.43   | 2.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding XI CLO, Ltd.                          | Cedar Funding XI CLO, Ltd.                          | CUSIP: 15033MAE0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  17500000 | PA      | $4976943.50   | 1.31%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding XII CLO, Ltd.                         | Cedar Funding XII CLO, Ltd.                         | CUSIP: 15033KAB0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3300000 | PA      | $2953227.46   | 0.78%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding XIV CLO, Ltd.                         | Cedar Funding XIV CLO, Ltd.                         | CUSIP: 15033GAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10000000 | PA      | $7000587.27   | 1.84%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding XV CLO, Ltd.                          | Cedar Funding XV CLO, Ltd.                          | CUSIP: 15032WAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $3894586.95   | 1.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cent CLO 21 Limited                                 | Cent CLO 21 Limited                                 | CUSIP: 15137FAE0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    510555 | PA      | $990.37       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Falcon 2020, Ltd.                              | CIFC Falcon 2020, Ltd.                              | CUSIP: 27581MAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8500000 | PA      | $5391758.03   | 1.42%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO XVIII-R                                  | Apidos CLO XVIII-R                                  | CUSIP: 03767QAE9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    410000 | PA      | $245569.43    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2013-I, Ltd.                           | CIFC Funding 2013-I, Ltd.                           | CUSIP: 12548FAU4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3000000 | PA      | $489508.45    | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2013-II, Ltd.                          | CIFC Funding 2013-II, Ltd.                          | CUSIP: 17179WAA6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    305000 | PA      | $31869.70     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2014, Ltd.                             | CIFC Funding 2014, Ltd.                             | CUSIP: 12549MAA2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2758900 | PA      | $301536.38    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2014-III, Ltd.                         | CIFC Funding 2014-III, Ltd.                         | CUSIP: 12549TAA7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   9522000 | PA      | $4239037.18   | 1.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2015-I, Ltd.                           | CIFC Funding 2015-I, Ltd.                           | CUSIP: 12548NAG8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7500000 | PA      | $929508.28    | 0.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2015-III, Ltd.                         | CIFC Funding 2015-III, Ltd.                         | CUSIP: 12550HAE1<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  10000000 | PA      | $112990.16    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2015-IV, Ltd.                          | CIFC Funding 2015-IV, Ltd.                          | CUSIP: 12550VAE0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  22930000 | PA      | $10383156.15  | 2.73%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2017-I, Ltd.                           | CIFC Funding 2017-I, Ltd.                           | CUSIP: 12551BAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  11000000 | PA      | $4817057.10   | 1.26%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2017-IV, Ltd.                          | CIFC Funding 2017-IV, Ltd.                          | CUSIP: 12551KAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  18000000 | PA      | $6260816.64   | 1.64%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2018-II, Ltd.                          | CIFC Funding 2018-II, Ltd.                          | CUSIP: 17180YAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10000000 | PA      | $5075097.22   | 1.33%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO XX                                       | Apidos CLO XX                                       | CUSIP: 03765MAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12500000 | PA      | $3538061.09   | 0.93%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2018-IV, Ltd.                          | CIFC Funding 2018-IV, Ltd.                          | CUSIP: 17182HAE6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12401000 | PA      | $3860651.04   | 1.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2020-II, Ltd.                          | CIFC Funding 2020-II, Ltd.                          | CUSIP: 12547KAA8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $1325570.99   | 0.35%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2020-III, Ltd.                         | CIFC Funding 2020-III, Ltd.                         | CUSIP: 12560GAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7350000 | PA      | $5057855.43   | 1.33%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Columbia Cent CLO 29 Limited                        | Columbia Cent CLO 29 Limited                        | CUSIP: 19736QAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  16000000 | PA      | $10914465.78  | 2.87%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Columbia Cent CLO 31 Limited                        | Columbia Cent CLO 31 Limited                        | CUSIP: 19737NAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12100000 | PA      | $9447357.50   | 2.48%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden 86 CLO, Ltd.                                 | Dryden 86 CLO, Ltd.                                 | CUSIP: 26246AAC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10250000 | PA      | $6098732.77   | 1.60%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden 87 CLO, Ltd.                                 | Dryden 87 CLO, Ltd.                                 | CUSIP: 26246HAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4000000 | PA      | $2949805.36   | 0.77%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden 95 CLO, Ltd.                                 | Dryden 95 CLO, Ltd.                                 | CUSIP: 262485AC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10500000 | PA      | $7927527.02   | 2.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XIX CLO, Ltd.                                | Galaxy XIX CLO, Ltd.                                | CUSIP: 36319RAE0<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   2750000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XX CLO, Ltd.                                 | Galaxy XX CLO, Ltd.                                 | CUSIP: 36320NAE6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $653237.74    | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO XXII                                     | Apidos CLO XXII                                     | CUSIP: 03766AAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   9894611 | PA      | $3394475.92   | 0.89%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XXI CLO, Ltd.                                | Galaxy XXI CLO, Ltd.                                | CUSIP: 36320XAG9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4775000 | PA      | $747250.80    | 0.20%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XXVII CLO, Ltd.                              | Galaxy XXVII CLO, Ltd.                              | CUSIP: 36320EAC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2212500 | PA      | $76225.93     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XXVIII CLO, Ltd.                             | Galaxy XXVIII CLO, Ltd.                             | CUSIP: 36320FAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5295000 | PA      | $110078.60    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GoldenTree Loan Opportunities IX, Ltd.              | GoldenTree Loan Opportunities IX, Ltd.              | CUSIP: G39666AC9<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   3250000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Halcyon Loan Advisors Funding 2014-2 Ltd.           | Halcyon Loan Advisors Funding 2014-2 Ltd.           | CUSIP: 40538DAE8<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |    400000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Halcyon Loan Advisors Funding 2015-3 Ltd.           | Halcyon Loan Advisors Funding 2015-3 Ltd.           | CUSIP: 40538NAC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7000000 | PA      | $2935.92      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HarbourView CLO VII-R, Ltd.                         | HarbourView CLO VII-R, Ltd.                         | CUSIP: 41165HAC1<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |    275000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM XV Limited Partnership                          | LCM XV Limited Partnership                          | CUSIP: 50184YAA6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    250000 | PA      | $2372.09      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM XVI Limited Partnership                         | LCM XVI Limited Partnership                         | CUSIP: 50185BAA5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6814685 | PA      | $536169.03    | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM XVII Limited Partnership                        | LCM XVII Limited Partnership                        | CUSIP: 50187DAA9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1000000 | PA      | $82020.46     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO XXIV                                     | Apidos CLO XXIV                                     | CUSIP: G04883AB3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12214397 | PA      | $3762162.42   | 0.99%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM XVIII Limited Partnership                       | LCM XVIII Limited Partnership                       | CUSIP: 50188MAA8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12195000 | PA      | $472313.44    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM 28 Ltd.                                         | LCM 28 Ltd.                                         | CUSIP: 50200QAB1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $193159.14    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM 32 Ltd.                                         | LCM 32 Ltd.                                         | CUSIP: 50204BAA2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10390000 | PA      | $5873838.44   | 1.54%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM 34 Ltd.                                         | LCM 34 Ltd.                                         | CUSIP: 50203DAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2395000 | PA      | $1302078.55   | 0.34%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park Funding XIII, Ltd.                     | Madison Park Funding XIII, Ltd.                     | CUSIP: 55818NAE5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  13000000 | PA      | $669989.14    | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park Funding XIV, Ltd.                      | Madison Park Funding XIV, Ltd.                      | CUSIP: 55818TAE2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  23750000 | PA      | $6994381.26   | 1.84%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park Funding XL, Ltd.                       | Madison Park Funding XL, Ltd.                       | CUSIP: 04964LAL3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7000000 | PA      | $1519862.70   | 0.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                         | Marble Point CLO XXIII Ltd.                         | CUSIP: 566068AC6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6400000 | PA      | $3504386.44   | 0.92%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mountain View CLO IX Ltd.                           | Mountain View CLO IX Ltd.                           | CUSIP: 62443RAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8815500 | PA      | $31205.21     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Neuberger Berman CLO XVI-S, Ltd.                    | Neuberger Berman CLO XVI-S, Ltd.                    | CUSIP: 64131RAE8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  28939670 | PA      | $14410308.47  | 3.78%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO XXVI                                     | Apidos CLO XXVI                                     | CUSIP: 03766FAE4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6000000 | PA      | $1919981.52   | 0.50%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Neuberger Berman CLO XXI, Ltd.                      | Neuberger Berman CLO XXI, Ltd.                      | CUSIP: 64130YAE4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8501407 | PA      | $5534173.29   | 1.45%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XIV, Ltd.               | Octagon Investment Partners XIV, Ltd.               | CUSIP: 675722AA0<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   6150000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XV, Ltd.                | Octagon Investment Partners XV, Ltd.                | CUSIP: 67590FAB7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8937544 | PA      | $1079139.16   | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XVII, Ltd.              | Octagon Investment Partners XVII, Ltd.              | CUSIP: 67590HAL1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  16153000 | PA      | $472173.00    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 20-R, Ltd.              | Octagon Investment Partners 20-R, Ltd.              | CUSIP: 67576VAG9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7183100 | PA      | $2566682.90   | 0.67%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XXI, Ltd.               | Octagon Investment Partners XXI, Ltd.               | CUSIP: G6712MAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  13822188 | PA      | $3088488.83   | 0.81%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XXII, Ltd.              | Octagon Investment Partners XXII, Ltd.              | CUSIP: 67574QAG2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6625000 | PA      | $150808.41    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 27, Ltd.                | Octagon Investment Partners 27, Ltd.                | CUSIP: 67591CAC1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $87489.19     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 30, Ltd.                | Octagon Investment Partners 30, Ltd.                | CUSIP: 675921AC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   9525000 | PA      | $327210.05    | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 31, Ltd.                | Octagon Investment Partners 31, Ltd.                | CUSIP: 67576CAE6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3067500 | PA      | $27060.90     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bain Capital Credit CLO 2021-1, Ltd.                | Bain Capital Credit CLO 2021-1, Ltd.                | CUSIP: 05684MAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6050000 | PA      | $3273475.93   | 0.86%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 33, Ltd.                | Octagon Investment Partners 33, Ltd.                | CUSIP: 67579NAC3<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   2850000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 36, Ltd.                | Octagon Investment Partners 36, Ltd.                | CUSIP: 67591QAG1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10400960 | PA      | $1475856.60   | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 37, Ltd.                | Octagon Investment Partners 37, Ltd.                | CUSIP: 67591WAC7<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  14500000 | PA      | $3584544.34   | 0.94%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 39, Ltd.                | Octagon Investment Partners 39, Ltd.                | CUSIP: 67592AAE0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10250000 | PA      | $2348897.91   | 0.62%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Loan Funding, Ltd.                          | Octagon Loan Funding, Ltd.                          | CUSIP: 67590TAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5014526 | PA      | $769278.16    | 0.20%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM VI, Ltd.                                       | OZLM VI, Ltd.                                       | CUSIP: 67108PAE4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  15688991 | PA      | $209484.97    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM VII, Ltd.                                      | OZLM VII, Ltd.                                      | CUSIP: 67108XAE7<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   2654467 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM VIII, Ltd.                                     | OZLM VIII, Ltd.                                     | CUSIP: 67107HAE3<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |    950000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM IX, Ltd.                                       | OZLM IX, Ltd.                                       | CUSIP: G68670AB7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  15000000 | PA      | $2004114.60   | 0.53%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM XII, Ltd.                                      | OZLM XII, Ltd.                                      | CUSIP: 67109XAE6<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  12122952 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-28

**Name of Applicant:** Priority Income Fund, Inc.

**Signature:** Kristin Van Dask

**Name of Signer:** Kristin Van Dask

**Title:** CFO