Company: ECC-PD
Filing Date: 2025-11-13
Form Type: N-30B-2
Source: 0001104659-25-110818
Chunk: 55

Company: Eagle Point Credit Co Inc.
Filing Date: 2025-11-13
Form: N-30B-2
Chunk 55
---
 throughout the world. Events such as war, military conflict, acts of terrorism, social unrest, natural disasters, recessions, inflation, rapid interest rate changes, supply chain disruptions, sanctions, the enactment of trade tariffs, the spread of infectious illness or other public health threats could also significantly impact the Company and its investments. Banking Risk The possibility of future bank failures poses risks of reduced financial market liquidity at clearing, cash management and other custodial financial institutions. The failure of banks which hold cash on behalf of the Company, the Company’s underlying obligors, the collateral managers of the CLOs in which the Company invests (or managers of other securitized or pooled vehicles in which the Company invests), or the Company’s service providers could adversely affect the Company’s ability to pursue its investment strategies and objectives. For example, if an underlying obligor has a commercial relationship with a bank that has failed or is otherwise distressed, such obligor may experience delays or other disruptions in meeting its obligations and consummating business transactions. Additionally, if a collateral manager has a commercial relationship with a distressed bank, the manager may experience issues conducting its operations or consummating transactions on behalf of the CLOs it manages, which could negatively affect the performance of such CLOs (and, therefore, the performance of the Company). 4. DERIVATIVE CONTRACTS The Company enters into forward currency contracts to manage its exposure to the foreign currencies in which certain investments are denominated. Risks associated with forward currency contracts include the potential inability of counterparties to meet the terms of their respective contracts and movements in fair value and exchange rates. Volume of Derivative Activities The Company considers the notional amounts, categorized by primary underlying risk, to be representative of the volume of its derivative activity during the nine months ended as of September 30, 2025:

| ​                          
 Primary Underlying Risk    
 Foreign Exchange Risk      | ​ 
 ​ 
 ​ | ​ 
 ​ 
 ​ | Notional amounts 
 Long Exposure    
 ​                | ​ |           ​ | ​ | ​ 
 ​ | ​ 
 ​ | Short exposure 
 ​              | ​ |         ​ | ​ | ​ 
 ​ 
 ​ |
|:---------------------------|:--|:--|:-----------------|:--|------------:|:--|:--|:--|:---------------|:--|----------:|:--|:--|
| Forward Currency Contracts | ​ | ​ | ​                | $ | 110,579,969 | ​ | ​ |