<SEC-DOCUMENT>0001104659-19-068619.txt : 20191129
<SEC-HEADER>0001104659-19-068619.hdr.sgml : 20191129
<ACCEPTANCE-DATETIME>20191129125447
ACCESSION NUMBER:		0001104659-19-068619
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20190930
FILED AS OF DATE:		20191129
PERIOD START:           	20200630

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			Priority Income Fund, Inc.
		CENTRAL INDEX KEY:			0001554625
		IRS NUMBER:				460611646
		FISCAL YEAR END:			0630

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-22725
		FILM NUMBER:		191260680

	BUSINESS ADDRESS:	
		STREET 1:		10 EAST 40TH STREET
		STREET 2:		42ND FLOOR
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10016
		BUSINESS PHONE:		(212) 448-0702

	MAIL ADDRESS:	
		STREET 1:		10 EAST 40TH STREET
		STREET 2:		42ND FLOOR
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10016

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	Priority Senior Secured Income Fund, Inc.
		DATE OF NAME CHANGE:	20120719
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
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          <annualizedRt>10.9</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 2014-V, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014-V, Ltd.</title>
        <cusip>12550BAK0</cusip>
        <identifiers>
          <isin value="US12550BAK08"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>739502.29</valUSD>
        <pctVal>0.001837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.8</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-IV, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2015-IV, Ltd.</title>
        <cusip>12550VAL4</cusip>
        <identifiers>
          <isin value="US12550VAL45"/>
        </identifiers>
        <balance>9000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8829497.51</valUSD>
        <pctVal>0.02193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.9</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 2016-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2016-I, Ltd.</title>
        <cusip>17180UAG4</cusip>
        <identifiers>
          <ticker value="CIFC"/>
        </identifiers>
        <balance>3750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3750735.65</valUSD>
        <pctVal>0.009316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>13.1</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>Galaxy XXI CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXI CLO, Ltd.</title>
        <cusip>36320XAP9</cusip>
        <identifiers>
          <isin value="US36320XAP96"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1719725.39</valUSD>
        <pctVal>0.004271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.5</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>Galaxy XXVII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXVII CLO, Ltd.</title>
        <cusip>36320VAC2</cusip>
        <identifiers>
          <isin value="US36320VAC28"/>
        </identifiers>
        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1456291.25</valUSD>
        <pctVal>0.003617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.2</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>Galaxy XXVIII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXVIII CLO, Ltd.</title>
        <cusip>36321KAC5</cusip>
        <identifiers>
          <isin value="US36321KAC53"/>
        </identifiers>
        <balance>41713</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41137.88</valUSD>
        <pctVal>0.000102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.8</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>BlueMountain Fuji US CLO II Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain Fuji US CLO II Ltd.</title>
        <cusip>09629HAC8</cusip>
        <identifiers>
          <isin value="US09629HAC88"/>
        </identifiers>
        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2081766.39</valUSD>
        <pctVal>0.005171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HarbourView CLO VII-R, Ltd.</name>
        <lei>N/A</lei>
        <title>HarbourView CLO VII-R, Ltd.</title>
        <cusip>41165UAC2</cusip>
        <identifiers>
          <isin value="US41165UAC27"/>
        </identifiers>
        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5835698.25</valUSD>
        <pctVal>0.014494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.6</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>Mountain View CLO IX Ltd.</name>
        <lei>N/A</lei>
        <title>Mountain View CLO IX Ltd.</title>
        <cusip>62443RAG0</cusip>
        <identifiers>
          <isin value="US62443RAG02"/>
        </identifiers>
        <balance>3625000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3512084.07</valUSD>
        <pctVal>0.008723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.3</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 VIII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VIII, Ltd.</title>
        <cusip>67107HAJ2</cusip>
        <identifiers>
          <isin value="US67107HAJ23"/>
        </identifiers>
        <balance>8400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8164855.65</valUSD>
        <pctVal>0.020279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.5</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>Sound Point CLO IV-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO IV-R, Ltd.</title>
        <cusip>83610DAC3</cusip>
        <identifiers>
          <isin value="US83610DAC39"/>
        </identifiers>
        <balance>3500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3394275.82</valUSD>
        <pctVal>0.00843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.4</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 XIX CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XIX CLO, Ltd.</title>
        <cusip>92330FAJ3</cusip>
        <identifiers>
          <isin value="US92330FAJ30"/>
        </identifiers>
        <balance>7900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7714934.62</valUSD>
        <pctVal>0.019162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.8</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>Voya IM CLO 2014-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2014-1, Ltd.</title>
        <cusip>92917EAC2</cusip>
        <identifiers>
          <isin value="US92917EAC21"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2924048.14</valUSD>
        <pctVal>0.007263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.6</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>California Street CLO XII, Ltd.</name>
        <lei>N/A</lei>
        <title>California Street CLO XII, Ltd.</title>
        <cusip>87159HAA6</cusip>
        <identifiers>
          <isin value="US87159HAA68"/>
        </identifiers>
        <balance>14500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3890350.43</valUSD>
        <pctVal>0.009663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 Global Market Strategies CLO 2013-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2013-1, Ltd.</title>
        <cusip>14310CAC3</cusip>
        <identifiers>
          <isin value="US14310CAC38"/>
        </identifiers>
        <balance>17550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10017161.42</valUSD>
        <pctVal>0.02488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 Global Market Strategies CLO 2013-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2013-4, Ltd.</title>
        <cusip>143108AA6</cusip>
        <identifiers>
          <isin value="US143108AA64"/>
        </identifiers>
        <balance>11839488</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7050597.43</valUSD>
        <pctVal>0.017512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 Global Market Strategies CLO 2014-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2014-1, Ltd.</title>
        <cusip>14311CAA6</cusip>
        <identifiers>
          <isin value="US14311CAA62"/>
        </identifiers>
        <balance>12870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9482806.56</valUSD>
        <pctVal>0.023553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 Global Market Strategies CLO 2014-3-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2014-3-R, Ltd.</title>
        <cusip>14315MAE2</cusip>
        <identifiers>
          <isin value="US14315MAE21"/>
        </identifiers>
        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12151412.91</valUSD>
        <pctVal>0.030181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 Global Market Strategies CLO 2016-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2016-1, Ltd.</title>
        <cusip>14312KAC3</cusip>
        <identifiers>
          <isin value="US14312KAC36"/>
        </identifiers>
        <balance>6500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5831416.04</valUSD>
        <pctVal>0.014484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 Global Market Strategies CLO 2016-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2016-3, Ltd.</title>
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          <isin value="US14311WAC82"/>
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        <balance>3245614</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2719017.56</valUSD>
        <pctVal>0.006753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 Global Market Strategies CLO 2017-5, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2017-5, Ltd.</title>
        <cusip>14316RAC4</cusip>
        <identifiers>
          <isin value="US14316RAC43"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8896953.68</valUSD>
        <pctVal>0.022098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XVIII-R</name>
        <lei>N/A</lei>
        <title>Apidos CLO XVIII-R</title>
        <cusip>03767QAE9</cusip>
        <identifiers>
          <isin value="US03767QAE98"/>
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        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415728.79</valUSD>
        <pctVal>0.001033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding II CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding II CLO, Ltd.</title>
        <cusip>15032VAA9</cusip>
        <identifiers>
          <isin value="US15032VAA98"/>
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        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1727324.42</valUSD>
        <pctVal>0.00429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding IV CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding IV CLO, Ltd.</title>
        <cusip>150322AC9</cusip>
        <identifiers>
          <isin value="US150322AC91"/>
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        <balance>21114286</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17119847.87</valUSD>
        <pctVal>0.042521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding V CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding V CLO, Ltd.</title>
        <cusip>15032BAC9</cusip>
        <identifiers>
          <isin value="US15032BAC90"/>
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        <balance>2358000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2369271.94</valUSD>
        <pctVal>0.005885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding VI CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding VI CLO, Ltd.</title>
        <cusip>15032CAB9</cusip>
        <identifiers>
          <isin value="US15032CAB90"/>
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        <balance>4892500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4596821.55</valUSD>
        <pctVal>0.011417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cent CLO 21 Limited</name>
        <lei>N/A</lei>
        <title>Cent CLO 21 Limited</title>
        <cusip>15137FAE0</cusip>
        <identifiers>
          <isin value="US15137FAE07"/>
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        <balance>510555.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305722.25</valUSD>
        <pctVal>0.000759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 2013-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2013-I, Ltd.</title>
        <cusip>12548FAU4</cusip>
        <identifiers>
          <isin value="US12548FAU49"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1418829</valUSD>
        <pctVal>0.003524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 2013-II, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2013-II, Ltd.</title>
        <cusip>17179WAA6</cusip>
        <identifiers>
          <isin value="US17179WAA62"/>
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        <balance>305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156980.56</valUSD>
        <pctVal>0.00039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 2013-IV, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2013-IV, Ltd.</title>
        <cusip>G2202QAB3</cusip>
        <identifiers>
          <isin value="USG2202QAB35"/>
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        <balance>8000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5077073.07</valUSD>
        <pctVal>0.01261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 2014, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014, Ltd.</title>
        <cusip>12549MAA2</cusip>
        <identifiers>
          <isin value="US12549MAA27"/>
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        <balance>2758900</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1652374.95</valUSD>
        <pctVal>0.004104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 2014-III, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014-III, Ltd.</title>
        <cusip>12549TAA7</cusip>
        <identifiers>
          <isin value="US12549TAA79"/>
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        <balance>11700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7032627.07</valUSD>
        <pctVal>0.017467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XXI</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXI</title>
        <cusip>03765RAE9</cusip>
        <identifiers>
          <isin value="US03765RAE99"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3474097.16</valUSD>
        <pctVal>0.008629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 2014-IV-R, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014-IV-R, Ltd.</title>
        <cusip>12549XAA8</cusip>
        <identifiers>
          <isin value="US12549XAA81"/>
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        <balance>4286000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2498383.71</valUSD>
        <pctVal>0.006205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 2015-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2015-I, Ltd.</title>
        <cusip>12548NAG8</cusip>
        <identifiers>
          <isin value="US12548NAG88"/>
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        <balance>7500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5507215.8</valUSD>
        <pctVal>0.013678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 2015-III, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2015-III, Ltd.</title>
        <cusip>12550HAE1</cusip>
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          <isin value="US12550HAE18"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7174589.45</valUSD>
        <pctVal>0.01782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 2015-IV, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2015-IV, Ltd.</title>
        <cusip>12550VAE0</cusip>
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          <isin value="US12550VAE02"/>
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        <balance>9100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6070064.42</valUSD>
        <pctVal>0.015076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2016-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2016-I, Ltd.</title>
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          <isin value="US17180UAB52"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1677536.49</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 2017-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2017-I, Ltd.</title>
        <cusip>12551BAC7</cusip>
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          <isin value="US12551BAC72"/>
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        <balance>8000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6103175.05</valUSD>
        <pctVal>0.015159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 2017-IV, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2017-IV, Ltd.</title>
        <cusip>12551KAC7</cusip>
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          <isin value="US12551KAC71"/>
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        <balance>18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15947800.41</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy XIX CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XIX CLO, Ltd.</title>
        <cusip>36319RAE0</cusip>
        <identifiers>
          <isin value="US36319RAE09"/>
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        <balance>2750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1371475.54</valUSD>
        <pctVal>0.003406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy XXVIII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXVIII CLO, Ltd.</title>
        <cusip>36320FAC7</cusip>
        <identifiers>
          <isin value="US36320FAC77"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117246.89</valUSD>
        <pctVal>0.000291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GoldenTree Loan Opportunities IX, Ltd.</name>
        <lei>N/A</lei>
        <title>GoldenTree Loan Opportunities IX, Ltd.</title>
        <cusip>G39666AC9</cusip>
        <identifiers>
          <isin value="USG39666AC92"/>
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        <balance>3250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1955691.22</valUSD>
        <pctVal>0.004857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XXII</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXII</title>
        <cusip>03766AAC9</cusip>
        <identifiers>
          <isin value="US03766AAC99"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2342512.51</valUSD>
        <pctVal>0.005818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2014-2 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2014-2 Ltd.</title>
        <cusip>40538DAE8</cusip>
        <identifiers>
          <isin value="US40538DAE85"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8824.08</valUSD>
        <pctVal>0.000022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2014-3 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2014-3 Ltd.</title>
        <cusip>40538GAE1</cusip>
        <identifiers>
          <isin value="US40538GAE17"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89108.1</valUSD>
        <pctVal>0.000221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2015-1 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2015-1 Ltd.</title>
        <cusip>40538JAG0</cusip>
        <identifiers>
          <isin value="US40538JAG04"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1142822.69</valUSD>
        <pctVal>0.002838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2015-2 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2015-2 Ltd.</title>
        <cusip>40538LAC4</cusip>
        <identifiers>
          <isin value="US40538LAC46"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1249050.77</valUSD>
        <pctVal>0.003102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2015-3 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2015-3 Ltd.</title>
        <cusip>40538NAC0</cusip>
        <identifiers>
          <isin value="US40538NAC02"/>
        </identifiers>
        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4626430.74</valUSD>
        <pctVal>0.011491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HarbourView CLO VII-R, Ltd.</name>
        <lei>N/A</lei>
        <title>HarbourView CLO VII-R, Ltd.</title>
        <cusip>41165HAC1</cusip>
        <identifiers>
          <isin value="US41165HAC16"/>
        </identifiers>
        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169228.23</valUSD>
        <pctVal>0.00042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jefferson Mill CLO Ltd.</name>
        <lei>N/A</lei>
        <title>Jefferson Mill CLO Ltd.</title>
        <cusip>47421LAA3</cusip>
        <identifiers>
          <isin value="US47421LAA35"/>
        </identifiers>
        <balance>6049689</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3176763.68</valUSD>
        <pctVal>0.00789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XV Limited Partnership</name>
        <lei>N/A</lei>
        <title>LCM XV Limited Partnership</title>
        <cusip>50184YAA6</cusip>
        <identifiers>
          <isin value="US50184YAA64"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120652.49</valUSD>
        <pctVal>0.0003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XVI Limited Partnership</name>
        <lei>N/A</lei>
        <title>LCM XVI Limited Partnership</title>
        <cusip>50185BAA5</cusip>
        <identifiers>
          <isin value="US50185BAA52"/>
        </identifiers>
        <balance>6814685</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3161824.74</valUSD>
        <pctVal>0.007853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XVII Limited Partnership</name>
        <lei>N/A</lei>
        <title>LCM XVII Limited Partnership</title>
        <cusip>50187DAA9</cusip>
        <identifiers>
          <isin value="US50187DAA90"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>627541.38</valUSD>
        <pctVal>0.001559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XXIV</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXIV</title>
        <cusip>G04883AB3</cusip>
        <identifiers>
          <isin value="USG04883AB37"/>
        </identifiers>
        <balance>6750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4488170.46</valUSD>
        <pctVal>0.011147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 XIII, Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XIII, Ltd.</title>
        <cusip>55818NAE5</cusip>
        <identifiers>
          <isin value="US55818NAE58"/>
        </identifiers>
        <balance>13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8881690.23</valUSD>
        <pctVal>0.02206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 XIV, Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XIV, Ltd.</title>
        <cusip>55818TAE2</cusip>
        <identifiers>
          <isin value="US55818TAE29"/>
        </identifiers>
        <balance>14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9554735.53</valUSD>
        <pctVal>0.023731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 XV, Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XV, Ltd.</title>
        <cusip>55818WAC9</cusip>
        <identifiers>
          <isin value="US55818WAC91"/>
        </identifiers>
        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2585506</valUSD>
        <pctVal>0.006422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mountain View CLO 2014-1 Ltd.</name>
        <lei>N/A</lei>
        <title>Mountain View CLO 2014-1 Ltd.</title>
        <cusip>62431YAA2</cusip>
        <identifiers>
          <isin value="US62431YAA29"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231631.71</valUSD>
        <pctVal>0.000575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mountain View CLO IX Ltd.</name>
        <lei>N/A</lei>
        <title>Mountain View CLO IX Ltd.</title>
        <cusip>62443RAC9</cusip>
        <identifiers>
          <isin value="US62443RAC97"/>
        </identifiers>
        <balance>8815500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5705767.1</valUSD>
        <pctVal>0.014172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 XIV, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XIV, Ltd.</title>
        <cusip>675722AA0</cusip>
        <identifiers>
          <isin value="US675722AA04"/>
        </identifiers>
        <balance>6150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3364037.27</valUSD>
        <pctVal>0.008355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 XV, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XV, Ltd.</title>
        <cusip>67590FAB7</cusip>
        <identifiers>
          <isin value="US67590FAB76"/>
        </identifiers>
        <balance>5644737</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3209167.23</valUSD>
        <pctVal>0.007971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 XVII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XVII, Ltd.</title>
        <cusip>67590HAL1</cusip>
        <identifiers>
          <isin value="US67590HAL15"/>
        </identifiers>
        <balance>16153000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8547216.54</valUSD>
        <pctVal>0.021229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 18-R Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 18-R Ltd.</title>
        <cusip>67590KAE0</cusip>
        <identifiers>
          <isin value="US67590KAE01"/>
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        <balance>4568944</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2324703.34</valUSD>
        <pctVal>0.005774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 20-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 20-R, Ltd.</title>
        <cusip>67576VAG9</cusip>
        <identifiers>
          <ticker value="OCT 20"/>
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        <balance>3500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2672228.46</valUSD>
        <pctVal>0.006637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XXVI</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXVI</title>
        <cusip>03766FAE4</cusip>
        <identifiers>
          <isin value="US03766FAE43"/>
        </identifiers>
        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4400858.54</valUSD>
        <pctVal>0.01093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 XXI, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XXI, Ltd.</title>
        <cusip>G6712MAC4</cusip>
        <identifiers>
          <isin value="USG6712MAC40"/>
        </identifiers>
        <balance>13822188</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6805927.81</valUSD>
        <pctVal>0.016904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 XXII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XXII, Ltd.</title>
        <cusip>67574QAG2</cusip>
        <identifiers>
          <isin value="US67574QAG29"/>
        </identifiers>
        <balance>6625000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4448654.02</valUSD>
        <pctVal>0.011049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 XXIII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XXIII, Ltd.</title>
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        <identifiers>
          <isin value="US67591AAE10"/>
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        <balance>12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10181226.13</valUSD>
        <pctVal>0.025287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 27, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 27, Ltd.</title>
        <cusip>67591CAC1</cusip>
        <identifiers>
          <isin value="US67591CAC10"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3434375.45</valUSD>
        <pctVal>0.00853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 30, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 30, Ltd.</title>
        <cusip>675921AC4</cusip>
        <identifiers>
          <isin value="US675921AC43"/>
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        <balance>9525000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7975663.89</valUSD>
        <pctVal>0.019809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 33, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 33, Ltd.</title>
        <cusip>67579NAC3</cusip>
        <identifiers>
          <isin value="US67579NAC39"/>
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        <balance>2850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2508246.16</valUSD>
        <pctVal>0.00623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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 Loan Funding, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Loan Funding, Ltd.</title>
        <cusip>67590TAC5</cusip>
        <identifiers>
          <isin value="US67590TAC53"/>
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        <balance>3240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1965437.78</valUSD>
        <pctVal>0.004882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM VI, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VI, Ltd.</title>
        <cusip>67108PAE4</cusip>
        <identifiers>
          <isin value="US67108PAE43"/>
        </identifiers>
        <balance>15688991</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8773514.86</valUSD>
        <pctVal>0.021791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM VII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VII, Ltd.</title>
        <cusip>67108XAE7</cusip>
        <identifiers>
          <isin value="US67108XAE76"/>
        </identifiers>
        <balance>2654467</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1276903.67</valUSD>
        <pctVal>0.003171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM VIII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VIII, Ltd.</title>
        <cusip>67107HAE3</cusip>
        <identifiers>
          <isin value="US67107HAE36"/>
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        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>409163.29</valUSD>
        <pctVal>0.001016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Babson CLO Ltd. 2015-I</name>
        <lei>N/A</lei>
        <title>Babson CLO Ltd. 2015-I</title>
        <cusip>05616JAE3</cusip>
        <identifiers>
          <isin value="US05616JAE38"/>
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        <balance>3400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1874568.37</valUSD>
        <pctVal>0.004656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM IX, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM IX, Ltd.</title>
        <cusip>G68670AB7</cusip>
        <identifiers>
          <isin value="USG68670AB70"/>
        </identifiers>
        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9490285.46</valUSD>
        <pctVal>0.023571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM XII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM XII, Ltd.</title>
        <cusip>67109XAE6</cusip>
        <identifiers>
          <isin value="US67109XAE67"/>
        </identifiers>
        <balance>12122952</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7089197.44</valUSD>
        <pctVal>0.017608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM XXII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM XXII, Ltd.</title>
        <cusip>67108NAE9</cusip>
        <identifiers>
          <isin value="US67108NAE94"/>
        </identifiers>
        <balance>27343000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15498262.12</valUSD>
        <pctVal>0.038493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Romark WM-R Ltd.</name>
        <lei>N/A</lei>
        <title>Romark WM-R Ltd.</title>
        <cusip>939224AA9</cusip>
        <identifiers>
          <isin value="US939224AA98"/>
        </identifiers>
        <balance>490713</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281731.58</valUSD>
        <pctVal>0.0007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO II, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO II, Ltd.</title>
        <cusip>83608FAF5</cusip>
        <identifiers>
          <isin value="US83608FAF53"/>
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        <balance>21053778</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12271830.8</valUSD>
        <pctVal>0.03048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO VII-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO VII-R, Ltd.</title>
        <cusip>83609DAE2</cusip>
        <identifiers>
          <isin value="US83609DAE22"/>
        </identifiers>
        <balance>9002745</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4303184.72</valUSD>
        <pctVal>0.010688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO XVII, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO XVII, Ltd.</title>
        <cusip>83611FAC7</cusip>
        <identifiers>
          <isin value="US83611FAC77"/>
        </identifiers>
        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13755800.37</valUSD>
        <pctVal>0.034166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO XVIII, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO XVIII, Ltd.</title>
        <cusip>83608DAE3</cusip>
        <identifiers>
          <isin value="US83608DAE31"/>
        </identifiers>
        <balance>6250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5915906.96</valUSD>
        <pctVal>0.014693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Symphony CLO XIV, Ltd.</name>
        <lei>N/A</lei>
        <title>Symphony CLO XIV, Ltd.</title>
        <cusip>87159UAE9</cusip>
        <identifiers>
          <isin value="US87159UAE91"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263268.62</valUSD>
        <pctVal>0.000654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Symphony CLO XVI, Ltd.</name>
        <lei>N/A</lei>
        <title>Symphony CLO XVI, Ltd.</title>
        <cusip>87165TAC8</cusip>
        <identifiers>
          <isin value="US87165TAC80"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3293433.82</valUSD>
        <pctVal>0.00818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</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. 2018-III</name>
        <lei>N/A</lei>
        <title>Barings CLO Ltd. 2018-III</title>
        <cusip>05618JAE1</cusip>
        <identifiers>
          <isin value="US05618JAE10"/>
        </identifiers>
        <balance>397600</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168812.85</valUSD>
        <pctVal>0.000419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2013-1 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2013-1 CLO, Ltd.</title>
        <cusip>G88278AC3</cusip>
        <identifiers>
          <isin value="USG88278AC32"/>
        </identifiers>
        <balance>10395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6025895.38</valUSD>
        <pctVal>0.014967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2013-2 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2013-2 CLO, Ltd.</title>
        <cusip>87245KAA5</cusip>
        <identifiers>
          <isin value="US87245KAA51"/>
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        <balance>3250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1696835.16</valUSD>
        <pctVal>0.004214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <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>THL Credit Wind River 2014-1 CLO, Ltd.</title>
        <cusip>88432EAA0</cusip>
        <identifiers>
          <isin value="US88432EAA01"/>
        </identifiers>
        <balance>11800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7333418.6</valUSD>
        <pctVal>0.018214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2018-2 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2018-2 CLO, Ltd.</title>
        <cusip>88433LAC9</cusip>
        <identifiers>
          <isin value="US88433LAC90"/>
        </identifiers>
        <balance>8884000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7693917.33</valUSD>
        <pctVal>0.01911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2018-3 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2018-3 CLO, Ltd.</title>
        <cusip>88432XAC4</cusip>
        <identifiers>
          <isin value="US88432XAC48"/>
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        <balance>13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11472275.06</valUSD>
        <pctVal>0.028494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XVIII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XVIII CLO, Ltd.</title>
        <cusip>92329HAB9</cusip>
        <identifiers>
          <isin value="US92329HAB96"/>
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        <balance>4750000</balance>
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        <valUSD>3235711.27</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>

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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Venture 28A CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture 28A CLO, Ltd.</title>
        <cusip>92331CAC4</cusip>
        <identifiers>
          <isin value="US92331CAC47"/>
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        <balance>12000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
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      </invstOrSec>
      <invstOrSec>
        <name>Venture XXX CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XXX CLO, Ltd.</title>
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        <identifiers>
          <isin value="US92331PAC59"/>
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        <balance>5100000</balance>
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        <curCd>USD</curCd>
        <valUSD>4449007.19</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XXXII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XXXII CLO, Ltd.</title>
        <cusip>92325RAE5</cusip>
        <identifiers>
          <isin value="US92325RAE53"/>
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        <balance>7929328</balance>
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        <curCd>USD</curCd>
        <valUSD>7288934.63</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>
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        <securityLending>
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      <invstOrSec>
        <name>Venture XXXIV CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XXXIV CLO, Ltd.</title>
        <cusip>G93802AB5</cusip>
        <identifiers>
          <isin value="USG93802AB53"/>
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        <balance>5250000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO 2012-2 Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO 2012-2 Ltd.</title>
        <cusip>G1353HAB2</cusip>
        <identifiers>
          <isin value="USG1353HAB27"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1824219.36</valUSD>
        <pctVal>0.004531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Voya IM CLO 2013-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2013-1, Ltd.</title>
        <cusip>G4778MAB2</cusip>
        <identifiers>
          <isin value="USG4778MAB21"/>
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        <balance>4174688</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2418660.33</valUSD>
        <pctVal>0.006007</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya IM CLO 2013-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2013-3, Ltd.</title>
        <cusip>44987FAE1</cusip>
        <identifiers>
          <isin value="US44987FAE16"/>
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        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1584212.89</valUSD>
        <pctVal>0.003935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya IM CLO 2014-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2014-1, Ltd.</title>
        <cusip>44987GAE9</cusip>
        <identifiers>
          <isin value="US44987GAE98"/>
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        <balance>314774</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172798.05</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Voya CLO 2014-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2014-3, Ltd.</title>
        <cusip>92912NAC7</cusip>
        <identifiers>
          <isin value="US92912NAC74"/>
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        <balance>7000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1160780.68</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2014-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2014-4, Ltd.</title>
        <cusip>92914VAE3</cusip>
        <identifiers>
          <isin value="US92914VAE39"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>586599.11</valUSD>
        <pctVal>0.001457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2015-2, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2015-2, Ltd.</title>
        <cusip>92914YAC1</cusip>
        <identifiers>
          <isin value="US92914YAC12"/>
        </identifiers>
        <balance>13712000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9573047.58</valUSD>
        <pctVal>0.023777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2016-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2016-1, Ltd.</title>
        <cusip>92915EAC4</cusip>
        <identifiers>
          <isin value="US92915EAC49"/>
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        <balance>7750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6845102.95</valUSD>
        <pctVal>0.017001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2016-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2016-3, Ltd.</title>
        <cusip>92915KAC0</cusip>
        <identifiers>
          <isin value="US92915KAC09"/>
        </identifiers>
        <balance>10225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7475069.5</valUSD>
        <pctVal>0.018566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2017-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2017-3, Ltd.</title>
        <cusip>92916PAC8</cusip>
        <identifiers>
          <isin value="US92916PAC86"/>
        </identifiers>
        <balance>5750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5354350.34</valUSD>
        <pctVal>0.013299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2018-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-1, Ltd.</title>
        <cusip>92917BAC8</cusip>
        <identifiers>
          <isin value="US92917BAC81"/>
        </identifiers>
        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8832747.03</valUSD>
        <pctVal>0.021938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2019-11-29</ncom:dateSigned>
      <ncom:nameOfApplicant>Priority Income Fund, Inc.</ncom:nameOfApplicant>
      <ncom:signature>Kristin Van Dask</ncom:signature>
      <ncom:signerName>Kristin Van Dask</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
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</DOCUMENT>
<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>tm1923861d2_nportex.htm
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><FONT STYLE="color: Black"><B>PRIORITY
INCOME FUND, INC.</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><FONT STYLE="color: Black"><B>SCHEDULE
OF INVESTMENTS</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><FONT STYLE="color: Black"><B>September
30, 2019</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><FONT STYLE="color: Black"><B>(unaudited)</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><FONT STYLE="color: Black">&nbsp;</FONT></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="font: bold 10pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid; white-space: nowrap"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Portfolio&nbsp;Investments<SUP>(1)(5)</SUP></B></FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; white-space: nowrap"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid; white-space: nowrap"><FONT STYLE="color: Black">Investment</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; white-space: nowrap"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: center; white-space: nowrap"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Estimated<BR>
    Yield<SUP>(2)</SUP>/<BR> Interest<BR> Rate</B></FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; white-space: nowrap"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid; white-space: nowrap"><FONT STYLE="color: Black">Legal<BR>
    Maturity</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; white-space: nowrap"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid; white-space: nowrap"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Acquisition<BR>
    date<SUP>(7)</SUP></B></FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; white-space: nowrap"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid; white-space: nowrap"><FONT STYLE="color: Black">Principal<BR>
    Amount</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; white-space: nowrap"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid; white-space: nowrap"><FONT STYLE="color: Black">Amortized<BR>
    Cost</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; white-space: nowrap"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid; white-space: nowrap"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Fair&nbsp;Value<SUP>(3)<BR>
    </SUP>Level&nbsp;3</B></FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt; white-space: nowrap"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: center; white-space: nowrap"><FONT STYLE="color: Black">%&nbsp;of Net<BR> Assets</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; white-space: nowrap"><FONT STYLE="color: Black">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="7" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Collateralized
    Loan Obligation - Equity Class (Cayman Islands)</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="width: 27%; font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Adams
    Mill CLO Ltd.(6)</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated
    Notes</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.00</FONT></TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/15/2026</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8/12/2014</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">500,000</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">288,258</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 8%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">158,928</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.0</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Apidos
    CLO XVIII-R</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">20.27</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/22/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/22/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">410,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">477,268</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">415,729</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Apidos
    CLO XXI</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17.14</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/18/2027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6/18/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,311,140</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,474,097</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.9</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Apidos
    CLO XXII</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9.39</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/14/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,739,384</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,342,513</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.6</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Apidos
    CLO XXIV</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">25.30</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5/21/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,750,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,186,628</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,488,170</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Apidos
    CLO XXVI</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">23.30</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/18/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/29/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,139,946</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,400,859</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Babson
    CLO Ltd. 2015-I</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10.56</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/29/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,400,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,441,147</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,874,568</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.5</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Barings
    CLO Ltd. 2018-III</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9.84</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/20/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11/18/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">397,600</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">242,605</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">168,813</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">BlueMountain
    CLO 2012-2 Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12.50</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11/20/2028</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/14/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,511,023</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,824,219</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.5</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">BlueMountain
    CLO 2013-2 Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11.05</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/22/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/6/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,900,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,462,958</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,027,870</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.3</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">BlueMountain
    Fuji US CLO II Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">16.29</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9/28/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,360,071</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,081,766</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.5</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">California
    Street CLO XII, Ltd.(6)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.00</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/15/2025</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9/17/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">14,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,621,757</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,890,350</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Carlyle
    Global Market Strategies CLO 2013-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">16.40</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8/14/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6/30/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17,550,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13,004,107</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10,017,161</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.5</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Carlyle
    Global Market Strategies CLO 2013-4, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">18.06</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12/28/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11,839,488</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,100,282</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,050,597</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Carlyle
    Global Market Strategies CLO 2014-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">29.37</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/17/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3/3/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12,870,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,381,013</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,482,807</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Carlyle
    Global Market Strategies CLO 2014-3-R, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17.02</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/27/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6/15/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13,168,398</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12,151,413</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Carlyle
    Global Market Strategies CLO 2016-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">20.97</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/20/2027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/20/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,981,761</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,831,416</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Carlyle
    Global Market Strategies CLO 2016-3, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">19.31</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9/13/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,245,614</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,929,317</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,719,018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.7</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Carlyle
    Global Market Strategies CLO 2017-5, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">16.45</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/22/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/30/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,798,213</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,896,954</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.2</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Cedar
    Funding II CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17.99</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6/9/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9/29/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,967,782</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,727,324</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Cedar
    Funding IV CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">18.76</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/23/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6/23/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">21,114,286</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">18,165,041</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17,119,849</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4.3</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Cedar
    Funding V CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17.62</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/17/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/17/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,358,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,494,058</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,369,272</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.6</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Cedar
    Funding VI CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">21.45</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2028</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8/10/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,892,500</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,694,623</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,596,822</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Cent
    CLO 21 Limited</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">14.07</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/27/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6/18/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">510,555</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">399,114</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">305,722</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2013-I, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">18.43</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/16/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6/7/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,678,300</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,418,829</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2013-II, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9.94</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/18/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2/11/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">305,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">206,687</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">156,981</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2013-IV, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">19.75</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/28/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3/19/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,017,105</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,077,073</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.3</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2014, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15.30</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3/13/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,758,900</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,862,951</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,652,375</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2014-III, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17.65</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/22/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11/17/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11,700,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,448,011</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,032,627</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.7</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2014-IV-R, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17.23</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/17/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9/3/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,286,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,708,412</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,498,384</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.6</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
</TABLE>

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

<!-- Field: Page; Sequence: 1; Options: NewSection -->
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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">&nbsp;</FONT></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="font: bold 10pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Portfolio&nbsp;Investments<SUP>(1)(5)</SUP></B></FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Investment</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Estimated<BR>
    Yield<SUP>(2)</SUP>/<BR> Interest<BR> Rate</B></FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Legal<BR>
    Maturity</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Acquisition<BR>
    date<SUP>(7)</SUP></B></FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Principal<BR>
    Amount</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Amortized<BR>
    Cost</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid; white-space: nowrap"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Fair&nbsp;Value<SUP>(3)<BR>
    </SUP>Level&nbsp;3</B></FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="color: Black">%&nbsp;of
    Net<BR> Assets</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&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; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Collateralized
    Loan Obligation - Equity Class (Cayman Islands)</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="width: 27%; font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2015-I, Ltd.</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated
    Notes</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">20.61</FONT></TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/22/2031</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">11/30/2015</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,500,000</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,703,025</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 8%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,507,216</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.4</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2015-III, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">19.06</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/19/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">5/31/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,743,177</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,174,589</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2015-IV, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">14.28</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">5/2/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,100,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,542,792</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,070,064</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.5</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2016-I, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12.91</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/21/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">12/21/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,774,257</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,677,536</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2017-I, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13.83</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/21/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">3/9/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,479,232</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,103,175</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.5</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2017-IV, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">18.05</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/24/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">9/19/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">18,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17,366,298</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15,947,801</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Galaxy
    XIX CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15.21</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/24/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">12/8/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,750,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,865,544</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,371,476</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.3</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Galaxy
    XXVIII CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8.77</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">6/27/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">250,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">181,765</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">117,247</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">GoldenTree
    Loan Opportunities IX, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15.65</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/29/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/24/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,250,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,450,353</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,955,691</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.5</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Halcyon
    Loan Advisors Funding 2014-2 Ltd.(6)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.00</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/28/2025</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">4/28/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">400,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">210,313</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,824</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Halcyon
    Loan Advisors Funding 2014-3 Ltd.(6)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.00</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/22/2025</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">9/29/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">298,545</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">89,108</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Halcyon
    Loan Advisors Funding 2015-1 Ltd.(6)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.00</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/20/2027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">4/16/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,940,747</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,142,823</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.3</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Halcyon
    Loan Advisors Funding 2015-2 Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.28</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/25/2027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">6/24/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,088,197</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,249,051</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.3</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Halcyon
    Loan Advisors Funding 2015-3 Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10.80</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/18/2027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">9/3/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,684,492</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,626,431</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">HarbourView
    CLO VII-R, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13.85</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">6/10/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">275,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">193,839</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">169,228</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Jefferson
    Mill CLO Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11.85</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/28/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,049,689</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,756,358</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,176,764</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">LCM
    XV Limited Partnership</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7.01</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/20/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">2/25/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">250,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">186,397</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">120,652</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">LCM
    XVI Limited Partnership</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11.75</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">6/19/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,814,685</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,471,609</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,161,825</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">LCM
    XVII Limited Partnership</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">14.62</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10/15/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">710,275</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">627,541</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.2</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Madison
    Park Funding XIII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">23.20</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/22/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">2/27/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,212,243</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,881,690</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.2</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Madison
    Park Funding XIV, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15.76</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/22/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">8/6/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">14,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10,333,576</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,554,736</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Madison
    Park Funding XV, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11.28</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/27/2026</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">12/29/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,919,605</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,585,506</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.6</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Mountain
    View CLO 2014-1 Ltd.(6)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.00</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/15/2026</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">9/25/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">533,200</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">231,632</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Mountain
    View CLO IX Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">21.04</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">6/25/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,815,500</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,186,003</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,705,767</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Investment Partners XIV, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">16.72</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/16/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">12/6/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,150,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,990,769</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,364,037</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Investment Partners XV, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">21.74</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/19/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">5/28/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,644,737</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,108,318</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,209,167</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Investment Partners XVII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">20.58</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/25/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/2/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">16,153,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,671,269</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,547,217</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Investment Partners 18-R, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15.53</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/16/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">8/4/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,568,944</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,690,020</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,324,703</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.6</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Investment Partners 20-R, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">19.64</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5/12/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">5/13/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,663,203</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,672,228</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.7</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Investment Partners XXI, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15.48</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2/14/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">1/13/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13,822,188</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,896,578</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,805,928</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.7</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Investment Partners XXII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">18.27</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/22/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">11/25/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,625,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,897,416</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,448,654</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Investment Partners XXIII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">26.38</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/15/2027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">2/8/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,592,351</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10,181,226</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.5</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Investment Partners 27, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">18.32</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/15/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">11/2/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,706,857</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,434,375</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.9</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
</TABLE>

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


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">&nbsp;</FONT></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="font: bold 10pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Portfolio&nbsp;Investments<SUP>(1)(5)</SUP></B></FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Investment</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Estimated<BR>
    Yield<SUP>(2)</SUP>/<BR> Interest<BR> Rate</B></FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Legal<BR>
    Maturity</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Acquisition<BR>
    date<SUP>(7)</SUP></B></FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Principal<BR>
    Amount</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Amortized<BR>
    Cost</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid; white-space: nowrap"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Fair&nbsp;Value<SUP>(3)<BR>
    </SUP>Level&nbsp;3</B></FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="color: Black">%&nbsp;of
    Net<BR> Assets</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&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; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Collateralized
    Loan Obligation - Equity Class (Cayman Islands)</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="width: 27%; font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Investment Partners 30, Ltd.</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated
    Notes</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15.11</FONT></TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3/17/2030</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">11/20/2017</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,525,000</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,088,546</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 8%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,975,664</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.0</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Investment Partners 33, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">19.07</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/11/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,850,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,591,206</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,508,246</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.6</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Octagon
    Loan Funding, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15.83</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">9/17/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,240,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,268,773</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,965,438</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.5</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">OZLM
    VI, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12.35</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/17/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">11/3/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15,688,991</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11,058,607</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,773,515</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.2</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">OZLM
    VII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9.41</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/17/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">11/6/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,654,467</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,595,838</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,276,904</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.3</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">OZLM
    VIII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7.23</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/17/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">9/9/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">950,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">599,862</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">409,163</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">OZLM
    IX, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13.09</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">2/27/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11,317,587</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,490,285</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">OZLM
    XII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8.78</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/30/2027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">1/20/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12,122,952</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,439,563</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,089,197</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">OZLM
    XXII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17.51</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/17/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">5/16/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">27,343,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">16,223,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15,498,262</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Romark
    WM-R Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11.85</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">5/15/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">490,713</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">403,617</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">281,732</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Sound
    Point CLO II, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">20.33</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/26/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">5/20/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">21,053,778</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12,605,463</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12,271,831</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Sound
    Point CLO VII-R, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">25.21</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/23/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">8/2/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,002,745</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,042,556</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,303,185</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Sound
    Point CLO XVII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">19.28</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/13/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">14,275,188</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13,755,800</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Sound
    Point CLO XVIII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17.66</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/21/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10/31/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,250,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,331,828</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,915,907</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.5</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Symphony
    CLO XIV, Ltd.(6)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.00</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/14/2026</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">5/29/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">750,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">468,326</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">263,269</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Symphony
    CLO XVI, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11.57</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/15/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,291,894</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,293,434</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">THL
    Credit Wind River 2013-1 CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11.24</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/20/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">11/3/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10,395,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,779,609</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,025,895</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.5</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">THL
    Credit Wind River 2013-2 CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13.59</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/18/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">12/29/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,250,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,984,676</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,696,835</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">THL
    Credit Wind River 2014-1 CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">19.78</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/13/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11,800,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,445,508</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,333,419</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">THL
    Credit Wind River 2018-2 CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17.62</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/15/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">3/13/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,884,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,894,767</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,693,917</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.9</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">THL
    Credit Wind River 2018-3 CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">18.91</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/2/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11,614,225</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11,472,275</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Venture
    XVIII CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">19.47</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/15/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/18/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,750,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,274,052</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,235,711</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Venture
    28A CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">17.33</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/18/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10,517,773</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,756,923</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Venture
    XXX CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">19.98</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/18/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,100,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,540,587</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,449,007</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Venture
    XXXII CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">20.32</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10/11/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,929,328</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,528,604</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,288,935</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Venture
    XXXIV CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">20.77</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">8/1/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,250,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,526,745</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,524,719</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Voya
    IM CLO 2013-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Income Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13.94</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/15/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">6/14/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,174,688</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,917,353</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,418,660</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.6</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Voya
    IM CLO 2013-3, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8.31</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">2/23/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,352,982</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,584,213</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Voya
    IM CLO 2014-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">12.21</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">3/13/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">314,774</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">233,484</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">172,798</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Voya
    CLO 2014-3, Ltd.(6)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.00</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/25/2026</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">4/15/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,647,020</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,160,781</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.3</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Voya
    CLO 2014-4, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11.76</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/14/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">11/25/2014</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">773,282</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">586,599</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.1</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Voya
    CLO 2015-2, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">23.60</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/23/2027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/23/2015</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13,712,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,013,484</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,573,048</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Voya
    CLO 2016-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">19.05</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/21/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">2/25/2016</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,750,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,950,967</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,845,103</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.7</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
</TABLE>

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


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">&nbsp;</FONT></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="font: bold 10pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Portfolio&nbsp;Investments<SUP>(1)(5)</SUP></B></FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Investment</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Estimated<BR>
    Yield<SUP>(2)</SUP>/<BR> Interest<BR> Rate</B></FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Legal<BR>
    Maturity</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Acquisition<BR>
    date<SUP>(7)</SUP></B></FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Principal<BR>
    Amount</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">Amortized<BR>
    Cost</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Fair&nbsp;Value<SUP>(3)<BR>
    </SUP>Level&nbsp;3</B></FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="color: Black">%&nbsp;of&nbsp;Net<BR> Assets</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&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; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Collateralized
    Loan Obligation - Equity Class (Cayman Islands)</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="width: 27%; font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Voya
    CLO 2016-3, Ltd.</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated
    Notes</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">14.87</FONT></TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2031</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10/27/2016</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10,225,000</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,693,922</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="width: 8%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,475,070</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.9</FONT></TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Voya
    CLO 2017-3, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">11.56</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/20/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/12/2017</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,750,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,495,636</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,354,350</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.3</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Voya
    CLO 2018-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Subordinated Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">15.26</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/19/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">4/6/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,844,971</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,832,747</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.2</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">West
    CLO 2014-1 Ltd.(6)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">Subordinated
    Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.00</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right; padding-bottom: 1pt"><FONT STYLE="color: Black">7/18/2026</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/24/2014</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">13,375,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,087,430</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,505,270</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.4</FONT></TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="12" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; padding-bottom: 1pt; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Total Collateralized Loan Obligation - Equity Class</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">520,554,914</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">466,554,521</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: bold 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">115.9</FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="7" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="font: 10pt Times New Roman, Times, Serif; color: Black"><B>Collateralized Loan Obligation - Debt Class (Cayman Islands)<SUP>(4)</SUP></B></FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Carlyle
    Global Market Strategies 2014-2-R, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class E Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.16%
    (LIBOR + 8.00%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">3/8/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,716,587</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,277,880</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Carlyle
    CLO 17, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class E-R Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.62%
    (LIBOR + 8.35%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/30/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">3/7/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,751,086</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,923,872</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.7</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Cent
    CLO 21 Limited</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class E Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.91%
    (LIBOR + 8.65%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/27/2030</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/27/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">109,122</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">102,931</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">107,921</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2014-V, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class F Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.80%
    (LIBOR + 8.50%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/17/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">9/27/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">750,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">727,646</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">739,502</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.2</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2015-IV, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class E-R Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.93%
    (LIBOR + 8.65%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/20/2027</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">1/22/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">9,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,628,415</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,829,498</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.2</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">CIFC
    Funding 2016-I, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class F-R Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">13.10%
    (LIBOR + 11.00%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/21/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">9/27/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,750,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,562,381</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,750,736</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.9</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Galaxy
    XXI CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class F-R Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">9.53%
    (LIBOR + 7.25%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/20/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">3/12/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,701,725</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,719,725</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Galaxy
    XXVII CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class F Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.23%
    (LIBOR + 8.06%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5/16/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">3/7/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,321,170</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1,456,291</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Galaxy
    XXVIII CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class F Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.78%
    (LIBOR + 8.48%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">7/16/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">41,713</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">38,724</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">41,138</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">HarbourView
    CLO VII-R, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class F Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.57%
    (LIBOR + 8.27%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10/31/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">6,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,773,117</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">5,835,698</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Mountain
    View CLO IX Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class E Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.32%
    (LIBOR + 8.02%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7/15/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10/31/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,625,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,478,540</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,512,084</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.9</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">OZLM
    VIII, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class E Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.47%
    (LIBOR + 8.17%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">10/17/2029</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">11/15/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,400,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,141,848</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">8,164,856</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">2.0</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Sound
    Point CLO IV-R, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class F Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.40%
    (LIBOR + 8.10%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">4/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">3/20/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,500,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,166,039</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">3,394,276</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">0.8</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">Venture
    XIX CLO, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">Class F-RR Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.80%
    (LIBOR + 8.50%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1/15/2032</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">12/11/2018</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,900,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,651,381</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">7,714,935</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">1.9</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt; padding-bottom: 1pt"><FONT STYLE="color: Black">Voya
    IM CLO 2014-1, Ltd.</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">Class
    E-R Notes</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">10.65%
    (LIBOR + 8.35%)</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right; padding-bottom: 1pt"><FONT STYLE="color: Black">4/18/2031</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right; padding-bottom: 1pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">4/15/2019</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right; padding-bottom: 1pt"><FONT STYLE="color: Black">3,000,000</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">2,728,516</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">2,924,048</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">0.7</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="12" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; text-indent: -10pt; padding-left: 10pt; padding-bottom: 1pt"><FONT STYLE="color: Black">Total
    Collateralized Loan Obligation - Debt Class</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">56,490,106</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">58,392,460</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">14.5</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="12" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; text-indent: -10pt; padding-left: 10pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left"><FONT STYLE="color: Black">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="11" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt; padding-bottom: 2.5pt"><FONT STYLE="color: Black">Total
    Portfolio Investments</FONT></TD><TD STYLE="font-size: 10pt; text-align: right; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; border-bottom: Black 2.5pt double"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 2.5pt double"><FONT STYLE="color: Black">577,045,020</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; border-bottom: Black 2.5pt double"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 2.5pt double"><FONT STYLE="color: Black">524,946,981</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 2.5pt double"><FONT STYLE="color: Black">130.4</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="color: Black">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="12" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt; padding-bottom: 1pt"><FONT STYLE="color: Black">Other
    liabilities in excess of assets</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">(122,324,589</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">)</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="color: Black">(30.4</FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">)%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="5" STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; text-indent: -10pt; padding-left: 10pt; padding-bottom: 2.5pt"><FONT STYLE="color: Black">Net
    assets (31,643,370 shares issued and outstanding)</FONT></TD><TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; border-bottom: Black 2.5pt double"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 2.5pt double"><FONT STYLE="color: Black">402,622,392</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 2.5pt double"><FONT STYLE="color: Black">100.0</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 2.5pt"><FONT STYLE="color: Black">%</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-indent: -10pt; padding-left: 10pt; padding-bottom: 1pt"><FONT STYLE="color: Black">Net
    asset value per share</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: center; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: right; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; border-bottom: Black 2pt double"><FONT STYLE="color: Black">$</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: right; border-bottom: Black 2pt double"><FONT STYLE="color: Black">12.72</FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD><TD STYLE="font-size: 10pt; text-align: left; padding-bottom: 1pt"><FONT STYLE="color: Black">&nbsp;</FONT></TD></TR>
</TABLE>

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


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; color: Black"><SUP>(1)</SUP></FONT><FONT STYLE="color: Black">&nbsp;Priority
Income Fund, Inc (the &ldquo;Company&rdquo;)&nbsp;does not &quot;control&quot; and is not an &quot;affiliate&quot; of any of the
portfolio investments, each term as defined in the Investment Company Act of 1940, as amended (the &quot;1940 Act&quot;). In general,
under the 1940 Act, the Company would be presumed to &quot;control&quot; a portfolio company if the Company owned 25% or more
of its voting securities and would be an &quot;affiliate&quot; of a portfolio company if the Company owned 5% or more of its voting
securities.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; color: Black"><SUP>(2)
</SUP></FONT><FONT STYLE="color: Black">The CLO subordinated notes/securities/fee notes, income notes and preferred shares are
considered equity positions in the CLOs. The CLO equity investments are entitled to recurring distributions which are generally
equal to the excess cash flow generated from the underlying investments after payment of the contractual payments to debt holders
and fund expenses. The current estimated yield is based on the current projections of this excess cash flow taking into account
assumptions which have been made regarding expected prepayments,&nbsp;losses and future reinvestment rates. These assumptions
are periodically reviewed and adjusted.&nbsp;Ultimately, the actual yield may be higher or lower than the estimated yield if actual
results differ from those used for the assumptions.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; color: Black"><SUP>(3)
</SUP></FONT><FONT STYLE="color: Black">Fair value is determined by or under the direction of the Company&rsquo;s Board of Directors.
As of September 30, 2019, all of the Company&rsquo;s investments were classified as Level 3. ASC 820 classifies such unobservable
inputs used to measure fair value as Level 3 within the valuation hierarchy. (See Note 1).</FONT></P>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; color: Black"><SUP>(4)
</SUP></FONT><FONT STYLE="color: Black">The interest rate on these investments is subject to the base rate of 3-Month LIBOR, which
was 2.09% at September 30, 2019. The current base rate for each investment may be different from the reference rate on September
30, 2019.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; color: Black"><SUP>(5)
</SUP></FONT><FONT STYLE="color: Black">Restricted securities for which quotations are not readily available are valued at fair
value, as determined by the Board of Directors.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; color: Black"><SUP>(6)
</SUP></FONT><FONT STYLE="color: Black">The effective yield has been estimated to be 0% as expected future cash flows are anticipated
to not be sufficient to repay the investment at cost. If the expected investment proceeds increase, there is a potential for future
investment income from the investment. Distributions, once received, will be recognized as return of capital with any remaining
unamortized investment costs written off if the actual distributions are less than the amortized investment cost. If an investment
has been impaired upon being called, any future distributions will be recorded as a return of capital. To the extent that the
impaired CLO&rsquo;s cost basis is fully recovered, any future distributions will be recorded as realized gains.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; color: Black"><SUP>(7)
</SUP></FONT><FONT STYLE="color: Black">In accordance with endnote 8 of Regulation S-X Rule 12-12 - Form and Content of Schedules
- Investments in securities of unaffiliated issuers, we have updated the presentation of our Schedule of Investments to include
the acquisition dates of our investments.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><FONT STYLE="color: Black">See accompanying
notes to schedule of investments.</FONT></P>

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


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

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; color: gray"><FONT STYLE="color: Black"><B>Notes to Schedule
of Investments</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">September 30, 2019</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">(unaudited)</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black"><B>Note 1. Investments</B></FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">Priority Income
Fund, Inc. (the &ldquo;Company&rdquo;) follows guidance under U.S. generally accepted accounting principles, which classifies
the inputs used to measure fair values into the following hierarchy:</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify"><FONT STYLE="color: Black">Level
1. Unadjusted quoted prices in active markets for identical assets or liabilities that the Company has the ability to access at
the measurement date.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify"><FONT STYLE="color: Black">Level
2. Quoted prices for similar assets or liabilities in active markets, or quoted prices for identical or similar assets or liabilities
on an inactive market, or other observable inputs other than quoted prices.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify"><FONT STYLE="color: Black">Level
3. Unobservable inputs for the asset or liability.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">In all cases,
the level in the fair value hierarchy within which the fair value measurement in its entirety falls is determined based on the
lowest level input that is significant to the fair value measurement in its entirety. The assessment of the significance of a
particular input to the fair value measurement in its entirety requires judgment and considers factors specific to each investment.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">Investments
for which market quotations are readily available are valued at such market quotations and are classified in Level 1 of the fair
value hierarchy.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">U.S. government
securities for which market quotations are available are valued at a price provided by an independent pricing agent or primary
dealer. The pricing agent or primary dealer provides these prices usually after evaluating inputs including yield curves, credit
rating, yield spreads, default rates, cash flows, broker quotes and reported trades. U.S. government securities are categorized
in Level 2 of the fair value hierarchy.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">With respect
to investments for which market quotations are not readily available, or when such market quotations are deemed not to represent
fair value, the board of directors (the &ldquo;Board&rdquo;) has approved a multi-step valuation process for each quarter, as
described below, and such investments are classified in Level 3 of the fair value hierarchy:</FONT></P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-size: 10pt; color: Black">1.</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-size: 10pt; color: Black">each
                                         portfolio investment is reviewed by investment professionals of the Adviser with an independent
                                         valuation firm engaged by the Board;</FONT></TD></TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="color: Black">2.</FONT></TD><TD><FONT STYLE="color: Black">the independent valuation firm
                                         conducts independent valuations and make its own independent assessments;</FONT></TD></TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="color: Black">3.</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="color: Black">the
                                         audit committee of the Board (the &ldquo;Audit Committee&rdquo;) reviews and discusses
                                         the preliminary valuation of the Adviser and that of the independent valuation firm;
                                         and</FONT></TD></TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="color: Black">4.</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="color: Black">the
                                         Board discusses valuations and determines the fair value of each investment in the Company&rsquo;s
                                         portfolio in good faith based on the input of the Adviser, the independent valuation
                                         firm and the Audit Committee.</FONT></TD></TR></TABLE>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">In August 2018,
the FASB issued ASU No. 2018-13,&nbsp;Fair Value Measurement (Topic 820):&nbsp;Disclosure Framework&mdash;Changes to the Disclosure
Requirements for Fair Value Measurement.&nbsp;The standard will modify the disclosure requirements for fair value measurements
by removing, modifying, or adding certain disclosures. ASU No. 2018-13 is effective for annual reporting periods beginning after
December 15, 2019, including interim periods within that reporting period. Early adoption is permitted upon issuance of this ASU.
We are currently evaluating the impact of adopting this ASU on our N-PORT and financial statement presentations.</FONT></P>

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


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

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; color: gray"><FONT STYLE="color: Black"><B>Notes to Schedule
of Investments</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">September 30, 2019</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">(unaudited)</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">The
Company's investments in CLOs are classified as Level 3 fair value measured securities under ASC 820 and are valued primarily
using a discounted multi-path cash flow model. The CLO structures are analyzed to identify the risk exposures and to determine
an appropriate call date (i.e., expected maturity). These risk factors are sensitized using Monte Carlo simulations, which is
a simulation used to model the probability of different outcomes</FONT><FONT STYLE="color: Black">, to generate probability-weighted
(i.e., multi-path) cash flows from the underlying assets and liabilities. These cash flows, after payments to debt tranches senior
to our equity positions, are discounted using appropriate market discount rates, and relevant data in the CLO market as well as
certain benchmark credit indices are considered, to determine the value of each CLO investment. In addition, the Company generates
a single-path cash flow utilizing our best estimate of expected cash receipts, and assesses the reasonableness of the implied
discount rate that would be effective for the value derived from the multi-path cash flows. The Company is not responsible for
and has no influence over the asset management of the portfolios underlying the CLO investments the Company holds as those portfolios
are managed by non-affiliated third party CLO collateral managers. The main risk factors are: default risk, prepayment risk, interest
rate risk, downgrade risk, and credit spread risk.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The types of
factors that are taken into account in fair value determination include, as relevant, market changes in expected returns for similar
investments, performance improvement or deterioration, the nature and realizable value of any collateral, the issuer&rsquo;s ability
to make payments and its earnings and cash flows, the markets in which the issuer does business, comparisons to traded securities,
and other relevant factors.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black"><I>Securities Transactions</I></FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">Securities
transactions are recorded on trade date. Realized gains or losses on investments are calculated by using the specific identification
method. In accordance with ASC 325-40, <I>Beneficial Interest in Securitized Financial Assets</I>, investments in CLOs are periodically
assessed for other-than-temporary impairment (&ldquo;OTTI&rdquo;). When the Company determines that a CLO has OTTI, the amortized
cost basis of the CLO is written down to its fair value as of the date of the determination based on events and information evaluated
and that write-down is recognized as a realized loss.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">During the
quarter ended September 30, 2019, the Company purchased investment securities (excluding short-term securities) of $15,800,572.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">During the
quarter ended September 30, 2019, the Company recorded OTTI on five investments, resulting in realized losses of $919,299. The
Company received $13 from liquidating payments on an investment that was written-off for tax purposes which resulted in a realized
gain.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The following
table summarizes the inputs used to value the Company&rsquo;s investments measured at fair value as of September 30, 2019:</FONT></P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 96.5%; font: 10pt Times New Roman, Times, Serif; margin-right: 0.1in; margin-left: 0.2in">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt; color: Black">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Level&nbsp;1</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Level&nbsp;2</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Level&nbsp;3</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Total</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-indent: -10.1pt; padding-left: 10.1pt">Assets</TD><TD STYLE="font-size: 10pt; color: Black">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="width: 44%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left; text-indent: -10.1pt; padding-left: 0.125in">Collateralized Loan Obligation - Equity Class</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">466,554,521</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">466,554,521</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left; padding-bottom: 1pt; text-indent: -10.1pt; padding-left: 0.125in">Collateralized Loan Obligation - Debt Class</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">58,392,460</TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">58,392,460</TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; color: Black; padding-bottom: 2.5pt; text-indent: -10.1pt; padding-left: 10.1pt">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">524,946,981</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">524,946,981</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD></TR>
</TABLE>

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


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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black"><B>&nbsp;</B></FONT></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; color: gray"><FONT STYLE="color: Black"><B>Notes to Schedule
of Investments</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">September 30, 2019</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">(unaudited)</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The following
is a reconciliation of investments for which Level 3 inputs were used in determining fair value:</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">&nbsp;</FONT></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="font-size: 10pt; color: Black; white-space: nowrap">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt; white-space: nowrap">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid; white-space: nowrap">Collateralized&nbsp;Loan<BR> Obligation&nbsp;-&nbsp;Equity&nbsp;Class</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black; white-space: nowrap">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt; white-space: nowrap">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid; white-space: nowrap">Collateralized&nbsp;Loan<BR> Obligation&nbsp;-&nbsp;Debt&nbsp;Class</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black; white-space: nowrap">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt; white-space: nowrap">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid; white-space: nowrap">Total</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black; white-space: nowrap">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 50%; font: 10pt Times New Roman, Times, Serif; color: Black; text-indent: -10.1pt; padding-left: 10.1pt">Balance at June 30, 2019</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 15%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">466,812,424</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 15%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">55,015,307</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 8%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521,827,731</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left; text-indent: -10.1pt; padding-left: 10.1pt">Net realized loss on investments</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(919,286</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(919,286</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left; text-indent: -10.1pt; padding-left: 10.1pt">Change in unrealized depreciation, net</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(10,129,159</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(138,616</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(10,267,775</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left; text-indent: -10.1pt; padding-left: 10.1pt">Purchases of portfolio investments</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">12,238,072</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">3,562,500</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">15,800,572</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left; text-indent: -10.1pt; padding-left: 10.1pt">Distributions received from investments</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(872,706</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(872,706</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left; text-indent: -10.1pt; padding-left: 10.1pt">Accretion of purchase discount, net</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(574,824</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(46,731</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(621,555</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left; text-indent: -10.1pt; padding-left: 10.1pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">Transfers into Level 3<SUP>(1)</SUP></FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left; padding-bottom: 1pt; text-indent: -10.1pt; padding-left: 10.1pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black">Transfers out of Level 3<SUP>(1)</SUP></FONT></TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">&mdash;</TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 2.5pt; text-indent: -10.1pt; padding-left: 10.1pt">Balance at September 31, 2019</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">466,554,521</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">58,392,460</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">524,946,981</TD><TD STYLE="padding-bottom: 2.5pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font-size: 10pt; color: Black; text-indent: -10.1pt; padding-left: 10.1pt">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: right">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left; text-indent: -10.1pt; padding-left: 10.1pt">Net change in unrealized depreciation attributable to Level 3 investments still held at the end of the period</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(10,945,670</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(138,616</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(11,084,286</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD></TR>
</TABLE>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="font-family: Times New Roman, Times, Serif; color: Black"><SUP>(1)</SUP></FONT><FONT STYLE="color: Black">Transfers
are assumed to have occurred at the beginning of the period. There were no transfers between Level 1 and Level 2 during the period.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The following
table provides quantitative information about significant unobservable inputs used in the fair value measurement of Level 3 investments
as of September 30, 2019:</FONT></P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 95.5%; font: 10pt Times New Roman, Times, Serif; margin-right: 0.1in; margin-left: 0.2in">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: justify">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Unobservable&nbsp;Input</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: justify; border-bottom: Black 1pt solid">Asset&nbsp;Category</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Fair&nbsp;Value</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Primary&nbsp;Valuation<BR> Technique</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Input</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Range<SUP>(1)(2)</SUP></B></FONT></TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt; color: Black"><B>Weighted<BR> Average<SUP>(1)</SUP></B></FONT></TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 28%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: justify; text-indent: -10pt; padding-left: 10pt">Collateral Loan Obligation - Equity Class</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">466,554,521</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 15%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: center">Discounted Cash Flow</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 12%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: center">Discount Rate</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 12%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: center">3.07% - 180.07%</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="width: 10%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">20.33</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">%</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: justify; padding-bottom: 1pt; text-indent: -10pt; padding-left: 10pt">Collateral Loan Obligation - Debt Class</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">58,392,460</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: center; padding-bottom: 1pt">Discounted Cash Flow</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: center; padding-bottom: 1pt">Discount Rate</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; text-align: center; padding-bottom: 1pt">10.28% - 12.19%</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">10.75</TD><TD STYLE="padding-bottom: 1pt; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">%</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="font-size: 10pt; color: Black; text-align: justify; padding-bottom: 2.5pt; text-indent: -10pt; padding-left: 10pt">&nbsp;</TD><TD STYLE="font: 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="border-bottom: Black 2.5pt double; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">524,946,981</TD><TD STYLE="font-size: 10pt; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; color: Black; text-align: center; padding-bottom: 2.5pt">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; color: Black; text-align: center; padding-bottom: 2.5pt">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="font-size: 10pt; color: Black; text-align: center; padding-bottom: 2.5pt">&nbsp;</TD><TD STYLE="font-size: 10pt; color: Black; padding-bottom: 2.5pt">&nbsp;</TD>
    <TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; color: Black; text-align: left">&nbsp;</TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; color: Black; text-align: right">&nbsp;</TD><TD STYLE="padding-bottom: 2.5pt; font-size: 10pt; color: Black; text-align: left">&nbsp;</TD></TR>
</TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-indent: 0.25in"><FONT STYLE="color: Black"><SUP>&nbsp;</SUP></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-indent: 0.25in"><FONT STYLE="font-family: Times New Roman, Times, Serif; color: Black"><SUP>(1)
</SUP></FONT><FONT STYLE="color: Black">Excludes investments that have been called for redemption.</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.25in; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; color: Black"><SUP>(2)
</SUP></FONT><FONT STYLE="color: Black">Represents the implied discount rate based on our internally generated single-cash flows
that is derived from the fair value estimated by the corresponding multi-path cash flow model utilized by the independent valuation
firm.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">In determining
the range of values for the Company's investments in CLOs, management and the independent valuation firm use primarily a discounted
multi-path cash flow model. The valuations were accomplished through the analysis of the CLO deal structures to identify the risk
exposures from the modeling point of view as well as to determine an appropriate call date (i.e., expected maturity). These risk
factors are sensitized using Monte Carlo simulations, which is a simulation used to model the probability of different outcomes,
to generate probability-weighted (i.e., multi-path) cash flows for the underlying assets and liabilities. These cash flows are
discounted using appropriate market discount rates, and relevant data in the CLO market and certain benchmark credit indices are
considered, to determine the value of each CLO investment. In addition, we generate a single-path cash flow utilizing our best
estimate of expected cash receipts, and assess the reasonableness of the implied discount rate that would be effective for the
value derived from the corresponding multi-path cash flow model.</FONT></P>

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


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

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; color: gray"><FONT STYLE="color: Black"><B>Notes to Schedule
of Investments</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">September 30, 2019</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">(unaudited)</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The significant
unobservable input used to value the CLOs is the discount rate applied to the estimated future cash flows expected to be received
from the underlying investment, which includes both future principal and interest payments. Included in the consideration and
selection of the discount rate are the following factors: risk of default, comparable investments, and call provisions. An increase
or decrease in the discount rate applied to projected cash flows, where all other inputs remain constant, would result in a decrease
or increase, respectively, in the fair value measurement.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The Company
is not responsible for and have no influence over the asset management of the portfolios underlying the CLO investments the Company
holds as those portfolios are managed by non-affiliated third party CLO collateral managers. CLO investments may be riskier and
less transparent to the Company than direct investments in underlying companies.&nbsp;CLOs typically will have no significant
assets other than their underlying senior secured loans.&nbsp;Therefore, payments on CLO investments are and will be payable solely
from the cash flows from such senior secured loans.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The Company&rsquo;s
portfolio primarily consists of residual interest investments in CLOs, which involve a number of significant risks. CLOs are typically
highly levered (10&nbsp;-&nbsp;14 times), and therefore the residual interest tranches that the Company invests in are subject
to a higher degree of risk of total loss. In particular, investors in CLO residual interests indirectly bear risks of the underlying
loan investments held by such CLOs. The Company generally has the right to receive payments only from the CLOs, and generally
do not have direct rights against the underlying borrowers or the entity that sponsored the CLO. While the CLOs the Company targets
generally enable the investor to acquire interests in a pool of senior loans without the expenses associated with directly holding
the same investments, the Company&rsquo;s prices of indices and securities underlying CLOs will rise or fall. These prices (and,
therefore, the values of the CLOs) will be influenced by the same types of political and economic events that affect issuers of
securities and capital markets generally. The failure by a CLO investment in which the Company invests to satisfy financial covenants,
including with respect to adequate collateralization and/or interest coverage tests, could lead to reductions in its payments
to the Company. In the event that a CLO fails certain tests, holders of debt senior to the Company may be entitled to additional
payments that would, in turn, reduce the payments the Company would otherwise be entitled to receive. Separately, the Company
may incur expenses to the extent necessary to seek recovery upon default or to negotiate new terms with a defaulting CLO or any
other investment the Company may make. If any of these occur, it could materially and adversely affect the Company&rsquo;s operating
results and cash flows.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The interests
the Company has acquired in CLOs are generally thinly traded or have only a limited trading market. CLOs are typically privately
offered and sold, even in the secondary market. As a result, investments in CLOs may be characterized as illiquid securities.
In addition to the general risks associated with investing in debt securities, CLO residual interests carry additional risks,
including, but not limited to: (i) the possibility that distributions from collateral securities will not be adequate to make
interest or other payments; (ii) the quality of the collateral may decline in value or default; (iii) the fact that the Company&rsquo;s
investments in CLO tranches will likely be subordinate to other senior classes of note tranches thereof; and (iv) the complex
structure of the security may not be fully understood at the time of investment and may produce disputes with the CLO investment
or unexpected investment results. The Company&rsquo;s net asset value may also decline over time if the Company&rsquo;s principal
recovery with respect to CLO residual interests is less than the price that the Company paid for those investments. The Company&rsquo;s
CLO investments and/or the underlying senior secured loans may prepay more quickly than expected, which could have an adverse
impact on its value.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">An increase
in LIBOR would materially increase the CLO&rsquo;s financing costs. Since most of the collateral positions within the CLOs have
LIBOR floors, there may not be corresponding increases in investment income (if LIBOR increases but stays below the LIBOR floor
rate of such investments) resulting in materially smaller distribution payments to the residual interest investors.</FONT></P>

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


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

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; color: gray"><FONT STYLE="color: Black"><B>Notes to Schedule
of Investments</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">September 30, 2019</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">(unaudited)</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">On July 27,
2017, the Financial Conduct Authority (&ldquo;FCA&rdquo;) announced that it will no longer persuade or compel banks to submit
rates for the calculation of the LIBOR rates after 2021 (the &ldquo;FCA Announcement&rdquo;). Furthermore, in the United States,
efforts to identify a set of alternative U.S. dollar reference interest rates include proposals by the Alternative Reference Rates
Committee of the Federal Reserve Board and the Federal Reserve Bank of New York. On August 24, 2017, the Federal Reserve Board
requested public comment on a proposal by the Federal Reserve Bank of New York, in cooperation with the Office of Financial Research,
to produce three new reference rates intended to serve as alternatives to LIBOR. These alternative rates are based on overnight
repurchase agreement transactions secured by U.S. Treasury Securities. On December 12, 2017, following consideration of public
comments, the Federal Reserve Board concluded that the public would benefit if the Federal Reserve Bank of New York published
the three proposed reference rates as alternatives to LIBOR (the &ldquo;Federal Reserve Board Notice&rdquo;). Recently, the CLOs
we have invested in have included, or have been amended to include, language permitting the CLO investment manager to implement
a market replacement rate (like those proposed by the Alternative Reference Rates Committee of the Federal Reserve Board and the
Federal Reserve Bank of New York) upon the occurrence of certain material disruption events. However, we cannot ensure that all
CLOs in which we are invested will have such provisions, nor can we ensure the CLO investment managers will undertake the suggested
amendments when able.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">At this time,
it is not possible to predict the effect of the FCA Announcement, the Federal Reserve Board Notice, or other regulatory changes
or announcements, any establishment of alternative reference rates or any other reforms to LIBOR that may be enacted in the United
Kingdom, the United States or elsewhere. As such, the potential effect of any such event on our net investment income cannot yet
be determined. The CLOs in which the Company is invested generally contemplate a scenario where LIBOR is no longer available by
requiring the CLO administrator to calculate a replacement rate primarily through dealer polling on the applicable measurement
date. However, there is uncertainty regarding the effectiveness of the dealer polling processes, including the willingness of
banks to provide such quotations, which could adversely impact our net investment income. In addition, the effect of a phase out
of LIBOR on U.S. senior secured loans, the underlying assets of the CLOs in which we invest, is currently unclear. To the extent
that any replacement rate utilized for senior secured loans differs from that utilized for a CLO that holds those loans, the CLO
would experience an interest rate mismatch between its assets and liabilities which could have an adverse impact on the Company&rsquo;s
net investment income and portfolio returns.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">If the Company
owns more than 10% of the shares in a foreign corporation that is treated as a CFC (including residual interest tranche investments
in a CLO investment treated as a CFC), for which the Company is treated as receiving a deemed distribution (taxable as ordinary
income) each year from such foreign corporation in an amount equal to its pro rata share of the corporation&rsquo;s income for
the tax year (including both ordinary earnings and capital gains), the Company is required to include such deemed distributions
from a CFC in its income and the Company is required to distribute such income to maintain its RIC tax treatment regardless of
whether or not the CFC makes an actual distribution during such year.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The Company
owns shares in PFICs (including residual interest tranche investments in CLOs that are PFICs), therefore the Company may be subject
to federal income tax on a portion of any &ldquo;excess distribution&rdquo; or gain from the disposition of such shares even if
such income is distributed as a taxable dividend to its common stockholders. Certain elections may be available to mitigate or
eliminate such tax on excess distributions, but such elections (if available) will generally require the Company to recognize
its share of the PFICs income for each year regardless of whether the Company receives any distributions from such PFICs. The
Company must nonetheless distribute such income to maintain its tax treatment as a RIC.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">If the Company
is required to include amounts in income prior to receiving distributions representing such income, the Company may have to sell
some of its investments at times and/or at prices management would not consider advantageous, raise additional debt or equity
capital or forgo new investment opportunities for this purpose. If the Company is not able to obtain cash from other sources,
it may fail to qualify for RIC tax treatment and thus become subject to corporate-level income tax.</FONT></P>

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


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

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; color: gray"><FONT STYLE="color: Black"><B>Notes to Schedule
of Investments</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">September 30, 2019</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">(unaudited)</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The Company&rsquo;s
portfolio is concentrated in CLO vehicles, which is subject to a risk of loss if that sector experiences a market downturn. The
Company is subject to credit risk in the normal course of pursuing its investment objectives. The Company&rsquo;s maximum risk
of loss from credit risk for its portfolio investments is the inability of the CLO collateral managers to return up to the cost
value due to defaults occurring in the underlying loans of the CLOs.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">Investments
in CLO residual interests generally offer less liquidity than other investment grade or high-yield corporate debt, and may be
subject to certain transfer restrictions. The Company&rsquo;s ability to sell certain investments quickly 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. In addition, CLOs are subject to the possibility of liquidation
upon an event of default of certain minimum required coverage ratios, which could result in full loss of value to the CLO residual
interests and junior debt investors.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The fair value
of the Company&rsquo;s investments may be significantly affected by changes in interest rates. The Company&rsquo;s investments
in senior secured loans through CLOs are sensitive to interest rate levels and volatility. In the event of a significant rising
interest rate environment and/or economic downturn, loan defaults may increase and result in credit losses which may adversely
affect the Company&rsquo;s cash flow, fair value of its investments and operating results. In the event of a declining interest
rate environment, a faster than anticipated rate of prepayments is likely to result in a lower than anticipated yield.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">Due to the
inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair
value of the Company&rsquo;s investments may fluctuate from period to period. Additionally, the fair value of the Company&rsquo;s
investments may differ significantly from the values that would have been used had a ready market existed for such investments
and may differ materially from the values that the Company may ultimately realize. Further, such investments are generally subject
to legal and other restrictions on resale or otherwise are less liquid than publicly traded securities. If the Company was required
to liquidate a portfolio investment in a forced or liquidation sale, the Company could realize significantly less than the value
at which the Company has recorded it.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">In addition,
changes in the market environment and other events that may occur over the life of the investments may cause the gains or losses
ultimately realized on these investments to be different than the unrealized gains or losses reflected in the currently assigned
valuations.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black"><I>Co-Investments</I></FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">On
February 10, 2014, the Company received an exemptive order from the SEC (the &ldquo;Order&rdquo;) that gave it the ability to
negotiate terms other than price and quantity of co-investment transactions with other funds managed by the Adviser or
certain affiliates, including Prospect Capital Corporation and TP Flexible Income Fund, Inc., subject to the conditions
included therein.&nbsp;Under the terms of the relief permitting the Company to co-invest with other funds managed by the
Company&rsquo;s Adviser or its affiliates, a &ldquo;required majority&rdquo; (as defined in Section 57(o) of the 1940 Act) of
the Company&rsquo;s independent directors must make certain conclusions in connection with a co-investment transaction,
including that (1) the terms of the proposed transaction, including the consideration to be paid, are reasonable and fair to
the Company and its stockholders and do not involve overreaching of the Company or its stockholders on the part of any person
concerned and (2) the transaction is consistent with the interests of the Company&rsquo;s stockholders and is consistent with
the Company&rsquo;s investment objective and strategies. In certain situations where co-investment with one or more
funds managed by the Adviser or its affiliates is not covered by the Order, such as when there is an opportunity to invest in
different securities of the same issuer, the personnel of the Adviser or its affiliates will need to decide which fund will
proceed with the investment. Such personnel will make these determinations based on policies and procedures, which are
designed to reasonably ensure that investment opportunities are allocated fairly and equitably among affiliated funds over
time and in a manner that is consistent with applicable laws, rules and regulations. Moreover, except in certain
circumstances, when relying on the Order, the Company will be unable to invest in any issuer in which one or more funds
managed by the Adviser or its affiliates has previously invested.</FONT></P>


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

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0pt 0; color: gray"><FONT STYLE="color: Black"><B>Notes to Schedule
of Investments</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">September 30, 2019</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0"><FONT STYLE="color: Black">(unaudited)</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black"><B>Note 2.
Income Taxes</B></FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The Company
has elected to be treated as a RIC for U.S. federal income tax purposes and intends to comply with the requirement of the Code
applicable to RICs. In order to maintain RIC tax treatment, the Company is required to distribute at least 90% of its investment
company taxable income and intends to distribute (or retain through a deemed distribution) all of the Company&rsquo;s investment
company taxable income and net capital gain to stockholders.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The character
of income and gains that the Company will distribute is determined in accordance with income tax regulations that may differ from
U.S. GAAP. For income tax purposes, dividends paid and distributions made to shareholders are reported as ordinary income, capital
gains, non-taxable return of capital, or a combination thereof. In general, the Company may make certain adjustments to the classification
of net assets as a result of permanent book-to-tax differences, which may include differences in the book and tax basis of certain
assets and liabilities, amortization of offering costs and nondeductible federal excise taxes, among other items. Book and tax
basis differences relating to stockholder dividends and distributions and other permanent book and tax differences are reclassified
to paid-in capital.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The tax cost
of the Company&rsquo;s portfolio investments as of September 30, 2019 was as follows:</FONT></P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 93.5%; font: 10pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Tax&nbsp;Cost</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Unrealized<BR> Appreciation</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Unrealized<BR> (Depreciation)</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD><TD STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: bold 10pt Times New Roman, Times, Serif; color: Black; text-align: center; border-bottom: Black 1pt solid">Net&nbsp;Unrealized<BR> Appreciation</TD><TD STYLE="padding-bottom: 1pt; font: bold 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 22%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">514,699,266</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 22%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">36,357,000</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 21%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">(26,109,285</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">)</TD><TD STYLE="width: 2%; font: 10pt Times New Roman, Times, Serif; color: Black">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">$</TD><TD STYLE="width: 21%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: right">10,247,715</TD><TD STYLE="width: 1%; font: 10pt Times New Roman, Times, Serif; color: Black; text-align: left">&nbsp;</TD></TR>
</TABLE>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">The differences
between book-basis and tax-basis for determining unrealized appreciation/(depreciation) relate primarily to (i) the realization
for tax purposes of mark-to-market gains on certain investments in passive foreign investment companies and (ii) tax basis adjustments
resulting from cash distributions from passive foreign investment companies in excess of earnings and profits that are characterized
as return of capital.</FONT></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="color: Black">Tax balances
are estimates and will not be final until the Company files its tax return for the year ended June 30, 2020.</FONT></P>



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

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

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