<SEC-DOCUMENT>0001104659-22-122514.txt : 20221129
<SEC-HEADER>0001104659-22-122514.hdr.sgml : 20221129
<ACCEPTANCE-DATETIME>20221128174710
ACCESSION NUMBER:		0001104659-22-122514
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20220930
FILED AS OF DATE:		20221129
DATE AS OF CHANGE:		20221128
PERIOD START:           	20221231

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:		221427347

	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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          <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>1560600</valUSD>
        <pctVal>1.7084</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>10.44029</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>1250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999375</valUSD>
        <pctVal>1.094</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>8.14029</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>393250</valUSD>
        <pctVal>0.4305</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>7.662</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>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4168500</valUSD>
        <pctVal>4.5632</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>10.40986</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>KKR CLO 22 Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>48252VAA3</cusip>
        <identifiers>
          <isin value="US48252VAA35"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2510100</valUSD>
        <pctVal>2.7477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.70986</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>628400</valUSD>
        <pctVal>0.6879</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>8.612</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>KKR CLO 29 Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class F</title>
        <cusip>48254KAC1</cusip>
        <identifiers>
          <isin value="US48254KAC18"/>
        </identifiers>
        <balance>589812</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</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, L.P.</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>435720</valUSD>
        <pctVal>0.477</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>8.65986</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>3050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2468365</valUSD>
        <pctVal>2.7021</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>7.70986</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 LI, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>55821HAA1</cusip>
        <identifiers>
          <isin value="US55821HAA14"/>
        </identifiers>
        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3332800</valUSD>
        <pctVal>3.6483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.00757</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>4050000.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2933820</valUSD>
        <pctVal>3.2116</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>8.562</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 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>2513350</valUSD>
        <pctVal>2.7513</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>9.492</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>3194670</valUSD>
        <pctVal>3.4971</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>8.24986</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>2200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1798280</valUSD>
        <pctVal>1.9685</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>8.183</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>3725000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3005330</valUSD>
        <pctVal>3.2899</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>8.40986</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>1294405</valUSD>
        <pctVal>1.417</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>8.45986</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 XLII, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>04965TAA9</cusip>
        <identifiers>
          <isin value="US04965TAA97"/>
        </identifiers>
        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1262850</valUSD>
        <pctVal>1.3824</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>8.833</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 ER</title>
        <cusip>67592GAE7</cusip>
        <identifiers>
          <isin value="US67592GAE70"/>
        </identifiers>
        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2116500</valUSD>
        <pctVal>2.3169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.642</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>933744</valUSD>
        <pctVal>1.0221</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>7.89029</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>Pikes Peak CLO 1</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>72132CAA1</cusip>
        <identifiers>
          <isin value="US72132CAA18"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2326500</valUSD>
        <pctVal>2.5468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.833</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>RR 4 Ltd</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class D</title>
        <cusip>74979KAA5</cusip>
        <identifiers>
          <isin value="US74979KAA51"/>
        </identifiers>
        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3310400</valUSD>
        <pctVal>3.6238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.362</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 2019-2, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>77341FAE2</cusip>
        <identifiers>
          <isin value="US77341FAE25"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2471400</valUSD>
        <pctVal>2.7054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.034</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 2020-1, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>77341HAA6</cusip>
        <identifiers>
          <isin value="US77341HAA68"/>
        </identifiers>
        <balance>1600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1374720</valUSD>
        <pctVal>1.5049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.60986</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 2018-1, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>77342HAA5</cusip>
        <identifiers>
          <isin value="US77342HAA59"/>
        </identifiers>
        <balance>2250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1829700</valUSD>
        <pctVal>2.0029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.834</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>3483698</valUSD>
        <pctVal>3.8135</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>8.70986</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>TCI-Symphony CLO 2016-1 Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class ER2</title>
        <cusip>87230XAD8</cusip>
        <identifiers>
          <isin value="US87230XAD84"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2545800</valUSD>
        <pctVal>2.7868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.20514</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>2130250</valUSD>
        <pctVal>2.3319</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>8.30986</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>840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>702156</valUSD>
        <pctVal>0.7686</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>8.332</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 XI, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>87249RAA6</cusip>
        <identifiers>
          <isin value="US87249RAA68"/>
        </identifiers>
        <balance>5050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4308155</valUSD>
        <pctVal>4.716</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>8.70986</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>THL Credit Wind River 2014-1 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E-R</title>
        <cusip>88432CBK1</cusip>
        <identifiers>
          <isin value="US88432CBK18"/>
        </identifiers>
        <balance>2550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1830900</valUSD>
        <pctVal>2.0042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.04029</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>Venture 43 CLO, Limited</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>92332BAA9</cusip>
        <identifiers>
          <isin value="US92332BAA98"/>
        </identifiers>
        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1991750</valUSD>
        <pctVal>2.1803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.662</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>Venture 36 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>92332MAA5</cusip>
        <identifiers>
          <isin value="US92332MAA53"/>
        </identifiers>
        <balance>4800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3336960</valUSD>
        <pctVal>3.6529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.62986</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>1244950</valUSD>
        <pctVal>1.3628</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>8.45986</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>1400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1116080</valUSD>
        <pctVal>1.2217</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>9.27714</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>Wellfleet CLO 2018-1. Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>94950LAA4</cusip>
        <identifiers>
          <isin value="US94950LAA44"/>
        </identifiers>
        <balance>4025000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3084358</valUSD>
        <pctVal>3.3764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.24029</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>Wind River 2021-3 CLO Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>97316EAA2</cusip>
        <identifiers>
          <isin value="US97316EAA29"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2470500</valUSD>
        <pctVal>2.7044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.30986</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>1335681</valUSD>
        <pctVal>1.4621</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>8.409</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 Subordinated Note</title>
        <cusip>04016NAJ2</cusip>
        <identifiers>
          <isin value="US04016NAJ28"/>
        </identifiers>
        <balance>8000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2702498</valUSD>
        <pctVal>2.9584</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>Battalion Clo XXI Ltd</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E</title>
        <cusip>07134XAA9</cusip>
        <identifiers>
          <isin value="US07134XAA90"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4027500</valUSD>
        <pctVal>4.4088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.972</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 LVIII CLO Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>04018CAC9</cusip>
        <identifiers>
          <isin value="US04018CAC91"/>
        </identifiers>
        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2474166</valUSD>
        <pctVal>2.7084</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>Bardin Hill CLO 2021-2 Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>06744BAL7</cusip>
        <identifiers>
          <isin value="US06744BAL71"/>
        </identifiers>
        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2385752</valUSD>
        <pctVal>2.6116</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>Barings CLO Ltd. 2021-I</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>06762FAC5</cusip>
        <identifiers>
          <isin value="US06762FAC59"/>
        </identifiers>
        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2824995</valUSD>
        <pctVal>3.0925</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>Barings CLO Ltd. 2021-III</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>06762UAC2</cusip>
        <identifiers>
          <isin value="US06762UAC27"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3361031</valUSD>
        <pctVal>3.6792</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>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>3507720</valUSD>
        <pctVal>3.8398</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>Carlyle US CLO 2021-2, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>14316PAC8</cusip>
        <identifiers>
          <isin value="US14316PAC86"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2174770</valUSD>
        <pctVal>2.3807</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>Carlyle US CLO 2021-5, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>14318AAE5</cusip>
        <identifiers>
          <isin value="US14318AAE55"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3476663</valUSD>
        <pctVal>3.8058</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>KKR CLO 29 Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>48254KAE7</cusip>
        <identifiers>
          <isin value="US48254KAE73"/>
        </identifiers>
        <balance>5500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3416003</valUSD>
        <pctVal>3.7394</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>2693324</valUSD>
        <pctVal>2.9483</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>2343473</valUSD>
        <pctVal>2.5653</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>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>4633000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3781455</valUSD>
        <pctVal>4.1395</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>9.03186</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 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>2889970</valUSD>
        <pctVal>3.1636</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>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2429568</valUSD>
        <pctVal>2.6596</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>Point Au Roche Park CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Subordinated Note</title>
        <cusip>73052WAC7</cusip>
        <identifiers>
          <isin value="US73052WAC73"/>
        </identifiers>
        <balance>5945000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4068000</valUSD>
        <pctVal>4.4531</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>2341187</valUSD>
        <pctVal>2.5628</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>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>3098520</valUSD>
        <pctVal>3.3919</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>9.383</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>812070</valUSD>
        <pctVal>0.889</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>8.36629</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 2015-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CLO Secured Note - Class E-RR</title>
        <cusip>12548NAQ6</cusip>
        <identifiers>
          <isin value="US12548NAQ60"/>
        </identifiers>
        <balance>2600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2076880</valUSD>
        <pctVal>2.2735</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>8.759</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Fair value of CLO subordinate note or income note investments includes related fee participation interests where applicable." noteItem="C.2.c"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2022-11-28</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>
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<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>tm2227029d4_EPIC_nportex.htm
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

<P STYLE="margin: 0"><FONT STYLE="font-size: 10pt"><B>&nbsp;</B></FONT></P>

<P STYLE="text-align: center; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #002d52">Eagle
Point Income Company Inc.</FONT></P>

<P STYLE="text-align: center; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #002d52"><B>Schedule
of Investments</B></FONT></P>

<P STYLE="text-align: center; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #002d52">As
of September 30, 2022</FONT></P>

<P STYLE="text-align: center; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #002d52">(expressed
in U.S. dollars)</FONT></P>

<P STYLE="text-align: center; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #002d52">(Unaudited)</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; text-indent: -0.25in; color: #5c6670"><B>&nbsp;</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Times New Roman, Times, Serif">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 6pt">Issuer
    &#8317;&sup1;&#8318;</FONT></TD><TD STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">Investment
    &#8317;&sup2;&#8318; &#8317;&sup3;&#8318;</FONT></TD><TD STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">Maturity
    Date</FONT></TD><TD STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">Reference
    Rate<BR> and Spread</FONT></TD><TD STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 6pt">Interest<BR>
    Rate/Effective <BR> Yield</FONT></TD><TD STYLE="white-space: nowrap; padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">Acquisition
    Date &#8317;&#8308;&#8318;</FONT></TD><TD STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 6pt">Principal
    Amount</FONT></TD><TD STYLE="white-space: nowrap; padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 6pt">Cost</FONT></TD><TD STYLE="white-space: nowrap; padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 6pt">Fair
    Value &#8317;&#8309;&#8318;</FONT></TD><TD STYLE="white-space: nowrap; padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="white-space: nowrap; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 6pt">%
    of Net<BR> Assets</FONT></TD><TD STYLE="white-space: nowrap; padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-left: 0in"><FONT STYLE="font-size: 6pt">Investments,
    at fair value</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-left: 0in"><FONT STYLE="font-size: 6pt">CLO
    Debt &#8317;&#8310;&#8318;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-left: 0.125in"><FONT STYLE="font-size: 6pt">United
    States</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt; width: 21%"><FONT STYLE="font-size: 6pt">Ares
    XLV CLO Ltd.</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 11%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured
    Note - Class E</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 5%; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/15/2030</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 8%; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.10%</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 6%; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.61</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 8%; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">05/30/2019</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 7%; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">800,000</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 5%; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">789,218</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 5%; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">628,400</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 5%; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">0.69</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Barings
    CLO Ltd. 2018-IV</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/15/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.82%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.33</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/26/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">840,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">835,998</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">702,156</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">0.77</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Battalion
    CLO XII Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">05/17/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.09%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.03</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,633,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,553,289</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,781,455</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4.14</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Battalion
    CLO XXI Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/15/2034</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.46%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.97</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">06/08/2022</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,657,115</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,027,500</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4.41</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Black
    Diamond CLO 2016-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D-R</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/26/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.60%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.37</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,050,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">998,181</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">812,070</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">0.89</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Black
    Diamond CLO 2017-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/24/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.60%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.38</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,600,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,593,501</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,098,520</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.39</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Carlyle
    US CLO 2017-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.00%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.71</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">09/15/2020</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,689,006</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,622,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.78</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Carlyle
    US CLO 2018-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.75%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.46</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">665,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">659,400</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">541,443</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">0.59</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Carlyle
    US CLO 2018-2, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.25%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">7.76</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,319,127</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,319,700</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4.73</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Carlyle
    US CLO 2019-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.70%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.41</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">08/19/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,125,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,976,196</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,644,063</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.89</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">CIFC
    Funding 2015-I, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E-RR</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/22/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.00%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.76</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,600,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,566,927</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,076,880</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.27</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">CIFC
    Funding 2018-II, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.85%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.56</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,225,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,192,730</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,048,478</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.15</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">CIFC
    Funding 2018-IV, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/17/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+7.70%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">10.44</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">05/22/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,873,109</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,560,600</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.71</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Cook
    Park CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/17/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.40%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.14</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,250,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,197,124</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">999,375</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.09</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Dryden
    37 Senior Loan Fund, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E-R</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.15%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">7.66</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">486,097</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">393,250</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">0.43</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">First
    Eagle BSL CLO 2019-1 Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/20/2033</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+7.70%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">10.41</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">12/17/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,811,263</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,168,500</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4.56</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Generate
    CLO-2 Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E-R</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/22/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.65%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.41</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">05/16/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,605,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,531,793</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,335,681</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.46</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">KKR
    CLO 22 Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.00%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.71</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/27/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,956,098</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,510,100</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.75</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">KKR
    CLO 29 Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class F</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/15/2032</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+9.00%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">0.00</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">12/14/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">589,812</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">-</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">-</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">0.00</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">LCM
    XVIII, L.P.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E-R</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.95%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.66</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">600,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">598,647</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">435,720</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">0.48</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Madison
    Park Funding XXVII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/20/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.00%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">7.71</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,050,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,862,189</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,468,365</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.70</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Madison
    Park Funding XLII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">11/21/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.05%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.83</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">08/15/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,445,168</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,262,850</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.38</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Madison
    Park Funding LI, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/19/2034</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.27%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.01</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/28/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,993,971</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,332,800</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.65</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Marathon
    CLO IX, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/15/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.05%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.56</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,050,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,009,689</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,933,820</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.21</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Marathon
    CLO XIII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/15/2032</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.98%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.49</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">06/04/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,361,794</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,513,350</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.75</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Octagon
    Investment Partners 37, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/25/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.40%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.18</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,200,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,084,977</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,798,280</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.97</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Octagon
    Investment Partners 38, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/20/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.70%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.41</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,725,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,656,829</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,005,330</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.29</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Octagon
    Investment Partners 39, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/20/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.75%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.46</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/24/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,550,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,499,660</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,294,405</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.42</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Octagon
    Investment Partners 41, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E-R</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/15/2033</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+7.13%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.64</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">09/24/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,488,654</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,116,500</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.32</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">OZLM
    XXI, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.54%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.25</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,150,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,073,060</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,194,670</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.50</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Palmer
    Square CLO 2018-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.15%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">7.89</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">05/30/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,120,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,043,629</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">933,744</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.02</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Pikes
    Peak CLO 1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/24/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.05%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.83</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/28/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,942,027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,326,500</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.55</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Rockford
    Tower CLO 2018-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">05/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.85%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.83</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">09/30/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,250,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,189,540</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,829,700</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.00</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Rockford
    Tower CLO 2018-2, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.00%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.71</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,275,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,188,948</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,483,698</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.81</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Rockford
    Tower CLO 2019-2, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">08/20/2032</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.05%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.03</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/13/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,962,836</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,471,400</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.71</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Rockford
    Tower CLO 2020-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/20/2032</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.90%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.61</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">12/04/2020</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,600,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,572,556</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,374,720</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.50</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">RR
    4 Ltd</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/15/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.85%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.36</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/28/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,955,035</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,310,400</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.62</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">TCI-Symphony
    CLO 2016-1 Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E-R2</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/13/2032</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.75%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.21</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/13/2022</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,545,800</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.79</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">TICP
    CLO IX, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.60%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.31</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">08/22/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,364,437</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,130,250</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.33</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">TICP
    CLO XI, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.00%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.71</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/29/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,050,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,015,700</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,308,155</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4.72</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Venture
    36 CLO, Limited</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/20/2032</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.92%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.63</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/21/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,800,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,488,802</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,336,960</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.65</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Venture
    43 CLO, Limited</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/15/2034</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+7.15%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.66</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">11/02/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,440,104</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,991,750</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.18</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Vibrant
    CLO VI, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">06/20/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.75%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.28</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,400,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,383,419</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,116,080</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.22</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Vibrant
    CLO VIII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class D</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.75%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.46</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/04/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,750,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,709,058</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,244,950</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1.36</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Wellfleet
    CLO 2018-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/17/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+5.50%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8.24</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/27/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,025,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,871,095</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,084,358</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.38</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Wind
    River 2014-1 CLO Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Secured Note
    - Class E-R</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">3M
    L+6.30%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.04</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">08/16/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,550,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,376,518</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">1,830,900</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.00</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-bottom: 1pt; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Wind
    River 2021-3 CLO Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">Secured
    Note - Class E</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">07/20/2033</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">3M
    L+6.60%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">9.31</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">10/28/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,000,000</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,974,611</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,470,500</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.70</FONT></TD><TD STYLE="padding-bottom: 0.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">121,239,125</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">100,416,126</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">109.91</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-left: 0in"><FONT STYLE="font-size: 6pt">CLO
    Equity &#8317;&#8311;&#8318; &#8317;&#8312;&#8318;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-left: 0.125in"><FONT STYLE="font-size: 6pt">United
    States</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Ares
    XLIV CLO Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/15/2034</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">14.45</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">06/08/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">8,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,376,646</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,702,498</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.96</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Ares
    LVIII CLO Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/15/2035</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">20.07</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">06/17/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,666,623</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,474,166</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.71</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Bardin
    Hill CLO 2021-2 Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note &#8317;&#8313;&#8318;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/25/2034</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">21.54</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">09/24/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,853,508</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,385,752</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.61</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Barings
    CLO Ltd. 2021-I</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/25/2034</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">16.46</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">11/03/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,349,697</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,824,995</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.09</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Barings
    CLO Ltd. 2021-III</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/18/2035</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">18.47</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">11/17/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,974,791</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,361,031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.68</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Carlyle
    US CLO 2021-2, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/20/2034</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">15.36</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/28/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,631,571</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,174,770</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.38</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Carlyle
    US CLO 2021-5, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/20/2034</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">15.85</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">11/02/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,189,299</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,476,663</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.81</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">CIFC
    Funding 2019-VI, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/16/2033</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">17.63</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">12/02/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">6,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,428,597</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,507,720</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.84</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">KKR
    CLO 29 Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/15/2032</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">18.07</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">12/14/2021</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,457,607</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,416,003</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.74</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Madison
    Park Funding XXXVII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/15/2049</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">31.49</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">03/11/2020</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,466,933</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,693,324</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.95</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Marathon
    CLO XIII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">04/15/2032</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">12.33</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">06/04/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,300,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,805,458</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,343,473</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.57</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Octagon
    Investment Partners 37, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/25/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">13.68</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">01/31/2020</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">6,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,804,794</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,429,568</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.66</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Octagon
    Investment Partners 43, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Income Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">10/25/2032</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">12.88</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">08/02/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,750,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,447,702</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,889,970</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3.16</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></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; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Point
    Au Roche Park CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">07/20/2034</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">17.27</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 6pt">02/15/2022</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,945,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,792,598</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4,068,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">4.45</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-bottom: 1pt; text-indent: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">Venture
    37 CLO, Limited</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">Subordinated
    Note</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">07/15/2032</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">N/A</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">13.64</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">05/21/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">5,200,000</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">3,760,293</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2,341,187</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">2.56</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 0.5pt; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">55,006,117</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">43,089,120</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">47.17</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="5" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt; padding-left: 0.125in"><FONT STYLE="font-size: 6pt">Total
    investments at fair value as of September 30, 2022</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">176,245,242</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">143,505,246</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">157.08</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 2pt; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-left: 0in"><FONT STYLE="font-size: 6pt">Liabilities,
    at fair value &#8317;&sup1;&#8304;&#8318;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-left: 15.4pt"><FONT STYLE="font-size: 6pt">5.00%
    Series A Term Preferred Stock due 2026</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">Preferred Stock</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">(38,041,225</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">(38,027,938</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">(34,084,938</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">-37.31</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="6" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-bottom: 1pt; padding-left: 0.125in"><FONT STYLE="font-size: 6pt">Net
    assets above (below) fair value of investments and liabilites at fair value</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">(18,069,055</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">)</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt; padding-left: 5.4pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt; padding-left: 0.125in"><FONT STYLE="font-size: 6pt">Net
    assets as of September 30, 2022</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 6pt">91,351,253</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 6pt">&nbsp;</FONT></TD></TR>
  </TABLE>


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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: top"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&nbsp;&#8317;&sup1;&#8318;
    </FONT></TD>
    <TD STYLE="padding-left: 5.4pt; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">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.</FONT></TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: top"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&nbsp;&#8317;&sup2;&#8318;
    </FONT></TD>
    <TD STYLE="padding-left: 5.4pt; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">All
    securities are exempt from registration under the securities act of 1933, are deemed to be &quot;restricted&quot; securities and
    are categorized as structured finance securities.</FONT></TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: top"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&nbsp;&#8317;&sup3;&#8318;
    </FONT></TD>
    <TD STYLE="padding-left: 5.4pt; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">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.</FONT></TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: top"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&nbsp;&#8317;&#8308;&#8318;
    </FONT></TD>
    <TD STYLE="padding-left: 5.4pt; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">Acquisition
    date represents the initial purchase date or the date when the investment was contributed to the Company. See Note 1 &quot;Organization&quot;
    for further discussion.</FONT></TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: top"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&nbsp;&#8317;&#8309;&#8318;
    </FONT></TD>
    <TD STYLE="padding-left: 5.4pt; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">Fair
    value is determined by the Adviser in accordance with written valuation policies and procedures, subject to oversight by the Company&rsquo;s
    Board of Directors, in accordance with Rule 2a-5 under the 1940 Act.</FONT></TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: top"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&nbsp;&#8317;&#8310;&#8318;
    </FONT></TD>
    <TD STYLE="padding-left: 5.4pt; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">CLO
    debt positions reflect the coupon rates as of September 30, 2022.</FONT></TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: top"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&nbsp;&#8317;&#8311;&#8318;
    </FONT></TD>
    <TD STYLE="padding-left: 5.4pt; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">The
    fair value of CLO equity investments were determined using significant, unobservable inputs. See Note 3 &quot;Investments&quot; for
    further discussion.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&nbsp;&#8317;&#8312;&#8318;
    </FONT></TD>
    <TD STYLE="padding-left: 5.4pt; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">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&rsquo;s portfolio at the initiation of each investment
    and each subsequent quarter thereafter.&nbsp;&nbsp;The effective yield and investment cost may ultimately not be realized. As of
    September 30, 2022, the Company's weighted average effective yield on its aggregate CLO equity positions, based on current amortized
    cost, was 16.83%.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&nbsp;&#8317;&#8313;&#8318;
    </FONT></TD>
    <TD STYLE="padding-left: 5.4pt; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">Fair
    value includes the Company's interest in fee rebates on CLO subordinated notes.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: top"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&#8317;&sup1;&#8304;&#8318;</FONT></TD>
    <TD STYLE="padding-left: 5.4pt; vertical-align: bottom"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">The
    Company has accounted for its 5.00% Series A Term Preferred Stock utilizing the fair value option election under ASC Topic 825. Accordingly,
    the Series A Term Preferred Stock is carried at its fair value. See Note 2 &quot;Summary of Significant Accounting Policies&quot;
    for further discussion.</FONT></TD></TR>
  </TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; text-indent: -0.25in; color: #5c6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center; color: #5c6670"><FONT STYLE="color: rgb(92,102,112)"><I>See
accompanying notes to the schedule of investments</I></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; text-indent: -0.25in; color: #5c6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; text-indent: -0.25in; color: #5c6670"></P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; text-indent: -0.25in; color: #5c6670"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; text-indent: -0.25in; color: #5c6670"><P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle
                                            Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; text-indent: -0.25in; color: #5c6670"><B>&nbsp;</B></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: 0"></TD><TD STYLE="width: 0.25in"><B>1.</B></TD><TD STYLE="text-align: justify"><B>ORGANIZATION</B></TD></TR></TABLE>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Eagle Point Income
Company Inc. (the &ldquo;Company&rdquo;) is an externally managed, 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,&nbsp;Inc., or &ldquo;Moody&rsquo;s,&rdquo; Standard&nbsp;&amp; Poor&rsquo;s, or &ldquo;S&amp;P,&rdquo;
or Fitch Ratings,&nbsp;Inc., or &ldquo;Fitch,&rdquo; and/or other applicable nationally recognized statistical rating organizations.
The Company may invest up to 35% of its total assets (at the time of investment) in unrated CLO equity securities and related securities
and instruments. The Company may also invest in other junior debt tranches of CLOs, senior debt tranches of CLOs, loan accumulation facilities
(&ldquo;LAF&rdquo;) and other 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">As of September&nbsp;30,
2022, the Company had one wholly-owned subsidiary: Eagle Point Income Company Sub II (Cayman) Ltd. (the &ldquo;Subsidiary&rdquo;), a
Cayman Islands exempted company. As of September&nbsp;30, 2022, the Subsidiary does not represent any portion of the Company&rsquo;s
net assets.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The Company was initially
formed on September&nbsp;28, 2018 as EP Income Company LLC, a Delaware limited liability company. The Company commenced operations on
October&nbsp;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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">On October&nbsp;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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">On July&nbsp;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&nbsp;24, 2019, the Company&rsquo;s shares began trading on the NYSE. On August&nbsp;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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Computershare Trust
Company, N.A. serves at the Company&rsquo;s custodian.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&nbsp;</P>

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

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




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0">&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: 0"></TD><TD STYLE="width: 0.25in"><B>2.</B></TD><TD STYLE="text-align: justify"><B>SUMMARY OF SIGNIFICANT ACCOUNTING
                                            POLICIES</B></TD></TR></TABLE>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Basis of Accounting</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">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;) </FONT>Accounting Standards Codification (&ldquo;ASC&rdquo;) Topic 946 <I>Financial Services &ndash;
Investment Companies</I>. Items included in the financial statements are measured and presented in United States dollars.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Use of Estimates</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The preparation of
financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions which affect the reported amounts
included in the financial statements 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Valuation of Investments</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The most significant
estimate inherent in the preparation of the financial statements is the valuation of investments. In the absence of readily determinable
fair values, the Adviser determines the fair value of the Company&rsquo;s investments in accordance with the its valuation policy, subject
to Board oversight. 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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 financial statements 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). In accordance with Rule&nbsp;2a-5 under the 1940 Act adopted
by the SEC in December&nbsp;2020, the Board has designated the Adviser to perform the determination of fair value of the Company&rsquo;s
investment portfolio, subject to Board oversight and certain other conditions.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&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: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 10pt">&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>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"></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: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 10pt">&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>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"></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: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 10pt">&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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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</P>

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

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

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




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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 Adviser&rsquo;s valuation policy.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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 Adviser on a quarterly basis.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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, as applicable, price indications
from 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">A third-party independent
valuation firm is used as an input by the Adviser to determine the fair value of the Company&rsquo;s investments in CLO equity. The valuation
firm&rsquo;s advice is only one factor considered in the valuation of such investments, and the Adviser 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Other Financial
Assets and Financial Liabilities at Fair Value</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The Fair Value Option
(&ldquo;FVO&rdquo;) under FASB ASC Subtopic 825-10, <I>Fair Value Option</I> (&ldquo;ASC 825&rdquo;), allows companies an irrevocable
election to use fair value as the initial and subsequent accounting measurement for certain financial assets and liabilities. The decision
to elect the FVO is determined on an instrument-by-instrument basis and must be applied to an entire instrument. Assets and liabilities
measured at fair value are required to be reported separately from those instruments measured using another accounting method and changes
in fair value attributable to instrument-specific credit risk on financial liabilities for which the FVO is elected are required to be
presented separately in other comprehensive income. Additionally, upfront offering costs related to such instruments are recognized in
earnings as incurred and are not deferred.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The Company elected
to account for its 5.00% Series&nbsp;A Term Preferred Stock due 2026 (the &ldquo;Series&nbsp;A Term Preferred Stock&rdquo;) utilizing
the FVO under ASC 825. The primary reason for electing the FVO is to reflect economic events in the same period in which they are incurred
and address simplification of reporting and presentation.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Investment Income
Recognition</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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.&nbsp;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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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 securities 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 security. To the extent the Company does not believe it will be able to
collect PIK interest, the CLO debt</P>

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

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

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




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">security will be placed
on non-accrual status, and previously recorded PIK interest income will be reversed.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">CLO equity investments
and fee rebates 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 and fee rebates 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 Adviser&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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Other Income</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Other income includes
the Company&rsquo;s share of income under the terms of fee rebate agreements.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Interest Expense</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Interest expense includes
the Company&rsquo;s distributions associated with its Series&nbsp;A Term Preferred Stock and amounts due under the credit facility agreements
in relation to the outstanding borrowings and unused commitment fees. Interest expense is recorded as an expense on the Statement of
Operations. The Company&rsquo;s Series&nbsp;A Preferred Stock had no interest payable as of September&nbsp;30, 2022.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Interest expense also
includes the Company&rsquo;s amortization of original issue premiums associated with its Series&nbsp;A Term Preferred Stock.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The following table
summarizes the components of interest expense for the nine months ended September&nbsp;30, 2022:</P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" ALIGN="CENTER" STYLE="border-collapse: collapse; width: 80%; font: 10pt Times New Roman, Times, Serif">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Series
    A Term<BR> Perferred Stock</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Credit
    Facility</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Total</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 46%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Distributions
    declared and paid</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 15%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,413,879</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 15%; 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"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 15%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,413,879</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Interest expense
    on credit facility</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">419,962</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">419,962</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></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; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">Amortization
    of issuance premium</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">(8,214</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">)</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">(8,214</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">)</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,405,665</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">419,962</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">1,825,627</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  </TABLE>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Original Issue
Premiums</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Consistent with FASB
ASC Topic 835-30-35-2, original issue premiums on liabilities consist of premiums received in connection with the issuance of the Series&nbsp;A
Term Preferred Stock as part of the Company&rsquo;s at-the-market (&ldquo;ATM&rdquo;) program. The original issue premiums are capitalized
at the time of issuance and amortized using the effective interest method over the respective terms of the Series&nbsp;A Term Preferred
Stock. Amortization of original issue premium is reflected as a contra expense under interest expense in the Statement of Operations.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Securities Transactions</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify; text-indent: -0.25in; color: #5c6670"><B>Cash
and Cash Equivalents</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; 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.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">As of September&nbsp;30,
2022, the Company held cash in a Computershare Corporate Trust interest earning cash deposit account with a balance of approximately
$0.1 million. This account is classified as Level I in the fair value hierarchy.</P>

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

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Expense Recognition</B></P>




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Prepaid Expenses</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Prepaid expenses consist
primarily of insurance premiums, filing fees, shelf registration expenses, ATM program expenses and the Committed Equity Financing expenses.
Insurance premiums are amortized over the term of the current policy. Prepaid shelf registration expenses, ATM program expenses and Committed
Equity Financing expenses represent fees and expenses incurred in connection with the initial registration of the Company&rsquo;s current
shelf registration, ATM program and the Committed Equity Financing. Such costs are allocated pro-rata based on the amount issued relative
to the total respective offering amount to paid-in-capital or expense depending on the security being issued pursuant to the shelf registration,
ATM program and the Committed Equity Financing. Any subsequent costs incurred to maintain the Company&rsquo;s ATM program and the Committed
Equity Financing are expensed as incurred.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Any unallocated prepaid
expense balance associated with the shelf registration, ATM program and the Committed Equity Financing 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Deferred Financing
Costs</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">Deferred
financing costs consist of fees and expenses incurred in connection with the BNP Credit Facility (</FONT>refer to Note 4 &ldquo;Revolving
Credit Facility&rdquo;). Deferred financing costs are capitalized and amortized over the term of the BNP Credit Facility, and are reflected
in borrowings under the credit facility on the Statement of Asset and Liabilities (if any). 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.
As of September&nbsp;30, 2022, the deferred financing costs associated with the BNP Credit Facility have been fully amortized.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Offering Expenses</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Offering expenses
associated with the issuance and sale of shares of common stock, inclusive of expenses incurred associated with offerings under the ATM
program, 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,&nbsp;<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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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
may 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">&nbsp;</P>

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

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




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">As of September&nbsp;30,
2022, 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">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; border-collapse: collapse; width: 50%">
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 77%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Cost
    for federal income tax purposes</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 20%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">174,187,758</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Gross unrealized
    appreciation</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">752,653</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">Gross
    unrealized depreciation</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">(31,435,165</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">)</FONT></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; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">Net
    unrealized depreciation</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">(30,682,512</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 2pt; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">)</FONT></TD></TR>
  </TABLE>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; color: #5c6670">For the nine months ended September&nbsp;30,
2022, the Company incurred $43,333 in Delaware franchise tax expense related to the 2022 tax year and $19,572 of excise tax related to
the 2021 tax year end, which are reported on the Statement of Operations.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Distributions</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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 differ from U.S. GAAP. Distributions to common stockholders and are comprised of net investment income,
realized gains or losses and return of capital for U.S. federal income tax purposes and are intended to be paid monthly. Distributions
payable to common stockholders are recorded as a liability on ex-dividend date. Unless a common stockholder opts out of the Company&rsquo;s
dividend reinvestment plan (the &ldquo;DRIP&rdquo;), distributions 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">For
the nine months ended September&nbsp;30, 2022</FONT>, the Company declared and paid monthly distributions on common stock of approximately
$7.7 million or approximately $1.11 per share. In addition, on January&nbsp;24, 2022 the Company paid a special distribution on common
stock of approximately $1.4 million or $0.20 per share, to shareholders of record as of December&nbsp;23, 2021.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">For the nine months
ended September&nbsp;30, 2022, the Company declared and paid dividends on the Series&nbsp;A Term Preferred Stock of approximately $1.4
million or approximately $0.94 per share.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The characterization
of distributions paid to common 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">&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: 0"></TD><TD STYLE="width: 0.25in"><B>3.</B></TD><TD STYLE="text-align: justify"><B>INVESTMENTS</B></TD></TR></TABLE>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Fair Value Measurement</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The following table
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&nbsp;30, 2022:</P>

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

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

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




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Times New Roman, Times, Serif; border-collapse: collapse; width: 97%; margin-left: 0.25in">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670">Fair Value Measurement (in millions)</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"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Level
    I</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Level
    II</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Level
    III</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Total</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></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"><FONT STYLE="font-size: 8pt">Assets</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 44%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Cash
    and Cash Equivalents</FONT></TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.07</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.07</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></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"><FONT STYLE="font-size: 8pt">CLO Debt</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">100.42</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">100.42</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">CLO Equity</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">43.09</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">43.09</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">Total
    Assets at Fair Value</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">0.07</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">100.42</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">43.09</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">143.58</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-decoration: underline; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Liabilites
    at Fair Value Under FVO</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></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"><FONT STYLE="font-size: 8pt">Series A Term
    Preferred Stock</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">34.08</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">34.08</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></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; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">Total
    Liabilites at Fair Value Under FVO</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">34.08</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">34.08</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  </TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The changes in investments
classified as Level III are as follows for the nine months ended September&nbsp;30, 2022:</P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; border-collapse: collapse; width: 80%">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670">Change in Investments Classified as Level III (in millions)</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"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">CLO
    Equity</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></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"><FONT STYLE="font-size: 8pt">Balance as of January
    1, 2022</FONT></TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">53.27</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">Purchases of investments</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">5.12</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></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"><FONT STYLE="font-size: 8pt">Proceeds from
    sales or maturity of investments &#8317;&sup1;&#8318;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">(3.64</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">)</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></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"><FONT STYLE="font-size: 8pt">Net realized
    gains (losses) and net change in unrealized appreciation (depreciation)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">(11.66</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">)</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">Balance
    as of September 30, 2022 &#8317;&sup2;&#8318;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">43.09</FONT></TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></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"><FONT STYLE="font-size: 8pt">Change in unrealized
    appreciation (depreciation) on investments still held as of September 30, 2022</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">(11.66</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 2pt; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">)</FONT></TD></TR>
</TABLE>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-left: 0.9in; text-align: left; color: #5c6670; margin-top: 0pt; margin-bottom: 0pt">&#8317;&sup1;&#8318;
Proceeds from sales or maturity of investments represent the return of capital on portfolio investments from recurring cash flows.&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-left: 0.9in; text-align: left; color: #5c6670; margin-top: 0pt; margin-bottom: 0pt">&#8317;&sup2;&#8318;
There were no transfers in or out of Level III during the period.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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 0.25in; 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 judgment 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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 0.25in; text-align: justify; color: #5c6670">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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The following table
summarizes the quantitative inputs and assumptions used for investments categorized as Level</P>

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

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

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




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">III of the fair value
hierarchy as of September&nbsp;30, 2022. In addition to the techniques and inputs noted in the table below, the Adviser may use other
valuation techniques and methodologies when determining the fair value measurements of the Company&rsquo;s investments, as provided for
in the Adviser&rsquo;s 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 September&nbsp;30,
2022. Unobservable inputs and assumptions are periodically reviewed and updated as necessary to reflect current market conditions.</P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Times New Roman, Times, Serif; border-collapse: collapse; width: 97%; margin-left: 0.25in">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="9" STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">Quantitative Information about Level III Fair Value Measurements</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">Assets</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">Fair
    Value as of <BR> September 30, 2022</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">Valuation<BR>
    Techniques/Methodologies</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">Unobservable
    Inputs</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">Range
    / Weighted Average&#8317;&sup1;&#8318;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">(in
    millions)</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 19%; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">CLO
    Equity</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 1%; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 1%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 15%; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">43.09</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 1%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 1%; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 20%; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">Discounted
    Cash Flows</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 1%; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 20%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Annual
    Default Rate &#8317;&sup2;&#8318;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 1%; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 20%; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">0.00%
    - 4.45%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Annual Prepayment
    Rate &#8317;&sup2;&#8318; &#8317;&sup3;&#8318;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">20% - 25%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Reinvestment
    Spread</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">3.51% - 3.81%
    / 3.61%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">Reinvestment Price</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">95.00% - 99.50%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Recovery Rate</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">69.07% - 69.90%
    / 69.59%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Expected Yield</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">22.37% - 48.88%
    / 27.92%</FONT></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-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&#8317;&sup1;&#8318;
Weighted average calculations are based on the fair value of investments.</FONT></P>

<P STYLE="margin-left: 0.25in; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670"><SUP>&#8317;&sup2;&#8318;
</SUP></FONT><FONT STYLE="font-size: 10pt; color: #5c6670">A weighted average is not presented as the input in the discounted cash flow
model varies over the life of an investment.</FONT></P>

<P STYLE="margin-left: 0.25in; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670"><SUP>&#8317;&sup3;&#8318;
</SUP></FONT><FONT STYLE="font-size: 10pt; color: #5c6670">0% is assumed for defaulted and non-performing assets.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B><I>Valuation of
Series&nbsp;A Term Preferred Stock</I></B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The Series&nbsp;A
Term Preferred Stock is considered a Level I security and is valued at the official closing price, taken from the NYSE.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Investment Risk
Factors</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Global Economic
Risks</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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. Since December&nbsp;2019, the spread of COVID-19 has caused social unrest and commercial disruption
on a global scale.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Global economies and
financial markets are highly 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 COVID-19</P>

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

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

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




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">pandemic has magnified
these risks and has had, and may 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 have been impacted by the outbreak and government and
other measures seeking to contain its spread. The effects of the COVID-19 pandemic contributed to increased volatility in global financial
markets and have affected 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.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Following the onset
of the pandemic, certain CLOs held by the Company experienced increased defaults by underlying borrowers. Obligor defaults and rating
agency downgrades caused, and may in the future cause, payments that would have otherwise been made to the CLO equity or CLO debt securities
that the Company held 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 caused, and may in the future 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Liquidity Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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 0.25in; 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 CLOs 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 the 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)&nbsp;the possibility that distributions from collateral assets will not be
adequate to make interest or other payments; (2)&nbsp;the quality of the collateral may decline in value or default; (3)&nbsp;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)&nbsp;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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Interest Rate Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The fair value of
certain investments held by the Company may be significantly affected by changes in interest rates. In general, rising interest rates
will negatively affect the price of a fixed rate debt instrument and falling interest rates will have a positive effect on the price
of a fixed rate instrument. 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</P>

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

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

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




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>LIBOR Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">On July&nbsp;27, 2017,
the Chief Executive of the Financial Conduct Authority (&ldquo;FCA&rdquo;), the United Kingdom's financial regulatory body and regulator
of LIBOR, announced that after 2021 it would cease its active encouragement of banks to provide the quotations needed to sustain LIBOR
due to the absence of an active market for interbank unsecured lending and other reasons. On March&nbsp;5, 2021, the FCA announced that
all LIBOR settings would either cease to be provided by any administrator, or no longer be representative (i)&nbsp;immediately after
December&nbsp;31, 2021 for all GBP, EUR, CHF and JPY LIBOR settings and one-week and two-month US dollar LIBOR settings, and (ii)&nbsp;immediately
after June&nbsp;30, 2023 for the remaining US dollar LIBOR settings, including three-month US dollar LIBOR.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Replacement rates
that have been identified include the Secured Overnight Financing Rate (SOFR, which is intended to replace U.S. dollar LIBOR and measures
the cost of overnight borrowings through repurchase agreement transactions collateralized with U.S. Treasury securities) and the Sterling
Overnight Index Average Rate (SONIA, which is intended to replace GBP LIBOR and measures the overnight interest rate paid by banks for
unsecured transactions in the sterling market), although other replacement rates could be adopted by market participants. On July&nbsp;29,
2021, the Alternative Reference Rates Committee (&ldquo;ARRC&rdquo;) announced that it recommended Term SOFR, a similar forward-looking
term rate which will be based on SOFR, for business loans. As of the date of the financial statements, senior secured loans in which
CLOs invest, and CLO debt securities, have begun to transition to utilizing SOFR based interest rates.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Because loans held
by CLO issuers and other issuers in which the Company invests may reference LIBOR, the termination of LIBOR presents risks to such issuers
and, indirectly, the Company. Investors should be aware that: (a)&nbsp; the transition away from 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)&nbsp;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)&nbsp;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)&nbsp;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 status of LIBOR as a benchmark interest rate due to
its anticipated discontinuation 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)&nbsp;any underlying assets of a CLO which pay interest linked to a LIBOR rate and (ii)&nbsp;the CLO securities
in which the Company invests.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Once LIBOR is eliminated
as a benchmark rate, market participants (including the Company) may be subject to the risk that an acceptable transition mechanism may
not be found or may not be suitable for a particular issuer. In addition, any alternative reference rate and any pricing adjustments
required in connection with the transition from LIBOR may impose costs on issuers or may not be suitable to close out positions and enter
into replacement trades. Any such consequence could have a material adverse effect on an issuer in whose securities the Company may invest
(or its underlying obligors) and their ability to make distributions or service outstanding debt. 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)&nbsp;will
be adopted, (b)&nbsp;will effectively mitigate interest rate risks or result in an equivalent methodology for determining the interest
rates on the floating rate instrument, (c)&nbsp;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)&nbsp;will not have a material adverse effect
on the holders of the CLO securities.</P>

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

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

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




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>Rising
</B></FONT><B>Interest Rate Environment</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">As of the date of
the financial statements, the U.S. Federal Reserve has increased certain interest rates as part of its efforts to combat rising inflation.
The prospect of further rate increases magnifies the risks associated with rising interest rates described under &ldquo;Interest Rate
Risk,&rdquo; above. 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 benchmark rate floors, if the applicable benchmark rate is below the 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Leverage Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The Company has incurred
leverage through the issuance of preferred stock and credit facilities, 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,
repurchase agreement transactions, short sale transactions, additional 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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 0.25in; 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">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Credit Risk</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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. Heightened inflationary pressures
could increase the risk of default by the Company&rsquo;s underlying obligors.</P>

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

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

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




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670"><B>Risks Related to
Russia&rsquo;s Invasion of Ukraine&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">Russia&rsquo;s military
incursion into Ukraine, the response of the United States and other countries, and the potential for wider conflict, has increased volatility
and uncertainty in the financial markets and may adversely affect the Company. Immediately following Russia&rsquo;s invasion, the United
States and other countries imposed wide-ranging economic sanctions on Russia, individual Russian citizens, and Russian banking entities
and other businesses, including those in the energy sector. These unprecedented sanctions have been highly disruptive to the Russian
economy and, given the interconnectedness of today&rsquo;s global economy, could have broad and unforeseen macroeconomic implications.
The ultimate nature, extent and duration of Russia&rsquo;s military actions (including the potential for cyberattacks and espionage),
and the response of state governments and businesses, cannot be predicted at this time. However, further escalation of the conflict could
result in significant market disruptions, and negatively affect global supply chains, inflation and global growth. These and any related
events could negatively impact the performance of the Company&rsquo;s underlying obligors and/or the market value of the Company&rsquo;s
common shares or preferred stock.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0">&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: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>4.</B></FONT></TD><TD><B>REVOLVING
                                            CREDIT FACILITY</B></TD></TR></TABLE>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">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.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">On September&nbsp;24,
2021 the Company entered into a credit agreement, which was amended on September&nbsp;6, 2022, with BNP Paribas, as lender, that established
a revolving credit facility (the &ldquo;BNP Credit Facility&rdquo;). Pursuant to the terms of the BNP Credit Facility, the Company can
borrow up to an aggregate principal balance of $25,000,000 (the &ldquo;Commitment Amount&rdquo;). Such borrowings under the BNP Credit
Facility bore interest at 1 month LIBOR plus a spread under the original credit agreement, and will bear interest at Term SOFR plus a
spread under the amended credit agreement. The Company is required to pay a commitment fee on the unused amount.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The BNP Credit Facility
will mature on the earlier of (i)&nbsp;the termination of the Commitment, as defined by the terms of the BNP Credit Facility or (ii)&nbsp;the
scheduled maturity date of September&nbsp;23, 2023. The Company has the option to extend the maturity from time to time in accordance
with the BNP Credit Facility agreement.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">For the nine months
ended September&nbsp;30, 2022, the Company had an average outstanding borrowing and average interest rate of approximately $19.0 million
and 2.83%, respectively. The interest expense for the nine months ended September&nbsp;30, 2022 on the BNP Credit Facility was approximately
$0.4 million, inclusive of the commitment fee, and is recorded on the Statement of Operations. As of September&nbsp;30, 2022, the current
outstanding borrowing amount was approximately $21.3 million, which is presented on the Statement of Assets and Liabilities.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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 BNP Credit Facility.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0">&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: 0"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>5.</B></FONT></TD><TD><B>ASSET
                                            COVERAGE</B></TD></TR></TABLE>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">With respect to senior
securities that are stocks, such as the Series&nbsp;A Term 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 assets, less all liabilities and indebtedness not represented by senior securities, over the aggregate amount of the Company&rsquo;s
outstanding senior securities representing</P>

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

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

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




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">Eagle Point Income Company Inc.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52"><B>Notes to the Schedule of Investments</B>&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">September&nbsp;30, 2022&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center; color: #002d52">(Unaudited)</P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">indebtedness plus
the aggregate liquidation preference of any outstanding shares of senior securities that are stocks.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">With respect to senior
securities representing indebtedness, such as the BNP 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 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>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; 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
BNP Credit Facility require the Company to cure any breach of the applicable asset coverage if the Company fails to maintain the applicable
asset coverage, and the terms of the Preferred Stock require the Company to redeem shares of the Preferred Stock, if such failure to
maintain the applicable asset coverage is not cured by a certain date.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify; color: #5c6670">The following table
summarizes the Company&rsquo;s asset coverage with respect to its Series&nbsp;A Term Preferred Stock and credit facilities as of September&nbsp;30,
2022, and as of December&nbsp;31, 2021:</P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 97%; font: 10pt Times New Roman, Times, Serif; margin-left: 0.25in">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">As
    of</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center"><FONT STYLE="font-size: 8pt">As
    of</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">September
    30, 2022</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">December
    31, 2021</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; width: 64%; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">Total
    Assets</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 15%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">147,828,756</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 15%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">173,181,861</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">Less
    liabilities and debts not represented by senior securities</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">(1,054,278</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">(2,456,694</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">)</FONT></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"><FONT STYLE="font-size: 8pt">Net total assets
    and liabilities</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">146,774,478</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">170,725,167</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></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"><FONT STYLE="font-size: 8pt">Preferred Stock</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">38,041,225</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">35,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">Credit
    Facilities</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">21,325,000</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">19,550,000</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">59,366,225</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">54,550,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></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; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">Asset
    coverage for preferred stock &#8317;&sup1;&#8318;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">247</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1.8pt; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">313</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1.8pt; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">%</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">Asset
    coverage for debt securities &#8317;&sup2;&#8318;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">688</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1.8pt; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">%</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: #5c6670; padding-bottom: 2.5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt 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: 10pt Times New Roman, Times, Serif; color: #5c6670; text-align: right"><FONT STYLE="font-size: 8pt">873</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1.8pt; color: #5c6670; text-align: left"><FONT STYLE="font-size: 8pt">%</FONT></TD></TR>
  </TABLE>


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<P STYLE="margin-left: 0.25in; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&#8317;&sup1;&#8318;
Asset coverage of the preferred stock is calculated in accordance with Section 18(h) of the 1940 act, as generally described above.</FONT></P>

<P STYLE="margin-left: 0.25in; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: #5c6670">&#8317;&sup2;&#8318;
Asset coverage of the debt securities is calculated in accordance with Section 18(h) of the 1940 act, as generally described above.</FONT></P>

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