# EDGAR Filing Document

**Accession Number:** 0001892443
**File Stem:** 0001049169-26-001571
**Filing Date:** 2026-6
**Character Count:** 58032
**Document Hash:** 39142cc6a4ca1ba2d3965fe39f14ccc2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001049169-26-001571.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0001049169-26-001571

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Bluerock High Income Institutional Credit Fund
- **CENTRAL INDEX KEY:** 0001892443

**ORGANIZATION NAME:**
- **EIN:** 872335042
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23772
- **FILM NUMBER:** 261049368

**BUSINESS ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS 32ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 646 278 4225

**MAIL ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS 32ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Bluerock High Income Institutional Credit Fund

- **b. Investment Company Act file number:** 811-23772

- **c. CIK number of Registrant:** 0001892443

- **d. LEI of Registrant:** 549300NUPYRXGQG2GP38

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

  - **Street Address 1:** 919 Third Avenue 40th Floor

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022

  - **Telephone number:** 8448198287

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

- **a. Name of Series:** Bluerock High Income Institutional Credit Fund

- **c. LEI of Series:** 549300NUPYRXGQG2GP38

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $227594826.37

**Total Liabilities:** $48722587.59

**Net Assets:** $178872238.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 101.88828000 | **10-Year:** 9749.57499400 | **30-Year:** 695.77722600

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

- **3-Month:** 0.00000000 | **1-Year:** 10195.99700200 | **5-Year:** 43254.52575500 | **10-Year:** 102705.27437500 | **30-Year:** 10853.05148400

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.86%                | -1.97%               | 0.12%                |
| Class ID N/A | 0.82%                | -2.02%               | 0.06%                |
| Class ID N/A | 0.94%                | -1.91%               | 0.22%                |
| Class ID N/A | 0.89%                | -1.95%               | 0.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $69294.31                | $8926.00                                   |
| Month 2  | $39005.88                | $-4953680.87                               |
| Month 3  | $-100698.50              | $-1044263.29                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ab Bsl Clo Ltd                          | AB BSL CLO 7, Ltd.                                                      | CUSIP: 00039PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2924466.00   | 1.63%             | 2039-01-15      | Floating      | 9.27%                 | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                            | AGL CLO 20, Ltd.                                                        | CUSIP: 00091RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1125000 | PA      | $1072588.50   | 0.60%             | 2037-10-20      | Floating      | 11.34%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                            | AGL CLO 22, Ltd.                                                        | CUSIP: 00118YAG9<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |   1125000 | PA      | $1081027.13   | 0.60%             | 2037-01-20      | Floating      | 10.69%                | Yes           |                  3 | On Loan: No      |
| Agl Clo 3 Ltd.                          | AGL CLO 3, Ltd.                                                         | CUSIP: 00119NAG2<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $293983.80    | 0.16%             | 2038-04-15      | Floating      | 11.17%                | Yes           |                  3 | On Loan: No      |
| Agl Clo 6 Ltd                           | AGL CLO 6, Ltd.                                                         | CUSIP: 00119WAJ6<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $269624.60    | 0.15%             | 2038-04-20      | Floating      | 11.63%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                            | AGL CLO 9, Ltd.                                                         | CUSIP: 001208AG2<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484764.50    | 0.27%             | 2037-04-20      | Floating      | 11.16%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                            | AGL CLO 23, Ltd.                                                        | CUSIP: 00120RAG0<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $294110.10    | 0.16%             | 2038-04-20      | Floating      | 10.92%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                            | AGL CLO 32, Ltd.                                                        | CUSIP: 00121CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241731.25    | 0.14%             | 2037-07-21      | Floating      | 11.17%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                            | AGL CLO 33, Ltd.                                                        | CUSIP: 00121EAC7<br>LEI: 254900FQ0489DHYW7509 | Long             | ABS-CBDO         | CORP              | KY        |    237500 | PA      | $231855.58    | 0.13%             | 2037-07-21      | Floating      | 11.34%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                            | AGL CLO 34, Ltd.                                                        | CUSIP: 00121KAC3<br>LEI: 254900KKYZC78Z944L27 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244075.00    | 0.14%             | 2038-01-22      | Floating      | 11.34%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                            | AGL CLO 37, Ltd.                                                        | CUSIP: 00121NAC7<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |    312500 | PA      | $293340.00    | 0.16%             | 2038-04-22      | Floating      | 9.88%                 | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                            | AGL CLO 39, Ltd.                                                        | CUSIP: 00121YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $980299.00    | 0.55%             | 2038-04-20      | Floating      | 10.67%                | Yes           |                  3 | On Loan: No      |
| Abry Liquid Credit Clo Ltd              | Abry Liquid Credit CLO 2026-3, Ltd.                                     | CUSIP: 00384BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2910417.00   | 1.63%             | 2039-04-20      | Floating      | 8.57%                 | Yes           |                  3 | On Loan: No      |
| Abry Liquid Credit Clo Ltd              | Abry Liquid Credit CLO 2025-2, Ltd.                                     | CUSIP: 003945AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2925018.00   | 1.64%             | 2039-01-15      | Floating      | 9.54%                 | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                            | AGL CLO 42, Ltd.                                                        | CUSIP: 00792TAC2<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |    237500 | PA      | $234160.28    | 0.13%             | 2038-07-22      | Floating      | 11.01%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                            | AGL CLO 35, Ltd.                                                        | CUSIP: 00852LAB8<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |    237500 | PA      | $234903.18    | 0.13%             | 2038-01-21      | Floating      | 11.09%                | Yes           |                  3 | On Loan: No      |
| Apex Credit Clo Llc                     | Apex Credit CLO 2024-II, Ltd.                                           | CUSIP: 03753EAL6<br>LEI: 213800V47GF24QSFBA63 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $446164.65    | 0.25%             | 2037-07-25      | Floating      | 8.67%                 | Yes           |                  3 | On Loan: No      |
| Apidos Clo                              | Apidos CLO XLI, Ltd.                                                    | CUSIP: 03770EAJ0<br>LEI: 213800RGMG7DPJTR8V62 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $471766.50    | 0.26%             | 2037-10-20      | Floating      | 10.94%                | Yes           |                  3 | On Loan: No      |
| Apidos Clo                              | Apidos CLO XLIX                                                         | CUSIP: 03771CAE4<br>LEI: 254900GQACQ28T9VX243 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2643498.00   | 1.48%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos Clo                              | Apidos CLO L                                                            | CUSIP: 03771LAC8<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237023.75    | 0.13%             | 2038-01-20      | Floating      | 10.61%                | Yes           |                  3 | On Loan: No      |
| Apidos Clo                              | Apidos CLO LI, Ltd.                                                     | CUSIP: 03771PAC9<br>LEI: 254900K0UHSUBZXUMR56 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $465322.00    | 0.26%             | 2038-01-20      | Floating      | 9.71%                 | Yes           |                  3 | On Loan: No      |
| Apidos Clo                              | Apidos CLO XLV, Ltd.                                                    | CUSIP: 037977AJ4<br>LEI: 5493000BLHDFQUOR8F12 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $486407.00    | 0.27%             | 2038-07-26      | Floating      | 10.84%                | Yes           |                  3 | On Loan: No      |
| Arini Us Clo Limited                    | Arini US CLO III, Ltd.                                                  | CUSIP: 03990MAA5<br>LEI: 254900RLGVSRR5ZHHW52 | Long             | ABS-CBDO         | CORP              | KY        |   8700000 | PA      | $8432692.50   | 4.71%             | 2039-01-15      | Floating      | 9.17%                 | Yes           |                  3 | On Loan: No      |
| Ares Clo Ltd                            | Ares LXXI CLO, Ltd.                                                     | CUSIP: 04020NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989253.00    | 0.55%             | 2037-04-20      | Floating      | 10.37%                | Yes           |                  3 | On Loan: No      |
| Arini Us Clo Limited                    | Arini US CLO V, Ltd.                                                    | CUSIP: 04040DAA3<br>LEI: 254900RPWXD20B0D2E70 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1975296.00   | 1.10%             | 2039-04-15      | Floating      | 6.00%                 | Yes           |                  3 | On Loan: No      |
| Bain Capital Credit Clo, Limited        | Bain Capital Credit CLO 2024-1, Ltd.                                    | CUSIP: 05685TAC1<br>LEI: 254900I37RDDKARGQN22 | Long             | ABS-O            | CORP              | JE        |   5000000 | PA      | $4450695.00   | 2.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bain Capital Credit Clo, Limited        | Bain Capital Credit CLO 2024-3, Ltd.                                    | CUSIP: 05685UAC8<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $2917320.00   | 1.63%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Barrow Hanley Clo Ltd                   | Barrow Hanley CLO II, Ltd.                                              | CUSIP: 06875TAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5828838.00   | 3.26%             | 2038-03-31      | Floating      | 9.07%                 | Yes           |                  3 | On Loan: No      |
| Benefit Street Partners Clo Ltd         | Benefit Street Partners CLO 41, Ltd.                                    | CUSIP: 08183HAA2<br>LEI: 2549009YX7JH1CA3SZ28 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243647.75    | 0.14%             | 2038-07-25      | Floating      | 8.57%                 | Yes           |                  3 | On Loan: No      |
| Benefit Street Partners Clo Ltd         | Benefit Street Partners CLO XXXVI, Ltd.                                 | CUSIP: 081920AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239799.75    | 0.13%             | 2038-01-25      | Floating      | 11.92%                | Yes           |                  3 | On Loan: No      |
| Birch Grove Clo Ltd.                    | Birch Grove CLO 9, Ltd.                                                 | CUSIP: 09077XAA4<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992845.00    | 0.56%             | 2037-10-22      | Floating      | 9.92%                 | Yes           |                  3 | On Loan: No      |
| Birch Grove Clo Ltd.                    | Birch Grove CLO 12, Ltd.                                                | CUSIP: 09090NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245137.25    | 0.14%             | 2038-04-22      | Floating      | 10.67%                | Yes           |                  3 | On Loan: No      |
| Birch Grove Clo Ltd.                    | Birch Grove CLO 5, Ltd.                                                 | CUSIP: 090985AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    845000 | PA      | $830360.38    | 0.46%             | 2037-10-20      | Floating      | 10.42%                | Yes           |                  3 | On Loan: No      |
| Blue Owl Bsl Clo Ltd                    | Blue Owl BSL CLO 2025-1, Ltd.                                           | CUSIP: 09580PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3862540.00   | 2.16%             | 2039-01-20      | Floating      | 9.27%                 | Yes           |                  3 | On Loan: No      |
| Bryant Park Funding Ltd                 | Bryant Park Funding 2025-27, Ltd.                                       | CUSIP: 11765GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2433967.50   | 1.36%             | 2039-01-22      | Floating      | 9.36%                 | Yes           |                  3 | On Loan: No      |
| Bryant Park Funding Ltd                 | Bryant Park Funding 2025-26, Ltd.                                       | CUSIP: 11765YAA5<br>LEI: 391200IOZVIDW3YK6P85 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1961458.00   | 1.10%             | 2038-04-20      | Floating      | 9.02%                 | Yes           |                  3 | On Loan: No      |
| Cifc Funding Ltd                        | CIFC Funding 2022-IV, Ltd.                                              | CUSIP: 12567XAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986051.00    | 0.55%             | 2035-07-16      | Floating      | 10.67%                | Yes           |                  3 | On Loan: No      |
| Ctm Clo Ltd                             | CTM CLO 2026-3, Ltd.                                                    | CUSIP: 12719BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1437912.00   | 0.80%             | 2039-04-15      | Floating      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Ctm Clo Ltd                             | CTM CLO 2026-3, Ltd.                                                    | CUSIP: 12719BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   9000000 | PA      | $8938746.00   | 5.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ctm Clo Ltd                             | CTM CLO 2025-1, Ltd.                                                    | CUSIP: 12719QAA7<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247224.25    | 0.14%             | 2038-07-15      | Floating      | 10.42%                | Yes           |                  3 | On Loan: No      |
| Canyon Capital Clo Ltd                  | Canyon CLO 2025-2, Ltd.                                                 | CUSIP: 13877HAC9<br>LEI: 2549001KZI4SL4Y7BH27 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238154.75    | 0.13%             | 2038-10-15      | Floating      | 11.82%                | Yes           |                  3 | On Loan: No      |
| Canyon Capital Clo Ltd                  | Canyon CLO 2025-1, Ltd.                                                 | CUSIP: 138920AC7<br>LEI: 2549003XZO020J9AAJ87 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245462.75    | 0.14%             | 2038-04-15      | Floating      | 11.17%                | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                       | Cedar Funding II CLO, Ltd.                                              | CUSIP: 15032VAL5<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | KY        |   4736842 | PA      | $4652587.90   | 2.60%             | 2038-07-22      | Floating      | 10.75%                | Yes           |                  3 | On Loan: No      |
| Crown City Clo I                        | Crown City CLO I                                                        | CUSIP: 22823TAG0<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1897282.00   | 1.06%             | 2038-07-20      | Floating      | 10.26%                | Yes           |                  3 | On Loan: No      |
| Davis Park Clo                          | Davis Park CLO, Ltd.                                                    | CUSIP: 239088AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $239593.25    | 0.13%             | 2038-07-20      | Floating      | 11.41%                | Yes           |                  3 | On Loan: No      |
| Eldridge Clo Ltd                        | Eldridge CLO 2025-1, Ltd.                                               | CUSIP: 284915AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1958804.00   | 1.10%             | 2038-10-20      | Floating      | 9.22%                 | Yes           |                  3 | On Loan: No      |
| Elevation Clo Ltd                       | Elevation CLO 2021-14, Ltd.                                             | CUSIP: 28623TAL8<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $222909.50    | 0.12%             | 2038-01-20      | Floating      | 9.97%                 | Yes           |                  3 | On Loan: No      |
| Elmwood Clo 35 Ltd                      | Elmwood CLO 35, Ltd.                                                    | CUSIP: 29004RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2964231.00   | 1.66%             | 2037-10-18      | Floating      | 8.92%                 | Yes           |                  3 | On Loan: No      |
| Elmwood Clo 37 Ltd                      | Elmwood CLO 37, Ltd.                                                    | CUSIP: 29004WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983714.00    | 0.55%             | 2038-01-17      | Floating      | 9.67%                 | Yes           |                  3 | On Loan: No      |
| Fortress Credit Bsl Limited             | Fortress Credit BSL XXIII, Ltd.                                         | CUSIP: 34967EAA7<br>LEI: 254900NTUP17SJ2ZXU57 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2977398.00   | 1.66%             | 2038-10-15      | Floating      | 9.57%                 | Yes           |                  3 | On Loan: No      |
| Garnet Clo Ltd                          | Garnet CLO 2, Ltd.                                                      | CUSIP: 36626EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2833830.70   | 1.58%             | 2038-10-20      | Floating      | 9.33%                 | Yes           |                  3 | On Loan: No      |
| Kennedy Lewis Clo Ltd                   | Generate CLO 13, Ltd.                                                   | CUSIP: 370919AC6<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-O            | CORP              | JE        |   3000000 | PA      | $2634033.00   | 1.47%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kennedy Lewis Clo Ltd                   | Kennedy Lewis CLO 15, Ltd.                                              | CUSIP: 37148AAC6<br>LEI: 213800BPDOIOZQRIM719 | Long             | ABS-O            | CORP              | JE        |   3000000 | PA      | $2280087.00   | 1.27%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kennedy Lewis Clo Ltd                   | Kennedy Lewis CLO 14, Ltd.                                              | CUSIP: 37149TAA8<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1983484.00   | 1.11%             | 2037-04-22      | Floating      | 10.42%                | Yes           |                  3 | On Loan: No      |
| Kennedy Lewis Clo Ltd                   | Kennedy Lewis CLO 16, Ltd.                                              | CUSIP: 37149WAA1<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |   3875000 | PA      | $3794775.88   | 2.12%             | 2037-07-20      | Floating      | 9.82%                 | Yes           |                  3 | On Loan: No      |
| Goldentree Loan Management Us Clo1, Ltd | GoldenTree Loan Management US CLO 20, Ltd.                              | CUSIP: 38139NAC7<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $981605.00    | 0.55%             | 2037-07-20      | Floating      | 11.41%                | Yes           |                  3 | On Loan: No      |
| Goldentree Loan Management Us Clo1, Ltd | GoldenTree Loan Management US CLO 24, Ltd.                              | CUSIP: 38139WAC7<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4907875.00   | 2.74%             | 2038-10-20      | Floating      | 10.67%                | Yes           |                  3 | On Loan: No      |
| Green Lakes Park Clo Llc                | Green Lakes Park CLO LLC                                                | CUSIP: 39310AAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $490605.00    | 0.27%             | 2038-01-25      | Floating      | 10.92%                | Yes           |                  3 | On Loan: No      |
| Greenacre Park Clo Llc                  | Greenacre Park CLO LLC                                                  | CUSIP: 39355WAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $188294.00    | 0.11%             | 2038-07-20      | Floating      | 11.13%                | Yes           |                  3 | On Loan: No      |
| Halseypoint Clo I, Ltd.                 | Halseypoint CLO 7, Ltd.                                                 | CUSIP: 40638MAJ6<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $228785.00    | 0.13%             | 2038-07-20      | Floating      | 13.18%                | Yes           |                  3 | On Loan: No      |
| Harriman Park Clo                       | Harriman Park CLO, Ltd.                                                 | CUSIP: 413718AN7<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239950.75    | 0.13%             | 2038-07-20      | Floating      | 11.42%                | Yes           |                  3 | On Loan: No      |
| Higley Park Clo Ltd                     | Higley Park CLO, Ltd.                                                   | CUSIP: 43128VAC2<br>LEI: 213800CD95HT8UXDOH68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239356.00    | 0.13%             | 2038-07-24      | Floating      | 10.78%                | Yes           |                  3 | On Loan: No      |
| Kkr Financial Clo Ltd                   | KKR CLO 49, Ltd.                                                        | CUSIP: 481940AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $462760.00    | 0.26%             | 2037-10-20      | Floating      | 11.50%                | Yes           |                  3 | On Loan: No      |
| Kkr Financial Clo Ltd                   | KKR CLO 37, Ltd.                                                        | CUSIP: 48254RAG7<br>LEI: 2549004455SHSW372E02 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $196019.80    | 0.11%             | 2038-04-20      | Floating      | 11.17%                | Yes           |                  3 | On Loan: No      |
| Kkr Financial Clo Ltd                   | KKR CLO 54, Ltd.                                                        | CUSIP: 48256WAE9<br>LEI: 254900EAKW6RIW3QK367 | Long             | ABS-CBDO         | CORP              | KY        |    175000 | PA      | $160666.63    | 0.09%             | 2038-01-15      | Floating      | 10.78%                | Yes           |                  3 | On Loan: No      |
| Kkr Financial Clo Ltd                   | KKR CLO 55, Ltd.                                                        | CUSIP: 48257GAC7<br>LEI: 2549008CBUAUVDY6GO78 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239286.25    | 0.13%             | 2038-07-20      | Floating      | 10.93%                | Yes           |                  3 | On Loan: No      |
| Kkr Financial Clo Ltd                   | KKR CLO 60, Ltd.                                                        | CUSIP: 49835NAC1<br>LEI: 254900MVMXSUCJ0ZEV03 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $183768.80    | 0.10%             | 2038-01-15      | Floating      | 10.82%                | Yes           |                  3 | On Loan: No      |
| Lcm Ltd Partnership                     | LCM 39, Ltd./Jersey                                                     | CUSIP: 50204QAJ0<br>LEI: 549300EGR9FOWDWS1239 | Long             | ABS-CBDO         | CORP              | JE        |    950000 | PA      | $901269.75    | 0.50%             | 2034-10-15      | Floating      | 10.98%                | Yes           |                  3 | On Loan: No      |
| Lake George Park Clo Ltd                | Lake George Park CLO, Ltd.                                              | CUSIP: 509828AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $294155.70    | 0.16%             | 2038-04-15      | Floating      | 10.67%                | Yes           |                  3 | On Loan: No      |
| Madison Park Funding Ltd                | Madison Park Funding XXXI, Ltd.                                         | CUSIP: 55819EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243806.75    | 0.14%             | 2037-07-23      | Floating      | 11.57%                | Yes           |                  3 | On Loan: No      |
| Madison Park Funding Ltd                | Madison Park Funding XXX, Ltd.                                          | CUSIP: 55822HAJ1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244402.25    | 0.14%             | 2037-07-16      | Floating      | 11.58%                | Yes           |                  3 | On Loan: No      |
| Madison Park Funding Ltd                | Madison Park Funding LVII, Ltd.                                         | CUSIP: 55822JAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245053.25    | 0.14%             | 2034-07-27      | Floating      | 11.53%                | Yes           |                  3 | On Loan: No      |
| Madison Park Xliv                       | Atrium XV                                                               | CUSIP: 55822TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243541.50    | 0.14%             | 2037-07-16      | Floating      | 11.57%                | Yes           |                  3 | On Loan: No      |
| Magnetite Clo Ltd                       | Magnetite XXIX, Ltd.                                                    | CUSIP: 55955JAG2<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $746757.00    | 0.42%             | 2037-07-15      | Floating      | 11.42%                | Yes           |                  3 | On Loan: No      |
| Magnetite Clo Ltd                       | Magnetite XLII, Ltd.                                                    | CUSIP: 55955YAC8<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484735.50    | 0.27%             | 2038-01-25      | Floating      | 10.07%                | Yes           |                  3 | On Loan: No      |
| Magnetite Clo Ltd                       | Magnetite XLV, Ltd.                                                     | CUSIP: 55956DAC3<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $931819.85    | 0.52%             | 2038-04-15      | Floating      | 10.17%                | Yes           |                  3 | On Loan: No      |
| Magnetite Clo Ltd                       | Magnetite XXXVI, Ltd.                                                   | CUSIP: 559914AG1<br>LEI: 549300M0875JBMUL0W79 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243616.00    | 0.14%             | 2038-07-25      | Floating      | 10.85%                | Yes           |                  3 | On Loan: No      |
| Market Street Clo Ltd                   | Market Street CLO, Ltd. I                                               | CUSIP: 57065CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1163662.00   | 0.65%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Menlo Clo                               | Menlo CLO II, Ltd.                                                      | CUSIP: 58681XAC5<br>LEI: 254900584QQ9TE467R16 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2747103.00   | 1.54%             | 2038-04-20      | Floating      | 10.18%                | Yes           |                  3 | On Loan: No      |
| Menlo Clo                               | Menlo CLO I, Ltd.                                                       | CUSIP: 58682GAA5<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1076319.20   | 0.60%             | 2038-01-20      | Floating      | 9.92%                 | Yes           |                  3 | On Loan: No      |
| Menlo Clo                               | Menlo CLO I, Ltd.                                                       | CUSIP: 58682GAE7<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   3187500 | PA      | $2869776.38   | 1.60%             | 2038-01-20      | Floating      | 9.97%                 | Yes           |                  3 | On Loan: No      |
| Menlo Clo                               | Menlo CLO III, Ltd.                                                     | CUSIP: 58682PAA5<br>LEI: 254900SSGUF4LVDEDB34 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2923296.00   | 1.63%             | 2038-10-16      | Floating      | 9.24%                 | Yes           |                  3 | On Loan: No      |
| Menlo Clo                               | Menlo Clo IV, Ltd.                                                      | CUSIP: 58682RAC7<br>LEI: 254900IC8WYKXV232M24 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2484234.50   | 1.39%             | 2039-03-20      | Floating      | 9.06%                 | Yes           |                  3 | On Loan: No      |
| Navesink Clo, Limited                   | Navesink Clo 5, Ltd.                                                    | CUSIP: 638967AA7<br>LEI: 254900V88NPZZJ3OTO41 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3873548.00   | 2.17%             | 2039-03-31      | Floating      | 6.10%                 | Yes           |                  3 | On Loan: No      |
| Navesink Clo, Limited                   | Navesink CLO 2, Ltd.                                                    | CUSIP: 63942YBA1<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4433364.00   | 2.48%             | 2036-01-15      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| Navesink Clo, Limited                   | Navesink CLO 4, Ltd.                                                    | CUSIP: 63943UAA9<br>LEI: 254900NULUM27L7QZU33 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1959720.00   | 1.10%             | 2037-10-15      | Floating      | 10.17%                | Yes           |                  3 | On Loan: No      |
| Navesink Clo, Limited                   | Navesink CLO 6, Ltd.                                                    | CUSIP: 63944BAA0<br>LEI: 254900KT4N5U5O7X0820 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2913213.00   | 1.63%             | 2037-04-15      | Floating      | 6.37%                 | Yes           |                  3 | On Loan: No      |
| New Mountain Clo Ltd                    | New Mountain CLO 6, Ltd.                                                | CUSIP: 647909AC4<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2641062.00   | 1.48%             |  |  |  | Yes           |                  3 | On Loan: No      |
| New Mountain Clo Ltd                    | New Mountain CLO 6, Ltd.                                                | CUSIP: 647909AE0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $30.00        | 0.00%             | 2037-10-15      | Fixed         | 12.92%                | Yes           |                  3 | On Loan: No      |
| Niagara Park Clo, Ltd.                  | Niagara Park CLO, Ltd.                                                  | CUSIP: 65357KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4458726.00   | 2.49%             | 2038-01-17      | Floating      | 9.77%                 | Yes           |                  3 | On Loan: No      |
| Niagara Park Clo, Ltd.                  | Niagara Park CLO, Ltd.                                                  | CUSIP: 65357KAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236954.75    | 0.13%             | 2038-01-17      | Floating      | 10.83%                | Yes           |                  3 | On Loan: No      |
| Obra Clo Ltd                            | Obra CLO 1, Ltd.                                                        | CUSIP: 67443CAA5<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | KY        |   2879000 | PA      | $2831156.78   | 1.58%             | 2038-01-20      | Floating      | 10.42%                | Yes           |                  3 | On Loan: No      |
| Ocean Trails Clo Ix                     | Ocean Trails CLO IX                                                     | CUSIP: 67515YAJ1<br>LEI: 549300LD2JF1INLMST94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $900578.00    | 0.50%             | 2038-01-15      | Floating      | 11.35%                | Yes           |                  3 | On Loan: No      |
| Park Blue Clo Ltd                       | Park Blue CLO 2024-V, Ltd.                                              | CUSIP: 70019EAC5<br>LEI: 213800H9UFJ6SS8AMF70 | Long             | ABS-O            | CORP              | KY        |   2530000 | PA      | $1818035.23   | 1.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rowe Clo 2026-1 Ltd                     | Rowe CLO 2026-1, Ltd.                                                   | CUSIP: 779525AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2954370.00   | 1.65%             | 2039-04-20      | Floating      | 6.00%                 | Yes           |                  3 | On Loan: No      |
| Signal Peak Clo, Llc                    | Signal Peak CLO 3, Ltd.                                                 | CUSIP: 82672NAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1960012.00   | 1.10%             | 2039-04-23      | Floating      | 4.50%                 | Yes           |                  3 | On Loan: No      |
| Silver Point Clo, Ltd                   | Silver Point CLO 8, Ltd.                                                | CUSIP: 827919AC5<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245111.25    | 0.14%             | 2038-04-15      | Floating      | 10.92%                | Yes           |                  3 | On Loan: No      |
| Silver Point Clo, Ltd                   | Silver Point CLO 6, Ltd.                                                | CUSIP: 82808NAC5<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239913.00    | 0.13%             | 2037-10-15      | Floating      | 11.48%                | Yes           |                  3 | On Loan: No      |
| Silver Point Clo, Ltd                   | Silver Point CLO 6, Ltd.                                                | CUSIP: 82808TAA6<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2470395.00   | 1.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Silver Point Clo, Ltd                   | Silver Point CLO 7, Ltd.                                                | CUSIP: 82808VAC7<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238163.50    | 0.13%             | 2038-01-15      | Floating      | 11.00%                | Yes           |                  3 | On Loan: No      |
| Silver Point Clo, Ltd                   | Silver Point CLO 5, Ltd.                                                | CUSIP: 82809HAA1<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4233527.00   | 2.37%             | 2037-10-20      | Floating      | 10.07%                | Yes           |                  3 | On Loan: No      |
| Silver Rock Clo Ltd                     | Silver Rock CLO I, Ltd.                                                 | CUSIP: 82811QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   6020000 | PA      | $2824397.38   | 1.58%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sixth Street Clo Xvi, Ltd.              | Sixth Street CLO XX, Ltd.                                               | CUSIP: 83012RAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242296.25    | 0.14%             | 2038-07-17      | Floating      | 11.09%                | Yes           |                  3 | On Loan: No      |
| Sixth Street Clo Xvi, Ltd.              | Sixth Street CLO XIV, Ltd.                                              | CUSIP: 83013RAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $196233.00    | 0.11%             | 2038-01-20      | Floating      | 10.92%                | Yes           |                  3 | On Loan: No      |
| Tcw Gem Ltd                             | TCW CLO 2023-2, Ltd.                                                    | CUSIP: 87251VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1406379.00   | 0.79%             | 2039-01-24      | Floating      | 10.51%                | Yes           |                  3 | On Loan: No      |
| Tpg Clo Ltd                             | TPG CLO 2026-3, Ltd.                                                    | CUSIP: 87269JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $961750.00    | 0.54%             | 2039-04-21      | Floating      | 10.47%                | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                        | Trinitas CLO XXXI, Ltd.                                                 | CUSIP: 895973AA3<br>LEI: 254900Z3YHI8W31ZWI81 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502260.50   | 0.84%             | 2038-01-22      | Floating      | 9.62%                 | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                        | Trinitas CLO X, Ltd.                                                    | CUSIP: 89640CAC6<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-O            | CORP              | KY        |  22900000 | PA      | $10306007.60  | 5.76%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                        | Trinitas CLO VI, Ltd.                                                   | CUSIP: 89641BAC7<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-O            | CORP              | KY        |  35421178 | PA      | $10187662.11  | 5.70%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                        | Trinitas CLO VII, Ltd.                                                  | CUSIP: 89641EAC1<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-O            | CORP              | KY        |   9450000 | PA      | $2856867.30   | 1.60%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                        | Trinitas CLO IX, Ltd.                                                   | CUSIP: 89641KAE3<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | KY        |  13000000 | PA      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                        | Trinitas CLO XII, Ltd.                                                  | CUSIP: 89641NAC1<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | KY        |  11820000 | PA      | $6271786.56   | 3.51%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Warwick Capital Clo Ltd                 | Warwick Capital CLO 5, Ltd.                                             | CUSIP: 93656GAA4<br>LEI: 254900WYTOTUQQSCN403 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1604149.75   | 0.90%             | 2038-01-20      | Floating      | 9.17%                 | Yes           |                  3 | On Loan: No      |
| Wellfleet Clo Ltd                       | Wellfleet CLO 2022-1, Ltd.                                              | CUSIP: 94950TAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | NUSS              | KY        |   5000000 | PA      | $5038960.00   | 2.82%             | 2037-07-15      | Floating      | 7.62%                 | Yes           |                  3 | On Loan: No      |
| Wellfleet Clo Ltd                       | Wellfleet CLO 2021-4, Ltd.                                              | CUSIP: 94951HAC8<br>LEI: 254900EH90TKUEDWUZ75 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $881010.00    | 0.49%             | 2038-10-25      | Floating      | 11.67%                | Yes           |                  3 | On Loan: No      |
| Wellman Park Clo Ltd                    | Wellman Park CLO, Ltd.                                                  | CUSIP: 94972AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992753.00    | 0.56%             | 2037-07-15      | Floating      | 11.92%                | Yes           |                  3 | On Loan: No      |
| Wildwood Park Clo Ltd                   | Wildwood Park CLO, Ltd.                                                 | CUSIP: 96820DAC1<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |    980000 | PA      | $934435.88    | 0.52%             | 2037-10-20      | Floating      | 11.58%                | Yes           |                  3 | On Loan: No      |
| Wildwood Park Clo Ltd                   | Wildwood Park CLO, Ltd.                                                 | CUSIP: 96820DAJ6<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-O            | CORP              | JE        |   3070000 | PA      | $2662779.85   | 1.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Zais Matrix Cdo I                       | Zais CLO 18, Ltd.                                                       | CUSIP: 98885NBE2<br>LEI: 549300PRQCSTFU7VEI08 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4977785.00   | 2.78%             | 2037-10-25      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: No      |
| Fidelity Government Portfolio           | Fidelity Investments Money Market Fund - Government Portfolio - Class I | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |   7047169 | NS      | $7047168.93   | 3.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners 28, Ltd     | Octagon Investment Partners 28, Ltd.                                    | CUSIP: 67591GAN8<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-O            | CORP              | KY        |   4950000 | PA      | $2432489.40   | 1.36%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP004RAA3<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -1736000 | NS      | $-1736000.00  | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP149WAA1<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -2125000 | NS      | $-2125000.00  | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP357KAG2<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -2786000 | NS      | $-2786000.00  | -1.56%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP443CAA5<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -1457000 | NS      | $-1457000.00  | -0.81%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP4915AA3<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -1174000 | NS      | $-1174000.00  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP682PAA5<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -1852000 | NS      | $-1852000.00  | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP719BAC6<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -5784000 | NS      | $-5784000.00  | -3.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP809HAA1<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -2478000 | NS      | $-2478000.00  | -1.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP875TAG0<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -3725000 | NS      | $-3725000.00  | -2.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP885NBE2<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -3860000 | NS      | $-3860000.00  | -2.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP942YBA1<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -3210000 | NS      | $-3210000.00  | -1.79%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP950TAY5<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -3745000 | NS      | $-3745000.00  | -2.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP967EAA7<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -1665000 | NS      | $-1665000.00  | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: RP990MAA5<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -3380000 | NS      | $-3380000.00  | -1.89%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                     | REVERSE REPO                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2237000 | NS      | $-2237000.00  | -1.25%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Bluerock High Income Institutional Credit Fund

**Signature:** Simon Adamiyatt

**Name of Signer:** Simon Adamiyatt

**Title:** Treasurer