<SEC-DOCUMENT>0001104659-20-129141.txt : 20201125
<SEC-HEADER>0001104659-20-129141.hdr.sgml : 20201125
<ACCEPTANCE-DATETIME>20201124180904
ACCESSION NUMBER:		0001104659-20-129141
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20200930
FILED AS OF DATE:		20201125
PERIOD START:           	20201231

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			Eagle Point Income Co Inc.
		CENTRAL INDEX KEY:			0001754836
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-23384
		FILM NUMBER:		201345836

	BUSINESS ADDRESS:	
		STREET 1:		600 STEAMBOAT RD, SUITE 202
		CITY:			GREENWICH
		STATE:			CT
		ZIP:			06830
		BUSINESS PHONE:		203.862.3150

	MAIL ADDRESS:	
		STREET 1:		600 STEAMBOAT RD, SUITE 202
		CITY:			GREENWICH
		STATE:			CT
		ZIP:			06830

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	EP Income Co LLC
		DATE OF NAME CHANGE:	20181001
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <repPdDate>2020-09-30</repPdDate>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle US CLO 2018-1, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>14311YAA8</cusip>
        <identifiers>
          <isin value="US14311YAA82"/>
        </identifiers>
        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431750</valUSD>
        <pctVal>0.4765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.02175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle US CLO 2017-1, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>14314UAA3</cusip>
        <identifiers>
          <isin value="US14314UAA34"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1625000</valUSD>
        <pctVal>1.7934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.27175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle US CLO 2019-1, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>14316DAA9</cusip>
        <identifiers>
          <isin value="US14316DAA90"/>
        </identifiers>
        <balance>3125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2742813</valUSD>
        <pctVal>3.027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.97175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle US CLO 2018-2, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>14317QAA9</cusip>
        <identifiers>
          <isin value="US14317QAA94"/>
        </identifiers>
        <balance>3900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3077100</valUSD>
        <pctVal>3.3959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.525</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2018-II, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>17180YAA9</cusip>
        <identifiers>
          <isin value="US17180YAA91"/>
        </identifiers>
        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>826500</valUSD>
        <pctVal>0.9121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.12175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AGL CLO I Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>00119KAA1</cusip>
        <identifiers>
          <isin value="US00119KAA16"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2811900</valUSD>
        <pctVal>3.1033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.37175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2018-IV, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>17182HAC0</cusip>
        <identifiers>
          <isin value="US17182HAC07"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1530200</valUSD>
        <pctVal>1.6888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.97288</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cook Park CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>21623RAA1</cusip>
        <identifiers>
          <isin value="US21623RAA14"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>860000</valUSD>
        <pctVal>0.9491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.67288</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dryden 37 Senior Loan Fund, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E-R</title>
        <cusip>26249MAW7</cusip>
        <identifiers>
          <isin value="US26249MAW73"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422500</valUSD>
        <pctVal>0.4663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.425</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Eagle BSL CLO 2019-1 Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>32010GAA3</cusip>
        <identifiers>
          <isin value="US32010GAA31"/>
        </identifiers>
        <balance>3100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2645230</valUSD>
        <pctVal>2.9193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.97175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XVIII, LP.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E-R</title>
        <cusip>50188HAC5</cusip>
        <identifiers>
          <isin value="US50188HAC51"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>459000</valUSD>
        <pctVal>0.5066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.22175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XXVII, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>55820XAA7</cusip>
        <identifiers>
          <isin value="US55820XAA72"/>
        </identifiers>
        <balance>1250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1056875</valUSD>
        <pctVal>1.1664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.27175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marathon CLO IX, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>56578DAA3</cusip>
        <identifiers>
          <isin value="US56578DAA37"/>
        </identifiers>
        <balance>4124415.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2588483</valUSD>
        <pctVal>2.8567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.325</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marathon CLO XIII, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>56579BAA6</cusip>
        <identifiers>
          <isin value="US56579BAA61"/>
        </identifiers>
        <balance>3500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2476250</valUSD>
        <pctVal>2.7328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.255</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MidOcean Credit CLO X</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>59803BAA8</cusip>
        <identifiers>
          <isin value="US59803BAA89"/>
        </identifiers>
        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3500000</valUSD>
        <pctVal>3.8627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.6955</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM XXI, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>67112EAA1</cusip>
        <identifiers>
          <isin value="US67112EAA10"/>
        </identifiers>
        <balance>4150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3209195</valUSD>
        <pctVal>3.5417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.81175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ares XLV CLO Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>04015VAE6</cusip>
        <identifiers>
          <isin value="US04015VAE65"/>
        </identifiers>
        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>706000</valUSD>
        <pctVal>0.7792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCP CLO 2019-17, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>67113MAA2</cusip>
        <identifiers>
          <isin value="US67113MAA27"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2805000</valUSD>
        <pctVal>3.0957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.93175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 42, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>67576RAA1</cusip>
        <identifiers>
          <isin value="US67576RAA14"/>
        </identifiers>
        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>885400</valUSD>
        <pctVal>0.9771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.895</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 37, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>67591WAA1</cusip>
        <identifiers>
          <isin value="US67591WAA18"/>
        </identifiers>
        <balance>1200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1008000</valUSD>
        <pctVal>1.1124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.6445</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 38, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>67591XAA9</cusip>
        <identifiers>
          <isin value="US67591XAA90"/>
        </identifiers>
        <balance>3300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2794440</valUSD>
        <pctVal>3.084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.97175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 39, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>67592AAA8</cusip>
        <identifiers>
          <isin value="US67592AAA88"/>
        </identifiers>
        <balance>1550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1411275</valUSD>
        <pctVal>1.5575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.02175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 41, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>67592GAA5</cusip>
        <identifiers>
          <isin value="US67592GAA58"/>
        </identifiers>
        <balance>5012500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4598969</valUSD>
        <pctVal>5.0755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Palmer Square CLO 2018-1, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>69689GAA5</cusip>
        <identifiers>
          <isin value="US69689GAA58"/>
        </identifiers>
        <balance>1120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1002960</valUSD>
        <pctVal>1.1069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.42175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rockford Tower CLO 2018-2, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>77342LAA6</cusip>
        <identifiers>
          <isin value="US77342LAA61"/>
        </identifiers>
        <balance>4275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3652560</valUSD>
        <pctVal>4.031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.27175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TICP CLO IX, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>87249BAA1</cusip>
        <identifiers>
          <isin value="US87249BAA17"/>
        </identifiers>
        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2250000</valUSD>
        <pctVal>2.4831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.87175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vibrant CLO VIII, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>92557RAA2</cusip>
        <identifiers>
          <isin value="US92557RAA23"/>
        </identifiers>
        <balance>1750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1250375</valUSD>
        <pctVal>1.3799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.02175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ares XLIV CLO Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>04016NAG8</cusip>
        <identifiers>
          <isin value="US04016NAG88"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2728200</valUSD>
        <pctVal>3.0109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.825</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vibrant CLO VI, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>92558GAA5</cusip>
        <identifiers>
          <isin value="US92558GAA58"/>
        </identifiers>
        <balance>4100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2872050</valUSD>
        <pctVal>3.1697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.97738</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>York CLO-2 Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E-R</title>
        <cusip>98625RAE9</cusip>
        <identifiers>
          <isin value="US98625RAE99"/>
        </identifiers>
        <balance>1605000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1407906</valUSD>
        <pctVal>1.5538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.90775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2019-VI, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>12556CAC0</cusip>
        <identifiers>
          <isin value="US12556CAC01"/>
        </identifiers>
        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5072194</valUSD>
        <pctVal>5.5978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XXXVII, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>55817FAC7</cusip>
        <identifiers>
          <isin value="US55817FAC77"/>
        </identifiers>
        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3401206</valUSD>
        <pctVal>3.7536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marathon CLO XIII, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>56579BAC2</cusip>
        <identifiers>
          <isin value="US56579BAC28"/>
        </identifiers>
        <balance>5300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2028054</valUSD>
        <pctVal>2.2382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 43, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Income Note</title>
        <cusip>67573NAA3</cusip>
        <identifiers>
          <isin value="US67573NAA37"/>
        </identifiers>
        <balance>5750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4518071</valUSD>
        <pctVal>4.9862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 37, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>67591WAC7</cusip>
        <identifiers>
          <isin value="US67591WAC73"/>
        </identifiers>
        <balance>2125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1394985</valUSD>
        <pctVal>1.5395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture 37 CLO, Limited</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>92332JAC8</cusip>
        <identifiers>
          <isin value="US92332JAC80"/>
        </identifiers>
        <balance>5200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2690443</valUSD>
        <pctVal>2.9692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XLII, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>04965TAA9</cusip>
        <identifiers>
          <isin value="US04965TAA97"/>
        </identifiers>
        <balance>1400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1226960</valUSD>
        <pctVal>1.3541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.3055</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barings CLO Ltd. 2018-IV</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>06760YAA0</cusip>
        <identifiers>
          <isin value="US06760YAA01"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>649575</valUSD>
        <pctVal>0.7169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.095</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Battalion CLO XII Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>07134HAA4</cusip>
        <identifiers>
          <isin value="US07134HAA41"/>
        </identifiers>
        <balance>1458000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1337715</valUSD>
        <pctVal>1.4763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.37013</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Black Diamond CLO 2017-1, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>09202UAA8</cusip>
        <identifiers>
          <isin value="US09202UAA88"/>
        </identifiers>
        <balance>3600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2625120</valUSD>
        <pctVal>2.8971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.8635</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Black Diamond CLO 2016-1, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D-R</title>
        <cusip>09204VAE6</cusip>
        <identifiers>
          <isin value="US09204VAE65"/>
        </identifiers>
        <balance>1050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>734895</valUSD>
        <pctVal>0.811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8445</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-11-23</ncom:dateSigned>
      <ncom:nameOfApplicant>Eagle Point Income Company Inc.</ncom:nameOfApplicant>
      <ncom:signature>Thomas P. Majewski</ncom:signature>
      <ncom:signerName>Thomas P. Majewski</ncom:signerName>
      <ncom:title>Chief Executive Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
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<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>tm2036989-4_nportex.htm
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002D52"><FONT STYLE="font-size: 10pt">Eagle
Point Income Company Inc.</FONT></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002D52"><FONT STYLE="font-size: 10pt"><B>Schedule
of Investments</B></FONT></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002D52"><FONT STYLE="font-size: 10pt">As
of September 30, 2020</FONT></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002D52"><FONT STYLE="font-size: 10pt">(expressed
in U.S. dollars)</FONT></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002D52"><FONT STYLE="font-size: 10pt">(Unaudited)</FONT></P>

<P STYLE="margin: 0"></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; text-align: center; margin-top: 0pt; margin-bottom: 0pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Times New Roman, Times, Serif; color: rgb(92,102,112)">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670"><B>Issuer
    <SUP>(1)</SUP></B></FONT></TD><TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670"><B>Investment
    <SUP>(2) (3) </SUP></B></FONT></TD><TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; font: bold 8pt Times New Roman, Times, Serif; padding-bottom: 1pt; color: #5c6670; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670"><B>Acquisition
    <BR>
Date <SUP>(4)</SUP></B></FONT></TD><TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="white-space: nowrap; border-bottom: Black 1pt solid; font: bold 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">Principal<BR>

    Amount</FONT></TD><TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font: bold 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">Cost</FONT></TD><TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font: bold 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670"><B>Fair
    Value <SUP>(5)</SUP></B></FONT></TD><TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font: bold 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">%
    of Net Assets</FONT></TD><TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670"><B>CLO
    Debt <SUP>(6)</SUP></B></FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.125in; font: bold 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">United
    States</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; width: 21%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">AGL
    CLO I Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 28%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (7.37% due 10/20/32)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 8%; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">10/04/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 8%; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,000,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 8%; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,917,840</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 8%; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,811,900</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 1%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 6%; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3.10%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; width: 0%; color: #5c6670; text-align: left">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Ares
    XLIV CLO Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (6.83% due 10/15/29)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">01/09/20</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,000,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,992,890</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,728,200</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3.01%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Ares
    XLV CLO Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (6.38% due 10/15/30)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">05/30/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">800,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">786,711</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">706,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.78%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Barings
    CLO Ltd. 2018-IV</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (6.10% due 10/15/30)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">10/26/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">750,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">746,723</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">649,575</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.72%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Battalion
    CLO XII Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (6.37% due 5/17/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,458,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,409,624</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,337,715</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1.48%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Black
    Diamond CLO 2016-1, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D-R (5.84% due 4/26/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,050,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">986,392</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">734,895</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.81%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Black
    Diamond CLO 2017-1, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (6.86% due 4/24/29)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,600,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,591,893</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,625,120</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2.90%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Canyon
    CLO 2019-1, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (6.96% due 4/15/32)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">08/16/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,000,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,918,418</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,666,100</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2.94%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Carlyle
    US CLO 2017-1, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (6.27% due 4/20/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">09/15/20</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,000,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,626,138</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,625,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1.79%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Carlyle
    US CLO 2018-1, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (6.02% due 4/20/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">550,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">548,437</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">431,750</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.48%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Carlyle
    US CLO 2018-2, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (5.53% due 10/15/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,900,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,782,235</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,077,100</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3.40%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Carlyle
    US CLO 2019-1, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (6.97% due 4/20/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">08/19/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,125,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,949,037</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,742,813</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3.03%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CIFC
    Funding 2015-I, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E-RR (6.26% due 1/22/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,600,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,559,140</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,237,560</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2.47%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CIFC
    Funding 2018-II, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (6.12% due 4/20/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">950,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">935,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">826,500</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.91%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CIFC
    Funding 2018-IV, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (7.97% due 10/17/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">05/22/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,000,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,849,544</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,530,200</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1.69%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CIFC
    Funding 2019-III, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (7.07% due 7/16/32)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">05/14/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,717,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,637,346</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,532,516</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2.79%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CIFC
    Funding 2019-V, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (7.12% due 10/15/32)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">08/09/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5,500,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5,397,302</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5,162,300</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5.70%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CIFC
    Funding 2019-VI, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (7.67% due 1/16/33)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">12/02/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,050,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,962,748</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,934,710</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3.24%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Cook
    Park CLO, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (5.67% due 4/17/30)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,000,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">983,671</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">860,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.95%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Dryden
    37 Senior Loan Fund, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E-R (5.43% due 1/15/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">500,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">482,977</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">422,500</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.47%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>

<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">First
    Eagle BSL CLO 2019-1 Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (7.97% due 1/20/33)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">12/17/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,100,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,889,910</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,645,230</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2.92%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">LCM
    XVIII, LP.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E-R (6.22% due 4/20/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">600,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">598,342</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">459,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.51%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Madison
    Park Funding XXVII, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (5.27% due 4/20/30)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,250,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,164,995</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,056,875</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1.17%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Madison
    Park Funding XLII, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (6.31% due 11/21/30)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">08/15/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,400,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,337,039</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,226,960</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1.35</FONT>%</TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Marathon
    CLO IX, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (6.33% due 4/15/29) &#8317;&#8313;&#8318;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,124,415</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,073,208</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,588,483</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2.86%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Marathon
    CLO XIII, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (7.26% due 4/15/32)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">06/04/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,500,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,338,010</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,476,250</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2.73%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">MidOcean
    Credit CLO X</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (7.70% due 10/23/32)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">01/08/20</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,000,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,986,563</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,500,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3.86%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">OCP
    CLO 2019-17, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (6.93% due 7/20/32)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">10/25/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,000,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,795,047</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,805,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3.10%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Octagon
    Investment Partners 37, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (5.64% due 7/25/30)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,200,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,176,259</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,008,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1.11%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Octagon
    Investment Partners 38, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (5.97% due 7/20/30)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,300,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,235,129</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,794,440</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3.08%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Octagon
    Investment Partners 39, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (6.02% due 10/20/30)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">10/24/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,550,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,488,935</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,411,275</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1.56%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Octagon
    Investment Partners 41, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (7.18% due 4/15/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">07/18/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5,012,500</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,961,631</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,598,969</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5.08%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Octagon
    Investment Partners 42, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (6.90% due 4/15/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">12/05/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">950,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">927,950</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">885,400</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.98%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">OZLM
    XXI, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (5.81% due 1/20/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,150,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,054,602</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,209,195</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3.54%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Palmer
    Square CLO 2018-1, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (5.42% due 4/18/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">05/30/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,120,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,025,298</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,002,960</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1.11%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Rockford
    Tower CLO 2018-2, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (6.27% due 10/20/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,275,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,172,005</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,652,560</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4.03%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">TICP
    CLO IX, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (5.87% due 1/20/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">08/22/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,500,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,332,614</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,250,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2.48%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Vibrant
    CLO VI, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E (5.98% due 6/20/29)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,100,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,035,464</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,872,050</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3.17%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Vibrant
    CLO VIII, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class D (6.02% due 1/20/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">10/04/18</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,750,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,700,126</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,250,375</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1.38%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">York
    CLO-2 Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Secured Note - Class E-R (5.91% due 1/22/31)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">05/16/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,605,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,514,628</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,407,906</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1.55%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">93,871,821</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">81,743,382</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">90.23%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: bold 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670"><B>CLO
    Equity <SUP>(7) (8)</SUP></B></FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.125in; font: bold 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">United
    States</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CIFC
    Funding 2019-VI, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Subordinated Note (17.14% due 1/16/33)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">12/02/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">6,000,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,980,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5,072,194</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5.60%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Madison
    Park Funding XXXVII, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Subordinated Note (20.40% due 7/15/49)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">03/11/20</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,000,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,973,932</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3,401,206</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">3.75%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Marathon
    CLO XIII, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Subordinated Note (8.12% due 4/15/32)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">06/04/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5,300,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,694,118</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,028,054</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2.24%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Octagon
    Investment Partners 37, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Subordinated Note (18.82% due 7/25/30)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">01/31/20</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,125,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,555,430</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,394,985</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1.54%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Octagon
    Investment Partners 43, Ltd.</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Income Note (14.31% due 10/25/32)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">08/02/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5,750,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,968,575</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,518,071</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4.99%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>

<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-left: 0.25in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Venture
    37 CLO, Limited</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO
    Subordinated Note (11.95% due 7/15/32)</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670">05/21/19</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5,200,000</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">4,437,812</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2,690,443</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">2.97%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">23,609,867</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">19,104,953</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">21.09%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD COLSPAN="3" STYLE="font: bold 8pt Times New Roman, Times, Serif; padding-left: 0.125in; color: #5c6670"><FONT STYLE="font-size: 8pt">Total investments, at fair value as of September 30, 2020</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">117,481,688</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">100,848,335</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">111.32%</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD COLSPAN="3" STYLE="font: bold 8pt Times New Roman, Times, Serif; padding-left: 0.125in; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Other net assets above (below) fair value of investments</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">(10,237,390</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">)</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 8pt; vertical-align: bottom; background-color: White">
    <TD COLSPAN="3" STYLE="font: bold 8pt Times New Roman, Times, Serif; padding-left: 0.125in; color: #5c6670"><FONT STYLE="font-size: 8pt">Net assets as of September 30, 2020</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">90,610,945</FONT></TD><TD STYLE="font: 8pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
</TABLE>


<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Times New Roman, Times, Serif; border-collapse: collapse; width: 100%; color: rgb(92,102,112)">
<TR>
    <TD STYLE="padding-right: 5pt; font: 8pt Times New Roman, Times, Serif; text-align: center; white-space: nowrap; vertical-align: top; width: 0.25in"><SUP>(1)</SUP></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; vertical-align: top">The Company is not affiliated with, nor does it &quot;control&quot; (as such term is defined in the Investment Company Act of 1940 (the &quot;1940 Act&quot;)), any of the issuers listed. In general, under the 1940 Act, the Company would be presumed to &quot;control&quot; an issuer if we owned 25% or more of its voting securities.</TD>
    </TR>
<TR STYLE="font: 8pt Times New Roman, Times, Serif">
    <TD STYLE="padding-right: 5pt; text-align: center; font: 8pt Times New Roman, Times, Serif; white-space: nowrap; vertical-align: top"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670"><SUP>(2)</SUP></FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; vertical-align: top">All investments are restricted and categorized as structured finance securities.</TD>
    </TR>
<TR STYLE="font: 8pt Times New Roman, Times, Serif">
    <TD STYLE="padding-right: 5pt; text-align: center; font: 8pt Times New Roman, Times, Serif; white-space: nowrap; vertical-align: top"><SUP>(3)</SUP></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; vertical-align: top">Pursuant to the terms of the credit facility agreement, a security interest in favor of the lender has been granted with respect to all investments. See Note 4 &quot;Revolving Credit Facility&quot; for further discussion.</TD>
    </TR>
<TR STYLE="font: 8pt Times New Roman, Times, Serif">
    <TD STYLE="padding-right: 5pt; text-align: center; font: 8pt Times New Roman, Times, Serif; white-space: nowrap; vertical-align: top"><SUP>(4)</SUP></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; vertical-align: top">Acquisition date represents the initial purchase date or the date when the investment was contributed to the Company.&nbsp;&nbsp;See Note 1 &quot;Organization&quot; for further discussion.</TD>
    </TR>
<TR STYLE="font: 8pt Times New Roman, Times, Serif">
    <TD STYLE="padding-right: 5pt; text-align: center; font: 8pt Times New Roman, Times, Serif; white-space: nowrap; vertical-align: top"><SUP>(5)</SUP></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; vertical-align: top">Fair value is determined in good faith in accordance with the Company's valuation policy and is approved by the Company's Board of Directors.</TD>
    </TR>
<TR STYLE="font: 8pt Times New Roman, Times, Serif">
    <TD STYLE="padding-right: 5pt; text-align: center; font: 8pt Times New Roman, Times, Serif; white-space: nowrap; vertical-align: top"><SUP>(6)</SUP></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; vertical-align: top">CLO debt positions reflect the coupon rates as of September 30, 2020.</TD>
    </TR>
<TR STYLE="font: 8pt Times New Roman, Times, Serif">
    <TD STYLE="padding-right: 5pt; text-align: center; font: 8pt Times New Roman, Times, Serif; white-space: nowrap; vertical-align: top"><SUP>(7)</SUP></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; vertical-align: top">The fair value of CLO equity investments were determined using significant, unobservable inputs. See Note 3 &quot;Investments&quot; for further discussion.</TD>
    </TR>
<TR STYLE="font: 8pt Times New Roman, Times, Serif">
    <TD STYLE="padding-right: 5pt; text-align: center; font: 8pt Times New Roman, Times, Serif; white-space: nowrap; vertical-align: top"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt; color: #5c6670"><SUP>(8)</SUP></FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; vertical-align: top">CLO income and subordinated notes are considered CLO equity positions.&nbsp;&nbsp;CLO equity positions are entitled to recurring distributions which are generally equal to the remaining cash flow of payments made by underlying assets less contractual payments to debt holders and CLO expenses.&nbsp;&nbsp;The effective yield is estimated based upon the current projection of the amount and timing of these recurring distributions in addition to the estimated amount of terminal principal payment.&nbsp;&nbsp;It is the Company's policy to update the effective yield for each CLO equity position held within the Company&#8217;s portfolio at the initiation of each investment and each subsequent quarter thereafter.&nbsp;&nbsp;The estimated yield and investment cost may ultimately not be realized. As of September 30, 2020, the Company's weighted average effective yield on its aggregate CLO equity positions, based on current amortized cost, was 14.30%.</TD>
    </TR>
<TR STYLE="font: 8pt Times New Roman, Times, Serif">
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; text-align: left; white-space: nowrap; vertical-align: top"><SUP>(9)</SUP></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; vertical-align: bottom">As of September 30, 2020, the investment includes interest income capitalized as additional investment principal (&quot;PIK&quot; Interest).&nbsp;&nbsp;The PIK interest rate for CLO debt positions represents the coupon rate at payment date when PIK interest is received. See Note 2 &quot;Summary of Significant Accounting Policies&quot; for further discussion.</TD>
    </TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="font-size: 10pt; text-align: center; margin-top: 0; margin-bottom: 0"><FONT STYLE="color: rgb(92,102,112)"><I>See accompanying
notes to the schedule of investments</I></FONT></P>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

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<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="color: rgb(92,102,112); text-align: center; margin-top: 0; margin-bottom: 0">Eagle Point Income Company Inc. <BR>
<B>Notes to the Schedule of Investments</B><BR>
September 30, 2020 <BR>
(Unaudited)</P>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: bold 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; color: #5C6670"><TR STYLE="vertical-align: top">
<TD STYLE="width: 4.5pt"></TD><TD STYLE="width: 18pt">1.</TD><TD STYLE="text-align: justify"><FONT STYLE="font-size: 10pt">ORGANIZATION</FONT></TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; color: #5C6670; text-align: justify; text-indent: 0in"><FONT STYLE="font-weight: normal">&nbsp;</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Eagle Point
Income Company Inc. (the &ldquo;Company&rdquo;) is an externally managed, non-diversified closed-end management investment company
registered under the Investment Company Act of 1940, as amended (the &ldquo;1940 Act&rdquo;). The Company&rsquo;s primary investment
objective is to generate high current income, with a secondary objective to generate capital appreciation. The Company seeks to
achieve its investment objectives by investing primarily in junior debt tranches of collateralized loan obligations, or &ldquo;CLOs,&rdquo;
that are collateralized by a portfolio consisting primarily of below investment grade U.S. senior secured loans with a large number
of distinct underlying borrowers across various industry sectors. The Company focuses on CLO debt tranches rated &ldquo;BB&rdquo;
(e.g., BB+, BB or BB-, or their equivalent) by Moody&rsquo;s Investors Service, Inc., or &ldquo;Moody&rsquo;s,&rdquo; Standard
&amp; Poor&rsquo;s, or &ldquo;S&amp;P,&rdquo; or Fitch Ratings, Inc., or &ldquo;Fitch,&rdquo; and/or other applicable nationally
recognized statistical rating organizations. The Company may also invest in other junior debt tranches of CLOs, senior debt tranches
of CLOs and other related securities and instruments. In addition, the Company may invest up to 20% of its total assets (at the
time of investment) in unrated CLO equity securities and related securities and instruments. The Company&rsquo;s common stock is
listed on the New York Stock Exchange (&ldquo;NYSE&rdquo;) under the symbol &ldquo;EIC&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Company
was initially formed on September 28, 2018 as EP Income Company LLC, a Delaware limited liability company. The Company commenced
operations on October 4, 2018, the date Eagle Point Income Management LLC (the &ldquo;Adviser&rdquo;) contributed $100,000 in exchange
for 100 units of the Company and Cavello Bay Reinsurance Limited (&ldquo;Cavello Bay&rdquo; and collectively with the Adviser,
the &ldquo;Members&rdquo;) contributed to the Company, at fair value, the entire portfolio of BB-rated CLO debt it held in a separately
managed account managed by an affiliate of the Adviser, totaling $75,051,650, inclusive of accrued interest of $1,371,697, in exchange
for 75,051.65 units of the Company. Cavello Bay is a subsidiary of Enstar Group Limited, or &ldquo;Enstar.&rdquo;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">On October 16,
2018, the Company converted from a Delaware limited liability company into a Delaware corporation (the &ldquo;Conversion&rdquo;).
At the time of the Conversion, the Members became stockholders of Eagle Point Income Company Inc. In connection with the Conversion,
the Members converted 75,151.65 units of the Delaware limited liability company into shares of common stock in the Delaware corporation
at $20 per share, resulting in 3,769,596 shares and an effective conversion rate of approximately 50.15985069 per unit.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">On July 23,
2019, the Company priced its initial public offering (the &ldquo;IPO&rdquo;) and sold an additional 1,200,000 shares of its common
stock at a public offering price of $19.89 per share. On July 24, 2019, the Company&rsquo;s shares began trading on the NYSE. On
August 2, 2019, the Company sold an additional 162,114 shares pursuant to the exercise by the underwriters of the over-allotment
option granted to them in connection with the IPO at a public offering price of $19.89 per share.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">On October 3,
2018, the Company entered into a custody agreement with Wells Fargo Bank, National Association (&ldquo;Wells Fargo&rdquo;), pursuant
to which the Company&rsquo;s portfolio of securities are held by Wells Fargo.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Company
intends to operate so as to qualify to be taxed as a regulated investment company (&ldquo;RIC&rdquo;) under subchapter M of the
Internal Revenue Code of 1986, as amended (the &ldquo;Code&rdquo;), for federal income tax purposes.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Adviser
is the investment adviser of the Company and manages the investments of the Company subject to the supervision of the Company&rsquo;s
Board of Directors (the &ldquo;Board&rdquo;). The Adviser is registered as an investment adviser with the U.S. Securities and Exchange
Commission (the &ldquo;SEC&rdquo;) under the Investment Advisers Act of 1940, as amended. Eagle Point Administration LLC, an affiliate
of the Adviser, is the administrator of the Company (the &ldquo;Administrator&rdquo;).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; color: #5C6670"></P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; color: #5C6670">&nbsp;</P>

<P STYLE="text-align: center; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; color: #5C6670">Eagle Point Income Company Inc. <BR>
<B>Notes to the Schedule of Investments</B><BR>
September 30, 2020 <BR>
(Unaudited)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; color: #5C6670">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; color: #5C6670"><TR STYLE="vertical-align: top">
<TD STYLE="width: 4.5pt"></TD><TD STYLE="width: 18pt"><B>2.</B></TD><TD STYLE="text-align: justify; padding-right: 0.7pt"><FONT STYLE="font-size: 10pt"><B>SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES</B></FONT></TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.5pt 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Basis of
Accounting</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Company
is considered an investment company under accounting principles generally accepted in the United States of America (&ldquo;U.S.
GAAP&rdquo;). The Company follows the accounting and reporting guidance applicable to investment companies in the Financial Accounting
Standards Board (&ldquo;FASB&rdquo;) Accounting Standards Codification (&ldquo;ASC&rdquo;) Topic 946 <I>Financial Services &ndash;
Investment Companies</I>. Items included in the schedule of investments are measured and presented in United States dollars.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Use of Estimates</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The preparation
of schedule of investments in conformity with U.S. GAAP requires management to make estimates and assumptions which affect the
reported amounts included in the schedule of investments and accompanying notes as of the reporting date. Actual results may differ
from those estimates.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Valuation
of Investments</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The most significant
estimate inherent in the preparation of the schedule of investments is the valuation of investments. In the absence of readily
determinable fair values, fair value of the Company&rsquo;s investments is determined in accordance with the Company&rsquo;s valuation
policy. Due to the uncertainty of valuation, this estimate may differ significantly from the value that would have been used had
a ready market for the investments existed, and the differences could be material.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">There is no
single method for determining fair value in good faith. As a result, determining fair value requires judgment be applied to the
specific facts and circumstances of each portfolio investment while employing a consistently applied valuation process for the
types of investments held by the Company.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Company
accounts for its investments in accordance with U.S. GAAP, and fair values its investment portfolio in accordance with the provisions
of the FASB ASC Topic 820 <I>Fair Value Measurements and Disclosures</I>, which defines fair value, establishes a framework for
measuring fair value and requires enhanced disclosures about fair value measurements. Investments are reflected in the schedule
of investments at fair value. Fair value is the estimated amount that would be received to sell an asset, or paid to transfer a
liability, in an orderly transaction between market participants at the measurement date (i.e., the exit price). The Company&rsquo;s
fair valuation process is reviewed and approved by the Board.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The fair value
hierarchy prioritizes and ranks the level of market price observability used in measuring investments at fair value. Market price
observability is impacted by a number of factors, including the type of investment, the characteristics specific to the investment
and the state of the marketplace (including the existence and transparency of transactions between market participants). Investments
with readily available actively quoted prices, or for which fair value can be measured from actively quoted prices in an orderly
market, will generally have a higher degree of market price observability and a lesser degree of judgment used in measuring fair
value.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Investments
measured and reported at fair value are classified and disclosed in one of the following categories based on inputs:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; color: #5C6670"><TR STYLE="vertical-align: top">
<TD STYLE="width: 22.5pt"></TD><TD STYLE="width: 18pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify"><U>Level I</U> &ndash; Observable, quoted prices for identical investments in active markets as
of the reporting date.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; color: #5C6670"><TR STYLE="vertical-align: top">
<TD STYLE="width: 22.5pt"></TD><TD STYLE="width: 18pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify"><U>Level II</U> &ndash; Quoted prices for similar investments in active markets or quoted prices
for identical investments in markets that are not active as of the reporting date.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; color: #5C6670"><TR STYLE="vertical-align: top">
<TD STYLE="width: 22.5pt"></TD><TD STYLE="width: 18pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify"><U>Level III</U> &ndash; Pricing inputs are unobservable for the investment and little, if any,
active market exists as of the reporting date. Fair value inputs require significant judgment or estimation from the Adviser.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">In certain
cases, inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, the determination
of which category within the fair value hierarchy is appropriate for any given investment is based on the lowest level of input
significant to that fair value measurement. The assessment of the significance of a particular input to the fair value measurement
in its entirety requires judgment and consideration of factors specific to the investment.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"></P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center; color: #5C6670">Eagle Point Income Company Inc. <BR>
<B>Notes to the Schedule of Investments</B><BR>
September 30, 2020 <BR>
(Unaudited)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Investments
for which observable, quoted prices in active markets do not exist are reported at fair value based on Level III inputs. The amount
determined to be fair value may incorporate the Adviser&rsquo;s own assumptions (including assumptions the Adviser believes market
participants would use in valuing investments and assumptions relating to appropriate risk adjustments for nonperformance and lack
of marketability), as provided for in the Company&rsquo;s valuation policy and accepted by the Board.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">An estimate
of fair value is made for each investment at least monthly taking into account information available as of the reporting date.
For financial reporting purposes, valuations are determined by the Board on a quarterly basis.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">See Note 3 &ldquo;Investments&rdquo;
for further discussion relating to the Company&rsquo;s investments.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">In valuing the
Company&rsquo;s investments in CLO debt and CLO equity, the Adviser considers a variety of relevant factors, including price indications
from multiple dealers, or as applicable, a third-party pricing service, recent trading prices for specific investments, recent
purchases and sales known to the Adviser in similar securities and output from a third-party financial model. The third-party financial
model contains detailed information on the characteristics of CLOs, including recent information about assets and liabilities,
and is used to project future cash flows. Key inputs to the model, including but not limited to assumptions for future loan default
rates, recovery rates, prepayment rates, reinvestment rates and discount rates are determined by considering both observable and
third-party market data and prevailing general market assumptions and conventions as well as those of the Adviser.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Company
engages a third-party independent valuation firm as an input to the Company&rsquo;s valuation of the fair value of its investments
in CLO equity. The valuation firm&rsquo;s advice is only one factor considered in the valuation of such investments, and the Board
does not solely rely on such advice in determining the fair value of the Company&rsquo;s investments in accordance with the 1940
Act.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Investment
Income Recognition</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Interest
income from investments in CLO debt is recorded using the accrual basis of accounting to the extent such amounts are expected
to be collected. Interest income on investments in CLO debt is generally expected to be received in cash. Amortization of premium
or accretion of discount is recognized using the effective interest method. The Company applies the provisions of Accounting Standards
Update No. 2017-08 <I>Premium Amortization on Purchased Callable Debt Securities</I> (&ldquo;ASU 2017-08&rdquo;) in calculating
amortization of premium for purchased CLO debt securities</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">In certain circumstances
interest income may be paid in the form of additional investment principal, often referred to as payment-in-kind (&ldquo;PIK&rdquo;)
interest. PIK interest is included in interest income and interest receivable through the payment date. The PIK interest rate for
CLO debt positions represents the coupon rate at payment date when PIK interest is received. On the payment date, interest receivable
is capitalized as additional investment principal in the CLO debt position.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">CLO equity investments
recognize investment income for U.S. GAAP purposes on the accrual basis utilizing an effective interest methodology based upon
an effective yield to maturity utilizing projected cash flows. ASC Topic 325-40 <I>Beneficial Interests in Securitized Financial
Assets</I> requires investment income from CLO equity investments to be recognized under the effective interest method, with any
difference between cash distributed and the amount calculated pursuant to the effective interest method being recorded as an adjustment
to the cost basis of the investment. It is the Company&rsquo;s policy to update the effective yield for each CLO equity position
held within the Company&rsquo;s portfolio at the initiation of each investment and each subsequent quarter thereafter.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Interest
Expense</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Interest
expense includes the amounts due under the Credit Facility (as defined in Note 4 &ldquo;Revolving Credit Facility&rdquo;) in relation
to the outstanding borrowings and unused commitment fees. Interest expense is recorded as an expense on the Statement of Operations.
Please refer to Note 4 &ldquo;Revolving Credit Facility&rdquo; for further discussion on the interest expense.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify"></P>

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<P STYLE="color: rgb(92,102,112); font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify">&nbsp;</P>

<P STYLE="color: rgb(92,102,112); font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center">Eagle Point Income Company Inc. <BR>
<B>Notes to the Schedule of Investments</B><BR>
September 30, 2020 <BR>
(Unaudited)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Securities
Transactions</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Company
records the purchases and sales of securities on trade date. Realized gains and losses on investments sold are recorded on the
basis of the specific identification method.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; text-indent: -0.15pt; color: #5C6670"><B>Cash
and Cash Equivalents</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; text-indent: -0.15pt; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; text-indent: 0.4pt; color: #5C6670">The
Company has defined cash and cash equivalents as cash and short-term, highly liquid investments with original maturities of three
months or less from the date of purchase. The Company maintains its cash in a bank account which, at times, may exceed federal
insured limits. The Adviser monitors the performance of the financial institution where the account is held in order to manage
any risk associated with such account. No cash equivalent balances were held as of September 30, 2020.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Expense Recognition</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Expenses are
recorded on the accrual basis of accounting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Prepaid Expenses</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Prepaid expenses
consist primarily of insurance premiums, shelf registration expenses and at-the-market (&ldquo;ATM&rdquo;) program expenses. Insurance
premiums are amortized over the term of the current policy. Prepaid shelf registration expenses and ATM program expenses represent
fees and expenses incurred in connection with maintaining the Company&rsquo;s current shelf registration and ATM program. Such
costs are allocated to paid-in-capital for each transaction pro-rata based on gross proceeds relative to the total potential offering
amount.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Any unallocated
prepaid expense balance associated with the shelf registration and the ATM program are accelerated into expense at the earlier
of the end of the program period or at the effective date of a new shelf registration or ATM program.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Organizational
Expenses</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Organizational
expenses, when incurred, are reflected on the statement of operations in accordance with guidance noted in FASB ASC Topic 720-15-25
<I>Other Expenses &ndash; Start Up Costs &ndash; Recognition</I>.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Offering
Expenses</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Offering expenses
associated with the issuance and sale of shares of common stock are charged to paid-in capital at the time the shares are sold
in accordance with guidance noted in FASB ASC Topic 946-20-25-5 <I>Investment Companies &ndash; Investment Company Activities &ndash;
Recognition </I>during the period incurred. </P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Payments
by Affiliates</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Contributions
made by affiliates of the Adviser are reflected within paid-in capital and accounted for as payments by affiliates, which follows
the guidance noted in FASB ASC Topic 946-20-25 <I>Investment Companies &ndash; Investment Company Activities &ndash; Recognition</I>. </P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Deferred
Financing Costs</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Deferred financing
costs consist of fees and expenses incurred in connection with the Credit Facility. Deferred financing costs are capitalized and
amortized over the term of the Credit Facility, and are reflected in borrowings under the credit facility on the Statement of Asset
and Liabilities. Amortization of deferred financing costs is recorded as an expense on the Statement of Operations on a straight-line
basis, which approximates the effective interest method.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Federal and
Other Taxes</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.9pt 0pt 22.5pt; text-align: justify; color: #5C6670">The Company
intends to continue to operate so as to qualify to be taxed as a RIC under subchapter M of the Code and, as such, to not be subject
to federal income tax on the portion of its taxable income and gains distributed to stockholders. To qualify for RIC tax treatment,
among other requirements, the Company is required to distribute at least 90% of its investment company taxable income, as defined
by the Code.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.9pt 0pt 22.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.9pt 0pt 22.5pt; text-align: justify"></P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.9pt 0pt 22.5pt; text-align: justify">&nbsp;</P>

<P STYLE="color: rgb(92,102,112); font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"><FONT STYLE="font-size: 10pt">Eagle
Point Income Company Inc.</FONT> <BR>
<B>Notes to the Schedule of Investments</B><BR>
<FONT STYLE="font-size: 10pt">September 30, 2020 <BR>
(Unaudited)</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.9pt 0pt 22.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.9pt 0pt 22.5pt; text-align: justify; color: #5C6670">Because
U.S. federal income tax regulations differ from U.S. GAAP, distributions in accordance with tax regulations may differ from net
investment income and realized gains recognized for financial reporting purposes. Differences may be permanent or temporary. Permanent
differences are reclassified among capital accounts in the financial statements to reflect their tax character. Temporary differences
arise when certain items of income, expense, gain or loss are recognized at some time in the future. Differences in classification
may also result from the treatment of short-term gains as ordinary income for federal income tax purposes. The tax basis components
of distributable earnings differ from the amounts reflected in the Statement of Assets and Liabilities due to temporary book/tax
differences arising primarily from partnerships and passive foreign investment company investments.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.9pt 0pt 22.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.9pt 0pt 22.5pt; text-align: justify; color: #5C6670">As of September
30, 2020, the federal income tax cost and net unrealized depreciation on securities were as follows:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.9pt 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.9pt 0pt 22.5pt; text-align: justify; color: #5C6670"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" ALIGN="CENTER" STYLE="border-collapse: collapse; width: 50%; font: 10pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 84%; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">Cost for federal
    income tax purposes</FONT></TD><TD STYLE="width: 1%; font-size: 10pt"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">$</FONT></TD><TD STYLE="width: 10%; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">116,114,709</FONT></TD><TD STYLE="width: 1%; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="font-size: 10pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">Gross unrealized appreciation</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">$</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">1,168,822</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size: 10pt; vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">Gross unrealized depreciation</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">(16,435,196</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">)</FONT></TD></TR>
<TR STYLE="font-size: 10pt; vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">Net
    unrealized depreciation</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">(15,266,374</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 10pt; color: rgb(92,102,112)">)</FONT></TD></TR>
</TABLE>


<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.9pt 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">For the nine
months ended September 30, 2020, the Company incurred $37,500 in Delaware franchise tax expense related to the 2020 tax year end,
and also applied an offsetting credit of $34,013 related to Delaware franchise tax for the 2019 tax year end.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.1in 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Distributions</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.1in 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The composition
of distributions paid to common stockholders from net investment income and capital gains are determined in accordance with U.S.
federal income tax regulations, which may differ from U.S. GAAP. Distributions to common stockholders are comprised of net investment
income, realized gains or losses and return of capital for either U.S. federal income tax or U.S. GAAP purposes and are intended
to be paid monthly. Distributions payable to common stockholders are recorded as a liability on record date and, unless a common
stockholder opts out of the Company&rsquo;s dividend reinvestment plan (the &ldquo;DRIP&rdquo;), are automatically reinvested in
full shares of the Company as of the payment date, pursuant to the DRIP. The Company&rsquo;s common stockholders who opt-out of
participation in the DRIP (including those common stockholders whose shares are held through a broker who has opted out of participation
in the DRIP) generally will receive all distributions in cash.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">In addition
to the regular monthly distributions, and subject to available taxable earnings of the Company, the Company may make periodic special
distributions representing the excess of the Company&rsquo;s net taxable income over the Company&rsquo;s aggregate monthly distributions
paid during the year (or for other purposes).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">For the nine
months ended September 30, 2020, the Company declared and paid distributions on common stock of $6,477,346 or approximately $1.07
per share, which is comprised of $0.88 per share of regular monthly common distributions and $0.19 per share of special distributions
related to the 2019 tax year.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The characterization
of distributions paid to stockholders, as set forth in the Financial Highlights, reflect estimates made by the Company for federal
income tax purposes. Such estimates are subject to change once the final determination of the source of all distributions has been
made by the Company.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"></P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center; color: #5C6670">Eagle Point Income Company Inc. <BR>
<B>Notes to the Schedule of Investments</B><BR>
September 30, 2020 <BR>
(Unaudited)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: bold 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; color: #5C6670"><TR STYLE="vertical-align: top">
<TD STYLE="width: 4.5pt"></TD><TD STYLE="width: 18pt">3.</TD><TD STYLE="text-align: justify"><FONT STYLE="font-size: 10pt">INVESTMENTS</FONT></TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0.5pt 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: italic bold 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><FONT STYLE="font-style: normal">Fair
Value Measurement&#9;</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The following
tables summarize the valuation of the Company&rsquo;s investments measured and reported at fair value under the fair value hierarchy
levels described in Note 2 &ldquo;Summary of Significant Accounting Policies&rdquo; as of September 30, 2020:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" ALIGN="CENTER" STYLE="border-collapse: collapse; width: 92%; font: 10pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670">Fair Value Measurement</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: center; border-bottom: Black 1pt solid">Level I</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: center; border-bottom: Black 1pt solid">Level II</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: center; border-bottom: Black 1pt solid">Level III</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: center; border-bottom: Black 1pt solid">Total</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 10pt; text-align: center">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 10pt; text-align: center">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-decoration: underline; color: #5C6670">Assets</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 48%; color: #5C6670; text-align: left">CLO Debt</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">-</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">81,743,382</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">-</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">81,743,382</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">CLO Equity</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">-</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">-</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">19,104,953</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">19,104,953</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">Total Investments, at Fair Value</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">-</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">81,743,382</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">19,104,953</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">100,848,335</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD></TR>
</TABLE>


<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The changes
in investments classified as Level III are as follows for the nine months ended September 30, 2020:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" ALIGN="CENTER" STYLE="border-collapse: collapse; width: 92%; font: 10pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670">Change in Investments Classified as Level III</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: center; border-bottom: Black 1pt solid">CLO Equity</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    </TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 86%; color: #5C6670">Beginning Balance at January 1, 2020</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="width: 11%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">16,967,809</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD>
    </TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670">Purchases of investments</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">4,848,625</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD>
    </TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="vertical-align: super; font: 10pt Times New Roman, Times, Serif; color: rgb(92,102,112); text-align: left">Proceeds from sales or maturity of
    investments <SUP>(1)</SUP></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">(657,160</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">)</TD>
    </TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">Net realized gains (losses) and net
    change in unrealized appreciation (depreciation)</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">(2,054,321</TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">)</TD>
    </TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670">Balance as of September 30, 2020</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">19,104,953</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">&nbsp;</TD>
    </TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD>
    </TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670">Change in unrealized appreciation (depreciation) on&nbsp;investments still held as of September 30, 2020</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5C6670; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: right">(2,054,321</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5C6670; text-align: left">)</TD>
    </TR>
</TABLE>


<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Times New Roman, Times, Serif; border-collapse: collapse; width: 100%; color: rgb(92,102,112)">
<TR>
    <TD STYLE="width: 0.25in">&nbsp;</TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; text-align: center; white-space: nowrap; vertical-align: top; width: 0.25in"><FONT STYLE="font-size: 10pt"><SUP>(1)</SUP></FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; vertical-align: top"><FONT STYLE="font-size: 10pt">Proceeds from sales
    or maturity of investments represents the return of capital on portfolio investments from &nbsp;recurring cash flows.</FONT></TD>
    </TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The net realized
gains (losses) recorded for Level III investments, if any, are reported in the net realized gain (loss) on investments balance
in the Statement of Operations. Net changes in unrealized appreciation (depreciation) are reported in the net change in unrealized
appreciation (depreciation) on investments balance in the Statement of Operations.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The change in
unrealized depreciation on Level III investments still held as of September 30, 2020 was $2,054,321.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B><I>Valuation
of CLO Debt</I></B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B><I>&nbsp;</I></B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Company&rsquo;s
investments in CLO debt have been valued using an independent pricing service. The valuation methodology of the independent pricing
service includes incorporating data comprised of observable market transactions, executable bids, broker quotes from dealers with
two sided markets, as well as transaction activity from comparable securities to those being valued. As the independent pricing
service contemplates real time market data and no unobservable inputs or significant judgement has been used by the Adviser in
the valuation of the Company&rsquo;s investment in CLO debt, such positions are considered Level II assets.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B><I>Valuation
of CLO Equity</I></B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B><I>&nbsp;</I></B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Adviser
gathers price indications from dealers, if available, as part of its valuation process as an input to estimate the fair value of
each CLO equity investment. Dealer price indications are not firm bids and may not be representative of the actual value where
trades can be consummated. In addition, the Adviser utilizes the output of a third-party financial model to estimate the fair value
of CLO equity investments. The model contains detailed information on the characteristics of each CLO, including recent information
about assets and liabilities from data sources such as trustee reports, and is used to project future cash flows to the CLO note
tranches, as well as management fees.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify"></P>

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<P STYLE="color: rgb(92,102,112); font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center">Eagle Point Income Company Inc. <BR>
<B>Notes to the Schedule of Investments</B><BR>
September 30, 2020 <BR>
(Unaudited)</P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify"><FONT STYLE="color: rgb(92,102,112)">The
following table summarizes the quantitative inputs and assumptions used for investments categorized as Level III of the fair value
hierarchy as of September 30, 2020. In addition to the techniques and inputs noted in the table below, the Adviser may use other
valuation techniques and methodologies when determining the Company&rsquo;s fair value measurements as provided for in the valuation
policy approved by the Board. The table below is not intended to be all-inclusive, but rather provides information on the significant
Level III inputs as they relate to the Company&rsquo;s fair value measurements as of <FONT STYLE="font-size: 10pt">September 30,
2020. Unobservable inputs and assumptions are periodically reviewed and updated as necessary to reflect current market conditions.</FONT></FONT></P>

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<TABLE CELLPADDING="0" CELLSPACING="0" ALIGN="CENTER" STYLE="border-collapse: collapse; width: 92%; font: 10pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt; padding-left: 5.4pt">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD><TD COLSPAN="8" STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><B>Quantitative Information about Level III Fair Value Measurements</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid; text-align: center">&nbsp;</TD><TD STYLE="padding-bottom: 1pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; padding-bottom: 1pt; padding-left: 5.4pt">Assets</TD><TD STYLE="text-align: center; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670"><B>Fair Value as of <BR> September 30, 2020</B></FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; color: #5c6670; text-align: center">&nbsp;</TD><TD STYLE="text-align: center; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; padding-bottom: 1pt; padding-left: 5.4pt">Valuation<BR>
 Techniques/Methodologies</TD><TD STYLE="text-align: center; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; padding-bottom: 1pt; padding-left: 5.4pt">Unobservable Inputs</TD><TD STYLE="text-align: center; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670"><B>Range / Weighted<BR>
 Average</B></FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; color: #5c6670; text-align: center">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 20%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; padding-left: 5.4pt">CLO Equity</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">$</TD><TD STYLE="width: 17%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right">19,104,953</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="width: 19%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; padding-left: 5.4pt">Discounted Cash Flows</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="width: 19%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-left: 5.4pt">Annual Default Rate</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 17%; color: #5c6670; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">0.00% - 3.17%</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; padding-left: 5.4pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: center; padding-left: 5.4pt">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; white-space: nowrap; vertical-align: super; color: rgb(92,102,112); text-align: left; padding-left: 5.4pt">Annual Prepayment
    Rate <SUP>(1)</SUP></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">20.00% - 25.00%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt; padding-left: 5.4pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; padding-left: 5.4pt">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-left: 5.4pt">Reinvestment Spread</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">3.50% - 3.86% / 3.62%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; padding-left: 5.4pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; padding-left: 5.4pt">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-left: 5.4pt">Reinvestment Price</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">95.00% - 99.00%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt; padding-left: 5.4pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; padding-left: 5.4pt">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-left: 5.4pt">Recovery Rate</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD><TD STYLE="white-space: nowrap; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">69.41% - 69.94% / 69.77%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; padding-left: 5.4pt">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; padding-left: 5.4pt">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-left: 5.4pt">Expected Yield</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">16.51% - 42.89% / 21.94%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left">&nbsp;</TD></TR>
</TABLE>


<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin-left: 0.25in; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><SUP>(1)</SUP> 0% is assumed for defaulted and non-performing assets.</FONT></P>



<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Increases (decreases) in the
annual default rate, reinvestment price and expected yield in isolation would result in a lower (higher) fair value measurement.
Increases (decreases) in the reinvestment spread and recovery rate in isolation would result in a higher (lower) fair value measurement.
Changes in the annual prepayment rate may result in a higher (lower) fair value, depending on the circumstances. Generally, a
change in the assumption used for the annual default rate may be accompanied by a directionally opposite change in the assumption
used for the annual prepayment rate and recovery rate.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Adviser
categorizes CLO equity as Level III investments. Certain pricing inputs may be unobservable. An active market may exist, but not
necessarily for CLO equity investments the Company holds as of the reporting date. Additionally, unadjusted dealer quotes, when
obtained for valuation purposes, are indicative.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Investment
Risk Factors and Concentration of Investments </B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The following
list is not intended to be a comprehensive list of all of the potential risks associated with the Company. The Company&rsquo;s
prospectus provides a detailed discussion of the Company&rsquo;s risks and considerations. The risks described in the prospectus
are not the only risks the Company faces. Additional risks and uncertainties not currently known to the Company or that are currently
deemed to be immaterial also may materially and adversely affect its business, financial condition and/or operating results.&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: italic bold 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><FONT STYLE="font-style: normal">Global
Economic Risks</FONT></P>

<P STYLE="font: italic bold 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><FONT STYLE="font-style: normal">&nbsp;</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Terrorist acts,
acts of war, natural disasters, outbreaks or pandemics may disrupt the Company&rsquo;s operations, as well as the operations of
the businesses in which it invests. Such acts have created, and continue to create, economic and political uncertainties and have
contributed to global economic instability. For example, many countries have experienced outbreaks of infectious illnesses in recent
decades, including swine flu, avian influenza, SARS and COVID-19. In December 2019, an initial outbreak of COVID-19 was reported
in Hubei, China. Since then, a large and growing number of cases have been confirmed around the world, which has resulted in numerous
deaths and the imposition of both local and more widespread &ldquo;work from home&rdquo; and other quarantine measures, border
closures and other travel restrictions, causing social unrest and commercial disruption on a global scale. In March 2020, the World
Health Organization declared the COVID-19 outbreak a pandemic.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Global
economies and financial markets are becoming increasingly interconnected, and conditions and events in one country, region or
financial market may adversely impact issuers in a different country, region or financial market. The ongoing COVID-19
pandemic has magnified these risks and has had, and will continue to have, a material adverse impact on local economies in
the affected jurisdictions and also on the global economy, as cross border commercial activity and market sentiment are
increasingly impacted by the outbreak and government and other measures seeking to contain its spread. The effects of the
COVID-19 pandemic have contributed to increased volatility in global financial markets and likely will affect countries,
regions, companies, industries and market sectors more dramatically than others. The COVID-19 pandemic has had, and any other
outbreak of an infectious disease or serious environmental or public health concern could have, a significant negative impact
on economic and market conditions, could exacerbate pre-existing political, social and economic risks in certain countries or
regions and could trigger a prolonged period of global economic slowdown, which may impact the Company and its underlying
investments. It is not known how long the impact of the COVID-19 pandemic will, or future impacts of other significant events
would, last or the severity thereof. Federal, state and local governments, as well as foreign governments, have taken
aggressive steps to address problems being experienced by the markets and by businesses and the economy in general; however,
there can be no assurance that these measures will be adequate.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"></P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center; color: #5C6670">Eagle Point Income Company Inc. <BR>
<B>Notes to the Schedule of Investments</B><BR>
September 30, 2020 <BR>
(Unaudited)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">To the extent
the Company&rsquo;s underlying investments are overweight in certain countries, regions, companies, industries or market sectors,
such positions will increase the risk of loss from adverse developments affecting those countries, regions, companies, industries
or sectors. The COVID-19 pandemic and related government-imposed restrictions have imposed severe financial harm on certain industries
to which the Company is exposed indirectly through its CLOs investments&rsquo; underlying loan assets. For example, the airline
and hotel industries have experienced sharp declines in revenue due to restrictions on travel, hospitals and other healthcare companies
have experienced financial losses as a result of increased expenses and declining revenue as patients elect to delay elective or
routine procedures, and many casino operators have been forced to limit operations due to the imposition of mandatory business
closures and to address social distancing guidelines.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">To date, certain
of the CLOs in which the Company invests have experienced increased defaults by underlying borrowers. Obligor defaults and rating
agency downgrades have caused, and may continue to cause, payments that would have otherwise been made to the CLO equity or CLO
debt securities that the Company holds to instead be diverted to buy additional loans within a given CLO or paid to senior CLO
debt holders as an early amortization payment. In addition, defaults and downgrades of underlying obligors have caused, and may
continue to cause, a decline in the value of CLO securities generally. If CLO cash flows or income decrease as a result of the
pandemic, the portion of the Company&rsquo;s distribution comprised of a return of capital could increase or distributions could
be reduced.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Concentration
Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Company
is classified as &ldquo;non-diversified&rdquo; under the 1940 Act. As a result, the Company can invest a greater portion of its
assets in obligations of a single issuer than a &ldquo;diversified&rdquo; fund. The Company may therefore be more susceptible than
a diversified fund to being adversely affected by any single corporate, economic, political or regulatory occurrence.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Liquidity
Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The securities
issued by CLOs generally offer less liquidity than below investment grade or high-yield corporate debt, and are subject to certain
transfer restrictions imposed on certain financial instruments and other eligibility requirements on prospective transferees. Other
investments the Company may purchase through privately negotiated transactions may also be illiquid or subject to legal restrictions
on their transfer. As a result of this illiquidity, the Company&rsquo;s ability to sell certain investments quickly, or at all,
in response to changes in economic and other conditions and to receive a fair price when selling such investments may be limited,
which could prevent the Company from making sales to mitigate losses on such investments.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Risks of
Investing in CLOs</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The
Company&rsquo;s investments consist primarily of CLO securities and the Company may invest in other related structured
finance securities. CLOs and structured finance securities are generally backed by an asset or a pool of assets (typically
senior secured loans and other credit-related assets in the case of a CLO) which serve as collateral. The Company and other
investors in CLO and related structured finance securities ultimately bear the credit risk of the underlying collateral. If
there are defaults or the relevant collateral otherwise underperforms, scheduled payments to senior tranches of such
securities take precedence over those of junior tranches, and scheduled payments to junior tranches have a priority in right
of payment to subordinated/equity tranches. Therefore, CLO and other structured finance securities may present risks similar
to those of the other types of debt obligations and, in fact, such risks may be of greater significance in the case of CLO
and other structured finance securities. In addition to the general risks associated with investing in debt securities, CLO
securities carry additional risks, including, but not limited to: (1) the possibility that distributions from collateral
assets will not be adequate to make interest or other payments; (2) the quality of the collateral may decline in value or
default; (3) the fact that investments in CLO junior debt and equity tranches will likely be subordinate in right of payment
to other senior classes of CLO debt; and (4) the complex structure of the security may not be fully understood at the time of
investment and may produce disputes with the issuer or unexpected investment results.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"></P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center; color: #5C6670">Eagle Point Income Company Inc. <BR>
<B>Notes to the Schedule of Investments</B><BR>
September 30, 2020 <BR>
(Unaudited)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Interest
Rate Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The fair value
of certain investments held by the Company may be significantly affected by changes in interest rates. Although senior secured
loans are generally floating rate instruments, the Company&rsquo;s investments in senior secured loans through junior debt and
equity tranches of CLOs are sensitive to interest rate levels and volatility. Although CLOs are generally structured to mitigate
the risk of interest rate mismatch, there may be some difference between the timing of interest rate resets on the assets and liabilities
of a CLO. Such a mismatch could have a negative effect on the amount of funds distributed to CLO equity investors. In addition,
in the event of a significant rising interest rate environment and/or economic downturn, loan defaults may increase and result
in credit losses which may adversely affect the Company&rsquo;s cash flow, fair value of its assets and operating results. In the
event that the Company&rsquo;s interest expense were to increase relative to income, or sufficient financing became unavailable,
return on investments and cash available for distribution to stockholders or to make other payments on the Company&rsquo;s securities
would be reduced.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>LIBOR Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The CLO equity
and debt securities in which the Company invests earn interest at, and CLOs in which it invests typically obtain financing at,
a floating rate based on LIBOR.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">On July 27,
2017, the FCA announced that it will no longer persuade or compel banks to submit rates for the calculation of LIBOR rates after
2021 (the &ldquo;FCA Announcement&rdquo;). The FCA Announcement indicates that the continuation of LIBOR on the current basis (or
at all) cannot and will not be guaranteed after 2021 and that planning a transition to alternative reference rates that are based
firmly on transactions, such as reformed Sterling Over Night Index Average (&ldquo;SONIA&rdquo;) must begin. Furthermore, in the
United States, efforts to identify a set of alternative U.S. dollar reference interest rates include proposals by the Alternative
Reference Rates Committee (&ldquo;ARRC&rdquo;) of the Federal Reserve Board and the Federal Reserve Bank of New York. On June 22,
2017, the ARRC identified the Secured Overnight Financing Rate (&ldquo;SOFR&rdquo;), a broad U.S. treasuries repo financing rate
to be published by the Federal Reserve Bank of New York, as the rate that, in the consensus view of the ARRC, represented best
practice for use in certain new U.S. dollar derivatives and other financial contracts. The first publication of SOFR was released
in April 2018. Although there have been certain issuances utilizing SONIA and SOFR, it remains in question whether or not these
alternative reference rates will attain market acceptance as replacements for LIBOR.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">At this time,
it is not possible to predict the effect of the FCA Announcement or other regulatory changes or announcements, the establishment
of SOFR, SONIA or any other alternative reference rates or any other reforms to LIBOR that may be enacted in the United Kingdom,
the United States or elsewhere. As such, the potential effect of any such event on the Company&rsquo;s net investment income cannot
yet be determined.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">As LIBOR is
currently being reformed, investors should be aware that: (a) any changes to LIBOR could affect the level of the published rate,
including to cause it to be lower and/or more volatile than it would otherwise be; (b) if the applicable rate of interest on any
CLO security is calculated with reference to a tenor which is discontinued, such rate of interest will then be determined by the
provisions of the affected CLO security, which may include determination by the relevant calculation agent in its discretion; (c)
the administrator of LIBOR will not have any involvement in the CLOs or loans and may take any actions in respect of LIBOR without
regard to the effect of such actions on the CLOs or loans; and (d) any uncertainty in the value of LIBOR or, the development of
a widespread market view that LIBOR has been manipulated or any uncertainty in the prominence of LIBOR as a benchmark interest
rate due to the recent regulatory reform may adversely affect the liquidity of the securities in the secondary market and their
market value. Any of the above or any other significant change to the setting of LIBOR could have a material adverse effect on
the value of, and the amount payable under, (i) any underlying assets of a CLO which pay interest linked to a LIBOR rate and (ii)
the CLO securities in which the Company invests.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"></P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center; color: #5C6670">Eagle Point Income Company Inc. <BR>
<B>Notes to the Schedule of Investments</B><BR>
September 30, 2020 <BR>
(Unaudited)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">If LIBOR
is eliminated as a benchmark rate, it is uncertain whether broad replacement conventions in the CLO markets will develop and,
if conventions develop, what those conventions will be and whether they will create adverse consequences for the issuer or
the holders of CLO securities. If no replacement conventions develop, it is uncertain what effect broadly divergent interest
rate calculation methodologies in the markets will have on the price and liquidity of CLO securities and the ability of the
collateral manager to effectively mitigate interest rate risks. While the issuers and the trustee of a CLO may enter into a
reference rate amendment or the collateral manager may designate a designated reference rate, in each case, subject to the
conditions described in a CLO indenture, there can be no assurance that a change to any alternative benchmark rate (a) will
be adopted, (b) will effectively mitigate interest rate risks or result in an equivalent methodology for determining the
interest rates on the floating rate instrument, (c) will be adopted prior to any date on which the issuer suffers adverse
consequences from the elimination or modification or potential elimination or modification of LIBOR or (d) will not have a
material adverse effect on the holders of the CLO securities. &#9;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">In addition,
the effect of a phase out of LIBOR on U.S. senior secured loans, the underlying assets of CLOs, is currently unclear. To the extent
that any replacement rate utilized for senior secured loans differs from that utilized for a CLO that holds those loans, the CLO
would experience an interest rate mismatch between its assets and liabilities, which could have an adverse impact on the Company&rsquo;s
net investment income and portfolio returns.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Low Interest
Rate Environment</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">As of the date
of the schedule of investments, interest rates in the United States are at historic lows due to the U.S. Federal Reserve&rsquo;s
recent lowering of certain interest rates as part of its efforts to ease the economic effects of the COVID-19 pandemic. With the
historically low interest rates, there is a risk that interest rates will rise once the COVID-19 pandemic abates. The senior secured
loans underlying the CLOs in which the Company invests typically have floating interest rates. A rising interest rate environment
may increase loan defaults, resulting in losses for the CLOs in which the Company invests. In addition, increasing interest rates
may lead to higher prepayment rates, as corporate borrowers look to avoid escalating interest payments or refinance floating rate
loans. Further, a general rise in interest rates will increase the financing costs of the CLOs. However, since many of the senior
secured loans within these CLOs have LIBOR floors, if LIBOR is below the average LIBOR floor, there may not be corresponding increases
in investment income, which could result in the CLO not having adequate cash to make interest or other payments on the securities
which the Company holds.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Leverage
Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Company
has incurred leverage through the Credit Facility, and the Company may incur additional leverage, directly or indirectly, through
one or more special purpose vehicles, including indebtedness for borrowed money and leverage in the form of derivative transactions,
shares of preferred stock and other structures and instruments, in significant amounts and on terms the Adviser and the Board deem
appropriate, subject to applicable limitations under the 1940 Act. Such leverage may be used for the acquisition and financing
of the Company&rsquo;s investments, to pay fees and expenses and for other purposes. Any such leverage does not include embedded
or inherent leverage in CLO structures in which the Company invests or in derivative instruments in which the Company may invest.
Accordingly, there is effectively a layering of leverage in the Company&rsquo;s overall structure. The more leverage is employed,
the more likely a substantial change will occur in the Company&rsquo;s net asset value (&ldquo;NAV&rdquo;). For instance, any decrease
in the Company&rsquo;s income would cause net income to decline more sharply than it would have had the Company not borrowed. In
addition, any event adversely affecting the value of an investment would be magnified to the extent leverage is utilized.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Highly Subordinated
and Leveraged Securities Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Company&rsquo;s
portfolio includes junior debt and equity investments in CLOs, which involve a number of significant risks. CLO junior debt and
equity securities are typically very highly leveraged (with CLO equity securities typically being leveraged nine to thirteen times),
and therefore the junior debt and equity tranches in which the Company invests are subject to a higher degree of risk of total
loss. In particular, investors in CLO securities indirectly bear risks of the collateral held by such CLOs. The Company generally
has the right to receive payments only from the CLOs, and generally does not have direct rights against the underlying borrowers
or the entity that sponsored the CLO.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #5C6670"></P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center; color: #5C6670">Eagle Point Income Company Inc. <BR>
<B>Notes to the Schedule of Investments</B><BR>
September 30, 2020 <BR>
(Unaudited)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Credit Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">If a CLO
in which the Company invests, an underlying asset of any such CLO or any other type of credit investment in the
Company&rsquo;s portfolio declines in price or fails to pay interest or principal when due because the issuer or debtor, as
the case may be, experiences a decline in its financial status either or both the Company&rsquo;s income and NAV may be
adversely impacted. Non-payment would result in a reduction of the Company&rsquo;s income, a reduction in the value of the
applicable CLO security or other credit investment experiencing non-payment and, potentially, a decrease in the
Company&rsquo;s NAV. To the extent the credit rating assigned to a security in the Company&rsquo;s portfolio is downgraded,
the market price and liquidity of such security may be adversely affected. In addition, if a CLO in which the Company invests
triggers an event of default as a result of failing to make payments when due or for other reasons, the CLO would be subject
to the possibility of liquidation, which could result in full loss of value to the CLO junior debt and equity investors. CLO
equity tranches are the most likely tranche to suffer a loss of all of their value in those circumstances.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>Low Or Unrated
Securities Risks</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">The Company
invests primarily in securities that are rated below investment grade or, in the case of CLO equity securities, are not rated by
a national securities rating service. The primary assets underlying the CLO security investments are senior secured loans, although
these transactions may allow for limited exposure to other asset classes including unsecured loans, high yield bonds, emerging
market loans or bonds and structured finance securities with underlying exposure to collateralized loan obligation and other collateralized
debt obligation tranches, residential mortgage backed securities, commercial mortgage backed securities, trust preferred securities
and other types of securitizations. CLOs generally invest in lower-rated debt securities that are typically rated below Baa/BBB
by Moody&rsquo;s, S&amp;P or Fitch. In addition, the Company may obtain direct exposure to such financial assets/instruments. Securities
that are not rated or are rated lower than Baa by Moody&rsquo;s or lower than BBB by S&amp;P or Fitch are sometimes referred to
as &ldquo;high yield&rdquo; or &ldquo;junk.&rdquo; High-yield debt securities have greater credit and liquidity risk than investment
grade obligations. High-yield debt securities are generally unsecured and may be subordinated to certain other obligations of the
issuer thereof. The lower rating of high-yield debt securities and below investment grade loans reflects a greater possibility
that adverse changes in the financial condition of an issuer or in general economic conditions or both may impair the ability of
the issuer thereof to make payments of principal or interest.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: bold 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; color: #5C6670"><TR STYLE="vertical-align: top">
<TD STYLE="width: 4.5pt"></TD><TD STYLE="width: 18pt">4.</TD><TD><FONT STYLE="font-size: 10pt">REVOLVING CREDIT FACILITY</FONT></TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; color: #5C6670; text-indent: 0in"><FONT STYLE="font-weight: normal">&nbsp;</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; color: #5C6670; text-align: justify; text-indent: 0in"><FONT STYLE="font-weight: normal">The
Company may utilize leverage to the extent permitted by the 1940 Act. The Company may obtain leverage using any form of financial
leverage instruments, including funds borrowed from banks or other financial institutions, margin facilities, notes or preferred
stock and leverage attributable to repurchase agreements or similar transactions. Instruments that create leverage are generally
considered to be senior securities under the 1940 Act. The use of leverage creates an opportunity for increased net income and
capital appreciation, but also creates additional risks and expenses which will be borne entirely by common stock holders. The
Company&rsquo;s leverage strategy may not ultimately be successful. </FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; color: #5C6670; text-align: justify; text-indent: 0in"><FONT STYLE="font-weight: normal">&nbsp;</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; color: #5C6670; text-align: justify; text-indent: 0in"><FONT STYLE="font-weight: normal">Consistent
with the ability to utilize leverage, on September 27, 2019, the Company entered into a senior secured revolving credit facility
(the &ldquo;Credit Facility&rdquo;) with Soci&eacute;t&eacute; G&eacute;n&eacute;rale. Pursuant to the terms of the Credit Facility,
the Company can borrow up to an aggregate principal balance of $30,000,000 (the &ldquo;Commitment Amount&rdquo;). Such borrowings
under the Credit Facility bear interest at 3 month LIBOR plus a spread. The Company is required to pay a commitment fee of 0.25%
on the unused amount, which is subject to change based on the terms of the Credit Facility.</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; color: #5C6670; text-align: justify; text-indent: 0in"><FONT STYLE="font-weight: normal">&nbsp;</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; color: #5C6670; text-align: justify; text-indent: 0in"><FONT STYLE="font-weight: normal">For
the nine months ended September 30, 2020, the Company had an average outstanding borrowing and average interest rate of $13,602,807
and 2.68%, respectively. The interest expense for the nine months ended September 30, 2020 on the Credit Facility was $428,540,
inclusive of the commitment fee, and is recorded on the Statement of Operations. As of September 30, 2020 the current outstanding
borrowing amount was $11,950,000. </FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; color: #5C6670; text-align: justify; text-indent: 0in"><FONT STYLE="font-weight: normal">&nbsp;</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; color: #5C6670; text-align: justify; text-indent: 0in"><FONT STYLE="font-weight: normal">The
Credit Facility will mature on the earlier of (i) the termination of the Commitment, as defined by the terms of the Credit Facility
or (ii) the scheduled maturity date of September 27, 2021.</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; color: #5C6670; text-align: justify; text-indent: 0in"><FONT STYLE="font-weight: normal">&nbsp;</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">See Note 5
&ldquo;Asset Coverage&rdquo; for further discussion on the Company&rsquo;s calculation of asset coverage with respect to the
Credit Facility.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670"></P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center; color: #5C6670">Eagle Point Income Company Inc. <BR>
<B>Notes to the Schedule of Investments</B><BR>
September 30, 2020 <BR>
(Unaudited)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: bold 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; color: #5C6670"><TR STYLE="vertical-align: top">
<TD STYLE="width: 4.5pt"></TD><TD STYLE="width: 18pt">5.</TD><TD><FONT STYLE="font-size: 10pt">ASSET COVERAGE</FONT></TD></TR></TABLE>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">Under the provisions
of the 1940 Act, the Company is permitted to issue senior securities, including debt securities and preferred stock, and borrow
from banks or other financial institutions, provided that the Company satisfies certain asset coverage requirements.</P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">With respect
to senior securities that are stocks, such as preferred stock, the Company is required to have asset coverage of at least 200%,
as measured at the time of the issuance of any such senior securities that are stocks and calculated as the ratio of the Company&rsquo;s
total consolidated assets, less all liabilities and indebtedness not represented by senior securities, over the aggregate amount
of the Company&rsquo;s outstanding senior securities representing indebtedness plus the aggregate liquidation preference of any
outstanding shares of senior securities that are stocks.</P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">With respect
to senior securities representing indebtedness, such as the Credit Facility or any bank borrowings (other than temporary borrowings
as defined under the 1940 Act), the Company is required to have asset coverage of at least 300%, as measured at the time of borrowing
and calculated as the ratio of the Company&rsquo;s total consolidated assets, less all liabilities and indebtedness not represented
by senior securities, over the aggregate amount of the Company&rsquo;s outstanding senior securities representing indebtedness.</P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">If the Company&rsquo;s
asset coverage declines below 300% (or 200%, as applicable), the Company would be prohibited under the 1940 Act from incurring
additional debt or issuing additional preferred stock and from declaring certain distributions to its stockholders. In addition,
the terms of the Credit Facility require the Company to cure any breach of the applicable asset coverage if the Company fails to
maintain the applicable asset coverage.</P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 22.5pt; text-align: justify; color: #5C6670">As of September
30, 2020, the Company&rsquo;s asset coverage of senior securities representing indebtedness was 858%, which is above the minimum
requirement of 300%. Asset coverage is calculated in accordance with Section 18(h) of the 1940 act, as generally described above.</P>

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