Bluerock High Income Institutional Credit Fund

Fund Profile

Fund profile

Fund manager

Total assets

$194.64 mm

Liabilities

$17.75 mm

Net assets

$176.89 mm

Number of holdings

98.00

98 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Trinitas CLO VI, Ltd.	17.05 mm	35.42 mm principal	9.64	ABS-other	Long	Cayman Islands
Trinitas CLO X, Ltd.	13.19 mm	22.90 mm principal	7.46	ABS-other	Long	Cayman Islands
Trinitas CLO XII, Ltd.	8.56 mm	11.82 mm principal	4.84	ABS-other	Long	Cayman Islands
Fidelity Government Portfolio	5.48 mm	5.48 mm shares	3.10	Short-term investment vehicle	Long	USA
TSTAT 2022-1, Ltd.	5.23 mm	5.24 mm principal	2.95	ABS-collateralized bond/debt obligation	Long	Bermuda
Niagara Park Clo, Ltd.	4.54 mm	4.50 mm principal	2.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bain Capital CLO 2024-1, Ltd.	4.52 mm	5.00 mm principal	2.56	ABS-other	Long	Jersey
Atlantic Avenue 2024-3, Ltd.	4.00 mm	4.00 mm principal	2.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Battery Park Clo, Ltd.	3.98 mm	3.95 mm principal	2.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trinitas CLO VII, Ltd.	3.95 mm	9.45 mm principal	2.23	ABS-other	Long	Cayman Islands
1988 CLO 2, Ltd.	3.63 mm	3.50 mm principal	2.05	ABS-collateralized bond/debt obligation	Long	Jersey
Trimaran CAVU 2024-1, Ltd.	3.53 mm	3.50 mm principal	1.99	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Magnetite XLVII, Ltd.	3.48 mm	3.50 mm principal	1.97	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bain Capital Credit CLO 2024-3, Ltd.	3.46 mm	4.00 mm principal	1.95	ABS-other	Long	Cayman Islands
Octagon Investment Partners 28, Ltd.	3.13 mm	4.95 mm principal	1.77	ABS-other	Long	Cayman Islands
Generate CLO 12, Ltd.	3.10 mm	3.00 mm principal	1.75	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Katayma CLO I, Ltd.	3.08 mm	3.00 mm principal	1.74	ABS-collateralized bond/debt obligation	Long	Jersey
Fortress Credit BSL XVIII, Ltd.	3.01 mm	3.00 mm principal	1.70	ABS-collateralized bond/debt obligation	Long	Jersey
Elmwood CLO 19, Ltd.	3.01 mm	3.00 mm principal	1.70	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trimaran Cavu 2019-1, Ltd.	3.00 mm	3.00 mm principal	1.70	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos Clo Xlix	2.99 mm	3.00 mm principal	1.69	ABS-other	Long	Cayman Islands
Menlo CLO I, Ltd.	2.89 mm	3.19 mm principal	1.63	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wildwood Park CLO, Ltd.	2.82 mm	3.07 mm principal	1.59	ABS-other	Long	Jersey
Generate CLO 15, Ltd.	2.78 mm	3.00 mm principal	1.57	ABS-other	Long	Cayman Islands
New Mountain CLO 6, Ltd.	2.78 mm	3.00 mm principal	1.57	ABS-other	Long	Cayman Islands
Park Blue CLO 2022-1, Ltd.	2.76 mm	2.75 mm principal	1.56	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Silver Point CLO 6, Ltd.	2.75 mm	3.00 mm principal	1.56	ABS-other	Long	Cayman Islands
Trinitas CLO IX, Ltd.	2.57 mm	13.00 mm principal	1.45	ABS-other	Long	Cayman Islands
BBAM US CLO III, Ltd.	2.53 mm	2.50 mm principal	1.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO 25, Ltd.	2.53 mm	2.50 mm principal	1.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trestles CLO VII, Ltd.	2.47 mm	2.50 mm principal	1.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate Clo 13, Ltd.	2.44 mm	3.00 mm principal	1.38	ABS-other	Long	Jersey
Park Blue Clo 2024-V, Ltd.	2.31 mm	2.53 mm principal	1.30	ABS-other	Long	Cayman Islands
Fortress Credit BSL XVIII, Ltd.	2.04 mm	2.00 mm principal	1.16	ABS-collateralized bond/debt obligation	Long	Jersey
Harriman Park CLO, Ltd.	2.02 mm	2.00 mm principal	1.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Park Blue CLO 2022-II, Ltd.	2.02 mm	2.00 mm principal	1.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Goldentree Loan Management US Clo 6, Ltd.	2.02 mm	2.00 mm principal	1.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO II, Ltd.	2.01 mm	2.00 mm principal	1.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Man US CLO 2024-1, Ltd.	2.00 mm	2.00 mm principal	1.13	ABS-collateralized bond/debt obligation	Long	Jersey
NGC 2024-I, Ltd.	1.99 mm	2.00 mm principal	1.13	ABS-collateralized bond/debt obligation	Long	Jersey
AIMCO CLO Series 2018-A	1.98 mm	2.00 mm principal	1.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Magnetite XXII, Ltd.	1.98 mm	2.00 mm principal	1.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Pikes Peak CLO 5	1.89 mm	2.00 mm principal	1.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Shackleton 2021-XVI Clo, Ltd.	1.66 mm	1.66 mm principal	0.94	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fortress Credit BSL IX, Ltd.	1.56 mm	1.55 mm principal	0.88	ABS-collateralized bond/debt obligation	Long	Cayman Islands
1988 CLO 3, Ltd.	1.53 mm	1.50 mm principal	0.87	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Crown City CLO VI	1.52 mm	1.50 mm principal	0.86	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Whitebox Clo II, Ltd.	1.48 mm	1.50 mm principal	0.84	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 112 CLO, Ltd.	1.33 mm	3.00 mm principal	0.75	ABS-other	Long	Jersey
AGL CLO 22, Ltd.	1.09 mm	1.13 mm principal	0.62	ABS-collateralized bond/debt obligation	Long	Jersey
AGL CLO 20, Ltd.	1.09 mm	1.13 mm principal	0.61	ABS-collateralized bond/debt obligation	Long	Jersey
Atlas Senior Loan Fund XXII, Ltd.	1.07 mm	2.00 mm principal	0.60	ABS-other	Long	Jersey
PARK BLUE CLO 2023-III, Ltd.	1.02 mm	1.00 mm principal	0.58	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wellman Park CLO, Ltd.	1.01 mm	1.00 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Rockland Park CLO, Ltd.	1.01 mm	1.00 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2022-IV, Ltd.	1.01 mm	1.00 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
37 Capital CLO III	1.01 mm	1.00 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO 37, Ltd.	1.00 mm	1.00 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Goldentree Loan Management US CLO 1, Ltd.	1.00 mm	1.00 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trinitas Clo XX, Ltd.	1.00 mm	1.00 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	Bermuda
GoldenTree Loan Management US CLO 20, Ltd.	997.23 k	1.00 mm principal	0.56	ABS-collateralized bond/debt obligation	Long	Jersey
Wildwood Park CLO, Ltd.	944.75 k	980.00 k principal	0.53	ABS-collateralized bond/debt obligation	Long	Jersey
LCM 39, Ltd.	902.58 k	950.00 k principal	0.51	ABS-collateralized bond/debt obligation	Long	Jersey
Magnetite XXIX, Ltd.	759.96 k	750.00 k principal	0.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BlueMountain CLO XXXV, Ltd.	735.27 k	1.00 mm principal	0.42	ABS-other	Long	Cayman Islands
AGL CLO 19, Ltd.	728.13 k	750.00 k principal	0.41	ABS-collateralized bond/debt obligation	Long	Jersey
Oaktree CLO 2020-1, Ltd.	670.62 k	1.00 mm principal	0.38	ABS-other	Long	Cayman Islands
Elevation CLO 2021-14, Ltd.	618.89 k	630.00 k principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO 20, Ltd.	500.78 k	500.00 k principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL CLO 9, Ltd.	491.22 k	500.00 k principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
APIDOS CLO XLI, Ltd.	477.01 k	500.00 k principal	0.27	ABS-collateralized bond/debt obligation	Long	Jersey
Regatta XIX Funding, Ltd.	472.03 k	500.00 k principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO LI, Ltd.	470.55 k	500.00 k principal	0.27	ABS-collateralized bond/debt obligation	Long	Jersey
KKR CLO 49, Ltd.	466.68 k	500.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Marble Point CLO XXI, Ltd.	464.01 k	470.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apex Credit CLO 2024-II, Ltd.	448.32 k	450.00 k principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XXI, Ltd.	401.57 k	400.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL CLO 37, Ltd.	297.24 k	312.50 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XXX, Ltd.	248.07 k	250.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL CLO 34, Ltd.	247.90 k	250.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XXXI, Ltd.	247.43 k	250.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding LVII, Ltd.	247.22 k	250.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Atrium XV	247.11 k	250.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL CLO 32, Ltd.	244.89 k	250.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Silver Point CLO 6, Ltd.	242.85 k	250.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Silver Point CLO 7, Ltd.	241.35 k	250.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO L	239.90 k	250.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Niagara Park Clo, Ltd.	239.72 k	250.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL CLO 35, Ltd.	235.23 k	237.50 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL CLO 33, Ltd.	235.23 k	237.50 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KKR CLO 60, Ltd.	185.25 k	200.00 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KKR CLO 54, Ltd.	161.93 k	175.00 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
New Mountain CLO 6, Ltd.	30.00	300.00 k principal	0.00	ABS-collateralized bond/debt obligation	Long	Cayman Islands
REVERSE REPO	-1.07 mm	-1.07 mm shares	-0.60	Repurchase agreement	Short	USA
REVERSE REPO	-1.77 mm	-1.77 mm shares	-1.00	Repurchase agreement	Short	USA
REVERSE REPO	-2.15 mm	-2.15 mm shares	-1.21	Repurchase agreement	Short	USA
REVERSE REPO	-2.53 mm	-2.53 mm shares	-1.43	Repurchase agreement	Short	USA
REVERSE REPO	-3.00 mm	-3.00 mm shares	-1.70	Repurchase agreement	Short	USA