# EDGAR Filing Document

**Accession Number:** 0001737936
**File Stem:** 0001752724-25-182233
**Filing Date:** 2025-7
**Character Count:** 52958
**Document Hash:** 46e93af35b878b4692a16dbf81a46eb6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182233.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182233

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** City National Rochdale Strategic Credit Fund
- **CENTRAL INDEX KEY:** 0001737936

**ORGANIZATION NAME:**
- **EIN:** 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:** 251160063

**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:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $272398311.34

**Net Assets:** $272398311.34

**Cash Not Reported:** $1107757.27

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** -907.21274887 | **1-Year:** -15432.95030665 | **5-Year:** -26564.40932729 | **10-Year:** -7882.43725723 | **30-Year:** -73.74994863

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 4.12%                | -2.77%               | -2.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $9665309.65                                |
| Month 2  | $3544.32                 | $-20373525.41                              |
| Month 3  | $831415.23               | $-7051993.11                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GENERATE CLO LTD                         | GNRT 2024-15A SUB 7/20/37 SERIES: 24-15A CLASS: SUB                | CUSIP: 37148AAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $8310437.50   | 3.05%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $30000.00     | 0.01%             | 2031-10-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BARINGS CLO LTD                          | BARINGS CLO LTD 2020-IV SERIES: 20-4A CLASS: SUB                   | CUSIP: 06762DAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11811964 | PA      | $4676273.86   | 1.72%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $940543.50    | 0.35%             | 2029-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SOUNDS POINT CLO IV-R LTD SNDPT 2013-3RA E                         | CUSIP: 83610DAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $515066.00    | 0.19%             | 2031-04-18      | Floating      | 10.78%                | No            |                  2 | 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      | $522460.00    | 0.19%             | 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      | $2000.00      | 0.00%             | 2030-01-22      | Variable      | 0.00%                 | No            |                  3 | 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      | $6317755.92   | 2.32%             | 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      | $234150.00    | 0.09%             | 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      | $9171169.50   | 3.37%             | 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        |   8500000 | PA      | $290062.50    | 0.11%             | 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      |
| SOUND POINT CLO                          | SOUND POINT CLO LTD SERIES: 14-1RA CLASS: E                        | CUSIP: 83607GAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1437500 | PA      | $1055066.06   | 0.39%             | 2031-07-18      | Floating      | 0.00%                 | 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      | $4550000.00   | 1.67%             | 2030-10-15      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ARES CLO LTD                             | ARES CLO LTD SERIES: 21-62A CLASS: SUB                             | CUSIP: 00192XAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $705334.50    | 0.26%             | 2034-01-25      | Variable      | 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      |
| NEUBERGER BERMAN LOAN ADVISERS LLC       | NEUB 202455A SUB MTGE SERIES: 24-55A CLASS: SUB                    | CUSIP: 640982AE4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $745123.00    | 0.27%             | 2038-04-22      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EATON VANCE FEE                          | EATON VANCE FEE 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      | $76576.50     | 0.03%             | 2030-10-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NIAGARA PARK CLO LTD                     | NIAPK 2019-1A SUB MTGE SERIES: 19-1A CLASS: SUB                    | CUSIP: 65357KAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $438525.00    | 0.16%             | 2032-07-19      | Variable      | 0.00%                 | No            |                  2 | 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        |   1070000 | PA      | $353100.00    | 0.13%             | 2030-01-15      | 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      | $56070.00     | 0.02%             | 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      | $9600.00      | 0.00%             | 2031-04-21      | 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      | $22500.00     | 0.01%             | 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      | $398454.80    | 0.15%             | 2030-10-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| APIDOS CLO                               | APIDOS CLO XL SUBORDINATED NOTES                                   | CUSIP: 03769TAE1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $1731917.25   | 0.64%             | 2037-07-15      | Variable      | 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        |   3800000 | PA      | $3562621.60   | 1.31%             | 2029-04-15      | Floating      | 10.52%                | 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        |    253201 | PA      | $205509.36    | 0.08%             | 2029-07-20      | Floating      | 11.58%                | 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      | $1629538.80   | 0.60%             | 2030-10-15      | Floating      | 10.72%                | 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      | $191117.25    | 0.07%             | 2031-01-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD          | BENEFIT STREET PARTNERS CLO XXXVI LTD SERIES: 24-36A CLASS: SUB    | CUSIP: 081920AE0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5125440.00   | 1.88%             | 2038-01-25      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| LCM LTD.                                 | LCM XXIII LTD LCM 23A D                                            | CUSIP: 52111RAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $352928.00    | 0.13%             | 2029-10-20      | Floating      | 11.58%                | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                   | MAGNETITE XL LTD MAGNE 2024-40A F                                  | CUSIP: 55955VAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484560.00    | 0.18%             | 2037-07-15      | Floating      | 10.76%                | Yes           |                  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        |   3000000 | PA      | $1655664.00   | 0.61%             | 2030-07-22      | Variable      | 0.00%                 | No            |                  3 | 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      | $1169680.00   | 0.43%             | 2031-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SHACKLETON CLO LTD                       | SHACKLETON 2014-V-R CLO LTD SHACK 2014-5RA E                       | CUSIP: 81881NAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $1969821.00   | 0.72%             | 2031-05-07      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                         | FLAT 2024-2A SUB MTGE SERIES: 24-2A CLASS: SUB                     | CUSIP: 33883YAE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  15500000 | PA      | $11594480.50  | 4.26%             | 2037-10-17      | Variable      | 0.00%                 | Yes           |                  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      | $2876250.00   | 1.06%             | 2030-07-15      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                   | MAGNETITE CLO LTD SERIES: 24-40A CLASS: SUB                        | CUSIP: 55955VAE0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  20136000 | PA      | $14026576.51  | 5.15%             | 2037-07-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MP CLO LTD                               | MP CLO III LTD MP3 2013-1A ER                                      | CUSIP: 55320QAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $905030.00    | 0.33%             | 2030-10-20      | Floating      | 10.99%                | 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        |  10685000 | PA      | $7294157.99   | 2.68%             | 2034-10-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MILOS CLO, LTD                           | MILOS CLO 2017-1A SUB SERIES: 17-1A CLASS: F                       | CUSIP: 60162QAB6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $357861.00    | 0.13%             | 2030-10-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC       | NEUB 2023-53A SUB MTGE MATU- 10/24/2037                            | CUSIP: 64135LAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $3493552.60   | 1.28%             | 2032-10-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GENERATE CLO LTD                         | GENERATE 2024-16A SUB EXE SERIES: 24-16A CLASS: SUB                | CUSIP: 37149WAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1818747.50   | 0.67%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SOUND POINT CLO VIII-R LTD SNDPT 2015-1RA E                        | CUSIP: 83607KAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $858380.00    | 0.32%             | 2030-04-15      | Floating      | 11.12%                | 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      | $22173.00     | 0.01%             | 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      | $35625.00     | 0.01%             | 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      | $269045.00    | 0.10%             | 2031-08-15      | Floating      | 12.45%                | 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      | $214534.50    | 0.08%             | 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        |   9500000 | PA      | $3049984.50   | 1.12%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | 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        |   3900000 | PA      | $3121677.00   | 1.15%             | 2031-04-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| VOYA CLO                                 | VOYA CLO 2017-1 LTD VOYA 2017-1A D                                 | CUSIP: 92916NAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1483494.00   | 0.54%             | 2030-04-17      | Floating      | 10.64%                | 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      | $3263316.60   | 1.20%             | 2031-04-17      | Floating      | 9.94%                 | No            |                  2 | 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        |   3250000 | PA      | $2702540.75   | 0.99%             | 2030-08-15      | Floating      | 10.89%                | 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        |   1032000 | PA      | $433440.00    | 0.16%             | 2030-10-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FLATIRON CLO LTD                         | FLAT 2024-2A F MTGE SERIES: 24-2A CLASS: F                         | CUSIP: 33883YAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1538372.55   | 0.56%             | 2037-10-17      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO LTD                       | CARLYLE GLOBAL MARKET STRATEGIES SERIES: 2017-5A CLASS: SUB        | CUSIP: 14316RAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $270000.00    | 0.10%             | 2030-01-22      | 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      | $291211.50    | 0.11%             | 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      | $4711884.00   | 1.73%             | 2034-10-23      | Variable      | 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        |  18962500 | PA      | $6902084.53   | 2.53%             | 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      | $2736971.60   | 1.00%             | 2033-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SNDPT 2025-2A SUB MTGE SERIES: 25-2A CLASS: SUB                    | CUSIP: 83617RAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14100000 | PA      | $8784553.80   | 3.22%             | 2038-04-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO LTD                              | EATON VANCE CDO LTD SERIES: 22-1A CLASS: SUB                       | CUSIP: 871978AC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2285000 | PA      | $1431943.24   | 0.53%             | 2033-04-22      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $1260158.00   | 0.46%             | 2035-07-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APIDOS CLO                               | APIDOS CLO XXXII SERIES: 19-32A CLASS: ER                          | CUSIP: 03768QAU2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $739875.00    | 0.27%             | 2033-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCM LIMITED PARTNERSHIP                  | LCM XV LP LCM 15A ER                                               | CUSIP: 50185AAG4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $3443575.25   | 1.26%             | 2030-07-20      | Floating      | 11.03%                | No            |                  2 | 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        |   1080500 | PA      | $1048860.80   | 0.39%             | 2031-01-25      | Floating      | 9.69%                 | 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      | $7471850.25   | 2.74%             | 2035-07-20      | Variable      | 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      | $1804000.00   | 0.66%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MIDOCEAN CREDIT CLO                      | MIDOCEAN CREDIT CLO IX MIDO 2018-9A E                              | CUSIP: 59802NAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $746113.50    | 0.27%             | 2031-07-20      | Floating      | 10.58%                | No            |                  2 | 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      | $1944195.75   | 0.71%             | 2031-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                      | ELMWOOD WAREHOUSE MARIGOLD LTD WAREHOUSE PREFERENCE SHARE          | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1125000 | PA      | $1129969.50   | 0.41%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | MAGNETITE XLIX WAREHOUSE WAREHOUSE PREFERENCE SHARE                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $407055.82    | 0.15%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                            | AIMCO CLO 21 LTD AIMCO 2024-21A F                                  | CUSIP: 00901XAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1180355.38   | 0.43%             | 2037-04-18      | Floating      | 10.77%                | Yes           |                  2 | On Loan: No      |
| N/A                                      | ELMWOOD WAREHOUSE MARIGOLD LTD WAREHOUSE PREFERENCE SHARE          | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1125000 | PA      | $1128098.87   | 0.41%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                         | FLATRON CLO LTD 0.00001% 4/15/2038                                 | CUSIP: 33882NAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1270048.50   | 0.47%             | 2038-04-15      | Variable      | 0.00%                 | Yes           |                  2 | 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      | $518466.25    | 0.19%             | 2034-07-20      | Variable      | 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      | $3146260.75   | 1.16%             | 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      | $1221591.00   | 0.45%             | 2031-06-15      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| UPLAND CLO LTD                           | UPLAND CLO LTD SERIES: 21-46A CLASS: SUB                           | CUSIP: 915324AC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $351985.00    | 0.13%             | 2028-04-20      | Variable      | 0.00%                 | No            |                  3 | 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        |   2964000 | PA      | $1378674.96   | 0.51%             | 2038-01-22      | 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      |
| CARLYLE US CLO LTD                       | CGMS 2017-2A SUB MTGE PREFERRED STOCK                              | CUSIP: 14315KAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  12750000 | PA      | $2167500.00   | 0.80%             | 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      | $3402.16      | 0.00%             | 2031-07-21      | Variable      | 0.00%                 | No            |                  3 | 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      | $45611.93     | 0.02%             | 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        |   5971000 | PA      | $2386543.02   | 0.88%             | 2032-12-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM LTD.                                 | LCM XXV LTD LCM 25A E                                              | CUSIP: 50181KAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $570894.00    | 0.21%             | 2030-07-20      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| RR LTD                                   | RR3 (FKA ALM XIV LTS) PREFERRED SHARES                             | CUSIP: 74988M201<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $72990.00     | 0.03%             | 2030-01-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| AIMCO CLO LTD                            | EATON VANCE CDO LTD SERIES: 24-21A CLASS: SUB                      | CUSIP: 00901XAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  10750000 | PA      | $7337735.00   | 2.69%             | 2037-04-20      | Variable      | 0.00%                 | Yes           |                  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      | $2280372.00   | 0.84%             | 2031-07-26      | Floating      | 10.54%                | 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      | $3219484.00   | 1.18%             | 2031-04-15      | Floating      | 10.27%                | 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      |
| 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      | $1981543.25   | 0.73%             | 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      | $155000.00    | 0.06%             | 2034-04-17      | 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        |   3500000 | PA      | $2429689.50   | 0.89%             | 2031-01-21      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| LCM LTD.                                 | LCM XXII LTD LCM 22A DR                                            | CUSIP: 50189HAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1069177.50   | 0.39%             | 2028-10-20      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| EATON VANCE CLO LTD                      | EATON VANCE CDO LTD SERIES: 20-1A CLASS: SUB                       | CUSIP: 278301AC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6920000 | PA      | $3479597.44   | 1.28%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $250000.00    | 0.09%             | 2031-05-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PALMER SQUARE CLO                        | PALMER SQUARE CLO 2023-1 LTD PLMRS 2023-1A ER                      | CUSIP: 69702UAE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007059.00   | 0.37%             | 2038-01-20      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO                          | SOUND POINT CLO II LTD SNDPT 2013-1A B2R                           | CUSIP: 83608FAH1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    599000 | PA      | $492018.60    | 0.18%             | 2031-01-26      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| SHACKLETON CLO LTD                       | SHACKLETON 2013-IV-R CLO LTD SHACK 2013-4RA D                      | CUSIP: 81882GAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1302142.50   | 0.48%             | 2031-04-13      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| AIG CLO                                  | EATON VANCE CDO LTD SERIES: 19-2A CLASS: SUB                       | CUSIP: 00140EAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2401077.00   | 0.88%             | 2032-10-25      | 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      | $778766.00    | 0.29%             | 2032-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FLATIRON CLO LTD                         | FLATIRON CLO 23 LLC SERIES: 23-1A CLASS: SUB                       | CUSIP: 33883DAN4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $846125.50    | 0.31%             | 2036-04-17      | Variable      | 0.00%                 | Yes           |                  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        |  11505000 | PA      | $8213534.55   | 3.02%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $1657.60      | 0.00%             | 2029-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.        | OCTAGON INVESTMENT PARTNERS 18-R LTD OCT18 2018-18A D              | CUSIP: 67576HAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476613.00    | 0.17%             | 2031-04-16      | Floating      | 10.03%                | No            |                  2 | 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      | $5545264.00   | 2.04%             | 2037-01-21      | 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        |  12980000 | PA      | $6356370.90   | 2.33%             | 2034-03-20      | 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        |   3125000 | PA      | $2936818.75   | 1.08%             | 2030-07-15      | Floating      | 9.92%                 | 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      |
| AIMCO CLO LTD                            | AIMCO CLO 17 LTD AIMCO 2022-17A FR                                 | CUSIP: 00889KAJ0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |    502250 | PA      | $473420.85    | 0.17%             | 2037-07-20      | Floating      | 10.77%                | Yes           |                  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      | $6543092.50   | 2.40%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  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      | $132704.50    | 0.05%             | 2037-07-17      | 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      | $2116.80      | 0.00%             | 2026-08-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                      | MAGNETITE XLIX WAREHOUSE WAREHOUSE PREFERENCE SHARE                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $405035.22    | 0.15%             | N/A             | None          | 0.00%                 | No            |                  2 | 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      | $209911.50    | 0.08%             | 2034-04-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                      | MAGNETITE XLIX WAREHOUSE WAREHOUSE PREFERENCE SHARE                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1218136.57   | 0.45%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI US CLO LTD             | BLUEMOUNTAIN CLO LTD PREFERRED STOCK                               | CUSIP: 09628HAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4225000 | PA      | $264062.50    | 0.10%             | 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        |   3400000 | PA      | $3300556.80   | 1.21%             | 2030-01-22      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                  | DRYDEN 64 CLO LTD DRSLF 2018-64A E                                 | CUSIP: 26251MAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $474163.00    | 0.17%             | 2031-04-18      | Floating      | 10.13%                | No            |                  2 | 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      | $43324.50     | 0.02%             | 2025-04-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MIDOCEAN CREDIT CLO                      | MIDO 2018 - 9A INC MTGE PREFERRED STOCK                            | CUSIP: 59802NAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $75.00        | 0.00%             | 2031-07-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OHA CREDIT PARTNERS LTD                  | OHA CREDIT PARTNERS VII LTD OAKC 2012-7A ER4                       | CUSIP: 67102UAK5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496125.50    | 0.18%             | 2038-02-20      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| N/A                                      | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                       | CUSIP: 783965593<br>LEI: N/A | Long             | STIV             | RF                | US        |  22772285 | NS      | $22772285.16  | 8.36%             |  |  |  | No            |                  1 | 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        |   3250000 | PA      | $1392192.75   | 0.51%             | 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        |   3062500 | PA      | $2324838.69   | 0.85%             | 2030-07-25      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

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

**Signature:** Faria Adam

**Name of Signer:** Faria Adam

**Title:** Compliance