Investor Report Client Services Manager Eoin Conway Riverside II Cadogan Square CLO VIII D.A.C

Closing Date 29-Dec-2016

Monthly Report 04-Oct-2018 Investor Report Client Services Manager Eoin Conway Riverside II Cadogan Square CLO VIII D.A.C. Sir John Rogerson's Quay Dublin 2 Ireland +353 1 900 7919 [email protected]

Collateral Manager Oaktree Capital Management (UK) LLP 27 Knightsbridge London SW1X 7LY United Kingdom [email protected]

This report is for informational purposes only, certain information included in the report is estimated, approximated or projected and the report is provided without any representations or warranties as to accuracy or completeness and that none of the Collateral Manager, the Issuer, the Trustee or the Collateral Administrator will have any liability for such estimates, approximations or projections.

(This document contains information that is confidential and is the property of BNY Mellon . It may not be copied, published or used, in whole orin part, for any purpose other than as expressly authorised by BNY Mellon.) Table of Contents

Report Page Report Page

Notes and Asset Summary 2 Industry Stratification 50

Compliance Tests 3 Maximum Weighted Average Life Calculation 51

Statistical Summary 6 Maximum Weighted Average Rating Factor Calculation 52

Asset Information I 7 Minimum Weighted Average Coupon Calculation 53

Asset Information II 13 Minimum Weighted Average Floating Spread Calculation 54

Account Balances 19 Moodys Minimum Weighted Average Recovery Rates calculation 55

Purchase and sale Activity 21 Ratings Stratification 56

Commited Trades 24 S&P Minimum Weighted Average Recovery Rates Calculation 57

Securities Sold Detail 25 SP CDO BDR AND SP CDO ADJUSTED BDR 58

Securities Sold since year beginning at the anniversay of the Closing Date 26 Participations with no Lender of Record 59

Restructures 27 Collateral Debt Obligations that pay interest semi-annually 60

Exchanged Equity Securities 28 Collateral Enhancement Obligations 62

Interest Coverage Tests 29 Long Dated Obligations 63

Statistical Highlights - Interest Coverage Tests 30 Obligations with S&P Ratings derived from Moodys Ratings 64

Par Value Tests 31 Ratings Change Report 65

Statistical Highlights - Par Value Tests 32 CDOs that became Defaulted/Deferred/Exchanged Equity Securities since the last report 66

Defaulted Obligations 33 Substitute Collateral Debt Obligations 67

Deferring Obligations 34 Risk Retention Confirmation 68

Discounted Obligations 35 Trading Requirements Notice Confirmation 69

Obligations forming CCC/Caa Excess 36 Frequency Switch Event 70

Hedge Transactions 37

FX Forwards 38

Ratings and Recovery Detail 39

CovLite Obligations 45

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Class (EUR) All-In RateBalance Floor Interest (EUR)Spread S&P Rating Moody's Rating

Original OriginalCurrentCurrent

Class A-1 Senior Secured Floating Rate PM Voting Notes 248,400,000.00 0.9600% 0.9600% 0.0000% 601,128.00 601,128.00 AAA AaaAAAAaa

Class A-2 Senior Secured Fixed Rate PM Voting Notes 23,000,000.00 1.0100% 1.0100% 0.0000% 57,500.00 57,500.00 AAA AaaAAAAaa

Class B-1 Senior Secured Floating Rate PM Voting Notes 54,800,000.00 1.6000% 1.6000% 0.0000% 221,392.00 221,392.00 AA Aa2AAAa2

Class B-2 Senior Secured Fixed Rate PM Voting Notes 5,000,000.00 1.8300% 1.8300% 0.0000% 22,600.00 22,600.00 AA Aa2AAAa2

Class C Senior Secured Deferrable Floating Rate PM Voting Notes 27,830,000.00 2.4000% 2.4000% 0.0000% 168,649.80 168,649.80 A A2AA2

Class D Senior Secured Deferrable Floating Rate PM Voting Notes 21,020,000.00 3.4500% 3.4500% 0.0000% 183,294.40 183,294.40 BBB Baa2BBBBaa2

Class E Senior Secured Deferrable Floating Rate PM Voting Notes 32,340,000.00 6.3000% 6.3000% 0.0000% 514,852.80 514,852.80 BB Ba2BBBa2

Class F Senior Secured Deferrable Floating Rate PM Voting Notes 12,650,000.00 8.6500% 8.6500% 0.0000% 276,529.00 276,529.00 B- B2B-B2

Class M Subordinated Notes 54,100,000.00 N/A % N/A % 0.0000% Residual NR NRNRNR

479,140,000.00 2,045,946.00

Euribor Rate 0.0000%

Next Determination Date 04-Oct-2018

Next Payment Date 15-Oct-2018

1 EUR to GBP Spot 0.88417

1 EUR to USD Spot 1.15135

Assets Summary Test Results Summary

Senior Secured Loans 387,416,461.19 Test Type Pass Fail Collateral Quality 8 1 Senior Unsecured Loans 6,500,000.00 Coverage Tests 11 0 Senior Secured Bonds 60,175,742.86 Portfolio Profile Test 65 0 Senior Unsecured Bonds 4,390,000.00 S&P CDO SDR 6 0 Subordinated Obligations 0.00

Collateral Value of Defaulted Obligations 0.00

Total CDO Par Amount 458,482,204.05

Total Cash 7,088,236.06

TOTAL : 465,570,440.11

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Test Name Numerator Maximum/MinimumPrior Actual Target Result

Collateral Quality

Maximum Weighted Average Life Test Maximum 5.34 5.30 <= 6.50 Pass

Minimum Weighted Average Fixed Coupon Test Minimum 5.95% 5.96% >= 6.00% Fail

Minimum Weighted Average Floating Spread Test Minimum 3.87% 3.88% >= 3.80% Pass

Minimum Weighted Average Floating Spread Test excluding Euribor Floor Adjustment 3.74% 3.74% N/A N/A

Moody's Maximum Weighted Average Rating Factor Test Maximum 2,733 2,747 <= 3,091 Pass

Moody's Minimum Diversity Test Minimum 58 58 >= 52 Pass

Moody's Minimum Weighted Average Recovery Rate Test Minimum 45.0% 44.8% >= 39.6% Pass

S&P CDO Monitor Test Minimum 67.90% 68.13% >= 63.05% Pass

S&P Minimum Floating Spread Minimum 3.86% 3.88% >= 3.80% Pass

S&P Minimum Weighted Average Recovery Rate Test - Class A Notes Minimum 35.6% 35.9% >= 33.50% Pass

SP Weighted Average Fixed Coupon Test Minimum 5.94% 5.96% N/A N/A

Coverage Tests

Class A/B Interest Coverage Test Minimum 459.90% 465.43% >= 120.00% Pass

Class C Interest Coverage Test Minimum 387.50% 392.16% >= 115.00% Pass

Class D Interest Coverage Test Minimum 330.89% 334.86% >= 110.00% Pass

Class E Interest Coverage Test Minimum 234.61% 237.43% >= 105.00% Pass

Class A/B Par Value Test Minimum 140.57% 140.57% >= 128.89% Pass

Class A/B Par Value Test calculated ignoring paragraph (c)(ii) of the definition of Principal Balance Minimum 140.57% 140.57% >= 128.89% Pass

Class C Par Value Test Minimum 129.68% 129.67% >= 121.12% Pass

Class D Par Value Test Minimum 122.50% 122.50% >= 115.54% Pass

Class E Par Value Test Minimum 112.90% 112.90% >= 107.04% Pass

Class E Par Value Test calculated ignoring paragraph (c)(ii) of the definition of Principal Balance Minimum 112.90% 112.90% >= 107.04% Pass

Reinvestment Overcollateralisation Test Minimum 112.90% 112.90% >= 107.54% Pass

Portfolio Profile Test

(a) Secured Senior Loans and Secured Senior Bonds Minimum 97.77% 97.66% >= 96.00% Pass

(b) Secured Senior Loans Minimum 84.89% 84.74% >= 70.00% Pass

(c) Secured Senior Bonds, High Yield Bonds and/or Mezzanine Obligations in the form of bonds Maximum 13.72% 13.87% <= 30.00% Pass

(d) Unsecured Senior Obligations, Second Lien Loans, Mezzanine Obligations and High Yield Bonds Maximum 2.23% 2.34% <= 4.00% Pass

(e) Highest Single Obligor which is Unsecured Senior Obligations, Second Lien Loans, Mezzanine Obligations or High Yield Bonds Maximum 0.43% 0.43% <= 1.50% Pass

(f)(i) Highest Single Obligor Maximum 1.53% 1.53% <= 3.00% Pass

(f)(ii) 4th Highest Single Obligor Maximum 1.29% 1.29% <= 2.50% Pass

(g) Participations Maximum 0.00% 0.00% <= 5.00% Pass

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Test Name Numerator Maximum/Minimum Prior Actual Target Result

(h) Current Pay Obligations Maximum 0.00% 0.00% <= 2.50% Pass

(i) Annual Obligations (with no Rating Agency Confirmation obtained) Maximum 0.00% 0.00% <= 5.00% Pass

(j) Revolving Obligations and/or Delayed Drawdown Obligations Maximum 0.10% 0.08% <= 5.00% Pass

(k) Caa Obligations - Moody Maximum 1.18% 1.29% <= 7.50% Pass

(l) CCC Obligations - S&P Maximum 1.44% 1.44% <= 7.50% Pass

(m) Corporate Rescue Loans Maximum 0.00% 0.00% <= 5.00% Pass

(n) Highest Single Obligor of Corporate Rescue Loans Maximum 0.00% 0.00% <= 2.00% Pass

(o) PIK Securities and Partial Deferrable Securities Maximum 0.05% 0.05% <= 5.00% Pass

(p) Cov-Lite Obligations Maximum 79.63% 79.19% <= 80.00% Pass

(q) Fixed Rate Collateral Debt Obligations Maximum 6.13% 6.23% <= 12.50% Pass

(r) Hedged Fixed Rate Collateral Debt Obligations Maximum 0.00% 0.00% <= 5.00% Pass

(s) Non-Euro Obligations Maximum 1.75% 1.75% <= 20.00% Pass

(t) Principal Hedged Obligations Maximum 0.00% 0.00% <= 4.00% Pass

(u) Unhedged Collateral Debt Obligations Maximum 0.00% 0.00% <= 2.50% Pass

(v) Principal Hedged Obligations and/or Unhedged Collateral Debt Obligations Maximum 0.00% 0.00% <= 4.00% Pass

(w-i) Top 3 S&P Industry Classifications Maximum 32.01% 32.74% <= 40.00% Pass

(w-ii) Highest Single S&P Industry Category Maximum 13.53% 14.25% <= 17.50% Pass

(w-iii) 2nd Highest Single S&P Industry Category Maximum 9.69% 9.68% <= 15.00% Pass

(w-iv) 3rd Highest Single S&P Industry Category Maximum 8.80% 8.80% <= 12.00% Pass

(w-v) 4th Highest Single S&P Industry Category Maximum 7.38% 6.41% <= 10.00% Pass

(x) Obligations whose Moody’s Rating is derived from an S&P Rating Maximum 0.21% 0.21% <= 10.00% Pass

(y) Obligations whose S&P Rating is derived from a Moody’s Rating Maximum 0.81% 0.81% <= 10.00% Pass

(z) Obligors who are Domiciled in countries or jurisdictions rated below "A-" by S&P Maximum 2.67% 2.72% <= 10.00% Pass

(aa) Obligors who are Domiciled in countries or jurisdictions with a Moody’s local -currency country bond ceiling between “A1” and “A3”, Maximum 0.00% 0.00% <= 10.00% Pass unless Rating Agency Confirmation from Moody’s is obtained (bb) Aggregate Collateral Balance of Obligations issued by Obligors with total current indebtedness >= 150m and <= 250m Maximum 1.83% 1.83% <= 5.00% Pass

(cc) Discount Obligations Maximum 0.00% 0.00% <= 25.00% Pass

(dd) Collateral Debt Obligations with Stated Maturity falling on a date which is more than 11 years after the Issue Date Maximum 1.12% 1.12% <= 10.00% Pass

(ee) Top 10 Obligors Maximum 13.31% 13.31% <= 20.00% Pass

(ff) Credit Estimate Obligations Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(i)(i) Moody's Aggregate Third Party Credit Exposure Rated Aaa or Lower Maximum 0.00% 0.00% <= 20.00% Pass

(gg)(i)(i) Moody's Individual Third Party Credit Exposure Rated Aaa Maximum 0.00% 0.00% <= 20.00% Pass

(gg)(i)(ii) Moody's Aggregate Third Party Credit Exposure Rated Aa1 or Lower Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(i)(ii) Moody's Individual Third Party Credit Exposure Rated Aa1 Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(i)(iii) Moody's Aggregate Third Party Credit Exposure Rated Aa2 or Lower Maximum 0.00% 0.00% <= 10.00% Pass

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Test Name Numerator Maximum/Minimum Prior Actual Target Result

(gg)(i)(iii) Moody's Individual Third Party Credit Exposure Rated Aa2 Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(i)(iv) Moody's Aggregate Third Party Credit Exposure Rated Aa3 or Lower Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(i)(iv) Moody's Individual Third Party Credit Exposure Rated Aa3 Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(i)(v) Moody's Aggregate Third Party Credit Exposure Rated A1 or Lower Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(i)(v) Moody's Individual Third Party Credit Exposure Rated A1 Maximum 0.00% 0.00% <= 5.00% Pass

(gg)(i)(vi) Moody's Aggregate Third Party Credit Exposure Rated A2/P-1 or Lower Maximum 0.00% 0.00% <= 5.00% Pass

(gg)(i)(vi) Moody's Individual Third Party Credit Exposure Rated A2 and with Short Term Rating P-1 Maximum 0.00% 0.00% <= 5.00% Pass

(gg)(i)(vii) Moody's Aggregate Third Party Credit Exposure rated A3 or Lower Equivalent 0.00% 0.00% = 0.00% Pass

(gg)(i)(vii) Moody's Individual Third Party Credit Exposure rated A3 or lower Equivalent 0.00% 0.00% = 0.00% Pass

(gg)(ii)(i) S&P Aggregate Third Party Credit Exposure Rated AAA or Lower Maximum 0.00% 0.00% <= 20.00% Pass

(gg)(ii)(i) S&P Individual Third Party Credit Exposure Rated AAA Maximum 0.00% 0.00% <= 20.00% Pass

(gg)(ii)(ii) S&P Aggregate Third Party Credit Exposure Rated AA+ or Lower Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(ii)(ii) S&P Individual Third Party Credit Exposure Rated AA+ Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(ii)(iii) S&P Aggregate Third Party Credit Exposure Rated AA or Lower Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(ii)(iii) S&P Individual Third Party Credit Exposure Rated AA Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(ii)(iv) S&P Aggregate Third Party Credit Exposure Rated AA- or Lower Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(ii)(iv) S&P Individual Third Party Credit Exposure Rated AA- Maximum 0.00% 0.00% <= 10.00% Pass

(gg)(ii)(v) S&P Aggregate Third Party Credit Exposure Rated A+ or Lower Maximum 0.00% 0.00% <= 5.00% Pass

(gg)(ii)(v) S&P Individual Third Party Credit Exposure Rated A+ Maximum 0.00% 0.00% <= 5.00% Pass

(gg)(ii)(vi) S&P Aggregate Third Party Credit Exposure Rated A or Lower Maximum 0.00% 0.00% <= 5.00% Pass

(gg)(ii)(vi) S&P Individual Third Party Credit Exposure Rated A Maximum 0.00% 0.00% <= 5.00% Pass

(gg)(ii)(vii) S&P Aggregate Third Party Credit Exposure Rated A- or Lower Equivalent 0.00% 0.00% = 0.00% Pass

(gg)(ii)(vii) S&P Individual Third Party Credit Exposure Rated A- or Lower Equivalent 0.00% 0.00% = 0.00% Pass

S&P CDO SDR

S&P CDO Monitor Weighted Average Life 5.37 5.34 N/A

S&P Default Rate Dispersion 7.32% 7.42% N/A

S&P Expected Portfolio Default Rate 28.33% 28.17% N/A

S&P Industry Diversity Measure 17.10 16.83 N/A

S&P Obligor Diversity Measure 125.35 125.75 N/A

S&P Regional Diversity Measure 1.34 1.34 N/A

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Collateral Amount by Country of Domicile S&P Rating Distribution Moody's Rating Distribution 45 50

Belgium 1.5% 40 Denmark 1.6% 35 Finland 0.3% France 16.3% 30 Germany 16.1% 30 Ireland 1.8% 25 Italy 2.8% Luxembourg 10.6% Netherlands 14.8% 20 Spain 4.5% 20 Sweden 2.7% 15 Switzerland 0.9% ateral Balance % of Coll ateral ateral Balance % of Coll ateral United Kingdom 12.2% 10 United States 14.0% 10 Total: 100.0% 5

0 0 B B- B+ BB BB- BB+ CCC CCC+ Baa2 Ba1 Ba2 Ba3 B1 B2 B3 Caa1 Caa2

Payment Frequency Distribution Notional Distribution by Asset Type and Security Level Maturity Date Distribution 100 32

86 28 80 24

60 20 Bi-monthly 2.1% Monthly 22.1% 16 Quarterly 54.6% 84 40 Semi-Annual 21.1% 12 Total: 100.0% ateral Balance % of Coll ateral ateral Balance % of Coll ateral 8 20 14 4 13 0 Bond Loan 0 2019 2020 2021 2022 2023 2024 2025 2026 2027 2028 2029 Senior Unsecured Senior Secured Year of Maturity

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Issuer Name Asset LXID / ISIN Rate Payment Market Price Net Euribor Seniority Currency Asset Country of Principal Option Frequency Spread Floor Type Domicile Balance

AI Robin Finco Limited Facility B LX165619 Float Semi-Annual 100.250 4.500% 0.000% Senior Secured EUR Loan France 2,750,000.00

All3Media Intermediate Limited - All3Media B Facility Euro/Swap LX137655 Float Semi-Annual 100.729 3.480% N/A Senior Secured EUR Loan United Kingdom 3,549,000.00 Finance Limited Allnex SARL Tranche B-1 Term Loan LX152755 Float Monthly 100.125 3.250% 0.000% Senior Secured EUR Loan Luxembourg 3,919,942.90

Altice Financing SA October 2017 EUR Term Loan LX168957 Float Quarterly 99.563 2.750% 0.000% Senior Secured EUR Loan Luxembourg 1,985,000.00

Altran Technologies Facility B (EUR) LX170900 Float Bi-monthly 100.195 2.750% 0.000% Senior Secured EUR Loan France 1,835,106.38

Ammeraal Beltech Holding BV Term Loan LX175941 Float Quarterly 100.917 3.750% 0.000% Senior Secured EUR Loan Netherlands 2,000,000.00

Anacap Fin EU SA Float - 07/2024 XS1649046874 Float Quarterly 90.231 5.000% 0.000% Senior Secured EUR Bond United Kingdom 2,450,000.00

AP NMT Acquisition BV Euro Term B Loan (First Lien) LX139557 Float Quarterly 100.094 6.000% 1.000% Senior Secured EUR Loan Netherlands 2,938,775.48

APCOA Parking Holdings Gmbh Term Loan B LX160841 Float Quarterly 100.656 3.750% 0.000% Senior Secured EUR Loan Germany 4,000,000.00

Apleona GmbH Facility B5 - Euro LX173239 Float Quarterly 100.661 3.750% 0.000% Senior Secured EUR Loan United Kingdom 2,071,428.57

Archroma Finance Sarl Term Loan B1 Eur LX166298 Float Quarterly 99.750 4.000% 0.000% Senior Secured EUR Loan Luxembourg 3,000,000.00

Ard Finance SA 6.6250% - 09/2023 XS1599275986 Fixed Semi-Annual 103.391 6.625% N/A Senior Secured EUR Bond Ireland 250,000.00

Armacell Bidco Luxembourg Sarl Facility B3 LX161096 Float Semi-Annual 98.964 3.500% 0.000% Senior Secured EUR Loan Luxembourg 3,926,960.25

Arrow Global Finance Float - 04/2025 XS1533918824 Float Quarterly 93.977 2.875% 0.000% Senior Secured EUR Bond United Kingdom 700,000.00

Aruba Investments, Inc. Euro Term B-1 Loan LX145177 Float Semi-Annual 100.375 3.250% 0.500% Senior Secured EUR Loan United States 3,928,934.01

ASK Chemicals GmbH Term Loan LX162319 Float Semi-Annual 98.250 5.500% 0.000% Senior Secured EUR Loan Germany 3,250,000.00

Assystem Technologies Services Senior Facility B LX165539 Float Quarterly 100.000 4.250% 0.000% Senior Secured EUR Loan France 2,000,000.00

Auris LuxCo First Lien Term Loan B LX174821 Float Quarterly 100.931 4.000% 0.000% Senior Secured EUR Loan Luxembourg 4,000,000.00

Autodis SA Float - 05/2022 NEW XS1517169972 Float Quarterly 101.250 4.375% 0.000% Senior Secured EUR Bond France 3,500,000.00

Avantor Inc 4.75% - 10/2024 XS1687277985 Fixed Semi-Annual 104.001 4.750% N/A Senior Secured EUR Bond United States 200,000.00

Avantor Inc Initial Euro Term Loan LX168604 Float Monthly 101.000 4.250% 0.000% Senior Secured EUR Loan United States 1,985,000.00

Avast Software BV 2018 Refinancing EUR Term Loan LX173190 Float Monthly 100.429 2.750% 0.000% Senior Secured EUR Loan Netherlands 4,576,368.08

Azelis Finance SA 2017 Refinancing Euro Term Loan LX169500 Float Monthly 100.250 3.500% 0.000% Senior Secured EUR Loan Luxembourg 4,900,499.95

Blitz F 6% - 07/2026 XS1859258383 Fixed Semi-Annual 101.911 6.000% N/A Senior Unsecured EUR Bond Germany 250,000.00

Blitz F18 675 GmbH New Facility B2 LX174586 Float Quarterly 100.764 3.750% 0.000% Senior Secured EUR Loan Germany 2,000,000.00

Cabot Finacial Luxembou ECPG Float - 11/15/2021 XS1117279619 Float Quarterly 100.669 5.875% 0.000% Senior Unsecured EUR Bond Luxembourg 1,540,000.00

CatLuxe Sarl Facility B1 LX167174 Float Quarterly 97.100 4.500% 0.000% Senior Secured EUR Loan Luxembourg 425,581.40

CDS Holdco III BV Facility F Loan LX170211 Float Monthly 100.078 3.750% 0.000% Senior Secured EUR Loan Netherlands 3,816,684.21

Ceva Sante Animale Facility B2 LX135736 Float Quarterly 100.432 3.000% 0.000% Senior Secured EUR Loan France 5,000,000.00

Codere Finance 2 Luxembourg 6.75% - 11/2021 XS1513765922 Fixed Semi-Annual 94.863 6.750% N/A Senior Secured EUR Bond Spain 2,500,000.00

Coherent Holding Gmbh Euro Term Loan LX153899 Float Quarterly 100.609 2.250% 0.750% Senior Secured EUR Loan Germany 3,327,761.20

Colouroz Midco First Lien Euro Term B-5 Loan LX159976 Float Quarterly 95.750 3.000% 0.750% Senior Secured EUR Loan Germany 2,462,500.00

Columbus Finance BV Facility B Loan LX174164 Float Monthly 98.917 4.750% 0.000% Senior Secured EUR Loan Netherlands 3,750,000.00

Comete Holding Facility B LX171151 Float Quarterly 100.406 3.500% 0.000% Senior Secured EUR Loan France 2,000,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Issuer Name Asset LXID / ISIN Rate Payment Market Price Net Euribor Seniority Currency Asset Country of Principal Option Frequency Spread Floor Type Domicile Balance

Compass IV Limited Facility B2 LX173781 Float Semi-Annual 100.688 4.500% 0.000% Senior Secured EUR Loan Netherlands 2,000,000.00

Compass IV Limited Second Lien Term Loan LX173201 Float Semi-Annual 99.375 8.000% 1.000% Senior Unsecured EUR Loan Netherlands 1,000,000.00

Convatec Healthcare D Sarl Euro Term A Loan LX155565 Float Quarterly 100.094 2.000% 0.000% Senior Secured EUR Loan United States 3,200,000.00

Corialis Group Limited New Term Loan B-1 LX159920 Float Semi-Annual 98.450 3.500% 0.000% Senior Secured EUR Loan Luxembourg 4,000,000.00

Coty BV Term B EUR Loan LX172439 Float Monthly 98.364 2.500% 0.000% Senior Secured EUR Loan United States 1,496,250.00

Crown European Holdings SA Euro Term Loan B LX170856 Float Monthly 100.542 2.375% 0.000% Senior Secured EUR Loan United States 997,500.00

Crown Finance US Inc Initial Euro Tranche Term Loan LX171024 Float Monthly 100.125 2.625% 0.000% Senior Secured EUR Loan United States 1,990,000.00

CTC AcquiCo GmbH Facility B1 LX169716 Float Quarterly 99.952 3.000% 0.000% Senior Secured EUR Loan Germany 2,250,000.00

Delachaux S.A. - Railtech International Facility B1 LX141055 Float Quarterly 100.891 3.750% 0.000% Senior Secured EUR Loan France 3,778,286.34 S.A. Diamond (BC) BV Initial Euro Term Loan LX167195 Float Bi-monthly 98.922 3.250% 0.000% Senior Secured EUR Loan United States 2,977,500.00

Diaverum Holding SARL Second Lien Term Loan LX164120 Float Semi-Annual 98.188 8.000% 0.000% Senior Unsecured EUR Loan Germany 1,000,000.00

Diaverum Sarl Facility B LX164119 Float Semi-Annual 98.950 3.250% 0.000% Senior Secured EUR Loan Germany 6,000,000.00

EG Finco Limited Term B1 LX171054 Float Quarterly 100.238 4.000% 0.000% Senior Secured EUR Loan United Kingdom 2,985,000.00

Eircom Finco S.a.r.l 2017 Term Loan B LX161434 Float Monthly 100.557 3.250% 0.000% Senior Secured EUR Loan Ireland 3,500,000.00

Elsan SAS Facility B2 LX146849 Float Monthly 100.931 3.750% 0.000% Senior Secured EUR Loan France 6,000,000.00

Euskaltel SA Facility B4 LX169397 Float Quarterly 99.609 2.750% 0.000% Senior Secured EUR Loan Spain 2,000,000.00

Evergood 4 APS Facility B1E Loan LX169648 Float Quarterly 100.138 3.000% 0.000% Senior Secured EUR Loan Denmark 3,527,776.35

Evergood 4 APS First Lien Term Loan B LX174805 Float Quarterly 100.514 3.750% 0.000% Senior Secured EUR Loan Denmark 1,684,210.52

Evergood 4 APS First Lien Term Loan B2 LX175202 Float Quarterly 100.514 3.750% 0.000% Senior Secured EUR Loan Denmark 315,789.47

Fabric BC SPA Float - 11/2024 XS1816220328 Float Quarterly 99.468 4.125% 0.000% Senior Secured EUR Bond Italy 1,000,000.00

Federal Mogul Holding C 4.875% - 04/2022 XS1587905727 Fixed Semi-Annual 104.514 4.875% N/A Senior Secured EUR Bond United States 1,000,000.00

Federal Mogul Holding C Float - 04/2024 XS1587913663 Float Quarterly 101.500 4.875% 0.000% Senior Secured EUR Bond United States 1,100,000.00

Financiere Dry Mix Solutions SAS Facility B LX161205 Float Quarterly 100.250 3.500% 0.000% Senior Secured EUR Loan Germany 2,000,000.00

Financiere Holding CEP Second Lien Term Loan LX170327 Float Quarterly 98.375 7.500% 1.000% Senior Unsecured EUR Loan France 1,000,000.00

Financiere Holding CEP Term Loan B LX170325 Float Quarterly 98.800 4.250% 0.000% Senior Secured EUR Loan France 3,000,000.00

Financiere Sun SAS New Facility B LX169489 Float Quarterly 100.063 3.000% 0.000% Senior Secured EUR Loan France 3,000,000.00

Froneri International PLC Facility B1 LX170852 Float Quarterly 100.141 2.625% 0.000% Senior Secured EUR Loan United Kingdom 6,000,000.00

Fugue Finance B. V. Initial Euro Term Loan (First Lien) LX165624 Float Quarterly 100.290 3.250% 0.000% Senior Secured EUR Loan Netherlands 2,500,000.00

Galileo Global Education Finance Sarl ADDITIONAL FACILITY 2 LX173749 Float Quarterly 100.275 3.500% 0.000% Senior Secured EUR Loan Luxembourg 1,000,000.00

Gamenet Group Spa Float - 04/2023 XS1811351821 Float Quarterly 97.627 3.750% 0.000% Senior Secured EUR Bond Italy 400,000.00

GARFUNKELUX HOLDCO 3 SA Float - 09/2023 XS1681017163 Float Quarterly 86.250 3.500% 0.000% Senior Secured EUR Bond Luxembourg 3,200,000.00

Greeneden US Holdings II LLC Tranche B-3 Euro Term Loan LX171646 Float Quarterly 100.500 3.500% 0.000% Senior Secured EUR Loan United States 1,905,649.13

GTT Communications BV EMEA Term Loan LX171876 Float Monthly 99.938 3.250% 0.000% Senior Secured EUR Loan United States 2,992,500.00

GVC Holdings Plc Facility B1 LX170176 Float Semi-Annual 100.094 2.750% 0.000% Senior Secured EUR Loan Germany 4,000,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Issuer Name Asset LXID / ISIN Rate Payment Market Price Net Euribor Seniority Currency Asset Country of Principal Option Frequency Spread Floor Type Domicile Balance

Haya Finance 2017 SA 5.25% - 11/2022 XS1716821779 Fixed Semi-Annual 93.950 5.250% 0.000% Senior Secured EUR Bond Spain 1,000,000.00

Haya Finance 2017 SA Libor + 5.125% - 11/2022 XS1716822231 Float Quarterly 94.600 5.125% 0.000% Senior Secured EUR Bond Spain 2,000,000.00

HCO France Term Loan B LX169671 Float Monthly 98.750 3.750% 0.000% Senior Secured EUR Loan France 5,000,000.00

Hensoldt Holding Germany GmbH Facility B3 LX171534 Float Quarterly 99.594 3.500% 0.000% Senior Secured EUR Loan France 2,000,000.00

HIG Finance 2 Limited Initial Euro Term Loan LX170078 Float Monthly 100.000 3.500% 0.000% Senior Secured EUR Loan United Kingdom 2,977,500.00

Hilding Anders Financing AB Term Loan B LX169486 Float Quarterly 86.000 4.500% 0.000% Senior Secured EUR Loan Sweden 3,000,000.00

HNVR Holdco Limited Facility B LX152965 Float Semi-Annual 100.063 3.250% 0.000% Senior Secured EUR Loan Spain 2,969,795.92

Houghton Europe BV Dutch Term Loan LX127383 Float Monthly 100.042 3.750% 1.000% Senior Secured EUR Loan Netherlands 3,441,168.34

House of Finance NV (The) Facility B LX169710 Float Quarterly 100.500 4.250% 0.000% Senior Secured EUR Loan Belgium 2,000,000.00

HSE 24 Finance & Service Gmbh Facility C LX155957 Float Monthly 100.094 3.500% 0.000% Senior Secured EUR Loan Germany 4,993,448.98

I-Logic Technologies Bidco Limited Initial Euro Term Loan LX170142 Float Monthly 100.292 4.000% 1.000% Senior Secured EUR Loan United States 1,460,250.00

Ineos Finance PLC 2024 Euro Term Loan LX169196 Float Monthly 99.989 2.000% 0.500% Senior Secured EUR Loan United Kingdom 4,962,500.00

Ineos Styrolution Group GmbH New 2024 Euro Term Loan LX169498 Float Monthly 100.411 2.000% 0.500% Senior Secured EUR Loan Germany 985,068.66

Infor (US), Inc. (fka Lawson Software Inc.) Euro Tranche B-2 Term Loan LX169633 Float Quarterly 100.333 2.250% 1.000% Senior Secured EUR Loan United States 4,898,424.95

Inovyn Finance PLC 2024 Tranhce B2 New Euro Term Loan LX169031 Float Quarterly 100.250 2.250% 0.750% Senior Secured EUR Loan United Kingdom 4,925,343.28

Inter Media Communicatio 4.875% - 12/2022 XS1739592142 Fixed Semi-Annual 100.876 4.875% N/A Senior Secured EUR Bond Italy 500,000.00

Invictus Media S.L.U. Facility B1 Loan LX172316 Float Semi-Annual 99.906 4.500% 0.000% Senior Secured EUR Loan Spain 2,813,455.13

Invictus Media S.L.U. Facility B2 Loan LX174519 Float Semi-Annual 99.906 4.500% 0.000% Senior Secured EUR Loan Spain 1,686,544.87

Itiviti Group AB Facility B LX171300 Float Semi-Annual 100.083 4.500% 0.000% Senior Secured EUR Loan Sweden 1,000,000.00

Jackpotjoy Plc Facility B (EUR) LX169951 Float Quarterly 100.208 4.250% 0.000% Senior Secured EUR Loan Luxembourg 5,000,000.00

Jacobs Douwe Egberts Holdings BV Term Loan A-3 LX155879 Float Quarterly 100.031 2.250% 0.000% Senior Secured EUR Loan Netherlands 3,000,000.00

Jade Germany GmbH Initial Euro Term Loan LX162763 Float Semi-Annual 99.833 4.750% 1.000% Senior Secured EUR Loan Germany 1,975,000.00

K2 World Bakery Investment I SLU Facility B1 LX172674 Float Quarterly 100.458 4.000% 0.000% Senior Secured EUR Loan Spain 117,692.31

K2 World Bakery Investment I SLU Facility B2 LX172675 Float Quarterly 100.458 4.000% 0.000% Senior Secured EUR Loan Spain 276,923.08

K2 World Bakery Investment I SLU Facility B3 LX170871 Float Quarterly 100.458 4.000% 0.000% Senior Secured EUR Loan Spain 1,063,076.92

K2 World Bakery Investment I SLU Facility B4 LX172676 Float Quarterly 100.458 4.000% 0.000% Senior Secured EUR Loan Spain 1,042,307.69

Keter Group BV Facility B1 LX155222 Float Quarterly 91.225 4.250% 1.000% Senior Secured EUR Loan Netherlands 4,000,000.00

Kirk Beauty One Gmbh - Douglas Gmbh Facility B1 LX159199 Float Quarterly 77.979 3.500% 0.000% Senior Secured EUR Loan Germany 5,000,000.00

Klockner Pentaplast of America Inc Euro Term Loan LX165634 Float Quarterly 94.786 4.750% 0.000% Senior Secured EUR Loan Germany 1,985,000.00

Kraton Polymers Holdings BV Euro Replacement Term Loan LX171690 Float Quarterly 100.268 2.000% 0.750% Senior Secured EUR Loan United States 604,395.60

Kronos International Inc 3.75% - 09/2025 XS1680281133 Fixed Semi-Annual 97.311 3.750% N/A Senior Secured EUR Bond United States 2,450,000.00

L1R HB Finance Limited Facility B2 Loan LX167539 Float Quarterly 94.583 4.250% 0.000% Senior Secured EUR Loan United Kingdom 3,000,000.00

LHMC FINCO SARL Float - 12/2023 XS1849559205 Float Quarterly 102.368 5.750% 0.000% Senior Secured EUR Bond Luxembourg 2,000,000.00

Louvre Bidco SAS 4.25% - 09/2024 XS1685582105 Fixed Semi-Annual 96.911 4.250% N/A Senior Secured EUR Bond France 1,900,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Issuer Name Asset LXID / ISIN Rate Payment Market Price Net Euribor Seniority Currency Asset Country of Principal Option Frequency Spread Floor Type Domicile Balance

Loxam SAS 3.5% - 04/2022 XS1591779399 Fixed Semi-Annual 103.446 3.500% N/A Senior Secured EUR Bond France 500,000.00

LSF10 Impala Investments sarl Second Lien Term Loan LX175414 Float Quarterly 96.250 7.750% 0.000% Senior Unsecured EUR Loan France 500,000.00

LSF10 Impala Investments sarl Term Loan B LX174740 Float Quarterly 100.500 4.750% 0.000% Senior Secured EUR Loan France 3,500,000.00

LSF10 XL BIdco SCA Facility B LX159274 Float Monthly 100.188 4.000% 0.000% Senior Secured EUR Loan Germany 7,109,576.97

LSFX Flavum Bidco SAU Facility B LX168518 Float Quarterly 97.179 4.500% 0.000% Senior Secured EUR Loan Spain 2,500,000.00

MacDermid Agricultural Solutions Holdings Euro Tranche C-5 Term Loan LX162203 Float Monthly 100.146 2.750% 0.750% Senior Secured EUR Loan United States 3,670,572.74 BV Macdermid Funding LLC Euro Tranche C-6 Term Loan LX168776 Float Monthly 100.125 2.500% 0.750% Senior Secured EUR Loan United States 1,668,400.02

Markermeer Finance B.V. Facility B1 EUR LX171311 Float Bi-monthly 100.688 4.750% 0.000% Senior Secured EUR Loan Netherlands 686,029.41

Markermeer Finance B.V. Facility B2 EUR LX170907 Float Bi-monthly 100.688 4.750% 0.000% Senior Secured EUR Loan Netherlands 1,813,970.59

MATTERHORN TELECOM SA 4% - 11/2022 XS1720690889 Fixed Semi-Annual 95.197 4.000% N/A Senior Secured EUR Bond Luxembourg 3,000,000.00

MATTERHORN TELECOM SA Float - 02/2023 XS1580388384 Float Quarterly 100.353 3.250% 0.000% Senior Secured EUR Bond Luxembourg 357,142.86

Misys Limited Euro Term Loan (First Lien) LX163229 Float Quarterly 100.696 3.500% 1.000% Senior Secured EUR Loan United States 2,818,422.06

Naviera Armas SA Libor - 11/2024 XS1717590563 Float Quarterly 96.472 4.250% 0.000% Senior Secured EUR Bond Spain 500,000.00

Nemean Bondco PLC Float - 02/2023 EUR\SWAP. XS1554449089 Float Quarterly 95.319 5.880% N/A Senior Secured EUR Bond United Kingdom 2,343,600.00

NewCo Sab Bidco Facility B LX161320 Float Quarterly 99.813 3.000% 0.000% Senior Secured EUR Loan France 2,000,000.00

Nexi Capital SPA 4.125% - 11/2023 XS1819648129 Fixed Semi-Annual 101.230 4.125% N/A Senior Secured EUR Bond Italy 500,000.00

Nexi Capital SPA Float - 05/2023 XS1819645455 Float Quarterly 100.250 3.625% 0.000% Senior Secured EUR Bond Italy 1,000,000.00

Nidda Bondco GMBH 5% - 09/2025 XS1690645129 Fixed Semi-Annual 99.792 5.000% N/A Senior Unsecured EUR Bond Germany 1,000,000.00

Nidda Healthcare Holding AG Facility B1 EUR LX168674 Float Semi-Annual 100.568 2.750% 0.000% Senior Secured EUR Loan Germany 724,309.70

Nidda Healthcare Holding AG Facility B2 EUR LX168991 Float Quarterly 100.568 3.500% 0.000% Senior Secured EUR Loan Germany 419,642.86

Nidda Healthcare Holding AG Facility C EURO LX173581 Float Quarterly 100.568 3.500% 0.000% Senior Secured EUR Loan Germany 1,356,047.44

Nordic Packaging and Container(UK) Facility B1 LX155855 Float Monthly 98.833 5.000% 0.000% Senior Secured EUR Loan Finland 1,409,297.66 Intermediate Holding Limited Novacap Group Bidco Additional Facility B3 LX167661 Float Quarterly 99.969 3.500% 0.000% Senior Secured EUR Loan France 212,563.98

Novacap Group Bidco Facility B LX152525 Float Quarterly 99.969 3.500% 0.000% Senior Secured EUR Loan France 787,436.02

Oberthur Technologies SA Facility B LX168948 Float Quarterly 100.381 3.750% 0.000% Senior Secured EUR Loan France 6,000,000.00

Obol France 3 SAS Facility B LX161834 Float Semi-Annual 100.600 3.750% 0.000% Senior Secured EUR Loan France 1,500,000.00

OCI NV First Lien Term Loan A LX175720 Float Quarterly 99.750 4.000% 0.000% Senior Secured EUR Loan Netherlands 5,000,000.00

OEP Trafo Bidco GmbH Facility B LX163467 Float Semi-Annual 86.821 4.000% 0.000% Senior Secured EUR Loan Germany 1,000,000.00

Optimus Bidco SAS Facility B Loan LX175234 Float Quarterly 100.375 3.750% 0.000% Senior Secured EUR Loan France 2,000,000.00

Oxea Corporation Tranche B-1 Term Loan LX168813 Float Quarterly 100.344 3.750% 0.000% Senior Secured EUR Loan Germany 3,000,000.00

Pacific BC Bidco Limited Facility B2 LX171163 Float Quarterly 100.771 4.750% 0.000% Senior Secured EUR Loan United Kingdom 3,500,000.00

Peer Holding III BV Facility B LX171259 Float Quarterly 99.250 3.500% 0.000% Senior Secured EUR Loan Netherlands 4,500,000.00

PI UK Holdco II Limited Facility B2 LX169668 Float Monthly 99.229 3.250% 0.000% Senior Secured EUR Loan United Kingdom 3,000,000.00

PI UK Holdco III Limited Second Lien Facility 2 LX169669 Float Monthly 99.406 7.000% 0.000% Senior Unsecured EUR Loan United Kingdom 2,000,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Issuer Name Asset LXID / ISIN Rate Payment Market Price Net Euribor Seniority Currency Asset Country of Principal Option Frequency Spread Floor Type Domicile Balance

Picard Groupe SAS Float - 11/2023 XS1733942178 Float Quarterly 99.265 3.000% 0.000% Senior Secured EUR Bond France 500,000.00

Premier Lotteries Ireland DAC Term Loan B LX166130 Float Semi-Annual 99.375 3.250% 0.000% Senior Secured EUR Loan Ireland 2,000,000.00

Prestigebidco GMBH 6.25% - 12/2023 XS1533933039 Fixed Semi-Annual 106.884 6.250% N/A Senior Secured EUR Bond Germany 500,000.00

Promontoria Holding Float - 08/2023 XS1860222543 Float Quarterly 100.528 6.250% N/A Senior Secured EUR Bond Netherlands 200,000.00

Quintiles IMS Inc 2.875% - 09/2025 XS1684387456 Fixed Semi-Annual 99.294 2.875% N/A Senior Unsecured EUR Bond United States 100,000.00

Reynolds Group Holdings Inc. Incremental European Term Loan LX159203 Float Monthly 100.531 3.250% 0.000% Senior Secured EUR Loan United States 2,320,212.05

Richmond UK Bidco Limited Facility B - Euro/Swap LX159835 Float Monthly 98.688 4.250% N/A Senior Secured EUR Loan United Kingdom 2,258,000.00

SAN PATRICK SL Facility B3 LX171236 Float Quarterly 97.100 4.500% 0.000% Senior Secured EUR Loan Luxembourg 1,074,418.60

Sapphire Bidco BV Facility B (First Lien) LX169930 Float Monthly 100.203 3.250% 0.000% Senior Secured EUR Loan Netherlands 2,000,000.00

Sapphire Bidco BV Second Lien Facility LX169932 Float Monthly 99.969 6.875% 0.000% Senior Unsecured EUR Loan Netherlands 1,000,000.00

Schoeller Allibert Group 8% - 10/2021 XS1500468407 Fixed Semi-Annual 103.675 8.000% N/A Senior Secured EUR Bond Netherlands 2,000,000.00

Schumann Spa 7% Fixed- 07/2023 XS1454980159 Fixed Semi-Annual 103.299 7.000% N/A Senior Secured EUR Bond Italy 1,000,000.00

Schumann Spa Float - 07/2022 XS1454976801 Float Quarterly 101.255 6.625% 0.000% Senior Secured EUR Bond Italy 1,500,000.00

Scientific Games International, Inc. 3.375% - 02/2026. XS1766775545 Fixed Semi-Annual 95.470 3.375% N/A Senior Secured EUR Bond United States 250,000.00

SFR Group SA Refinancing Term Loan B11 LX162008 Float Quarterly 98.986 3.000% 0.000% Senior Secured EUR Loan France 987,500.00

SFR Group SA Tranche B-12 Loan - Euro LX169001 Float Quarterly 98.778 3.000% 0.000% Senior Secured EUR Loan France 3,473,750.00

Siaci Saint Honore Term Loan First Lien LX174826 Float Quarterly 100.417 4.750% 0.000% Senior Secured EUR Loan France 1,000,000.00

SNAI S.P.A. 6.375% - 11/2021 XS1513691979 Fixed Semi-Annual 103.944 6.375% N/A Senior Secured EUR Bond Italy 1,000,000.00

SNAI S.P.A. Float + 6.00% - 11/2021 XS1513692357 Float Quarterly 100.854 6.000% 0.000% Senior Secured EUR Bond Italy 3,000,000.00

Solenis International LP Initial Euro Term Loan LX173978 Float Quarterly 100.875 4.250% 0.500% Senior Secured EUR Loan United States 2,493,750.00

Solocal Group Euribor+6.0% - 03/2022 FR0013237484 Float Quarterly 101.225 7.000% 1.000% Senior Secured EUR Bond France 3,750,000.00

Soppa Holdings Sarl First Lien B Tranche 1 LX157881 Float Quarterly 99.857 4.000% 0.000% Senior Secured EUR Loan Belgium 2,698,259.34

Soppa Holdings Sarl First Lien B Tranche 2 LX159205 Float Quarterly 99.857 3.750% 0.000% Senior Secured EUR Loan Belgium 524,766.01

Soppa Holdings Sarl First Lien B Tranche 3 LX159206 Float Quarterly 99.857 4.000% 0.000% Senior Secured EUR Loan Belgium 462,800.74

Soppa Holdings Sarl First Lien B Tranche 4 LX159207 Float Quarterly 99.857 3.750% 0.000% Senior Secured EUR Loan Belgium 1,166,724.56

Starfruit Finco BV Term Loan B LX175816 Float Quarterly 100.913 3.750% 0.000% Senior Secured EUR Loan Netherlands 3,000,000.00

Starfrut Us/Star Fi BV 6.5% - 10/2026 XS1885682036 Fixed Semi-Annual 101.850 6.500% N/A Senior Unsecured EUR Bond United States 500,000.00

Stars Group Holdings BV Euro Term Loan LX174019 Float Quarterly 100.946 3.750% 0.000% Senior Secured EUR Loan Netherlands 2,000,000.00

Sunshine Investments BV Facility B1 Loan LX170103 Float Quarterly 99.313 3.250% 0.000% Senior Secured EUR Loan Netherlands 2,000,000.00

Swissport International AG 2018 Incremental Euro Term Loan LX172165 Float Monthly 100.214 4.375% 0.000% Senior Secured EUR Loan Luxembourg 2,234,695.65

Synlab Bondco Plc Float 3.5% - 07/2022 XS1516322200 Float Quarterly 101.032 3.500% 0.000% Senior Secured EUR Bond United Kingdom 1,000,000.00

Tackle Sarl New Facility B LX161574 Float Quarterly 99.979 3.250% 0.000% Senior Secured EUR Loan Germany 4,000,000.00

TDC AS Facility B1 LX173747 Float Quarterly 100.694 3.500% 0.000% Senior Secured EUR Loan Denmark 2,000,000.00

Techem Gmbh New Facility B1 LX174950 Float Quarterly 100.764 3.750% 0.000% Senior Secured EUR Loan Germany 2,500,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Issuer Name Asset LXID / ISIN Rate Payment Market Price Net Euribor Seniority Currency Asset Country of Principal Option Frequency Spread Floor Type Domicile Balance

Technicolor S.A. Term Loan LX157075 Float Quarterly 94.536 3.500% 0.000% Senior Secured EUR Loan United States 6,000,000.00

Tele Columbus AG 3.875% - 05/2025 XS1814546013 Fixed Semi-Annual 92.691 3.875% N/A Senior Secured EUR Bond Germany 1,250,000.00

Tele Columbus AG Facility A2 LX174457 Float Semi-Annual 93.438 3.000% 0.000% Senior Secured EUR Loan Germany 1,248,335.10

Telenet Finance LUX 3.5% - 03/2028 BE6300371273 Fixed Semi-Annual 99.184 3.500% N/A Senior Secured EUR Bond Luxembourg 1,200,000.00

Telenet International Finance Sarl Term Loan AO Facility LX173750 Float Monthly 99.643 2.500% 0.000% Senior Secured EUR Loan Luxembourg 2,000,000.00

TV Borrower - Regit Eins GMBH Euro Term B-1 Loan LX160298 Float Quarterly 100.450 4.500% 1.000% Senior Secured EUR Loan United States 1,944,601.77

Unifrax I LLC Initial Euro Term Loan LX161986 Float Quarterly 100.425 3.750% 0.000% Senior Secured EUR Loan United States 1,975,000.00

Unilabs Diagnostics AB Facility B2 LX161584 Float Semi-Annual 99.557 2.750% 0.000% Senior Secured EUR Loan Sweden 2,500,000.00

United Group BV Fixed 4.375% - 07/2022 XS1647814968 Fixed Semi-Annual 103.320 4.375% N/A Senior Secured EUR Bond Netherlands 750,000.00

United Group BV Float - 07/2023 XS1647816823 Float Quarterly 100.874 4.375% 0.000% Senior Secured EUR Bond Netherlands 1,500,000.00

UnityMedia Hessen / NRW FIXED 3.5% - 01/2027 XS1197205591 Fixed Semi-Annual 105.808 3.500% N/A Senior Secured EUR Bond Germany 250,000.00

UPC Holdings BV 3.875% - 06/2029 XS1629969327 Fixed Semi-Annual 97.858 3.875% N/A Senior Unsecured EUR Bond Switzerland 1,000,000.00

UPCB Finance IV LTD 4% - 01/2027 XS1117297603 Fixed Semi-Annual 103.650 4.000% N/A Senior Secured EUR Bond Netherlands 225,000.00

UPCB FINANCE VII 3.625% - 06/2029 XS1634252628 Fixed Semi-Annual 99.652 3.625% N/A Senior Secured EUR Bond Switzerland 3,000,000.00

Valeo F1 Company Limited EUR Term Loan LX167793 Float Quarterly 99.450 3.750% 0.000% Senior Secured EUR Loan Ireland 2,500,000.00

Verallia Packaging Facility C Loan LX173753 Float Monthly 100.318 3.250% 0.000% Senior Secured EUR Loan France 3,000,000.00

Verisure Holding AB Facility B1E LX164262 Float Quarterly 99.964 3.000% 0.000% Senior Secured EUR Loan Sweden 6,000,000.00

Veritas US Inc First Lien Term Loan B LX165579 Float Quarterly 97.000 4.500% 1.000% Senior Secured EUR Loan United States 1,950,101.01

Vistra Group Holdings (BVI) II Limited – First Lien Repriced Euro Term Loan LX146618 Float Monthly 100.050 3.250% 0.000% Senior Secured EUR Loan United States 3,919,193.71 Stiphout Finance BV VUE INTERNATIONAL BIDCO PLC Term Loan B LX153954 Float Quarterly 100.313 5.500% 0.000% Senior Secured EUR Loan United Kingdom 2,500,000.00

Wall Street Systems Delaware Inc Initial Euro Term Loan LX169481 Float Quarterly 100.875 3.000% 1.000% Senior Secured EUR Loan United States 1,330,183.21

Waterlogic Holdings Limited Facility B1 Loan LX171579 Float Bi-monthly 100.042 3.750% 0.000% Senior Secured EUR Loan United Kingdom 2,500,000.00

Watson Bidco BV Facility B LX164355 Float Semi-Annual 84.344 3.500% 0.000% Senior Secured EUR Loan Netherlands 1,000,000.00

Wind Tre Spa 3.125% - 01/2025 XS1708450561 Fixed Semi-Annual 91.831 3.125% N/A Senior Secured EUR Bond Italy 750,000.00

Wind Tre Spa Float +2.75% - 01/2024 XS1708450215 Float Quarterly 93.694 2.750% 0.000% Senior Secured EUR Bond Italy 2,000,000.00

Wittur Holding GMBH Facility B3 LX169742 Float Quarterly 100.703 4.000% 1.000% Senior Secured EUR Loan Germany 4,000,000.00

WowMidco SAS Facility B2 LX159174 Float Semi-Annual 100.295 3.500% 0.000% Senior Secured EUR Loan France 2,000,000.00

Zara UK Midco Limited Facility B LX170881 Float Semi-Annual 92.000 5.750% 0.000% Senior Secured EUR Loan United Kingdom 3,000,000.00

Ziggo Secured Finance Partnership Term Loan F LX159376 Float Semi-Annual 100.188 3.000% 0.000% Senior Secured EUR Loan Netherlands 7,000,000.00

ZODIAK MEDIA SA 4% - 07/2022 XS1642700766 Fixed Semi-Annual 103.500 4.000% N/A Senior Secured EUR Bond France 200,000.00

Total Balance: 458,482,204.05

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Issuer Name Facility LXID / ISIN Principal Balance Type Loans Security Security Step Up Coupon Delayed Cov-Lite Discount Deferring Obligation Obligation Obligation Obligation Corporate Revolving Drawdown Bridge Loan PIK Security Current Pay Restructured Rescue Loan Zero Coupon Swapped Non

Anacap Fin EU SA Float - 07/2024 XS1649046874 - Yes ------2,450,000.00

Ard Finance SA 6.6250% - 09/2023 XS1599275986 - Yes - Yes ------250,000.00

Arrow Global Finance Float - 04/2025 XS1533918824 - Yes ------700,000.00

Autodis SA Float - 05/2022 NEW XS1517169972 - Yes ------3,500,000.00

Avantor Inc 4.75% - 10/2024 XS1687277985 - Yes ------200,000.00

Blitz F 6% - 07/2026 XS1859258383 - Yes ------250,000.00

Cabot Finacial Luxembou ECPG Float - 11/15/2021 XS1117279619 - Yes ------1,540,000.00

Codere Finance 2 Luxembourg 6.75% - 11/2021 XS1513765922 - Yes ------2,500,000.00

Fabric BC SPA Float - 11/2024 XS1816220328 - Yes ------1,000,000.00

Federal Mogul Holding C 4.875% - 04/2022 XS1587905727 - Yes ------1,000,000.00

Federal Mogul Holding C Float - 04/2024 XS1587913663 - Yes ------1,100,000.00

Gamenet Group Spa Float - 04/2023 XS1811351821 - Yes ------400,000.00

GARFUNKELUX HOLDCO 3 SA Float - 09/2023 XS1681017163 - Yes ------3,200,000.00

Haya Finance 2017 SA 5.25% - 11/2022 XS1716821779 - Yes ------1,000,000.00

Haya Finance 2017 SA Libor + 5.125% - 11/2022 XS1716822231 - Yes ------2,000,000.00

Inter Media Communicatio 4.875% - 12/2022 XS1739592142 - Yes ------500,000.00

Kronos International Inc 3.75% - 09/2025 XS1680281133 - Yes ------2,450,000.00

LHMC FINCO SARL Float - 12/2023 XS1849559205 - Yes ------2,000,000.00

Louvre Bidco SAS 4.25% - 09/2024 XS1685582105 - Yes ------1,900,000.00

Loxam SAS 3.5% - 04/2022 XS1591779399 - Yes ------500,000.00

MATTERHORN TELECOM SA 4% - 11/2022 XS1720690889 - Yes ------3,000,000.00

MATTERHORN TELECOM SA Float - 02/2023 XS1580388384 - Yes ------357,142.86

Naviera Armas SA Libor - 11/2024 XS1717590563 - Yes ------500,000.00

Nemean Bondco PLC Float - 02/2023 EUR\SWAP. XS1554449089 - Yes ------2,343,600.00

Nexi Capital SPA 4.125% - 11/2023 XS1819648129 - Yes ------500,000.00

Nexi Capital SPA Float - 05/2023 XS1819645455 - Yes ------1,000,000.00

Nidda Bondco GMBH 5% - 09/2025 XS1690645129 - Yes ------1,000,000.00

Picard Groupe SAS Float - 11/2023 XS1733942178 - Yes ------500,000.00

Prestigebidco GMBH 6.25% - 12/2023 XS1533933039 - Yes ------500,000.00

Promontoria Holding Float - 08/2023 XS1860222543 - Yes ------200,000.00

Quintiles IMS Inc 2.875% - 09/2025 XS1684387456 - Yes ------100,000.00

Schoeller Allibert Group 8% - 10/2021 XS1500468407 - Yes ------2,000,000.00

Schumann Spa 7% Fixed- 07/2023 XS1454980159 - Yes ------1,000,000.00

Schumann Spa Float - 07/2022 XS1454976801 - Yes ------1,500,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Scientific Games International, Inc. 3.375% - 02/2026. XS1766775545 - Yes ------250,000.00

SNAI S.P.A. 6.375% - 11/2021 XS1513691979 - Yes ------1,000,000.00

SNAI S.P.A. Float + 6.00% - 11/2021 XS1513692357 - Yes ------3,000,000.00

Solocal Group Euribor+6.0% - 03/2022 FR0013237484 ------3,750,000.00

Starfrut Us/Star Fi BV 6.5% - 10/2026 XS1885682036 - Yes ------500,000.00

Synlab Bondco Plc Float 3.5% - 07/2022 XS1516322200 - Yes ------1,000,000.00

Tele Columbus AG 3.875% - 05/2025 XS1814546013 - Yes ------1,250,000.00

Telenet Finance LUX 3.5% - 03/2028 BE6300371273 - Yes ------1,200,000.00

United Group BV Fixed 4.375% - 07/2022 XS1647814968 - Yes ------750,000.00

United Group BV Float - 07/2023 XS1647816823 - Yes ------1,500,000.00

UnityMedia Hessen / NRW FIXED 3.5% - 01/2027 XS1197205591 - Yes ------250,000.00

UPC Holdings BV 3.875% - 06/2029 XS1629969327 - Yes ------1,000,000.00

UPCB Finance IV LTD 4% - 01/2027 XS1117297603 - Yes ------225,000.00

UPCB FINANCE VII 3.625% - 06/2029 XS1634252628 - Yes ------3,000,000.00

Wind Tre Spa 3.125% - 01/2025 XS1708450561 - Yes ------750,000.00

Wind Tre Spa Float +2.75% - 01/2024 XS1708450215 - Yes ------2,000,000.00

ZODIAK MEDIA SA 4% - 07/2022 XS1642700766 - Yes ------200,000.00

AI Robin Finco Limited Facility B LX165619 - Yes ------2,750,000.00

All3Media Intermediate Limited - All3Media B Facility Euro/Swap LX137655 - Yes ------3,549,000.00 Finance Limited Allnex SARL Tranche B-1 Term Loan LX152755 - Yes ------3,919,942.90

Altice Financing SA October 2017 EUR Term Loan LX168957 ------1,985,000.00

Altran Technologies Facility B (EUR) LX170900 - Yes ------1,835,106.38

Ammeraal Beltech Holding BV Term Loan LX175941 - Yes ------2,000,000.00

AP NMT Acquisition BV Euro Term B Loan (First Lien) LX139557 - Yes ------2,938,775.48

APCOA Parking Holdings Gmbh Term Loan B LX160841 ------4,000,000.00

Apleona GmbH Facility B5 - Euro LX173239 Yes Yes ------2,071,428.57

Archroma Finance Sarl Term Loan B1 Eur LX166298 - Yes ------3,000,000.00

Armacell Bidco Luxembourg Sarl Facility B3 LX161096 - Yes ------3,926,960.25

Aruba Investments, Inc. Euro Term B-1 Loan LX145177 - Yes ------3,928,934.01

ASK Chemicals GmbH Term Loan LX162319 - Yes ------3,250,000.00

Assystem Technologies Services Senior Facility B LX165539 Yes Yes ------2,000,000.00

Auris LuxCo First Lien Term Loan B LX174821 - Yes ------4,000,000.00

Avantor Inc Initial Euro Term Loan LX168604 - Yes ------1,985,000.00

Avast Software BV 2018 Refinancing EUR Term Loan LX173190 Yes Yes ------4,576,368.08

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Azelis Finance SA 2017 Refinancing Euro Term Loan LX169500 Yes Yes ------4,900,499.95

Blitz F18 675 GmbH New Facility B2 LX174586 Yes Yes ------2,000,000.00

CatLuxe Sarl Facility B1 LX167174 - Yes ------425,581.40

CDS Holdco III BV Facility F Loan LX170211 Yes Yes ------3,816,684.21

Ceva Sante Animale Facility B2 LX135736 - Yes ------5,000,000.00

Coherent Holding Gmbh Euro Term Loan LX153899 - Yes ------3,327,761.20

Colouroz Midco First Lien Euro Term B-5 Loan LX159976 - Yes ------2,462,500.00

Columbus Finance BV Facility B Loan LX174164 ------3,750,000.00

Comete Holding Facility B LX171151 Yes ------2,000,000.00

Compass IV Limited Facility B2 LX173781 - Yes ------2,000,000.00

Compass IV Limited Second Lien Term Loan LX173201 ------1,000,000.00

Convatec Healthcare D Sarl Euro Term A Loan LX155565 ------3,200,000.00

Corialis Group Limited New Term Loan B-1 LX159920 Yes Yes ------4,000,000.00

Coty BV Term B EUR Loan LX172439 - Yes ------1,496,250.00

Crown European Holdings SA Euro Term Loan B LX170856 - Yes ------997,500.00

Crown Finance US Inc Initial Euro Tranche Term Loan LX171024 - Yes ------1,990,000.00

CTC AcquiCo GmbH Facility B1 LX169716 - Yes ------2,250,000.00

Delachaux S.A. - Railtech International Facility B1 LX141055 ------3,778,286.34 S.A. Diamond (BC) BV Initial Euro Term Loan LX167195 - Yes ------2,977,500.00

Diaverum Holding SARL Second Lien Term Loan LX164120 - Yes ------1,000,000.00

Diaverum Sarl Facility B LX164119 Yes Yes ------6,000,000.00

EG Finco Limited Term B1 LX171054 Yes Yes ------2,985,000.00

Eircom Finco S.a.r.l 2017 Term Loan B LX161434 ------3,500,000.00

Elsan SAS Facility B2 LX146849 - Yes ------6,000,000.00

Euskaltel SA Facility B4 LX169397 Yes ------2,000,000.00

Evergood 4 APS Facility B1E Loan LX169648 - Yes ------3,527,776.35

Evergood 4 APS First Lien Term Loan B LX174805 - Yes ------1,684,210.52

Evergood 4 APS First Lien Term Loan B2 LX175202 - Yes ------315,789.47

Financiere Dry Mix Solutions SAS Facility B LX161205 - Yes ------2,000,000.00

Financiere Holding CEP Second Lien Term Loan LX170327 - Yes ------1,000,000.00

Financiere Holding CEP Term Loan B LX170325 Yes Yes ------3,000,000.00

Financiere Sun SAS New Facility B LX169489 Yes Yes ------3,000,000.00

Froneri International PLC Facility B1 LX170852 Yes Yes ------6,000,000.00

Fugue Finance B. V. Initial Euro Term Loan (First Lien) LX165624 - Yes ------2,500,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Galileo Global Education Finance Sarl ADDITIONAL FACILITY 2 LX173749 Yes ------1,000,000.00

Greeneden US Holdings II LLC Tranche B-3 Euro Term Loan LX171646 Yes Yes ------1,905,649.13

GTT Communications BV EMEA Term Loan LX171876 - Yes ------2,992,500.00

GVC Holdings Plc Facility B1 LX170176 Yes Yes ------4,000,000.00

HCO France Term Loan B LX169671 ------5,000,000.00

Hensoldt Holding Germany GmbH Facility B3 LX171534 Yes Yes ------2,000,000.00

HIG Finance 2 Limited Initial Euro Term Loan LX170078 - Yes ------2,977,500.00

Hilding Anders Financing AB Term Loan B LX169486 ------3,000,000.00

HNVR Holdco Limited Facility B LX152965 - Yes ------2,969,795.92

Houghton Europe BV Dutch Term Loan LX127383 ------3,441,168.34

House of Finance NV (The) Facility B LX169710 Yes Yes ------2,000,000.00

HSE 24 Finance & Service Gmbh Facility C LX155957 ------4,993,448.98

I-Logic Technologies Bidco Limited Initial Euro Term Loan LX170142 - Yes ------1,460,250.00

Ineos Finance PLC 2024 Euro Term Loan LX169196 - Yes ------4,962,500.00

Ineos Styrolution Group GmbH New 2024 Euro Term Loan LX169498 Yes Yes ------985,068.66

Infor (US), Inc. (fka Lawson Software Inc.) Euro Tranche B-2 Term Loan LX169633 Yes Yes ------4,898,424.95

Inovyn Finance PLC 2024 Tranhce B2 New Euro Term Loan LX169031 Yes Yes ------4,925,343.28

Invictus Media S.L.U. Facility B1 Loan LX172316 ------2,813,455.13

Invictus Media S.L.U. Facility B2 Loan LX174519 ------1,686,544.87

Itiviti Group AB Facility B LX171300 ------1,000,000.00

Jackpotjoy Plc Facility B (EUR) LX169951 ------5,000,000.00

Jacobs Douwe Egberts Holdings BV Term Loan A-3 LX155879 ------3,000,000.00

Jade Germany GmbH Initial Euro Term Loan LX162763 - Yes ------1,975,000.00

K2 World Bakery Investment I SLU Facility B1 LX172674 ------117,692.31

K2 World Bakery Investment I SLU Facility B2 LX172675 ------276,923.08

K2 World Bakery Investment I SLU Facility B3 LX170871 ------1,063,076.92

K2 World Bakery Investment I SLU Facility B4 LX172676 ------1,042,307.69

Keter Group BV Facility B1 LX155222 - Yes ------4,000,000.00

Kirk Beauty One Gmbh - Douglas Gmbh Facility B1 LX159199 Yes Yes ------5,000,000.00

Klockner Pentaplast of America Inc Euro Term Loan LX165634 Yes Yes ------1,985,000.00

Kraton Polymers Holdings BV Euro Replacement Term Loan LX171690 Yes Yes ------604,395.60

L1R HB Finance Limited Facility B2 Loan LX167539 - Yes ------3,000,000.00

LSF10 Impala Investments sarl Second Lien Term Loan LX175414 - Yes ------500,000.00

LSF10 Impala Investments sarl Term Loan B LX174740 - Yes ------3,500,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

LSF10 XL BIdco SCA Facility B LX159274 - Yes ------7,109,576.97

LSFX Flavum Bidco SAU Facility B LX168518 - Yes ------2,500,000.00

MacDermid Agricultural Solutions Holdings Euro Tranche C-5 Term Loan LX162203 - Yes ------3,670,572.74 BV Macdermid Funding LLC Euro Tranche C-6 Term Loan LX168776 Yes Yes ------1,668,400.02

Markermeer Finance B.V. Facility B1 EUR LX171311 - Yes ------686,029.41

Markermeer Finance B.V. Facility B2 EUR LX170907 - Yes ------1,813,970.59

Misys Limited Euro Term Loan (First Lien) LX163229 - Yes ------2,818,422.06

NewCo Sab Bidco Facility B LX161320 - Yes ------2,000,000.00

Nidda Healthcare Holding AG Facility B1 EUR LX168674 - Yes ------724,309.70

Nidda Healthcare Holding AG Facility B2 EUR LX168991 - Yes ------419,642.86

Nidda Healthcare Holding AG Facility C EURO LX173581 Yes Yes ------Yes - - 1,356,047.44

Nordic Packaging and Container(UK) Facility B1 LX155855 Yes ------1,409,297.66 Intermediate Holding Limited Novacap Group Bidco Additional Facility B3 LX167661 - Yes ------212,563.98

Novacap Group Bidco Facility B LX152525 Yes Yes ------787,436.02

Oberthur Technologies SA Facility B LX168948 Yes Yes ------6,000,000.00

Obol France 3 SAS Facility B LX161834 - Yes ------1,500,000.00

OCI NV First Lien Term Loan A LX175720 ------5,000,000.00

OEP Trafo Bidco GmbH Facility B LX163467 ------1,000,000.00

Optimus Bidco SAS Facility B Loan LX175234 - Yes ------2,000,000.00

Oxea Corporation Tranche B-1 Term Loan LX168813 - Yes ------3,000,000.00

Pacific BC Bidco Limited Facility B2 LX171163 Yes Yes ------3,500,000.00

Peer Holding III BV Facility B LX171259 Yes ------4,500,000.00

PI UK Holdco II Limited Facility B2 LX169668 - Yes ------3,000,000.00

PI UK Holdco III Limited Second Lien Facility 2 LX169669 - Yes ------2,000,000.00

Premier Lotteries Ireland DAC Term Loan B LX166130 - Yes ------2,000,000.00

Reynolds Group Holdings Inc. Incremental European Term Loan LX159203 - Yes ------2,320,212.05

Richmond UK Bidco Limited Facility B - Euro/Swap LX159835 ------2,258,000.00

SAN PATRICK SL Facility B3 LX171236 Yes Yes ------1,074,418.60

Sapphire Bidco BV Facility B (First Lien) LX169930 - Yes ------2,000,000.00

Sapphire Bidco BV Second Lien Facility LX169932 - Yes ------1,000,000.00

SFR Group SA Refinancing Term Loan B11 LX162008 - Yes ------987,500.00

SFR Group SA Tranche B-12 Loan - Euro LX169001 - Yes ------3,473,750.00

Siaci Saint Honore Term Loan First Lien LX174826 - Yes ------1,000,000.00

Solenis International LP Initial Euro Term Loan LX173978 - Yes ------2,493,750.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Soppa Holdings Sarl First Lien B Tranche 1 LX157881 - Yes ------2,698,259.34

Soppa Holdings Sarl First Lien B Tranche 2 LX159205 - Yes ------524,766.01

Soppa Holdings Sarl First Lien B Tranche 3 LX159206 - Yes ------462,800.74

Soppa Holdings Sarl First Lien B Tranche 4 LX159207 - Yes ------1,166,724.56

Starfruit Finco BV Term Loan B LX175816 - Yes ------3,000,000.00

Stars Group Holdings BV Euro Term Loan LX174019 - Yes ------2,000,000.00

Sunshine Investments BV Facility B1 Loan LX170103 - Yes ------2,000,000.00

Swissport International AG 2018 Incremental Euro Term Loan LX172165 - Yes ------2,234,695.65

Tackle Sarl New Facility B LX161574 ------4,000,000.00

TDC AS Facility B1 LX173747 - Yes ------2,000,000.00

Techem Gmbh New Facility B1 LX174950 Yes Yes ------2,500,000.00

Technicolor S.A. Term Loan LX157075 - Yes ------6,000,000.00

Tele Columbus AG Facility A2 LX174457 Yes ------1,248,335.10

Telenet International Finance Sarl Term Loan AO Facility LX173750 - Yes ------2,000,000.00

TV Borrower - Regit Eins GMBH Euro Term B-1 Loan LX160298 - Yes ------1,944,601.77

Unifrax I LLC Initial Euro Term Loan LX161986 - Yes ------1,975,000.00

Unilabs Diagnostics AB Facility B2 LX161584 - Yes ------2,500,000.00

Valeo F1 Company Limited EUR Term Loan LX167793 Yes ------2,500,000.00

Verallia Packaging Facility C Loan LX173753 - Yes ------3,000,000.00

Verisure Holding AB Facility B1E LX164262 Yes Yes ------6,000,000.00

Veritas US Inc First Lien Term Loan B LX165579 Yes Yes ------1,950,101.01

Vistra Group Holdings (BVI) II Limited – First Lien Repriced Euro Term Loan LX146618 Yes Yes ------3,919,193.71 Stiphout Finance BV VUE INTERNATIONAL BIDCO PLC Term Loan B LX153954 - Yes ------2,500,000.00

Wall Street Systems Delaware Inc Initial Euro Term Loan LX169481 Yes Yes ------1,330,183.21

Waterlogic Holdings Limited Facility B1 Loan LX171579 ------2,500,000.00

Watson Bidco BV Facility B LX164355 Yes Yes ------1,000,000.00

Wittur Holding GMBH Facility B3 LX169742 Yes Yes ------4,000,000.00

WowMidco SAS Facility B2 LX159174 Yes Yes ------2,000,000.00

Zara UK Midco Limited Facility B LX170881 ------3,000,000.00

Ziggo Secured Finance Partnership Term Loan F LX159376 - Yes ------7,000,000.00

Total Balance: 458,482,204.05

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Account Name Account Traded Settled Settled Projected Number Balance Balance Reinvestment Income

General

CAD SQ 8 ANN INT SMOOTHING AB MMF EUR 3591079784 0.00 0.00 0.00

CAD SQ 8 ANN INT SMOOTHING AB MMF GBP 3591078264 0.00 0.00 0.00

CAD SQ 8 ANN INT SMOOTHING AB MMF USD 3591078404 0.00 0.00 0.00

CAD SQ 8 SEMI ANN INT SMOOTH AB MMF EUR 3591079783 0.00 0.00 0.00

CAD SQ 8 SEMI ANN INT SMOOTH AB MMF GBP 3591078263 0.00 0.00 0.00

CAD SQ 8 SEMI ANN INT SMOOTH AB MMF USD 3591078403 0.00 0.00 0.00

CAD SQ 8 UNFUND REVRES AB CSH EUR 3591069781 361,586.57 361,586.57 0.00

CAD SQUARE 8 PAYMENT ACC AB CSH EUR 3591069780 1,290.12 1,290.12 0.00

CADOGAN SQ 8 CONTRIBUTION AB MMF EUR 3591079789 0.00 0.00 0.00

CADOGAN SQ 8 CONTRIBUTION AB MMF GBP 3591078269 0.00 0.00 0.00

CADOGAN SQ 8 CONTRIBUTION AB MMF USD 3591078409 0.00 0.00 0.00

CADOGAN SQ 8 CP DOWNG BANA CUST 3591049780 0.00 0.00 0.00

CADOGAN SQ 8 CURRENCY AB MMF EUR 3591079786 0.00 0.00 0.00

CADOGAN SQ 8 CURRENCY AB MMF GBP 3591078266 0.00 0.00 0.00

CADOGAN SQ 8 CURRENCY AB MMF USD 3591078406 0.00 0.00 0.00

CADOGAN SQ 8 EXPENSE RES AB MMF EUR 3591079788 0.00 0.00 0.00

CADOGAN SQ 8 EXPENSE RES AB MMF GBP 3591078268 0.00 0.00 0.00

CADOGAN SQ 8 EXPENSE RES AB MMF USD 3591078408 0.00 0.00 0.00

CADOGAN SQ 8 HEDGE TERM AB MMF EUR 3591079785 0.00 0.00 0.00

CADOGAN SQ 8 HEDGE TERM AB MMF GBP 3591078265 0.00 0.00 0.00

CADOGAN SQ 8 HEDGE TERM AB MMF USD 3591078405 0.00 0.00 0.00

CADOGAN SQ 8 RESERVE AB MMF EUR 3591079787 0.00 0.00 0.00

CADOGAN SQ 8 RESERVE AB MMF GBP 3591078267 0.00 0.00 0.00

CADOGAN SQ 8 RESERVE AB MMF USD 3591078407 0.00 0.00 0.00

CADOGAN SQ 8 SUPPLEML RES AC MMF EUR 3591079782 0.00 0.00 0.00

CADOGAN SQ 8 SUPPLEML RES AC MMF GBP 3591078262 0.00 0.00 0.00

CADOGAN SQ 8 SUPPLEML RES AC MMF USD 3591078402 0.00 0.00 0.00

CADOGAN SQ 8 UNUSED PROCEEDS AB MMF EUR 3591079781 0.00 0.00 0.00

CADOGAN SQUARE CLO VIII DAC AB MMF EUR 3591079780 0.00 0.00 0.00

CADOGAN SQUARE CLO VIII DAC AB MMF GBP 3591078260 0.00 0.00 0.00

CADOGAN SQUARE CLO VIII DAC AB MMF USD 3591078400 0.00 0.00 0.00

Cadogan Square CLO VIII DAC Interest A/C GBP 9060168260 0.00 0.00 0.00

Cadogan Square CLO VIII DAC Interest A/C USD 9060168400 0.00 0.00 0.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Account Name Account Traded Settled Settled Projected Number Balance Balance Reinvestment Income

Cadogan Square CLO VIII DAC Principal A/C GBP 9060178260 0.00 0.00 0.00

Cadogan Square CLO VIII DAC Principal A/C USD 9060178400 0.00 0.00 0.00

CADSQ 8 CP DOWNG BANA Cust 3591048400 0.00 0.00 0.00

CADSQ 8 CP DOWNG BANA CUST 3591048260 0.00 0.00 0.00

CADSQ 8 CP DOWNG BNPP CUST 9302688260 0.00 0.00 0.00

CADSQ 8 CP DOWNG BNPPCUST 9302688400 0.00 0.00 0.00

CADSQ 8 CP DOWNG JPM CUST 9304298260 0.00 0.00 0.00

CADSQ 8 CP DOWNG JPMCUST 9304299780 0.00 0.00 0.00

CADSQ 8 CPDOWNG BNPP CUST 9302689780 0.00 0.00 0.00

CADSQ 8CP DOWNG JPM CUST 9304298400 0.00 0.00 0.00

Interest

Cadogan Square CLO VIII DAC Interest A/C EUR 9060169780 4,428,572.46 4,428,572.46 0.00

Principal

CADOGAN SQ 8 UNUSED PROCEEDS AB MMF GBP 3591078261 0.00 0.00 0.00

CADOGAN SQ 8 UNUSED PROCEEDS AB MMF USD 3591078401 0.00 0.00 0.00

Cadogan Square CLO VIII DAC Principal A/C EUR 9060179780 7,088,236.06 22,010,736.05 0.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security LXID/ISIN Trade Date Settle Date Par Amount Price Principal (EUR) Affiliate (EUR)

Borrowing Nidda Healthcare Holding AG - Facility C EURO NIDDAHA_ETLOC 26-Sep-2018 26-Sep-2018 108,662.45 0.000 (108,662.45)

Borrowing Subtotal: 108,662.45 (108,662.45)

Committed Purchases Ammeraal Beltech Holding BV - Term Loan AMMERAALBT_TL 26-Sep-2018 2,000,000.00 100.000 (2,000,000.00)

Starfruit Finco BV - Term Loan B STARFRUIT_TLB 20-Sep-2018 3,000,000.00 100.000 (3,000,000.00)

Committed Purchases Subtotal: 5,000,000.00 (5,000,000.00)

Committed Sales Sigma Bidco BV - Facility B1 SIGMABDCO_EUT 26-Sep-2018 (2,000,000.00) 99.750 1,995,000.00

Sigma Bidco BV - Facility B1 SIGMABDCO_EUT 28-Sep-2018 (2,500,000.00) 99.875 2,496,875.00

Unilabs Diagnostics AB - Facility B2 LX161584 04-Oct-2018 (1,500,000.00) 99.875 1,498,125.00

Committed Sales Subtotal: (6,000,000.00) 5,990,000.00

Paydown Allnex SARL - Tranche B-1 Term Loan LX152755 28-Sep-2018 28-Sep-2018 (10,028.55) 100.000 10,028.55

AP NMT Acquisition BV - Euro Term B Loan (First Lien) APNMTACQ_EUTB 28-Sep-2018 28-Sep-2018 (7,653.06) 100.000 7,653.06

Armacell Bidco Luxembourg Sarl - Facility B3 ARMACELLB_FB3 28-Sep-2018 28-Sep-2018 (10,665.89) 100.000 10,665.89

Armacell Bidco Luxembourg Sarl - Facility B3 ARMACELLB_FB3 28-Sep-2018 28-Sep-2018 (9,167.24) 100.000 9,167.24

Aruba Investments, Inc. - Euro Term B-1 Loan ARUBAIN_ETLB1 28-Sep-2018 28-Sep-2018 (10,152.28) 100.000 10,152.28

Avantor Inc - Initial Euro Term Loan AVANTOR_EUROL 28-Sep-2018 28-Sep-2018 (5,000.00) 100.000 5,000.00

Avast Software BV - 2018 Refinancing EUR Term Loan AVASTSFW_NTLB 28-Sep-2018 28-Sep-2018 (58,671.39) 100.000 58,671.39

Azelis Finance SA - 2017 Refinancing Euro Term Loan LX169500 28-Sep-2018 28-Sep-2018 (7,130.75) 100.000 7,130.75

Azelis Finance SA - 2017 Refinancing Euro Term Loan LX169500 28-Sep-2018 28-Sep-2018 (3,630.63) 100.000 3,630.63

Azelis Finance SA - 2017 Refinancing Euro Term Loan LX169500 28-Sep-2018 28-Sep-2018 (1,613.62) 100.000 1,613.62

Coherent Holding Gmbh - Euro Term Loan COHERENTH_TLB 28-Sep-2018 28-Sep-2018 (15,000.00) 100.000 15,000.00

Colouroz Midco - First Lien Euro Term B-5 Loan COLOROUZ_EUB5 28-Sep-2018 28-Sep-2018 (6,250.00) 100.000 6,250.00

Convatec Healthcare D Sarl - Euro Term A Loan LX155565 28-Sep-2018 28-Sep-2018 (600,000.00) 100.000 600,000.00

Coty BV - Term B EUR Loan COTYBV_TBLEUR 28-Sep-2018 28-Sep-2018 (3,750.00) 100.000 3,750.00

Crown European Holdings SA - Euro Term Loan B CROWNEURO_ETB 28-Sep-2018 28-Sep-2018 (2,500.00) 100.000 2,500.00

Crown Finance US Inc - Initial Euro Tranche Term Loan CINELIM_ETLON 28-Sep-2018 28-Sep-2018 (5,000.00) 100.000 5,000.00

Diamond (BC) BV - Initial Euro Term Loan DIAMONDBC_VTL 28-Sep-2018 28-Sep-2018 (7,500.00) 100.000 7,500.00

EG Finco Limited - Term B1 EGFINLITD_B1 28-Sep-2018 28-Sep-2018 (7,500.00) 100.000 7,500.00

Greeneden US Holdings II LLC - Tranche B-3 Euro Term LX171646 28-Sep-2018 28-Sep-2018 (4,800.12) 100.000 4,800.12 Loan GTT Communications BV - EMEA Term Loan GTT_COMMUNICA 28-Sep-2018 28-Sep-2018 (7,500.00) 100.000 7,500.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security LXID/ISIN Trade Date Settle Date Amount PricePar Principal (EUR) Affiliate (EUR)

HIG Finance 2 Limited - Initial Euro Term Loan HIGFINC2_IEUR 28-Sep-2018 28-Sep-2018 (5,996.99) 100.000 5,996.99

HIG Finance 2 Limited - Initial Euro Term Loan HIGFINC2_IEUR 28-Sep-2018 28-Sep-2018 (1,503.01) 100.000 1,503.01

Ineos Finance PLC - 2024 Euro Term Loan INEOSFNC_TLEU 28-Sep-2018 28-Sep-2018 (12,500.00) 100.000 12,500.00

Ineos Styrolution Group GmbH - New 2024 Euro Term INEOSSY_EUTOL 28-Sep-2018 28-Sep-2018 (2,481.28) 100.000 2,481.28 Loan Inovyn Finance PLC - 2024 Tranhce B2 New Euro Term INOVYNF_RP24E 01-Oct-2018 01-Oct-2018 (12,406.41) 100.000 12,406.41 Loan Jade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM 28-Sep-2018 28-Sep-2018 (4,892.32) 100.000 4,892.32

Jade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM 28-Sep-2018 28-Sep-2018 (107.68) 100.000 107.68

Kraton Polymers Holdings BV - Euro Replacement Term KRTNPLYMR_EUT 28-Sep-2018 28-Sep-2018 (30,219.78) 100.000 30,219.78 Loan Reynolds Group Holdings Inc. - Incremental European REY_NOLDSGRHO 28-Sep-2018 28-Sep-2018 (5,903.85) 100.000 5,903.85 Term Loan SIG Combibloc PurchaseCo Sarl - Repriced Euro Term SIGCOMHOLDSC_C 28-Sep-2018 28-Sep-2018 (3,797.47) 100.000 3,797.47 Loan SIG Combibloc PurchaseCo Sarl - Repriced Euro Term SIGCOMHOLDSC_C02-Oct-2018 02-Oct-2018 (1,465,822.78) 100.000 1,465,822.78 Loan Solenis International LP - Initial Euro Term Loan SOLENISINT_TL 28-Sep-2018 28-Sep-2018 (6,250.00) 100.000 6,250.00

TV Borrower - Regit Eins GMBH - Euro Term B-1 Loan REGIT_EINSETL 28-Sep-2018 28-Sep-2018 (30,398.23) 100.000 30,398.23

Unifrax I LLC - Initial Euro Term Loan UNIFRAX_IELTL 28-Sep-2018 28-Sep-2018 (5,000.00) 100.000 5,000.00

Veritas US Inc - First Lien Term Loan B VERITAS_FLTB 28-Sep-2018 28-Sep-2018 (4,949.50) 100.000 4,949.50

Vistra Group Holdings (BVI) II Limited – Stiphout VISTRAGHLT_RT 28-Sep-2018 28-Sep-2018 (10,100.79) 100.000 10,100.79 Finance BV - First Lien Repriced Euro Term Loan Wall Street Systems Delaware Inc - Initial Euro Term WALLST_SDFLTL 28-Sep-2018 28-Sep-2018 (3,350.59) 100.000 3,350.59 Loan

Paydown Subtotal: (2,389,194.21) 2,389,194.21

Purchases Gamenet Group Spa - Float - 04/2023 XS1811351821 13-Sep-2018 17-Sep-2018 200,000.00 96.250 (192,500.00)

Optimus Bidco SAS - Facility B Loan FINAN_STOFLTL 08-Aug-2018 04-Oct-2018 2,000,000.00 99.000 (1,980,000.00)

Starfrut Us/Star Fi BV - 6.5% - 10/2026 XS1885682036 20-Sep-2018 01-Oct-2018 500,000.00 100.000 (500,000.00)

WowMidco SAS - Facility B2 WOWMIDC_FACB2 11-Jul-2018 02-Oct-2018 2,000,000.00 98.500 (1,970,000.00)

Zara UK Midco Limited - Facility B ZARA_MIDCOTLB 08-Aug-2018 18-Sep-2018 1,000,000.00 90.000 (900,000.00)

Purchases Subtotal: 5,700,000.00 (5,542,500.00) Sales Elsan SAS - Facility B2 ELSANSAS_FAB2 03-Sep-2018 24-Sep-2018 (2,000,000.00) 100.500 2,010,000.00

Greeneden US Holdings II LLC - Tranche B-3 Euro Term LX171646 21-Aug-2018 20-Sep-2018 (2,000,000.00) 100.250 2,005,000.00 Loan

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security LXID/ISIN Trade Date Settle Date Amount PricePar Principal (EUR) Affiliate (EUR)

Sales Subtotal: (4,000,000.00) 4,015,000.00

Grand Total: (1,580,531.77) 1,743,031.77

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security LX ID Trade Date Par Amount Price Principal Interest Total Reason for Trade Proceeds

Committed Purchases

Ammeraal Beltech Holding BV - Term Loan LX175941 26-Sep-2018 2,000,000.00 100.000 (2,000,000.00) 0.00 (2,000,000.00)

Auris LuxCo - First Lien Term Loan B LX174821 24-Jul-2018 4,000,000.00 100.000 (4,000,000.00) 0.00 (4,000,000.00)

CDS Holdco III BV - Facility F Loan LX170211 20-Dec-2017 0.00 99.750 0.00 0.00 0.00

Evergood 4 APS - First Lien Term Loan B LX174805 18-Jul-2018 1,684,210.52 99.500 (1,675,789.47) 0.00 (1,675,789.47)

Evergood 4 APS - First Lien Term Loan B2 LX175202 08-Aug-2018 315,789.47 99.500 (314,210.52) 0.00 (314,210.52)

LSF10 Impala Investments sarl - Second Lien Term Loan LX175414 08-Aug-2018 500,000.00 95.000 (475,000.00) 0.00 (475,000.00)

LSF10 Impala Investments sarl - Term Loan B LX174740 02-Aug-2018 3,500,000.00 99.000 (3,465,000.00) 0.00 (3,465,000.00)

OCI NV - First Lien Term Loan A LX175720 13-Aug-2018 5,000,000.00 99.750 (4,987,500.00) 0.00 (4,987,500.00)

Siaci Saint Honore - Term Loan First Lien LX174826 27-Jul-2018 1,000,000.00 99.500 (995,000.00) 0.00 (995,000.00)

Starfruit Finco BV - Term Loan B LX175816 20-Sep-2018 3,000,000.00 100.000 (3,000,000.00) 0.00 (3,000,000.00)

Committed Purchases subtotal: 20,999,999.99 (20,912,499.99) 0.00 (20,912,499.99)

Committed Sales

Sigma Bidco BV - Facility B1 LX171809 26-Sep-2018 (2,000,000.00) 99.750 1,995,000.00 0.00 1,995,000.00 Discretionary

Sigma Bidco BV - Facility B1 LX171809 28-Sep-2018 (2,500,000.00) 99.875 2,496,875.00 0.00 2,496,875.00 Credit Improved Security

Unilabs Diagnostics AB - Facility B2 LX161584 04-Oct-2018 (1,500,000.00) 99.875 1,498,125.00 0.00 1,498,125.00 Credit Risk Security

Committed Sales subtotal: (6,000,000.00) 5,990,000.00 0.00 5,990,000.00

Grand Total: 14,999,999.99 (14,922,499.99) 0.00 (14,922,499.99)

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

APB as of 12 months ago Result Requirement

460,000,000.00 EUR 0.00% <= 25.00% Pass

Security Sale Date Original Purchase Price Sale Price Trade Amount

Sigma Bidco BV Facility B1 26-Sep-2018 99.50 99.75 2,000,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Aggreate Collateral Balance January Report Total % of ACB January Requirement 425,358,372.49 EUR 17,132,307.69 EUR 3.47% <= 30.00% Pass

Security Reason for Sale Sale Date Price Trade AmountSale

Ard Finance SA 6.6250% - 09/2023 Discretionary 12-Mar-2018 106.63 500,000.00

Ard Finance SA 6.6250% - 09/2023 Discretionary 19-Jun-2018 103.65 250,000.00

Avantor Inc 4.75% - 10/2024 Discretionary 12-Mar-2018 100.27 800,000.00

Froneri International PLC Facility B1 Discretionary 31-Jan-2018 101.13 1,000,000.00

Haya Finance 2017 SA 5.25% - 11/2022 Discretionary 12-Mar-2018 100.01 1,000,000.00

Nidda Healthcare Holding AG 3.5% - 09/2024 Discretionary 12-Mar-2018 100.77 900,000.00

Prestigebidco GMBH 6.25% - 12/2023 Discretionary 14-Mar-2018 107.13 2,000,000.00

Prestigebidco GMBH 6.25% - 12/2023 Discretionary 14-Mar-2018 107.13 500,000.00

Prestigebidco GMBH 6.25% - 12/2023 Discretionary 05-Apr-2018 106.51 500,000.00

Synlab Bondco Plc Float 3.5% - 07/2022 Discretionary 12-Mar-2018 101.00 2,000,000.00

Ziggo Secured Finance Partnership Term Loan F Discretionary 21-Mar-2018 99.96 3,000,000.00

ZODIAK MEDIA SA 4% - 07/2022 Discretionary 02-Jul-2018 103.14 200,000.00

ZODIAK MEDIA SA 4% - 07/2022 Discretionary 02-Jul-2018 103.14 100,000.00

Sigma Bidco BV Facility B1 Discretionary 26-Sep-2018 99.75 2,000,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security LXID Principal Balance Native Security Restructured Name of Obligor prior to Restructuring Long Dated? Currency Type Date

There are no Restructures to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Issuer Country Moody's Industry S&P Industry Principal Balance Group Group

There are no Exchanged Equity Securities to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Test Formula Numerator Denominator Actual Headroom Target Result

Class A/B Interest Coverage Test [A]/([B]+[C]+[D]+[E]) 4,201,060.01 902,620.00 EUR 465.43% 345.43% >= 120.00% Pass

Class C Interest Coverage Test [A]/([B]+[C]+[D]+[E]+[F]) 4,201,060.01 1,071,269.80 EUR 392.16% 277.16% >= 115.00% Pass

Class D Interest Coverage Test [A]/([B]+[C]+[D]+[E]+[F]+[G]) 4,201,060.01 1,254,564.20 EUR 334.86% 224.86% >= 110.00% Pass

Class E Interest Coverage Test [A]/([B]+[C]+[D]+[E]+[F]+[G]+[H]) 4,201,060.01 1,769,417.00 EUR 237.43% 132.43% >= 105.00% Pass

Interest Coverage Test Numerator Detail Interest Coverage Test Denominators Class A-1 Senior Secured Floating Rate PM Voting Notes 601,128.00 EUR [B] Interest Accounts Balance 4,428,572.46 EUR Class A-2 Senior Secured Fixed Rate PM Voting Notes 57,500.00 EUR [C] Miscellaneous Interest Proceeds 0.00 EUR Class B-1 Senior Secured Floating Rate PM Voting Notes 221,392.00 EUR [D] Subtotal: 4,428,572.46 EUR Class B-2 Senior Secured Fixed Rate PM Voting Notes 22,600.00 EUR [E] Projected: Class C Senior Secured Deferrable Floating Rate PM Voting Notes 168,649.80 EUR [F] Scheduled Interest on Collateral Debt Obligations (excl Defaults) 0.00 EUR Class D Senior Secured Deferrable Floating Rate PM Voting Notes 183,294.40 EUR [G] All amendment and waiver fees, all late payment fees, all commitment fees, all syndication fees, delayed 0.00 EUR compensation and all other fees and commission due but not yet received Class E Senior Secured Deferrable Floating Rate PM Voting Notes 514,852.80 EUR [H] Reinvest. Income from Sched. Int. Pymnts 0.00 EUR Class F Senior Secured Deferrable Floating Rate PM Voting Notes

Interest on Account Balances 0.00 EUR Class M Subordinated Notes

Scheduled Periodic Hedge Counterparty Payments under any Interest Rate Hedge Transaction or FX 0.00 EUR Forward Transaction Amounts payable from Reserve Account, Expense Reserve Account, Currency Account, Annual Interest 0.00 EUR Smoothing Account and/or Semi-Annual Interest Smoothing Account Subtotal: 0.00 EUR Less:

Amounts Payable to Annual Interest Smoothing Account and Semi-Annual Interest Smoothing Account 0.00 EUR

Interest Priority of Payments paras (A) to (F) 227,512.45 EUR

Ramp Accrued Interest 0.00 EUR

Subtotal: 227,512.45 EUR Plus:

Defaulted Obligation Excess Amounts 0.00 EUR

Interest Coverage Numerator: 4,201,060.01 EUR [A] ***Please Note: This Interest Coverage Test is not effective until Effective Date***

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Class A/B Interest Coverage Test Class C Interest Coverage Test

500 400

350 400 300

250 276.39 277.16 300 344.52 345.43

200

Actual (%) 200 Actual (%) 150

100 100 115.00 115.00 120.00 120.00 50

0 0 12-Sep-2018 04-Oct-2018 12-Sep-2018 04-Oct-2018 Threshold Threshold Period Period >= 120.00% >= 115.00%

Class D Interest Coverage Test Class E Interest Coverage Test

350 240

300 200

250 131.96 132.43 160 224.21 224.86 200 120 150 Actual (%) Actual (%)

80 100 105.00 105.00 40 50 110.00 110.00

0 0 12-Sep-2018 04-Oct-2018 12-Sep-2018 04-Oct-2018 Threshold Threshold Period Period >= 110.00% >= 105.00%

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Test Description Formula Numerator Denominator Actual Headroom Target Result

Class A/B Par Value Test [A]/([B]+[C]+[D]+[E]) 465,570,440.11 331,200,000.00 EUR 140.57% 11.68% >= 128.89% Pass

Class C Par Value Test [A]/([B]+[C]+[D]+[E]+[F]) 465,570,440.11 359,030,000.00 EUR 129.67% 8.55% >= 121.12% Pass

Class D Par Value Test [A]/([B]+[C]+[D]+[E]+[F]+[G]) 465,570,440.11 380,050,000.00 EUR 122.50% 6.96% >= 115.54% Pass

Class E Par Value Test [A]/([B]+[C]+[D]+[E]+[F]+[G]+[H]) 465,570,440.11 412,390,000.00 EUR 112.90% 5.86% >= 107.04% Pass

Reinvestment Overcollateralisation Test [A]/([B]+[C]+[D]+[E]+[F]+[G]+[H]) 465,570,440.11 412,390,000.00 EUR 112.90% 5.36% >= 107.54% Pass

Par Value Test Numerator Detail Par Value Test Denominator Detail

Aggregate Principal Balance of CDO's (excl Defaulted, Discount and Deferring) 458,482,204.05 EUR Tranche Principal Amount Outstanding Class A-1 Senior Secured Floating Rate PM Voting Notes 248,400,000.00 EUR [B] Principal and Unused Proceeds Account 7,088,236.06 EUR Class A-2 Senior Secured Fixed Rate PM Voting Notes 23,000,000.00 EUR [C]

Plus: Class B-1 Senior Secured Floating Rate PM Voting Notes 54,800,000.00 EUR [D]

Defaulted Securities 0.00 EUR Class B-2 Senior Secured Fixed Rate PM Voting Notes 5,000,000.00 EUR [E] Class C Senior Secured Deferrable Floating Rate PM Voting Notes 27,830,000.00 EUR [F] Deferring Securities 0.00 EUR Class D Senior Secured Deferrable Floating Rate PM Voting Notes 21,020,000.00 EUR [G] Discount Obligations 0.00 EUR Class E Senior Secured Deferrable Floating Rate PM Voting Notes 32,340,000.00 EUR [H]

Unpaid Accrued Interest Purchase with Principal Proceeds 0.00 EUR Class F Senior Secured Deferrable Floating Rate PM Voting Notes Class M Subordinated Notes Less:

Excess CCC/Caa Adjustment Amount 0.00 EUR

Adjusted Collateral Principal Amount: 465,570,440.11 EUR [A]

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Class A/B Par Value Test Class C Par Value Test

160 140

140 8.56 8.55 11.68 11.68 120

120 100

100 80 80 60 121.12 121.12 Actual (%) 128.89 128.89 Actual (%) 60

40 40

20 20

0 0 12-Sep-2018 04-Oct-2018 12-Sep-2018 04-Oct-2018 Threshold Threshold Period Period >= 128.89% >= 121.12%

Class D Par Value Test Class E Par Value Test

140 120

5.86 5.86 120 6.96 6.96 100

100 80

80 60 60 107.04 107.04

Actual (%) 115.54 115.54 Actual (%)

40 40

20 20

0 0 12-Sep-2018 04-Oct-2018 12-Sep-2018 04-Oct-2018 Threshold Threshold Period Period >= 115.54% >= 107.04%

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Default Principal Balance Market Price Moody's Recovery Par Value Test Date Recovery Amount Determination Rate

There are no Defaulted Obligations to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Deferring Principal Market Price S&P Moody's Recovery Amount Haircut Type Date Balance Recovery Recovery Rate Rate

There are no Deferring Obligations to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Maturity Date Principal Non Discount Non Discount Market Moody's S&P Discount Discount Haircut Type Balance Principal Recovery Price Recovery Recovery Principal Recovery Balance Amount Rate Rate Balance Amount

There are no Discounted Obligations to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Aggregate Collateral Balance: 465,574,314.08 EUR

7.5% of Aggregate Collateral Balance 34,918,073.56 EUR

Aggregate Collateral Balance incl Default Coll Value SP 465,574,314.08 EUR

7.5% of Aggregate Collateral Balance incl Default Coll Value SP 34,918,073.56 EUR

Aggregate Moody CCC Assets 5,500,000.00 EUR

Aggregate S&P CCC Assets 6,696,428.54 EUR

Principal Balance of All CCC Obligations in Excess 0.00 EUR

Market Value of All CCC Obligations in Excess 0.00 EUR

Excess CCC Adjusted Amount 0.00 EUR

Security Security ID Market Price Market Value Market Value CCC Excess Is Principal Rating OC Haircut Type (EUR) Excess (EUR) (EUR) Original Balance (EUR) Moody's/S&P CCC? Used

There are no Obligations forming CCC/Caa Excess to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Hedge Counterparty Hedged Security Notional AmountReceive Leg Pay Leg Euribor Moody's LT S&P LT S&P ST Counterparty Rating Rating Rating Satisfies Rating Requirements?

JPMorgan AG All3Media Intermediate Limited - 3,000,000.00 28,678.29 EUR 38,196.74 GBP -0.3180 A1 A+ P-1 A-1 True All3Media JPMorgan AG Nemean Bondco PLC 2,000,000.00 33,311.93 EUR 34,286.41 GBP -0.3180 A1 A+ P-1 A-1 True

JPMorgan AG Richmond UK Bidco 2,000,000.00 18,650.08 EUR 25,464.49 GBP -0.3180 A1 A+ P-1 A-1 True

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Issuer Trade Maturity Buy Sell FX Buy FX Sell FX Forward Rate Counterparty Ratings Date Date Currency Currency Amount Amount at Trade Date Moody's S&P LT ST LT ST

There are no FX Forwards to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Maturity Original Prior Current Moody's Original Prior Current S&P Industry Name Moody's S&P Principal Date Moody's Moody's Moody's DPR S&P S&P S&P Recovery Recovery Balance Rating Rating Rating Rating Rating Rating Rate Rate

AI Robin Finco Limited Term Loan 12-Sep-2024 B2 B2 B3 B B Industrial Conglomerates 50% 30% 2,750,000.00

All3Media Intermediate Limited - All3Media Finance Limited 30-Jun-2021 B2 B2 B3 B B Media 50% 30% 3,549,000.00 Term Loan Allnex SARL Term Loan 13-Sep-2023 B1 B1 B1 B B Chemicals 45% 30% 3,919,942.90

Altice Financing SA Term Loan 02-Feb-2026 B1 B1 B1 BB- B Diversified Telecommunication Services 45% 50% 1,985,000.00

Altran Technologies Term Loan 20-Mar-2025 Ba2 Ba2 Ba2 BB BB IT Services 45% 35% 1,835,106.38

Ammeraal Beltech Holding BV Term Loan 26-Sep-2025 B2 B3 B B Machinery 50% 40% 2,000,000.00

Anacap Fin EU SA 30-Jul-2024 B1 B1 B1 BB- BB- Banks 35% 40% 2,450,000.00

AP NMT Acquisition BV Term Loan 13-Aug-2021 B3 B3 Caa1 CCC+ CCC+ Media 50% 29% 2,938,775.48

APCOA Parking Holdings Gmbh Term Loan 20-Mar-2024 B1 B1 B1 B+ B+ Transportation Infrastructure 45% 40% 4,000,000.00

Apleona GmbH Term Loan 01-Sep-2023 B2 B2 B2 B B Commercial Services and Supplies 45% 30% 2,071,428.57

Archroma Finance Sarl Term Loan 12-Aug-2024 B1 B1 B2 B B Chemicals 50% 35% 3,000,000.00

Ard Finance SA 15-Sep-2023 Caa2 B2 B+ B+ Containers and Packaging 5% 2% 250,000.00

Armacell Bidco Luxembourg Sarl Term Loan 28-Feb-2023 B2 B2 B3 B B Building Products 50% 27% 3,926,960.25

Arrow Global Finance 01-Apr-2025 Ba3 Ba3 Ba3 BB- BB- Diversified Financial Services 35% 50% 700,000.00

Aruba Investments, Inc. Term Loan 02-Feb-2022 B1 B1 B2 B B- Chemicals 50% 50% 3,928,934.01

ASK Chemicals GmbH Term Loan 12-May-2023 *** *** *** *** *** *** *** Chemicals *** *** 3,250,000.00

Assystem Technologies Services Term Loan 30-Sep-2024 *** *** *** *** *** *** *** Aerospace and Defense *** *** 2,000,000.00

Auris LuxCo Term Loan 24-Jul-2025 B2 B2 B2 B+ B+ Healthcare Equipment and Supplies 45% 35% 4,000,000.00

Autodis SA 01-May-2022 B2 B2 B2 B B Auto Components 35% 20% 3,500,000.00

Avantor Inc 01-Oct-2024 B2 B2 B3 B B Healthcare Equipment and Supplies 45% 35% 200,000.00

Avantor Inc Term Loan 21-Nov-2024 B2 B2 B3 B B Healthcare Equipment and Supplies 50% 35% 1,985,000.00

Avast Software BV Term Loan 29-Sep-2023 Ba3 Ba3 Ba3 BB- BB- Software 45% 45% 4,576,368.08

Azelis Finance SA Term Loan 16-Dec-2022 B2 B2 B3 B+ B Chemicals 50% 30% 4,900,499.95

Blitz F 30-Jul-2026 Caa1 Caa1 B2 B+ B+ Industrial Conglomerates 15% 2% 250,000.00

Blitz F18 675 GmbH Term Loan 30-Jul-2025 B1 B1 B2 B+ B+ Commercial Services and Supplies 50% 35% 2,000,000.00

Cabot Finacial Luxembou 15-Nov-2021 B1 B1 B1 B+ B+ Consumer Finance 30% 35% 1,540,000.00

CatLuxe Sarl Term Loan 02-Oct-2024 B1 B1 B2 B B Textiles, Apparel and Luxury Goods 50% 35% 425,581.40

CDS Holdco III BV Term Loan 31-Dec-2024 B2 B2 B2 B+ B+ Diversified Telecommunication Services 45% 30% 3,816,684.21

Ceva Sante Animale Term Loan 30-Jun-2021 B1 B1 B1 B+ B+ Pharmaceuticals 45% 30% 5,000,000.00

Codere Finance 2 Luxembourg 01-Nov-2021 B2 B2 B2 B B Hotels, Restaurants and Leisure 35% 40% 2,500,000.00

Coherent Holding Gmbh Term Loan 07-Nov-2023 Ba1 Ba1 Ba1 BB+ BB+ Electronic Equipment, Instruments and 45% 55% 3,327,761.20 Components Colouroz Midco Term Loan 07-Sep-2021 B3 B3 B3 B- B- Chemicals 45% 30% 2,462,500.00

Columbus Finance BV Term Loan 01-Jul-2024 *** *** *** *** *** *** *** Hotels, Restaurants and Leisure *** *** 3,750,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Comete Holding Term Loan 28-Feb-2025 B2 B2 B2 B B Commercial Services and Supplies 45% 30% 2,000,000.00

Compass IV Limited Term Loan 08-May-2026 Caa2 Caa2 B3 B B Hotels, Restaurants and Leisure 15% 2% 1,000,000.00

Compass IV Limited Term Loan 07-May-2025 B2 B2 B3 B B Hotels, Restaurants and Leisure 50% 55% 2,000,000.00

Convatec Healthcare D Sarl Term Loan 25-Oct-2021 Ba3 Ba3 Ba3 BB BB Healthcare Equipment and Supplies 45% 30% 3,200,000.00

Corialis Group Limited Term Loan 29-Mar-2024 B1 B1 B2 B B Building Products 50% 35% 4,000,000.00

Coty BV Term Loan 07-Apr-2025 Ba2 Ba2 Ba3 BB BB Personal Products 50% 55% 1,496,250.00

Crown European Holdings SA Term Loan 03-Apr-2025 Baa2 Baa2 Ba2 BB BB Containers and Packaging 60% 55% 997,500.00

Crown Finance US Inc Term Loan 28-Feb-2025 B1 B1 B1 BB- BB- Hotels, Restaurants and Leisure 45% 40% 1,990,000.00

CTC AcquiCo GmbH Term Loan 07-Mar-2025 B2 B2 B3 B B Chemicals 50% 30% 2,250,000.00

Delachaux S.A. - Railtech International S.A. Term Loan 28-Oct-2021 B2 B2 B2 B+ B+ Industrial Conglomerates 45% 27% 3,778,286.34

Diamond (BC) BV Term Loan 06-Sep-2024 B1 B1 B3 B B Chemicals 60% 35% 2,977,500.00

Diaverum Holding SARL Term Loan 09-Jun-2025 *** *** *** *** *** *** *** Healthcare Providers and Services *** *** 1,000,000.00

Diaverum Sarl Term Loan 04-Jul-2024 *** *** *** *** *** *** *** Healthcare Providers and Services *** *** 6,000,000.00

EG Finco Limited Term Loan 07-Feb-2025 B2 B2 B2 B B Oil, Gas and Consumable Fuels 45% 45% 2,985,000.00

Eircom Finco S.a.r.l Term Loan 19-Apr-2024 B1 B1 B1 B+ B+ Diversified Telecommunication Services 45% 35% 3,500,000.00

Elsan SAS Term Loan 31-Oct-2022 B1 B1 B1 B B+ Healthcare Providers and Services 45% 40% 6,000,000.00

Euskaltel SA Term Loan 30-Nov-2024 B1 B1 B1 BB- BB- Diversified Telecommunication Services 45% 40% 2,000,000.00

Evergood 4 APS Term Loan 06-Feb-2025 B1 B1 B2 B B Banks 50% 35% 3,527,776.35

Evergood 4 APS Term Loan 06-Feb-2025 B1 B1 B2 B B Banks 50% 35% 1,684,210.52

Evergood 4 APS Term Loan 06-Feb-2025 B1 B1 B2 B B Banks 50% 35% 315,789.47

Fabric BC SPA 30-Nov-2024 B2 B2 B1 B+ B+ Paper and Forest Products 25% 27% 1,000,000.00

Federal Mogul Holding C 15-Apr-2022 B1 Ba2 Ba2 B BB Auto Components 35% 35% 1,000,000.00

Federal Mogul Holding C 15-Apr-2024 B1 Ba2 Ba2 B BB Auto Components 35% 35% 1,100,000.00

Financiere Dry Mix Solutions SAS Term Loan 13-Mar-2024 B2 B2 B2 B B Construction Materials 45% 27% 2,000,000.00

Financiere Holding CEP Term Loan 16-Jan-2025 B1 B1 B1 B B Insurance 45% 35% 3,000,000.00

Financiere Holding CEP Term Loan 15-Dec-2025 B3 B3 B1 B B Insurance 15% 2% 1,000,000.00

Financiere Sun SAS Term Loan 14-Mar-2023 *** *** *** *** B B Hotels, Restaurants and Leisure *** 30% 3,000,000.00

Froneri International PLC Term Loan 31-Jan-2025 Ba3 Ba3 Ba3 B+ B+ Food Products 45% 35% 6,000,000.00

Fugue Finance B. V. Term Loan 30-Aug-2024 B1 B1 B2 B B Professional Services 50% 30% 2,500,000.00

Galileo Global Education Finance Sarl Term Loan 13-Jan-2025 B2 B2 B2 B B Healthcare Providers and Services 45% 29% 1,000,000.00

Gamenet Group Spa 27-Apr-2023 B1 B1 B1 B+ B+ Leisure Products 35% 45% 400,000.00

GARFUNKELUX HOLDCO 3 SA 01-Sep-2023 B2 B2 B2 B+ B+ Consumer Finance 35% 30% 3,200,000.00

Greeneden US Holdings II LLC Term Loan 01-Dec-2023 B2 B2 B3 B- B- Communications Equipment 50% 35% 1,905,649.13

GTT Communications BV Term Loan 02-Jun-2025 B2 B2 B2 B B Diversified Telecommunication Services 45% 30% 2,992,500.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

GVC Holdings Plc Term Loan 02-Mar-2023 *** *** *** *** *** *** *** Hotels, Restaurants and Leisure *** *** 4,000,000.00

Haya Finance 2017 SA 15-Nov-2022 B3 B3 B3 B- B- Diversified Financial Services 35% 20% 1,000,000.00

Haya Finance 2017 SA 15-Nov-2022 B3 B3 B3 B- B- Diversified Financial Services 35% 20% 2,000,000.00

HCO France Term Loan 15-Jan-2025 *** *** *** *** *** *** *** Food Products *** *** 5,000,000.00

Hensoldt Holding Germany GmbH Term Loan 28-Feb-2024 B2 B2 B2 B+ B+ Aerospace and Defense 45% 27% 2,000,000.00

HIG Finance 2 Limited Term Loan 20-Dec-2024 B2 B2 B2 B B Insurance 45% 35% 2,977,500.00

Hilding Anders Financing AB Term Loan 29-Nov-2024 *** *** *** *** *** *** *** Household Durables *** *** 3,000,000.00

HNVR Holdco Limited Term Loan 12-Sep-2023 B2 B2 B2 B B Hotels, Restaurants and Leisure 45% 29% 2,969,795.92

Houghton Europe BV Term Loan 20-Dec-2019 B1 B1 B2 B B Chemicals 50% 50% 3,441,168.34

House of Finance NV (The) Term Loan 20-Dec-2024 B1 B1 B1 B+ B+ Professional Services 45% 29% 2,000,000.00

HSE 24 Finance & Service Gmbh Term Loan 31-Mar-2022 *** *** *** *** B+ B+ Specialty Retail *** 40% 4,993,448.98

I-Logic Technologies Bidco Limited Term Loan 20-Dec-2024 B3 B3 B3 B B Software 45% 35% 1,460,250.00

Ineos Finance PLC Term Loan 01-Apr-2024 Ba1 Ba1 Ba2 BB BB Chemicals 50% 63% 4,962,500.00

Ineos Styrolution Group GmbH Term Loan 29-Mar-2024 Ba2 Ba2 Ba2 BB BB Chemicals 45% 63% 985,068.66

Infor (US), Inc. (fka Lawson Software Inc.) Term Loan 01-Feb-2022 B1 B1 B3 B- B- Software 60% 55% 4,898,424.95

Inovyn Finance PLC Term Loan 10-May-2024 Ba3 Ba3 Ba3 BB- BB- Chemicals 45% 45% 4,925,343.28

Inter Media Communicatio 31-Dec-2022 B2 B2 B2 BB- BB- Media 30% 29% 500,000.00

Invictus Media S.L.U. Term Loan 23-Jun-2025 Ba3 Ba3 B1 B+ B+ Media 50% 63% 2,813,455.13

Invictus Media S.L.U. Term Loan 23-Jun-2025 Ba3 Ba3 B1 B+ B+ Media 50% 63% 1,686,544.87

Itiviti Group AB Term Loan 13-Mar-2025 B2 B2 B3 B B Software 50% 35% 1,000,000.00

Jackpotjoy Plc Term Loan 27-Nov-2024 B1 B1 B1 B+ B+ Hotels, Restaurants and Leisure 45% 45% 5,000,000.00

Jacobs Douwe Egberts Holdings BV Term Loan 02-Nov-2021 Ba2 Ba2 Ba2 BB BB Food Products 45% 40% 3,000,000.00

Jade Germany GmbH Term Loan 31-May-2023 B1 B1 B1 B+ B+ Chemicals 45% 35% 1,975,000.00

K2 World Bakery Investment I SLU Term Loan 14-Feb-2025 B2 B2 B2 B B Food Products 45% 35% 1,063,076.92

K2 World Bakery Investment I SLU Term Loan 14-Feb-2025 B2 B2 B2 B B Food Products 45% 35% 117,692.31

K2 World Bakery Investment I SLU Term Loan 14-Feb-2025 B2 B2 B2 B B Food Products 45% 35% 276,923.08

K2 World Bakery Investment I SLU Term Loan 14-Feb-2025 B2 B2 B2 B B Food Products 45% 35% 1,042,307.69

Keter Group BV Term Loan 31-Oct-2023 B3 B3 B3 B B Household Products 45% 30% 4,000,000.00

Kirk Beauty One Gmbh - Douglas Gmbh Term Loan 12-Aug-2022 B1 B1 B2 B B Specialty Retail 50% 30% 5,000,000.00

Klockner Pentaplast of America Inc Term Loan 30-Jun-2022 B3 B3 B3 B B Containers and Packaging 45% 27% 1,985,000.00

Kraton Polymers Holdings BV Term Loan 10-Mar-2025 Ba3 Ba3 B1 B+ B+ Chemicals 50% 70% 604,395.60

Kronos International Inc 15-Sep-2025 B2 B2 B1 B B Chemicals 25% 55% 2,450,000.00

L1R HB Finance Limited Term Loan 30-Aug-2024 B2 B2 B2 B B Food and Staples Retailing 45% 35% 3,000,000.00

LHMC FINCO SARL 20-Dec-2023 B2 B2 B1 B+ B+ Leisure Products 25% 35% 2,000,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Louvre Bidco SAS 30-Sep-2024 B2 B2 B2 BB- BB- Banks 35% 27% 1,900,000.00

Loxam SAS 15-Apr-2022 B2 B2 B2 BB- BB- Commercial Services and Supplies 30% 40% 500,000.00

LSF10 Impala Investments sarl Term Loan 01-Aug-2025 B1 B1 B1 B B Building Products 45% 50% 3,500,000.00

LSF10 Impala Investments sarl Term Loan 07-Aug-2026 B3 B3 B1 B B Building Products 15% 2% 500,000.00

LSF10 XL BIdco SCA Term Loan 11-Apr-2024 B2 B2 B2 B+ B+ Building Products 45% 35% 7,109,576.97

LSFX Flavum Bidco SAU Term Loan 20-Sep-2024 B2 B2 B2 B B Building Products 45% 29% 2,500,000.00

MacDermid Agricultural Solutions Holdings BV Term Loan 07-Jun-2023 B2 B2 B2 BB- BB- Chemicals 45% 45% 3,670,572.74

Macdermid Funding LLC Term Loan 08-Jun-2020 B2 B2 B2 BB- BB- Chemicals 45% 45% 1,668,400.02

Markermeer Finance B.V. Term Loan 23-Dec-2024 B3 B3 B3 B B Healthcare Providers and Services 45% 30% 1,813,970.59

Markermeer Finance B.V. Term Loan 23-Dec-2024 B3 B3 B3 B B Healthcare Providers and Services 45% 30% 686,029.41

MATTERHORN TELECOM SA 01-Feb-2023 B2 B2 B2 B+ B+ Diversified Telecommunication Services 35% 35% 357,142.86

MATTERHORN TELECOM SA 15-Nov-2027 B1 B1 B2 B+ B+ Diversified Telecommunication Services 45% 30% 3,000,000.00

Misys Limited Term Loan 13-Jun-2024 B2 B2 B3 B- B- Software 50% 40% 2,818,422.06

Naviera Armas SA 15-Nov-2024 B1 B1 B1 B+ B+ Transportation Infrastructure 35% 50% 500,000.00

Nemean Bondco PLC 01-Feb-2023 B1 B1 B1 B+ B+ Banks 35% 41% 2,343,600.00

NewCo Sab Bidco Term Loan 04-Apr-2024 B1 B1 B2 B B Healthcare Providers and Services 50% 27% 2,000,000.00

Nexi Capital SPA 01-May-2023 B1 B1 B1 B+ B+ Diversified Financial Services 35% 30% 1,000,000.00

Nexi Capital SPA 01-Nov-2023 B1 B1 B1 B+ B+ Diversified Financial Services 35% 30% 500,000.00

Nidda Bondco GMBH 30-Sep-2025 Caa1 Caa1 B2 B+ B+ Pharmaceuticals 15% 2% 1,000,000.00

Nidda Healthcare Holding AG Delayed Drawdown 21-Aug-2024 B2 B2 B2 B+ B+ Pharmaceuticals 45% 29% 1,356,047.44

Nidda Healthcare Holding AG Term Loan 21-Aug-2024 B2 B2 B2 B+ B+ Pharmaceuticals 45% 29% 724,309.70

Nidda Healthcare Holding AG Term Loan 21-Aug-2024 B2 B2 B2 B+ B+ Pharmaceuticals 45% 29% 419,642.86

Nordic Packaging and Container(UK) Intermediate Holding 16-Nov-2023 B2 B2 B2 B B Containers and Packaging 45% 30% 1,409,297.66 Limited Term Loan Novacap Group Bidco Term Loan 22-Jun-2023 B1 B1 B1 B B Chemicals 45% 40% 787,436.02

Novacap Group Bidco Term Loan 22-Jun-2023 B1 B1 B1 B B Chemicals 45% 40% 212,563.98

Oberthur Technologies SA Term Loan 10-Jan-2024 B2 B2 B2 B- B- Electronic Equipment, Instruments and 45% 35% 6,000,000.00 Components Obol France 3 SAS Term Loan 11-Apr-2023 B2 B2 B2 B+ B+ Diversified Consumer Services 45% 30% 1,500,000.00

OCI NV Term Loan 26-Apr-2022 Ba1 Ba1 Ba2 BB- BB- Chemicals 50% 27% 5,000,000.00

OEP Trafo Bidco GmbH Term Loan 18-Jul-2024 *** *** *** *** *** *** *** Industrial Conglomerates *** *** 1,000,000.00

Optimus Bidco SAS Term Loan 08-Aug-2025 B2 B2 B2 B B Construction and Engineering 45% 40% 2,000,000.00

Oxea Corporation Term Loan 14-Oct-2024 B2 B2 B2 B+ B+ Chemicals 45% 40% 3,000,000.00

Pacific BC Bidco Limited Term Loan 08-Jan-2024 B2 B2 B3 *** *** *** Automobiles 50% *** 3,500,000.00

Peer Holding III BV Term Loan 08-Mar-2025 B1 B1 B1 B+ B+ Multiline Retail 45% 29% 4,500,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

PI UK Holdco II Limited Term Loan 03-Jan-2025 B2 B2 B2 B B Banks 45% 30% 3,000,000.00

PI UK Holdco III Limited Term Loan 26-Jan-2026 Caa1 Caa1 B2 B B Banks 15% 2% 2,000,000.00

Picard Groupe SAS 30-Nov-2023 B2 B2 B2 B B Food Products 35% 29% 500,000.00

Premier Lotteries Ireland DAC Term Loan 24-Jun-2024 *** *** *** *** *** *** *** Hotels, Restaurants and Leisure *** *** 2,000,000.00

Prestigebidco GMBH 15-Dec-2023 B2 B2 B2 B B Specialty Retail 35% 30% 500,000.00

Promontoria Holding 15-Aug-2023 B2 B2 B2 B B Diversified Financial Services 35% 27% 200,000.00

Quintiles IMS Inc 15-Sep-2025 Ba3 Ba3 Ba2 BB BB Healthcare Equipment and Supplies 25% 10% 100,000.00

Reynolds Group Holdings Inc. Term Loan 05-Feb-2023 B1 B1 B2 B+ B+ Containers and Packaging 50% 40% 2,320,212.05

Richmond UK Bidco Limited Term Loan 03-Mar-2024 B2 B2 B3 B- B- Leisure Products 50% 50% 2,258,000.00

SAN PATRICK SL Term Loan 30-Sep-2024 B1 B1 B2 B B Textiles, Apparel and Luxury Goods 50% 35% 1,074,418.60

Sapphire Bidco BV Term Loan 05-May-2025 B2 B2 B3 B B Professional Services 50% 24% 2,000,000.00

Sapphire Bidco BV Term Loan 04-May-2026 Caa2 Caa2 B3 B B Professional Services 15% 2% 1,000,000.00

Schoeller Allibert Group 01-Oct-2021 B2 B2 B2 B- B Containers and Packaging 35% 29% 2,000,000.00

Schumann Spa 31-Jul-2022 B1 B1 B1 B+ B+ Hotels, Restaurants and Leisure 35% 45% 1,500,000.00

Schumann Spa 31-Jul-2023 B1 B1 B1 B+ B+ Hotels, Restaurants and Leisure 35% 45% 1,000,000.00

Scientific Games International, Inc. 15-Feb-2026 Ba3 Ba3 B2 B B Hotels, Restaurants and Leisure 55% 60% 250,000.00

SFR Group SA Term Loan 31-Jul-2025 B1 B1 B1 B+ B Diversified Telecommunication Services 45% 45% 987,500.00

SFR Group SA Term Loan 02-Feb-2026 B1 B1 B1 B+ B Diversified Telecommunication Services 45% 45% 3,473,750.00

Siaci Saint Honore Term Loan 25-Jul-2025 B2 B2 B- B- Insurance 45% 30% 1,000,000.00

SNAI S.P.A. 07-Nov-2021 B2 B2 B2 B+ B+ Hotels, Restaurants and Leisure 35% 40% 1,000,000.00

SNAI S.P.A. 07-Nov-2021 B2 B2 B2 B+ B+ Hotels, Restaurants and Leisure 35% 40% 3,000,000.00

Solenis International LP Term Loan 26-Dec-2023 B2 B2 B3 B- B- Chemicals 50% 30% 2,493,750.00

Solocal Group 15-Mar-2022 B3 B3 B3 CCC CCC Media 35% 41% 3,750,000.00

Soppa Holdings Sarl Term Loan 01-Jan-2024 B2 B3 B3 B B Food Products 45% 30% 2,698,259.34

Soppa Holdings Sarl Term Loan 01-Jan-2024 B2 B3 B3 C B Food Products 45% 30% 524,766.01

Soppa Holdings Sarl Term Loan 01-Jan-2024 B2 B3 B3 C B Food Products 45% 30% 462,800.74

Soppa Holdings Sarl Term Loan 01-Jan-2024 B2 B3 B3 C B Food Products 45% 30% 1,166,724.56

Starfruit Finco BV Term Loan 19-Sep-2025 B1 B2 B+ B+ Chemicals 50% 40% 3,000,000.00

Starfrut Us/Star Fi BV 01-Oct-2026 Caa1 B2 B- B- Chemicals 15% 2% 500,000.00

Stars Group Holdings BV Term Loan 10-Jul-2025 B1 B1 B2 B+ B+ Hotels, Restaurants and Leisure 50% 45% 2,000,000.00

Sunshine Investments BV Term Loan 28-Mar-2025 B1 B1 B2 B+ B+ Beverages 50% 35% 2,000,000.00

Swissport International AG Term Loan 08-Feb-2022 B2 B2 B3 B- B- Aerospace and Defense 50% 30% 2,234,695.65

Synlab Bondco Plc 01-Jul-2022 B2 B2 B2 B+ B+ Healthcare Providers and Services 35% 29% 1,000,000.00

Tackle Sarl Term Loan 08-Aug-2022 B2 B2 B2 B B Hotels, Restaurants and Leisure 45% 27% 4,000,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

TDC AS Term Loan 04-Jun-2025 Ba3 Ba3 B1 B+ B+ Diversified Telecommunication Services 50% 50% 2,000,000.00

Techem Gmbh Term Loan 31-Jul-2025 B1 B1 Ba3 B+ B+ Commercial Services and Supplies 50% 35% 2,500,000.00

Technicolor S.A. Term Loan 06-Dec-2023 B1 B1 B1 B+ B+ Media 45% 40% 6,000,000.00

Tele Columbus AG 02-May-2025 B2 B2 B2 B- B- Diversified Telecommunication Services 35% 41% 1,250,000.00

Tele Columbus AG Term Loan 15-Oct-2024 B2 B2 B2 B- B- Diversified Telecommunication Services 45% 35% 1,248,335.10

Telenet Finance LUX 01-Mar-2028 Ba3 Ba3 Ba3 BB- BB- Wireless Telecommunication Services 35% 35% 1,200,000.00

Telenet International Finance Sarl Term Loan 15-Dec-2027 Ba3 Ba3 Ba3 BB- BB- Diversified Telecommunication Services 45% 35% 2,000,000.00

TV Borrower - Regit Eins GMBH Term Loan 22-Feb-2024 B2 B2 B3 B B Software 50% 45% 1,944,601.77

Unifrax I LLC Term Loan 04-Apr-2024 B2 B2 B2 B B Machinery 45% 30% 1,975,000.00

Unilabs Diagnostics AB Term Loan 19-Apr-2024 B1 B1 B2 B B Healthcare Providers and Services 50% 30% 2,500,000.00

United Group BV 01-Jul-2022 B2 B2 B2 B B Diversified Telecommunication Services 35% 41% 750,000.00

United Group BV 03-Jul-2023 B2 B2 B2 B B Diversified Telecommunication Services 35% 41% 1,500,000.00

UnityMedia Hessen / NRW 15-Jan-2027 Ba3 Ba3 B1 BB BB Diversified Telecommunication Services 45% 40% 250,000.00

UPC Holdings BV 15-Jun-2029 B2 B2 Ba3 BB- BB- Diversified Telecommunication Services 15% 2% 1,000,000.00

UPCB Finance IV LTD 15-Jan-2027 Ba3 Ba3 Ba3 BB- BB- Diversified Telecommunication Services 35% 50% 225,000.00

UPCB FINANCE VII 15-Jun-2029 Ba3 Ba3 Ba3 BB- BB- Diversified Telecommunication Services 35% 50% 3,000,000.00

Valeo F1 Company Limited Term Loan 18-Aug-2024 *** *** *** *** B B Food Products *** 40% 2,500,000.00

Verallia Packaging Term Loan 01-Aug-2025 B1 B1 B1 B B Containers and Packaging 45% 40% 3,000,000.00

Verisure Holding AB Term Loan 21-Oct-2022 B1 B1 B2 B B Diversified Consumer Services 50% 40% 6,000,000.00

Veritas US Inc Term Loan 27-Jan-2023 B2 B2 B3 B- B- Software 50% 50% 1,950,101.01

Vistra Group Holdings (BVI) II Limited – Stiphout Finance 26-Oct-2022 B2 B2 B2 B B Professional Services 45% 30% 3,919,193.71 BV Term Loan VUE INTERNATIONAL BIDCO PLC Term Loan 28-Jul-2023 B1 B1 B2 B B Media 50% 29% 2,500,000.00

Wall Street Systems Delaware Inc Term Loan 03-Nov-2024 B2 B2 B2 B B Software 45% 30% 1,330,183.21

Waterlogic Holdings Limited Term Loan 14-Mar-2025 B2 B2 B2 B B Food Products 45% 30% 2,500,000.00

Watson Bidco BV Term Loan 20-May-2024 B2 B3 B3 B B Biotechnology 45% 27% 1,000,000.00

Wind Tre Spa 20-Jan-2024 B1 B1 B1 BB BB Diversified Telecommunication Services 35% 45% 2,000,000.00

Wind Tre Spa 20-Jan-2025 B1 B1 B1 BB BB Diversified Telecommunication Services 35% 45% 750,000.00

Wittur Holding GMBH Term Loan 31-Mar-2022 B2 B2 B3 B- B- Machinery 50% 40% 4,000,000.00

WowMidco SAS Term Loan 16-Mar-2023 B2 B2 B2 B B Commercial Services and Supplies 45% 30% 2,000,000.00

Zara UK Midco Limited Term Loan 29-Jan-2025 B2 B2 B2 B B Food Products 45% 30% 3,000,000.00

Ziggo Secured Finance Partnership Term Loan 15-Apr-2025 B1 B1 B1 BB- BB- Diversified Telecommunication Services 45% 40% 7,000,000.00

ZODIAK MEDIA SA 01-Jul-2022 B1 B1 B1 B+ B+ Media 35% 45% 200,000.00

Grand Total: 458,482,204.05

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Cov-Lite? Principal Balance

AI Robin Finco Limited - Facility B AIROFIL_FLTLB Yes 2,750,000.00

All3Media Intermediate Limited - All3Media Finance Limited - B Facility Euro/Swap ALL3_EUROSWAP Yes 3,549,000.00

Allnex SARL - Tranche B-1 Term Loan LX152755 Yes 3,919,942.90

Altran Technologies - Facility B (EUR) ALTRNTCH_FBEU Yes 1,835,106.38

Ammeraal Beltech Holding BV - Term Loan AMMERAALBT_TL Yes 2,000,000.00

Anacap Fin EU SA - Float - 07/2024 XS1649046874 Yes 2,450,000.00

AP NMT Acquisition BV - Euro Term B Loan (First Lien) APNMTACQ_EUTB Yes 2,938,775.48

Apleona GmbH - Facility B5 - Euro APLEONAA_B5EU Yes 2,071,428.57

Archroma Finance Sarl - Term Loan B1 Eur LX166298 Yes 3,000,000.00

Ard Finance SA - 6.6250% - 09/2023 XS1599275986 Yes 250,000.00

Armacell Bidco Luxembourg Sarl - Facility B3 ARMACELLB_FB3 Yes 3,926,960.25

Arrow Global Finance - Float - 04/2025 XS1533918824 Yes 700,000.00

Aruba Investments, Inc. - Euro Term B-1 Loan ARUBAIN_ETLB1 Yes 3,928,934.01

ASK Chemicals GmbH - Term Loan ASKCHEMI_TLFL Yes 3,250,000.00

Assystem Technologies Services - Senior Facility B LX165539 Yes 2,000,000.00

Auris LuxCo - First Lien Term Loan B AULUXC_FLTELB Yes 4,000,000.00

Autodis SA - Float - 05/2022 NEW XS1517169972 Yes 3,500,000.00

Avantor Inc - 4.75% - 10/2024 XS1687277985 Yes 200,000.00

Avantor Inc - Initial Euro Term Loan AVANTOR_EUROL Yes 1,985,000.00

Avast Software BV - 2018 Refinancing EUR Term Loan AVASTSFW_NTLB Yes 4,576,368.08

Azelis Finance SA - 2017 Refinancing Euro Term Loan LX169500 Yes 4,900,499.95

Blitz F - 6% - 07/2026 XS1859258383 Yes 250,000.00

Blitz F18 675 GmbH - New Facility B2 BLTZGMB_FLTLB Yes 2,000,000.00

Cabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 Yes 1,540,000.00

CatLuxe Sarl - Facility B1 PRONOVIAS_SLT Yes 425,581.40

CDS Holdco III BV - Facility F Loan CDSHLDCOBV_TB Yes 3,816,684.21

Ceva Sante Animale - Facility B2 CEVASANAN_FLTB Yes 5,000,000.00

Codere Finance 2 Luxembourg - 6.75% - 11/2021 XS1513765922 Yes 2,500,000.00

Coherent Holding Gmbh - Euro Term Loan COHERENTH_TLB Yes 3,327,761.20

Colouroz Midco - First Lien Euro Term B-5 Loan COLOROUZ_EUB5 Yes 2,462,500.00

Compass IV Limited - Facility B2 COMPASS_IVFB2 Yes 2,000,000.00

Corialis Group Limited - New Term Loan B-1 CORIALIS_NTMB Yes 4,000,000.00

Coty BV - Term B EUR Loan COTYBV_TBLEUR Yes 1,496,250.00

Crown European Holdings SA - Euro Term Loan B CROWNEURO_ETB Yes 997,500.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Cov-Lite? Principal Balance

Crown Finance US Inc - Initial Euro Tranche Term Loan CINELIM_ETLON Yes 1,990,000.00

CTC AcquiCo GmbH - Facility B1 CTC_ACQUICOB1 Yes 2,250,000.00

Diamond (BC) BV - Initial Euro Term Loan DIAMONDBC_VTL Yes 2,977,500.00

Diaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL Yes 1,000,000.00

Diaverum Sarl - Facility B DIAVERUM_SARL Yes 6,000,000.00

EG Finco Limited - Term B1 EGFINLITD_B1 Yes 2,985,000.00

Elsan SAS - Facility B2 ELSANSAS_FAB2 Yes 6,000,000.00

Evergood 4 APS - Facility B1E Loan EVERGOOD_B1ET Yes 3,527,776.35

Evergood 4 APS - First Lien Term Loan B EVERGOOD_FITB Yes 1,684,210.52

Evergood 4 APS - First Lien Term Loan B2 EVERGOOD_FLB2 Yes 315,789.47

Fabric BC SPA - Float - 11/2024 XS1816220328 Yes 1,000,000.00

Federal Mogul Holding C - 4.875% - 04/2022 XS1587905727 Yes 1,000,000.00

Federal Mogul Holding C - Float - 04/2024 XS1587913663 Yes 1,100,000.00

Financiere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB Yes 2,000,000.00

Financiere Holding CEP - Second Lien Term Loan LX170327 Yes 1,000,000.00

Financiere Holding CEP - Term Loan B FINANCIHC_FCB Yes 3,000,000.00

Financiere Sun SAS - New Facility B FINSUNS_NEWFB Yes 3,000,000.00

Froneri International PLC - Facility B1 FRONER_FLITLB Yes 6,000,000.00

Fugue Finance B. V. - Initial Euro Term Loan (First Lien) LX165624 Yes 2,500,000.00

Gamenet Group Spa - Float - 04/2023 XS1811351821 Yes 400,000.00

GARFUNKELUX HOLDCO 3 SA - Float - 09/2023 XS1681017163 Yes 3,200,000.00

Greeneden US Holdings II LLC - Tranche B-3 Euro Term Loan LX171646 Yes 1,905,649.13

GTT Communications BV - EMEA Term Loan GTT_COMMUNICA Yes 2,992,500.00

GVC Holdings Plc - Facility B1 GVCHOL_FLTLOB Yes 4,000,000.00

Haya Finance 2017 SA - 5.25% - 11/2022 XS1716821779 Yes 1,000,000.00

Haya Finance 2017 SA - Libor + 5.125% - 11/2022 XS1716822231 Yes 2,000,000.00

Hensoldt Holding Germany GmbH - Facility B3 HENSOGE_FLETL Yes 2,000,000.00

HIG Finance 2 Limited - Initial Euro Term Loan HIGFINC2_IEUR Yes 2,977,500.00

HNVR Holdco Limited - Facility B HNVRHOL_FLTLB Yes 2,969,795.92

House of Finance NV (The) - Facility B HSEFNV_FACILY Yes 2,000,000.00

I-Logic Technologies Bidco Limited - Initial Euro Term Loan ILOGICTECH_FA Yes 1,460,250.00

Ineos Finance PLC - 2024 Euro Term Loan INEOSFNC_TLEU Yes 4,962,500.00

Ineos Styrolution Group GmbH - New 2024 Euro Term Loan INEOSSY_EUTOL Yes 985,068.66

Infor (US), Inc. (fka Lawson Software Inc.) - Euro Tranche B-2 Term Loan INFORTERM_LOA Yes 4,898,424.95

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Cov-Lite? Principal Balance

Inovyn Finance PLC - 2024 Tranhce B2 New Euro Term Loan INOVYNF_RP24E Yes 4,925,343.28

Inter Media Communicatio - 4.875% - 12/2022 XS1739592142 Yes 500,000.00

Jade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM Yes 1,975,000.00

Keter Group BV - Facility B1 KETER_FB1 Yes 4,000,000.00

Kirk Beauty One Gmbh - Douglas Gmbh - Facility B1 KIRK_BEAUTYB1 Yes 5,000,000.00

Klockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL Yes 1,985,000.00

Kraton Polymers Holdings BV - Euro Replacement Term Loan KRTNPLYMR_EUT Yes 604,395.60

Kronos International Inc - 3.75% - 09/2025 XS1680281133 Yes 2,450,000.00

L1R HB Finance Limited - Facility B2 Loan HOLLAN_FLTLB2 Yes 3,000,000.00

LHMC FINCO SARL - Float - 12/2023 XS184955205 Yes 2,000,000.00

Louvre Bidco SAS - 4.25% - 09/2024 XS1685582105 Yes 1,900,000.00

Loxam SAS - 3.5% - 04/2022 XS1591779399 Yes 500,000.00

LSF10 Impala Investments sarl - Second Lien Term Loan LSF10IMP_SLTL Yes 500,000.00

LSF10 Impala Investments sarl - Term Loan B LSFIMPIN_TLOB Yes 3,500,000.00

LSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB Yes 7,109,576.97

LSFX Flavum Bidco SAU - Facility B LSFXFLAVB_TLB Yes 2,500,000.00

MacDermid Agricultural Solutions Holdings BV - Euro Tranche C-5 Term Loan MACDERH_TRAC5 Yes 3,670,572.74

Macdermid Funding LLC - Euro Tranche C-6 Term Loan MACDER_ETC6TL Yes 1,668,400.02

Markermeer Finance B.V. - Facility B1 EUR GLOBALUNI_TLB Yes 686,029.41

Markermeer Finance B.V. - Facility B2 EUR GLOBAL_UNIVER Yes 1,813,970.59

MATTERHORN TELECOM SA - 4% - 11/2022 XS1720690889 Yes 3,000,000.00

MATTERHORN TELECOM SA - Float - 02/2023 XS1580388384 Yes 357,142.86

Misys Limited - Euro Term Loan (First Lien) MISYSLTD_EUTL Yes 2,818,422.06

Naviera Armas SA - Libor - 11/2024 XS1717590563 Yes 500,000.00

Nemean Bondco PLC - Float - 02/2023 EUR\SWAP. XS1554449089 Yes 2,343,600.00

NewCo Sab Bidco - Facility B NEWCOSAB_FB Yes 2,000,000.00

Nexi Capital SPA - 4.125% - 11/2023 XS1819648129 Yes 500,000.00

Nexi Capital SPA - Float - 05/2023 XS1819645455 Yes 1,000,000.00

Nidda Bondco GMBH - 5% - 09/2025 XS1690645129 Yes 1,000,000.00

Nidda Healthcare Holding AG - Facility B1 EUR NIDDAHEAL_TLB Yes 724,309.70

Nidda Healthcare Holding AG - Facility B2 EUR NIDDAH_FLTLB2 Yes 419,642.86

Nidda Healthcare Holding AG - Facility C EURO NIDDAHA_ETLOC Yes 1,356,047.44

Novacap Group Bidco - Additional Facility B3 NOVACAP_FACB3 Yes 212,563.98

Novacap Group Bidco - Facility B NOVACAPGR_FAB Yes 787,436.02

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Cov-Lite? Principal Balance

Oberthur Technologies SA - Facility B OBERTHSTEN_SA Yes 6,000,000.00

Obol France 3 SAS - Facility B OBOLFRAN3_FAB Yes 1,500,000.00

Optimus Bidco SAS - Facility B Loan FINAN_STOFLTL Yes 2,000,000.00

Oxea Corporation - Tranche B-1 Term Loan OXEA_CORPOTB1 Yes 3,000,000.00

Pacific BC Bidco Limited - Facility B2 PABCBL_FACTBY Yes 3,500,000.00

PI UK Holdco II Limited - Facility B2 PILUXFINCO_B2 Yes 3,000,000.00

PI UK Holdco III Limited - Second Lien Facility 2 PIUKHOL_FACSL Yes 2,000,000.00

Picard Groupe SAS - Float - 11/2023 XS1733942178 Yes 500,000.00

Premier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED Yes 2,000,000.00

Prestigebidco GMBH - 6.25% - 12/2023 XS1533933039 Yes 500,000.00

Promontoria Holding - Float - 08/2023 XS1860222543 Yes 200,000.00

Quintiles IMS Inc - 2.875% - 09/2025 XS1684387456 Yes 100,000.00

Reynolds Group Holdings Inc. - Incremental European Term Loan REY_NOLDSGRHO Yes 2,320,212.05

SAN PATRICK SL - Facility B3 LX171236 Yes 1,074,418.60

Sapphire Bidco BV - Facility B (First Lien) SAPHREBDCO_FB Yes 2,000,000.00

Sapphire Bidco BV - Second Lien Facility SAPHIREBD_SL Yes 1,000,000.00

Schoeller Allibert Group - 8% - 10/2021 XS1500468407 Yes 2,000,000.00

Schumann Spa - 7% Fixed- 07/2023 XS1454980159 Yes 1,000,000.00

Schumann Spa - Float - 07/2022 XS1454976801 Yes 1,500,000.00

Scientific Games International, Inc. - 3.375% - 02/2026. XS1766775545 Yes 250,000.00

SFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB Yes 987,500.00

SFR Group SA - Tranche B-12 Loan - Euro SFRGRP_FLTEBT Yes 3,473,750.00

Siaci Saint Honore - Term Loan First Lien SISAHO_TLFRLI Yes 1,000,000.00

SNAI S.P.A. - 6.375% - 11/2021 XS1513691979 Yes 1,000,000.00

SNAI S.P.A. - Float + 6.00% - 11/2021 XS1513692357 Yes 3,000,000.00

Solenis International LP - Initial Euro Term Loan SOLENISINT_TL Yes 2,493,750.00

Soppa Holdings Sarl - First Lien B Tranche 1 SOPPA_HOLDFB1 Yes 2,698,259.34

Soppa Holdings Sarl - First Lien B Tranche 2 SOPPA_HOLDBT2 Yes 524,766.01

Soppa Holdings Sarl - First Lien B Tranche 3 SOPPA_HOLDBT3 Yes 462,800.74

Soppa Holdings Sarl - First Lien B Tranche 4 SOPPA_HOLDBT4 Yes 1,166,724.56

Starfruit Finco BV - Term Loan B STARFRUIT_TLB Yes 3,000,000.00

Starfrut Us/Star Fi BV - 6.5% - 10/2026 XS1885682036 Yes 500,000.00

Stars Group Holdings BV - Euro Term Loan STARSGRPH_TLB Yes 2,000,000.00

Sunshine Investments BV - Facility B1 Loan SUNSHINEI_FB1 Yes 2,000,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Cov-Lite? Principal Balance

Swissport International AG - 2018 Incremental Euro Term Loan SWISSPORT_TLN Yes 2,234,695.65

Synlab Bondco Plc - Float 3.5% - 07/2022 XS1516322200 Yes 1,000,000.00

TDC AS - Facility B1 TDCAS_FILETLN Yes 2,000,000.00

Techem Gmbh - New Facility B1 TECHEM_GMBHB1 Yes 2,500,000.00

Technicolor S.A. - Term Loan TECHNCOLOR_TL Yes 6,000,000.00

Tele Columbus AG - 3.875% - 05/2025 XS1814546013 Yes 1,250,000.00

Telenet Finance LUX - 3.5% - 03/2028 BE6300371273 Yes 1,200,000.00

Telenet International Finance Sarl - Term Loan AO Facility TELNTINTR_TAO Yes 2,000,000.00

TV Borrower - Regit Eins GMBH - Euro Term B-1 Loan REGIT_EINSETL Yes 1,944,601.77

Unifrax I LLC - Initial Euro Term Loan UNIFRAX_IELTL Yes 1,975,000.00

Unilabs Diagnostics AB - Facility B2 LX161584 Yes 2,500,000.00

United Group BV - Fixed 4.375% - 07/2022 XS1647814968 Yes 750,000.00

United Group BV - Float - 07/2023 XS1647816823 Yes 1,500,000.00

UnityMedia Hessen / NRW - FIXED 3.5% - 01/2027 XS1197205591 Yes 250,000.00

UPC Holdings BV - 3.875% - 06/2029 XS1629969327 Yes 1,000,000.00

UPCB Finance IV LTD - 4% - 01/2027 XS1117297603 Yes 225,000.00

UPCB FINANCE VII - 3.625% - 06/2029 XS1634252628 Yes 3,000,000.00

Verallia Packaging - Facility C Loan VERALLIA_INTB Yes 3,000,000.00

Verisure Holding AB - Facility B1E VERISURE_FLT Yes 6,000,000.00

Veritas US Inc - First Lien Term Loan B VERITAS_FLTB Yes 1,950,101.01

Vistra Group Holdings (BVI) II Limited – Stiphout Finance BV - First Lien Repriced Euro Term Loan VISTRAGHLT_RT Yes 3,919,193.71

VUE INTERNATIONAL BIDCO PLC - Term Loan B LX153954 Yes 2,500,000.00

Wall Street Systems Delaware Inc - Initial Euro Term Loan WALLST_SDFLTL Yes 1,330,183.21

Watson Bidco BV - Facility B WATSNBIDCO_TL Yes 1,000,000.00

Wind Tre Spa - 3.125% - 01/2025 XS1708450561 Yes 750,000.00

Wind Tre Spa - Float +2.75% - 01/2024 XS1708450215 Yes 2,000,000.00

Wittur Holding GMBH - Facility B3 WITTURGMBH_FB Yes 4,000,000.00

WowMidco SAS - Facility B2 WOWMIDC_FACB2 Yes 2,000,000.00

Ziggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF Yes 7,000,000.00

ZODIAK MEDIA SA - 4% - 07/2022 XS1642700766 Yes 200,000.00

368,668,667.63

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

S&P Industry Breakdown 16 14 12 10 8

% of APB 6 4 2 0

Media Banks Software Chemicals InsuranceMachinery Beverages Automobiles IT Services Biotechnology Food Products Specialty Retail Multiline Retail Building Products Pharmaceuticals Leisure Products Auto Components Consumer Finance Personal Products Household Products Household Durables Professional Services Construction Materials Industrial ConglomeratesAerospace and Defense Containers and Packaging Food and Staples Retailing Paper and Forest Products Transportation Infrastructure Communications Equipment Diversified Financial Services Construction and Engineering Diversified Consumer Services Hotels, Restaurants and Leisure Oil, Gas and Consumable Fuels Healthcare Providers and Services Commercial ServicesHealthcare and Supplies Equipment and Supplies Textiles, Apparel and Luxury Goods Wireless Telecommunication Services Diversified Telecommunication Services

Electronic Equipment, Instruments and Components

Moody's Industry Breakdown 16

% of APB 6

Retail

Automotive

Services: Business Capital Equipment Energy: Oil & Gas High Tech Industries Telecommunications Services: Consumer Transportation: Cargo Construction & Building Hotel, Gaming & Leisure Aerospace and Defense Forest Products & Paper Consumer Goods: Durable Transportation: Consumer Healthcare & Pharmaceuticals Beverage, Food and Tobacco Chemicals, Plastics and Rubber Media: Diversified & Production Consumer Goods: Non-durable Containers, Packaging and Glass Media: Broadcasting & Subscription

Media: Advertising, Printing & Publishing Banking, Finance, Insurance & Real Estate P

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Aggregate Principal Balance Excluding Defaults 458,482,204.05 EUR Aggregate Product of Principal Balance and Years to Amortisation 2,432,174,068.61 EUR Weighted Average Life 5.30 Maximum Weighted Average Life <= 6.50 Result Pass

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Aggregate Principal Balance Excluding Defaults 458,482,204.05 EUR Aggregate Product of Principal Balance and Rating Factor 1,259,849,305,853.66 EUR Adjusted Weighted Average Moody's Rating Factor 2,747 Unadjusted Maximum Weighted Average Rating Factor 2,844 Moody's Weighted Average Recovery Adjustment 247 Maximum Weighted Average Rating Factor <= 3,091 Result Pass

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

APB of Collateral Debt Obligations (excluding Defaults and unfunded portion of Delayed Drawdown and Revolving Obligations) (A) 458,482,204.05 EUR APB of Fixed Rate Collateral Debt Obligations (excluding Defaults and unfunded portion of Delayed Drawdown and Revolving Obligations) (C) 29,025,000.00 EUR

Aggregate Coupon (excluding Defaults, PIK Securities and unfunded portion of Delayed Drawdown and Revolving Obligations) (X) 1,404,937.50 EUR Coupon Test Denominator (Y) 29,025,000.00 EUR

Minimum Weighted Average Fixed Coupon Test Weighted Average Fixed Coupon 4.85% Excess Weighted Average Floating Spread 1.11% Weighted Average Fixed Coupon plus Excess Weighted Average Floating Spread 5.96% Minimum Weighted Average Fixed Coupon >= 6.00% Result: Fail

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

APB of Collateral Debt Obligations (excluding Defaulted Obligations) 458,482,204.05 EUR APB of Floating Rate Collateral Debt Obligations (excluding Defaulted Obligations) 429,457,204.05 EUR

Aggregate Funded Spread (excluding Defaulted Obligations) 16,629,544.67 EUR Aggregate Unfunded Spread 12,655.53 EUR Spread Test Denominator 429,457,204.05 EUR Aggregate Excess Funded Spread 0.00 EUR

Weighted Average Floating Spread (excluding the Aggregate Excess Funded Spread) 3.88% Weighted Average Floating Spread (including the Aggregate Excess Funded Spread) 3.88% Excess Weighted Average Coupon 0.000% Weighted Average Floating Spread (including the Aggregate Excess Funded Spread) plus Excess Weighted Average Coupon 3.88% Minimum Weighted Average Floating Spread - trigger from Moody's Test Matrix >= 3.80% Moody’s Weighted Average Recovery Adjustment 0.00% Minimum Weighted Average Floating Spread (final trigger) >= 3.80% Result: Pass Weighted Average Spread Test 0.00 EUR

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Lesser of APB (excluding Defaulted Obligations) and Reinvestment Target Par Balance 458,482,204.05 EUR Moody's Recovery Rate Test Numerator 205,263,765.86 EUR Weighted Average Moody’s Recovery Rate 44.8% Rating Factor Test trigger (From Matrix) 2,844 Adjusted Weighted Average Moody's Rating Factor 2,747 Moody's Weighted Average Rating Factor Adjustment [B] 1.4% Recovery Rate Test Trigger {Max(0.35, 0.41 - [B])} >= 39.6% Result Pass

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Moody's Rating Principal Balance (EUR) % of APB S&P Rating Principal Balance (EUR) % of APB Baa2 997,500.00 0.22% BB+ 3,327,761.20 0.73% Ba1 13,290,261.20 2.90% BB 21,676,425.04 4.73% Ba2 13,416,425.04 2.93% BB- 48,305,684.13 10.54% Ba3 33,531,106.97 7.31% B+ 129,138,347.03 28.17% B1 150,608,808.59 32.85% B 204,396,399.26 44.58% B2 211,189,026.13 46.06% B- 44,948,811.91 9.80% B3 29,449,076.13 6.42% CCC+ 2,938,775.48 0.64% Caa1 3,750,000.00 0.82% CCC 3,750,000.00 0.82% Caa2 2,250,000.00 0.49% 458,482,204.05 100.00% 458,482,204.05 100.00%

240M 240M

200M 200M

160M 160M

120M 120M

80M 80M Principal Balance (EUR) Principal Balance (EUR)

40M 40M

0M 0M Baa2 Ba1 Ba2 Ba3 B1 B2 B3 Caa1 Caa2 BB+ BB BB- B+ B B- CCC+ CCC Moody's Rating S&P Rating

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Minimum Weighted Average S&P Recovery Rate Test Weighted Average S&P Recovery Rate - Class A Notes Pass RESULT Pass

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

S&P CDO BDR Calculation S&P Minimum Floating Spread 3.88% S&P CDO Monitor Recovery Rate 35.9% S&P CDO BDR 0.670697 ------S&P CDO Adjusted BDR Calculation S&P CDO BDR 0.670697 OP: Target Par Amount 460,000,000.00 EUR NP : APB of Portfolio Assets (S&P Collateral Value for Principal Proceeds below CCC-) and Principal Proceeds 465,570,440.11 EUR WARR (S&P Weighted Average Recovery Rate for the Class A Notes) 35.9% S&P CDO Adjusted BDR * (OP/NP) + (NP-OP) / (NP * (1-WARR)) 68.13235%

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Description Security ID Principal Balance

There are no Participations to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security IDFrequency Coupon Principal Type Balance

AI Robin Finco Limited - Facility B AIROFIL_FLTLB Semi-Annual Float 2,750,000.00 Ard Finance SA - 6.6250% - 09/2023 XS1599275986 Semi-Annual Fixed 250,000.00 ASK Chemicals GmbH - Term Loan ASKCHEMI_TLFL Semi-Annual Float 3,250,000.00 Avantor Inc - 4.75% - 10/2024 XS1687277985 Semi-Annual Fixed 200,000.00 Blitz F - 6% - 07/2026 XS1859258383 Semi-Annual Fixed 250,000.00 Codere Finance 2 Luxembourg - 6.75% - 11/2021 XS1513765922 Semi-Annual Fixed 2,500,000.00 Compass IV Limited - Facility B2 COMPASS_IVFB2 Semi-Annual Float 2,000,000.00 Compass IV Limited - Second Lien Term Loan COMPAIVD_SLTL Semi-Annual Float 1,000,000.00 Corialis Group Limited - New Term Loan B-1 CORIALIS_NTMB Semi-Annual Float 4,000,000.00 Diaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL Semi-Annual Float 1,000,000.00 Diaverum Sarl - Facility B DIAVERUM_SARL Semi-Annual Float 788,125.79 Diaverum Sarl - Facility B DIAVERUM_SARL Semi-Annual Float 5,211,874.21 Federal Mogul Holding C - 4.875% - 04/2022 XS1587905727 Semi-Annual Fixed 1,000,000.00 Haya Finance 2017 SA - 5.25% - 11/2022 XS1716821779 Semi-Annual Fixed 1,000,000.00 HNVR Holdco Limited - Facility B HNVRHOL_FLTLB Semi-Annual Float 2,969,795.92 Inter Media Communicatio - 4.875% - 12/2022 XS1739592142 Semi-Annual Fixed 500,000.00 Invictus Media S.L.U. - Facility B1 Loan INVICTUS_TLB1 Semi-Annual Float 2,813,455.13 Invictus Media S.L.U. - Facility B2 Loan INVICTUS_TLB2 Semi-Annual Float 1,686,544.87 Itiviti Group AB - Facility B ITIVITIGR_ETL Semi-Annual Float 1,000,000.00 Kronos International Inc - 3.75% - 09/2025 XS1680281133 Semi-Annual Fixed 2,450,000.00 Louvre Bidco SAS - 4.25% - 09/2024 XS1685582105 Semi-Annual Fixed 1,900,000.00 Loxam SAS - 3.5% - 04/2022 XS1591779399 Semi-Annual Fixed 500,000.00 Markermeer Finance B.V. - Facility B1 EUR GLOBALUNI_TLB Semi-Annual Float 686,029.41 Markermeer Finance B.V. - Facility B2 EUR GLOBAL_UNIVER Semi-Annual Float 1,813,970.59 MATTERHORN TELECOM SA - 4% - 11/2022 XS1720690889 Semi-Annual Fixed 3,000,000.00 Nexi Capital SPA - 4.125% - 11/2023 XS1819648129 Semi-Annual Fixed 500,000.00 Nidda Bondco GMBH - 5% - 09/2025 XS1690645129 Semi-Annual Fixed 1,000,000.00 Obol France 3 SAS - Facility B OBOLFRAN3_FAB Semi-Annual Float 1,500,000.00 OEP Trafo Bidco GmbH - Facility B OEPTRAFO_FLTB Semi-Annual Float 333,333.33 OEP Trafo Bidco GmbH - Facility B OEPTRAFO_FLTB Semi-Annual Float 666,666.67 Prestigebidco GMBH - 6.25% - 12/2023 XS1533933039 Semi-Annual Fixed 500,000.00 Quintiles IMS Inc - 2.875% - 09/2025 XS1684387456 Semi-Annual Fixed 100,000.00 Schoeller Allibert Group - 8% - 10/2021 XS1500468407 Semi-Annual Fixed 2,000,000.00 Schumann Spa - 7% Fixed- 07/2023 XS1454980159 Semi-Annual Fixed 1,000,000.00 Scientific Games International, Inc. - 3.375% - 02/2026. XS1766775545 Semi-Annual Fixed 250,000.00 SNAI S.P.A. - 6.375% - 11/2021 XS1513691979 Semi-Annual Fixed 1,000,000.00 Starfrut Us/Star Fi BV - 6.5% - 10/2026 XS1885682036 Semi-Annual Fixed 500,000.00 Tele Columbus AG - 3.875% - 05/2025 XS1814546013 Semi-Annual Fixed 1,250,000.00 Tele Columbus AG - Facility A2 TELECOLM_TLA2 Semi-Annual Float 1,248,335.10

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security IDFrequency Coupon Principal Type Balance

Telenet Finance LUX - 3.5% - 03/2028 BE6300371273 Semi-AnnualFixed 1,200,000.00 Telenet International Finance Sarl - Term Loan AO Facility TELNTINTR_TAO Semi-AnnualFloat 2,000,000.00 Unilabs Diagnostics AB - Facility B2 LX161584 Semi-AnnualFloat 2,500,000.00 United Group BV - Fixed 4.375% - 07/2022 XS1647814968 Semi-AnnualFixed 750,000.00 UnityMedia Hessen / NRW - FIXED 3.5% - 01/2027 XS1197205591 Semi-AnnualFixed 250,000.00 UPC Holdings BV - 3.875% - 06/2029 XS1629969327 Semi-AnnualFixed 1,000,000.00 UPCB Finance IV LTD - 4% - 01/2027 XS1117297603 Semi-AnnualFixed 225,000.00 UPCB FINANCE VII - 3.625% - 06/2029 XS1634252628 Semi-AnnualFixed 3,000,000.00 Watson Bidco BV - Facility B WATSNBIDCO_TL Semi-AnnualFloat 1,000,000.00 Wind Tre Spa - 3.125% - 01/2025 XS1708450561 Semi-AnnualFixed 750,000.00 WowMidco SAS - Facility B2 WOWMIDC_FACB2 Semi-AnnualFloat 16,897.42 WowMidco SAS - Facility B2 WOWMIDC_FACB2 Semi-AnnualFloat 147,765.30 WowMidco SAS - Facility B2 WOWMIDC_FACB2 Semi-AnnualFloat 587,473.20 WowMidco SAS - Facility B2 WOWMIDC_FACB2 Semi-AnnualFloat 617,774.41 WowMidco SAS - Facility B2 WOWMIDC_FACB2 Semi-AnnualFloat 630,089.67 Zara UK Midco Limited - Facility B ZARA_MIDCOTLB Semi-AnnualFloat 3,000,000.00 Ziggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF Semi-AnnualFloat 7,000,000.00 ZODIAK MEDIA SA - 4% - 07/2022 XS1642700766 Semi-AnnualFixed 200,000.00

Total Balance: 81,243,131.02

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Issuer Country Moody's Industry Group S&P Industry Group Principal Balance

There are no Collateral Enhancement Obligations to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Maturity Principal Market Price Moody's S&P Recovery Amount Haircut Type Date Balance Recovery Rate Recovery Rate

There are no Long Dated Obligations to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Principal Balance

Solocal Group - Euribor+6.0% - 03/2022 FR0013237484 3,750,000.00

Total Balance: 3,750,000.00

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Description Loan X ID Previous Current Change Notional Change Effective Rating Effective Amount (%) Date Rating

Moody

Federal Mogul Holding C XS1587905727 B1 Ba2 Upgrade 0.2181 02-Oct-2018

Federal Mogul Holding C XS1587913663 B1 Ba2 Upgrade 0.2399 02-Oct-2018

Soppa Holdings Sarl LX157881 B2 B3 Downgrade 0.5885

Soppa Holdings Sarl LX159205 B2 B3 Downgrade 0.1145

Soppa Holdings Sarl LX159206 B2 B3 Downgrade 0.1009

Soppa Holdings Sarl LX159207 B2 B3 Downgrade 0.2545

Watson Bidco BV LX164355 B2 B3 Downgrade 0.2181 31-Aug-2018

Moody Subtotal: 1.73

S&P

Federal Mogul Holding C XS1587905727 B BB Upgrade 0.2181 03-Oct-2018

Federal Mogul Holding C XS1587913663 B BB Upgrade 0.2399 03-Oct-2018

S&P Subtotal: 0.46

Total Balance: 2.19

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Default Obligation Default Date Par Amount Market Price Date Exchanged Is Deferring Deferring Security Equity Security Security? Date Received

There are no CDOs that became Defaulted/Deferred/Exchanged Equity Securities since the last report to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Security Security ID Issuer Country Moody's Industry S&P Industry Principal Balance Group Group

There are no Substitute Collateral Debt Obligations to report on.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

We have received written confirmation from the Retention Holder that:

(a) it continues to comply with its undertaking to subscribe for and retain on an ongoing basis and for its own account not less than 5 per cent. of the Principal Amount Outstanding of each Class of Notes as the Retention Notes ; and

(b) it has not sold, hedged or otherwise mitigated its credit risk under or associated with the Retention Notes or the underlying portfolio of Collateral Debt Obligations, except to the extent permitted in accordance with the EU Retention Requirements and the U.S. Credit Risk Retention Requirements.

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Has Collateral Administrator has been provided with notice by the No Issuer or the Investment Manager (on behalf of the Issuer) of whether the Trading Requirements have ceased to apply as a result of the Issuer or the Investment Manager (on behalf of the Issuer) having elected by notice to the Trustee and the Noteholders to rely solely on the exemption provided by Section 3(c)(7) of the Investment Company Act and no longer rely on the exemption from the Investment Company Act provided by Rule 3a-7?

Cadogan Square CLO VIII D.A.C. 04-Oct-2018

Has Frequency Switch Event occured? No Date of Frequency Switch Event NA