# EDGAR Filing Document

**Accession Number:** 0001892443
**File Stem:** 0001049169-25-000802
**Filing Date:** 2025-11
**Character Count:** 55484
**Document Hash:** def580393fb1734608e1691b079b8d91
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001049169-25-000802.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001049169-25-000802

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**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:** 251517783

**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:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $234607481.96

**Total Liabilities:** $45608319.84

**Net Assets:** $188999162.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 266.38006600 | **10-Year:** 4968.64660600 | **30-Year:** 326.58832900

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

- **3-Month:** 0.00000000 | **1-Year:** 7199.85071290 | **5-Year:** 41700.49493093 | **10-Year:** 85597.35726413 | **30-Year:** 9124.39136156

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.09%               | 1.51%                | 0.54%                |
| Class ID N/A | -0.10%               | 1.49%                | 0.52%                |
| Class ID N/A | -0.16%               | 1.39%                | 0.51%                |
| Class ID N/A | 0.01%                | 1.55%                | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $172540.38               | $-2103368.39                               |
| Month 2  | $-136207.84              | $1314421.80                                |
| Month 3  | $126186.88               | $-650151.00                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Davis Park Clo                         | Davis Park CLO, Ltd.                                                    | CUSIP: 239088AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $245499.63    | 0.13%             | 2038-07-20      | Floating      | 12.06%                | 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      | $301506.81    | 0.16%             | 2038-04-15      | Floating      | 11.82%                | 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      | $471762.85    | 0.25%             | 2037-10-20      | Floating      | 12.15%                | Yes           |                  3 | On Loan: No      |
| N/A                                    | REVERSE REPO                                                            | CUSIP: RP167DAA0<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -1163000 | NS      | $-1163000.00  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| Halseypoint Clo Ltd.                   | Halseypoint CLO 7, Ltd.                                                 | CUSIP: 40638MAJ6<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $233428.33    | 0.12%             | 2038-07-20      | Floating      | 13.84%                | Yes           |                  3 | On Loan: No      |
| Man Us Clo Ltd                         | Man US CLO 2024-1, Ltd.                                                 | CUSIP: 56167DAA0<br>LEI: 2549007JRE3Q11AV7970 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2013911.40   | 1.07%             | 2037-07-20      | Floating      | 11.40%                | 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      | $201046.80    | 0.11%             | 2038-04-20      | Floating      | 11.82%                | 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      | $275443.48    | 0.15%             | 2038-04-20      | Floating      | 12.29%                | Yes           |                  3 | On Loan: No      |
| Bain Capital Credit Clo, Limited       | Bain Capital CLO 2024-1, Ltd.                                           | CUSIP: 05685TAC1<br>LEI: 254900I37RDDKARGQN22 | Long             | ABS-O            | CORP              | JE        |   5000000 | PA      | $4259390.00   | 2.25%             |  |  |  | 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      | $251478.98    | 0.13%             | 2038-04-22      | Floating      | 11.34%                | 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      | $243596.18    | 0.13%             | 2038-01-15      | Floating      | 11.65%                | Yes           |                  3 | On Loan: No      |
| N/A                                    | REVERSE REPO                                                            | CUSIP: RP357KAG2<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -2767000 | NS      | $-2767000.00  | -1.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite Clo Ltd                      | Magnetite XXXVI, Ltd.                                                   | CUSIP: 559914AG1<br>LEI: 549300M0875JBMUL0W79 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250026.33    | 0.13%             | 2038-07-25      | Floating      | 11.50%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                           | AGL CLO 34, Ltd.                                                        | CUSIP: 00121KAC3<br>LEI: 254900KKYZC78Z944L27 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250093.90    | 0.13%             | 2038-01-22      | Floating      | 12.00%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                           | AGL CLO 22, Ltd.                                                        | CUSIP: 00118YAG9<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |   1125000 | PA      | $1097751.15   | 0.58%             | 2037-01-20      | Floating      | 11.35%                | 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      | $192732.64    | 0.10%             | 2038-07-20      | Floating      | 11.76%                | 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      | $187490.14    | 0.10%             | 2038-01-15      | Floating      | 11.47%                | Yes           |                  3 | On Loan: No      |
| Magnetite Clo Ltd                      | Magnetite XXIX, Ltd.                                                    | CUSIP: 55955JAG2<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $764889.98    | 0.40%             | 2037-07-15      | Floating      | 12.07%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                           | AGL CLO 35, Ltd.                                                        | CUSIP: 00852LAB8<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |    237500 | PA      | $240861.96    | 0.13%             | 2038-01-21      | Floating      | 11.74%                | Yes           |                  3 | On Loan: No      |
| Bryant Park Funding Ltd                | Bryant Park Funding 2023-21, Ltd.                                       | CUSIP: 11766BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500911.91    | 0.27%             | 2036-10-18      | Floating      | 12.80%                | 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      | $248795.13    | 0.13%             | 2034-07-27      | Floating      | 12.17%                | Yes           |                  3 | On Loan: No      |
| N/A                                    | REVERSE REPO                                                            | CUSIP: RP885NBE2<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -3850000 | NS      | $-3850000.00  | -2.04%            |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain Clo Ltd                   | New Mountain CLO 6, Ltd.                                                | CUSIP: 647909AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2839005.60   | 1.50%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Navesink Clo, Limited                  | Navesink CLO 2, Ltd.                                                    | CUSIP: 63943AAA3<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3034006.80   | 1.61%             | 2036-04-15      | Floating      | 11.82%                | Yes           |                  3 | On Loan: No      |
| Apidos Clo Ltd                         | Apidos CLO LI, Ltd.                                                     | CUSIP: 03771PAC9<br>LEI: 254900K0UHSUBZXUMR56 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $475546.40    | 0.25%             | 2038-01-20      | Floating      | 10.37%                | Yes           |                  3 | On Loan: No      |
| Trestles Clo Ltd                       | Trestles CLO VII, Ltd.                                                  | CUSIP: 89533CAC6<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2492282.00   | 1.32%             | 2037-10-25      | Floating      | 12.15%                | 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      | $245268.28    | 0.13%             | 2038-01-25      | Floating      | 12.57%                | Yes           |                  3 | On Loan: No      |
| Menlo Clo                              | Menlo Clo III, Ltd.                                                     | CUSIP: 58682PAA5<br>LEI: 254900SSGUF4LVDEDB34 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005281.20   | 1.59%             | 2038-10-16      | Floating      | 5.35%                 | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                           | AGL CLO 33, Ltd.                                                        | CUSIP: 00121EAC7<br>LEI: 254900FQ0489DHYW7509 | Long             | ABS-CBDO         | CORP              | KY        |    237500 | PA      | $237138.95    | 0.13%             | 2037-07-21      | Floating      | 11.99%                | Yes           |                  3 | On Loan: No      |
| Magnetite Clo Ltd                      | Magnetite XXVII, Ltd.                                                   | CUSIP: 55955FAE5<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007392.00   | 0.53%             | 2034-10-20      | Floating      | 10.59%                | Yes           |                  3 | On Loan: No      |
| Trestles Clo Ltd                       | Trestles CLO VIII, Ltd.                                                 | CUSIP: 89533EAC2<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996729.40   | 1.06%             | 2035-06-11      | Floating      | 12.24%                | Yes           |                  3 | On Loan: No      |
| Sixth Street Clo Ltd.                  | Sixth Street CLO XIV, Ltd.                                              | CUSIP: 83013RAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $201165.24    | 0.11%             | 2038-01-20      | Floating      | 11.57%                | 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      | $301770.36    | 0.16%             | 2038-04-15      | Floating      | 11.29%                | 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      | $2015087.00   | 1.07%             | 2038-04-20      | Floating      | 9.62%                 | Yes           |                  3 | On Loan: No      |
| 1988 Clo Ltd.                          | 1988 CLO 3, Ltd.                                                        | CUSIP: 653950AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1512182.91   | 0.80%             | 2038-10-15      | Floating      | 12.46%                | Yes           |                  3 | On Loan: No      |
| Ngc Ltd                                | NGC 2024-I, Ltd.                                                        | CUSIP: 652928AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2006111.80   | 1.06%             | 2037-07-20      | Floating      | 13.05%                | Yes           |                  3 | On Loan: No      |
| N/A                                    | REVERSE REPO                                                            | CUSIP: RP943AAA3<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -1999000 | NS      | $-1999000.00  | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Navesink Clo, Limited                  | Navesink Clo 4, Ltd.                                                    | CUSIP: 63943UAA9<br>LEI: 254900NULUM27L7QZU33 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 1.06%             | 2037-10-15      | Floating      | 6.25%                 | Yes           |                  3 | On Loan: No      |
| Obra Clo Ltd                           | Obra CLO 1, Ltd.                                                        | CUSIP: 67443CAA5<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2294340.75   | 1.21%             | 2038-01-20      | Floating      | 11.07%                | 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      | $1984264.20   | 1.05%             | 2038-07-20      | Floating      | 10.75%                | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                       | Trinitas CLO VII, Ltd.                                                  | CUSIP: 89641EAC1<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-O            | CORP              | KY        |   9450000 | PA      | $3484764.99   | 1.84%             |  |  |  | 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      | $245028.40    | 0.13%             | 2038-07-24      | Floating      | 11.38%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                           | AGL CLO 42, Ltd.                                                        | CUSIP: 00792TAC2<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |    237500 | PA      | $240009.00    | 0.13%             | 2038-07-22      | Floating      | 11.61%                | Yes           |                  3 | On Loan: No      |
| Arini Us Clo Limited                   | Arini US Clo II, Ltd.                                                   | CUSIP: 04039DAA6<br>LEI: 2549001Z731V3ALGMH47 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5047056.50   | 2.67%             | 2038-03-31      | Floating      | 9.94%                 | 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      | $5021558.50   | 2.66%             | 2037-10-25      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: No      |
| Elmwood Clo 20 Ltd                     | Elmwood CLO 20, Ltd.                                                    | CUSIP: 29002BAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503972.45    | 0.27%             | 2037-01-17      | Floating      | 12.32%                | Yes           |                  3 | On Loan: No      |
| N/A                                    | REVERSE REPO                                                            | CUSIP: RP289RAJ8<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -3214000 | NS      | $-3214000.00  | -1.70%            |  |  |  | No            |                  2 | On Loan: No      |
| Zais Matrix Cdo I                      | Zais Clo 18, Ltd.                                                       | CUSIP: 98885PAE8<br>LEI: 549300PRQCSTFU7VEI08 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4009008.40   | 2.12%             | 2037-10-25      | Floating      | 11.21%                | 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      | $918124.30    | 0.49%             | 2038-01-15      | Floating      | 12.00%                | Yes           |                  3 | On Loan: No      |
| Madison Park Xliv                      | Atrium XV                                                               | CUSIP: 55822TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249002.55    | 0.13%             | 2037-07-16      | Floating      | 12.22%                | Yes           |                  3 | On Loan: No      |
| Apidos Clo Ltd                         | Apidos CLO L                                                            | CUSIP: 03771LAC8<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242420.98    | 0.13%             | 2038-01-20      | Floating      | 11.27%                | 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      | $249311.15    | 0.13%             | 2037-07-23      | Floating      | 12.22%                | Yes           |                  3 | On Loan: No      |
| N/A                                    | REVERSE REPO                                                            | CUSIP: RP950TAY5<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -3727000 | NS      | $-3727000.00  | -1.97%            |  |  |  | No            |                  2 | On Loan: No      |
| Canyon Capital Clo Ltd                 | Canyon Clo 2025-2, Ltd.                                                 | CUSIP: 13877HAC9<br>LEI: 2549001KZI4SL4Y7BH27 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243869.33    | 0.13%             | 2038-10-15      | Floating      | 11.82%                | 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      | $242307.43    | 0.13%             | 2038-01-17      | Floating      | 11.48%                | Yes           |                  3 | On Loan: No      |
| Magnetite Clo Ltd                      | Magnetite Xlii, Ltd.                                                    | CUSIP: 55955YAC8<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496804.60    | 0.26%             | 2038-01-25      | Floating      | 10.72%                | 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      | $1009557.00   | 0.53%             | 2038-01-17      | Floating      | 10.32%                | 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      | $502957.65    | 0.27%             | 2038-01-25      | Floating      | 11.57%                | Yes           |                  3 | On Loan: No      |
| Goldentree Loan Management Us Clo, Ltd | GoldenTree Loan Management US CLO 20, Ltd.                              | CUSIP: 38139NAC7<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1004362.90   | 0.53%             | 2037-07-20      | Floating      | 12.06%                | 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      | $954679.05    | 0.51%             | 2037-10-20      | Floating      | 12.23%                | Yes           |                  3 | On Loan: No      |
| N/A                                    | REVERSE REPO                                                            | CUSIP: RP822JAJ5<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -3000000 | NS      | $-3000000.00  | -1.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Wellman Park Clo Ltd                   | Wellman Park CLO, Ltd.                                                  | CUSIP: 94972AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1016306.30   | 0.54%             | 2037-07-15      | Floating      | 12.57%                | Yes           |                  3 | On Loan: No      |
| Goldentree Loan Management Us Clo, Ltd | GoldenTree Loan Management US CLO 22, Ltd.                              | CUSIP: 38139HAC0<br>LEI: 254900AWFHWNFOUM2K51 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $974764.00    | 0.52%             | 2037-10-20      | Floating      | 12.24%                | Yes           |                  3 | On Loan: No      |
| Bbam Us Clo Ltd.                       | Bbam US Clo V, Ltd.                                                     | CUSIP: 05556DAA6<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3024076.20   | 1.60%             | 2038-07-25      | Floating      | 9.74%                 | 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      | $1001968.00   | 0.53%             | 2035-07-16      | Floating      | 11.28%                | 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      | $245231.15    | 0.13%             | 2037-10-15      | Floating      | 12.13%                | Yes           |                  3 | On Loan: No      |
| Wellfleet Clo Ltd                      | Wellfleet CLO 2022-1, Ltd.                                              | CUSIP: 94950TAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5046457.00   | 2.67%             | 2037-07-15      | Floating      | 8.27%                 | Yes           |                  3 | On Loan: No      |
| N/A                                    | REVERSE REPO                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2456000 | NS      | $-2456000.00  | -1.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos Clo Ltd                         | Apidos CLO XLV, Ltd.                                                    | CUSIP: 037977AJ4<br>LEI: 5493000BLHDFQUOR8F12 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $499121.50    | 0.26%             | 2038-07-26      | Floating      | 11.42%                | Yes           |                  3 | On Loan: No      |
| Empower Clo Ltd.                       | Empower CLO 2023-2, Ltd.                                                | CUSIP: 29247JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1511034.90   | 0.80%             | 2038-10-15      | Floating      | 9.89%                 | 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      | $251413.08    | 0.13%             | 2038-04-15      | Floating      | 11.47%                | Yes           |                  3 | On Loan: No      |
| Elmwood Clo 19 Ltd                     | Elmwood CLO 19, Ltd.                                                    | CUSIP: 29004YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003071.22   | 1.59%             | 2036-10-17      | Floating      | 11.82%                | 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        |  14020968 | NS      | $14020968.20  | 7.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Generate Clo Ltd.                      | Generate CLO 15, Ltd.                                                   | CUSIP: 37148AAC6<br>LEI: 213800BPDOIOZQRIM719 | Long             | ABS-O            | CORP              | JE        |   3000000 | PA      | $2608112.10   | 1.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apidos Clo Ltd                         | Apidos Clo Xlix                                                         | CUSIP: 03771CAE4<br>LEI: 254900GQACQ28T9VX243 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2781078.60   | 1.47%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trimaran Cavu Ltd                      | Trimaran Cavu 2019-1, Ltd.                                              | CUSIP: 896218AW4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3020930.10   | 1.60%             | 2037-01-20      | Floating      | 10.32%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                           | AGL CLO 23, Ltd.                                                        | CUSIP: 00120RAG0<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $301715.70    | 0.16%             | 2038-04-20      | Floating      | 11.57%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                           | AGL CLO 9, Ltd.                                                         | CUSIP: 001208AG2<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495154.25    | 0.26%             | 2037-04-20      | Floating      | 11.81%                | Yes           |                  3 | On Loan: No      |
| Lcm Ltd Partnership                    | LCM 39, Ltd.                                                            | CUSIP: 50204QAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    950000 | PA      | $912487.16    | 0.48%             | 2034-10-15      | Floating      | 11.63%                | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                       | Trinitas CLO XII, Ltd.                                                  | CUSIP: 89641NAC1<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | KY        |  11820000 | PA      | $6956753.20   | 3.68%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                       | Trinitas CLO X, Ltd.                                                    | CUSIP: 89640CAC6<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-O            | CORP              | KY        |  22900000 | PA      | $10955158.48  | 5.80%             |  |  |  | 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      | $227298.73    | 0.12%             | 2038-01-20      | Floating      | 10.62%                | Yes           |                  3 | On Loan: No      |
| Generate Clo Ltd.                      | Generate Clo 13, Ltd.                                                   | CUSIP: 370919AC6<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-O            | CORP              | JE        |   3000000 | PA      | $2234935.20   | 1.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| New Mountain Clo Ltd                   | New Mountain CLO 6, Ltd.                                                | CUSIP: 647909AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $30.00        | 0.00%             | 2037-10-15      | Fixed         | 12.92%                | Yes           |                  3 | On Loan: No      |
| Magnetite Clo Ltd                      | Magnetite XXII, Ltd.                                                    | CUSIP: 55954DAJ0<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1990194.60   | 1.05%             | 2036-07-15      | Floating      | 11.93%                | Yes           |                  3 | On Loan: No      |
| Ctm Clo Ltd                            | CTM CLO 2025-2, Ltd.                                                    | CUSIP: 12719NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 1.59%             | 2038-10-20      | Floating      | 5.65%                 | 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      | $244926.55    | 0.13%             | 2038-07-20      | Floating      | 11.54%                | Yes           |                  3 | On Loan: No      |
| Garnet Clo Ltd                         | Garnet CLO 3, Ltd.                                                      | CUSIP: 36626UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3500000.00   | 1.85%             | 2038-10-20      | Floating      | 4.95%                 | Yes           |                  3 | On Loan: No      |
| Apidos Clo Ltd                         | APIDOS CLO XLI, Ltd.                                                    | CUSIP: 03770EAJ0<br>LEI: 213800RGMG7DPJTR8V62 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $481790.20    | 0.25%             | 2037-10-20      | Floating      | 11.60%                | Yes           |                  3 | On Loan: No      |
| Menlo Clo                              | Menlo CLO I, Ltd.                                                       | CUSIP: 58682GAE7<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   3187500 | PA      | $2925199.35   | 1.55%             | 2038-01-20      | Floating      | 10.62%                | 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      | $2060921.81   | 1.09%             |  |  |  | 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      | $251730.45    | 0.13%             | 2038-04-15      | Floating      | 11.79%                | Yes           |                  3 | On Loan: No      |
| Generate Clo Ltd.                      | Generate CLO 14, Ltd.                                                   | CUSIP: 37149TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2030742.80   | 1.07%             | 2037-04-22      | Floating      | 11.07%                | 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      | $3236138.40   | 1.71%             |  |  |  | Yes           |                  3 | 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      | $2732050.53   | 1.45%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Abry Liquid Credit Clo Ltd             | Abry Liquid Credit CLO 2025-1, Ltd.                                     | CUSIP: 00383TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007027.20   | 1.59%             | 2038-10-20      | Floating      | 6.00%                 | Yes           |                  3 | On Loan: No      |
| Tstat 2022-1 Ltd                       | TSTAT 2022-1, Ltd.                                                      | CUSIP: 87289RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   5240000 | PA      | $5252376.36   | 2.78%             | 2037-07-20      | Floating      | 13.02%                | Yes           |                  3 | On Loan: No      |
| Aimco                                  | Aimco CLO 14, Ltd.                                                      | CUSIP: 00144FAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1751493.10   | 0.93%             | 2038-10-20      | Floating      | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Cifc Funding Ltd                       | CIFC Funding 2018-II, Ltd.                                              | CUSIP: 17180YAJ0<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $356486.55    | 0.19%             | 2037-10-20      | 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      | $956368.80    | 0.51%             | 2038-04-15      | Floating      | 10.79%                | Yes           |                  3 | On Loan: No      |
| Cedar Funding Ltd                      | Cedar Funding II CLO, Ltd.                                              | CUSIP: 15032VAL5<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4906652.00   | 2.60%             | 2038-07-22      | Floating      | 11.17%                | Yes           |                  3 | On Loan: No      |
| Agl Clo Ltd.                           | AGL CLO 37, Ltd.                                                        | CUSIP: 00121NAC7<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |    312500 | PA      | $300233.03    | 0.16%             | 2038-04-22      | Floating      | 10.54%                | 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      | $247076.60    | 0.13%             | 2037-07-21      | Floating      | 11.82%                | Yes           |                  3 | On Loan: No      |
| Sixth Street Clo Ltd.                  | Sixth Street CLO XX, Ltd.                                               | CUSIP: 83012RAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248511.98    | 0.13%             | 2038-07-17      | Floating      | 11.68%                | Yes           |                  3 | On Loan: No      |
| Goldentree Loan Management Us Clo, Ltd | GoldenTree Loan Management US CLO 24, Ltd.                              | CUSIP: 38139WAC7<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5035448.50   | 2.66%             | 2038-10-20      | Floating      | 11.28%                | 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      | $2652735.30   | 1.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Navesink Clo, Limited                  | Navesink Clo 3, Ltd.                                                    | CUSIP: 63943KAA1<br>LEI: 254900HE1XRTECV6VU64 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003457.80   | 1.59%             | 2037-07-15      | Floating      | 11.14%                | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                       | Trinitas CLO VI, Ltd.                                                   | CUSIP: 89641BAC7<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-O            | CORP              | KY        |  35421178 | PA      | $12734154.36  | 6.74%             |  |  |  | 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      | $1005701.70   | 0.53%             | 2038-04-20      | Floating      | 11.21%                | Yes           |                  3 | On Loan: No      |
| Menlo Clo                              | Menlo Clo II, Ltd.                                                      | CUSIP: 58681XAC5<br>LEI: 254900584QQ9TE467R16 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2805649.20   | 1.48%             | 2038-04-20      | Floating      | 10.84%                | Yes           |                  3 | On Loan: No      |
| Harriman Park Clo                      | Harriman Park CLO, Ltd.                                                 | CUSIP: 413718AN7<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245883.78    | 0.13%             | 2038-07-20      | Floating      | 12.08%                | 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      | $3042234.30   | 1.61%             | 2037-10-18      | Floating      | 9.58%                 | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                       | Trinitas CLO XXXI, Ltd.                                                 | CUSIP: 895973AA3<br>LEI: 254900Z3YHI8W31ZWI81 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1544995.65   | 0.82%             | 2038-01-22      | Floating      | 10.28%                | Yes           |                  3 | On Loan: No      |
| Mountain View Clo                      | Mountain View Clo XIX, Ltd.                                             | CUSIP: 623912AA0<br>LEI: 254900L6WFB2NIQTBG86 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5010627.00   | 2.65%             | 2038-10-17      | Floating      | 10.08%                | Yes           |                  3 | On Loan: No      |
| Trinitas Clo Ltd                       | Trinitas CLO IX, Ltd.                                                   | CUSIP: 89641KAE3<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | KY        |  13000000 | PA      | $936235.30    | 0.50%             |  |  |  | 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      | $249950.68    | 0.13%             | 2037-07-16      | Floating      | 12.23%                | Yes           |                  3 | On Loan: No      |
| N/A                                    | REVERSE REPO                                                            | CUSIP: RP85KAA51<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -2073000 | NS      | $-2073000.00  | -1.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldentree Loan Management Us Clo, Ltd | Goldentree Loan Management US CLO 1, Ltd.                               | CUSIP: 38136HAN9<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004189.70   | 0.53%             | 2034-04-20      | Floating      | 12.09%                | 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      | $163914.38    | 0.09%             | 2038-01-15      | Floating      | 11.43%                | 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      | $4344086.08   | 2.30%             | 2037-10-20      | Floating      | 10.72%                | Yes           |                  3 | On Loan: No      |
| Atlantic Avenue Ltd                    | Atlantic Avenue 2024-3, Ltd.                                            | CUSIP: 04822JAJ5<br>LEI: 254900YNF4JP0FNPPH69 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4079938.40   | 2.16%             | 2035-01-20      | Fixed         | 8.50%                 | Yes           |                  3 | On Loan: No      |
| Bbam Us Clo Ltd.                       | BBAM US CLO III, Ltd.                                                   | CUSIP: 054972AA2<br>LEI: 54930064Z7YZMOXBC128 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500000.00   | 1.32%             | 2038-10-15      | Floating      | 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      | $4578014.25   | 2.42%             | 2038-01-17      | Floating      | 10.42%                | Yes           |                  3 | On Loan: No      |
| Katayma Clo Ltd                        | Katayma CLO I, Ltd.                                                     | CUSIP: 48585KAA5<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3032309.88   | 1.60%             | 2036-10-20      | Floating      | 12.46%                | 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      | $452034.27    | 0.24%             | 2037-07-25      | Floating      | 9.32%                 | Yes           |                  3 | On Loan: No      |
| Magnetite Clo Ltd                      | Magnetite XLVII, Ltd.                                                   | CUSIP: 559917AC3<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3512729.85   | 1.86%             | 2038-01-25      | Floating      | 11.54%                | 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      | $2779867.19   | 1.47%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marble Point Clo Xxi Ltd.              | Marble Point CLO XXI, Ltd.                                              | CUSIP: 56606KAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    470000 | PA      | $467001.59    | 0.25%             | 2034-10-17      | Floating      | 9.56%                 | 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      | $1095974.55   | 0.58%             | 2037-10-20      | Floating      | 11.99%                | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** BLUEROCK HIGH INCOME INSTITUTIONAL CREDIT FUND

**Signature:** Simon Adamiyatt

**Name of Signer:** Simon Adamiyatt

**Title:** Treasurer