# EDGAR Filing Document

**Accession Number:** 0001737936
**File Stem:** 0001752724-23-015841
**Filing Date:** 2023-1
**Character Count:** 56514
**Document Hash:** efbb3e55db89e5fd4288333889afabe8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015841.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-015841

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** City National Rochdale Strategic Credit Fund
- **CENTRAL INDEX KEY:** 0001737936
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23348
- **FILM NUMBER:** 23560421

**BUSINESS ADDRESS:**
- **STREET 1:** 400 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-4406
- **BUSINESS PHONE:** 2127023577

**MAIL ADDRESS:**
- **STREET 1:** 400 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-4406

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** City National Rochdale Strategic Credit Fund

- **b. Investment Company Act file number:** 811-23348

- **c. CIK number of Registrant:** 0001737936

- **d. LEI of Registrant:** 549300Z5M285SUK0Q514

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

  - **Street Address 1:** 400 PARK AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022

  - **Telephone number:** 8007088881

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

- **a. Name of Series:** City National Rochdale Strategic Credit Fund

- **c. LEI of Series:** 549300Z5M285SUK0Q514

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $241066117.56

**Total Liabilities:** $348872.61

**Net Assets:** $240717244.95

**Cash Not Reported:** $23967.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10.31721457 | **1-Year:** -273.24688637 | **5-Year:** -1566.00171051 | **10-Year:** -121.49423799 | **30-Year:** 0.00000000

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

- **3-Month:** -900.28003976 | **1-Year:** -12905.11160662 | **5-Year:** -44454.42476494 | **10-Year:** -18447.09575769 | **30-Year:** -38.61515626

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.56%                | -1.38%               | -3.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-24361.70               | $7419972.10                                |
| Month 2  | $0.00                    | $-11763242.79                              |
| Month 3  | $12180.85                | $-7478623.83                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HIGHBRIDGE LOAN MANAGEMENT LTD                          | HIGHBRIDGE LOAN MANAGEMENT 4-2014 LTD HLM 4A-2014 CR               | CUSIP: 44330GAJ2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $900486.00    | 0.37%             | 2030-01-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HIGHBRIDGE LOAN MANAGEMENT LTD                          | HIGHBRIDGE LOAN MANAGEMENT 4-2014 LTD HLM 4A-2014 DR               | CUSIP: 44330NAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    787500 | PA      | $641884.95    | 0.27%             | 2030-01-28      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO                                         | SNDPT 2018 - 3A SUB MTGE PREFERRED STOCK                           | CUSIP: 83613JAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $240000.00    | 0.10%             | 2031-10-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CANYON CLO LTD                                          | CANYON CLO 2018-1 LTD CANYC 2018-1A E                              | CUSIP: 13877AAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $405760.50    | 0.17%             | 2031-07-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| TIAA CLO LTD                                            | SYMPHONY CLO LTD SERIES: 21-26A CLASS: SUB                         | CUSIP: 87271QAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $2576691.00   | 1.07%             | 2029-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APIDOS CLO                                              | APID 2017-28A SUB MTGE 17-28A                                      | CUSIP: 03766YAB9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $590000.00    | 0.25%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GRIPPEN PARK CLO LTD                                    | GRIPPEN PARK CLO LTD GRIPP 2017-1A SUB                             | CUSIP: 39862DAB2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $180000.00    | 0.07%             | 2030-01-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 1, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    132000 | PA      | $144646.53    | 0.06%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 3, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    132000 | PA      | $141652.44    | 0.06%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                                         | SOUND POINT CLO XX LTD SNDPT 2018-2A D                             | CUSIP: 83611JAG0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1925000 | PA      | $1531522.30   | 0.64%             | 2031-07-26      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| TALLMAN PARK CLO LTD                                    | TALLMAN PARK CLO, LTD. SERIES: 2021-1A CLASS: SUB                  | CUSIP: 874779AC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  12765000 | PA      | $8563693.85   | 3.56%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                   | BLUEMOUNTAIN CLO  LTD                                              | CUSIP: 09629QAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $1505000.00   | 0.63%             | 2031-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WEHLE PARK CLO LTD                                      | WEHLE PARK CLO LTD SERIES: 14-1RA CLASS: SUB                       | CUSIP: 94860MAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  17250000 | PA      | $12584651.25  | 5.23%             | 2035-04-23      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SOUND POINT CLO                                         | SNDPT 2017-3A SUB MTGE 10 PREFERRED STOCK                          | CUSIP: 83611FAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $942500.00    | 0.39%             | 2030-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TALLMAN WAREHOUSE FEESTRIP                              | TALLMAN WAREHOUSE FEESTRIP DAHO VALUED                             | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                            | ARES XLVII CLO LTD ARES 2018-47A E                                 | CUSIP: 04016WAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1599140.00   | 0.66%             | 2030-04-15      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO                          | MORGAN STANLEY EATON VANCE CLO 2022-16 LTD MSEV 2022-16 WAREHOUSE  | CUSIP: 61774KAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $7525000.00   | 3.13%             | 2030-10-15      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SOUTHWICK FEE STRIP                                     | SOUTHWICK FEE STRIP DAHO VALUED                                    | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI US CLO LTD                            | BLUEM 2017-2A SUB MTGE PREFERRED STOCK                             | CUSIP: 09629HAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $495000.00    | 0.21%             | 2030-10-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                | NEUBERGER BERMAN LOAN ADVISERS CLO 27 LTD 01/15/2030               | CUSIP: 64131VAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $235000.00    | 0.10%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                 | DRSLF 2014-33A SUBR MTGE PREFERRED STOCK                           | CUSIP: 26249HAQ1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7100000 | PA      | $7100.00      | 0.00%             | 2029-04-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| STEELE CREEK CLO                                        | STEELE CREK CLO LTD SERIES: 17-1A CLASS: SUB                       | CUSIP: 85816UAB4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $650000.00    | 0.27%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CARLYLE US CLO LTD                                      | CGMS 2018-1A SUB MTGE 04/ PREFERRED STOCK                          | CUSIP: 14311YAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $198000.00    | 0.08%             | 2031-04-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| JAMESTOWN CLO LTD                                       | JAMESTOWN CLO II LTD JTWN 2013-2A DR                               | CUSIP: 47047NAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $120000.00    | 0.05%             | 2025-01-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                                         | SNDPT 2018-1A SUB MTGE 04 PREFERRED STOCK                          | CUSIP: 83607LAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $1305000.00   | 0.54%             | 2031-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                | CARLYLE GLOBAL MARKET STRATEGIES CLO 2013-3 LTD CGMS 2013-3A DR    | CUSIP: 14310HAQ1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $317169.60    | 0.13%             | 2030-10-15      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO                                         | SOUND POINT CLO VIII-R LTD SNDPT 2015-1RA R2D2                     | CUSIP: 83607HAS4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $2879786.00   | 1.20%             | 2030-04-15      | Floating      | 9.23%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | FLATIRON CLO 23 WAREHOUSE WAREHOUSE PREFERENCE SHARE               | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2712613.05   | 1.13%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| APIDOS CLO                                              | APIDOS CLO XL SUBORDINATED NOTES                                   | CUSIP: 03769TAE1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $1711809.00   | 0.71%             | 2035-07-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 3, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    132000 | PA      | $142371.65    | 0.06%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                                         | SOUND POINT CLO III-R LTD SNDPT 2013-2RA E                         | CUSIP: 83611RAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2050000 | PA      | $1555710.15   | 0.65%             | 2029-04-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LIMITED                                   | WELLFLEET CLO 2015-1 LTD WELF 2015-1A ER3                          | CUSIP: 94949QAN9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $765122.00    | 0.32%             | 2029-07-20      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| STEELE CREEK CLO                                        | STEELE CREEK CLO 2017-1 LTD STCR 2017-1A E                         | CUSIP: 85816UAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1406784.70   | 0.58%             | 2030-10-15      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT LTD                                 | HIGHBRIDGE LOAN MANAGEMENT 3-2014 HLM 3A-2014 DR                   | CUSIP: 40436YAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $571763.50    | 0.24%             | 2029-07-18      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                       | OCTAGON INVESTMENT PARTNERS SERIES: 2018-1A CLASS: SUB             | CUSIP: 67591RAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $804645.00    | 0.33%             | 2031-01-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOYA CLO                                                | VOYA CLO 2018-2 LTD VOYA 2018-2A E                                 | CUSIP: 92917TAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $715197.00    | 0.30%             | 2031-07-15      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| SHACKLETON CLO LTD                                      | SHACK 2019-14A SUB MTGE PREFERRED STOCK                            | CUSIP: 81880YAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $386225.50    | 0.16%             | 2030-07-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ALM LTD                                                 | ALM 2020 LTD ALM 2020-1A D                                         | CUSIP: 00166DAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3268000 | PA      | $2766329.32   | 1.15%             | 2029-10-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| SOUND POINT CLO                                         | SOUND POINT CLO XVII SNDPT 2017-3A D                               | CUSIP: 83611FAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $368356.50    | 0.15%             | 2030-10-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LIMITED                                   | WELLFLEET CLO LTD SERIES: 20-2A CLASS: SUB                         | CUSIP: 94950BAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $2941720.00   | 1.22%             | 2031-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SHACKLETON CLO LTD                                      | SHACKLETON 2013-III CLO LTD SHACK 2013-3A ER                       | CUSIP: 81881TAJ9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2217192.00   | 0.92%             | 2030-07-15      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                                           | AIMCO SERIES: 21-15A CLASS: SUB                                    | CUSIP: 00889CAB5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9750000 | PA      | $6892148.25   | 2.86%             | 2034-10-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| CARLYLE US CLO LTD                                      | CARLYLE US CLO 2017-1 LTD CGMS 2017-1A D                           | CUSIP: 14314UAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $2744187.60   | 1.14%             | 2031-04-20      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 3, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $473592.85    | 0.20%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                   | BLUEMOUNTAIN CLO 2018-3 LTD BLUEM 2018-3A E                        | CUSIP: 09629YAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $616583.25    | 0.26%             | 2030-10-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                  | MAGNE 2015-16A SUB MTGE 0 PREFERRED STOCK                          | CUSIP: 55953PAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $176250.00    | 0.07%             | 2028-01-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FLATIRON CLO LTD                                        | FLAT 2018-1A SUB MTGE 04/ PREFERRED STOCK                          | CUSIP: 33883HAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $367500.00    | 0.15%             | 2031-04-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                 | DRYDEN 40 SENIOR LOAN FUND DRSLF 2015-40A FR                       | CUSIP: 26244FAJ6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $372664.50    | 0.15%             | 2031-08-15      | Floating      | 12.47%                | No            |                  2 | On Loan: No      |
| RACE POINT CLO LLC                                      | RACE POINT VIII CLO LTD RACEP 2013-8A ER                           | CUSIP: 74982KAE2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $3950685.00   | 1.64%             | 2030-02-20      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                       | PALMER SQUARE CLO 2018-2 LTD PLMRS 2018-2A D                       | CUSIP: 69688LAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1765194.00   | 0.73%             | 2031-07-16      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                      | ROCKFORD TOWER CLO LTD SERIES: 21-40A CLASS: SUB                   | CUSIP: 64134KAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $323328.50    | 0.13%             | 2033-04-18      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                   | BLUEM 2018-23A SUB MTGE 1 PREFERRED STOCK                          | CUSIP: 09629RAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $3001927.50   | 1.25%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| THL CREDIT WIND RIVER CLO LLC                           | THL CREDIT WIND RIVER 2018-1 CLO LTD WINDR 2018-1A E               | CUSIP: 88432WAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2030312.50   | 0.84%             | 2030-07-15      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO                                         | SOUND POINT CLO XIX LTD SNDPT 2018-1A E                            | CUSIP: 83607LAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $1817071.35   | 0.75%             | 2031-04-15      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                  | MAGNETITE VII LTD MAGNE 2012-7A ER2                                | CUSIP: 55952XAJ8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1672250.00   | 0.69%             | 2028-01-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                       | OCTAGON INVESTMENT PARTNERS 31 LTD OCT31 2017-1A F                 | CUSIP: 67576CAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $539055.30    | 0.22%             | 2030-07-20      | Floating      | 12.44%                | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-1 LTD CGMS 2014-1A ER    | CUSIP: 14310PAN0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $2737734.40   | 1.14%             | 2031-04-17      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                | NEUBERGER BERMAN LOAN ADVISERS CLO 27 LTD NEUB 2018-27A E          | CUSIP: 64131UAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1317000 | PA      | $1138111.89   | 0.47%             | 2030-01-15      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 3, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $474976.58    | 0.20%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 3, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    176000 | PA      | $179057.24    | 0.07%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SHACKLETON CLO LTD                                      | SHACKLETON 2017-XI CLO LTD SHACK 2017-11A E                        | CUSIP: 81883FAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1073775.00   | 0.45%             | 2030-08-15      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                | NEUB 2017-26A INC MTGE 10 PREFERRED STOCK                          | CUSIP: 64131NAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $376000.00    | 0.16%             | 2030-10-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| YORK CLO LTD                                            | YCLO 2015-1A SUB MTGE 01 PREFERRED STOCK                           | CUSIP: 98625RAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $292199.25    | 0.12%             | 2027-10-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO                          | MORGAN STANLEY EATON VANCE CLO 2021-1 LTD SERIES: 21-1A CLASS: SUB | CUSIP: 61773LAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $8054184.00   | 3.35%             | 2034-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DRYDEN CLO LTD                                          | DRYDEN SENIOR LOAN FUND 2021-93A SUB PREFERRED STOCK               | CUSIP: 26251TAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  13250000 | PA      | $8245448.50   | 3.43%             | 2034-01-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| APIDOS CLO                                              | APIDOS CLO SERIES: 19-32A CLASS: SUB                               | CUSIP: 03768QAS7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $3098312.80   | 1.29%             | 2033-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 3, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |     44000 | PA      | $44180.21     | 0.02%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| APIDOS CLO                                              | APIDOS CLO XXIV APID 2016-24A DR                                   | CUSIP: 14311EAG9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $825042.00    | 0.34%             | 2030-10-20      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                                           | AIMCO CLO 17 LTD AIMCO 2022-17A F                                  | CUSIP: 00889KAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $339573.20    | 0.14%             | 2035-07-20      | Floating      | 10.88%                | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                      | NEUBERGER BERMAN CLO LTD SERIES: 21-42A CLASS: SUB                 | CUSIP: 64133XAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1609038.00   | 0.67%             | 2035-07-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 3, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    176000 | PA      | $181998.00    | 0.08%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                       | OCTAGON INVESTMENT PARTNERS XVII LTD OCT17 2013-1A ER2             | CUSIP: 67590HAG2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1580500 | PA      | $1272713.43   | 0.53%             | 2031-01-25      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                                           | AIMCO CLO 17 LTD SUBORDINATED NOTES (144A)                         | CUSIP: 00889KAE1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  10250000 | PA      | $7514285.25   | 3.12%             | 2035-07-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ROCKFORD TOWER CLO                                      | ROCKFORD TOWER CLO LOTD SERIES: 21-1A CLASS: SUB                   | CUSIP: 77341JAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $3198000.00   | 1.33%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GREENWOOD PARK CLO, LTD                                 | GREENWOOD PARK CLO, LTD SERIES: 18-1A CLASS: SUB                   | CUSIP: 39729TAB0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12075000 | PA      | $5675250.00   | 2.36%             | 2031-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| STEELE CREEK CLO                                        | STEELE CREEK CLO LTD SERIES: 18-2A CLASS: SUB                      | CUSIP: 85816MAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $786995.00    | 0.33%             | 2031-08-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | FLATIRON CLO 23 WAREHOUSE WAREHOUSE PREFERENCE SHARE               | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   2579000 | PA      | $2827112.36   | 1.17%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WELLFLEET CLO LIMITED                                   | WELLFLEET CLO 2017-1 LTD WELF 2017-1A D                            | CUSIP: 94950XAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $870157.05    | 0.36%             | 2029-04-20      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| BlueMountain CLO                                        | BLUEMOUNTAIN CLO LTD SERIES: 16-1A CLASS: SUB                      | CUSIP: 09628RAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4925000 | PA      | $147750.00    | 0.06%             | 2027-04-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                   | BLUEM 2012-2A SUB11/20/28 SERIES: 12-2A CLASS: SUB                 | CUSIP: 09626TAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $27225.00     | 0.01%             | 2028-11-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                       | OCTAGON 55 LTD SERIES: 21-1A CLASS: SUB                            | CUSIP: 67592WAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $851885.00    | 0.35%             | 2034-07-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| CARLYLE US CLO LTD                                      | CARLYGLE GLOBAL MARKET STRATEGIES SERIES: 21-5A CLASS: SUB         | CUSIP: 14318AAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7250000 | PA      | $5348644.00   | 2.22%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| STEELE CREEK CLO                                        | STEELE CREEK CLO 2016-1 LTD STCR 2016-1A ER                        | CUSIP: 85816TAF8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1154682.00   | 0.48%             | 2031-06-15      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                       | OCTAGON INVESTMENT PARTNERS SERIES: 20-1A CLASS: SUB               | CUSIP: 67576YAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1300742.00   | 0.54%             | 2031-04-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WEHLE PARK                                              | WEHLE PARK FEE STRIP                                               | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 3, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    132000 | PA      | $141944.95    | 0.06%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CARLYLE US CLO LTD                                      | CGMS 2017-2A SUB MTGE PREFERRED STOCK                              | CUSIP: 14315KAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $975000.00    | 0.41%             | 2031-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                | CGMS 2015-1A SUB MTGE 04/ PREFERRED STOCK                          | CUSIP: 14311EAG9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    613333 | PA      | $79733.29     | 0.03%             | 2031-07-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TRESTLES CLO LTD                                        | TRESTLES CLO II LTD TREST 2018-2A D                                | CUSIP: 89531VAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1436538.25   | 0.60%             | 2031-07-25      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| ALM LTD                                                 | ALM LOAN FUNDING SERIES: 20-1A CLASS: SUB                          | CUSIP: 00166DAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5025000 | PA      | $2227074.98   | 0.93%             | 2120-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                                       | BATTALION CLO LTD SERIES: 19-16A CLASS: SUB                        | CUSIP: 07133NAB0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1743002.50   | 0.72%             | 2032-12-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GALAXY CLO, LTD                                         | GALAXY XXIV CLO LTD GALXY 2017-24A E                               | CUSIP: 36321CAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $631005.75    | 0.26%             | 2031-01-15      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO LTD                                     | CROWN POINT CLO IV LTD CRNPT 2018-4A E                             | CUSIP: 22846PAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $804776.00    | 0.33%             | 2031-04-20      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD                                         | BARINGS CLO LTD 2015-II BABSN 2015-2A ER                           | CUSIP: 06759GAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $400397.00    | 0.17%             | 2030-10-20      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| RR LTD                                                  | RR 3 LTD RRAM 2018-3A DR2                                          | CUSIP: 74988MAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1046000 | PA      | $857199.09    | 0.36%             | 2030-01-15      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 3, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $231515.03    | 0.10%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                                         | SOUND POINT CLO XX LTD SNDPT 2018-2A E                             | CUSIP: 83611HAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2060919.00   | 0.86%             | 2031-07-26      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| STEELE CREEK CLO                                        | STEELE CREEK CLO 2018-1 LTD STCR 2018-1A E                         | CUSIP: 85816EAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3171172.00   | 1.32%             | 2031-04-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXV                                          | APIDOS CLO XXV FEE STRIP 6-03-21                                   | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LIMITED                                   | WELLFLEET CLO 2018-2 LTD WELF 2018-2A D                            | CUSIP: 94950MAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $617810.25    | 0.26%             | 2031-10-20      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                      | ROCKFORD TOWER CLO LTD SERIES: 21-2A CLASS: SUB                    | CUSIP: 77341MAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $3384033.00   | 1.41%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                 | DRYDEN SENIOR LOAN FUND 2019-75A SUB PREFERRED STOCK               | CUSIP: 26252KAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $365000.00    | 0.15%             | 2029-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                                         | SOUND POINT CLO XVIII LTD SNDPT 2017-4A D                          | CUSIP: 83608DAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2026674.00   | 0.84%             | 2031-01-21      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                      | ROCKFORD TOWER CLO LTD SERIES: 18-1A CLASS: SUB                    | CUSIP: 77342HAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $1050000.00   | 0.44%             | 2031-05-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUTHWICK PARK CLO LTD                                  | SOUTHWICK 2019 4A SUB MTGE PREFERRED STOCK                         | CUSIP: 84604YAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1250180.00   | 0.52%             | 2032-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ELMWOOD CLO                                             | ELMWOOD CLO IX LTD SERIES: 21-2A CLASS: SUB                        | CUSIP: 29003VAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9650000 | PA      | $7193148.60   | 2.99%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| REGATTA FUNDING LTD                                     | REGATTA XI FUNDING LTD REG11 2018-1A E                             | CUSIP: 75887YAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $509437.20    | 0.21%             | 2031-07-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| BURNHAM PARK CLO, LTD.                                  | BURN HAM PARK CLO LTD. PREFERRED STOCK                             | CUSIP: 12232MAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  16576000 | PA      | $5801600.00   | 2.41%             | 2029-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                      | NEUBERGER BERMAN CLO LTD SERIES: 21-46A CLASS: SUB                 | CUSIP: 64134RAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $6835722.25   | 2.84%             | 2036-01-22      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TCW CLO LTD                                             | TCW GEM LTD SERIES: 21-1A CLASS: SUB                               | CUSIP: 87190LAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $976764.00    | 0.41%             | 2034-03-18      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                       | OCTAGON INVESTMENT PARTNERS 26 LTD OCT26 2016-1A ER                | CUSIP: 675714AE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2375000 | PA      | $1932330.88   | 0.80%             | 2030-07-15      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| SOUTHWICK FEE STRIP                                     | SOUTHWICK FEE STRIP DAHO VALUED                                    | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                        | FLATIRON CLO 22 LTD SERIES: 21-2A CLASS: SUB                       | CUSIP: 33883QAN5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $6433717.50   | 2.67%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SYMPHONY CLO, LTD.                                      | SYMPHONY CLO LTD SERIES: 2021-25A CLASS: SUB                       | CUSIP: 87167YAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $332433.00    | 0.14%             | 2034-04-19      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| REGATTA FUNDING LTD                                     | REG11 2018-1A SUB MTGE 07 PREFERRED STOCK                          | CUSIP: 75887YAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $188649.00    | 0.08%             | 2031-07-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| STEELE CREEK CLO                                        | STEELE CREEK CLO LTD SERIES: 14-1RA CLASS: SUB                     | CUSIP: 85815YAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  21168000 | PA      | $3110193.07   | 1.29%             | 2026-08-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APIDOS CLO                                              | APIDOS CLO XXVIII APID 2017-28A D                                  | CUSIP: 03766YAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $425357.50    | 0.18%             | 2031-01-20      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO                                         | SOUND POINT CLO LTD SERIES: 13-3RA CLASS: SUB                      | CUSIP: 83608MAE3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $187500.00    | 0.08%             | 2026-01-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APIDOS CLO                                              | APIDOS CLO SERIES: 2021-35A CLASS: SUB                             | CUSIP: 03768TAB8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $327258.00    | 0.14%             | 2034-04-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BLUEMOUNTAIN FUJI US CLO LTD                            | BLUEMOUNTAIN CLO LTD PREFERRED STOCK                               | CUSIP: 09628HAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2475000 | PA      | $1046556.23   | 0.43%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                       | OCTAGON INVESTMENT PARTNERS XXII LTD OCT22 2014-1A ERR             | CUSIP: 67574QAL1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4111630.00   | 1.71%             | 2030-01-22      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 1, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1226894.72   | 0.51%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | FLATIRON CLO 23 WAREHOUSE WAREHOUSE PREFERENCE SHARE               | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2595928.20   | 1.08%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                | CGMS 2014-1A INC MTGE 04/ PREFERRED STOCK                          | CUSIP: 14311CAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $155000.00    | 0.06%             | 2025-04-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                       | OCTAGON INVESTMENT PARTNER SERIES: 17-1A CLASS: SUB                | CUSIP: 675921AC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $1049187.00   | 0.44%             | 2030-03-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                     | ELMWOOD BOA 1, LTD WAREHOUSE WAREHOUSE PREFERENCE SHARE            | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    968000 | PA      | $1057589.73   | 0.44%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                | CGMS 2015-2A SUB MTGE 04/ PREFERRED STOCK                          | CUSIP: 14311GAE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $50.00        | 0.00%             | 2027-04-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                       | CUSIP: 783965593<br>LEI: N/A | Long             | STIV             | RF                | US        |  15455149 | NS      | $15455149.23  | 6.42%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                          | DRYDEN SENIOR LOAN FUND SERIES: 21-95A CLASS: SUB                  | CUSIP: 262485AC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1479820.00   | 0.61%             | 2034-08-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SOUND POINT CLO                                         | SOUND POINT CLO XVI LTD SNDPT 2017-2A E                            | CUSIP: 83610LAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $505612.80    | 0.21%             | 2030-07-25      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| APIDOS CLO                                              | APIDOS CLO XXX APID XXXA D                                         | CUSIP: 03768BAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $841565.00    | 0.35%             | 2031-10-18      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** City National Rochdale Strategic Credit Fund

**Signature:** Faria Adam

**Name of Signer:** Faria Adam

**Title:** Compliance