# EDGAR Filing Document

**Accession Number:** 0001554625
**File Stem:** 0001104659-25-115457
**Filing Date:** 2025-11
**Character Count:** 98736
**Document Hash:** 99200823a67ea5f1aa506d4a77444474
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-25-115457.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001104659-25-115457

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20260630

**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:** 251513894

**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

## Nport-Ex

**PRIORITY INCOME FUND, INC.**

**SCHEDULE OF INVESTMENTS**

**September 30, 2025**

**(unaudited)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Portfolio Investments<sup>(1)(5)</sup>** | **Investment** | **Estimated<br> Yield<sup>(2)</sup>/Interest<br> Rate** | **Legal<br> Maturity** | **Acquisition<br> date** | **Principal<br> Amount** | **Amortized<br> Cost** | **Fair Value<sup>(3)</sup>**<br> **Level 3** | **% of <br> Net <br> Assets** |
| **Collateralized Loan Obligation - Debt Class (Cayman Islands)<sup>(4)</sup>** | **Collateralized Loan Obligation - Debt Class (Cayman Islands)<sup>(4)</sup>** | **Collateralized Loan Obligation - Debt Class (Cayman Islands)<sup>(4)</sup>** | **Collateralized Loan Obligation - Debt Class (Cayman Islands)<sup>(4)</sup>** | **Collateralized Loan Obligation - Debt Class (Cayman Islands)<sup>(4)</sup>** |  |  |  |  |
| BlueMountain CLO 2015-3 Ltd. | Class E-R Notes | 12.67% (SOFR+8.08%) | 4/21/2031 | 8/5/2022 | $2500000 | $1912550 | $1643000 | 0.5% |
| Canyon CLO 2022-1, Ltd. | Class A Notes | 5.65% (SOFR+1.33%) | 4/15/2035 | 9/30/2025 | 10000000 | 10015000 | 10022000 | 3.2% |
| Cent CLO 21 Limited<sup>(7)(9)</sup> | Class D-R2 Notes | 10.88% (SOFR+6.30%) | 7/26/2030 | 7/29/2022 | 378546 | 327913 |  | —% |
| Cent CLO 21 Limited<sup>(7)(9)</sup> | Class E-R2 Notes | 13.23% (SOFR+8.65%) | 7/26/2030 | 7/12/2018 | 143255 | 138863 |  | —% |
| Churchill Middle Market CLO IV, Ltd. | Class E-R Notes | 12.46% (SOFR+8.14%) | 4/23/2036 | 3/8/2024 | 3500000 | 3413998 | 3508050 | 1.1% |
| CIFC Funding 2014-IV-R, Ltd. | Class E-R Notes | 13.77% (SOFR+9.18%) | 1/17/2035 | 12/20/2021 | 778684 | 742194 | 754467 | 0.2% |
| CIFC Funding 2016-I, Ltd. | Class F-R Notes | 14.74% (SOFR+10.15%) | 10/21/2031 | 9/16/2019 | 3750000 | 3617356 | 3750375 | 1.2% |
| Dryden 61, Ltd. | Class A1R2 Notes | 5.40% (SOFR+1.08%) | 1/17/2032 | 9/30/2025 | 12000000 | 9262046 | 9263896 | 3.0% |
| HarbourView CLO VII-R, Ltd. | Class F Notes | 12.86% (SOFR+8.27%) | 7/18/2031 | 10/29/2018 | 6000000 | 5747778 | 1835400 | 0.6% |
| LCM XXIII Limited Partnership<sup>(8)</sup> | Class D Notes | 11.64% (SOFR+7.05%) | 10/19/2029 | 8/19/2022 | 6022683 | 5368390 | 4527853 | 1.4% |
| LCM 26 Ltd. | Class E Notes | 9.89% (SOFR+5.30%) | 1/20/2031 | 8/23/2023 | 4000000 | 3086450 | 3002400 | 0.9% |
| LCM 31 Ltd. | Class E-R Notes | 11.58% (SOFR+7.25%) | 7/20/2034 | 7/1/2024 | 5000000 | 4746887 | 4627500 | 1.5% |
| LCM 31 Ltd. | Class F Notes | 12.31% (SOFR+7.98%) | 7/20/2034 | 7/1/2024 | 2500000 | 2232784 | 2376500 | 0.7% |
| LCM 33 Ltd. | Class E Notes | 10.94% (SOFR+6.35%) | 7/20/2034 | 5/20/2024 | 1500000 | 1320926 | 1287900 | 0.4% |
| LCM 35 Ltd. | Class E Notes | 11.19% (SOFR+6.61%) | 10/16/2034 | 10/10/2024 | 2375000 | 2120327 | 2041313 | 0.6% |
| Mountain View CLO IX Ltd. | Class D-R Notes | 10.66% (SOFR+6.08%) | 7/15/2031 | 1/11/2024 | 4395954 | 3714926 | 3050792 | 1.0% |
| Octagon Investment Partners XVII, Ltd.<sup>(8)</sup> | Class F-R2 Notes | 11.78% (SOFR+7.20%) | 1/27/2031 | 10/15/2019 | 5362500 | 4626617 | 3310271 | 1.0% |
| Octagon Investment Partners XXII, Ltd.<sup>(8)</sup> | Class F-RR Notes | 12.34% (SOFR+7.75%) | 1/22/2030 | 11/25/2019 | 5670782 | 4902760 | 3903199 | 1.2% |
| OZLM VIII, Ltd.<sup>(7)(9)</sup> | Class E-RR Notes | 12.75% (SOFR+8.17%) | 10/17/2029 | 11/6/2018 | 344415 | 344415 |  | —% |
| Sound Point CLO IV-R, Ltd.<sup>(8)</sup> | Class F Notes | 12.69% (SOFR+8.10%) | 4/18/2031 | 3/18/2019 | 4264220 | 3957134 | 426 | 0.0% |
| Sound Point CLO XXIV, Ltd. | Class E-R Notes | 11.30% (SOFR+6.72%) | 10/25/2034 | 4/24/2024 | 2100000 | 1754200 | 1753920 | 0.5% |
| Sound Point CLO XXXI, Ltd. | Class E Notes | 11.19% (SOFR+6.61%) | 10/25/2034 | 2/6/2024 | 3600000 | 3197739 | 3251880 | 1.0% |
| THL Credit Wind River 2014-2 CLO, Ltd.<sup>(8)</sup> | Class F-R Notes | 12.45% (SOFR+7.87%) | 1/15/2031 | 8/16/2022 | 3178213 | 2481303 | 195778 | 0.1% |
| Venture XIX CLO, Ltd. | Class E-RR Notes | 10.94% (SOFR+6.36%) | 1/15/2032 | 3/14/2024 | 1500000 | 1250216 | 1045650 | 0.3% |
| Venture XIX CLO, Ltd.<sup>(8)</sup> | Class F-RR Notes | 13.08% (SOFR+8.50%) | 1/15/2032 | 11/16/2018 | 8255556 | 8067372 | 3397987 | 1.1% |
| Venture XXXIII CLO, Ltd.<sup>(8)</sup> | Class F Notes | 12.58% (SOFR+8.00%) | 7/15/2031 | 12/3/2019 | 2704368 | 2277344 | 303971 | 0.1% |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Portfolio Investments<sup>(1)(5)</sup>** | **Investment** | **Estimated<br> Yield<sup>(2)</sup>/Interest<br> Rate** | **Legal<br> Maturity** | **Acquisition<br> date** | **Principal<br> Amount** | **Amortized<br> Cost** | **Fair Value<sup>(3)</sup>**<br> **Level 3** | **% of <br> Net<br> Assets** |
| **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** |  |  |  |
| Venture 37 CLO, Ltd. | Class E Notes | 11.53% (SOFR+6.95%) | 7/15/2032 | 2/20/2024 | $3000000 | $2470945 | $2238000 | 0.7% |
| Voya IM CLO 2012-4, Ltd.<sup>(8)</sup> | Class E-R-R Notes | 15.43% (SOFR+10.85%) | 10/15/2030 | 10/11/2019 | 3448969 | 3268185 | 3299629 | 1.0% |
| **Total Collateralized Loan Obligation - Debt Class** | **Total Collateralized Loan Obligation - Debt Class** | **Total Collateralized Loan Obligation - Debt Class** | **Total Collateralized Loan Obligation - Debt Class** |  |  | $**96366618** | $**74392157** | **23.3%** |
| **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** |  |  |
| AGL CLO 33, Ltd. | Subordinated Notes | 15.51% | 7/21/2037 | 7/5/2024 | $12500000 | $10814858 | $9542324 | 3.0% |
| AGL CLO 35, Ltd. | Subordinated Notes | 14.65% | 1/21/2038 | 10/25/2024 | 25952857 | 22044732 | 20076812 | 6.2% |
| AIMCO CLO 11, Ltd. | Subordinated Notes | 10.45% | 10/17/2034 | 4/4/2022 | 5491329 | 5880628 | 4456269 | 1.4% |
| Allegro XV, Ltd. | Subordinated Notes | 20.57% | 4/20/2038 | 8/6/2025 | 2306233 | 1481277 | 1499566 | 0.5% |
| AMMC CLO 23, Ltd. | Subordinated Notes | 19.80% | 4/17/2035 | 8/14/2025 | 5000000 | 3295485 | 3325586 | 1.0% |
| Anchorage Capital CLO 13, Ltd. | Subordinated Notes | 22.37% | 4/15/2038 | 9/24/2025 | 3441250 | 1605085 | 1616298 | 0.5% |
| Apidos CLO XVIII-R | Subordinated Notes | 1.86% | 10/22/2030 | 9/26/2018 | 410000 | 413082 | 227368 | 0.1% |
| Apidos CLO XXII<sup>(6)</sup> | Subordinated Notes | 0% | 4/21/2031 | 9/17/2015 | 9894611 | 2940678 | 2922370 | 0.9% |
| Apidos CLO XXVI<sup>(6)(7)</sup> | Subordinated Notes | 0% | 7/18/2029 | 7/25/2019 | 6000000 | 1969771 | 1762717 | 0.6% |
| Bain Capital Credit CLO 2021-1, Ltd. | Subordinated Notes | 29.32% | 4/18/2034 | 5/16/2024 | 6050000 | 3887413 | 3388582 | 1.1% |
| Bain Capital Credit CLO 2022-2, Ltd. | Subordinated Notes | 22.94% | 4/22/2035 | 6/18/2024 | 3595000 | 2428718 | 2079698 | 0.7% |
| Barings CLO Ltd. 2015-I<sup>(6)</sup> | Subordinated Notes | 0% | 1/20/2031 | 4/1/2015 | 3400000 | 73359 | 60402 | 0.0% |
| Barings CLO Ltd. 2018-III<sup>(6)(7)</sup> | Subordinated Notes | 0% | 7/20/2029 | 10/10/2014 | 396214 |  |  | —% |
| BBAM US CLO V, Ltd. | Subordinated Notes | 17.11% | 1/27/2039 | 7/22/2025 | 10000000 | 8155669 | 8166083 | 2.6% |
| BlueMountain CLO 2013-2 Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 10/22/2030 | 10/1/2015 | 1900000 |  |  | —% |
| BlueMountain CLO XXVI Ltd. | Subordinated Notes | 6.79% | 10/20/2034 | 11/18/2021 | 8906000 | 8201467 | 6099498 | 1.9% |
| BlueMountain CLO XXVIII Ltd. | Subordinated Notes | 8.96% | 4/17/2034 | 4/1/2022 | 3300000 | 3039620 | 2009391 | 0.6% |
| BlueMountain CLO XXIX Ltd. | Subordinated Notes | 7.95% | 7/25/2034 | 12/15/2021 | 6000000 | 5991557 | 4496871 | 1.4% |
| BlueMountain CLO XXXI Ltd. | Subordinated Notes | 8.27% | 4/19/2034 | 4/28/2022 | 5000000 | 4567185 | 3647890 | 1.1% |
| BlueMountain CLO XXXII Ltd. | Subordinated Notes | 12.53% | 10/16/2034 | 2/18/2022 | 12000000 | 10795288 | 7000354 | 2.2% |
| BlueMountain CLO XXXIV Ltd. | Subordinated Notes | 10.46% | 4/20/2035 | 3/23/2022 | 5700000 | 5709395 | 4535397 | 1.4% |
| BlueMountain Fuji US CLO II Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 10/21/2030 | 8/22/2017 | 2500000 | 424975 | 318274 | 0.1% |
| Carlyle Global Market Strategies CLO 2013-1, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 8/14/2030 | 6/23/2016 | 17550000 | 994485 | 970183 | 0.3% |
| Carlyle Global Market Strategies CLO 2013-4, Ltd.<sup>(6)(7)</sup> | Income Notes | 0% | 1/15/2031 | 12/22/2016 | 11839488 |  | 21253 | 0.0% |
| Carlyle Global Market Strategies CLO 2014-1, Ltd.<sup>(6)</sup> | Income Notes | 0% | 4/17/2031 | 2/25/2016 | 12870000 | 854439 | 849943 | 0.3% |
| Carlyle Global Market Strategies CLO 2014-3-R, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/28/2031 | 5/23/2018 | 15000000 | 713902 | 705606 | 0.2% |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Portfolio Investments<sup>(1)(5)</sup>** | **Investment** | **Estimated<br> Yield<sup>(2)</sup>/Interest<br> Rate** | **Legal<br> Maturity** | **Acquisition<br> date** | **Principal<br> Amount** | **Amortized<br> Cost** | **Fair Value<sup>(3)</sup>**<br> **Level 3** | **% of<br> Net <br> Assets** |
| **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** |  |  |
| Carlyle Global Market Strategies CLO 2016-1, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 4/20/2034 | 3/16/2016 | $6844556 | $5461056 | $3511955 | 1.1% |
| Carlyle Global Market Strategies CLO 2017-2, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/20/2037 | 1/4/2022 | 4450000 | 2268056 | 874992 | 0.3% |
| Carlyle Global Market Strategies CLO 2017-4, Ltd.<sup>(6)</sup> | Income Notes | 0% | 1/15/2030 | 10/14/2021 | 9107000 |  | 913485 | 0.3% |
| Carlyle Global Market Strategies CLO 2017-5, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 1/22/2030 | 12/18/2017 | 10000000 | 85622 | 85655 | 0.0% |
| Cedar Funding II CLO, Ltd. | Subordinated Notes | 6.63% | 4/20/2034 | 9/27/2017 | 2500000 | 2289189 | 1532546 | 0.5% |
| Cedar Funding IV CLO, Ltd. | Subordinated Notes | 7.55% | 7/23/2034 | 6/19/2017 | 29560000 | 23614062 | 14940604 | 4.6% |
| Cedar Funding V CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/17/2031 | 10/15/2018 | 7358000 | 4261900 | 3448977 | 1.1% |
| Cedar Funding VI CLO, Ltd. | Subordinated Notes | 5.22% | 4/20/2034 | 8/7/2017 | 6722117 | 6567818 | 5103225 | 1.6% |
| Cedar Funding X CLO, Ltd. | Subordinated Notes | 10.78% | 10/20/2032 | 1/12/2022 | 10775000 | 9885359 | 7748021 | 2.4% |
| Cedar Funding XII CLO, Ltd. | Subordinated Notes | 12.04% | 10/25/2034 | 3/28/2022 | 3300000 | 3306989 | 2618922 | 0.8% |
| Cedar Funding XIV CLO, Ltd. | Subordinated Notes | 9.63% | 7/15/2033 | 4/7/2022 | 10000000 | 8553803 | 6618573 | 2.1% |
| Cedar Funding XV CLO, Ltd. | Subordinated Notes | 14.54% | 4/20/2035 | 7/25/2022 | 5000000 | 4181772 | 3739913 | 1.2% |
| Cent CLO 21 Limited<sup>(6)(7)</sup> | Subordinated Notes | 0% | 7/26/2030 | 5/15/2014 | 510555 |  |  | —% |
| CIFC Funding 2013-I, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/16/2030 | 6/1/2018 | 3000000 | 37644 | 287178 | 0.1% |
| CIFC Funding 2013-II, Ltd.<sup>(6)</sup> | Income Notes | 0% | 10/18/2030 | 2/6/2014 | 305000 | 20028 | 15132 | 0.0% |
| CIFC Funding 2014, Ltd.<sup>(6)</sup> | Income Notes | 0% | 1/21/2031 | 2/6/2014 | 2758900 | 241760 | 185442 | 0.1% |
| CIFC Funding 2014-III, Ltd. | Subordinated Notes | 10.71% | 10/22/2031 | 11/14/2016 | 9522000 | 8140361 | 4322208 | 1.4% |
| CIFC Funding 2015-I, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 1/22/2031 | 11/24/2015 | 7500000 |  |  | —% |
| CIFC Funding 2015-III, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 4/19/2029 | 5/29/2018 | 10000000 |  |  | —% |
| CIFC Funding 2015-IV, Ltd. | Subordinated Notes | 3.45% | 4/20/2034 | 4/27/2016 | 22930000 | 13696193 | 10090810 | 3.2% |
| CIFC Funding 2017-I, Ltd. | Subordinated Notes | 5.40% | 4/21/2037 | 2/3/2017 | 11000000 | 7239954 | 4576792 | 1.4% |
| CIFC Funding 2018-II, Ltd. | Subordinated Notes | 8.56% | 4/20/2031 | 8/11/2022 | 10000000 | 6514993 | 4849693 | 1.5% |
| CIFC Funding 2018-IV, Ltd. | Subordinated Notes | 9.53% | 10/17/2031 | 6/19/2020 | 12401000 | 6161929 | 3774667 | 1.2% |
| CIFC Funding 2019-7, Ltd. | Subordinated Notes | 9.95% | 1/20/2033 | 5/14/2021 | 18928780 | 10682034 | 8540024 | 2.7% |
| CIFC Funding 2020-II, Ltd. | Income Notes | 12.39% | 10/20/2034 | 7/20/2020 | 2000000 | 1778808 | 1269029 | 0.4% |
| CIFC Funding 2020-III, Ltd. | Subordinated Notes | 10.28% | 10/20/2034 | 9/11/2020 | 7350000 | 7077463 | 5174146 | 1.6% |
| Columbia Cent CLO 29 Limited | Subordinated Notes | 8.33% | 10/20/2034 | 7/10/2020 | 16000000 | 12801615 | 10586716 | 3.3% |
| Columbia Cent CLO 31 Limited | Subordinated Notes | 5.94% | 4/20/2034 | 2/1/2021 | 12100000 | 10730362 | 8769859 | 2.7% |
| Dryden 86 CLO, Ltd. | Subordinated Notes | 6.66% | 7/17/2034 | 3/10/2022 | 10250000 | 8475893 | 6225523 | 2.0% |
| Dryden 87 CLO, Ltd. | Subordinated Notes | 9.52% | 5/22/2034 | 3/10/2022 | 5662800 | 4615154 | 3065252 | 1.0% |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Portfolio Investments<sup>(1)(5)</sup>** | **Investment** | **Estimated<br> Yield<sup>(2)</sup>/Interest<br> Rate** | **Legal<br> Maturity** | **Acquisition<br> date** | **Principal<br> Amount** | **Amortized<br> Cost** | **Fair Value<sup>(3)</sup>**<br> **Level 3** | **% of <br> Net <br> Assets** |
| **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** |  |  |  |  |
| Dryden 95 CLO, Ltd. | Subordinated Notes | 7.24% | 8/21/2034 | 4/27/2022 | $10500000 | $9609718 | $7571710 | 2.4% |
| Galaxy XIX CLO, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 7/24/2030 | 12/5/2016 | 2636037 |  |  | —% |
| Galaxy XX CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 4/21/2031 | 5/28/2021 | 2000000 |  |  | —% |
| Galaxy XXI CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 4/21/2031 | 5/28/2021 | 4775000 | 363479 | 369718 | 0.1% |
| Galaxy XXVII CLO, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 5/16/2031 | 7/23/2021 | 2212500 |  |  | —% |
| Galaxy XXVIII CLO, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 7/15/2031 | 5/30/2014 | 5295000 |  |  | —% |
| Generate CLO 12, Ltd. | Subordinated Notes | 22.66% | 7/20/2038 | 8/20/2025 | 5000000 | 3434704 | 3467671 | 1.1% |
| GoldenTree Loan Opportunities IX, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 10/29/2029 | 7/19/2017 | 3250000 |  |  | —% |
| Halcyon Loan Advisors Funding 2014-2 Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 4/28/2025 | 4/14/2014 | 400000 |  |  | —% |
| Halcyon Loan Advisors Funding 2015-3 Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 10/18/2027 | 7/27/2015 | 7000000 |  | 2227 | 0.0% |
| HarbourView CLO VII-R, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/18/2031 | 6/5/2015 | 275000 |  |  | —% |
| KKR 52, Ltd. | Subordinated Notes | 22.18% | 7/16/2038 | 7/31/2025 | 2800000 | 2186749 | 2186215 | 0.7% |
| LCM XV Limited Partnership<sup>(6)</sup> | Income Notes | 0% | 7/19/2030 | 1/28/2014 | 250000 |  |  | —% |
| LCM XVI Limited Partnership<sup>(6)</sup> | Income Notes | 0% | 10/15/2031 | 5/12/2014 | 6814685 | 364757 | 293790 | 0.1% |
| LCM XVII Limited Partnership<sup>(6)</sup> | Income Notes | 0% | 10/15/2031 | 9/17/2014 | 1000000 | 28368 | 24739 | 0.0% |
| LCM XVIII Limited Partnership<sup>(6)</sup> | Income Notes | 0% | 7/21/2031 | 10/29/2021 | 12195000 | 90713 | 64383 | 0.0% |
| LCM 28 Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 10/21/2030 | 10/29/2021 | 2000000 | 92195 | 67770 | 0.0% |
| LCM 32 Ltd. | Income Notes | 2.00% | 7/20/2034 | 3/2/2022 | 10390000 | 7952060 | 5381489 | 1.7% |
| LCM 34 Ltd. | Subordinated Notes | 8.41% | 10/20/2034 | 8/4/2022 | 2395000 | 1733522 | 1277063 | 0.4% |
| Madison Park Funding XIII, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 4/19/2030 | 2/3/2014 | 13000000 |  | 752022 | 0.2% |
| Madison Park Funding XL, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 5/28/2030 | 10/8/2020 | 7000000 | 1613047 | 1133661 | 0.4% |
| Marble Point CLO XXIII Ltd. | Subordinated Notes | 17.27% | 1/22/2035 | 3/28/2024 | 6400000 | 4084170 | 3508380 | 1.1% |
| Mountain View CLO IX Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/15/2031 | 5/13/2015 | 3867067 | 13855 | 12434 | 0.0% |
| Neuberger Berman CLO XVI-S, Ltd. | Subordinated Notes | 11.46% | 4/17/2034 | 2/9/2022 | 28939670 | 23748049 | 13345623 | 4.2% |
| Neuberger Berman CLO XXI, Ltd. | Subordinated Notes | 11.89% | 4/20/2034 | 2/16/2022 | 8501407 | 7710515 | 5656257 | 1.8% |
| Octagon Investment Partners XIV, Ltd.<sup>(6)</sup> | Income Notes | 0% | 7/16/2029 | 12/1/2017 | 6150000 |  |  | —% |
| Octagon Investment Partners XV, Ltd.<sup>(6)</sup> | Income Notes | 0% | 7/19/2030 | 5/23/2019 | 8937544 |  |  | —% |
| Octagon Investment Partners XVII, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 1/27/2031 | 6/28/2018 | 16153000 | 71394 | 53998 | 0.0% |
| Octagon Investment Partners 20-R, Ltd. | Subordinated Notes | 4.50% | 5/12/2031 | 4/25/2019 | 7183100 | 3916527 | 2485868 | 0.8% |
| Octagon Investment Partners XXI, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 2/14/2031 | 1/6/2016 | 13822188 | 2604031 | 2008638 | 0.6% |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Portfolio Investments<sup>(1)(5)</sup>** | **Investment** | **Estimated<br> Yield<sup>(2)</sup>/Interest<br> Rate** | **Legal<br> Maturity** | **Acquisition<br> date** | **Principal<br> Amount** | **Amortized<br> Cost** | **Fair Value<sup>(3)</sup>**<br> **Level 3** | **% of <br> Net <br> Assets** |
| **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** |  |  |  |  |
| Octagon Investment Partners XXII, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 1/22/2030 | 11/12/2014 | $6625000 | $— | $— | —% |
| Octagon Investment Partners 27, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/15/2030 | 10/31/2018 | 5000000 |  |  | —% |
| Octagon Investment Partners 30, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 3/18/2030 | 11/16/2017 | 9525000 |  | 21273 | 0.0% |
| Octagon Investment Partners 31, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 7/19/2030 | 12/20/2019 | 3067500 | 11879 | 11398 | 0.0% |
| Octagon Investment Partners 33, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 1/20/2031 | 7/9/2018 | 2850000 |  |  | —% |
| Octagon Investment Partners 36, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 4/15/2031 | 12/20/2019 | 10400960 | 1247973 | 1008721 | 0.3% |
| Octagon Investment Partners 37, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 7/25/2030 | 3/17/2021 | 14500000 | 218483 | 185664 | 0.1% |
| Octagon Investment Partners 39, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 10/21/2030 | 1/9/2020 | 10250000 | 2597115 | 1914115 | 0.6% |
| Octagon Loan Funding, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 11/18/2031 | 8/25/2014 | 5014526 |  |  | —% |
| OFSI BSL XII, Ltd. | Subordinated Notes | 24.06% | 1/20/2038 | 7/18/2025 | 4500000 | 2868109 | 2859862 | 0.9% |
| OZLM VI, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 4/17/2031 | 10/31/2016 | 15688991 |  |  | —% |
| OZLM VII, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 7/17/2029 | 11/3/2015 | 2654467 |  |  | —% |
| OZLM VIII, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 10/17/2029 | 8/7/2014 | 950000 |  |  | —% |
| OZLM IX, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 10/20/2031 | 2/22/2017 | 15000000 |  |  | —% |
| OZLM XII, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 4/30/2027 | 1/17/2017 | 12122952 |  |  | —% |
| OZLM XXII, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 1/17/2031 | 5/11/2017 | 27343000 |  |  | —% |
| Rad CLO 21, Ltd. | Subordinated Notes | 24.33% | 1/25/2037 | 5/30/2025 | 5000000 | 4591407 | 4596045 | 1.4% |
| Rad CLO 28, Ltd. | Subordinated Notes | 13.71% | 4/20/2038 | 12/17/2024 | 15000000 | 14545497 | 12065112 | 3.8% |
| Redding Ridge 3 CLO, Ltd.<sup>(6)(7)</sup> | Preference Shares | 0% | 1/15/2030 | 3/26/2021 | 12293000 | 258003 | 218055 | 0.1% |
| Redding Ridge 4 CLO, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 4/15/2030 | 1/29/2021 | 14000000 |  | 426121 | 0.1% |
| Redding Ridge 5 CLO, Ltd. | Subordinated Notes | 5.70% | 4/15/2039 | 5/27/2021 | 21000000 | 11197447 | 6729889 | 2.1% |
| Rockford Tower CLO 2021-3, Ltd. | Subordinated Notes | 5.74% | 10/20/2034 | 2/11/2022 | 14045176 | 9137300 | 4959175 | 1.6% |
| Rockford Tower CLO 2024-2, Ltd. | Subordinated Notes | 16.82% | 10/20/2037 | 10/2/2024 | 12000000 | 10373390 | 9490418 | 3.0% |
| Sound Point CLO II, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 1/26/2031 | 5/16/2019 | 21053778 |  |  | —% |
| Sound Point CLO VII-R, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 10/23/2031 | 7/31/2019 | 9002745 |  |  | —% |
| Sound Point CLO XVII, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 10/20/2030 | 7/11/2018 | 20000000 | 860924 | 865983 | 0.3% |
| Sound Point CLO XVIII, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 1/20/2031 | 10/29/2018 | 15563500 | 693585 | 498089 | 0.2% |
| Sound Point CLO XIX, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 4/15/2031 | 9/23/2021 | 7500000 | 930721 | 702454 | 0.2% |
| Sound Point CLO XX, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/28/2031 | 11/5/2021 | 8000000 | 401333 | 283695 | 0.1% |
| Sound Point CLO XXIII, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/17/2034 | 8/27/2021 | 5915000 | 4492178 | 3120807 | 1.0% |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Portfolio Investments<sup>(1)(5)</sup>** | **Investment** | **Estimated<br> Yield<sup>(2)</sup>/Interest<br> Rate** | **Legal<br> Maturity** | **Acquisition<br> date** | **Principal<br> Amount** | **Amortized<br> Cost** | **Fair Value<sup>(3)</sup>**<br> **Level 3** | **% of<br> Net <br> Assets** |
| **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** |  |  |  |  |
| Symphony CLO XIV, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 7/14/2026 | 5/6/2014 | $750000 | $— | $— | —% |
| Symphony CLO XVI, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 10/15/2031 | 7/1/2015 | 5000000 |  |  | —% |
| Symphony CLO XIX, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 4/16/2031 | 5/6/2021 | 2000000 | 425397 | 293463 | 0.1% |
| TCI-Symphony CLO 2017-1, Ltd.<sup>(6)</sup> | Income Notes | 0% | 7/15/2030 | 9/15/2020 | 3000000 | 804948 | 624433 | 0.2% |
| TCW CLO 2021-2, Ltd. | Subordinated Notes | 11.68% | 7/25/2034 | 8/17/2022 | 6733333 | 5226825 | 3900133 | 1.2% |
| TCW CLO 2024-2, Ltd. | Subordinated Notes | 17.84% | 7/17/2037 | 7/12/2024 | 10000000 | 7850664 | 7730040 | 2.4% |
| THL Credit Wind River 2013-1 CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/19/2030 | 11/1/2017 | 10395000 | 457792 | 327845 | 0.1% |
| THL Credit Wind River 2013-2 CLO, Ltd.<sup>(6)</sup> | Income Notes | 0% | 10/18/2030 | 12/27/2017 | 3250000 | 118730 | 90199 | 0.0% |
| THL Credit Wind River 2014-1 CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/18/2031 | 7/11/2018 | 11800000 |  |  | —% |
| THL Credit Wind River 2014-2 CLO, Ltd.<sup>(6)</sup> | Income Notes | 0% | 1/15/2031 | 1/22/2021 | 7550000 |  |  | —% |
| THL Credit Wind River 2017-4 CLO, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 11/20/2030 | 6/25/2020 | 3765400 |  | 12344 | 0.0% |
| THL Credit Wind River 2018-2 CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/15/2030 | 3/11/2019 | 8884000 | 1432357 | 1256030 | 0.4% |
| THL Credit Wind River 2018-3 CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 1/20/2031 | 6/28/2019 | 13000000 | 1024973 | 1078534 | 0.3% |
| Venture XVIII CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 10/15/2029 | 7/16/2018 | 4750000 |  |  | —% |
| Venture 28A CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 10/20/2034 | 7/16/2018 | 17715000 | 10992095 | 8111874 | 2.5% |
| Venture XXX CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 1/15/2031 | 7/16/2018 | 5100000 |  |  | —% |
| Venture XXXII CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/18/2031 | 10/9/2018 | 7929328 |  |  | —% |
| Venture XXXIV CLO, Ltd.(6) | Subordinated Notes | 0% | 10/15/2031 | 7/30/2019 | 13903000 | 2729362 | 2086179 | 0.7% |
| Venture 41 CLO, Ltd. | Subordinated Notes | 3.17% | 1/20/2034 | 1/26/2021 | 8249375 | 6911632 | 5375326 | 1.7% |
| Venture 42 CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 4/17/2034 | 11/5/2021 | 15000000 | 11978806 | 8311985 | 2.6% |
| Venture 43 CLO, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 4/17/2034 | 9/1/2021 | 12000000 | 8367288 | 5877955 | 1.8% |
| Voya IM CLO 2013-1, Ltd.<sup>(6)</sup> | Income Notes | 0% | 10/15/2030 | 6/9/2016 | 4174688 | 500877 | 386732 | 0.1% |
| Voya IM CLO 2013-3, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 10/18/2031 | 2/13/2015 | 4000000 | 305227 | 232262 | 0.1% |
| Voya CLO 2014-3, Ltd.<sup>(6)(7)</sup> | Subordinated Notes | 0% | 7/24/2026 | 4/10/2015 | 7000000 |  |  | —% |
| Voya CLO 2014-4, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/14/2031 | 11/10/2014 | 1000000 | 87237 | 65718 | 0.0% |
| Voya CLO 2015-2, Ltd.(6)(7) | Subordinated Notes | 0% | 7/23/2027 | 6/24/2015 | 13712000 |  |  | —% |
| Voya CLO 2016-1, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 1/21/2031 | 1/22/2016 | 7750000 | 1564048 | 1203244 | 0.4% |
| Voya CLO 2017-4, Ltd.(6)(7) | Subordinated Notes | 0% | 10/15/2030 | 3/25/2021 | 2500000 |  |  | —% |
| Voya CLO 2018-1, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 4/21/2031 | 2/23/2018 | 20000000 | 5441547 | 4391784 | 1.4% |
| Voya CLO 2018-2, Ltd.<sup>(6)</sup> | Subordinated Notes | 0% | 7/15/2031 | 4/27/2021 | 6778666 | 481602 | 414433 | 0.1% |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Portfolio Investments<sup>(1)(5)</sup>** | **Investment** | **Estimated<br> Yield<sup>(2)</sup>/Interest <br> Rate** | **Legal<br> Maturity** | **Acquisition<br> date** | **Principal<br> Amount** | **Amortized<br> Cost** | **Fair Value<sup>(3)</sup>**<br> **Level 3** | **% of <br> Net <br> Assets** |
| **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** | **Collateralized Loan Obligation - Equity Class (Cayman Islands)** |  |  |  |  |
| Voya CLO 2018-4, Ltd. | Subordinated Notes | 9.58% | 1/15/2032 | 8/9/2021 | $7237100 | $3542760 | $2767333 | 0.9% |
| Voya CLO 2019-1, Ltd. | Subordinated Notes | 11.01% | 4/15/2031 | 1/27/2020 | 55757000 | 21348723 | 17781246 | 5.5% |
| Voya CLO 2020-1, Ltd. | Subordinated Notes | 12.57% | 7/17/2034 | 3/3/2022 | 6500000 | 5294239 | 4753729 | 1.5% |
| Voya CLO 2022-1, Ltd. | Subordinated Notes | 14.73% | 4/20/2035 | 3/18/2022 | 17600000 | 15695927 | 14656120 | 4.6% |
| Voya CLO 2024-7, Ltd. | Subordinated Notes | 17.96% | 1/20/2038 | 8/6/2025 | 4200000 | 3634406 | 3605942 | 1.1% |
| **Total Collateralized Loan Obligation - Equity Class** | **Total Collateralized Loan Obligation - Equity Class** | **Total Collateralized Loan Obligation - Equity Class** | **Total Collateralized Loan Obligation - Equity Class** | **Total Collateralized Loan Obligation - Equity Class** |  | $**525233544** | $**407603489** | **127.8%** |
| **Total Portfolio Investments** | **Total Portfolio Investments** | **Total Portfolio Investments** | **Total Portfolio Investments** | **Total Portfolio Investments** |  | $**621600162** | $**481995646** | **151.1%** |
| **Other liabilities in excess of assets** | **Other liabilities in excess of assets** | **Other liabilities in excess of assets** | **Other liabilities in excess of assets** | **Other liabilities in excess of assets** |  |  | (163012365) | (51.1)% |
| **Net assets (61,586,620 shares issued and outstanding)** | **Net assets (61,586,620 shares issued and outstanding)** | **Net assets (61,586,620 shares issued and outstanding)** | **Net assets (61,586,620 shares issued and outstanding)** | **Net assets (61,586,620 shares issued and outstanding)** |  |  | $**318983281** | **100.0%** |
| **Net asset value per share** | **Net asset value per share** | **Net asset value per share** | **Net asset value per share** | **Net asset value per share** |  |  | $**5.18** |  |

---

---

| |
|:---|
| <sup>(1)</sup> Priority Income Fund, Inc. (the "Company") does not "control" and is not an "affiliate" of any of the portfolio investments, each term as defined in the Investment Company Act of 1940, as amended (the "1940 Act"). In general, under the 1940 Act, the Company would be presumed to "control" a portfolio company if the Company owned 25% or more of its voting securities and would be an "affiliate" of a portfolio company if the Company owned 5% or more of its voting securities. |
| <sup>(2)</sup> The CLO subordinated notes, income notes and preference shares are considered equity positions in the CLOs. The CLO equity investments are entitled to recurring distributions which are generally equal to the excess cash flow generated from the underlying investments after payment of the contractual payments to senior debt holders and CLO expenses. The current estimated yield, calculated using amortized cost, is based on the current projections of this excess cash flow taking into account assumptions which have been made regarding expected prepayments, losses and future reinvestment rates. These assumptions are periodically reviewed and adjusted. Ultimately, the actual yield may be higher or lower than the estimated yield if actual results differ from those used for the assumptions. |
| <sup>(3)</sup> Fair value is determined by or under the direction of the Company's Board of Directors. For intra-quarter end periods, the Company's Board of Directors has designated the Advisor to fair value the Company's investments. As of September 30, 2025, all of the Company's investments were classified as Level 3. ASC 820 classifies such unobservable inputs used to measure fair value as Level 3 within the valuation hierarchy. |
| <sup>(4)</sup> The interest rate on these investments is subject to the base rate of 3-Month Term SOFR, which was 3.97639% at September 30, 2025. The current base rate for each investment may be different from the reference rate on September 30, 2025. |
| <sup>(5)</sup> The securities in which the Company has invested were acquired in transactions that were exempt from registration under the Securities Act of 1933, as amended (the "Securities Act"). These securities may be resold only in transactions that are exempt from registration under the Securities Act. |
| <sup>(6)</sup> The effective yield has been estimated to be 0% as expected future cash flows are anticipated to not be sufficient to repay the investment at cost. If the expected investment proceeds increase, there is a potential for future investment income from the investment. Distributions, once received, will be recognized as return of capital, and when called, any remaining unamortized investment costs will be written off if the actual distributions are less than the amortized investment cost. To the extent that the cost basis of the senior secured notes is fully recovered, any future distributions will be recorded as realized gains. |
| <sup>(7)</sup> Security was called for redemption and the liquidation of the underlying loan portfolio is ongoing. |
| <sup>(8)</sup> This investment has contractual payment-in-kind ("PIK") interest. PIK interest computed at the contractual rate is accrued into income and reflected as receivable up to the capitalization date. |
| <sup>(9)</sup> Investment on non-accrual status as of the reporting date. |

---

## 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:** 2026-06-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $524910334.77

**Total Liabilities:** $205927053.38

**Net Assets:** $318983281.39

**Stand-by Commitments:** $19504890.86

**Cash Not Reported:** $39445271.89

**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:** 0 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 0.88%                | -0.63%               | -11.10%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17079734.58            | $18616194.35                               |
| Month 2  | $-11072643.33            | $6563656.14                                |
| Month 3  | $-30906069.13            | $-10952966.43                              |

**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      | $9542324.13   | 2.99%             |  |  |  | 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      | $3388582.05   | 1.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM IX, Ltd.                                       | OZLM IX, Ltd.                                       | CUSIP: G68670AB7<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  15000000 | PA      | $0.00         | 0.00%             |  |  |  | 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      |
| OZLM XXII, Ltd.                                     | OZLM XXII, Ltd.                                     | CUSIP: 67108NAE9<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  27343000 | PA      | $0.00         | 0.00%             |  |  |  | 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      | $4596045.01   | 1.44%             |  |  |  | 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      | $12065111.57  | 3.78%             |  |  |  | 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      | $218054.83    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Redding Ridge 4 CLO, Ltd.                           | Redding Ridge 4 CLO, Ltd.                           | CUSIP: 74979KAC1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  14000000 | PA      | $426120.91    | 0.13%             |  |  |  | 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      | $6729889.41   | 2.11%             |  |  |  | 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      | $4959174.73   | 1.55%             |  |  |  | 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      | $9490418.19   | 2.98%             |  |  |  | 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      | $2079698.14   | 0.65%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO II, Ltd.                            | Sound Point CLO II, Ltd.                            | CUSIP: 83608FAF5<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  21053778 | PA      | $0.00         | 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      |
| Sound Point CLO XVII, Ltd.                          | Sound Point CLO XVII, Ltd.                          | CUSIP: 83611FAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  20000000 | PA      | $865983.09    | 0.27%             |  |  |  | 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      | $498089.36    | 0.16%             |  |  |  | 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      | $702454.48    | 0.22%             |  |  |  | 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      | $283695.25    | 0.09%             |  |  |  | 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      | $3120807.34   | 0.98%             |  |  |  | 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      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Symphony CLO XVI, Ltd.                              | Symphony CLO XVI, Ltd.                              | CUSIP: 87165TAC8<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $0.00         | 0.00%             |  |  |  | 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      | $293463.10    | 0.09%             |  |  |  | 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      | $60402.14     | 0.02%             |  |  |  | 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      | $624433.21    | 0.20%             |  |  |  | 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        |   6733333 | PA      | $3900133.30   | 1.22%             |  |  |  | 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      | $7730039.66   | 2.42%             |  |  |  | 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      | $327844.67    | 0.10%             |  |  |  | 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      | $90198.75     | 0.03%             |  |  |  | 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      | $12344.03     | 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      | $1256029.51   | 0.39%             |  |  |  | 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      | $1078534.32   | 0.34%             |  |  |  | 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      | $0.00         | 0.00%             |  |  |  | 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      | $8111874.24   | 2.54%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XXX CLO, Ltd.                               | Venture XXX CLO, Ltd.                               | CUSIP: 92331PAC5<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   5100000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XXXII CLO, Ltd.                             | Venture XXXII CLO, Ltd.                             | CUSIP: 92325RAE5<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   7929328 | PA      | $0.00         | 0.00%             |  |  |  | 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      | $2086179.22   | 0.65%             |  |  |  | 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      | $5375326.04   | 1.69%             |  |  |  | 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      | $8311984.54   | 2.61%             |  |  |  | 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      | $5877954.61   | 1.84%             |  |  |  | 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      | $386732.33    | 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      | $232261.74    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BBAM US CLO V, Ltd.                                 | BBAM US CLO V, Ltd.                                 | CUSIP: 05556DAC2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10000000 | PA      | $8166083.48   | 2.56%             |  |  |  | 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      |
| Voya CLO 2014-4, Ltd.                               | Voya CLO 2014-4, Ltd.                               | CUSIP: 92914VAE3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1000000 | PA      | $65717.83     | 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      | $1203243.53   | 0.38%             |  |  |  | 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      | $4391784.09   | 1.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2018-2, Ltd.                               | Voya CLO 2018-2, Ltd.                               | CUSIP: G94039AC1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6778666 | PA      | $414433.29    | 0.13%             |  |  |  | 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      | $2767332.73   | 0.87%             |  |  |  | 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      | $17781245.75  | 5.57%             |  |  |  | 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      | $4753728.94   | 1.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO 2013-2 Ltd.                        | BlueMountain CLO 2013-2 Ltd.                        | CUSIP: 09626XAE2<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   1900000 | PA      | $0.00         | 0.00%             |  |  |  | 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      | $14656120.19  | 4.59%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2024-7, Ltd.                               | Voya CLO 2024-7, Ltd.                               | CUSIP: 92920UAC1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4200000 | PA      | $3605942.21   | 1.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Canyon CLO 2022-1, Ltd.                             | Canyon CLO 2022-1, Ltd.                             | CUSIP: 13877JAA9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10000000 | PA      | $10022000.00  | 3.14%             | 2035-04-15      | Floating      | 5.60%                 | Yes           |                  3 | On Loan: No      |
| Dryden 61, Ltd.                                     | Dryden 61, Ltd.                                     | CUSIP: 26251CBA1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12000000 | PA      | $9263896.05   | 2.90%             | 2032-01-17      | Floating      | 5.40%                 | Yes           |                  3 | On Loan: No      |
| Cent CLO 21 Limited                                 | Cent CLO 21 Limited                                 | CUSIP: 15137FAG5<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |    378546 | PA      | $0.00         | 0.00%             | 2030-07-26      | Floating      | 10.80%                | Yes           |                  3 | On Loan: No      |
| Churchill Middle Market CLO IV, Ltd.                | Churchill Middle Market CLO IV, Ltd.                | CUSIP: 171510AD2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3500000 | PA      | $3508050.00   | 1.10%             | 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        |   6022683 | PA      | $4527852.72   | 1.42%             | 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      | $3002400.00   | 0.94%             | 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      | $4627500.00   | 1.45%             | 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      | $1287900.00   | 0.40%             | 2034-07-20      | Floating      | 10.90%                | 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      | $6099498.08   | 1.91%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM 35 Ltd.                                         | LCM 35 Ltd.                                         | CUSIP: 50203NAA7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2375000 | PA      | $2041312.50   | 0.64%             | 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      | $3050792.08   | 0.96%             | 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      | $1753920.00   | 0.55%             | 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      | $3251880.00   | 1.02%             | 2034-10-25      | Floating      | 11.20%                | 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      | $1045650.00   | 0.33%             | 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      | $2238000.00   | 0.70%             | 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      | $1643000.00   | 0.52%             | 2031-04-21      | Floating      | 12.60%                | Yes           |                  3 | On Loan: No      |
| Cent CLO 21 Limited                                 | Cent CLO 21 Limited                                 | CUSIP: 15137FAJ9<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |    143255 | PA      | $0.00         | 0.00%             | 2030-07-26      | Floating      | 13.20%                | 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      | $754466.93    | 0.24%             | 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      | $3750375.00   | 1.18%             | 2031-10-21      | Floating      | 14.70%                | 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      | $2009391.02   | 0.63%             |  |  |  | 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      | $1835400.00   | 0.58%             | 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      | $2376500.00   | 0.74%             | 2034-07-20      | Floating      | 12.20%                | 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        |   5362500 | PA      | $3310271.25   | 1.04%             | 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        |   5670782 | PA      | $3903198.96   | 1.22%             | 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      | $0.00         | 0.00%             | 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        |   4264220 | PA      | $426.42       | 0.00%             | 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        |   3178213 | PA      | $195777.92    | 0.06%             | 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        |   8255556 | PA      | $3397986.82   | 1.07%             | 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        |   2704368 | PA      | $303970.95    | 0.10%             | 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        |   3448969 | PA      | $3299628.87   | 1.03%             | 2030-10-15      | Floating      | 15.40%                | 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      | $4496870.91   | 1.41%             |  |  |  | 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      | $3647889.72   | 1.14%             |  |  |  | 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      | $20076811.77  | 6.29%             |  |  |  | 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      | $7000354.16   | 2.19%             |  |  |  | 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      | $4535397.03   | 1.42%             |  |  |  | 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      | $318274.04    | 0.10%             |  |  |  | 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      | $970183.33    | 0.30%             |  |  |  | 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      | $21253.39     | 0.01%             |  |  |  | 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 | Short            | ABS-CBDO         | NUSS              | KY        |  12870000 | PA      | $849943.28    | 0.27%             |  |  |  | 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      | $705606.49    | 0.22%             |  |  |  | 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      | $3511954.82   | 1.10%             |  |  |  | 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      | $874991.53    | 0.27%             |  |  |  | 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      | $913485.31    | 0.29%             |  |  |  | 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      | $4456268.72   | 1.40%             |  |  |  | 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 | Short            | ABS-CBDO         | NUSS              | KY        |  10000000 | PA      | $85654.84     | 0.03%             |  |  |  | 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      | $1532545.59   | 0.48%             |  |  |  | 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      | $14940604.34  | 4.68%             |  |  |  | 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      | $3448977.35   | 1.08%             |  |  |  | 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      | $5103224.83   | 1.60%             |  |  |  | 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      | $7748021.32   | 2.43%             |  |  |  | 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      | $2618922.46   | 0.82%             |  |  |  | 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      | $6618573.18   | 2.07%             |  |  |  | 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      | $3739913.21   | 1.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cent CLO 21 Limited                                 | Cent CLO 21 Limited                                 | CUSIP: 15137FAE0<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |    510555 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allegro XV, Ltd.                                    | Allegro XV, Ltd.                                    | CUSIP: 01749KAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2306233 | PA      | $1499566.15   | 0.47%             |  |  |  | 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      | $287178.46    | 0.09%             |  |  |  | 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      | $15131.94     | 0.00%             |  |  |  | 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      | $185442.18    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2014-III, Ltd.                         | CIFC Funding 2014-III, Ltd.                         | CUSIP: 12549RAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   9522000 | PA      | $4322208.29   | 1.35%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2015-I, Ltd.                           | CIFC Funding 2015-I, Ltd.                           | CUSIP: 12548NAG8<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   7500000 | PA      | $0.00         | 0.00%             |  |  |  | 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      | $0.00         | 0.00%             |  |  |  | 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      | $10090809.88  | 3.16%             |  |  |  | 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      | $4576791.75   | 1.43%             |  |  |  | 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      | $4849692.57   | 1.52%             |  |  |  | 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      | $3774666.73   | 1.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AMMC CLO 23, Ltd.                                   | AMMC CLO 23, Ltd.                                   | CUSIP: 00176RAC2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $3325586.03   | 1.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2019-7, Ltd.                           | CIFC Funding 2019-7, Ltd.                           | CUSIP: 171932AC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  18928780 | PA      | $8540023.68   | 2.68%             |  |  |  | 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      | $1269028.71   | 0.40%             |  |  |  | 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      | $5174145.60   | 1.62%             |  |  |  | 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      | $10586716.49  | 3.32%             |  |  |  | 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      | $8769858.88   | 2.75%             |  |  |  | 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      | $6225523.23   | 1.95%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden 87 CLO, Ltd.                                 | Dryden 87 CLO, Ltd.                                 | CUSIP: 26246HAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5662800 | PA      | $3065251.86   | 0.96%             |  |  |  | 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      | $7571710.41   | 2.37%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XIX CLO, Ltd.                                | Galaxy XIX CLO, Ltd.                                | CUSIP: 36319RAE0<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   2636037 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XX CLO, Ltd.                                 | Galaxy XX CLO, Ltd.                                 | CUSIP: 36320NAE6<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO 13, Ltd.                      | Anchorage Capital CLO 13, Ltd.                      | CUSIP: 03329CAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3441250 | PA      | $1616298.45   | 0.51%             |  |  |  | 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      | $369717.73    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XXVII CLO, Ltd.                              | Galaxy XXVII CLO, Ltd.                              | CUSIP: 36320EAC0<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   2212500 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XXVIII CLO, Ltd.                             | Galaxy XXVIII CLO, Ltd.                             | CUSIP: 36320FAC7<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   5295000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Generate CLO 12, Ltd.                               | Generate CLO 12, Ltd.                               | CUSIP: 37147WAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $3467671.16   | 1.09%             |  |  |  | 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      | $2226.56      | 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      |
| KKR 52, Ltd.                                        | KKR 52, Ltd.                                        | CUSIP: 48255YAE6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2800000 | PA      | $2186215.35   | 0.69%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM XV Limited Partnership                          | LCM XV Limited Partnership                          | CUSIP: 50184YAA6<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |    250000 | PA      | $0.00         | 0.00%             |  |  |  | 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      | $227368.41    | 0.07%             |  |  |  | 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      | $293790.17    | 0.09%             |  |  |  | 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      | $24739.12     | 0.01%             |  |  |  | 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      | $64383.29     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM 28 Ltd.                                         | LCM 28 Ltd.                                         | CUSIP: 50200QAB1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $67770.39     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM 32 Ltd.                                         | LCM 32 Ltd.                                         | CUSIP: 50204BAA2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10390000 | PA      | $5381488.61   | 1.69%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM 34 Ltd.                                         | LCM 34 Ltd.                                         | CUSIP: 50203DAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2395000 | PA      | $1277063.03   | 0.40%             |  |  |  | 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      | $752021.63    | 0.24%             |  |  |  | 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      | $1133660.50   | 0.36%             |  |  |  | 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      | $3508380.39   | 1.10%             |  |  |  | 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        |   3867067 | PA      | $12434.19     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO XXII                                     | Apidos CLO XXII                                     | CUSIP: 03766AAC9<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   9894611 | PA      | $2922369.80   | 0.92%             |  |  |  | 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      | $13345622.92  | 4.18%             |  |  |  | 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      | $5656257.00   | 1.77%             |  |  |  | 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 | Short            | ABS-CBDO         | NUSS              | KY        |   8937544 | PA      | $0.00         | 0.00%             |  |  |  | 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      | $53997.69     | 0.02%             |  |  |  | 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      | $2485867.94   | 0.78%             |  |  |  | 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      | $2008638.10   | 0.63%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XXII, Ltd.              | Octagon Investment Partners XXII, Ltd.              | CUSIP: 67574QAG2<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   6625000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 27, Ltd.                | Octagon Investment Partners 27, Ltd.                | CUSIP: 67591CAC1<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $0.00         | 0.00%             |  |  |  | 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      | $21273.10     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO XXVI                                     | Apidos CLO XXVI                                     | CUSIP: 03766FAE4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6000000 | PA      | $1762717.36   | 0.55%             |  |  |  | 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      | $11398.29     | 0.00%             |  |  |  | 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      | $1008721.25   | 0.32%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 37, Ltd.                | Octagon Investment Partners 37, Ltd.                | CUSIP: 67591WAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  14500000 | PA      | $185664.44    | 0.06%             |  |  |  | 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      | $1914114.53   | 0.60%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Loan Funding, Ltd.                          | Octagon Loan Funding, Ltd.                          | CUSIP: 67590TAC5<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   5014526 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OFSI BSL XII, Ltd.                                  | OFSI BSL XII, Ltd.                                  | CUSIP: 67116GAC8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4500000 | PA      | $2859862.46   | 0.90%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM VI, Ltd.                                       | OZLM VI, Ltd.                                       | CUSIP: 67108PAE4<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  15688991 | PA      | $0.00         | 0.00%             |  |  |  | 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      |

### Signature

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

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

**Signature:** Kristin Van Dask

**Name of Signer:** Kristin Van Dask

**Title:** CFO