NPORT-P false 0001892443 XXXXXXXX Bluerock High Income Institutional Credit Fund 811-23772 0001892443 549300NUPYRXGQG2GP38 919 Third Avenue 40th Floor NEW YORK 10022 8448198287 Bluerock High Income Institutional Credit Fund 549300NUPYRXGQG2GP38 2026-09-30 2026-03-31 N 227594826.37 48722587.59 178872238.78 0.00000000 0.00000000 41214000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Ab Bsl Clo Ltd N/A 00039PAA7 3000000.00000000 PA USD 2924466.00000000 1.634946831294 Long ABS-CBDO CORP KY Y 3 2039-01-15 Floating 9.27000000 N N N N N N Agl Clo Ltd. N/A 00091RAJ9 1125000.00000000 PA USD 1072588.50000000 0.599639445067 Long ABS-CBDO CORP JE Y 3 2037-10-20 Floating 11.33800000 N N N N N N Agl Clo Ltd. 54930001FXLJVDHJU506 00118YAG9 1125000.00000000 PA USD 1081027.13000000 0.604357130750 Long ABS-CBDO CORP JE Y 3 2037-01-20 Floating 10.68800000 N N N N N N Agl Clo 3 Ltd. 549300LS0REDUXQSHW18 00119NAG2 300000.00000000 PA USD 293983.80000000 0.164354067464 Long ABS-CBDO CORP KY Y 3 2038-04-15 Floating 11.17200000 N N N N N N Agl Clo 6 Ltd 5493008ZSC34VKNPZN79 00119WAJ6 290000.00000000 PA USD 269624.60000000 0.150735855848 Long ABS-CBDO CORP KY Y 3 2038-04-20 Floating 11.62800000 N N N N N N Agl Clo Ltd. 549300U1G1VA46DEO184 001208AG2 500000.00000000 PA USD 484764.50000000 0.271011590902 Long ABS-CBDO CORP KY Y 3 2037-04-20 Floating 11.15800000 N N N N N N Agl Clo Ltd. 54930001FYWQPYWEPQ30 00120RAG0 300000.00000000 PA USD 294110.10000000 0.164424676521 Long ABS-CBDO CORP KY Y 3 2038-04-20 Floating 10.91800000 N N N N N N Agl Clo Ltd. N/A 00121CAC1 250000.00000000 PA USD 241731.25000000 0.135141848533 Long ABS-CBDO CORP KY Y 3 2037-07-21 Floating 11.17000000 N N N N N N Agl Clo Ltd. 254900FQ0489DHYW7509 00121EAC7 237500.00000000 PA USD 231855.58000000 0.129620773788 Long ABS-CBDO CORP KY Y 3 2037-07-21 Floating 11.34000000 N N N N N N Agl Clo Ltd. 254900KKYZC78Z944L27 00121KAC3 250000.00000000 PA USD 244075.00000000 0.136452141296 Long ABS-CBDO CORP KY Y 3 2038-01-22 Floating 11.33900000 N N N N N N Agl Clo Ltd. 254900AZNZG3U1TNSN78 00121NAC7 312500.00000000 PA USD 293340.00000000 0.163994145766 Long ABS-CBDO CORP KY Y 3 2038-04-22 Floating 9.87900000 N N N N N N Agl Clo Ltd. N/A 00121YAC3 1000000.00000000 PA USD 980299.00000000 0.548044239109 Long ABS-CBDO CORP KY Y 3 2038-04-20 Floating 10.66800000 N N N N N N Abry Liquid Credit Clo Ltd N/A 00384BAA9 3000000.00000000 PA USD 2910417.00000000 1.627092622002 Long ABS-CBDO CORP KY Y 3 2039-04-20 Floating 8.57200000 N N N N N N Abry Liquid Credit Clo Ltd N/A 003945AA0 3000000.00000000 PA USD 2925018.00000000 1.635255431446 Long ABS-CBDO CORP KY Y 3 2039-01-15 Floating 9.53500000 N N N N N N Agl Clo Ltd. 254900AMSJHVKQ5QFA09 00792TAC2 237500.00000000 PA USD 234160.28000000 0.130909235327 Long ABS-CBDO CORP KY Y 3 2038-07-22 Floating 11.00900000 N N N N N N Agl Clo Ltd. 254900LDCU83O7QV9777 00852LAB8 237500.00000000 PA USD 234903.18000000 0.131324559698 Long ABS-CBDO CORP KY Y 3 2038-01-21 Floating 11.09000000 N N N N N N Apex Credit Clo Llc 213800V47GF24QSFBA63 03753EAL6 450000.00000000 PA USD 446164.65000000 0.249432026480 Long ABS-CBDO CORP KY Y 3 2037-07-25 Floating 8.66800000 N N N N N N Apidos Clo 213800RGMG7DPJTR8V62 03770EAJ0 500000.00000000 PA USD 471766.50000000 0.263744951825 Long ABS-CBDO CORP JE Y 3 2037-10-20 Floating 10.93800000 N N N N N N Apidos Clo 254900GQACQ28T9VX243 03771CAE4 3000000.00000000 PA USD 2643498.00000000 1.477869354143 Long ABS-O CORP KY Y 3 N N N Apidos Clo 2549007IRDJIM26V8J63 03771LAC8 250000.00000000 PA USD 237023.75000000 0.132510081842 Long ABS-CBDO CORP KY Y 3 2038-01-20 Floating 10.60800000 N N N N N N Apidos Clo 254900K0UHSUBZXUMR56 03771PAC9 500000.00000000 PA USD 465322.00000000 0.260142100961 Long ABS-CBDO CORP JE Y 3 2038-01-20 Floating 9.70800000 N N N N N N Apidos Clo 5493000BLHDFQUOR8F12 037977AJ4 500000.00000000 PA USD 486407.00000000 0.271929844070 Long ABS-CBDO CORP JE Y 3 2038-07-26 Floating 10.83800000 N N N N N N Arini Us Clo Limited 254900RLGVSRR5ZHHW52 03990MAA5 8700000.00000000 PA USD 8432692.50000000 4.714366274786 Long ABS-CBDO CORP KY Y 3 2039-01-15 Floating 9.17000000 N N N N N N Ares Clo Ltd N/A 04020NAA5 1000000.00000000 PA USD 989253.00000000 0.553050046640 Long ABS-CBDO CORP KY Y 3 2037-04-20 Floating 10.36800000 N N N N N N Arini Us Clo Limited 254900RPWXD20B0D2E70 04040DAA3 2000000.00000000 PA USD 1975296.00000000 1.104305516312 Long ABS-CBDO CORP KY Y 3 2039-04-15 Floating 6.00000000 N N N N N N Bain Capital Credit Clo, Limited 254900I37RDDKARGQN22 05685TAC1 5000000.00000000 PA USD 4450695.00000000 2.488197738428 Long ABS-O CORP JE Y 3 N N N Bain Capital Credit Clo, Limited 254900SOM2S14IE3BZ76 05685UAC8 4000000.00000000 PA USD 2917320.00000000 1.630951801071 Long ABS-O CORP KY Y 3 N N N Barrow Hanley Clo Ltd N/A 06875TAG0 6000000.00000000 PA USD 5828838.00000000 3.258659946202 Long ABS-CBDO CORP KY Y 3 2038-03-31 Floating 9.06800000 N N N N N N Benefit Street Partners Clo Ltd 2549009YX7JH1CA3SZ28 08183HAA2 250000.00000000 PA USD 243647.75000000 0.136213283660 Long ABS-CBDO CORP KY Y 3 2038-07-25 Floating 8.56800000 N N N N N N Benefit Street Partners Clo Ltd N/A 081920AC4 250000.00000000 PA USD 239799.75000000 0.134062027531 Long ABS-CBDO CORP KY Y 3 2038-01-25 Floating 11.91800000 N N N N N N Birch Grove Clo Ltd. 254900VS6E4BD1HWHW18 09077XAA4 1000000.00000000 PA USD 992845.00000000 0.555058183858 Long ABS-CBDO CORP KY Y 3 2037-10-22 Floating 9.91900000 N N N N N N Birch Grove Clo Ltd. N/A 09090NAC5 250000.00000000 PA USD 245137.25000000 0.137046000917 Long ABS-CBDO CORP KY Y 3 2038-04-22 Floating 10.66900000 N N N N N N Birch Grove Clo Ltd. N/A 090985AE2 845000.00000000 PA USD 830360.38000000 0.464219817263 Long ABS-CBDO CORP KY Y 3 2037-10-20 Floating 10.41800000 N N N N N N Blue Owl Bsl Clo Ltd N/A 09580PAA1 4000000.00000000 PA USD 3862540.00000000 2.159384835983 Long ABS-CBDO CORP KY Y 3 2039-01-20 Floating 9.26900000 N N N N N N Bryant Park Funding Ltd N/A 11765GAA4 2500000.00000000 PA USD 2433967.50000000 1.360729600412 Long ABS-CBDO CORP KY Y 3 2039-01-22 Floating 9.36000000 N N N N N N Bryant Park Funding Ltd 391200IOZVIDW3YK6P85 11765YAA5 2000000.00000000 PA USD 1961458.00000000 1.096569268310 Long ABS-CBDO CORP KY Y 3 2038-04-20 Floating 9.01800000 N N N N N N Cifc Funding Ltd N/A 12567XAJ6 1000000.00000000 PA USD 986051.00000000 0.551259942138 Long ABS-CBDO CORP KY Y 3 2035-07-16 Floating 10.67100000 N N N N N N Ctm Clo Ltd N/A 12719BAA0 1500000.00000000 PA USD 1437912.00000000 0.803876560056 Long ABS-CBDO CORP KY Y 3 2039-04-15 Floating 8.96100000 N N N N N N Ctm Clo Ltd N/A 12719BAC6 9000000.00000000 PA USD 8938746.00000000 4.997279656679 Long ABS-O CORP KY Y 3 N N N Ctm Clo Ltd 254900KXN2P7HDYVVW84 12719QAA7 250000.00000000 PA USD 247224.25000000 0.138212755476 Long ABS-CBDO CORP KY Y 3 2038-07-15 Floating 10.42200000 N N N N N N Canyon Capital Clo Ltd 2549001KZI4SL4Y7BH27 13877HAC9 250000.00000000 PA USD 238154.75000000 0.133142376717 Long ABS-CBDO CORP KY Y 3 2038-10-15 Floating 11.81900000 N N N N N N Canyon Capital Clo Ltd 2549003XZO020J9AAJ87 138920AC7 250000.00000000 PA USD 245462.75000000 0.137227974376 Long ABS-CBDO CORP KY Y 3 2038-04-15 Floating 11.17200000 N N N N N N Cedar Funding Ltd 254900Q56WTD2BRLBE32 15032VAL5 4736842.11000000 PA USD 4652587.90000000 2.601067628902 Long ABS-CBDO CORP KY Y 3 2038-07-22 Floating 10.74900000 N N N N N N Crown City Clo I 549300K60T4GC7BSX929 22823TAG0 2000000.00000000 PA USD 1897282.00000000 1.060691146340 Long ABS-CBDO CORP KY Y 3 2038-07-20 Floating 10.25800000 N N N N N N Davis Park Clo N/A 239088AL1 250000.00000000 PA USD 239593.25000000 0.133946582004 Long ABS-CBDO CORP JE Y 3 2038-07-20 Floating 11.40800000 N N N N N N Eldridge Clo Ltd N/A 284915AA3 2000000.00000000 PA USD 1958804.00000000 1.095085527726 Long ABS-CBDO CORP KY Y 3 2038-10-20 Floating 9.22000000 N N N N N N Elevation Clo Ltd 549300JPI8D017HI2768 28623TAL8 250000.00000000 PA USD 222909.50000000 0.124619393998 Long ABS-CBDO CORP KY Y 3 2038-01-20 Floating 9.96800000 N N N N N N Elmwood Clo 35 Ltd N/A 29004RAA3 3000000.00000000 PA USD 2964231.00000000 1.657177782431 Long ABS-CBDO CORP KY Y 3 2037-10-18 Floating 8.91800000 N N N N N N Elmwood Clo 37 Ltd N/A 29004WAC8 1000000.00000000 PA USD 983714.00000000 0.549953423018 Long ABS-CBDO CORP KY Y 3 2038-01-17 Floating 9.66800000 N N N N N N Fortress Credit Bsl Limited 254900NTUP17SJ2ZXU57 34967EAA7 3000000.00000000 PA USD 2977398.00000000 1.664538902351 Long ABS-CBDO CORP KY Y 3 2038-10-15 Floating 9.57200000 N N N N N N Garnet Clo Ltd N/A 36626EAA5 2900000.00000000 PA USD 2833830.70000000 1.584276419486 Long ABS-CBDO CORP KY Y 3 2038-10-20 Floating 9.33100000 N N N N N N Kennedy Lewis Clo Ltd 549300OHYOREA2V0F579 370919AC6 3000000.00000000 PA USD 2634033.00000000 1.472577867848 Long ABS-O CORP JE Y 3 N N N Kennedy Lewis Clo Ltd 213800BPDOIOZQRIM719 37148AAC6 3000000.00000000 PA USD 2280087.00000000 1.274701438049 Long ABS-O CORP JE Y 3 N N N Kennedy Lewis Clo Ltd 549300OHYOREA2V0F579 37149TAA8 2000000.00000000 PA USD 1983484.00000000 1.108883085227 Long ABS-CBDO CORP KY Y 3 2037-04-22 Floating 10.42100000 N N N N N N Kennedy Lewis Clo Ltd 213800SVSEDOQON7JV18 37149WAA1 3875000.00000000 PA USD 3794775.88000000 2.121500745941 Long ABS-CBDO CORP KY Y 3 2037-07-20 Floating 9.81800000 N N N N N N Goldentree Loan Management Us Clo1, Ltd 984500CF2B1A04F63R63 38139NAC7 1000000.00000000 PA USD 981605.00000000 0.548774369178 Long ABS-CBDO CORP JE Y 3 2037-07-20 Floating 11.40800000 N N N N N N Goldentree Loan Management Us Clo1, Ltd 254900PS1VHPJR2OTF82 38139WAC7 5000000.00000000 PA USD 4907875.00000000 2.743787987154 Long ABS-CBDO CORP KY Y 3 2038-10-20 Floating 10.66800000 N N N N N N Green Lakes Park Clo Llc N/A 39310AAQ3 500000.00000000 PA USD 490605.00000000 0.274276770585 Long ABS-CBDO CORP US Y 3 2038-01-25 Floating 10.91800000 N N N N N N Greenacre Park Clo Llc N/A 39355WAQ1 200000.00000000 PA USD 188294.00000000 0.105267313298 Long ABS-CBDO CORP KY Y 3 2038-07-20 Floating 11.12800000 N N N N N N Halseypoint Clo I, Ltd. 5493000LI3XMVBCJEF82 40638MAJ6 250000.00000000 PA USD 228785.00000000 0.127904140721 Long ABS-CBDO CORP JE Y 3 2038-07-20 Floating 13.17800000 N N N N N N Harriman Park Clo 549300BI9STOGTECXV18 413718AN7 250000.00000000 PA USD 239950.75000000 0.134146445326 Long ABS-CBDO CORP KY Y 3 2038-07-20 Floating 11.41800000 N N N N N N Higley Park Clo Ltd 213800CD95HT8UXDOH68 43128VAC2 250000.00000000 PA USD 239356.00000000 0.133813945435 Long ABS-CBDO CORP KY Y 3 2038-07-24 Floating 10.77800000 N N N N N N Kkr Financial Clo Ltd N/A 481940AJ3 500000.00000000 PA USD 462760.00000000 0.258709793736 Long ABS-CBDO CORP KY Y 3 2037-10-20 Floating 11.49800000 N N N N N N Kkr Financial Clo Ltd 2549004455SHSW372E02 48254RAG7 200000.00000000 PA USD 196019.80000000 0.109586485492 Long ABS-CBDO CORP KY Y 3 2038-04-20 Floating 11.16800000 N N N N N N Kkr Financial Clo Ltd 254900EAKW6RIW3QK367 48256WAE9 175000.00000000 PA USD 160666.63000000 0.089822004295 Long ABS-CBDO CORP KY Y 3 2038-01-15 Floating 10.78200000 N N N N N N Kkr Financial Clo Ltd 2549008CBUAUVDY6GO78 48257GAC7 250000.00000000 PA USD 239286.25000000 0.133774951122 Long ABS-CBDO CORP KY Y 3 2038-07-20 Floating 10.92800000 N N N N N N Kkr Financial Clo Ltd 254900MVMXSUCJ0ZEV03 49835NAC1 200000.00000000 PA USD 183768.80000000 0.102737462925 Long ABS-CBDO CORP KY Y 3 2038-01-15 Floating 10.82200000 N N N N N N Lcm Ltd Partnership 549300EGR9FOWDWS1239 50204QAJ0 950000.00000000 PA USD 901269.75000000 0.503862285252 Long ABS-CBDO CORP JE Y 3 2034-10-15 Floating 10.98200000 N N N N N N Lake George Park Clo Ltd N/A 509828AC3 300000.00000000 PA USD 294155.70000000 0.164450169577 Long ABS-CBDO CORP KY Y 3 2038-04-15 Floating 10.67200000 N N N N N N Madison Park Funding Ltd N/A 55819EAG9 250000.00000000 PA USD 243806.75000000 0.136302173921 Long ABS-CBDO CORP KY Y 3 2037-07-23 Floating 11.57100000 N N N N N N Madison Park Funding Ltd 549300FFTJ3WPTJK8589 55822HAJ1 250000.00000000 PA USD 244402.25000000 0.136635093107 Long ABS-CBDO CORP KY Y 3 2037-07-16 Floating 11.58100000 N N N N N N Madison Park Funding Ltd N/A 55822JAG3 250000.00000000 PA USD 245053.25000000 0.136999040025 Long ABS-CBDO CORP KY Y 3 2034-07-27 Floating 11.53000000 N N N N N N Madison Park Xliv N/A 55822TAC0 250000.00000000 PA USD 243541.50000000 0.136153883722 Long ABS-CBDO CORP KY Y 3 2037-07-16 Floating 11.57100000 N N N N N N Magnetite Clo Ltd 549300XSCWZTP19VRZ67 55955JAG2 750000.00000000 PA USD 746757.00000000 0.417480658314 Long ABS-CBDO CORP KY Y 3 2037-07-15 Floating 11.42200000 N N N N N N Magnetite Clo Ltd 5299008QF7XUGQ5EZC63 55955YAC8 500000.00000000 PA USD 484735.50000000 0.270995378213 Long ABS-CBDO CORP KY Y 3 2038-01-25 Floating 10.06800000 N N N N N N Magnetite Clo Ltd 529900IK6R4NURGLMB37 55956DAC3 950000.00000000 PA USD 931819.85000000 0.520941570562 Long ABS-CBDO CORP KY Y 3 2038-04-15 Floating 10.17200000 N N N N N N Magnetite Clo Ltd 549300M0875JBMUL0W79 559914AG1 250000.00000000 PA USD 243616.00000000 0.136195533561 Long ABS-CBDO CORP KY Y 3 2038-07-25 Floating 10.84800000 N N N N N N Market Street Clo Ltd N/A 57065CAC9 2000000.00000000 PA USD 1163662.00000000 0.650554836198 Long ABS-O CORP KY Y 3 N N N Menlo Clo 254900584QQ9TE467R16 58681XAC5 3000000.00000000 PA USD 2747103.00000000 1.535790583679 Long ABS-CBDO CORP KY Y 3 2038-04-20 Floating 10.17800000 N N N N N N Menlo Clo 2549005RHPY3C68SIP61 58682GAA5 1100000.00000000 PA USD 1076319.20000000 0.601725123664 Long ABS-CBDO CORP KY Y 3 2038-01-20 Floating 9.91800000 N N N N N N Menlo Clo 2549005RHPY3C68SIP61 58682GAE7 3187500.00000000 PA USD 2869776.38000000 1.604372148284 Long ABS-CBDO CORP KY Y 3 2038-01-20 Floating 9.96800000 N N N N N N Menlo Clo 254900SSGUF4LVDEDB34 58682PAA5 3000000.00000000 PA USD 2923296.00000000 1.634292733147 Long ABS-CBDO CORP KY Y 3 2038-10-16 Floating 9.24400000 N N N N N N Menlo Clo 254900IC8WYKXV232M24 58682RAC7 2750000.00000000 PA USD 2484234.50000000 1.388831781244 Long ABS-CBDO CORP KY Y 3 2039-03-20 Floating 9.06000000 N N N N N N Navesink Clo, Limited 254900V88NPZZJ3OTO41 638967AA7 4000000.00000000 PA USD 3873548.00000000 2.165538949151 Long ABS-CBDO CORP KY Y 3 2039-03-31 Floating 6.10000000 N N N N N N Navesink Clo, Limited 254900HNRWNLGN0X1N35 63942YBA1 4500000.00000000 PA USD 4433364.00000000 2.478508699973 Long ABS-CBDO CORP KY Y 3 2036-01-15 Fixed 9.25000000 N N N N N N Navesink Clo, Limited 254900NULUM27L7QZU33 63943UAA9 2000000.00000000 PA USD 1959720.00000000 1.095597625079 Long ABS-CBDO CORP KY Y 3 2037-10-15 Floating 10.16800000 N N N N N N Navesink Clo, Limited 254900KT4N5U5O7X0820 63944BAA0 3000000.00000000 PA USD 2913213.00000000 1.628655748857 Long ABS-CBDO CORP KY Y 3 2037-04-15 Floating 6.37000000 N N N N N N New Mountain Clo Ltd 5493000BYT2KQ1EMLL07 647909AC4 3000000.00000000 PA USD 2641062.00000000 1.476507488257 Long ABS-O CORP KY Y 3 N N N New Mountain Clo Ltd 5493000BYT2KQ1EMLL07 647909AE0 300000.00000000 PA USD 30.00000000 0.000016771747 Long ABS-CBDO CORP KY Y 3 2037-10-15 Fixed 12.92000000 N N N N N N Niagara Park Clo, Ltd. N/A 65357KAG2 4500000.00000000 PA USD 4458726.00000000 2.492687535198 Long ABS-CBDO CORP KY Y 3 2038-01-17 Floating 9.76800000 N N N N N N Niagara Park Clo, Ltd. N/A 65357KAH0 250000.00000000 PA USD 236954.75000000 0.132471506823 Long ABS-CBDO CORP KY Y 3 2038-01-17 Floating 10.82800000 N N N N N N Obra Clo Ltd 254900IXPSGZDGZO2P84 67443CAA5 2879000.00000000 PA USD 2831156.78000000 1.582781542462 Long ABS-CBDO CORP KY Y 3 2038-01-20 Floating 10.41800000 N N N N N N Ocean Trails Clo Ix 549300LD2JF1INLMST94 67515YAJ1 1000000.00000000 PA USD 900578.00000000 0.503475556711 Long ABS-CBDO CORP KY Y 3 2038-01-15 Floating 11.35200000 N N N N N N Park Blue Clo Ltd 213800H9UFJ6SS8AMF70 70019EAC5 2530000.00000000 PA USD 1818035.23000000 1.016387586134 Long ABS-O CORP KY Y 3 N N N Rowe Clo 2026-1 Ltd N/A 779525AA2 3000000.00000000 PA USD 2954370.00000000 1.651664909071 Long ABS-CBDO CORP KY Y 3 2039-04-20 Floating 6.00000000 N N N N N N Signal Peak Clo, Llc N/A 82672NAW4 2000000.00000000 PA USD 1960012.00000000 1.095760870087 Long ABS-CBDO CORP KY Y 3 2039-04-23 Floating 4.50000000 N N N N N N Silver Point Clo, Ltd 254900U97WKD6RJ07L38 827919AC5 250000.00000000 PA USD 245111.25000000 0.137031465403 Long ABS-CBDO CORP KY Y 3 2038-04-15 Floating 10.92200000 N N N N N N Silver Point Clo, Ltd 254900RSFBN3VCGBVP05 82808NAC5 250000.00000000 PA USD 239913.00000000 0.134125340878 Long ABS-CBDO CORP KY Y 3 2037-10-15 Floating 11.48200000 N N N N N N Silver Point Clo, Ltd 254900RSFBN3VCGBVP05 82808TAA6 3000000.00000000 PA USD 2470395.00000000 1.381094694654 Long ABS-O CORP KY Y 3 N N N Silver Point Clo, Ltd 254900UZNMKMPK9GWJ82 82808VAC7 250000.00000000 PA USD 238163.50000000 0.133147268477 Long ABS-CBDO CORP KY Y 3 2038-01-15 Floating 11.00200000 N N N N N N Silver Point Clo, Ltd 254900IB4JHW6SUR0Q75 82809HAA1 4250000.00000000 PA USD 4233527.00000000 2.366788177346 Long ABS-CBDO CORP KY Y 3 2037-10-20 Floating 10.06800000 N N N N N N Silver Rock Clo Ltd N/A 82811QAC3 6020000.00000000 PA USD 2824397.38000000 1.579002644157 Long ABS-O CORP KY Y 3 N N N Sixth Street Clo Xvi, Ltd. N/A 83012RAG7 250000.00000000 PA USD 242296.25000000 0.135457716441 Long ABS-CBDO CORP KY Y 3 2038-07-17 Floating 11.08800000 N N N N N N Sixth Street Clo Xvi, Ltd. N/A 83013RAC5 200000.00000000 PA USD 196233.00000000 0.109705676710 Long ABS-CBDO CORP KY Y 3 2038-01-20 Floating 10.92000000 N N N N N N Tcw Gem Ltd N/A 87251VAE4 1500000.00000000 PA USD 1406379.00000000 0.786247776397 Long ABS-CBDO CORP KY Y 3 2039-01-24 Floating 10.51200000 N N N N N N Tpg Clo Ltd N/A 87269JAA9 1000000.00000000 PA USD 961750.00000000 0.537674267711 Long ABS-CBDO CORP KY Y 3 2039-04-21 Floating 10.46800000 N N N N N N Trinitas Clo Ltd 254900Z3YHI8W31ZWI81 895973AA3 1500000.00000000 PA USD 1502260.50000000 0.839851119573 Long ABS-CBDO CORP KY Y 3 2038-01-22 Floating 9.61900000 N N N N N N Trinitas Clo Ltd 549300W90X4BIMRJ8H82 89640CAC6 22900000.00000000 PA USD 10306007.60000000 5.761658528060 Long ABS-O CORP KY Y 3 N N N Trinitas Clo Ltd 549300IUAXGLQ814UD95 89641BAC7 35421178.00000000 PA USD 10187662.11000000 5.695496506045 Long ABS-O CORP KY Y 3 N N N Trinitas Clo Ltd 549300F3XEPDOX3FOP69 89641EAC1 9450000.00000000 PA USD 2856867.30000000 1.597155220667 Long ABS-O CORP KY Y 3 N N N Trinitas Clo Ltd 549300QFERVNPGSISO16 89641KAE3 13000000.00000000 PA USD 0.00000000 0.000000 Long ABS-O CORP KY Y 3 N N N Trinitas Clo Ltd 254900G1XMKSN9WBVL66 89641NAC1 11820000.00000000 PA USD 6271786.56000000 3.506293991050 Long ABS-O CORP KY Y 3 N N N Warwick Capital Clo Ltd 254900WYTOTUQQSCN403 93656GAA4 1750000.00000000 PA USD 1604149.75000000 0.896813144924 Long ABS-CBDO CORP KY Y 3 2038-01-20 Floating 9.16800000 N N N N N N Wellfleet Clo Ltd N/A 94950TAY5 5000000.00000000 PA USD 5038960.00000000 2.817072137279 Long ABS-CBDO NUSS KY Y 3 2037-07-15 Floating 7.62200000 N N N N N N Wellfleet Clo Ltd 254900EH90TKUEDWUZ75 94951HAC8 1000000.00000000 PA USD 881010.00000000 0.492535904961 Long ABS-CBDO CORP KY Y 3 2038-10-25 Floating 11.66800000 N N N N N N Wellman Park Clo Ltd N/A 94972AAL8 1000000.00000000 PA USD 992753.00000000 0.555006750500 Long ABS-CBDO CORP KY Y 3 2037-07-15 Floating 11.92200000 N N N N N N Wildwood Park Clo Ltd 254900BZ1VFIEIOEK304 96820DAC1 980000.00000000 PA USD 934435.88000000 0.522404083704 Long ABS-CBDO CORP JE Y 3 2037-10-20 Floating 11.57800000 N N N N N N Wildwood Park Clo Ltd 254900BZ1VFIEIOEK304 96820DAJ6 3070000.00000000 PA USD 2662779.85000000 1.488649031376 Long ABS-O CORP JE Y 3 N N N Zais Matrix Cdo I 549300PRQCSTFU7VEI08 98885NBE2 5000000.00000000 PA USD 4977785.00000000 2.782871749104 Long ABS-CBDO CORP KY Y 3 2037-10-25 Fixed 9.00000000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 7047168.93000000 NS USD 7047168.93000000 3.939777898496 Long STIV RF US N 1 N N N Octagon Investment Partners 28, Ltd 254900BI638DCRT6IN48 67591GAN8 4950000.00000000 PA USD 2432489.40000000 1.359903256419 Long ABS-O CORP KY Y 3 N N N N/A N/A RP004RAA3 -1736000.00000000 NS USD -1736000.00000000 -0.97052511437 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2026-06-17 -1736000.00000000 USD 2964231.00000000 USD ABS N N N N/A N/A RP149WAA1 -2125000.00000000 NS USD -2125000.00000000 -1.18799877191 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2026-06-17 -2125000.00000000 USD 3794775.88000000 USD ABS N N N N/A N/A RP357KAG2 -2786000.00000000 NS USD -2786000.00000000 -1.55753627225 Short RA CORP US N 2 Reverse repurchase N 4.92000000 2026-04-16 -2786000.00000000 USD 4458726.00000000 USD ABS N N N N/A N/A RP443CAA5 -1457000.00000000 NS USD -1457000.00000000 -0.81454786384 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2026-06-17 -1457000.00000000 USD 2831156.78000000 USD ABS N N N N/A N/A RP4915AA3 -1174000.00000000 NS USD -1174000.00000000 -0.65633438034 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2026-06-17 -1174000.00000000 USD 1958804.00000000 USD ABS N N N N/A N/A RP682PAA5 -1852000.00000000 NS USD -1852000.00000000 -1.03537587086 Short RA CORP US N 2 Reverse repurchase N 4.97000000 2026-04-16 -1852000.00000000 USD 2923296.00000000 USD ABS N N N N/A N/A RP719BAC6 -5784000.00000000 NS USD -5784000.00000000 -3.23359289258 Short RA CORP US N 2 Reverse repurchase N 5.22000000 2026-06-17 -5784000.00000000 USD 8938746.00000000 USD ABS N N N N/A N/A RP809HAA1 -2478000.00000000 NS USD -2478000.00000000 -1.38534633261 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2026-06-17 -2478000.00000000 USD 4233527.00000000 USD ABS N N N N/A N/A RP875TAG0 -3725000.00000000 NS USD -3725000.00000000 -2.08249196488 Short RA CORP US N 2 Reverse repurchase N 4.97000000 2026-04-16 -3725000.00000000 USD 5828838.00000000 USD ABS N N N N/A N/A RP885NBE2 -3860000.00000000 NS USD -3860000.00000000 -2.15796482803 Short RA CORP US N 2 Reverse repurchase N 4.67000000 2026-04-16 -3860000.00000000 USD 4977785.00000000 USD ABS N N N N/A N/A RP942YBA1 -3210000.00000000 NS USD -3210000.00000000 -1.79457696839 Short RA CORP US N 2 Reverse repurchase N 4.70000000 2026-06-17 -3210000.00000000 USD 4433364.00000000 USD ABS N N N N/A N/A RP950TAY5 -3745000.00000000 NS USD -3745000.00000000 -2.09367312979 Short RA CORP US N 2 Reverse repurchase N 4.67000000 2026-04-16 -3745000.00000000 USD 5038960.00000000 USD ABS N N N N/A N/A RP967EAA7 -1665000.00000000 NS USD -1665000.00000000 -0.93083197893 Short RA CORP US N 2 Reverse repurchase N 4.75000000 2026-06-17 -1665000.00000000 USD 2977398.00000000 USD ABS N N N N/A N/A RP990MAA5 -3380000.00000000 NS USD -3380000.00000000 -1.88961687014 Short RA CORP US N 2 Reverse repurchase N 5.02000000 2026-04-16 -3380000.00000000 USD 8432692.50000000 USD ABS N N N N/A N/A N/A -2237000.00000000 NS USD -2237000.00000000 -1.25061329542 Short RA CORP US N 2 Reverse repurchase N 5.10000000 2026-06-17 -2237000.00000000 USD 4652587.90000000 USD ABS N N N 2026-04-30 Bluerock High Income Institutional Credit Fund Simon Adamiyatt Simon Adamiyatt Treasurer