# EDGAR Filing Document

**Accession Number:** 0001554625
**File Stem:** 0001104659-23-027335
**Filing Date:** 2023-3
**Character Count:** 73580
**Document Hash:** b4b78da3ee0cf6b5180dbde8067ebfc5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-23-027335.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001104659-23-027335

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Priority Income Fund, Inc.
- **CENTRAL INDEX KEY:** 0001554625
- **IRS NUMBER:** 460611646
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22725
- **FILM NUMBER:** 23693993

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prospect Priority Income Fund, Inc.

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10016

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

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

- **a. Name of Series:** N/A

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

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $901785899.81

**Total Liabilities:** $326930042.76

**Net Assets:** $574855857.05

**Cash Not Reported:** $16452951.38

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -2.86%               | 2.40%                | 2.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7034.89                 | $-24378629.35                              |
| Month 2  | $0.00                    | $1942838.44                                |
| Month 3  | $0.00                    | $5785473.58                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Adams Mill CLO Ltd.                                 | Adams Mill CLO Ltd.                                 | CUSIP: 006280AJ0<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |    500000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Barings CLO Ltd. 2018-III                           | Barings CLO Ltd. 2018-III                           | CUSIP: 05618JAE1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    397600 | PA      | $101742.56    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 33, Ltd.                | Octagon Investment Partners 33, Ltd.                | CUSIP: 67579NAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2850000 | PA      | $1912837.27   | 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      | $7005486.83   | 0.01%             |  |  |  | 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      | $10675045.15  | 0.02%             |  |  |  | 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      | $7716610.90   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Loan Funding, Ltd.                          | Octagon Loan Funding, Ltd.                          | CUSIP: 67590TAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5014526 | PA      | $2571324.55   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM VI, Ltd.                                       | OZLM VI, Ltd.                                       | CUSIP: 67108PAE4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  15688991 | PA      | $6897060.40   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM VII, Ltd.                                      | OZLM VII, Ltd.                                      | CUSIP: 67108XAE7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2654467 | PA      | $422572.11    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM VIII, Ltd.                                     | OZLM VIII, Ltd.                                     | CUSIP: 67107HAE3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    950000 | PA      | $279117.80    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM IX, Ltd.                                       | OZLM IX, Ltd.                                       | CUSIP: G68670AB7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  15000000 | PA      | $7667052.59   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM XII, Ltd.                                      | OZLM XII, Ltd.                                      | CUSIP: 67109XAE6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12122952 | PA      | $62506.21     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO 2012-2 Ltd.                        | BlueMountain CLO 2012-2 Ltd.                        | CUSIP: G1353HAB2<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   3000000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OZLM XXII, Ltd.                                     | OZLM XXII, Ltd.                                     | CUSIP: 67108NAE9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  27343000 | PA      | $10846949.66  | 0.02%             |  |  |  | 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      | $6319241.05   | 0.01%             |  |  |  | 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      | $11714800.80  | 0.02%             |  |  |  | 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        |   5500000 | PA      | $4838961.27   | 0.01%             |  |  |  | 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        |   8000000 | PA      | $6913660.82   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Romark WM-R Ltd.                                    | Romark WM-R Ltd.                                    | CUSIP: 939224AA9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    490713 | PA      | $254409.25    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO II, Ltd.                            | Sound Point CLO II, Ltd.                            | CUSIP: 83608FAF5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  21053778 | PA      | $7539576.81   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO VII-R, Ltd.                         | Sound Point CLO VII-R, Ltd.                         | CUSIP: 83609DAE2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   9002745 | PA      | $2517080.42   | 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      | $11972683.86  | 0.02%             |  |  |  | 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      | $9870658.42   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO 2013-2 Ltd.                        | BlueMountain CLO 2013-2 Ltd.                        | CUSIP: 09626XAE2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1900000 | PA      | $859735.38    | 0.00%             |  |  |  | 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      | $3906021.74   | 0.01%             |  |  |  | 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      | $4464733.70   | 0.01%             |  |  |  | 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      | $4195406.03   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Symphony CLO XIV, Ltd.                              | Symphony CLO XIV, Ltd.                              | CUSIP: 87159UAE9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    750000 | PA      | $156311.37    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Symphony CLO XVI, Ltd.                              | Symphony CLO XVI, Ltd.                              | CUSIP: 87165TAC8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $3089144.55   | 0.01%             |  |  |  | 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      | $1298274.96   | 0.00%             |  |  |  | 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      | $1876082.40   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                                | TCW CLO 2021-2, Ltd.                                | CUSIP: 87301QAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $3480552.27   | 0.01%             |  |  |  | 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      | $4155134.40   | 0.01%             |  |  |  | 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      | $1477714.01   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                          | BlueMountain CLO XXVI Ltd.                          | CUSIP: 09630HAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8906000 | PA      | $6902317.60   | 0.01%             |  |  |  | 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 | Long             | ABS-CBDO         | NUSS              | KY        |  11800000 | PA      | $5512300.08   | 0.01%             |  |  |  | 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 | Long             | ABS-CBDO         | NUSS              | KY        |   7550000 | PA      | $2517520.61   | 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 | Long             | ABS-CBDO         | NUSS              | KY        |   3765400 | PA      | $2636806.22   | 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      | $6621258.27   | 0.01%             |  |  |  | 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      | $10861340.88  | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XVIII CLO, Ltd.                             | Venture XVIII CLO, Ltd.                             | CUSIP: 92329HAB9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4750000 | PA      | $1705226.11   | 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      | $11772043.86  | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XXX CLO, Ltd.                               | Venture XXX CLO, Ltd.                               | CUSIP: 92331PAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5100000 | PA      | $3702000.87   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XXXII CLO, Ltd.                             | Venture XXXII CLO, Ltd.                             | CUSIP: 92325RAE5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7929328 | PA      | $5921248.41   | 0.01%             |  |  |  | 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      | $10518595.36  | 0.02%             |  |  |  | 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      | $2742169.80   | 0.00%             |  |  |  | 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      | $6811183.15   | 0.01%             |  |  |  | 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      | $11742186.82  | 0.02%             |  |  |  | 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      | $9395183.16   | 0.02%             |  |  |  | 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      | $1967844.74   | 0.00%             |  |  |  | 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      | $1223794.95   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya IM CLO 2014-1, Ltd.                            | Voya IM CLO 2014-1, Ltd.                            | CUSIP: 44987GAE9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    314774 | PA      | $124396.47    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2014-3, Ltd.                               | Voya CLO 2014-3, Ltd.                               | CUSIP: 92912NAC7<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   7000000 | PA      | $121591.65    | 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      | $431587.68    | 0.00%             |  |  |  | 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      | $194406.36    | 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      | $5396925.76   | 0.01%             |  |  |  | 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      | $5130962.64   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2016-3, Ltd.                               | Voya CLO 2016-3, Ltd.                               | CUSIP: 92915KAC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10225000 | PA      | $6695494.17   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2017-3, Ltd.                               | Voya CLO 2017-3, Ltd.                               | CUSIP: 92916PAC8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5750000 | PA      | $5079754.66   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2017-4, Ltd.                               | Voya CLO 2017-4, Ltd.                               | CUSIP: 92916UAB9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2500000 | PA      | $1478913.93   | 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      | $14265792.81  | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO 2018-2, Ltd.                               | Voya CLO 2018-2, Ltd.                               | CUSIP: 92917BAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6778666 | PA      | $4185809.60   | 0.01%             |  |  |  | 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        |   3192000 | PA      | $2201283.02   | 0.00%             |  |  |  | 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        |  15500000 | PA      | $12857994.51  | 0.02%             |  |  |  | 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      | $5026150.75   | 0.01%             |  |  |  | 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      | $14883193.53  | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| West CLO 2014-1 Ltd.                                | West CLO 2014-1 Ltd.                                | CUSIP: 95168TAC8<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |  13375000 | PA      | $0.00         | 0.00%             |  |  |  | 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      | $3783098.64   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AGL CLO 21, Ltd.                                    | AGL CLO 21, Ltd.                                    | CUSIP: 00120GAA7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1000000 | PA      | $980218.65    | 0.00%             | 2035-07-27      | Floating      | 11.70%                | Yes           |                  3 | On Loan: No      |
| BlueMountain Fuji US CLO III Ltd.                   | BlueMountain Fuji US CLO III Ltd.                   | CUSIP: 09628HAA3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $1688584.82   | 0.00%             | 2030-01-15      | Floating      | 9.30%                 | Yes           |                  3 | On Loan: No      |
| Cent CLO 21 Limited                                 | Cent CLO 21 Limited                                 | CUSIP: 15137FAG5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7000000 | PA      | $6239243.90   | 0.01%             | 2030-07-26      | Floating      | 10.70%                | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2013-III-R, Ltd.                       | CIFC Funding 2013-III-R, Ltd.                       | CUSIP: 12552NAA4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1675000 | PA      | $1469885.31   | 0.00%             | 2031-04-24      | Floating      | 10.20%                | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2014-III, Ltd.                         | CIFC Funding 2014-III, Ltd.                         | CUSIP: 12549RAG8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1125000 | PA      | $1072746.80   | 0.00%             | 2031-10-22      | Floating      | 10.40%                | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2015-I, Ltd.                           | CIFC Funding 2015-I, Ltd.                           | CUSIP: 12548NAQ6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2562500 | PA      | $2459681.63   | 0.00%             | 2031-01-22      | Floating      | 10.30%                | Yes           |                  3 | On Loan: No      |
| LCM XXIII Ltd.                                      | LCM XXIII Ltd.                                      | CUSIP: 52111RAA5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6000000 | PA      | $5161089.89   | 0.01%             | 2029-10-19      | Floating      | 11.30%                | Yes           |                  3 | On Loan: No      |
| Madison Park Funding XXIV, Ltd.                     | Madison Park Funding XXIV, Ltd.                     | CUSIP: 55820QAE4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $4872912.20   | 0.01%             | 2029-10-19      | Floating      | 11.40%                | Yes           |                  3 | On Loan: No      |
| Madison Park Funding XL, Ltd.                       | Madison Park Funding XL, Ltd.                       | CUSIP: 04964LAJ8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3460000 | PA      | $3282062.09   | 0.01%             | 2030-05-28      | Floating      | 11.20%                | Yes           |                  3 | On Loan: No      |
| Neuberger Berman CLO XV, Ltd.                       | Neuberger Berman CLO XV, Ltd.                       | CUSIP: 64129NAG6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1375000 | PA      | $1290310.83   | 0.00%             | 2029-10-15      | Floating      | 10.80%                | 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      | $9006080.65   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Newark BSL CLO 2, Ltd.                              | Newark BSL CLO 2, Ltd.                              | CUSIP: 65023QAA6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3000000 | PA      | $2797849.27   | 0.00%             | 2031-04-21      | Floating      | 10.70%                | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XIV, Ltd.                           | Sound Point CLO XIV, Ltd.                           | CUSIP: 83609MAA0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1000000 | PA      | $934493.91    | 0.00%             | 2029-01-23      | Floating      | 11.00%                | Yes           |                  3 | On Loan: No      |
| Sound Point CLO XXV, Ltd.                           | Sound Point CLO XXV, Ltd.                           | CUSIP: 83614JAJ1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3000000 | PA      | $2570544.29   | 0.00%             | 2033-04-25      | Floating      | 11.30%                | Yes           |                  3 | On Loan: No      |
| Voya CLO 2017-1, Ltd.                               | Voya CLO 2017-1, Ltd.                               | CUSIP: 92916NAA7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2500000 | PA      | $2123490.87   | 0.00%             | 2030-04-17      | Floating      | 10.20%                | Yes           |                  3 | On Loan: No      |
| Apidos CLO XXIV                                     | Apidos CLO XXIV                                     | CUSIP: 03762XAE9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $1527818.16   | 0.00%             | 2030-10-21      | Floating      | 12.10%                | 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      | $1710767.70   | 0.00%             | 2031-04-21      | Floating      | 12.30%                | Yes           |                  3 | On Loan: No      |
| California Street CLO IX, Ltd.                      | California Street CLO IX, Ltd.                      | CUSIP: 13078XAC1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $1653038.43   | 0.00%             | 2032-07-16      | Floating      | 12.60%                | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies 2014-2-R, Ltd.     | Carlyle Global Market Strategies 2014-2-R, Ltd.     | CUSIP: 14314NAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7500000 | PA      | $4818180.25   | 0.01%             | 2031-05-15      | Floating      | 12.60%                | Yes           |                  3 | On Loan: No      |
| Carlyle CLO 17, Ltd.                                | Carlyle CLO 17, Ltd.                                | CUSIP: 14308FAC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3000000 | PA      | $2641284.79   | 0.00%             | 2031-04-30      | Floating      | 12.80%                | Yes           |                  3 | On Loan: No      |
| Cent CLO 21 Limited                                 | Cent CLO 21 Limited                                 | CUSIP: 15137FAJ9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    109122 | PA      | $92093.54     | 0.00%             | 2030-07-26      | Floating      | 13.00%                | 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      | $5104470.45   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2013-III-R, Ltd.                       | CIFC Funding 2013-III-R, Ltd.                       | CUSIP: 12552NAC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3000000 | PA      | $2220328.47   | 0.00%             | 2031-04-24      | Floating      | 12.10%                | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2014-III, Ltd.                         | CIFC Funding 2014-III, Ltd.                         | CUSIP: 12549RAJ2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1500000 | PA      | $1216666.05   | 0.00%             | 2031-10-22      | Floating      | 12.60%                | 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      | $721477.21    | 0.00%             | 2035-01-17      | Floating      | 13.30%                | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2014-V, Ltd.                           | CIFC Funding 2014-V, Ltd.                           | CUSIP: 12550BAK0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    750000 | PA      | $644968.73    | 0.00%             | 2031-10-17      | Floating      | 12.60%                | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2015-I, Ltd.                           | CIFC Funding 2015-I, Ltd.                           | CUSIP: 12548NAR4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $4073656.15   | 0.01%             | 2031-01-22      | Floating      | 12.20%                | 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      | $3457142.66   | 0.01%             | 2031-10-21      | Floating      | 14.40%                | Yes           |                  3 | On Loan: No      |
| Galaxy XXI CLO, Ltd.                                | Galaxy XXI CLO, Ltd.                                | CUSIP: 36320XAP9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6000000 | PA      | $5092835.10   | 0.01%             | 2031-04-21      | Floating      | 11.50%                | Yes           |                  3 | On Loan: No      |
| Galaxy XXII CLO, Ltd.                               | Galaxy XXII CLO, Ltd.                               | CUSIP: 36321AAM5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1500000 | PA      | $1243851.77   | 0.00%             | 2034-04-17      | Floating      | 12.90%                | Yes           |                  3 | On Loan: No      |
| Galaxy XXVII CLO, Ltd.                              | Galaxy XXVII CLO, Ltd.                              | CUSIP: 36320VAC2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1500000 | PA      | $1148835.57   | 0.00%             | 2031-05-16      | Floating      | 12.70%                | Yes           |                  3 | On Loan: No      |
| Galaxy XXVIII CLO, Ltd.                             | Galaxy XXVIII CLO, Ltd.                             | CUSIP: 36321KAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |     41713 | PA      | $36126.04     | 0.00%             | 2031-07-15      | Floating      | 12.60%                | 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      | $1763834.54   | 0.00%             |  |  |  | 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        |   6899634 | PA      | $4343002.58   | 0.01%             | 2031-07-18      | Floating      | 12.50%                | Yes           |                  3 | On Loan: No      |
| Madison Park Funding XIII, Ltd.                     | Madison Park Funding XIII, Ltd.                     | CUSIP: 55818NAJ4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $1595052.59   | 0.00%             | 2030-04-19      | Floating      | 12.20%                | Yes           |                  3 | On Loan: No      |
| Madison Park Funding XIV, Ltd.                      | Madison Park Funding XIV, Ltd.                      | CUSIP: 55818TAJ1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4500000 | PA      | $3623487.24   | 0.01%             | 2030-10-22      | Floating      | 12.10%                | Yes           |                  3 | On Loan: No      |
| Mountain View CLO IX Ltd.                           | Mountain View CLO IX Ltd.                           | CUSIP: 62443RAG0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3625000 | PA      | $2543367.70   | 0.00%             | 2031-07-15      | Floating      | 12.10%                | 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      | $3982390.52   | 0.01%             | 2031-01-27      | Floating      | 11.60%                | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 18-R, Ltd.              | Octagon Investment Partners 18-R, Ltd.              | CUSIP: 67576HAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6080742 | PA      | $5356813.38   | 0.01%             | 2031-04-16      | Floating      | 12.30%                | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XXII, Ltd.              | Octagon Investment Partners XXII, Ltd.              | CUSIP: 67574QAN7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5500000 | PA      | $4308198.07   | 0.01%             | 2030-01-22      | Floating      | 12.10%                | Yes           |                  3 | On Loan: No      |
| OZLM VIII, Ltd.                                     | OZLM VIII, Ltd.                                     | CUSIP: 67107HAJ2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8400000 | PA      | $6624327.66   | 0.01%             | 2029-10-17      | Floating      | 12.20%                | 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        |   3500000 | PA      | $2273831.29   | 0.00%             | 2031-04-18      | Floating      | 12.30%                | 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        |   3000000 | PA      | $2131108.01   | 0.00%             | 2031-01-15      | Floating      | 11.90%                | Yes           |                  3 | On Loan: No      |
| AIMCO CLO 11, Ltd.                                  | AIMCO CLO 11, Ltd.                                  | CUSIP: 00140PAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $4929695.61   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| California Street CLO IX, Ltd.                      | California Street CLO IX, Ltd.                      | CUSIP: 87158W205<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4670000 | PA      | $2325452.43   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture XIX CLO, Ltd.                               | Venture XIX CLO, Ltd.                               | CUSIP: 92330FAJ3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7900000 | PA      | $6482948.91   | 0.01%             | 2032-01-15      | Floating      | 12.60%                | Yes           |                  3 | On Loan: No      |
| Venture XXXIII CLO, Ltd.                            | Venture XXXIII CLO, Ltd.                            | CUSIP: 92331GAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2500000 | PA      | $1852807.35   | 0.00%             | 2031-07-15      | Floating      | 12.10%                | Yes           |                  3 | On Loan: No      |
| Voya IM CLO 2012-4, Ltd.                            | Voya IM CLO 2012-4, Ltd.                            | CUSIP: 92916JAG3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3320000 | PA      | $2750945.91   | 0.00%             | 2030-10-15      | Floating      | 14.90%                | Yes           |                  3 | On Loan: No      |
| Voya IM CLO 2014-1, Ltd.                            | Voya IM CLO 2014-1, Ltd.                            | CUSIP: 92917EAC2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8787500 | PA      | $6215499.53   | 0.01%             | 2031-04-18      | Floating      | 12.50%                | 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      | $8193822.52   | 0.01%             |  |  |  | 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 | Long             | ABS-CBDO         | NUSS              | KY        |  11839488 | PA      | $5287397.17   | 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 | Long             | ABS-CBDO         | NUSS              | KY        |  12870000 | PA      | $7692485.81   | 0.01%             |  |  |  | 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      | $9952009.90   | 0.02%             |  |  |  | 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      | $5124218.59   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2016-3, Ltd.   | Carlyle Global Market Strategies CLO 2016-3, Ltd.   | CUSIP: 14311WAC8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3245614 | PA      | $2614567.79   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2017-2, Ltd.   | Carlyle Global Market Strategies CLO 2017-2, Ltd.   | CUSIP: 14315KAC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4450000 | PA      | $2301412.05   | 0.00%             |  |  |  | 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      | $4795013.90   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2017-5, Ltd.   | Carlyle Global Market Strategies CLO 2017-5, Ltd.   | CUSIP: 14316RAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10000000 | PA      | $7097569.64   | 0.01%             |  |  |  | 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      | $380096.61    | 0.00%             |  |  |  | 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      | $1807330.50   | 0.00%             |  |  |  | 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        |  26698229 | PA      | $19430882.47  | 0.03%             |  |  |  | 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      | $7207453.73   | 0.01%             |  |  |  | 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      | $5318796.06   | 0.01%             |  |  |  | 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      | $8750729.91   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding XI CLO, Ltd.                          | Cedar Funding XI CLO, Ltd.                          | CUSIP: 15033MAE0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  17500000 | PA      | $13199285.01  | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding XII, Ltd.                             | Cedar Funding XII, Ltd.                             | CUSIP: 15033KAB0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3300000 | PA      | $2650699.14   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding XIV, Ltd.                             | Cedar Funding XIV, Ltd.                             | CUSIP: 15033GAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10000000 | PA      | $7339706.71   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cedar Funding XV, Ltd.                              | Cedar Funding XV, Ltd.                              | CUSIP: 15032WAC3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $3598171.99   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cent CLO 21 Limited                                 | Cent CLO 21 Limited                                 | CUSIP: 15137FAE0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    510555 | PA      | $224314.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO XX                                       | Apidos CLO XX                                       | CUSIP: 03765MAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12500000 | PA      | $7279032.41   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Falcon 2019, Ltd.                              | CIFC Falcon 2019, Ltd.                              | CUSIP: 27581MAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8500000 | PA      | $7548209.39   | 0.01%             |  |  |  | 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      | $1565107.28   | 0.00%             |  |  |  | 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      | $121301.65    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2013-III-R, Ltd.                       | CIFC Funding 2013-III-R, Ltd.                       | CUSIP: 12549EAC6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4900000 | PA      | $2329520.55   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2013-IV, Ltd.                          | CIFC Funding 2013-IV, Ltd.                          | CUSIP: G2202QAB3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8000000 | PA      | $4931825.64   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2014, Ltd.                             | CIFC Funding 2014, Ltd.                             | CUSIP: 12549MAA2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2758900 | PA      | $1334509.57   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2014-III, Ltd.                         | CIFC Funding 2014-III, Ltd.                         | CUSIP: 12549TAA7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  11700000 | PA      | $5579134.48   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2014-IV-R, Ltd.                        | CIFC Funding 2014-IV-R, Ltd.                        | CUSIP: 12549XAA8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4833031 | PA      | $2570445.36   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2015-I, Ltd.                           | CIFC Funding 2015-I, Ltd.                           | CUSIP: 12548NAG8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   7500000 | PA      | $4239878.45   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2015-III, Ltd.                         | CIFC Funding 2015-III, Ltd.                         | CUSIP: 12550HAE1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10000000 | PA      | $3783529.01   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO XXI                                      | Apidos CLO XXI                                      | CUSIP: 03765RAE9<br>LEI: N/A | Short            | ABS-CBDO         | NUSS              | KY        |   5000000 | 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      | $11009197.57  | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2016-I, Ltd.                           | CIFC Funding 2016-I, Ltd.                           | CUSIP: 17180UAB5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6500000 | PA      | $5485812.88   | 0.01%             |  |  |  | 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        |   8000000 | PA      | $4820630.37   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2017-IV, Ltd.                          | CIFC Funding 2017-IV, Ltd.                          | CUSIP: 12551KAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  18000000 | PA      | $14781551.25  | 0.03%             |  |  |  | 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      | $5231117.84   | 0.01%             |  |  |  | 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        |   6000000 | PA      | $4730156.21   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2020-II, Ltd.                          | CIFC Funding 2020-II, Ltd.                          | CUSIP: 12547KAA8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $1821131.96   | 0.00%             |  |  |  | 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      | $7035879.37   | 0.01%             |  |  |  | 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      | $13375425.73  | 0.02%             |  |  |  | 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      | $9847933.66   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO XXII                                     | Apidos CLO XXII                                     | CUSIP: 03766AAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   9894611 | PA      | $7032536.85   | 0.01%             |  |  |  | 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      | $7075924.55   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dryden 87 CLO, Ltd.                                 | Dryden 87 CLO, Ltd.                                 | CUSIP: 26246HAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4000000 | PA      | $3238198.81   | 0.01%             |  |  |  | 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      | $8396510.77   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XIX CLO, Ltd.                                | Galaxy XIX CLO, Ltd.                                | CUSIP: 36319RAE0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2750000 | PA      | $1371231.57   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XX CLO, Ltd.                                 | Galaxy XX CLO, Ltd.                                 | CUSIP: 36320NAE6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $1508990.50   | 0.00%             |  |  |  | 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      | $2808504.10   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XXVII CLO, Ltd.                              | Galaxy XXVII CLO, Ltd.                              | CUSIP: 36320EAC0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2212500 | PA      | $1126748.49   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy XXVIII CLO, Ltd.                             | Galaxy XXVIII CLO, Ltd.                             | CUSIP: 36320FAC7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5295000 | PA      | $2391546.68   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GoldenTree Loan Opportunities IX, Ltd.              | GoldenTree Loan Opportunities IX, Ltd.              | CUSIP: G39666AC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3250000 | PA      | $1888689.44   | 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 | Long             | ABS-CBDO         | NUSS              | KY        |    400000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos CLO XXIV                                     | Apidos CLO XXIV                                     | CUSIP: G04883AB3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  12214397 | PA      | $7398224.73   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Halcyon Loan Advisors Funding 2014-3 Ltd.           | Halcyon Loan Advisors Funding 2014-3 Ltd.           | CUSIP: 40538GAE1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    500000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Halcyon Loan Advisors Funding 2015-1 Ltd.           | Halcyon Loan Advisors Funding 2015-1 Ltd.           | CUSIP: 40538JAG0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3000000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Halcyon Loan Advisors Funding 2015-2 Ltd.           | Halcyon Loan Advisors Funding 2015-2 Ltd.           | CUSIP: 40538LAC4<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3000000 | 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      | $31187.44     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HarbourView CLO VII-R, Ltd.                         | HarbourView CLO VII-R, Ltd.                         | CUSIP: 41165HAC1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    275000 | PA      | $100434.13    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Jefferson Mill CLO Ltd.                             | Jefferson Mill CLO Ltd.                             | CUSIP: 47421LAA3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6049689 | PA      | $3316619.70   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM XV Limited Partnership                          | LCM XV Limited Partnership                          | CUSIP: 50184YAA6<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |    250000 | PA      | $108433.96    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM XVI Limited Partnership                         | LCM XVI Limited Partnership                         | CUSIP: 50185BAA5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6814685 | PA      | $3165893.27   | 0.01%             |  |  |  | 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      | $514788.13    | 0.00%             |  |  |  | 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      | $4171724.26   | 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      | $4340464.42   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM XXVIII Limited Partnership                      | LCM XXVIII Limited Partnership                      | CUSIP: 50200QAB1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2000000 | PA      | $1064207.17   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM XXXII Limited Partnership                       | LCM XXXII Limited Partnership                       | CUSIP: 50204BAA2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  10390000 | PA      | $7493330.56   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM XXXIV Limited Partnership                       | LCM XXXIV Limited Partnership                       | CUSIP: 50203DAC5<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   2395000 | PA      | $1577711.42   | 0.00%             |  |  |  | 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      | $6332059.15   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park Funding XIV, Ltd.                      | Madison Park Funding XIV, Ltd.                      | CUSIP: 55818TAE2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  23750000 | PA      | $13515906.76  | 0.02%             |  |  |  | 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      | $3230942.34   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mountain View CLO 2014-1 Ltd.                       | Mountain View CLO 2014-1 Ltd.                       | CUSIP: 62431YAA2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   1000000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mountain View CLO IX Ltd.                           | Mountain View CLO IX Ltd.                           | CUSIP: 62443RAC9<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8815500 | PA      | $4050215.74   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Neuberger Berman CLO XVI-S, Ltd.                    | Neuberger Berman CLO XVI-S, Ltd.                    | CUSIP: 64131RAE8<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |  16000000 | PA      | $13694205.90  | 0.02%             |  |  |  | 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      | $6046601.96   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Babson CLO Ltd. 2015-I                              | Babson CLO Ltd. 2015-I                              | CUSIP: 05616JAE3<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   3400000 | PA      | $1477783.25   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XIV, Ltd.               | Octagon Investment Partners XIV, Ltd.               | CUSIP: 675722AA0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6150000 | PA      | $2345252.36   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XV, Ltd.                | Octagon Investment Partners XV, Ltd.                | CUSIP: 67590FAB7<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   8937544 | PA      | $4882711.24   | 0.01%             |  |  |  | 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      | $6401898.43   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 18-R, Ltd.              | Octagon Investment Partners 18-R, Ltd.              | CUSIP: 67590KAE0<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   4568944 | PA      | $1707204.33   | 0.00%             |  |  |  | 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        |   3500000 | PA      | $2277363.23   | 0.00%             |  |  |  | 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      | $6487615.20   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners XXII, Ltd.              | Octagon Investment Partners XXII, Ltd.              | CUSIP: 67574QAG2<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   6625000 | PA      | $3519010.77   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 27, Ltd.                | Octagon Investment Partners 27, Ltd.                | CUSIP: 67591CAC1<br>LEI: N/A | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $2682768.64   | 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      | $6503983.85   | 0.01%             |  |  |  | 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      | $1781204.56   | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

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

**Signature:** Kristin Van Dask

**Name of Signer:** Kristin Van Dask

**Title:** CFO