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Horizon Technology Finance Corporation

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FY2020 Annual Report · Horizon Technology Finance Corporation
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 10-K

(Mark One)
⌧ ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

FOR THE FISCAL YEAR ENDED DECEMBER 31, 2020

OR

☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

FOR THE TRANSITION PERIOD FROM TO

COMMISSION FILE NUMBER: 814-00802
HORIZON TECHNOLOGY FINANCE CORPORATION
(Exact name of registrant as specified in its charter)

DELAWARE
(State or other jurisdiction of
incorporation or organization)
312 Farmington Avenue,
Farmington, CT
(Address of principal executive offices)

27-2114934
(I.R.S. Employer
Identification No.)

06032
(Zip Code)

Registrant’s telephone number, including area code (860) 676-8654

Securities registered pursuant to Section 12(b) of the Act:

Title of each class
Common Stock, par value $0.001 per share
6.25% Notes due 2022

Ticker symbol(s)
HRZN
HTFA

Name of each exchange on which registered
The Nasdaq Stock Market LLC
The New York Stock Exchange

Indicate by check mark if the registrant is a well-known seasoned issuer, as defined in Rule 405 of the Securities Act. Yes ☐ No ⌧.

Indicate by check mark if the registrant is not required to file reports pursuant to Section 13 or Section 15(d) of the Act. Yes ☐ No ⌧.

Securities registered pursuant to Section 12(g) of the Act:
None

Indicate  by  check  mark  whether  the  registrant  (1)  has  filed  all  reports  required  to  be  filed  by  Section  13  or  15(d)  of  the  Securities  Exchange  Act  of  1934  during  the
preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes
⌧ No ☐.

Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T (§

232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit such files). Yes ☐ No ☐

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company or an emerging growth

company. See the definitions of “accelerated filer,” “large accelerated filer,” “smaller reporting company,” and “emerging growth company” in Rule 12b-2 of the Exchange Act.

Large accelerated filer ☐
Emerging Growth Company ☐

Accelerated filer ☐

Non-accelerated filer ⌧

Smaller Reporting Company ☐

If  an  emerging  growth  company,  indicate  by  check  mark  if  the  registrant  has  elected  not  to  use  the  extended  transition  period  for  complying  with  any  new  or  revised

financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. ☐

Indicate by check mark whether the registrant has filed a report on and attestation to its management’s assessment of the effectiveness of its internal control over financial

reporting under Section 404(b) of the Sarbanes-Oxley Act (15 U.S.C. 7262(b)) by the registered public accounting firm that prepared or issued its audit report. ☐

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act). Yes ☐ No ⌧.

The aggregate market value of common stock held by non-affiliates of the Registrant on June 30, 2020 based on the closing price on that date of $10.90 on the Nasdaq
Global Select Market was $185.2 million. For the purposes of calculating this amount only, all directors and executive officers of the Registrant have been treated as affiliates.
There were 19,289,946 shares of the Registrant’s common stock outstanding as of February 26, 2021.

Documents Incorporated by Reference: Portions of the Registrant’s Proxy Statement relating to the Registrant’s 2020 Annual Meeting of Stockholders to be filed not later

than 120 days after the end of the fiscal year covered by this Annual Report on Form 10-K are incorporated by reference into Part III of this Annual Report on Form 10-K.

    
    
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HORIZON TECHNOLOGY FINANCE CORPORATION

FORM 10-K
FOR THE YEAR ENDED DECEMBER 31, 2020

TABLE OF CONTENTS

Item 1.
Item 1A.
Item 1B.
Item 2.
Item 3.
Item 4.

Business
Risk Factors
Unresolved Staff Comments
Properties
Legal Proceedings
Mine Safety Disclosures

PART I

PART II

Market for Registrant’s Common Equity, Related Stockholder Matters and Issuer Purchases of
Equity Securities
Selected Financial Data
Management’s Discussion and Analysis of Financial Condition and Results of Operations

Item 5.
Item 6.
Item 7.
Item 7A. Quantitative and Qualitative Disclosures About Market Risk
Consolidated Financial Statements and Supplementary Data
Item 8.
Changes in and Disagreements with Accountants on Accounting and Financial Disclosure
Item 9.
Controls and Procedures
Item 9A.
Other Information
Item 9B.

Item 10.
Item 11.
Item 12.
Item 13.
Item 14.

PART III
Directors, Executive Officers and Corporate Governance
Executive Compensation
Security Ownership of Certain Beneficial Owners and Management and Related Stockholder Matters
Certain Relationships and Related Transactions, and Director Independence
Principal Accounting Fees and Services

Item 15.

Exhibits, Financial Statement Schedules
Signatures

PART IV

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In this annual report on Form 10-K, except where the context suggests otherwise, the terms:

PART I

●

●

●

●

●

●

●

●

●

●

●

●

“we,” “us,” “our,” “the Company” and “Horizon Technology Finance” refer to Horizon Technology Finance
Corporation, a Delaware corporation, and its consolidated subsidiaries;

The “Advisor” and the “Administrator” refer to Horizon Technology Finance Management LLC, a Delaware
limited liability company;

“Credit II” refers to Horizon Credit II LLC, a Delaware limited liability company, which is a special purpose
bankruptcy remote entity and our direct subsidiary;

“HSLFI”  refers  to  Horizon  Secured  Loan  Fund  I,  a  joint  venture  formed  with  Arena  Sunset  SPV,  LLC,  or
“Arena”. On April 21, 2020, the Company purchased all of the limited liability company interests of Arena in
HSLFI, including, without limitation, undistributed amounts owed to Arena and interest accrued and unpaid
on  the  debt  investments  of  HSLFI  through  the  date  of  purchase.  As  of  April  21,  2020,  HSLFI  and  its
subsidiary are consolidated by the Company;

“HFI” refers to Horizon Funding I, LLC, a Delaware limited liability company, which is a special purpose
bankruptcy remote entity and a wholly-owned subsidiary of HSLFI, our wholly-owned subsidiary;

“Key” refers to KeyBank National Association and “Key Facility” refers to the revolving credit facility with
Key;

“NYL Noteholders” refers to several entities owned or affiliated with New York Life Insurance Company and
 “NYL Facility” refers to the the credit facility where the notes are issued to the NYL Noteholders;

“Credit Facilities” refers to collectively the Key Facility and the NYL Facility;

“2022  Notes”  or  “Debt  Securities”  refers  to  the  $37.4  million  aggregate  principal  amount  of  our  6.25%
unsecured notes due 2022, which were issued by us in September and October 2017;

“2019-1  Securitization”  refers  to  the  $160.0  million  securitization  of  secured  loans  we  completed  on
August 13, 2019;

“Asset-Backed Notes” refers to $100.0 million in aggregate principal amount of fixed rate asset-backed notes
that were issued in conjunction with the 2019-1 Securitization; and

The “2019-1 Trust” refers to Horizon Funding Trust 2019-1, a Delaware trust.

Some of the statements in this annual report on Form 10-K constitute forward-looking statements which apply to both us
and  our  consolidated  subsidiaries  and  relate  to  future  events,  future  performance  or  financial  condition.  The  forward-
looking statements involve risks and uncertainties for both us and our consolidated subsidiaries and actual results could
differ materially from those projected in the forward-looking statements for any reason, including those factors described
in “Item 1A.—Risk Factors” and elsewhere in this annual report on Form 10-K.

Item 1.         Business

General

We are a specialty finance company that lends to and invests in development-stage companies in the technology, life
science, healthcare information and services and sustainability industries, which we refer to as our “Target Industries.” Our
investment  objective  is  to  maximize  our  investment  portfolio’s  total  return  by  generating  current  income  from  the  debt
investments we make and capital appreciation from the warrants we receive when making such debt investments. We are
focused on making secured debt investments, which we refer to as “Venture Loans,” to venture capital and private

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equity backed companies and publicly traded companies in our Target Industries, which we refer to as “Venture Lending.”
Our  debt  investments  are  typically  secured  by  first  liens  or  first  liens  behind  a  secured  revolving  line  of  credit,  or
collectively,  “Senior  Term  Loans.”  Venture  Lending  is  typically  characterized  by  (1)  the  making  of  a  secured  debt
investment after a venture capital or equity investment in the portfolio company has been made, which investment provides
a source of cash to fund the portfolio company’s debt service obligations under the Venture Loan, (2) the senior priority of
the  Venture  Loan  which  requires  repayment  of  the  Venture  Loan  prior  to  the  equity  investors  realizing  a  return  on  their
capital,  (3)  the  amortization  of  the  Venture  Loan  and  (4)  the  lender’s  receipt  of  warrants  or  other  success  fees  with  the
making of the Venture Loan.

We  are  an  externally  managed,  closed-end,  non-diversified  management  investment  company  that  has  elected  to  be
regulated as a business development company, or BDC, under the Investment Company Act of 1940, as amended, or the
1940  Act.  In  addition,  for  U.S.  federal  income  tax  purposes,  we  have  elected  to  be  treated  as  a  regulated  investment
company, or RIC, under Subchapter M of the Internal Revenue Code of 1986, as amended, or the Code. As a BDC, we are
required to comply with regulatory requirements, including limitations on our use of debt. We are permitted to, and expect
to,  finance  our  investments  through  borrowings.  Section  61(a)(2)  of  the  1940  Act  enables  BDCs  to  reduce  their  asset
coverage requirements from 200% to 150%, as a result of the enactment of the Small Business Credit Availability Act, or
SBCAA, in March 2018. This provision permits a BDC to double the maximum amount of leverage that it is permitted to
incur. As defined in the 1940 Act, asset coverage of 150% means that for every $100 of net assets a BDC holds, it may
raise up to $200 from borrowing and issuing senior securities. We received approval from our stockholders to reduce our
asset coverage requirement from 200% to 150% on October 30, 2018. The amount of leverage that we may employ will
depend  on  our  assessment  of  market  conditions  and  other  factors  at  the  time  of  any  proposed  borrowing.  As  a  RIC,  we
generally  are  not  subject  to  pay  corporate-level  income  taxes  on  our  investment  company  taxable  income,  determined
without regard to any deductions for dividends paid, and our net capital gain that we distribute as dividends for U.S. federal
income tax purposes to our stockholders as long as we meet certain source-of-income, distribution, asset diversification and
other requirements.

Compass Horizon Funding Company LLC, or Compass Horizon, our predecessor company, commenced operations in
March 2008. We are a Delaware corporation organized in March 2010 for the purpose of acquiring Compass Horizon and
continuing its business as a public entity.

From  the  commencement  of  operations  of  Compass  Horizon  on  March  4,  2008  through  December  31,  2020,  we
funded  197  portfolio  companies  and  invested  $1.5  billion  in  debt  investments.  As  of  December  31,  2020,  our  debt
investment  portfolio  consisted  of  34  debt  investments  with  an  aggregate  fair  value  of  $333.5  million.  As  of
December  31,  2020,  100%,  or  $333.5  million,  of  our  debt  investment  portfolio  at  fair  value  consisted  of  Senior  Term
Loans. As of December 31, 2020, 43.5%, or $145.0 million, of our total debt investment portfolio at fair value was held
through  our  2019-1  Securitization.  As  of  December  31,  2020,  our  net  assets  were  $212.6  million,  and  all  of  our  debt
investments were secured by all or a portion of the tangible and intangible assets of the applicable portfolio company. The
debt  investments  in  our  portfolio  are  generally  not  rated  by  any  rating  agency.  If  the  individual  debt  investments  in  our
portfolio  were  rated,  they  would  be  rated  below  “investment  grade”.  Debt  investments  that  are  unrated  or  rated  below
investment  grade  are  sometimes  referred  to  as  “junk  bonds”  and  have  predominantly  speculative  characteristics  with
respect to the issuer’s capacity to pay interest and repay principal.

For the year ended December 31, 2020, our dollar-weighted annualized yield on average debt investments (excluding
any yield from HSLFI through April 21, 2020, warrants, equity and other investments) was 14.6%. We calculate the dollar-
weighted yield on average debt investments for any period as (1) total investment income (excluding income from HSLFI)
during  the  period  divided  by  (2)  the  average  of  the  fair  value  of  debt  investments  outstanding  on  (a)  the  last  day  of  the
calendar month immediately preceding the first day of the period and (b) the last day of each calendar month during the
period. The dollar-weighted annualized yield on average debt investments is higher than what investors will realize because
it does not reflect our expenses or any sales load paid by investors.

For the year ended December 31, 2020, our investment portfolio (including any yield from HSLFI through April 21,
2020, warrants, equity and other investments) had an overall total yield of 13.9%. We calculate the dollar-weighted yield
on average investments for any period as (1) total investment income during the period divided by (2) the average of the
fair value of investments outstanding on (a) the last day of the calendar month immediately preceding the first day of the
period and (b) the last day of each calendar month during the period. The dollar-weighted annualized yield on average

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investments is higher than what investors will realize because it does not reflect our expenses or any sales load paid by
investors.

As of December 31, 2020, our debt investments had a dollar-weighted average term of 50 months from inception and a
dollar-weighted average remaining term of 40 months. As of December 31, 2020, substantially all of our debt investments
had an original committed principal amount of between $4 million and $25 million, repayment terms of between 15 and
60 months and bore current pay interest at annual interest rates of between 8% and 13%.

For  the  year  ended  December  31,  2020,  our  total  return  based  on  market  value  was  12.1%.  Total  return  based  on
market value is calculated as (x) the sum of (i) the closing sales price of our common stock on the last day of the period
plus  (ii)  the  aggregate  amount  of  distributions  paid  per  share  during  the  period,  less  (iii)  the  closing  sales  price  of  our
common stock on the first day of the period, divided by (y) the closing sales price of our common stock on the first day of
the period.

In  addition  to  our  debt  investments,  as  of  December  31,  2020,  we  held  warrants  to  purchase  stock,  predominantly
preferred stock, in 60 portfolio companies, equity positions in eight portfolio companies and success fee arrangements in
five portfolio companies.

Our investment activities, and our day-to-day operations, are managed by our Advisor and supervised by our board of
directors,  or  the  Board,  of  which  a  majority  of  the  members  are  independent  of  us.  Under  an  investment  management
agreement  dated  March  7,  2019,  or  the  Investment  Management  Agreement,  we  have  agreed  to  pay  our  Advisor  a  base
management  fee  and  an  incentive  fee  for  its  advisory  services  to  us.  The  Investment  Management  Agreement  was
considered and reapproved by our Board, including a majority of our independent directors, on October 26, 2020. We have
also entered into an administration agreement, or the Administration Agreement, with our Advisor under which we have
agreed  to  reimburse  our  Advisor  for  our  allocable  portion  of  overhead  and  other  expenses  incurred  by  our  Advisor  in
performing its obligations under the Administration Agreement.

Our common stock began trading October 29, 2010 and is currently traded on the Nasdaq Global Select Market, or

Nasdaq, under the symbol “HRZN”.

Information available

Our  principal  executive  office  is  located  at  312  Farmington  Avenue,  Farmington,  Connecticut  06032,  our  telephone
number is (860) 676-8654, and our internet address is www.horizontechfinance.com. We make available, free of charge, on
our  website  our  annual  report  on  Form  10-K,  quarterly  reports  on  Form  10-Q,  current  reports  on  Form  8-K  and
amendments to those reports as soon as reasonably practicable after we electronically file such material with, or furnish it
to, the U.S. Securities and Exchange Commission, or the SEC. Information contained on our website is not incorporated by
reference into this annual report on Form 10-K and you should not consider information contained on our website to be
part of this annual report on Form 10-K or any other report we file with the SEC.

The SEC also maintains a website that contains reports, proxy and information statements and other information we
file with the SEC at www.sec.gov. Copies of these reports, proxy and information statements and other information may
also be obtained, after paying a duplicating fee, by electronic request at publicinfo@sec.gov.

Our advisor

Our investment activities are managed by our Advisor, and we expect to continue to benefit from our Advisor’s ability
to  identify  attractive  investment  opportunities,  conduct  diligence  on  and  value  prospective  investments,  negotiate
investments and manage our portfolio of investments. In addition to the experience gained from the years that they have
worked together both at our Advisor and prior to the formation of our Advisor, the members of our investment team have
broad lending backgrounds, with substantial experience at a variety of commercial finance companies, technology banks
and  private  debt  funds,  and  have  developed  a  broad  network  of  contacts  within  the  venture  capital  and  private  equity
community. This network of contacts provides a principal source of investment opportunities.

Our Advisor is led by six senior managers including Robert D. Pomeroy, Jr., our Chief Executive Officer, Gerald A.

Michaud, our President, Daniel R. Trolio, our Senior Vice President and Chief Financial Officer, John C. Bombara, our

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Senior Vice President, General Counsel and Chief Compliance Officer, Daniel S. Devorsetz, our Senior Vice President and
Chief Investment Officer and Diane Earle, our Senior Vice President and Chief Credit Officer.

Our strategy

Our investment objective is to maximize our investment portfolio’s total return by generating current income from the
loans we make and capital appreciation from the warrants we receive when making such loans. To further implement our
business strategy, we expect our Advisor to continue to employ the following core strategies:

● Structured  investments  in  the  venture  capital  and  private  and  public  equity  markets.  We  make  loans  to
development-stage  companies  within  our  Target  Industries  typically  in  the  form  of  secured  loans.  The  secured
debt structure provides a lower risk strategy, as compared to equity or unsecured debt investments, to participate
in the emerging technology markets because the debt structures we typically utilize provide collateral against the
downside  risk  of  loss,  provide  return  of  capital  in  a  much  shorter  timeframe  through  current-pay  interest  and
amortization  of  principal  and  have  a  senior  position  to  equity  in  the  borrower’s  capital  structure  in  the  case  of
insolvency,  wind  down  or  bankruptcy.  Unlike  venture  capital  and  private  equity  investments,  our  investment
returns and return of our capital do not require equity investment exits such as mergers and acquisitions or initial
public  offerings.  Instead,  we  receive  returns  on  our  debt  investments  primarily  through  regularly  scheduled
payments of principal and interest and, if necessary, liquidation of the collateral supporting the debt investment
upon a default. Only the potential gains from warrants depend upon equity investment exits.

● “Enterprise value” lending. We and our Advisor take an enterprise value approach to structuring and underwriting
loans.  Enterprise  value  includes  the  implied  valuation  based  upon  recent  equity  capital  invested  as  well  as  the
intrinsic value of the applicable portfolio company’s particular technology, service or customer base. We secure
our lien position against the enterprise value of each portfolio company.

● Creative products with attractive risk-adjusted pricing. Each of our existing and prospective portfolio companies
has its own unique funding needs for the capital provided from the proceeds of our Venture Loans. These funding
needs include funds for additional development “runways”, funds to hire or retain sales staff or funds to invest in
research and development in order to reach important technical milestones in advance of raising additional equity.
Our  loans  include  current-pay  interest,  commitment  fees,  end-of-term  payments,  or  ETPs,  pre-payment  fees,
success  fees  and  non-utilization  fees.  We  believe  we  have  developed  pricing  tools,  structuring  techniques  and
valuation  metrics  that  satisfy  our  portfolio  companies’  financing  requirements  while  mitigating  risk  and
maximizing returns on our investments.

● Opportunity for enhanced returns.  To  enhance  our  debt  investment  portfolio  returns,  in  addition  to  interest  and
fees, we frequently obtain warrants to purchase the equity of our portfolio companies as additional consideration
for making debt investments. The warrants we obtain generally include a “cashless exercise” provision to allow us
to exercise these rights without requiring us to make any additional cash investment. Obtaining warrants in our
portfolio companies has allowed us to participate in the equity appreciation of our portfolio companies, which we
expect will enable us to generate higher returns for our investors.

● Direct origination.  We  originate  transactions  directly  with  technology,  life  science,  healthcare  information  and
services and sustainability companies. These transactions are referred to our Advisor from a number of sources,
including  referrals  from,  or  direct  solicitation  of,  venture  capital  and  private  equity  firms,  portfolio  company
management teams, legal firms, accounting firms, investment banks, portfolio company advisors and other lenders
that  represent  companies  within  our  Target  Industries.  Our  Advisor  has  been  the  sole  or  lead  originator  in
substantially all transactions in which the funds it manages have invested.

● Disciplined and balanced underwriting and portfolio management. We use a disciplined underwriting process that
includes  obtaining  information  validation  from  multiple  sources,  extensive  knowledge  of  our  Target  Industries,
comparable  industry  valuation  metrics  and  sophisticated  financial  analysis  related  to  development-stage
companies. Our Advisor’s due diligence on investment prospects includes obtaining and evaluating information
on the prospective portfolio company’s technology, market opportunity, management team, fund raising history,
investor support, valuation considerations, financial condition and projections. We seek to balance

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our investment portfolio to reduce the risk of down market cycles associated with any particular industry or sector,
development-stage  or  geographic  area  by  quarterly  reviewing  each  criteria  and,  in  the  event  there  is  an
overconcentration,  seeking  investment  opportunities  to  reduce  such  overconcentration.  Our  Advisor  employs  a
“hands on” approach to portfolio management, requiring private portfolio companies to provide monthly financial
information  and  to  participate  in  regular  updates  on  performance  and  future  plans.  For  public  companies,  our
Advisor typically relies on publicly reported quarterly financials.

● Use  of  leverage.  We  use  leverage  to  increase  returns  on  equity  through  our  Credit  Facilities,  through  our  2022
Notes and through our 2019-1 Securitization. See “Item 7 — Management’s Discussion and Analysis of Financial
Condition and Results of Operations — Liquidity and capital resources” for additional information about our use
of  leverage.  In  addition,  we  may  issue  additional  debt  securities  or  preferred  stock  in  one  or  more  series  in  the
future.

Market opportunity

We  focus  our  investments  primarily  in  our  Target  Industries.  The  technology  sectors  we  focus  on  include
communications, networking, data storage, software, cloud computing, semiconductor, internet and media and consumer-
related  technologies.  The  life  science  sectors  we  focus  on  include  biotechnology,  drug  discovery,  drug  delivery,
bioinformatics  and  medical  devices.  The  healthcare  information  and  services  sectors  we  focus  on  include  diagnostics,
electronic  medical  record  services  and  software  and  other  healthcare  related  services  and  technologies  that  improve
efficiency and quality of administered healthcare. The sustainability sectors we focus on include alternative energy, power
management,  energy  efficiency,  green  building  materials  and  waste  recycling.  We  refer  to  all  of  these  companies  as
“technology-related”  companies  because  the  companies  are  developing  or  offering  goods  and  services  to  businesses  and
consumers  which  utilize  scientific  knowledge,  including  techniques,  skills,  methods,  devices  and  processes,  to  solve
problems.  We  intend,  under  normal  market  conditions,  to  invest  at  least  80%  of  the  value  of  our  total  assets  in  such
companies.

We believe that Venture Lending has the potential to achieve enhanced returns that are attractive notwithstanding the

high degree of risk associated with lending to development-stage companies. Potential benefits include:

● interest  rates  that  typically  exceed  rates  that  would  be  available  to  portfolio  companies  if  they  could  borrow  in

traditional commercial financing transactions;

● the debt investment support provided by cash proceeds from equity capital invested by venture capital and private

equity firms or access to public equity markets to access capital;

● amortization of principal;

● senior ranking to equity and collateralization of debt investments to minimize potential loss of capital; and

● potential equity appreciation through warrants.

We  believe  that  Venture  Lending  also  provides  an  attractive  financing  source  for  portfolio  companies,  their

management teams and their equity capital investors, as it:

● is typically less dilutive to the equity holders than additional equity financing;

● extends the time period during which a portfolio company can operate before seeking additional equity capital or

pursuing a sale transaction or other liquidity event; and

● allows portfolio companies to better match cash sources with uses.

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Competitive strengths

We believe that we, together with our Advisor, possess significant competitive strengths, which include the following:

Consistently execute commitments and close transactions. Our Advisor and its senior management and investment
professionals have an extensive track record of originating, underwriting and managing Venture Loans. Our Advisor
and  its  predecessor  have  directly  originated,  underwritten  and  managed  Venture  Loans  with  an  aggregate  original
principal amount over $1.9 billion to more than 260 companies since operations commenced in 2004.

Robust direct origination capabilities.  Our  Advisor  has  significant  experience  originating  Venture  Loans  in  our
Target Industries. This experience has given our Advisor a deep knowledge of our Target Industries and an extensive
base of transaction sources and references.

Highly  experienced  and  cohesive  management  team.  Most  of  our  Advisor’s  senior  management  team  of
experienced  professionals  has  been  together  since  our  inception.  This  consistency  allows  companies,  their
management  teams  and  their  investors  to  rely  on  consistent  and  predictable  service,  loan  products  and  terms  and
underwriting standards.

Relationships with venture capital and private equity investors. Our Advisor has developed strong relationships

with venture capital and private equity firms and their partners.

Well-known brand name.  Our  Advisor  has  originated  Venture  Loans  to  more  than  260  companies  in  our  Target

Industries under the “Horizon Technology Finance” brand.

Competition

We  compete  to  provide  financing  to  development-stage  companies  in  our  Target  Industries  with  a  number  of
investment funds and other BDCs, as well as traditional financial services companies such as commercial banks and other
financing  sources.  Some  of  our  competitors  are  larger  and  have  greater  financial  and  other  resources  than  we  do.  We
believe  we  compete  effectively  with  these  entities  primarily  on  the  basis  of  the  experience,  industry  knowledge  and
contacts  of  our  Advisor’s  investment  professionals,  our  Advisor’s  responsiveness,  efficient  investment  analysis  and
decision-making  processes,  its  creative  financing  products  and  its  customized  investment  terms.  We  do  not  intend  to
compete  primarily  on  the  interest  rates  we  offer  and  believe  that  some  competitors  make  loans  with  rates  that  are
comparable  to  or  lower  than  our  rates.  For  additional  information  concerning  our  competitive  position  and  competitive
risks, see “Item 1A — Risk Factors — General Risk Factors — We operate in a highly competitive market for investment
opportunities, and if we are not able to compete effectively, our business, results of operations and financial condition may
be adversely affected and the value of your investment in us could decline.”

Investment criteria

We seek to invest in companies that vary by their stage of development, their Target Industries and sectors of Target
Industries and their geographical location, as well as by the venture capital and private equity sponsors that support our
portfolio companies. While we invest in companies at various stages of development, we require that prospective portfolio
companies be beyond the seed stage of development and have received at least their first round of venture capital or private
equity financing before we will consider making an investment. We expect a prospective portfolio company to demonstrate
its ability to advance technology and increase its value over time.

We have identified several criteria that we believe have proven, and will continue to prove, important in achieving our
investment objective. These criteria provide general guidelines for our investment decisions. However, we caution you that
not all of these criteria are met by each portfolio company in which we choose to invest.

Management. Our portfolio companies are generally led by experienced management that has in-market expertise
in  the  Target  Industry  in  which  the  company  operates,  as  well  as  extensive  experience  with  development-stage
companies. The adequacy and completeness of the management team is assessed relative to the stage of development
and the challenges facing the potential portfolio company.

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Continuing  support  from  one  or  more  venture  capital  and  private  equity  investors.  We  typically  invest  in
companies in which one or more established venture capital and private equity investors have previously invested and
continue to make a contribution to the management of the business. We believe that established venture capital and
private  equity  investors  can  serve  as  committed  partners  and  will  assist  their  portfolio  companies  and  their
management teams in creating value. We take into consideration the total amount raised by the company, the valuation
history,  investor  reserves  for  future  investment  and  the  expected  timing  and  milestones  to  the  next  equity  round
financing.

Operating  plan  and  cash  resources.  We  generally  require  that  a  prospective  portfolio  company,  in  addition  to
having sufficient access to capital to support leverage, demonstrate an operating plan capable of generating cash flows
or the ability to raise the additional capital necessary to cover its operating expenses and service its debt. Our review of
the operating plan will take into consideration existing cash, cash burn, cash runway and the milestones necessary for
the company to achieve cash flow positive operations or to access additional equity from its investors.

Enterprise and technology value. We expect that the enterprise value of a prospective portfolio company should
substantially  exceed  the  principal  balance  of  debt  borrowed  by  the  company.  Enterprise  value  includes  the  implied
valuation  based  upon  recent  equity  capital  invested  as  well  as  the  intrinsic  value  of  the  company’s  particular
technology, service or customer base.

Market opportunity and exit strategy. We seek portfolio companies that are addressing market opportunities that
capitalize on their competitive advantages. Competitive advantages may include unique technology, legally protected
intellectual  property,  superior  clinical  results  or  significant  market  traction.  As  part  of  our  investment  analysis,  we
typically also consider potential realization of our warrants through merger, acquisition or initial public offering based
upon comparable exits in the company’s Target Industry.

Investment process

Our Board has delegated authority for all investment decisions to our Advisor. Our Advisor, in turn, has created an
integrated approach to the loan origination, underwriting, approval and documentation process that we believe effectively
combines  the  skills  of  our  Advisor’s  professionals.  This  process  allows  our  Advisor  to  achieve  an  efficient  and  timely
closing  of  an  investment  from  the  initial  contact  with  a  prospective  portfolio  company  through  the  investment  decision,
close of documentation and funding of the investment, while ensuring that our Advisor’s rigorous underwriting standards
are consistently maintained. We believe that the high level of involvement by our Advisor’s staff in the various phases of
the investment process allows us to minimize the credit risk while delivering superior service to our portfolio companies.

Origination. Our Advisor’s loan origination process begins with its industry-focused regional managing directors
who  are  responsible  for  identifying,  contacting  and  screening  prospects.  These  managing  directors  meet  with  key
decision  makers  and  deal  referral  sources  such  as  venture  capital  and  private  equity  firms  and  management  teams,
legal firms, accounting firms, investment banks, portfolio company advisors and other lenders to source prospective
portfolio companies. We believe our brand name and management team are well known within the Venture Lending
community, as well as by many repeat entrepreneurs and board members of prospective portfolio companies. These
broad  relationships,  which  reach  across  the  Venture  Lending  industry,  give  rise  to  a  significant  portion  of  our
Advisor’s deal origination.

The responsible managing director of our Advisor obtains materials from the prospective portfolio company and
from those materials, as well as other available information, determines whether it is appropriate for our Advisor to
issue  a  non-binding  term  sheet.  The  managing  director  bases  this  decision  to  proceed  on  his  or  her  experience,  the
competitive environment and the prospective portfolio company’s needs and also seeks the counsel of our Advisor’s
senior management and investment team.

Term sheet. If the managing director determines, after review and consultation with senior management, that the
potential transaction meets our Advisor’s initial credit standards, our Advisor will issue a non-binding term sheet to the
prospective portfolio company.

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The terms of the transaction are tailored to a prospective portfolio company’s specific funding needs while taking
into  consideration  market  dynamics,  the  quality  of  the  management  team,  the  venture  capital  and  private  equity
investors  involved  or  the  ability  of  the  prospective  portfolio  company  to  access  public  equity  and  applicable  credit
criteria,  which  may  include  the  prospective  portfolio  company’s  existing  cash  resources,  the  development  of  its
technology and the anticipated timing for the next round of equity financing.

Underwriting. Once the term sheet has been negotiated and executed and the prospective portfolio company has
remitted a good faith deposit, we request additional due diligence materials from the prospective portfolio company
and arrange for a due diligence visit.

Due diligence. The due diligence process includes a formal visit to the prospective portfolio company’s location
and interviews with the prospective portfolio company’s senior management team. The process includes obtaining and
analyzing  publicly  available  information  from  independent  third  parties  that  have  knowledge  of  the  prospective
portfolio company’s business, including, to the extent available, analysts that follow the technology market, thought
leaders  in  our  Target  Industries  and  important  customers  or  partners,  if  any.  Outside  sources  of  information  are
reviewed,  including  industry  publications,  scientific  and  market  articles,  internet  publications,  publicly  available
information on competitors or competing technologies and information known to our Advisor’s investment team from
their experience in the technology markets.

A primary element of the due diligence process is interviewing key existing investors of the prospective portfolio
company, who are often also members of the prospective portfolio company’s board of directors. While these board
members and/or investors are not independent sources of information, their support for management and willingness to
support the prospective portfolio company’s further development are critical elements of our decision making process.

Investment  memorandum.  Upon  completion  of  the  due  diligence  process  and  review  and  analysis  of  all  of  the
information  provided  by  the  prospective  portfolio  company  and  obtained  externally,  our  Advisor’s  assigned  credit
officer prepares an investment memorandum for review and approval. The investment memorandum is reviewed by
our Advisor’s Chief Investment Officer and then submitted to our Advisor’s investment committee for approval.

Investment  committee.  Our  Advisor’s  investment  committee  is  responsible  for  overall  credit  policy,  portfolio
management, approval of all investments, portfolio monitoring and reporting and managing of problem accounts. The
committee interacts with the entire staff of our Advisor to review potential transactions and deal flow. This interaction
of cross-functional members of our Advisor’s staff assures efficient transaction sourcing, negotiating and underwriting
throughout the transaction process. Portfolio performance and current market conditions are reviewed and discussed
by  the  investment  committee  on  a  regular  basis  to  assure  that  transaction  structures  and  terms  are  consistent  and
current.

Loan closing and funding. Approved investments are documented and closed by our Advisor’s in-house legal and
loan  administration  staff.  Loan  documentation  is  based  upon  standard  templates  created  by  our  Advisor  and  is
customized for each transaction to reflect the specific deal terms. The transaction documents typically include a loan
and  security  agreement,  warrant  agreement  and  applicable  perfection  documents,  including  applicable  Uniform
Commercial  Code  financing  statements  and,  as  applicable,  may  also  include  a  landlord  agreement,  patent  and
trademark  security  grants,  a  subordination  agreement,  an  intercreditor  agreement  and  other  standard  agreements  for
commercial loans in the Venture Lending industry. Funding requires final approval by our Advisor’s General Counsel,
Chief Executive Officer or President, Chief Financial Officer and Chief Investment Officer or Chief Credit Officer.

Portfolio management and reporting. Our Advisor maintains a “hands on” approach to maintain communication
with  our  portfolio  companies.  At  least  quarterly,  our  Advisor  contacts  our  portfolio  companies  for  operational  and
financial  updates  by  phone  and  performs  reviews.  Our  Advisor  may  contact  portfolio  companies  deemed  to  have
greater credit risk on a monthly or more frequent basis. Our Advisor requires all private companies to provide financial
statements,  typically  monthly.  For  public  companies,  our  Advisor  typically  relies  on  publicly  reported  quarterly
financials. This allows our Advisor to identify any unexpected developments in the financial performance or condition
of our portfolio company.

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Our  Advisor  has  developed  a  proprietary  internal  credit  rating  system  to  analyze  the  quality  of  our  debt
investments. Using this system, our Advisor analyzes and then rates the credit risk within the portfolio on a quarterly
basis. Each portfolio company is rated on a 1 through 4 scale, with 3 representing the rating for a standard level of risk.
A rating of 4 represents an improved and better credit quality than existed at the time of its original underwriting. A
rating  of  2  or  1  represents  a  deteriorating  credit  quality  and  an  increased  risk  of  loss  of  principal.  Newly  funded
investments  are  typically  assigned  a  rating  of  3,  unless  extraordinary  circumstances  require  otherwise.  These
investment ratings are generated internally by our Advisor, and we cannot guarantee that others would assign the same
ratings to our portfolio investments or similar portfolio investments.

Our  Advisor  closely  monitors  portfolio  companies  rated  a  1  or  2  for  adverse  developments.  In  addition,  our
Advisor maintains regular contact with the management, board of directors and major equity holders of these portfolio
companies in order to discuss strategic initiatives to correct the deterioration of the portfolio company.

The following table describes each rating level:

Rating
4

3

2

1

The portfolio company has performed in excess of our expectations as demonstrated by exceeding revenue
milestones, clinical milestones or other operating metrics or as a result of raising capital well in excess of
our underwriting assumptions. Generally the portfolio company displays one or more of the following: its
enterprise  value  greatly  exceeds  our  loan  balance;  it  has  achieved  cash  flow  positive  operations  or  has
sufficient  cash  resources  to  cover  the  remaining  balance  of  the  loan;  there  is  strong  potential  for  warrant
gains  from  our  warrants;  and  there  is  a  high  likelihood  that  the  borrower  will  receive  favorable  future
financing  to  support  operations.  Loans  rated  4  are  the  lowest  risk  profile  in  our  portfolio  and  have  no
expected risk of principal loss.
The portfolio company has performed to our expectations as demonstrated by meeting revenue milestones,
clinical milestones or other operating metrics. It has raised, or is expected to raise, capital consistent with
our underwriting assumptions. Generally the portfolio company displays one or more of the following: its
enterprise value comfortably exceeds our loan balance; it has sufficient cash resources to operate according
to its plan; it is expected to raise additional capital as needed; and there continues to be potential for warrant
gains  from  our  warrants.  New  loans  are  typically  rated  3  when  approved  and  thereafter  3-rated  loans
represent a standard risk profile, with no principal loss currently expected.
The  portfolio  company  has  performed  below  our  expectations  as  demonstrated  by  missing  revenue
milestones, delayed clinical progress or otherwise failing to meet projected operating metrics. It may have
raised  capital  in  support  of  the  poorer  performance  but  generally  on  less  favorable  terms  than  originally
contemplated  at  the  time  of  underwriting.  Generally  the  portfolio  company  displays  one  or  more  of  the
following: its enterprise value exceeds our loan balance but at a lower multiple than originally expected; it
has  sufficient  cash  to  operate  according  to  its  plan  but  liquidity  may  be  tight;  and  it  is  planning  to  raise
additional capital but there is uncertainty and the potential for warrant gains from our warrants are possible,
but unlikely. Loans rated 2 represent an increased level of risk of loss of principal. While no loss is currently
anticipated for a 2-rated loan, there is potential for future loss of principal.
The  portfolio  company  has  performed  well  below  plan  as  demonstrated  by  materially  missing  revenue
milestones, delayed or failed clinical progress or otherwise failing to meet operating metrics. The portfolio
company has not raised sufficient capital to operate effectively or retire its debt obligation to us. Generally
the portfolio company displays one or more of the following: its enterprise value may not exceed our loan
balance;  it  has  insufficient  cash  to  operate  according  to  its  plan  and  liquidity  may  be  tight;  and  there  are
uncertain plans to raise additional capital or the portfolio company is being sold under distressed conditions.
There is no potential for warrant gains from our warrants. Loans rated 1 are generally put on non-accrual
status and represent a high degree of risk of loss of principal.

For  a  discussion  of  the  ratings  of  our  existing  portfolio,  see  “Item  7  —  Management’s  Discussion  and  Analysis  of

Financial Condition and Results of Operations — Debt investment asset quality.”

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Managerial assistance

As  a  BDC,  we  offer,  through  our  Advisor,  and  must  provide  upon  request,  managerial  assistance  to  certain  of  our
portfolio  companies.  This  assistance  may  involve  monitoring  the  operations  of  the  portfolio  companies,  participating  in
board of directors and management meetings, consulting with and advising officers of portfolio companies and providing
other organizational and financial guidance.

Although we may receive fees for these services, pursuant to the Administration Agreement, we will reimburse our

Advisor for its expenses related to providing such services on our behalf.

Employees

We  do  not  have  any  employees.  Each  of  our  executive  officers  is  an  employee  of  our  Advisor.  Our  day-to-day
investment  operations  are  managed  by  our  Advisor.  We  reimburse  our  Advisor  for  our  allocable  portion  of  expenses
incurred  by  it  in  performing  its  obligations  under  the  Administration  Agreement,  as  our  Administrator,  including  our
allocable portion of the cost of our Chief Financial Officer and Chief Compliance Officer and their respective staffs.

Investment Management Agreement

Under the terms of the Investment Management Agreement, our Advisor:

● determines the composition of our portfolio, the nature and timing of the changes to our portfolio and the manner

of implementing such changes;

● identifies, evaluates and negotiates the structure of the investments we make (including performing due diligence

on our prospective portfolio companies); and

● closes, monitors and administers the investments we make, including the exercise of any voting or consent rights.

Our Advisor’s services under the Investment Management Agreement are not exclusive, and it is free to furnish similar

services to other entities so long as its services to us are not impaired.

Investment advisory fees

Pursuant  to  our  Investment  Management  Agreement,  we  pay  our  Advisor  a  fee  for  investment  advisory  and

management services consisting of a base management fee and an incentive fee.

Base  management  fee.  Through  October  30,  2018,  the  base  management  fee,  payable  monthly  in  arrears,  was
calculated at an annual rate of 2.00% of (i) our gross assets less (ii) cash and cash equivalents. For purposes of calculating
the base management fee, the term “gross assets” includes any assets acquired with the proceeds of leverage. From and
after October 31, 2018, the first date on which the reduced asset coverage requirements in Section 61(a)(2) of the 1940 Act
applied to the Company, the base management fee was and will be calculated at an annual rate of 2.00% of the Company’s
gross assets (less cash and cash equivalents) including any assets acquired with the proceeds of leverage; provided, that, to
the extent the Company’s gross assets (less cash and cash equivalents) exceed $250 million, the base management fee on
the amount of such excess over $250 million is calculated at an annual rate of 1.60% of the Company’s gross assets (less
cash and cash equivalents) including any assets acquired with the proceeds of leverage.

Incentive fee. The incentive fee has two parts, as follows:

The first part, which is subject to the Incentive Fee Cap and Deferral Mechanism, as defined below, is calculated and
payable quarterly in arrears based on our Pre-Incentive Fee Net Investment Income for the immediately preceding calendar
quarter.  For  this  purpose,  “Pre-Incentive  Fee  Net  Investment  Income”  means  interest  income,  dividend  income  and  any
other  income  (including  any  other  fees  (other  than  fees  for  providing  managerial  assistance),  such  as  commitment,
origination, structuring, diligence and consulting fees or other fees received from portfolio companies) accrued during the
calendar  quarter,  minus  expenses  for  the  quarter  (including  the  base  management  fee,  expenses  payable  under  the
Administration Agreement, and any interest expense and any dividends paid on any issued and outstanding preferred stock,

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but  excluding  the  incentive  fee).  Pre-Incentive  Fee  Net  Investment  Income  includes,  in  the  case  of  investments  with  a
deferred interest feature (such as original issue discount, debt instruments with payment-in-kind interest, or PIK, and zero
coupon securities), accrued income we have not yet received in cash. The incentive fee with respect to the Pre-Incentive
Fee Net Investment Income is 20.00% of the amount, if any, by which the Pre-Incentive Fee Net Investment Income for the
immediately preceding calendar quarter exceeds a hurdle rate of 1.75% (which is 7.00% annualized) of our net assets at the
end  of  the  immediately  preceding  calendar  quarter,  subject  to  a  “catch-up”  provision  measured  as  of  the  end  of  each
calendar quarter. Under this provision, in any calendar quarter, the Advisor receives no incentive fee until the Pre-Incentive
Fee  Net  Investment  Income  equals  the  hurdle  rate  of  1.75%,  but  then  receives,  as  a  “catch-up,”  100.00%  of  the  Pre-
Incentive Fee Net Investment Income with respect to that portion of such Pre-Incentive Fee Net Investment Income, if any,
that exceeds the hurdle rate but is less than 2.1875% quarterly (which is 8.75% annualized). The effect of this “catch-up”
provision is that, if Pre-Incentive Fee Net Investment Income exceeds 2.1875% in any calendar quarter, the Advisor will
receive 20.00% of the Pre-Incentive Fee Net Investment Income as if the hurdle rate did not apply.

Pre-Incentive  Fee  Net  Investment  Income  does  not  include  any  realized  capital  gains,  realized  capital  losses  or
unrealized capital appreciation or depreciation. Because of the structure of the incentive fee, it is possible that we may pay
an incentive fee in a quarter in which we incur a loss. For example, if we receive Pre-Incentive Fee Net Investment Income
in  excess  of  the  quarterly  minimum  hurdle  rate,  we  will  pay  the  applicable  incentive  fee  up  to  the  Incentive  Fee  Cap,
defined  below,  even  if  we  have  incurred  a  loss  in  that  quarter  due  to  realized  and  unrealized  capital  losses.  Our  net
investment income used to calculate this part of the incentive fee is also included in the amount of our gross assets used to
calculate  the  2.00%  base  management  fee.  These  calculations  are  appropriately  prorated  for  any  period  of  less  than
three months and adjusted for any share issuances or repurchases during the applicable quarter.

The incentive fee on Pre-Incentive Fee Net Investment Income is subject to a fee cap and deferral mechanism which is
determined based upon a look-back period of up to three years and is expensed when incurred. For this purpose, the look-
back  period  for  the  incentive  fee  based  on  Pre-Incentive  Fee  Net  Investment  Income,  or  the  Incentive  Fee  Look-back
Period, the Incentive Fee Look-back Period includes the most recently completed calendar quarter and the 11 preceding full
calendar quarters. Each quarterly incentive fee payable on Pre-Incentive Fee Net Investment Income is subject to a cap, or
the  Incentive  Fee  Cap,  and  a  deferral  mechanism  through  which  the  Advisor  may  recoup  a  portion  of  such  deferred
incentive fees (collectively, the Incentive Fee Cap and Deferral Mechanism). The Incentive Fee Cap is equal to (a) 20.00%
of  Cumulative  Pre-Incentive  Fee  Net  Return  (as  defined  below)  during  the  Incentive  Fee  Look-back  Period  less
(b) cumulative incentive fees of any kind paid to the Advisor during the Incentive Fee Look-back Period. To the extent the
Incentive Fee Cap is zero or a negative value in any calendar quarter, we will not pay an incentive fee on Pre-Incentive Fee
Net Investment Income to the Advisor in that quarter. To the extent that the payment of incentive fees on Pre-Incentive Fee
Net  Investment  Income  is  limited  by  the  Incentive  Fee  Cap,  the  payment  of  such  fees  will  be  deferred  and  paid  in
subsequent  calendar  quarters  up  to  three  years  after  their  date  of  deferment,  subject  to  certain  limitations,  which  are  set
forth in the Investment Management Agreement. We only pay incentive fees on Pre-Incentive Fee Net Investment Income
to  the  extent  allowed  by  the  Incentive  Fee  Cap  and  Deferral  Mechanism.  “Cumulative  Pre-Incentive  Fee  Net  Return”
during any Incentive Fee Look-back Period means the sum of (a) Pre-Incentive Fee Net Investment Income and the base
management  fee  for  each  calendar  quarter  during  the  Incentive  Fee  Look-back  Period  and  (b)  the  sum  of  cumulative
realized capital gains and losses, cumulative unrealized capital appreciation and cumulative unrealized capital depreciation
during the applicable Incentive Fee Look-back Period.

On  March  5,  2019,  the  Advisor  irrevocably  waived  the  receipt  of  incentive  fees  related  to  the  amounts  previously
deferred  that  it  may  be  entitled  to  receive  under  the  Investment  Management  Agreement  for  the  period  commencing  on
January 1, 2019 and ending on December 31, 2019. Such waived incentive fees will not be subject to recoupment.

On  March  6,  2018,  the  Advisor  irrevocably  waived  the  receipt  of  incentive  fees  related  to  the  amounts  previously
deferred  that  it  may  be  entitled  to  receive  under  the  Investment  Management  Agreement  for  the  period  commencing  on
January 1, 2018 and ending on December 31, 2018. Such waived incentive fees are not subject to recoupment.

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The following is a graphical representation of the calculation of the income-related portion of the incentive fee:

Quarterly incentive fee based on Net Investment Income

Pre-Incentive Fee Net Investment Income (expressed as a percentage of the value of net assets)

Percentage of Pre-Incentive Fee Net Investment Income allocated to first part of incentive fee

The second part of the incentive fee is determined and payable in arrears as of the end of each calendar year (or upon
termination  of  the  Investment  Management  Agreement,  as  of  the  termination  date)  and  equals  20.00%  of  our  realized
capital gains, if any, on a cumulative basis from the date of our election to be a BDC through the end of each calendar year,
computed  net  of  all  realized  capital  losses  and  unrealized  capital  depreciation  on  a  cumulative  basis  through  the  end  of
such year, less all previous amounts paid in respect of the capital gain incentive fee.

Examples of incentive fee calculation

Example 1: Income related portion of incentive fee before total return requirement calculation for each fiscal quarter

Alternative 1

Assumptions:

Investment income (including interest, distributions, fees, etc.) = 1.25%

Hurdle rate(1) = 1.75%

Management fee(2) = 0.50%

Other expenses (legal, accounting, custodian, transfer agent, etc.)(3) = 0.20%

Pre-Incentive Fee Net Investment Income (investment income - (management fee + other expenses)) = 0.55%

Pre-Incentive Fee Net Investment Income does not exceed hurdle rate; therefore, there is no income-related incentive
fee.

Alternative 2

Assumptions:

Investment income (including interest, distributions, fees, etc.) = 2.80%

Hurdle rate(1) = 1.75%

Management fee(2) = 0.50%

Other expenses (legal, accounting, custodian, transfer agent, etc.)(3) = 0.20%

Pre-Incentive Fee Net Investment Income (investment income - (management fee + other expenses)) = 2.10%

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Incentive fee = 100.00% × Pre-Incentive Fee Net Investment Income (subject to “catch-up”)(4)

= 100.00% × (2.10% - 1.75%)

= 0.35%

Pre-Incentive Fee Net Investment Income exceeds the hurdle rate, but does not fully satisfy the “catch-up” provision;
therefore, the income related portion of the incentive fee is 0.35%.

Alternative 3

Assumptions:

Investment income (including interest, distributions, fees, etc.) = 3.00%

Hurdle rate(1) = 1.75%

Management fee(2) = 0.50%

Other expenses (legal, accounting, custodian, transfer agent, etc.)(3) = 0.20%

Pre-Incentive Fee Net Investment Income (investment income - (management fee + other expenses)) = 2.30%

Incentive fee = 100.00% × Pre-Incentive Fee Net Investment Income (subject to “catch-up”)(4)

Incentive fee = 100.00% × “catch-up” + (20.00% × (Pre-Incentive Fee Net Investment Income - 2.1875%))

Catch up = 2.1875% - 1.75%

= 0.4375%

Incentive fee = (100.00% × 0.4375%) + (20.00% × (2.30% - 2.1875%))

= 0.4375% + (20.00% × 0.1125%)

= 0.4375% + 0.0225%

= 0.46%

Pre-Incentive  Fee  Net  Investment  Income  exceeds  the  hurdle  rate  and  fully  satisfies  the  “catch-up”  provision;
therefore, the income related portion of the incentive fee is 0.46%.

(1) Represents 7.00% annualized hurdle rate.

(2) Represents 2.00% annualized base management fee.

(3) Excludes organizational and offering expenses.

(4) The “catch-up” provision is intended to provide our Advisor with an incentive fee of 20.00% on all Pre-Incentive
Fee Net Investment Income as if a hurdle rate did not apply when our Pre-Incentive Fee Net Investment Income
exceeds 2.1875% in any fiscal quarter.

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Example 2: Income related portion of incentive fee after total return requirement calculation for each fiscal quarter

Alternative 1

Assumptions:

Investment income (including interest, distributions, fees, etc.) = 2.80%

Hurdle rate(1) = 1.75%

Management fee(2) = 0.50%

Other expenses (legal, accounting, custodian, transfer agent, etc.)(3) = 0.20%

Pre-Incentive Fee Net Investment Income (investment income - (management fee + other expenses)) = 2.10%

Incentive fee = 100.00% × Pre-Incentive Fee Net Investment Income (subject to ‘‘catch-up’’)(4)

=100.00% × (2.10% - 1.75%)

= 0.35%

Cumulative incentive compensation accrued and/or paid since July 1, 2014 = $9,000,000

20.0% of cumulative net increase in net assets resulting from operations since July 1, 2014 = $8,000,000

Although our Pre-Incentive Fee Net Investment Income exceeds the hurdle rate of 1.75%, no incentive fee is payable
because 20.0% of the cumulative net increase in net assets resulting from operations since July 1, 2014 did not exceed
the cumulative income and capital gains incentive fees accrued and/or paid since July 1, 2014.

Alternative 2

Assumptions:

Investment income (including interest, distributions, fees, etc.) = 2.80%

Hurdle rate(1) = 1.75%

Management fee(2) = 0.50%

Other expenses (legal, accounting, custodian, transfer agent, etc.)(3) = 0.20%

Pre-Incentive Fee Net Investment Income (investment income - (management fee + other expenses)) = 2.10%

Incentive fee = 100.00% × Pre-Incentive Fee Net Investment Income (subject to ‘‘catch-up’’)(4)

=100.00% × (2.10% - 1.75%)

= 0.35%

Pre-Incentive Fee Net Investment Income exceeds the hurdle rate, but does not fully satisfy the ‘‘catch-up’’ provision;
therefore, the income related portion of the incentive fee is 0.35%.

Cumulative incentive compensation accrued and/or paid since July 1, 2014 = $9,000,000

20.0% of cumulative net increase in net assets resulting from operations since July 1, 2014 = $10,000,000

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Because  our  Pre-Incentive  Fee  Net  Investment  Income  exceeds  the  hurdle  rate  of  1.75%  and  because  20.0%  of  the
cumulative net increase in net assets resulting from operations since July 1, 2014 exceeds the cumulative income and
capital gains incentive fees accrued and/or paid since July 1, 2014, an incentive fee would be payable, as shown in
Alternative 3 of Example 1 above.

(1) Represents 7.00% annualized hurdle rate.

(2) Represents 2.00% annualized base management fee.

(3) Excludes organizational and offering expenses.

(4) The “catch-up” provision is intended to provide our Advisor with an incentive fee of 20.00% on all Pre-Incentive
Fee Net Investment Income as if a hurdle rate did not apply when our Pre-Incentive Fee Net Investment Income
exceeds 2.1875% in any fiscal quarter.

Example 3: Capital gains portion of incentive fee

Alternative 1

Assumptions:

Year 1: $20 million investment made in Company A, or Investment A, and $30 million investment made in Company
B, or Investment B

Year  2:  Investment  A  sold  for  $50  million  and  fair  market  value,  or  FMV,  of  Investment  B  determined  to  be  $32
million

Year 3: FMV of Investment B determined to be $25 million

Year 4: Investment B sold for $31 million

The capital gains portion of the incentive fee, if any, would be:

Year 1: None (No sales transaction)

Year 2: Capital gains incentive fee of $6 million ($30 million realized capital gains on sale of Investment A multiplied
by 20%)

Year 3: None; $5 million ((20% multiplied by ($30 million cumulative capital gains less $5 million cumulative capital
depreciation)) less $6 million (previous capital gains fee paid in Year 2))

Year 4: Capital gains incentive fee of $200,000; $6.2 million (($31 million cumulative realized capital gains multiplied
by 20%) less $6 million (capital gains incentive fee taken in Year 2))

Alternative 2

Assumptions:

Year 1: $20 million investment made in Company A, or Investment A, $30 million investment made in Company B, or
Investment B and $25 million investment made in Company C, or Investment C

Year  2:  Investment  A  sold  for  $50  million,  FMV  of  Investment  B  determined  to  be  $25  million  and  FMV  of
Investment C determined to be $25 million

Year 3: FMV of Investment B determined to be $27 million and Investment C sold for $30 million

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Year 4: FMV of Investment B determined to be $35 million

Year 5: Investment B sold for $20 million

The capital gains incentive fee, if any, would be:

Year 1: None (no sales transaction)

Year 2: $5 million capital gains incentive fee (20% multiplied by $25 million ($30 million realized capital gains on
Investment A less unrealized capital depreciation on Investment B))

Year  3:  $1.4  million  capital  gains  incentive  fee(1)  ($6.4  million  (20%  multiplied  by  $32  million  ($35  million
cumulative  realized  capital  gains  less  $3  million  unrealized  capital  depreciation))  less  $5  million  capital  gains
incentive fee received in Year 2

Year 4: None (no sales transaction)

Year  5:  None  ($5  million  (20%  multiplied  by  $25  million  (cumulative  realized  capital  gains  of  $35  million  less
realized capital losses of $10 million)) less $6.4 million cumulative capital gains incentive fee paid in Year 2 and Year
3(2)

The hypothetical amounts of returns shown are based on a percentage of our total net assets and assume no leverage.
There  is  no  guarantee  that  positive  returns  will  be  realized  and  actual  returns  may  vary  from  those  shown  in  this
example.

(1) As illustrated in Year 3 of Alternative 1 above, if the Investment Management Agreement were terminated on a
date other than our fiscal year end of any year, we may have paid aggregate capital gains incentive fees that are
more  than  the  amount  of  such  fees  that  would  be  payable  if  the  Investment  Management  Agreement  were
terminated on the fiscal year end of such year.

(2) As  noted  above,  it  is  possible  that  the  cumulative  aggregate  capital  gains  fee  received  by  the  Advisor  ($6.4
million)  is  effectively  greater  than  $5  million  (20.00%  of  cumulative  aggregate  realized  capital  gains  less  net
realized capital losses or net unrealized depreciation ($25 million)).

Payment of our expenses

All  investment  professionals  and  staff  of  our  Advisor,  when  and  to  the  extent  engaged  in  providing  investment
advisory and management services, and the compensation and routine overhead expenses of its personnel allocable to such
services, are provided and paid for by our Advisor. We bear all other costs and expenses of our operations and transactions,
including those relating to:

● our organization;

● calculating our net asset value, or NAV (including the cost and expenses of any independent valuation firms);

● expenses, including travel expense, incurred by our Advisor or payable to third parties performing due diligence

on prospective portfolio companies, monitoring our investments and, if necessary, enforcing our rights;

● interest payable on debt, if any, incurred to finance our investments;

● the costs of all future offerings and repurchases of our common stock and other securities, if any;

● the base management fee and any incentive fee;

● distributions on our shares;

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● administration fees payable under the Administration Agreement;

● the  allocated  costs  incurred  by  our  Advisor  as  our  Administrator  in  providing  managerial  assistance  to  those

portfolio companies that request it;

● amounts payable to third parties relating to, or associated with, making investments;

● transfer agent and custodial fees;

● registration fees;

● listing fees;

● fees and expenses associated with marketing efforts;

● taxes;

● independent director fees and expenses;

● brokerage commissions;

● costs of preparing and filing reports or other documents with the SEC;

● the costs of any reports, proxy statements or other notices to our stockholders, including printing costs;

● the fidelity bond;

● directors and officers/errors and omissions liability insurance, and any other insurance premiums;

● indemnification payments;

● direct costs and expenses of administration, including audit and legal costs; and

● all other expenses incurred by us or the Administrator in connection with administering our business, such as the
allocable  portion  of  overhead  under  the  Administration  Agreement,  including  rent,  the  fees  and  expenses
associated  with  performing  compliance  functions  and  our  allocable  portion  of  the  costs  of  compensation  and
related expenses of our Chief Financial Officer and Chief Compliance Officer and their respective staffs.

From  time  to  time,  our  Advisor  may  pay  amounts  owed  by  us  to  third  party  providers  of  goods  or  services.  We
subsequently reimburse our Advisor for such amounts paid on our behalf. Generally, our expenses are expensed as incurred
in accordance with U.S. generally accepted accounting principles, or GAAP. To the extent we incur costs that should be
capitalized  and  amortized  into  expense  we  also  do  so  in  accordance  with  GAAP,  which  may  include  amortizing  such
amount on a straight line basis over the life of the asset or the life of the services or product being performed or provided.

Limitation of liability and indemnification

The  Investment  Management  Agreement  provides  that  our  Advisor  and  its  officers,  managers,  partners,  agents,
employees, controlling persons and any other person or entity affiliated with our Advisor are not liable to us for any act or
omission by it in the supervision or management of our investment activities or for any loss sustained by us except for acts
or omissions constituting willful misfeasance, bad faith, gross negligence or reckless disregard of its obligations under the
Investment Management Agreement. The Investment Management Agreement also provides, subject to certain conditions,
for indemnification by us of our Advisor and its officers, managers, partners, agents, employees, controlling persons and
any other person or entity affiliated with our Advisor for liabilities incurred by them in connection with their services to us
(including  any  liabilities  associated  with  an  action  or  suit  by  or  in  the  right  of  us  or  our  stockholders),  but  excluding
liabilities for acts or omissions constituting willful misfeasance, bad faith or gross negligence or reckless disregard of their
duties under the Investment Management Agreement.

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Board Recommendation and Approval of the Investment Management Agreement

At  a  special  meeting  of  the  stockholders  on  October  30,  2018,  the  stockholders,  upon  the  recommendation  of  the
Board, approved a new Investment Management Agreement which became effective on March 7, 2019. The Investment
Management Agreement was effective for two years from the date of approval and then must be annually reapproved by
our Board for a one-year period. The Investment Management Agreement was considered and reapproved by our Board,
including a majority of our independent directors, on October 26, 2020. When it considered recommending the approval of
the Investment Management Agreement, our Board held a meeting at which it focused on information it received relating
to (a) the nature, quality and extent of the advisory and other services to be provided to us by our Advisor; (b) comparative
data  with  respect  to  advisory  fees  or  similar  expenses  paid  by  other  BDCs  with  similar  investment  objectives;  (c)  our
projected expenses and expense ratio compared to BDCs with similar investment objectives; (d) any existing and potential
sources  of  indirect  income  to  our  Advisor  or  the  Administrator  from  their  relationships  with  us  and  the  profitability  of
those relationships; (e) information about the services to be performed and the personnel performing such services under
the  Investment  Management  Agreement;  (f)  the  organizational  capability  and  financial  condition  of  our  Advisor  and  its
affiliates; (g) our Advisor’s practices regarding the selection and compensation of brokers that may execute our portfolio
transactions  and  the  brokers’  provision  of  brokerage  and  research  services  to  our  Advisor;  and  (h)  the  possibility  of
obtaining similar services from other third party service providers or through an internally managed structure.

Based on the information reviewed and its discussions related thereto, our Board, including a majority of the directors
who are not interested persons of us, determined that the investment management fee rates payable pursuant to the terms of
the Investment Management Agreement were reasonable in relation to the services to be provided.

Duration and termination

Unless terminated earlier as described below, it will continue in effect from year to year after the initial two-year term
if approved annually by our Board including a majority of our directors who are not interested persons or by the affirmative
vote of the holders of a majority of our outstanding voting securities and a majority of our directors who are not interested
persons.  The  Investment  Management  Agreement  will  automatically  terminate  in  the  event  of  its  assignment.  The
Investment Management Agreement may be terminated by either party without penalty by delivering notice of termination
upon  not  more  than  60  days’  written  notice  to  the  other  party.  See  “Item  1A  —  Risk  Factors  —  Risks  Related  to  Our
Advisor and Affiliates — Our Advisor can resign on 60 days’ notice, and we may not be able to find a suitable replacement
within that time, resulting in a disruption in our operations that could adversely affect our business, results of operations or
financial condition.”

Administration Agreement

The Administration Agreement was considered and reapproved by our Board, including a majority of our independent
directors, on October 26, 2020. Under the Administration Agreement, the Administrator furnishes us with office facilities
and equipment, provides us clerical, bookkeeping and record keeping services at such facilities and provides us with other
administrative services necessary to conduct our day-to-day operations. We reimburse the Administrator for our allocable
portion  of  overhead  and  other  expenses  incurred  by  the  Administrator  in  performing  its  obligations  under  the
Administration Agreement, including rent, the fees and expenses associated with performing compliance functions and our
allocable portion of the costs of compensation and related expenses of our Chief Financial Officer and Chief Compliance
Officer and their respective staffs. The Board reviews the allocation of expenses shared with the Advisor or other clients of
the  Advisor,  if  any,  on  a  periodic  basis  to  confirm  that  the  allocations  are  reasonable  and  appropriate  in  light  of  the
provisions of the Investment Management Agreement and Administration Agreement and then-current circumstances.

License agreement

We have entered into a license agreement with Horizon Technology Finance Principals, LLC fka Horizon Technology
Finance, LLC, or HTF, pursuant to which we were granted a non-exclusive, royalty-free right and license to use the service
mark  “Horizon  Technology  Finance.”  Under  this  agreement,  we  have  a  right  to  use  the  “Horizon  Technology  Finance”
service mark for so long as the Investment Management Agreement with our Advisor is in effect. Other than with respect
to this limited license, we have no legal right to the “Horizon Technology Finance” service mark.

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Regulation

We have elected to be regulated as a BDC under the 1940 Act and elected to be treated as a RIC under Subchapter M
of  the  Code.  As  with  other  companies  regulated  by  the  1940  Act,  a  BDC  must  adhere  to  certain  substantive  regulatory
requirements. The 1940 Act contains prohibitions and restrictions relating to transactions between BDCs and their affiliates
(including any investment advisers or sub-advisers), principal underwriters and affiliates of those affiliates or underwriters
and requires that a majority of the directors be persons other than “interested persons,” as that term is defined in the 1940
Act.  In  addition,  the  1940  Act  provides  that  we  may  not  change  the  nature  of  our  business  so  as  to  cease  to  be,  or  to
withdraw  our  election  as,  a  BDC  unless  approved  by  “a  majority  of  our  outstanding  voting  securities”  as  defined  in  the
1940  Act.  A  majority  of  the  outstanding  voting  securities  of  a  company  is  defined  under  the  1940  Act  as  the  lesser  of:
(1)  67%  or  more  of  such  company’s  shares  present  at  a  meeting  if  more  than  50%  of  the  outstanding  shares  of  such
company are present or represented by proxy or (2) more than 50% of the outstanding shares of such company. Our bylaws
provide for the calling of a special meeting of stockholders at which such action could be considered upon written notice of
not less than ten or more than sixty days before the date of such meeting.

We  may  invest  up  to  100%  of  our  assets  in  securities  acquired  directly  from  issuers  in  privately  negotiated
transactions. With respect to such securities, we may, for the purpose of public resale, be deemed an “underwriter” as that
term  is  defined  in  the  Securities  Act  of  1933,  as  amended,  or  the  Securities  Act.  We  do  not  intend  to  acquire  securities
issued  by  any  investment  company  that  exceed  the  limits  imposed  by  the  1940  Act.  Under  these  limits,  except  for
registered money market funds, we generally cannot acquire more than 3% of the voting stock of any investment company,
invest more than 5% of the value of our total assets in the securities of one investment company or invest more than 10%
of the value of our total assets in the securities of more than one investment company. With regard to that portion of our
portfolio invested in securities issued by investment companies, it should be noted that such investments might subject our
stockholders  to  additional  expenses.  None  of  our  investment  policies  are  fundamental  and  any  may  be  changed  without
stockholder approval.

We may also be prohibited under the 1940 Act from knowingly participating in certain transactions with our affiliates
without the prior approval of our directors who are not interested persons and, in some cases, prior approval by the SEC.
For example, under the 1940 Act, absent receipt of exemptive relief from the SEC, we and our affiliates may be precluded
from  co-investing  in  transactions  for  which  terms  other  than  price  are  negotiated  by  our  affiliates.  As  a  result  of  one  or
more of these situations, we may not be able to invest as much as we otherwise would in certain investments or may not be
able to liquidate a position as quickly. On November 27, 2017, the SEC granted us, our Advisor and certain of our affiliates
an exemptive relief order permitting us to co-invest with certain affiliated funds in negotiated investments, subject to the
terms and conditions of the order.

We expect to be periodically examined by the SEC for compliance with the 1940 Act.

We are required to provide and maintain a bond issued by a reputable fidelity insurance company to protect us against
larceny and embezzlement. Furthermore, as a BDC, we are prohibited from protecting any director or officer against any
liability to us or our stockholders arising from willful misfeasance, bad faith, gross negligence or reckless disregard of the
duties involved in the conduct of such person’s office.

We and our Advisor have adopted and implemented written policies and procedures reasonably designed to prevent
violation  of  the  federal  securities  laws  and  review  these  policies  and  procedures  annually  for  their  adequacy  and  the
effectiveness of their implementation. We and our Advisor have designated a chief compliance officer to be responsible for
administering the policies and procedures.

Qualifying assets

Under the 1940 Act, a BDC may not acquire any asset other than assets of the type listed in section 55(a) of the 1940

Act, which are referred to as qualifying assets, unless, at the time the acquisition is made, qualifying assets represent at

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least 70% of the company’s total assets. The principal categories of qualifying assets relevant to our proposed business are
the following:

● Securities  purchased  in  transactions  not  involving  any  public  offering  from  the  issuer  of  such  securities,  which
issuer (subject to certain limited exceptions) is an eligible portfolio company, or from any person who is, or has
been  during  the  preceding  13  months,  an  affiliated  person  of  an  eligible  portfolio  company,  or  from  any  other
person, subject to such rules as may be prescribed by the SEC. An eligible portfolio company is defined in the
1940 Act as any issuer which:

● is organized under the laws of, and has its principal place of business in, the United States;

● is not an investment company (other than a small business investment company wholly owned by the BDC)

or a company that would be an investment company but for certain exclusions under the 1940 Act; and

● satisfies any of the following:

● has a market capitalization of less than $250 million or does not have any class of securities listed on a

national securities exchange;

● is controlled by a BDC or a group of companies including a BDC, the BDC actually exercises a

controlling influence over the management or policies of the eligible portfolio company, and, as a result
thereof, the BDC has an affiliated person who is a director of the eligible portfolio company; or

● is a small and solvent company having total assets of not more than $4 million and capital and surplus of

not less than $2 million.

● Securities of any eligible portfolio company which we control.

● Securities  purchased  in  a  private  transaction  from  a  U.S.  issuer  that  is  not  an  investment  company  or  from  an
affiliated  person  of  the  issuer,  or  in  transactions  incident  thereto,  if  the  issuer  is  in  bankruptcy  and  subject  to
reorganization or if the issuer, immediately prior to the purchase of its securities was unable to meet its obligations
as they came due without material assistance other than conventional lending or financing arrangements.

● Securities of an eligible portfolio company purchased from any person in a private transaction if there is no ready
market for such securities and we already own 60% of the outstanding equity of the eligible portfolio company.

● Securities received in exchange for or distributed on or with respect to securities described above, or pursuant to

the exercise of warrants or rights relating to such securities.

● Cash,  cash  equivalents,  U.S.  Government  securities  or  high-quality  debt  securities  maturing  in  one  year  or  less

from the time of investment.

The regulations defining qualifying assets may change over time. We may adjust our investment focus as needed to

comply with and/or take advantage of any regulatory, legislative, administrative or judicial actions in this area.

Managerial assistance to portfolio companies

A BDC must have been organized and have its principal place of business in the United States and must be operated
for  the  purpose  of  making  investments  in  the  types  of  securities  described  in  “Qualifying  assets.”  However,  in  order  to
count portfolio securities as qualifying assets for the purpose of the 70% test, the BDC must either control the issuer of the
securities or must offer to make available to the issuer of the securities (other than small and solvent companies described
above) significant managerial assistance. Where the BDC purchases such securities in conjunction with one or more other
persons  acting  together,  the  BDC  will  satisfy  this  test  if  one  of  the  other  persons  in  the  group  makes  available  such
managerial assistance. Making available managerial assistance means, among other things, any arrangement whereby the

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BDC, through its directors, officers or employees, offers to provide, and, if accepted, does so provide, significant guidance
and counsel concerning the management, operations or business objectives and policies of a portfolio company.

Issuance of additional shares

We are not generally able to issue and sell our common stock at a price below NAV per share. We may, however, issue
and sell our common stock, at a price below the current NAV of the common stock, or issue and sell warrants, options or
rights to acquire such common stock, at a price below the current NAV of the common stock if our Board determines that
such sale is in our best interest and in the best interests of our stockholders, and our stockholders have approved our policy
and practice of making such sales within the preceding 12 months. In any such case, the price at which our securities are to
be issued and sold may not be less than a price which, in the determination of our Board, closely approximates the market
value of such securities. We have not sought the approval of our stockholders in the preceding 12 months but we may seek
approval from our stockholders to offer shares of our common stock below its NAV in the future.

Temporary investments

Pending  investment  in  other  types  of  “qualifying  assets,”  as  described  above,  our  investments  may  consist  of  cash,
cash equivalents, U.S. Government securities or high-quality debt securities maturing in one year or less from the time of
investment,  which  we  refer  to,  collectively,  as  temporary  investments,  so  that  70%  of  our  assets  are  qualifying  assets.
Typically, we invest in highly rated commercial paper, U.S. Government agency notes, U.S. Treasury bills or in repurchase
agreements relating to such securities that are fully collateralized by cash or securities issued by the U.S. Government or its
agencies.  A  repurchase  agreement  involves  the  purchase  by  an  investor,  such  as  us,  of  a  specified  security  and  the
simultaneous agreement by the seller to repurchase it at an agreed-upon future date and at a price which is greater than the
purchase price by an amount that reflects an agreed-upon interest rate. There is no percentage restriction on the proportion
of our assets that may be invested in such repurchase agreements. However, subject to certain exceptions, if more than 25%
of  our  total  assets  constitute  repurchase  agreements  from  a  single  counterparty,  we  generally  would  not  meet  the
diversification  tests  in  order  to  qualify  as  a  RIC  for  federal  income  tax  purposes.  Thus,  we  do  not  intend  to  enter  into
repurchase agreements with a single counterparty in excess of this limit. Our Advisor monitors the creditworthiness of the
counterparties with which we enter into repurchase agreement transactions.

Senior securities; derivative securities

We are permitted, under specified conditions, to issue multiple classes of indebtedness and one class of stock senior to
our common stock if our asset coverage, as defined in the 1940 Act, is at least equal to 150% immediately after each such
issuance. In addition, while any senior securities are outstanding, we must make provisions to prohibit any distribution to
our stockholders or the repurchase of such securities or shares unless we meet the applicable asset coverage requirements at
the  time  of  the  distribution  or  repurchase.  We  may  also  borrow  amounts  up  to  5%  of  the  value  of  our  total  assets  for
temporary  purposes  without  regard  to  asset  coverage.  For  a  discussion  of  the  risks  associated  with  leverage,  see
“Item 1A — Risk Factors — General Risk Factors — We borrow money, which magnifies the potential for gain or loss on
amounts invested and may increase the risk of investing in us.”

The 1940 Act also limits the amount of warrants, options and rights to common stock that we may issue and the terms

of such securities.

Code of ethics

We and our Advisor have each adopted a code of ethics pursuant to Rule 17j-1 under the 1940 Act and Rule 204A-1
under the Investment Advisers Act of 1940, as amended, or the Advisers Act, respectively, that establishes procedures for
personal  investments  and  restricts  certain  personal  securities  transactions.  Personnel  subject  to  each  code  may  invest  in
securities for their personal investment accounts, including securities that may be purchased or held by us, so long as such
investments are made in accordance with the relevant code of ethics’ requirements. Each code of ethics is published on our
website at www.horizontechfinance.com. We intend to disclose any substantive amendments to, or waivers from, the codes
of conduct within four business days of the waiver or amendment through a web site posting.

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Proxy voting policies and procedures

We have delegated our proxy voting responsibility to our Advisor. The proxy voting policies and procedures of our
Advisor are set forth below. The guidelines are reviewed periodically by our Advisor and our independent directors and,
accordingly, are subject to change.

Introduction

Our Advisor is registered with the SEC as an investment adviser under the Advisers Act. As an investment adviser
registered under the Advisers Act, our Advisor has fiduciary duties to us. As part of this duty, our Advisor recognizes that
it must vote client securities in a timely manner free of conflicts of interest and in our best interests and the best interests of
our stockholders. Our Advisor’s proxy voting policies and procedures have been formulated to ensure decision-making is
consistent with these fiduciary duties.

These policies and procedures for voting proxies are intended to comply with Section 206 of, and Rule 206(4)-6 under,

the Advisers Act.

Proxy policies

Our Advisor votes proxies relating to our portfolio securities in what our Advisor perceives to be the best interest of
our stockholders. Our Advisor reviews on a case-by-case basis each proposal submitted to a stockholder vote to determine
its effect on the portfolio securities held by us. Although our Advisor generally votes against proposals that may have a
negative effect on our portfolio securities, our Advisor may vote for such a proposal if there exist compelling long-term
reasons to do so.

Our Advisor’s proxy voting decisions are made by those senior officers who are responsible for monitoring each of our
investments. To ensure that a vote is not the product of a conflict of interest, our Advisor requires that (1) anyone involved
in the decision-making process disclose to our Chief Compliance Officer any potential conflict that he or she is aware of
and any contact that he or she has had with any interested party regarding a proxy vote and (2) employees involved in the
decision-making process or vote administration are prohibited from revealing how we intend to vote on a proposal in order
to reduce any attempted influence from interested parties.

Proxy voting records

You may obtain information about how we voted proxies by making a written request for proxy voting information to:
Chief  Compliance  Officer,  Horizon  Technology  Finance  Corporation,  312  Farmington  Avenue,  Farmington,  Connecticut
06032 or by calling (860) 676-8654.

Sarbanes-Oxley Act of 2002

The  Sarbanes-Oxley  Act  of  2002,  as  amended,  or  the  Sarbanes-Oxley  Act,  imposes  a  wide  variety  of  regulatory

requirements on publicly held companies and their insiders. Many of these requirements affect us. For example:

● pursuant  to  Rule  13a-14  under  the  Securities  Exchange  Act  of  1934,  as  amended,  or  the  Exchange  Act,  our
principal  executive  officer  and  principal  financial  officer  must  certify  the  accuracy  of  the  financial  statements
contained in our periodic reports;

● pursuant  to  Item  307  of  Regulation  S-K  under  the  Securities  Act,  our  periodic  reports  must  disclose  our

conclusions about the effectiveness of our disclosure controls and procedures;

● pursuant  to  Rule  13a-15  under  the  Exchange  Act,  our  management  must  prepare  an  annual  report  regarding  its
assessment of our internal control over financial reporting, which must be audited by our independent registered
public accounting firm; and

● pursuant to Item 308 of Regulation S-K under the Securities Act and Rule 13a-15 under the Exchange Act, our

periodic reports must disclose whether there were significant changes in our internal controls over financial

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reporting or in other factors that could significantly affect these controls subsequent to the date of their evaluation,
including any corrective actions with regard to significant deficiencies and material weaknesses.

The Sarbanes-Oxley Act requires us to review our current policies and procedures to determine whether we comply
with the Sarbanes-Oxley Act and the regulations promulgated thereunder. We will continue to monitor our compliance with
all  regulations  under  the  Sarbanes-Oxley  Act  and  intend  to  take  actions  necessary  to  ensure  that  we  are  in  compliance
therewith.

Nasdaq corporate governance regulations

Nasdaq has adopted corporate governance regulations with which listed companies must comply. We intend to be in
compliance with these corporate governance listing standards. We intend to monitor our compliance with all future listing
standards and to take all necessary actions to ensure that we are in compliance therewith.

Privacy principles

We are committed to maintaining the privacy of stockholders and to safeguarding our non-public personal information.
The following information is provided to help you understand what personal information we collect, how we protect that
information and why, in certain cases, we may share information with select other parties.

Generally,  we  do  not  receive  any  nonpublic  personal  information  relating  to  our  stockholders,  although  certain
nonpublic  personal  information  of  our  stockholders  may  become  available  to  us.  We  do  not  disclose  any  nonpublic
personal information about our stockholders or former stockholders, except as permitted by law or as is necessary in order
to service stockholder accounts (for example, to a transfer agent or third party administrator).

We  restrict  access  to  nonpublic  personal  information  about  our  stockholders  to  our  Advisor’s  employees  with  a
legitimate  business  need  for  the  information.  We  maintain  physical,  electronic  and  procedural  safeguards  designed  to
protect  the  nonpublic  personal  information  of  our  stockholders.  For  a  discussion  of  the  risks  associated  with  cyber
incidents, see “Item 1A — Risk Factors — General Risk Factors — We are highly dependent on information systems and
systems  failures  could  significantly  disrupt  our  business,  which  may,  in  turn,  negatively  affect  the  market  price  of  our
common stock and our ability to pay distributions.”

Election to be taxed as a RIC

We have elected to be subject to tax, and intend to qualify annually to maintain our election to be subject to tax, as a
RIC  under  Subchapter  M  of  the  Code.  To  maintain  our  RIC  status,  we  must,  among  other  requirements,  meet  certain
source-of-income and quarterly asset diversification requirements (as described below). We also must distribute dividends
each tax year of an amount generally at least equal to 90% of the sum of our ordinary income and our realized net short-
term  capital  gains  (i.e.,  net  short-term  capital  gains  in  excess  of  net  long  term  losses),  or  investment  company  taxable
income,  if  any,  out  of  the  assets  legally  available  for  distribution,  which  we  refer  to  as  the  “Annual  Distribution
Requirement.” Although not required for us to maintain our RIC tax status, in order to preclude the imposition of a 4%
nondeductible federal excise tax imposed on RICs, we are required to distribute dividends in respect of each calendar year
of an amount generally at least equal to the sum of (1) 98% of our ordinary income (taking into account certain deferrals
and elections) for the calendar year, (2) 98.2% of the excess of our capital gains over our capital losses, or capital gain net
income (adjusted for certain ordinary losses) for the one-year period ending on October 31 of the calendar year and (3) any
ordinary  income  or  net  capital  gains  for  preceding  years  that  was  not  distributed  during  such  years  and  on  which  we
previously  did  not  incur  any  U.S.  federal  corporate  income  tax,  or  the  Excise  Tax  Avoidance  Requirement.  In  addition,
although  we  may  distribute  realized  net  capital  gains  (i.e.,  net  long-term  capital  gains  in  excess  of  short-term  capital
losses), if any, at least annually out of the assets legally available for such distributions, we may decide to retain such net
capital gains or ordinary income to provide us with additional liquidity. In order to qualify as a RIC, we must:

● maintain an election to be treated as a BDC under the 1940 Act at all times during each tax year;

● meet any applicable securities law requirements, including capital structure requirements;

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● derive in each tax year at least 90% of our gross income from dividends, interest, payments with respect to certain
securities loans, gains from the sale of stock or other securities, net income from certain qualified publicly traded
partnerships or other income derived with respect to our business of investing in such stock or securities, or the
Qualifying Income Test; and

● diversify our holdings so that at the end of each quarter of the tax year:

● at least 50% of the value of our assets consists of cash, cash equivalents, U.S. government securities, securities of
other RICs, and other securities if such other securities of any one issuer neither represents more than 5% of the
value of our assets nor more than 10% of the outstanding voting securities of the issuer; and

● no more than 25% of the value of our assets is invested in the securities, other than U.S. government securities or
securities of other RICs, of one issuer or of two or more issuers that are controlled, as determined under applicable
tax rules, by us and that are engaged in the same or similar or related trades or businesses or in certain qualified
publicly traded partnerships, or the Diversification Tests.

Taxation as a RIC

If we qualify as a RIC, and satisfy the Annual Distribution Requirement, then we will not be subject to entity-level
income taxes on the portion of our investment company taxable income as well as any net capital gain (i.e., realized net
long-term capital gains in excess of realized net short-term capital losses) we distribute as dividends to stockholders. We
may retain for investment all or a portion of our net capital gain. However, if we retain any investment company taxable
income  or  net  capital  gains,  and  fail  to  satisfy  the  Annual  Distribution  Requirement,  we  will  be  subject  to  entity-level
taxation  at  regular  corporate  rates  on  any  amounts  retained.  If  we  fail  to  qualify  as  a  RIC  for  a  period  greater  than  two
consecutive tax years, to qualify as a RIC in a subsequent tax year, we may be subject to regular corporate rates on any net
built-in gains with respect to certain of our assets (that is, the excess of the aggregate gains, including items of income,
over aggregate losses that would have been realized with respect to such assets if we had sold the property at fair market
value  at  the  end  of  the  tax  year)  that  we  elect  to  recognize  on  requalification  or  when  recognized  over  the  next  five
tax years.

We may be required to recognize taxable income in circumstances in which we do not receive cash. For example, if we
hold debt securities that are treated under applicable tax rules as having original issue discount (such as debt instruments
with PIK interest or, in certain cases, increasing interest rates or issued with warrants), we must include in income each
tax year a portion of the original issue discount that accrues over the life of the debt security, regardless of whether cash
representing  such  income  is  received  by  us  in  the  same  tax  year.  Because  any  original  issue  discount  accrued  will  be
included in our investment company taxable income for the tax year of accrual, we may be required to make a distribution
to  our  stockholders  in  order  to  satisfy  the  Annual  Distribution  Requirement  or  the  Excise  Tax  Avoidance  Requirement,
even though we will not have received any corresponding cash amount.

Gain or loss realized by us from warrants acquired by us, as well as any loss attributable to the lapse of such warrants,
generally will be treated as capital gain or loss. Such gain or loss generally will be long-term or short-term, depending on
how long we held a particular warrant.

Although we do not presently expect to do so, we are authorized to borrow funds and to sell assets in order to satisfy
distribution  requirements.  However,  under  the  1940  Act,  we  are  generally  not  permitted  to  make  distributions  to  our
stockholders while our debt obligations and other senior securities are outstanding unless certain “asset coverage” tests are
met.  Moreover,  our  ability  to  dispose  of  assets  to  meet  our  distribution  requirements  may  be  limited  by  (1)  the  illiquid
nature of our portfolio and/or (2) other requirements relating to our status as a RIC, including the Diversification Tests. If
we dispose of assets in order to meet the Annual Distribution Requirement or the Excise Tax Avoidance Requirement, we
may make such dispositions at times that, from an investment standpoint, are not advantageous.

Failure to qualify as a RIC

If we fail to satisfy the Annual Distribution Requirement or fail to qualify as a RIC in any tax year, assuming we do

not qualify for or take advantage of certain remedial provisions, we will be subject to tax in that year on all of our taxable

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income, regardless of whether we make any distributions to our stockholders. In that case, all of our income will be subject
to  corporate-level  federal  income  tax,  reducing  the  amount  available  to  be  distributed  to  our  stockholders.  In  contrast,
assuming  we  qualify  as  a  RIC,  our  corporate-level  federal  income  tax  liability  should  be  substantially  reduced  or
eliminated. See “—Election to be taxed as a RIC” above.

If we are unable to maintain our status as a RIC, we would be subject to tax on all of our taxable income at regular
corporate  rates.  We  would  not  be  able  to  deduct  distributions  to  stockholders,  nor  would  they  be  required  to  be  made.
Distributions would generally be taxable to our stockholders as ordinary distribution income eligible for the 15% or 20%
maximum rate to the extent of our current and accumulated earnings and profits. Subject to certain limitations under the
Code,  dividends  paid  by  us  to  certain  corporate  stockholders  would  be  eligible  for  the  dividends  received  deduction.
Distributions in excess of our current and accumulated earnings and profits would be treated first as a return of capital to
the extent of the stockholder’s tax basis in our common stock, and any remaining distributions would be treated as a capital
gain.

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Item 1A.        Risk Factors

Investing in our securities involves a high degree of risk. In addition to the other information contained in this annual
report  on  Form  10-K,  you  should  consider  carefully  the  following  information  before  making  an  investment  in  our
securities.  The  risks  set  out  below  are  not  the  only  risks  we  face.  If  any  of  the  following  events  occur,  our  business,
financial condition and results of operations could be materially and adversely affected. In such case, our NAV per share
and the trading price of our common stock could decline, and you may lose part or all of your investment.

Summary Risk Factors

Investing in our securities involves a high degree of risk. The following is a summary of certain of the principal risks

that should be carefully considered before investing in our securities:

● Political, social and economic uncertainty, including uncertainty related to the COVID-19 pandemic, creates and

exacerbates risks.

● The capital markets are currently in a period of disruption and economic uncertainty. Such market conditions have
materially and adversely affected debt and equity capital markets, which have had, and may continue to have, a
negative impact on our business and operations.

● Our operation as a BDC imposes numerous constraints on us and significantly reduces our operating flexibility. In
addition, if we fail to maintain our status as a BDC, we might be regulated as a closed-end investment company,
which would subject us to additional regulatory restrictions.

● We will be subject to corporate-level U.S. federal income tax on all of our income if we are unable to maintain our
qualification for tax treatment as a RIC under Subchapter M of the Code, which would have a material adverse
effect on our financial performance.

●  We are dependent upon management personnel of our Investment Adviser for our future success.

●  Our ability to grow depends on our ability to raise additional capital.

● We borrow money, which may magnify the potential for gain or loss and may increase the risk of investing in us.

● We operate in a highly competitive market for investment opportunities.

● Our  Board  of  Directors  may  change  our  investment  objective,  operating  policies  and  strategies  without  prior

notice or stockholder approval.

● Our Investment Adviser can resign on 60 days’ notice. We may not be able to find a suitable replacement within
that time, resulting in a disruption in our operations that could adversely affect our financial condition, business
and results of operations.

● Our ability to enter into transactions with our affiliates is restricted.

● We are exposed to risks associated with changes in interest rates.

● Our investment strategy focuses on investments in development-stage companies in our Target Industries, which
are  subject  to  many  risks,  including  volatility,  intense  competition,  shortened  product  life  cycles  and  periodic
downturns, and would be rated below “investment grade.”

● The lack of liquidity in our investments may adversely affect our business.

● Declines  in  market  prices  and  liquidity  in  the  corporate  debt  markets  can  result  in  significant  net  unrealized

depreciation of our portfolio, which in turn would affect our results of operations.

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● Investing in our common stock involves an above average degree of risk

Risks Related to our Adviser and Affiliates

We are dependent upon key personnel of our Advisor and our Advisor’s ability to hire and retain qualified personnel.

We do not have any employees and are dependent upon the members of our Advisor’s senior management, as well as
other  key  personnel  for  the  identification,  evaluation,  final  selection,  structuring,  closing  and  monitoring  of  our
investments.  These  employees  have  critical  industry  experience  and  relationships  that  we  rely  on  to  implement  our
business plan to originate Venture Loans in our Target Industries. Our future success depends on the continued service of
the  senior  members  of  our  Advisor’s  management  team.  If  our  Advisor  were  to  lose  the  services  of  any  of  the  senior
members of our Advisor’s management team, we may not be able to operate our business as we expect, and our ability to
compete could be harmed, either of which could cause our business, results of operations or financial condition to suffer.

In  addition,  if  any  two  of  the  three  of  Mr.  Pomeroy,  our  Chief  Executive  Officer,  Mr.  Michaud,  our  President,  or
Mr. Trolio, our Chief Financial Officer, ceases to be actively involved with us or our Advisor, and is not replaced by an
individual satisfactory to Key within 90 days, Key could, absent a waiver or cure, demand repayment of any outstanding
obligations under the Key Facility. If any two of the four of Mr. Pomeroy, Mr. Michaud, Mr. Trolio or Mr. Devorsetz, our
Chief  Investment  Officer,  ceases  to  be  actively  involved  with  us,  the  NYL  Noteholders  could,  absent  a  waiver  or  cure,
redeem any outstanding obligations under the NYL Facility. In such an event, if we do not have sufficient cash to repay our
outstanding obligations, we may be required to sell investments which, due to their illiquidity, may be difficult to sell on
favorable terms or at all. We may also be unable to make new investments, cover our existing obligations to extend credit
or meet other obligations as they come due, which could adversely impact our results of operations.

Our future success also depends, in part, on our Advisor’s ability to identify, attract and retain sufficient numbers of
highly skilled employees. If our Advisor is not successful in identifying, attracting and retaining such employees, we may
not be able to operate our business as we expect. In addition, our Advisor may in the future manage investment funds with
investment objectives similar to ours thereby diverting the time and attention of its investment professionals that we rely on
to implement our business plan.

Our Advisor may change or be restructured.

We cannot assure you that the Advisor will remain our investment adviser or that we will continue to have access to
our Advisor’s investment professionals or its relationships. We would be required to obtain shareholder approval for a new
investment management agreement in the event that (1) the Advisor resigns as our investment adviser or (2) a change of
control  or  deemed  change  of  control  of  the  Advisor  occurs.  We  cannot  provide  assurance  that  a  new  investment
management  agreement  or  new  investment  adviser  would  provide  the  same  or  equivalent  services  on  the  same  or  on  as
favorable of terms as the Investment Management Agreement or the Advisor.

Our  Advisor  may,  from  time  to  time,  possess  material  non-public  information  regarding  our  portfolio  companies,
limiting our investment discretion.

Officers  and  employees  of  our  Advisor  may  serve  as  directors  of,  or  in  a  similar  capacity  with,  our  portfolio
companies, the securities of which are purchased or sold on our behalf. If we obtain material non-public information with
respect to such portfolio companies, or we become subject to trading restrictions under the internal trading policies of those
portfolio  companies  or  as  a  result  of  applicable  law  or  regulations,  we  could  be  prohibited  for  a  period  of  time  from
purchasing or disposing of the securities of such portfolio companies, and this prohibition may have an adverse effect on
us.

Our Advisor has significant potential conflicts of interest with us and our stockholders.

As a result of our arrangements with our Advisor, there may be times when our Advisor has interests that differ from
those of our stockholders, giving rise to a potential conflict of interest. Our executive officers and directors, as well as the
current  and  future  executives  and  employees  of  our  Advisor,  serve  or  may  serve  as  officers,  directors  or  principals  of
entities that operate in the same or a related line of business as we do. Accordingly, they may have obligations to investors
in those entities, the fulfillment of which might not be in the best interests of our stockholders. In addition, obligations to

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these  other  entities  may  cause  our  executive  officers  and  directors  and  those  of  our  Advisor  to  divert  their  time  and
attention away from us or otherwise cause them not to dedicate a significant portion of their time to our businesses which
could slow our rate of investment.

In addition, our Advisor manages other funds, and may manage additional funds in the future, that have investment
objectives that are similar, in whole or in part, to ours. Our Advisor may determine that an investment is appropriate for us
and  for  one  or  more  of  those  other  funds.  In  such  an  event,  depending  on  the  availability  of  the  investment  and  other
appropriate factors, our Advisor will endeavor to allocate investment opportunities in a fair and equitable manner and act in
accordance with its written allocation policy to address and, if necessary, resolve any conflict of interests. It is also possible
that we may not be given the opportunity to participate in these other investment opportunities.

We pay management and incentive fees to our Advisor and reimburse our Advisor for certain expenses it incurs. As a
result, investors in our common stock invest on a “gross” basis and receive distributions on a “net” basis after expenses,
resulting  in  a  lower  rate  of  return  than  an  investor  might  achieve  through  direct  investments.  Also,  the  incentive  fee
payable by us to our Advisor may create an incentive for our Advisor to pursue investments on our behalf that are riskier or
more speculative than would be the case in the absence of such compensation arrangements. In addition, if any of the other
funds managed by our Advisor have a different fee structure than we do, our Advisor may, in certain circumstances, have
an incentive to devote more time and resources, and/or recommend the allocation of investment opportunities, to such fund.
For example, to the extent our Advisor’s incentive compensation is not subject to a total return requirement with respect to
another fund, it may have an incentive to devote time and resources to such fund.

We  have  entered  into  a  license  agreement  with  HTF  pursuant  to  which  it  has  agreed  to  grant  us  a  non-exclusive,
royalty-free  right  and  license  to  use  the  service  mark  “Horizon  Technology  Finance.”  Under  this  agreement,  we  have  a
right to use the “Horizon Technology Finance” service mark for so long as the Investment Management Agreement is in
effect between us and our Advisor. In addition, we pay our Advisor, our allocable portion of overhead and other expenses
incurred  by  our  Advisor  in  performing  its  obligations  under  the  Administration  Agreement,  including  rent,  the  fees  and
expenses  associated  with  performing  compliance  functions,  and  our  allocable  portion  of  the  compensation  of  our  Chief
Financial Officer and Chief Compliance Officer and their respective staffs. Any potential conflict of interest arising as a
result of our arrangements with our Advisor could have a material adverse effect on our business, results of operations and
financial condition.

Our incentive fee may impact our Advisor’s structuring of our investments, including by causing our Advisor to pursue
speculative investments.

The incentive fee payable by us to our Advisor may create an incentive for our Advisor to pursue investments on our
behalf that are riskier or more speculative than would be the case in the absence of such compensation arrangement. The
incentive  fee  payable  to  our  Advisor  is  calculated  based  on  a  percentage  of  our  return  on  invested  capital.  This  may
encourage our Advisor to use leverage to increase the return on our investments. Under certain circumstances, the use of
leverage  may  increase  the  likelihood  of  default,  which  would  impair  the  value  of  our  common  stock.  In  addition,  our
Advisor receives the incentive fee based, in part, upon net capital gains realized on our investments. Unlike that portion of
the incentive fee based on income, there is no hurdle rate applicable to the portion of the incentive fee based on net capital
gains.  As  a  result,  our  Advisor  may  have  an  incentive  to  invest  more  capital  in  investments  that  are  likely  to  result  in
capital gains as compared to income-producing securities. Such a practice could result in our investing in more speculative
investments than would otherwise be the case, which could result in higher investment losses, particularly during economic
downturns. In addition, the incentive fee may encourage our Advisor to pursue different types of investments or structure
investments in ways that are more likely to result in warrant gains or gains on equity investments, including upon exercise
of equity participation rights, which are inconsistent with our investment strategy and disciplined underwriting process.

The incentive fee payable by us to our Advisor may also induce our Advisor to pursue investments on our behalf that
have  a  deferred  interest  feature,  even  if  such  deferred  payments  would  not  provide  cash  necessary  to  enable  us  to  pay
current distributions to our stockholders. Under these investments, we would accrue interest over the life of the investment
but would not receive the cash income from the investment until the end of the term. Our net investment income used to
calculate the income portion of our investment fee, however, includes accrued interest. Thus, a portion of this incentive fee
would be based on income that we have not yet received in cash. In addition, the “catch-up” portion of the incentive fee
may encourage our Advisor to accelerate or defer interest payable by portfolio companies from one calendar quarter

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to another, potentially resulting in fluctuations in the timing and amounts of distributions. Our governing documents do not
limit  the  number  of  debt  investments  we  may  make  with  deferred  interest  features  or  the  proportion  of  our  income  we
derive from such debt investments.

Our ability to enter into transactions with our affiliates is restricted, which may limit the scope of investments available
to us.

We  are  prohibited  under  the  1940  Act  from  participating  in  certain  transactions  with  our  affiliates  without  the  prior
approval of our independent directors and, in some cases, of the SEC. Any person that owns, directly or indirectly, 5% or
more of our outstanding voting securities is our affiliate for purposes of the 1940 Act, and we are generally prohibited from
buying or selling any security from or to, or entering into certain “joint” transactions (which could include investments in
the  same  portfolio  company)  with,  such  affiliates,  absent  the  prior  approval  of  our  independent  directors  or,  in  certain
cases, the SEC.

Our Advisor is considered to be our affiliate under the 1940 Act, as is any person that controls, or is under common
control with us or our Advisor. We are generally prohibited from buying or selling any security from or to, or entering into
“joint” transactions with, such affiliates without prior approval of our independent directors and, in some cases, exemptive
relief from the SEC.

We may, however, invest alongside other clients of our Advisor in certain circumstances where doing so is consistent
with  applicable  law,  SEC  staff  interpretations  and/or  exemptive  relief  issued  by  the  SEC.  For  example,  we  may  invest
alongside  such  accounts  consistent  with  guidance  promulgated  by  the  staff  of  the  SEC  permitting  us  and  such  other
accounts to purchase interests in a single class of privately placed securities so long as certain conditions are met, including
that  our  Advisor,  acting  on  our  behalf  and  on  behalf  of  other  clients,  negotiates  no  term  other  than  price.  We  may  also
invest alongside our Advisor’s other clients as otherwise permissible under regulatory guidance and applicable regulations.
Such  investments  will  be  allocated  in  accordance  with  our  Advisor’s  allocation  policy,  and  this  allocation  policy  is
periodically approved by our Advisor and reviewed by our independent directors. We expect that allocation determinations
will be made similarly for other accounts sponsored or managed by our Advisor. If sufficient securities or loan amounts are
available  to  satisfy  our  and  each  such  account’s  proposed  demand,  we  expect  that  the  opportunity  will  be  allocated  in
accordance  with  our  Advisor’s  pre-transaction  determination;  however,  if  insufficient  securities  or  loan  amounts  are
available, the opportunity will generally be allocated pro rata based on each affiliate’s initial allocation in the asset class
being allocated. We cannot assure you that investment opportunities will be allocated to us fairly or equitably in the short-
term or over time.

On November 27, 2017, we were granted exemptive relief from the SEC that permits greater flexibility to negotiate
the terms of co-investments if our Board determines in advance that it would be advantageous for us to co-invest with other
accounts sponsored or managed by our Advisor in a manner consistent with our investment objective, positions, policies,
strategies and restrictions, as well as regulatory requirements and other relevant factors. We cannot assure you, however,
that we will develop opportunities that comply with such limitations.

In  situations  where  co-investment  with  other  accounts  managed  by  our  Advisor  is  not  permitted  or  appropriate,  our
Advisor  will  need  to  decide  which  client  will  proceed  with  the  investment.  Our  Advisor’s  allocation  policy  provides,  in
such  circumstances,  for  investments  to  be  allocated  to  assure  that  all  clients  have  fair  and  equitable  access  to  such
investment opportunities over time. Moreover, except in certain circumstances, we will be unable to invest in any issuer in
which  a  fund  managed  by  our  Advisor  has  previously  invested.  Similar  restrictions  limit  our  ability  to  transact  business
with  our  officers  or  directors  or  their  affiliates.  These  restrictions  may  limit  the  scope  of  investment  opportunities  that
would otherwise be available to us.

The valuation process for certain of our portfolio holdings creates a conflict of interest.

The majority of our portfolio investments are expected to be made in the form of securities that are not publicly traded.
As  a  result,  the  Board  will  determine  the  fair  value  of  these  securities  in  good  faith  as  described  above  in  “—  Because
many of our investments typically are not and will not be in publicly traded securities, the value of our investments may
not  be  readily  determinable,  which  could  adversely  affect  the  determination  of  our  NAV.”  In  connection  with  that
determination, investment professionals from the Advisor may provide the Board with portfolio company valuations based

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upon  the  most  recent  portfolio  company  financial  statements  available  and  projected  financial  results  of  each  portfolio
company. The participation of the Advisor’s investment professionals in our valuation process could result in a conflict of
interest  as  the  Advisor’s  management  fee  is  based,  in  part,  on  our  gross  assets  less  cash  and  cash  equivalents,  and  our
incentive fees will be based, in part, on unrealized appreciation and depreciation on our investments.

Our  Advisor’s  liability  is  limited,  and  we  have  agreed  to  indemnify  our  Advisor  against  certain  liabilities,  which  may
lead our Advisor to act in a riskier manner on our behalf than it would when acting for its own account.

Under  the  Investment  Management  Agreement,  our  Advisor  does  not  assume  any  responsibility  to  us  other  than  to
render the services called for under that agreement, and it is not responsible for any action of our Board in following or
declining to follow our Advisor’s advice or recommendations. Under the terms of the Investment Management Agreement,
our Advisor, its officers, members, personnel and any person controlling or controlled by our Advisor are not liable to us,
any subsidiary of ours, our directors, our stockholders or any subsidiary’s stockholders or partners for acts or omissions
performed  in  accordance  with  and  pursuant  to  the  Investment  Management  Agreement,  except  those  resulting  from  acts
constituting  gross  negligence,  willful  misconduct,  bad  faith  or  reckless  disregard  of  our  Advisor’s  duties  under  the
Investment  Management  Agreement.  In  addition,  we  have  agreed  to  indemnify  our  Advisor  and  each  of  its  officers,
directors, members, managers and employees from and against any claims or liabilities, including reasonable legal fees and
other expenses reasonably incurred, arising out of or in connection with our business and operations or any action taken or
omitted on our behalf pursuant to authority granted by the Investment Management Agreement, except where attributable
to  gross  negligence,  willful  misconduct,  bad  faith  or  reckless  disregard  of  such  person’s  duties  under  the  Investment
Management Agreement. These protections may lead our Advisor to act in a riskier manner when acting on our behalf than
it would when acting for its own account.

If we are unable to manage our future growth effectively, we may be unable to achieve our investment objective, which
could adversely affect our business, results of operations and financial condition and cause the value of your investment
in us to decline.

Our ability to achieve our investment objective depends on our ability to achieve and sustain growth, which depends,
in  turn,  on  our  Advisor’s  direct  origination  capabilities  and  disciplined  underwriting  process  in  identifying,  evaluating,
financing, investing in and monitoring suitable companies that meet our investment criteria. Accomplishing this result on a
cost-effective basis is largely a function of our Advisor’s marketing capabilities, management of the investment process,
ability  to  provide  efficient  services  and  access  to  financing  sources  on  acceptable  terms.  In  addition  to  monitoring  the
performance  of  our  existing  investments,  our  Advisor  may  also  be  called  upon  to  provide  managerial  assistance  to  our
portfolio companies. These demands on their time may distract them or slow the rate of investment. If we fail to manage
our  future  growth  effectively,  our  business,  results  of  operations  and  financial  condition  could  be  materially  adversely
affected and the value of your investment in us could decrease.

Our business plan and growth strategy depend to a significant extent upon our Advisor’s referral relationships. If our
Advisor is unable to develop new or maintain existing relationships, or if these relationships fail to generate investment
opportunities, our business could be materially adversely affected.

We have historically depended on our Advisor’s referral relationships to generate investment opportunities. For us to
achieve our future business objectives, members of our Advisor need to maintain these relationships with venture capital
and private equity firms and management teams and legal firms, accounting firms, investment banks and other lenders, and
we rely to a significant extent upon these relationships to provide us with investment opportunities. If they fail to maintain
their existing relationships or develop new relationships with other firms or sources of investment opportunities, we may
not  be  able  to  grow  our  investment  portfolio.  In  addition,  persons  with  whom  our  Advisor  has  relationships  are  not
obligated to provide us with investment opportunities, and, therefore, there is no assurance that such relationships will lead
to the origination of debt or other investments.

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Our  Advisor  can  resign  on  60  days’  notice,  and  we  may  not  be  able  to  find  a  suitable  replacement  within  that  time,
resulting in a disruption in our operations that could adversely affect our business, results of operations or financial
condition.

Under our Investment Management Agreement and our Administration Agreement, our Advisor has the right to resign
at  any  time,  upon  not  more  than  60  days’  written  notice,  whether  we  have  found  a  replacement  or  not.  If  our  Advisor
resigns, we may not be able to find a new investment adviser or administrator or hire internal management with similar
expertise  and  ability  to  provide  the  same  or  equivalent  services  on  acceptable  terms  within  60  days,  or  at  all.  If  we  are
unable to do so, our operations are likely to be disrupted, our business, results of operations and financial condition and our
ability  to  pay  distributions  may  be  adversely  affected  and  the  market  price  of  our  shares  may  decline.  In  addition,  the
coordination of our internal management and investment activities is likely to suffer if we are unable to identify and reach
an  agreement  with  a  single  institution  or  group  of  executives  having  the  expertise  possessed  by  our  Advisor  and  its
affiliates.  Even  if  we  are  able  to  retain  comparable  management,  whether  internal  or  external,  the  integration  of  new
management and their lack of familiarity with our investment objective may result in additional costs and time delays that
may adversely affect our business, results of operations or financial condition.

Risks Related to Our Investments

Our stockholders are not able to evaluate our future investments.

Our  future  investments  will  be  selected  by  our  Advisor,  subject  to  the  approval  of  its  investment  committee.  Our
stockholders do not have input into our Advisor’s investment decisions. As a result, our stockholders are unable to evaluate
any of our future portfolio company investments. These factors increase the uncertainty, and thus the risk, of investing in
our securities.

We are a non-diversified investment company within the meaning of the 1940 Act, and therefore we generally are not
limited with respect to the proportion of our assets that may be invested in securities of a single issuer.

We are classified as a non-diversified investment company within the meaning of the 1940 Act, which means that we
are  not  limited  by  the  1940  Act  with  respect  to  the  proportion  of  our  assets  that  we  may  invest  in  securities  of  a  single
issuer,  excluding  limitations  on  stake  holdings  in  investment  companies.  Beyond  our  income  tax  diversification
requirements, we do not have fixed guidelines for diversification, and our investments could be focused on relatively few
portfolio companies. Although we are classified as a non-diversified investment company within the meaning of the 1940
Act, we maintain the flexibility to operate as a diversified investment company and have done so for an extended period of
time. To the extent that we operate as a non-diversified investment company in the future, we may be subject to greater
risk.

To the extent that we assume large positions in the securities of a small number of issuers, our NAV may fluctuate to a
greater extent than that of a diversified investment company as a result of changes in the financial condition or the market’s
assessment of the issuer. If a significant investment in one or more portfolio companies fails to perform as expected, our
financial results could be more negatively affected and the magnitude of the loss could be more significant than if we had
made  smaller  investments  in  more  portfolio  companies.  We  may  also  be  more  susceptible  to  any  single  economic  or
regulatory occurrence than a diversified investment company.

Our portfolio may be focused on a limited number of industries, which will subject us to a risk of significant loss if there
is a downturn in a particular industry.

Our portfolio may be focused on a limited number of industries. As a result, a downturn in any particular industry in
which  we  are  invested  could  also  significantly  impact  the  aggregate  returns  we  realize.  Our  Target  Industries  are
susceptible to changes in government policy and economic assistance, which could adversely affect the returns we receive.

If our investments do not meet our performance expectations, you may not receive distributions.

We  intend  to  make  distributions  of  income  on  a  monthly  basis  to  our  stockholders.  We  may  not  be  able  to  achieve
operating results that will allow us to make distributions at a specific level or increase the amount of these distributions
from time to time. In addition, due to the asset coverage test applicable to us as a BDC, we may be limited in our ability

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to  make  distributions.  Also,  restrictions  and  provisions  in  any  existing  or  future  credit  facilities  may  limit  our  ability  to
make distributions. If we do not distribute a certain percentage of our income each tax year as dividends to stockholders,
we will suffer adverse tax consequences, including the possible loss of our ability to be subject to tax as a RIC.

Most of our portfolio companies will need additional capital, which may not be readily available.

Our portfolio companies typically require substantial additional financing to satisfy their continuing working capital
and other capital requirements and service the interest and principal payments on our investments. We cannot predict the
circumstances  or  market  conditions  under  which  our  portfolio  companies  will  seek  additional  capital.  Each  round  of
institutional equity financing is typically intended to provide a company with only enough capital to reach the next stage of
development. It is possible that one or more of our portfolio companies will not be able to raise additional financing or may
be able to do so only at a price or on terms that are unfavorable to the portfolio company, either of which would negatively
impact  our  investment  returns.  Some  of  these  companies  may  be  unable  to  obtain  sufficient  financing  from  private
investors,  public  capital  markets  or  lenders,  thereby  requiring  these  companies  to  cease  or  curtail  business  operations.
Accordingly, investing in these types of companies generally entails a higher risk of loss than investing in companies that
do not have significant incremental capital raising requirements.

Our failure to make follow-on investments in our portfolio companies could impair the value of our portfolio.

Following an initial investment in a portfolio company, we may have opportunities to make additional investments in

that portfolio company as “follow-on” investments, in seeking to:

● increase or maintain in whole or in part our position as a creditor or equity ownership percentage in a portfolio

company;

● exercise warrants, options or convertible securities that were acquired in the original or subsequent financing; or

● preserve or enhance the value of our investment.

We have discretion to make follow-on investments, subject to the availability of capital resources. Failure on our part
to make follow-on investments may, in some circumstances, jeopardize the continued viability of a portfolio company and
our initial investment, or may result in a missed opportunity for us to increase our participation in a successful portfolio
company. Even if we have sufficient capital to make a desired follow-on investment, we may elect not to make a follow-on
investment  because  we  may  not  want  to  increase  our  level  of  risk,  because  we  prefer  other  opportunities  or  because  of
regulatory  or  other  considerations.  Our  ability  to  make  follow-on  investments  may  also  be  limited  by  our  Advisors’
allocation policy.

Economic recessions or downturns could adversely affect our business and that of our portfolio companies which may
have an adverse effect on our business, results of operations and financial condition.

General  economic  conditions  may  affect  our  activities  and  the  operation  and  value  of  our  portfolio  companies.
Economic  slowdowns  or  recessions  may  result  in  a  decrease  of  institutional  equity  investment,  which  would  limit  our
lending  opportunities.  Furthermore,  many  of  our  portfolio  companies  are  susceptible  to  economic  or  industry  centric
slowdowns  or  recessions  and  may  be  unable  to  repay  our  debt  investments  during  these  periods.  Therefore,  our  non-
performing assets are likely to increase and the value of our portfolio is likely to decrease during these periods. Adverse
economic conditions may also decrease the value of collateral securing some of our debt investments and the value of our
equity  investments.  Economic  slowdowns  or  recessions  could  lead  to  financial  losses  in  our  portfolio  and  a  material
decrease in revenues, net income and assets. Unfavorable economic conditions could also increase our funding costs, limit
our access to the capital markets or result in a decision by lenders not to extend credit to us.

A portfolio company’s failure to satisfy financial or operating covenants imposed by us or other lenders could lead to
defaults and, potentially, termination of its loans and foreclosure on its secured assets, which could trigger cross-defaults
under other agreements and jeopardize the portfolio company’s ability to meet its obligations under the loans that we hold.
We may incur expenses to the extent necessary to recover our investment upon default or to negotiate new terms with a
defaulting portfolio company. These events could harm our financial condition and operating results.

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A  period  of  market  disruption  may  have  a  material  adverse  effect  on  our  business,  financial  condition,  results  of
operations and cash flows. In addition, unfavorable economic conditions, including rising interest rates, may also increase
our funding costs, limit our access to capital markets or negatively impact our ability to obtain financing, particularly from
the debt markets.

Our  investment  strategy  focuses  on  investments  in  development-stage  companies  in  our  Target  Industries,  which  are
subject  to  many  risks,  including  volatility,  intense  competition,  shortened  product  life  cycles  and  periodic  downturns,
and would be rated below “investment grade.”

We intend to invest, under normal circumstances, most of the value of our total assets (including the amount of any
borrowings  for  investment  purposes)  in  development-stage  companies,  which  may  have  relatively  limited  operating
histories,  in  our  Target  Industries.  Many  of  these  companies  may  have  narrow  product  lines  and  small  market  shares,
compared to larger established, publicly owned firms, which tend to render them more vulnerable to competitors’ actions
and  market  conditions,  as  well  as  general  economic  downturns.  The  revenues,  income  (or  losses)  and  valuations  of
development-stage  companies  in  our  Target  Industries  can  and  often  do  fluctuate  suddenly  and  dramatically.  For  these
reasons, investments in our portfolio companies, if rated by one or more ratings agency, would typically be rated below
“investment  grade,”  which  refers  to  securities  rated  by  ratings  agencies  below  the  four  highest  rating  categories.  These
companies  may  also  have  more  limited  access  to  capital  and  higher  funding  costs.  In  addition,  development-stage
technology  markets  are  generally  characterized  by  abrupt  business  cycles  and  intense  competition,  and  the  competitive
environment  can  change  abruptly  due  to  rapidly  evolving  technology.  Therefore,  our  portfolio  companies  may  face
considerably more risk than companies in other industry sectors. Accordingly, these factors could impair their cash flow or
result in other events, such as bankruptcy, which could limit their ability to repay their obligations to us and may materially
adversely affect the return on, or the recovery of, our investments in these businesses.

Because  of  rapid  technological  change,  the  average  selling  prices  of  products  and  some  services  provided  by
development-stage  companies  in  our  Target  Industries  have  historically  decreased  over  their  productive  lives.  These
decreases  could  adversely  affect  their  operating  results  and  cash  flow,  their  ability  to  meet  obligations  under  their  debt
securities  and  the  value  of  their  equity  securities.  This  could,  in  turn,  materially  adversely  affect  our  business,  financial
condition and results of operations.

Any  unrealized  depreciation  we  experience  on  our  debt  investments  may  be  an  indication  of  future  realized  losses,
which could reduce our income available for distribution.

As a BDC, we are required to carry our investments at fair value, which is the market value of our investments or, if no
market value is ascertainable, at the fair value as determined in good faith pursuant to procedures approved by our Board in
accordance with our valuation policy. We are not permitted to maintain a reserve for debt investment losses. Decreases in
the fair values of our investments, which can occur rapidly based upon developments affecting our portfolio companies, are
recorded  as  unrealized  depreciation.  Any  unrealized  depreciation  in  our  debt  investments  could  be  an  indication  of  a
portfolio  company’s  inability  to  meet  its  repayment  obligations  to  us  with  respect  to  the  affected  debt  investments.  This
could result in realized losses in the future and ultimately reduces our income available for distribution in future periods.

If the assets securing the debt investments we make decrease in value, we may not have sufficient collateral to cover
losses and may experience losses upon foreclosure.

We believe our portfolio companies generally are and will be able to repay our debt investments from their available
capital, from future capital-raising transactions or from cash flow from operations. However, to mitigate our credit risks,
we  typically  take  a  security  interest  in  all  or  a  portion  of  the  assets  of  our  portfolio  companies.  There  is  a  risk  that  the
collateral securing our debt investments may decrease in value over time, may be difficult to appraise or sell in a timely
manner and may fluctuate in value based upon the business and market conditions, including as a result of an inability of
the portfolio company to raise additional capital, and, in some circumstances, our lien could be subordinated to claims of
other creditors. In addition, deterioration of a portfolio company’s financial condition and prospects, including its inability
to  raise  additional  capital,  may  be  accompanied  by  deterioration  of  the  value  of  the  collateral  for  the  debt  investment.
Consequently, although such debt investment is secured, we may not receive principal and interest payments according to

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the debt investment’s terms and the value of the collateral may not be sufficient to recover our investment should we be
forced to enforce our remedies.

In addition, because we invest in development-stage companies in our Target Industries, a substantial portion of the
assets securing our investment may be in the form of intellectual property, if any, inventory, equipment, cash and accounts
receivables. Intellectual property, if any, which secures a debt investment could lose value if the company’s rights to the
intellectual  property  are  challenged  or  if  the  company’s  license  to  the  intellectual  property  is  revoked  or  expires.  In
addition, in lieu of a security interest in a portfolio company’s intellectual property we may sometimes obtain a security
interest in all assets of the portfolio company other than intellectual property and also obtain a commitment by the portfolio
company  not  to  grant  liens  to  any  other  creditor  on  the  company’s  intellectual  property.  In  these  cases,  we  may  have
additional  difficulty  recovering  our  principal  in  the  event  of  a  foreclosure.  Similarly,  any  equipment  securing  our  debt
investments  may  not  provide  us  with  the  anticipated  security  if  there  are  changes  in  technology  or  advances  in  new
equipment that render the particular equipment obsolete or of limited value or if the company fails to adequately maintain
or repair the equipment. Any one or more of the preceding factors could materially impair our ability to recover principal
in a foreclosure, which may adversely affect our ability to pay distributions in the future.

We may choose to waive or defer enforcement of covenants in the debt securities held in our portfolio, which may cause
us to lose all or part of our investment in these companies.

We  structure  the  debt  investments  in  our  portfolio  companies  to  include  business  and  financial  covenants  placing
affirmative and negative obligations on the operation of such companies’ business and financial condition. However, from
time  to  time  we  may  elect  to  waive  breaches  of  these  covenants,  including  our  right  to  payment,  or  waive  or  defer
enforcement  of  remedies,  such  as  acceleration  of  obligations  or  foreclosure  on  collateral,  depending  upon  the  financial
condition and prospects of the particular portfolio company. These actions may reduce the likelihood of our receiving the
full amount of future payments of interest or principal and be accompanied by a deterioration in the value of the underlying
collateral as many of these companies may have limited financial resources, may be unable to meet future obligations and
may go bankrupt. These events could harm our financial condition and operating results.

The lack of liquidity in our investments may adversely affect our business, and if we need to sell any of our investments,
we may not be able to do so at a favorable price. As a result, we may suffer losses.

We  plan  to  generally  invest  in  debt  investments  with  terms  of  up  to  four  years  and  hold  such  investments  until
maturity,  unless  earlier  prepaid,  and  we  do  not  expect  that  our  related  holdings  of  equity  securities  will  provide  us  with
liquidity  opportunities  in  the  near-term.  We  expect  to  primarily  invest  in  companies  whose  securities  are  not  publicly-
traded, and whose securities are subject to legal and other restrictions on resale or are otherwise less liquid than publicly
traded securities. The illiquidity of these investments may make it difficult for us to sell these investments when desired.
We may also face other restrictions on our ability to liquidate an investment in a public portfolio company to the extent that
we possess material non-public information regarding the portfolio company. In addition, if we are required to liquidate all
or a portion of our portfolio quickly, we may realize significantly less than the value at which we had previously recorded
these  investments.  As  a  result,  we  do  not  expect  to  dispose  of  our  investments  in  the  near  term.  However,  we  may  be
required  to  do  so  in  order  to  maintain  our  qualification  as  a  BDC  and  as  a  RIC  if  we  do  not  satisfy  one  or  more  of  the
applicable criteria under the respective regulatory frameworks. Because most of our investments are illiquid, we may be
unable to dispose of them, in which case we could fail to qualify as a RIC and/or BDC, or we may not be able to dispose of
them at favorable prices, and as a result, we may suffer losses.

The disposition of our debt investments may result in contingent liabilities.

In  connection  with  the  disposition  of  a  debt  investment,  we  may  be  required  to  make  representations  about  the
business and financial affairs of the portfolio company typical of those made in connection with the sale of a business. We
may also be required to indemnify the purchasers of such debt investment to the extent that any such representations turn
out  to  be  inaccurate  or  with  respect  to  potential  liabilities.  These  arrangements  may  result  in  contingent  liabilities  that
ultimately result in funding obligations that we must satisfy through our return of distributions previously made to us.

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Our portfolio companies may incur debt that ranks equally with, or senior to, our investments in such companies.

We plan to invest primarily in debt investments issued by our portfolio companies. Some of our portfolio companies
are permitted to have other debt that ranks equally with, or senior to, our debt investments in the portfolio company. By
their  terms,  these  debt  instruments  may  provide  that  the  holders  thereof  are  entitled  to  receive  payment  of  interest  or
principal on or before the dates on which we are entitled to receive payments in respect of our debt investments. These debt
instruments may prohibit the portfolio companies from paying interest on or repaying our investments in the event of, and
during,  the  continuance  of  a  default  under  the  debt  instruments.  In  addition,  in  the  event  of  insolvency,  liquidation,
dissolution,  reorganization  or  bankruptcy  of  a  portfolio  company,  holders  of  debt  instruments  ranking  senior  to  our
investment in that portfolio company would typically be entitled to receive payment in full before we receive any payment
in respect of our investment. After repaying senior creditors, a portfolio company may not have any remaining assets to use
for repaying its obligation to us. In the case of debt ranking equally with our debt investments, we would have to share on a
pro rata basis any distributions with other creditors holding such debt in the event of an insolvency, liquidation, dissolution,
reorganization or bankruptcy.

There may be circumstances where our debt investments could be subordinated to claims of other creditors, or we could
be subject to lender liability claims.

Even though certain of our investments are structured as senior debt investments, if one of our portfolio companies
were  to  go  bankrupt,  depending  on  the  facts  and  circumstances,  including  the  extent  to  which  we  actually  provided
managerial  assistance  to  that  portfolio  company,  a  bankruptcy  court  might  recharacterize  our  debt  investment  and
subordinate all or a portion of our claim to that of other creditors or an out-of-court restructuring might enable other lenders
to become effectively senior to our claims. We may also be subject to lender liability claims for actions taken by us with
respect to a portfolio company’s business, including in rendering significant managerial assistance, or instances where we
exercise control over the portfolio company.

An  investment  strategy  that  primarily  includes  investments  in  privately  held  companies  presents  certain  challenges,
including a lack of available information about these companies, a dependence on the talents and efforts of only a few
key portfolio company personnel and a greater vulnerability to economic downturns.

We  currently  invest,  and  plan  to  invest,  in  privately  held  companies.  Generally,  very  little  public  information  exists
about these companies, and we are required to rely on the ability of our Advisor to obtain adequate information to evaluate
the potential returns from investing in these companies. If we are unable to uncover all material information about these
companies,  we  may  not  make  a  fully  informed  investment  decision,  and  we  may  lose  money  on  our  investments.  Also,
privately held companies frequently have less diverse product lines and a smaller market presence than larger competitors.
Thus, they are generally more vulnerable to economic downturns and may experience substantial variations in operating
results. These factors could affect our investment returns.

In addition, our success depends, in large part, upon the abilities of the key management personnel of our portfolio
companies,  who  are  responsible  for  the  day-to-day  operations  of  our  portfolio  companies.  Competition  for  qualified
personnel is intense at any stage of a company’s development. The loss of one or more key managers can hinder or delay a
company’s implementation of its business plan and harm its financial condition. Our portfolio companies may not be able
to attract and retain qualified managers and personnel. Any inability to do so may negatively affect our investment returns.

The  borrowing  needs  of  our  portfolio  companies  are  unpredictable,  especially  during  a  challenging  economic
environment.  We  may  not  be  able  to  meet  our  unfunded  commitments  to  extend  credit,  which  could  have  a  material
adverse effect on our reputation in the market and our ability to generate incremental lending activity and may subject
us to lender liability claims.

A  commitment  to  extend  credit  is  an  agreement  to  lend  funds  to  our  portfolio  companies  as  long  as  there  is  no
violation of any condition established under the agreement. Because of the credit profile of our portfolio companies, we
typically have a substantial amount of total unfunded credit commitments, which amount is not reflected on our balance
sheet. The actual borrowing needs of our portfolio companies may exceed our expected funding requirements, especially
during  a  challenging  economic  environment  when  our  portfolio  companies  may  be  more  dependent  on  our  credit
commitments due

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to the lack of available credit elsewhere, an increasing cost of credit or the limited availability of equity financing from
venture  capital  firms  or  otherwise.  In  addition,  limited  partner  investors  of  some  of  our  portfolio  companies  may  fail  to
meet their underlying investment commitments due to liquidity or other financing issues, which may increase our portfolio
companies’  borrowing  needs.  Any  failure  to  meet  our  unfunded  credit  commitments  in  accordance  with  the  actual
borrowing needs of our portfolio companies may have a material adverse effect on our reputation in the market and our
ability to generate incremental lending activity and may subject us to lender liability claims.

We may hold the debt securities of leveraged companies that may, due to the significant volatility of such companies,
experience bankruptcy or similar financial distress.

Leveraged companies may experience bankruptcy, receivership or similar financial distress. The debt investments of
distressed companies may not produce income, may require us to bear certain expenses or to make additional advances in
order to protect our investment and may subject us to uncertainty as to when, in what manner (e.g., through liquidation,
reorganization, receivership or bankruptcy) and for what value such distressed debt will eventually be satisfied. Proceeds
received from such proceedings may not be income that satisfies the Qualifying Income Test for RICs and may not be in an
amount sufficient to repay such expenses or advances. In the event that a plan of reorganization is adopted or a receivership
is established, in exchange for the debt investment we currently hold, we may receive non-cash proceeds, including equity
securities  or  license  or  royalty  agreements  with  contingent  payments,  which  may  require  significantly  more  of  our
management’s  time  and  attention.  In  addition,  if  we  take  control  of  a  distressed  company  in  connection  with  a
reorganization, it could require additional costs and significant amounts of our management’s time and attention.

If a portfolio company enters a bankruptcy process, we will be subject to a number of significant inherent risks. Many
events  in  a  bankruptcy  proceeding  are  the  product  of  contested  matters  and  adversarial  proceedings  and  are  beyond  the
control of the creditors. A bankruptcy filing by an issuer may adversely and permanently affect the issuer. If the proceeding
is converted to a liquidation, the value of the issuer may not equal the liquidation value that was believed to exist at the
time  of  the  investment.  The  duration  of  a  bankruptcy  proceeding  is  also  difficult  to  predict,  and  a  creditor’s  return  on
investment can be adversely affected by delays until the plan of reorganization or liquidation ultimately becomes effective.
The administrative costs of a bankruptcy proceeding are frequently high and would be paid out of the debtor’s estate prior
to any return to creditors. Because the standards for classification of claims under bankruptcy law are vague, our influence
with respect to the class of securities or other obligations we own may be lost by increases in the number and amount of
claims in the same class or by different classification and treatment. In the early stages of the bankruptcy process, it is often
difficult to estimate the extent of, or even to identify, any contingent claims that might be made. In addition, certain claims
that have priority by law (for example, claims for taxes) may be substantial.

Prepayments of our debt investments by our portfolio companies could adversely impact our results of operations and
reduce our return on equity.

We are subject to the risk that the investments we make in our portfolio companies may be repaid prior to maturity. For
example, most of our debt investments have historically been repaid prior to maturity by our portfolio companies. At the
time of a liquidity event, such as a sale of the business, refinancing or public offering, many of our portfolio companies
have  availed  themselves  of  the  opportunity  to  repay  our  debt  investments  prior  to  maturity.  Our  investments  generally
allow  for  repayment  at  any  time  subject  to  certain  penalties.  When  this  occurs,  we  generally  reinvest  these  proceeds  in
temporary  investments,  pending  their  future  investment  in  new  portfolio  companies.  These  temporary  investments  have
substantially  lower  yields  than  the  debt  being  prepaid,  and  we  could  experience  significant  delays  in  reinvesting  these
amounts. Any future investment in a new portfolio company may also be at lower yields than the debt that was repaid. As a
result, our results of operations could be materially adversely affected if one or more of our portfolio companies elects to
prepay amounts owed to us. Additionally, prepayments could negatively impact our return on equity, which could result in
a decline in the market price of our common stock.

Our  business  and  growth  strategy  could  be  adversely  affected  if  government  regulations,  priorities  and  resources
impacting the industries in which our portfolio companies operate change.

Some of our portfolio companies operate in industries that are highly regulated by federal, state and/or local agencies.
Changes in existing laws, rules or regulations, or judicial or administrative interpretations thereof, or uncertainty regarding
such changes or new laws, rules or regulations could have an adverse impact on the business and industries of our portfolio

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companies.  In  addition,  changes  in  government  priorities  or  limitations  on  government  resources  could  also  adversely
impact our portfolio companies. We are unable to predict whether any such changes in laws, rules or regulations will occur
and, if they do occur, the impact of these changes on our portfolio companies and our investment returns.

Our portfolio companies operating in the technology industry are subject to risks particular to that industry.

As part of our investment strategy, we have invested, and plan to invest in the future, in companies in the technology
industry.  Such  portfolio  companies  face  intense  competition  as  their  businesses  are  rapidly  evolving  and  intensely
competitive, and are subject to changing technology, shifting user needs, and frequent introductions of new products and
services. The growth of certain technology sectors in which we focus (such as communications, networking, data storage,
software, cloud computing, and internet and media) into a variety of new fields implicates new regulatory issues and may
result in our portfolio companies in such sectors being subject to new regulations.

Portfolio companies in the technology industry may also have a limited number of suppliers of necessary components
or  a  limited  number  of  manufacturers  for  their  products,  and  therefore  face  a  risk  of  disruption  to  their  manufacturing
process if they are unable to find alternative suppliers when needed. In addition, litigation regarding intellectual property
rights is common in the sectors of the technology industry in which we focus. See “–If our portfolio companies are unable
to  protect  their  intellectual  property  rights,  our  business  and  prospects  could  be  harmed,  and  if  portfolio  companies  are
required to devote significant resources to protecting their intellectual property rights, the value of our investment could be
reduced.” Any of these factors could materially and adversely affect the operations of a portfolio company in this industry
and, in turn, impair our ability to timely collect principal and interest payments owed to us.

Our  portfolio  companies  operating  in  the  life  science  industry  are  subject  to  extensive  government  regulation  and
certain other risks particular to that industry.

As part of our investment strategy, we have invested, and plan to invest in the future, in companies in the life science

industry.

Such  portfolio  companies  are  subject  to  extensive  regulation  by  the  Food  and  Drug  Administration  and  to  a  lesser
extent, other federal and state agencies. If any of these portfolio companies fail to comply with applicable regulations, they
could be subject to significant penalties and claims that could materially and adversely affect their operations. In addition,
new  laws,  regulations  or  judicial  interpretations  of  existing  laws  and  regulations  might  adversely  affect  a  portfolio
company in this industry.

The successful and timely implementation of the business model of life science companies depends on their ability to
adapt to changing technologies and introduce new products. The success of new product offerings will depend, in turn, on
many  factors,  including  the  ability  to  properly  anticipate  and  satisfy  customer  needs,  obtain  regulatory  approvals  on  a
timely  basis,  develop  and  manufacture  products  in  an  economic  and  timely  manner,  obtain  or  maintain  advantageous
positions with respect to intellectual property, and differentiate products from those of competitors.

Further,  the  development  of  products  (including  medical  devices  or  drugs)  by  life  science  companies  requires
significant research and development, clinical trials and regulatory approvals. The results of product development efforts
may be affected by a number of factors, including the ability to innovate, develop and manufacture new products, complete
clinical  trials,  obtain  regulatory  approvals  and  reimbursement  by  insurers  in  the  United  States  (including  Medicare  and
Medicaid)  and  abroad,  or  gain  and  maintain  market  approval  of  products.  In  addition,  patents  attained  by  others  can
preclude or delay the commercialization of a product. There can be no assurance that any products now in development
will achieve technological feasibility, obtain regulatory approval, or gain market acceptance. Failure can occur at any point
in the development process, including after significant funds have been invested. Products may fail to reach the market or
may  have  only  limited  commercial  success  because  of  efficacy  or  safety  concerns,  failure  to  achieve  positive  clinical
outcomes, inability to obtain necessary regulatory approvals, failure to achieve market adoption, limited scope of approved
uses, excessive costs to manufacture, failure to establish or maintain intellectual property rights, infringement by others of
a company’s intellectual property rights, or infringement by a company of intellectual property rights of others.

Portfolio companies in the life science industry may also have a limited number of suppliers of necessary components

or a limited number of manufacturers for their products, and therefore face a risk of disruption to their manufacturing

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process if they are unable to find alternative suppliers when needed. Any of these factors could materially and adversely
affect the operations of a portfolio company in this industry and, in turn, impair our ability to timely collect principal and
interest payments owed to us.

Our  portfolio  companies  operating  in  the  healthcare  information  and  services  industry  are  subject  to  extensive
government regulation and certain other risks particular to that industry.

As part of our investment strategy, we have invested, and plan to invest in the future, in companies in the healthcare
information and services industry. Such portfolio companies provide technology to companies that are subject to extensive
regulation, including Medicare and Medicaid payment rules and regulation, the False Claims Act and federal and state laws
regarding the collection, use and disclosure of patient health information and the storage, handling and administration of
pharmaceuticals. If any of our portfolio companies or the companies to which they provide such technology fail to comply
with applicable regulations, they could be subject to significant penalties and claims that could materially and adversely
affect their operations. Portfolio companies in the healthcare information or services industry are also subject to the risk
that changes in applicable regulations will render their technology obsolete or less desirable in the marketplace.

Portfolio companies in the healthcare information and services industry may also have a limited number of suppliers of
necessary components or a limited number of manufacturers for their products, and therefore face a risk of disruption to
their  manufacturing  process  if  they  are  unable  to  find  alternative  suppliers  when  needed.  Any  of  these  factors  could
materially  and  adversely  affect  the  operations  of  a  portfolio  company  in  this  industry  and,  in  turn,  impair  our  ability  to
timely collect principal and interest payments owed to us.

Our  investments  in  the  sustainability  industry  are  subject  to  many  risks,  including  volatility,  intense  competition,
unproven technologies, periodic downturns and potential litigation.

Our investments in sustainability companies are subject to substantial operational risks, such as underestimated cost
projections, unanticipated operation and maintenance expenses, loss of government subsidies, and inability to deliver cost-
effective  alternative  energy  solutions  compared  to  traditional  energy  products.  In  addition,  energy  companies  employ  a
variety  of  means  of  increasing  cash  flow,  including  increasing  utilization  of  existing  facilities,  expanding  operations
through new construction or acquisitions, or securing additional long-term contracts. Thus, some energy companies may be
subject  to  construction  risk,  acquisition  risk  or  other  risks  arising  from  their  specific  business  strategies.  Furthermore,
production levels for solar, wind and other renewable energies may be dependent upon adequate sunlight, wind, or biogas
production,  which  can  vary  from  market  to  market  and  period  to  period,  resulting  in  volatility  in  production  levels  and
profitability. In addition, our sustainability companies may have narrow product lines and small market shares, which tend
to render them more vulnerable to competitors’ actions and market conditions, as well as to general economic downturns.
The  revenues,  income  (or  losses)  and  valuations  of  sustainability  companies  can  and  often  do  fluctuate  suddenly  and
dramatically  and  the  markets  in  which  sustainability  companies  operate  are  generally  characterized  by  abrupt  business
cycles and intense competition. Demand for sustainability and renewable energy is also influenced by the available supply
and prices for other energy products, such as coal, oil and natural gas. A decrease in prices in these energy products could
reduce demand for alternative energy. Sustainability companies face potential litigation, including significant warranty and
product liability claims, as well as class action and government claims. Such litigation could adversely affect the business
and results of operations of our sustainability portfolio companies.

Sustainability companies are subject to extensive government regulation and certain other risks particular to the sectors
in  which  they  operate  and  our  business  and  growth  strategy  could  be  adversely  affected  if  government  regulations,
priorities  and  resources  impacting  such  sectors  change  or  if  our  portfolio  companies  fail  to  comply  with  such
regulations.

As  part  of  our  investment  strategy  we  invest  in  portfolio  companies  in  sustainability  sectors  that  may  be  subject  to
extensive regulation by foreign, U.S. federal, state and/or local agencies. Changes in existing laws, rules or regulations, or
judicial  or  administrative  interpretations  thereof,  uncertainty  regarding  such  changes  or  new  laws,  rules  or  regulations
could  have  an  adverse  impact  on  the  business  and  industries  of  our  portfolio  companies.  In  addition,  changes  in
government priorities or limitations on government resources could also adversely impact our portfolio companies. We are
unable  to  predict  whether  any  such  changes  in  laws,  rules  or  regulations  will  occur  and,  if  they  do  occur,  the  impact  of
these changes on our portfolio companies and our investment returns. Furthermore, if any of our portfolio companies fail to
comply with

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applicable regulations, they could be subject to significant penalties and claims that could materially and adversely affect
their operations. Our portfolio companies may be subject to the expense, delay and uncertainty of the regulatory approval
process for their products and, even if approved, these products may not be accepted in the marketplace.

In  particular,  there  is  considerable  uncertainty  about  whether  foreign,  U.S.,  state  and/or  local  governmental  entities
will enact or maintain legislation or regulatory programs that mandate reductions in greenhouse gas emissions or provide
incentives for sustainability companies. Without such regulatory policies, investments in sustainability companies may not
be  economical  and  financing  for  sustainability  companies  may  become  unavailable,  which  could  materially  adversely
affect the ability of our portfolio companies to repay the debt they owe to us. Any of these factors could materially and
adversely  affect  the  operations  and  financial  condition  of  a  portfolio  company  and,  in  turn,  the  ability  of  the  portfolio
company to repay the debt they owe to us.

If our portfolio companies are unable to commercialize their technologies, products, business concepts or services, the
returns on our investments could be adversely affected.

The  value  of  our  investments  in  our  portfolio  companies  may  decline  if  our  portfolio  companies  are  not  able  to
commercialize  their  technology,  products,  business  concepts  or  services.  Additionally,  although  some  of  our  portfolio
companies may already have a commercially successful product or product line at the time of our investment, technology-
related  products  and  services  often  have  a  more  limited  market  or  life  span  than  products  in  other  industries.  Thus,  the
ultimate  success  of  these  companies  often  depends  on  their  ability  to  innovate  continually  in  increasingly  competitive
markets. If they are unable to do so, our investment returns could be adversely affected and their ability to service their
debt  obligations  to  us  over  the  life  of  a  loan  could  be  impaired.  Our  portfolio  companies  may  be  unable  to  acquire  or
develop successful new technologies and the intellectual property they currently hold may not remain viable. Even if our
portfolio companies are able to develop commercially viable products, the market for new products and services is highly
competitive and rapidly changing. Neither our portfolio companies nor we have any control over the pace of technology
development. Commercial success is difficult to predict, and the marketing efforts of our portfolio companies may not be
successful.

Our portfolio companies may rely upon licenses for all or part of their intellectual property.

A  portfolio  company  may  license  all  or  part  of  its  intellectual  property  from  another  unrelated  party.  While  the
portfolio company may continue development on that licensed intellectual property, it can be difficult to ascertain who has
title to the intellectual property. We may also rely upon the portfolio company’s management team’s representations as to
the nature of the licensing agreement. There are implications in workouts and in bankruptcy where intellectual property is
not wholly owned by a portfolio company. Further, the licensor may have an actual or contingent claim on the intellectual
property (for instance, a payment due upon change in control) that would supersede other claims in that asset in certain
situations.

If our portfolio companies are unable to protect their intellectual property rights, our business and prospects could be
harmed, and if portfolio companies are required to devote significant resources to protecting their intellectual property
rights, the value of our investment could be reduced.

Our  future  success  and  competitive  position  depends  in  part  upon  the  ability  of  our  portfolio  companies  to  obtain,
maintain  and  protect  proprietary  technology  used  in  their  products  and  services.  The  intellectual  property  held  by  our
portfolio  companies  often  represents  a  substantial  portion  of  the  collateral  securing  our  investments  and/or  constitutes  a
significant  portion  of  the  portfolio  companies’  value  that  may  be  available  in  a  downside  scenario  to  repay  our  debt
investments. Our portfolio companies rely, in part, on patent, trade secret and trademark law to protect that technology, but
competitors may misappropriate their intellectual property, and disputes as to ownership of intellectual property may arise.
Portfolio companies may, from time to time, be required to institute litigation to enforce their patents, copyrights or other
intellectual property rights, protect their trade secrets, determine the validity and scope of the proprietary rights of others or
defend against claims of infringement.

Such litigation could result in substantial costs and diversion of resources. Similarly, if a portfolio company is found to
infringe or misappropriate a third party’s patent or other proprietary rights, it could be required to pay damages to the third
party, alter its products or processes, obtain a license from the third party and/or cease activities utilizing the

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proprietary rights, including making or selling products utilizing the proprietary rights. Any of the foregoing events could
negatively affect both the portfolio company’s ability to service our debt investment and the value of any related debt and
equity securities that we own, as well as the value of any collateral securing our investment.

In some cases, we collateralize our debt investments with a secured collateral position in a portfolio company’s assets,
which may include a negative pledge or, to a lesser extent, no security interest on their intellectual property. In the event of
a  default  on  a  debt  investment,  the  intellectual  property  of  the  portfolio  company  would  most  likely  be  liquidated  to
provide proceeds to pay the creditors of the portfolio company. There can be no assurance that our security interest, if any,
in the proceeds of the intellectual property will be enforceable in a court of law or bankruptcy court or that there will not be
others with senior or pari passu credit interests.

We do not expect to control any of our portfolio companies.

We do not control, or expect to control in the future, any of our portfolio companies, even though our debt agreements
may contain certain restrictive covenants that limit the business and operations of our portfolio companies. We also do not
maintain,  or  intend  to  maintain  in  the  future,  a  control  position  to  the  extent  we  own  equity  interests  in  any  portfolio
company. As a result, we are subject to the risk that a portfolio company in which we invest may make business decisions
with which we disagree and the management of such company, as representatives of the holders of their common equity,
may take risks or otherwise act in ways that do not serve our interests as debt investors. Due to the lack of liquidity of the
investments  that  we  typically  hold  in  our  portfolio  companies,  we  may  not  be  able  to  dispose  of  our  investments  in  the
event  we  disagree  with  the  actions  of  a  portfolio  company  and  we  may  therefore,  suffer  a  decrease  in  the  value  of  our
investments.

We  may  invest  in  foreign  portfolio  companies  or  secure  our  investments  with  the  assets  of  our  portfolio  companies’
foreign subsidiaries.

We may invest in securities of foreign companies. Additionally, certain debt investments consisting of secured loans to
portfolio  companies  with  headquarters  and  primary  operations  located  within  the  United  States  may  be  secured  by  the
assets  of  a  portfolio  company’s  foreign  subsidiary.  Investments  involving  foreign  companies  may  involve  greater  risks.
These risks include: (i) less publicly available information; (ii) varying levels of governmental regulation and supervision;
and (iii) the difficulty of enforcing legal rights in a foreign jurisdiction and uncertainties as to the status, interpretation and
application of laws. Moreover, foreign companies are generally not subject to uniform accounting, auditing and financial
reporting  standards,  practices  and  requirements  comparable  to  those  applicable  to  United  States  companies.  Debt
investments secured by the assets of a portfolio company’s foreign subsidiary may be subject to various laws enacted in
their home countries for the protection of debtors or creditors, which could adversely affect our ability to recover amounts
owed. These insolvency considerations will differ depending on the country in which each foreign subsidiary is located and
may  differ  depending  on  whether  the  foreign  subsidiary  is  a  non-sovereign  or  a  sovereign  entity.  The  economies  of
individual non-U.S. countries may also differ from the U.S. economy in such respects as growth of gross domestic product,
rate  of  inflation,  volatility  of  currency  exchange  rates,  depreciation,  capital  reinvestment,  resources  self-sufficiency  and
balance  of  payments  position.  Accordingly,  debt  investments  secured  by  the  assets  of  a  portfolio  company’s  foreign
subsidiary could face risks which would not pertain to debt investments solely in U.S. portfolio companies.

We may not realize expected returns on warrants received in connection with our debt investments.

As discussed above, we generally receive warrants in connection with our debt investments. If we do not receive the
returns  that  are  anticipated  on  the  warrants,  our  investment  returns  on  our  portfolio  companies,  and  the  value  of  your
investment in us, may be lower than expected.

We currently invest a portion of our capital in high-quality short-term investments, which generate lower rates of return
than those expected from investments made in accordance with our investment objective.

We currently invest a portion of our capital in cash, cash equivalents, U.S. government securities, money market funds
and other high-quality short-term investments. These securities may earn yields substantially lower than the income that we
anticipate receiving once these proceeds are fully invested in accordance with our investment objective.

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Federal Income Tax Risks

If we are unable to satisfy the requirements under the Code for qualification as a RIC, we will be subject to corporate-
level income taxes.

To  qualify  as  a  RIC  under  the  Code,  we  must  meet  certain  source-of-income  and  asset  diversification  requirements
contained in Subchapter M of the Code, as well as maintain our election to be regulated as a BDC under the 1940 Act. We
must also meet the Annual Distribution Requirement in order to avoid the imposition of corporate-level income taxes on all
of our taxable income, regardless of whether we make any distributions to our stockholders.

The Qualifying Income Test is satisfied if we derive in each tax year at least 90% of our gross income from dividends,
interest  (including  tax-exempt  interest),  payments  with  respect  to  certain  securities  loans,  gains  from  the  sale  or  other
disposition of stock, securities or foreign currencies, other income (including but not limited to gain from options, futures
or  forward  contracts)  derived  with  respect  to  our  business  of  investing  in  stock,  securities  or  currencies,  or  net  income
derived from interests in “qualified publicly traded partnerships.” The status of certain forms of income we receive could
be subject to different interpretations under the Code and might be characterized as non-qualifying income that could cause
us to fail to qualify as a RIC, assuming we do not qualify for or take advantage of certain remedial provisions, and, thus,
may cause us to be subject to corporate-level federal income taxes.

To qualify as a RIC, we must also meet the Diversification Tests at the end of each quarter of our tax year. Failure to
meet  these  tests  may  result  in  our  having  to  (1)  dispose  of  certain  investments  quickly;  (2)  raise  additional  capital  to
prevent  the  loss  of  RIC  status;  or  (3)  engage  in  certain  remedial  actions  that  may  entail  the  disposition  of  certain
investments at disadvantageous prices that could result in substantial losses, and the payment of penalties, if we qualify to
take  such  actions.  Because  most  of  our  investments  are  and  will  be  in  development-stage  companies  within  our  Target
Industries, any such dispositions could be made at disadvantageous prices and may result in substantial losses. If we raise
additional capital to satisfy the asset diversification requirements, it could take a longer time to invest such capital. During
this  period,  we  will  invest  in  temporary  investments,  such  as  money  market  funds,  which  we  expect  will  earn  yields
substantially  lower  than  the  interest  income  that  we  anticipate  receiving  in  respect  of  our  investments  in  secured  and
amortizing debt investments.

The Annual Distribution Requirement is satisfied if we distribute dividends to our stockholders in each tax year of an
amount  generally  equal  to  at  least  90%  of  our  investment  company  taxable  income,  determined  without  regard  to  any
deductions for dividends paid. If we borrow money, we may be subject to certain asset coverage requirements under the
1940  Act  and  loan  covenants  that  could,  under  certain  circumstances,  restrict  us  from  making  distributions  necessary  to
qualify as a RIC. If we are unable to obtain cash from other sources, we may fail to be eligible to be subject to taxation as a
RIC,  assuming  we  do  not  qualify  for  or  take  advantage  of  certain  remedial  provisions,  and,  thus,  may  be  subject  to
corporate-level income taxes.

If  we  were  to  fail  to  qualify  as  a  RIC  for  any  reason  and  become  subject  to  a  corporate-level  income  taxes,  the
resulting  taxes  could  substantially  reduce  our  net  assets,  the  amount  of  income  available  for  distribution  to  our
stockholders,  and  the  actual  amount  of  our  distributions.  Such  a  failure  would  have  a  material  adverse  effect  on  us,  the
NAV of our common stock and the total return, if any, obtainable from your investment in our common stock. In addition,
we could be required to recognize unrealized gains, incur substantial taxes and interest and make substantial distributions
before requalifying as a RIC. See “Item 1. Business—Regulation.”

Because  we  distribute  all  or  substantially  all  of  our  investment  company  taxable  income  to  our  stockholders,  we  will
need additional capital to finance our growth. If additional funds are unavailable or not available on favorable terms,
our ability to grow will be impaired.

To satisfy the requirements applicable to a RIC, to avoid incurring excise taxes and to minimize or to avoid incurring
corporate-level federal income taxes, we intend to distribute to our stockholders all or substantially all of our investment
company taxable income and net capital gains. However, we may retain all or a portion of our net capital gains, incur any
applicable income taxes with respect thereto, and elect to treat such retained net capital gains as deemed distributions to our
stockholders.  As  a  BDC,  we  generally  are  required  to  maintain  coverage  of  total  assets  to  total  senior  securities,  which
includes all of our borrowings and any preferred stock we may issue in the future, of at least 150%, subject to certain

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disclosures. This requirement limits the amount that we may borrow. Because we continue to need capital to grow our debt
investment portfolio, this limitation may prevent us from incurring debt and require us to raise additional equity at a time
when it may be disadvantageous to do so. We cannot assure you that debt and equity financing will be available to us on
favorable  terms,  or  at  all,  and  debt  financings  may  be  restricted  by  the  terms  of  any  of  our  outstanding  borrowings.  In
addition, as a BDC, we are limited in our ability to issue equity securities at a price below the then-current NAV per share.
If additional funds are not available to us, we could be forced to curtail or cease new lending and investment activities, and
our NAV could decline.

Because we intend to distribute substantially all of our income to our stockholders to maintain our ability to be subject
to tax as a RIC, we will need to raise additional capital to finance our growth. If funds are not available to us, we may
need to curtail new investments, and our common stock value could decline.

In order to satisfy the requirements to be treated as a RIC for federal income tax purposes, we intend to distribute to
our  stockholders  substantially  all  of  our  investment  company  taxable  income  and  net  capital  gains  each  taxable  year.
However, we may retain all or a portion of our net capital gains and pay applicable income taxes with respect thereto and
elect to treat such retained net capital gains as deemed dividend distributions to our stockholders.

As  a  BDC,  we  are  required  to  meet  a  150%  asset  coverage  ratio,  subject  to  certain  disclosure  requirements  of  total
assets to total senior securities, which includes all of our borrowings, and any preferred stock we may issue in the future.
This requirement limits the amount we may borrow. If the value of our assets declines, we may be unable to satisfy this
test.  If  that  happens,  we  may  be  required  to  sell  a  portion  of  our  investments  or  sell  additional  common  stock  and,
depending on the nature of our leverage, to repay a portion of our indebtedness at a time when such sales and repayments
may  be  disadvantageous.  In  addition,  the  issuance  of  additional  securities  could  dilute  the  percentage  ownership  of  our
current stockholders in us.

We  may  have  difficulty  paying  our  required  distributions  if  we  recognize  taxable  income  before  or  without  receiving
cash.

We may be required to recognize taxable income in circumstances in which we do not receive cash. For example, if we
hold debt instruments that are treated under applicable tax rules as having original issue discount (such as debt instruments
with PIK, or, in certain cases, increasing interest rates or issued with warrants), we must include in taxable income each
tax year a portion of the original issue discount that accrues over the life of the debt instrument, regardless of whether cash
representing such income is received by us in the same tax year. We do not have a policy limiting our ability to invest in
original  issue  discount  instruments,  including  PIK  debt  investments.  Because  in  certain  cases  we  may  recognize  taxable
income  before  or  without  receiving  cash  representing  such  income,  we  may  have  difficulty  meeting  the  Annual
Distribution Requirement.

Accordingly,  we  may  need  to  sell  some  of  our  assets  at  times  that  we  would  not  consider  advantageous,  raise
additional debt or equity capital or forego new investment opportunities or otherwise take actions that are disadvantageous
to  our  business  (or  be  unable  to  take  actions  that  we  believe  are  necessary  or  advantageous  to  our  business)  in  order  to
satisfy  the  Annual  Distribution  Requirement.  If  we  are  unable  to  obtain  cash  from  other  sources  to  satisfy  the  Annual
Distribution Requirement, we may become subject to a corporate-level income taxes on all of our income. The proportion
of our income, consisting of interest and fee income that resulted from the portion of original issue discount classified as
such in accordance with GAAP not received in cash for the  years ended December 31, 2020, 2019 and 2018 was 10.4%,
10.2% and 10.4%, respectively.

If we make loans to borrowers or acquire loans that contain deferred payment features, such as loans providing for the
payment of portions of principal and/or interest at maturity, this could increase the risk of default by our borrowers.

Our investments with deferred payment features, such as debt investments providing for ETPs, may represent a higher
credit risk than debt investments requiring payments of all principal and accrued interest at regular intervals over the life of
the debt investment. For example, even if the accounting conditions for income accrual were met during the period when
the  obligation  was  outstanding,  the  borrower  could  still  default  when  our  actual  collection  is  scheduled  to  occur  upon
maturity  of  the  obligation.  The  amount  of  ETPs  due  under  our  investments  having  such  a  feature  currently  represents  a
small portion of the applicable borrowers’ total repayment obligations under such investments. However, deferred payment

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arrangements increase the incremental risk that we will not receive a portion of the amount due at maturity. Additionally,
because investments with a deferred payment feature may have the effect of deferring a portion of the borrower’s payment
obligation until maturity of the debt investment, it may be difficult for us to identify and address developing problems with
borrowers  in  terms  of  their  ability  to  repay  us.  Any  such  developments  may  increase  the  risk  of  default  on  our  debt
investments by borrowers.

In  addition,  debt  investments  providing  for  ETPs  are  subject  to  the  risks  associated  with  debt  investments  having
original issue discount (such as debt instruments with PIK interest or, in certain cases, increasing interest rates or issued
with warrants). See “—We may have difficulty paying our required distributions if we recognize taxable income before or
without receiving cash.”

Risks Related to Business Development Companies

As  a  BDC,  we  generally  are  not  able  to  issue  our  common  stock  at  a  price  below  the  then-current  NAV  per  share
without first obtaining the approval of our stockholders and our independent directors. If our common stock trades at a
price below NAV per share and we do not receive such approval, our business could be materially adversely affected.

As  a  BDC,  we  generally  are  not  able  to  issue  our  common  stock  at  a  price  below  the  then-current  NAV  per  share
without first obtaining the approval of our stockholders and our independent directors. Stockholder approval to offer our
common stock at a price below NAV per share expired in January 2016, but we may seek such approval again in the future.
If our common stock trades at a price below NAV per share and we do not receive approval from our stockholders and our
independent directors to issue common stock at a price below NAV per share, we cannot raise capital through the issuance
of  common  stock.  This  may  limit  our  ability:  to  grow  and  make  new  investments;  to  attract  and  retain  top  investment
professionals; to maintain deal flow and relations with top companies in our Target Industries and related entities such as
venture capital and private equity sponsors; and to sustain a minimum efficient scale for a public company.

Regulations governing our operation as a BDC affect our ability to, and the way in which, we raise additional capital,
which may expose us to additional risks.

Our business plans contemplate a need for a substantial amount of capital in addition to our current amount of capital.
We  may  obtain  additional  capital  through  the  issuance  of  debt  securities  or  preferred  stock,  and  we  may  borrow  money
from banks or other financial institutions, which we refer to collectively as “senior securities,” up to the maximum amount
permitted by the 1940 Act. If we issue senior securities, we would be exposed to typical risks associated with leverage,
including an increased risk of loss. In addition, if we issue preferred stock, it would rank senior to common stock in our
capital  structure  and  preferred  stockholders  would  have  separate  voting  rights  and  may  have  rights,  preferences  or
privileges more favorable than those of holders of our common stock.

The 1940 Act permits us to issue senior securities in amounts such that our asset coverage, as defined in the 1940 Act,
equals  at  least  150%  after  each  issuance  of  senior  securities,  subject  to  certain  disclosure  requirements.  If  our  asset
coverage is not at least 150%, we are not permitted to pay distributions or issue additional senior securities. As a result, we
may have difficulty meeting the Annual Distribution Requirement necessary to maintain RIC tax treatment. Moreover, if
the value of our assets declines, we may be unable to satisfy this asset coverage test. If that happens, we may be required to
liquidate a portion of our investments and repay a portion of our indebtedness at a time when we may be unable to do so or
unable to do so on favorable terms.

As a BDC, we generally are not able to issue our common stock at a price below NAV per share without first obtaining
the approval of our stockholders and our independent directors. Our stockholder approval expired in January 2016, but we
may seek such approval again in the future. If our common stock trades at a price below NAV per share and we do not
receive approval from our stockholders and our independent directors to issue common stock at a price below NAV per
share, we cannot raise capital through the issuance of equity securities. This may limit our ability: to grow and make new
investments; to attract and retain top investment professionals; to maintain deal flow and relations with top companies in
our  Target  Industries  and  related  entities  such  as  venture  capital  and  private  equity  sponsors;  and  to  sustain  a  minimum
efficient  scale  for  a  public  company.  The  stockholder  approval  requirement  does  not  apply  to  stock  issued  upon  the
exercise of options, warrants or rights that we may issue from time to time. If we raise additional funds by issuing more
common

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stock  or  senior  securities  convertible  into,  or  exchangeable  for,  our  common  stock,  the  percentage  ownership  of  our
stockholders at that time would decrease, and you may experience dilution.

If  we  do  not  invest  a  sufficient  portion  of  our  assets  in  qualifying  assets,  we  could  fail  to  qualify  as  a  BDC  or  be
precluded from investing according to our current business strategy.

As a BDC, we are prohibited from acquiring any assets other than qualifying assets (as defined under the 1940 Act)
unless,  at  the  time  of  and  after  giving  effect  to  such  acquisition,  at  least  70%  of  our  total  assets  are  qualifying  assets.
Subject  to  certain  exceptions  for  follow-on  investments  and  distressed  companies,  an  investment  in  an  issuer  that  has
outstanding securities listed on a national securities exchange may be treated as a qualifying asset only if such issuer has a
market  capitalization  that  is  less  than  $250  million  at  the  time  of  such  investment  and  meets  the  other  specified
requirements. We may decide to make other investments that are not qualifying assets to the extent permitted by the 1940
Act.

If we acquire debt or equity securities from an issuer that has outstanding marginable securities at the time we make an
investment,  these  acquired  assets  may  not  be  treated  as  qualifying  assets.  This  result  is  dictated  by  the  definition  of
“eligible portfolio company” under the 1940 Act, which in part looks to whether a company has outstanding marginable
securities. See Item 1 above, “Regulation — Qualifying assets.”

If we do not invest a sufficient portion of our assets in qualifying assets, we could lose our status as a BDC. If we do
not maintain our status as a BDC, we would be subject to regulation as a registered closed-end investment company under
the  1940  Act.  As  a  registered  closed-end  investment  company,  we  would  be  subject  to  substantially  more  regulatory
restrictions under the 1940 Act, which would significantly decrease our operating flexibility.

New or modified laws or regulations governing our operations may adversely affect our business.

We  and  our  portfolio  companies  are  subject  to  regulation  at  the  U.S.  local,  state  and  federal  level.  We  are  also
subject  to  federal,  state  and  local  laws  and  are  subject  to  judicial  and  administrative  decisions  that  affect  our  operations,
including  maximum  interest  rates,  fees  and  other  charges,  disclosures  to  portfolio  companies,  the  terms  of  secured
transactions, collection and foreclosure proceedings and other trade practices. If these laws, regulations or decisions change,
or if we expand our business into additional jurisdictions, we may have to incur significant expenses in order to comply or
we might have to restrict our operations. New legislation may be enacted or new interpretations, rulings or regulations could
be adopted, including those governing the types of investments we or our portfolio companies are permitted to make, any of
which could harm us and our stockholders, potentially with retroactive effect. In particular, the impact of the Dodd-Frank
Act,  and  any  amendments  thereto  that  may  be  enacted,  on  us  and  our  portfolio  companies  is  subject  to  continuing
uncertainty. The Dodd-Frank Act, including future rules implementing its provisions and the interpretation of those rules,
along with other legislative and regulatory proposals directed at the financial services industry or affecting taxation that are
proposed or pending in the U.S. Congress, may negatively impact the operations, cash flows or financial condition of us or
our portfolio companies, impose additional costs on us or our portfolio companies, intensify the regulatory supervision of us
or  our  portfolio  companies  or  otherwise  adversely  affect  our  business  or  the  business  of  our  portfolio  companies.  Certain
members of Congress have indicated they will seek to amend or repeal portions of the Dodd-Frank Act, among other federal
laws. We cannot predict the ultimate effect on us or our portfolio companies that changes in the laws and regulations would
have as a result of the Dodd-Frank Act, or whether and the extent to which the Dodd-Frank Act may remain in its current
form. In addition, uncertainty regarding legislation and regulations affecting the financial services industry or taxation could
also adversely impact our business or the business of our portfolio companies. If we do not comply with applicable laws and
regulations, we could lose any licenses that we then hold for the conduct of our business and may be subject to civil fines
and criminal penalties.

Changes to or repeal of the laws and regulations governing our operations related to permitted investments may
cause us to alter our investment strategy in order to avail ourselves of new or different opportunities. Such changes could
result in material differences to our strategies and plans and may shift our investment focus from the areas of expertise of
our Advisor to other types of investments in which our Advisor may have little or no expertise or experience. Any such
changes, if they occur, could have a material adverse effect on our results of operations and the value of your investment.

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On May 24, 2018, the Economic Growth, Regulatory Relief, and Consumer Protection Act was signed into law, which
increased  from  $50  billion  to  $250  billion  the  asset  threshold  for  designation  of  "systemically  important  financial
institutions" or "SIFIs" subject to enhanced prudential standards set by the Federal Reserve Board, staggering application
of this change based on the size and risk of the covered bank holding company. On January 30, 2020, the Federal Reserve
Board released proposed changes to the Volcker Rule that would loosen compliance requirements for all banks. The effect
of these change and any further rules or regulations are and could be complex and far-reaching, and the change and any
future laws or regulations or changes thereto could negatively impact our operations, cash flows or financial condition,
impose  additional  costs  on  us,  intensify  the  regulatory  supervision  of  us  or  otherwise  adversely  affect  our  business,
financial condition and results of operations.

Over the last several years, there also has been an increase in regulatory attention to the extension of credit outside
of the traditional banking sector, raising the possibility that some portion of the non-bank financial sector will be subject to
new regulation. While it cannot be known at this time whether any regulation will be implemented or what form it will
take,  increased  regulation  of  non-bank  credit  extension  could  negatively  impact  our  operations,  cash  flows  or  financial
condition,  impose  additional  costs  on  us,  intensify  the  regulatory  supervision  of  us  or  otherwise  adversely  affect  our
business, financial condition and results of operations.

Our Board may change our operating policies and strategies, including our investment objective, without prior notice or
stockholder approval, the effects of which may adversely affect our business.

Our  Board  may  modify  or  waive  our  current  operating  policies  and  strategies,  including  our  investment  objectives,
without  prior  notice  and  without  stockholder  approval  (provided  that  no  such  modification  or  waiver  may  change  the
nature  of  our  business  so  as  to  cease  to  be,  or  withdraw  our  election  as  a  BDC  as  provided  by  the  1940  Act  without
stockholder approval at a special meeting called upon written notice of not less than ten or more than sixty days before the
date of such meeting). We cannot predict the effect any changes to our current operating policies and strategies would have
on  our  business,  results  of  operations  or  financial  condition  or  on  the  value  of  our  stock.  However,  the  effects  of  any
changes might adversely affect our business, any or all of which could negatively impact our ability to pay distributions or
cause you to lose all or part of your investment in us.

Our quarterly and annual operating results may fluctuate due to the nature of our business.

We  could  experience  fluctuations  in  our  quarterly  and  annual  operating  results  due  to  a  number  of  factors,  some  of
which are beyond our control, including: our ability to make investments in companies that meet our investment criteria,
the interest rate payable on our debt investments, the default rate on these investments, the level of our expenses, variations
in,  and  the  timing  of,  the  recognition  of  realized  and  unrealized  gains  or  losses,  the  degree  to  which  we  encounter
competition  in  our  markets  and  general  economic  conditions.  For  example,  we  have  historically  experienced  greater
investment activity during the second and fourth quarters relative to other periods. As a result of these factors, you should
not rely on the results for any prior period as being indicative of our performance in future periods.

Risks Related to our Securities

We  borrow  money,  which  magnifies  the  potential  for  gain  or  loss  on  amounts  invested  and  may  increase  the  risk  of
investing in us.

Leverage is generally considered a speculative investment technique, and we intend to continue to borrow money as
part of our business plan. The use of leverage magnifies the potential for gain or loss on amounts invested and, therefore,
increases  the  risks  associated  with  investing  in  us.  See  “Item  7  —  Management’s  Discussion  and  Analysis  of  Financial
Condition and Results of Operation — Liquidity and capital resources.” Lenders of senior debt securities have fixed dollar
claims on our assets that are superior to the claims of our common stockholders. If the value of our assets increases, then
leveraging would cause the NAV attributable to our common stock to increase more sharply than it would have had we not
leveraged. However, any decrease in our income would cause net income to decline more sharply than it would have had
we not leveraged. This decline could adversely affect our ability to make common stock distribution payments. In addition,
because our investments may be illiquid, we may be unable to dispose of them or unable to do so at a favorable price in the
event  we  need  to  do  so,  if  we  are  unable  to  refinance  any  indebtedness  upon  maturity,  and,  as  a  result,  we  may  suffer
losses.

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Our ability to service any debt that we incur depends largely on our financial performance and is subject to prevailing
economic  conditions  and  competitive  pressures.  Moreover,  as  our  Advisor’s  management  fee  is  payable  to  our  Advisor
based on our gross assets less cash and cash equivalents, including those assets acquired through the use of leverage, our
Advisor may have a financial incentive to incur leverage which may not be consistent with our stockholders’ interests. As
leverage magnifies gains, if any, on our portfolio, as discussed above, our Pre-Incentive Fee Net Investment Income may
exceed  the  quarterly  hurdle  rate  for  the  incentive  fee  on  income  payable.  Thus,  if  we  incur  additional  leverage,  the
incentive fees payable to the Advisor may increase without any corresponding increase in our performance. Holders of our
common  stock  bear  the  burden  of  any  increase  in  our  expenses,  as  a  result  of  leverage,  including  any  increase  in  the
management fee or incentive fee payable to our Advisor.

In addition to the leverage described above, in the past, we have securitized a large portion of our debt investments to
generate  cash  for  funding  new  investments  and  may  seek  to  securitize  additional  debt  investments  in  the  future  to  the
extent  permitted  by  the  1940  Act  and  the  risk  retention  rules  adopted  pursuant  to  Section  941  of  the  Dodd-Frank  Wall
Street  Reform  and  Consumer  Protection  Act,  or  the  Dodd-Frank  Act.  To  securitize  additional  debt  investments  in  the
future, we may create a wholly-owned subsidiary and sell and/or contribute a pool of debt investments to such subsidiary.
This could include the sale of interests in the subsidiary on a non-recourse basis to purchasers, who we would expect to be
willing  to  accept  a  lower  interest  rate  to  invest  in  investment  grade  loan  pools.  We  would  retain  all  or  a  portion  of  the
equity in any such securitized pool of loans. An inability to securitize part of our debt investments in the future could limit
our ability to grow our business, fully execute our business strategy and increase our earnings. Moreover, certain types of
securitization transactions may expose us to greater risk of loss than would other types of financing.

On  June  7,  2018,  a  “required  majority”  (as  defined  in  Section  57(o)  of  the  1940  Act)  of  our  Board  approved  the
reduced  asset  coverage  requirements  and  separately  recommended  that  our  stockholders  approve  the  reduced  asset
coverage requirements at a special meeting of our stockholders. The Company held a special meeting on October 30, 2018
during  which  the  reduced  asset  coverage  requirements  were  approved  by  stockholders.  The  reduced  asset  coverage
requirements took effect October 31, 2018.

Illustration: The following table illustrates the effect of leverage on returns from an investment in our common stock
assuming  that  we  employ  leverage  such  that  our  asset  coverage  equals  (1)  our  actual  asset  coverage  as  of
December  31,  2020  and  (2)  150%  at  various  annual  returns,  net  of  expenses.  The  calculations  in  the  table  below  are
hypothetical and actual returns may be higher or lower than those appearing in the table below:

Assumed Return on Portfolio 
(Net of Expenses)

-10%     

-5%     

0%     

5%     

10%

Corresponding return to common stockholder assuming actual asset
coverage as of December 31, 2020(1)
Corresponding return to common stockholder assuming  150% 
asset coverage(2)

 (23.36)%   (13.80)%   (4.25)%  

 5.31 %    14.86 %

 (39.91)%   (24.77)%   (9.63)%  

 5.52 %    20.66 %

(1) Assumes $407 million in total assets, $188 million in outstanding debt, $213 million in net assets, and an average cost

of borrowed funds of 4.81% at December 31, 2020.

(2) Assumes $645 million in total assets, $426 million in outstanding debt, $213 million in net assets, and an average cost

of borrowed funds of 4.81% at December 31, 2020.

Based on our outstanding indebtedness of $188 million as of December 31, 2020 and the average cost of borrowed
funds of 4.81% as of that date, our investment portfolio would have needed to experience an annual return of at least 2.66%
to cover annual interest payments on the outstanding debt. Actual interest payments may be different.

Based on an outstanding indebtedness of $426 million on an assumed 150% asset coverage ratio and an average cost
of borrowed funds of 4.81%, our investment portfolio would need to experience an annual return of at least 3.55% to cover
annual interest payments on the outstanding debt. Actual interest payments may be different.

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If  we  are  unable  to  comply  with  the  covenants  or  restrictions  in  our  Credit  Facilities  or  make  payments  when  due
thereunder, our business could be materially adversely affected.

Our  Credit  Facilities  are  secured  by  a  lien  on  the  assets  of  our  wholly  owned  subsidiaries,  Credit  II  and  HFI.  The
breach  of  certain  of  the  covenants  or  restrictions  or  our  failure  to  make  payments  when  due  under  the  Credit  Facilities,
unless cured within the applicable grace period, would result in a default under the Credit Facilities that would permit the
lender thereunder to declare all amounts outstanding to be due and payable. In such an event, we may not have sufficient
assets to repay such indebtedness and the lender may exercise rights available to them, including to the extent permitted
under applicable law, the seizure of such assets without adjudication.

The Key Facility also requires Credit II, HFI and our Advisor to comply with various financial covenants, including
maintenance by our Advisor of a minimum tangible net worth and limitations on the value of, and modifications to, the
loan collateral that secures the Credit Facilities. Complying with these restrictions may prevent us from taking actions that
we believe would help us to grow our business or are otherwise consistent with our investment objective. These restrictions
could also limit our ability to plan for or react to market conditions, meet extraordinary capital needs or otherwise restrict
corporate activities, and could result in our failing to qualify as a RIC resulting in our becoming subject to corporate-level
income tax. See “Item 7 — Management’s Discussion and Analysis of Financial Condition and Results of Operations —
Liquidity and capital resources” for additional information regarding our credit arrangements.

An event of default or acceleration under the Credit Facilities could also cause a cross-default or cross-acceleration of
other  debt  instruments  or  contractual  obligations,  which  would  adversely  impact  our  liquidity.  We  may  not  be  granted
waivers  or  amendments  to  the  Credit  Facilities,  if  for  any  reason  we  are  unable  to  comply  with  the  terms  of  the  Credit
Facilities and we may not be able to refinance the Credit Facilities on terms acceptable to us, or at all.

If we are unable to obtain additional debt financing, our business could be materially adversely affected.

We may want to obtain additional debt financing, or need to do so upon maturity of the Key Facility, NYL Facility,
2022 Notes or the Asset-Backed Notes, in order to obtain funds which may be made available for investments. We may
borrow under the Key Facility until September 30, 2021. After such date, we must repay the outstanding advances under
the Key Facility in accordance with its terms and conditions. All outstanding advances under the Key Facility are due and
payable on April 6, 2023, unless such date is extended in accordance with the terms of the Key Facility. We may borrow
under  the  NYL  Facility  until  June  5,  2022.  After  such  date,  we  must  repay  the  outstanding  advances  under  the  NYL
Facility in accordance with its terms and conditions. All outstanding advances under the NYL Facility are due and payable
on June 15, 2027, unless such date is extended in accordance with the terms of the NYL Facility. All outstanding amounts
on  our  2022  Notes  are  due  and  payable  on  September  15,  2022  unless  redeemed  prior  to  that  date.  The  Asset-Backed
Notes have a stated maturity of September 15, 2027. If we are unable to increase, renew or replace the Credit Facilities or
enter  into  other  new  debt  financings  on  commercially  reasonable  terms,  our  liquidity  may  be  reduced  significantly.  In
addition, if we are unable to repay amounts outstanding under any such debt financings and are declared in default or are
unable to renew or refinance these debt financings, we may not be able to make new investments or operate our business in
the normal course. These situations may arise due to circumstances that we may be unable to control, such as lack of access
to the credit markets, a severe decline in the value of the U.S. dollar, an economic downturn or an operational problem that
affects third parties or us, and could materially damage our business.

We are subject to certain risks as a result of our interests in connection with the 2019-1 Securitization and our equity
interest in the 2019-1 Trust.

On August 13, 2019, in connection with the 2019-1 Securitization and the offering of the Asset-Backed Notes by the
2019-1  Trust,  we  sold  and/or  contributed  to  Horizon  Funding  2019-1,  LLC  or  the  Trust  Depositor,  certain  loans,  or  the
Trust Loans, which the Trust Depositor in turn sold and/or contributed to the 2019-1 Trust in exchange for 100% of the
equity interest in the 2019-1 Trust, cash proceeds and other consideration. Following these transfers, the 2019-1 Trust, and
not the Trust Depositor or us, holds all of the ownership interest in the Trust Loans.

As a result of the 2019-1 Securitization, we hold, indirectly through the Trust Depositor, 100% of the equity interest of
the 2019-1 Trust. As a result, we consolidate the financial statements of the Trust Depositor and the 2019-1 Trust, as well
as our other subsidiaries, in our consolidated financial statements. Because each of the Trust Depositor and the 2019-1

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Trust is disregarded as an entity separate from its owner for U.S. federal income tax purposes, the sale or contribution by us
to the Trust Depositor, and by the Trust Depositor to the 2019-1 Trust, did not constitute a taxable event for U.S. federal
income  tax  purposes.  If  the  U.S.  Internal  Revenue  Service  were  to  take  a  contrary  position,  there  could  be  a  material
adverse effect on our business, financial condition, results of operations or cash flows. Further, a failure of the 2019-1 Trust
to be treated as a disregarded entity for U.S. federal income tax purposes would constitute an event of default pursuant to
the indenture under the 2019-1 Securitization, upon which the trustee under the 2019-1 Securitization, or the Trustee, may,
and  will  at  the  direction  of  a  supermajority  of  the  holders  of  the  Asset-Backed  Notes  (collectively,  the  “Noteholders”),
declare the Asset-Backed Notes to be immediately due and payable and exercise remedies under the indenture, including
(i) institute proceedings for the collection of all amounts then payable on the Asset-Backed Notes or under the indenture,
enforce  any  judgment  obtained,  and  collect  from  the  2019-1  Trust  and  any  other  obligor  upon  the  Asset-Backed
Notes  monies  adjudged  due;  (ii)  institute  proceedings  from  time  to  time  for  the  complete  or  partial  foreclosure  of  the
indenture with respect to the property of the 2019-1 Trust; (iii) exercise any remedies as a secured party under the relevant
provisions  of  the  applicable  jurisdiction’s  UCC  and  take  other  appropriate  action  under  applicable  law  to  protect  and
enforce  the  rights  and  remedies  of  the  Trustee  and  the  Noteholders;  or  (iv)  sell  the  property  of  the  2019-1  Trust  or  any
portion  thereof  or  rights  or  interest  therein  at  one  or  more  public  or  private  sales  called  and  conducted  in  any  matter
permitted by law. Any such exercise of remedies could have a material adverse effect on our business, financial condition,
results of operations or cash flows.

An  event  of  default  in  connection  with  the  2019-1  Securitization  could  give  rise  to  a  cross-default  under  our  other
material indebtedness.

The  documents  governing  our  other  material  indebtedness  contain  customary  cross-default  provisions  that  could  be
triggered if an event of default occurs in connection with the 2019-1 Securitization. An event of default with respect to our
other indebtedness could lead to the acceleration of such indebtedness and the exercise of other remedies as provided in the
documents  governing  such  other  indebtedness.  This  could  have  a  material  adverse  effect  on  our  business,  financial
condition, results of operations and cash flows and may result in our inability to make distributions sufficient to maintain
our status as a RIC.

We may not receive cash distributions in respect of our indirect ownership interest in the 2019-1 Trust.

Apart  from  fees  payable  to  us  in  connection  with  our  role  as  servicer  of  the  Trust  Loans  and  the  reimbursement  of
related amounts under the 2019-1 Securitization documents, we receive cash in connection with the 2019-1 Securitization
only to the extent that the Trust Depositor receives payments in respect of its equity interest in the 2019-1 Trust. The holder
of the equity interest in the 2019-1 Trust is the residual claimant on distributions, if any, made by the 2019-1 Trust after the
Noteholders and other claimants have been paid in full on each payment date or upon maturity of the Asset-Backed Notes,
subject to the priority of payment provisions under the 2019-1 Securitization documents. To the extent that the value of the
2019-1 Trust’s portfolio of Trust Loans is reduced as a result of conditions in the credit markets (relevant in the event of a
liquidation event), other macroeconomic factors, distressed or defaulted Trust Loans or the failure of individual portfolio
companies to otherwise meet their obligations in respect of the Trust Loans, or for any other reason, the ability of the 2019-
1  Trust  to  make  cash  distributions  in  respect  of  the  Trust  Depositor’s  equity  interest  would  be  negatively  affected  and,
consequently, the value of the equity interest in the 2019-1 Trust would also be reduced. In the event that we fail to receive
cash indirectly from the 2019-1 Trust, we could be unable to make distributions in amounts sufficient to maintain our status
as a RIC or at all.

The interests of the Noteholders may not be aligned with our interests.

The  Asset-Backed  Notes  are  debt  obligations  ranking  senior  in  right  of  payment  to  the  rights  of  the  holder  of  the
equity  interest  in  the  2019-1  Trust  (currently  the  Trust  Depositor,  our  wholly  owned  subsidiary),  as  residual  claimant  in
respect of distributions, if any, made by the 2019-1 Trust. As such, there are circumstances in which the interests of the
Noteholders  may  not  be  aligned  with  the  interests  of  the  holder  of  the  equity  interest  in  the  2019-1  Trust.  For  example,
under the terms of the documents governing the 2019-1 Securitization, the Noteholders have the right to receive payments
of principal and interest prior to the holder of the equity interest in the 2019-1 Trust.

For  as  long  as  the  Asset-Backed  Notes  remain  outstanding,  the  Noteholders  have  the  right  to  act  in  certain

circumstances with respect to the Trust Loans in ways that may benefit their interests but not the interests of holder of the

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equity  interest  in  the  2019-1  Trust,  including  by  exercising  remedies  under  the  documents  governing  the  2019-1
Securitization.

If an event of default occurs, the Noteholders will be entitled to determine the remedies to be exercised, subject to the
terms of the documents governing the 2019-1 Securitization. For example, upon the occurrence of an event of default with
respect to the Asset-Backed Notes, the Trustee may, and will at the direction of the holders of a supermajority of the Asset-
Backed Notes, declare the principal, together with any accrued interest, of the Asset-Backed Note to be immediately due
and payable. This would have the effect of accelerating the principal on such Asset-Backed Note, triggering a repayment
obligation on the part of the 2019-1 Trust. The Asset-Backed Notes then outstanding will be paid in full before any further
payment or distribution is made to the holder of the equity interest in 2019-1 Trust. There can be no assurance that there
will be sufficient funds through collections on the Trust Loans or through the proceeds of the sale of the Trust Loans in the
event  of  a  bankruptcy  or  insolvency  to  repay  in  full  the  obligations  under  the  Asset-Backed  Notes,  or  to  make  any
distribution payment to holder of the equity interest in the 2019-1 Trust.

Remedies pursued by the Noteholders could be adverse to our interests as the indirect holder of the equity interest in
the 2019-1 Trust. The Noteholders have no obligation to consider any possible adverse effect on such other interests. Thus,
there can be no assurance that any remedies pursued by the Noteholders will be consistent with the best interests of the
Trust  Depositor  or  that  we  will  receive,  indirectly  through  the  Trust  Depositor,  any  payments  or  distributions  upon  an
acceleration  of  the  Asset-Backed  Notes.  Any  failure  of  the  2019-1  Trust  to  make  distributions  in  respect  of  the  equity
interest that we indirectly hold through the Trust Depositor, whether as a result of an event of default and the acceleration
of  payments  on  the  Asset-Backed  Notes  or  otherwise,  could  have  a  material  adverse  effect  on  our  business,  financial
condition, results of operations and cash flows and may result in our inability to make distributions sufficient to maintain
our status as a RIC.

Certain events related to the performance of Trust Loans could lead to the acceleration of principal payments on the
Asset-Backed Notes.

The following constitute rapid amortization events, or Rapid Amortization Events, under the documents governing the
2019-1 Securitization: (i) the aggregate outstanding principal balance of all delinquent Trust Loans exceeds twenty percent
(20%) of the aggregate outstanding principal balance of the Trust Loans; (ii) the aggregate outstanding principal balance of
defaulted Trust Loans plus the aggregate outstanding principal balance of all liquidated Trust Loans exceeds fifteen percent
(15%) of the aggregate outstanding principal balance of the Trust Loans; (iii) the aggregate outstanding principal balance
of the Asset-Backed Notes exceeds the borrowing base (which is a percentage of the outstanding principal balance of the
Trust  Loans  less  delinquent  Trust  Loans  and  Trust  Loans  to  issuers  that  exceed  given  thresholds)  for  a  period  of  sixty
consecutive  days;  (iv)  the  2019-1  Trust’s  pool  of  Trust  Loans  contains  Trust  Loans  to  nine  or  fewer  obligors  during  the
amortization period; (v) the occurrence of an event of default under the documents governing the 2019-1 Securitization;
(vi) the downgrade of the rating of the Asset-Backed Notes by the rating agency to below “BB”; and the downgrade of the
rating  of  the  Asset-Backed  Notes  by  the  rating  agency  to  below  investment-grade  and  failure  to  cure  such  downgrade
within  180  days  of  such  downgrade.  After  a  Rapid  Amortization  Event  has  occurred,  subject  to  the  priority  of  payment
provisions under the documents governing the 2019-1 Securitization, principal collections on the Trust Loans will be used
to make accelerated payments of principal on the Asset-Backed Notes until the payment of principal balance of the Asset-
Backed Notes is reduced to zero. Such an event could delay, reduce or eliminate the ability of the 2019-1 Trust to make
payments  or  distributions  in  respect  of  the  equity  interest  that  we  indirectly  hold,  which  could  have  a  material  adverse
effect  on  our  business,  financial  condition,  results  of  operations  and  cash  flows  and  may  result  in  our  inability  to  make
distributions sufficient to maintain our status as a RIC.

We  have  certain  repurchase  obligations  with  respect  to  the  Trust  Loans  transferred  in  connection  with  the  2019-1
Securitization.

As  part  of  the  2019-1  Securitization,  we  entered  into  a  sale  and  contribution  agreement  and  a  sale  and  servicing
agreement under which we would be required to repurchase any Trust Loan (or participation interest therein) which was
sold  to  the  2019-1  Trust  in  breach  of  certain  customary  representations  and  warranties  made  by  us  or  by  the  Trust
Depositor with respect to such Trust Loan or the legal structure of the 2019-1 Securitization. To the extent that there is such
a breach of such representations and warranties and we fail to satisfy any such repurchase obligation, the Trustee may, on
behalf of the 2019-1 Trust, bring an action against us to enforce these repurchase obligations.

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There is a risk that investors in our equity securities may not receive distributions, that our distributions may not grow
over time or that a portion of distributions paid to you may be a return of capital.

We intend to make distributions on a monthly basis to our stockholders out of assets legally available for distribution.
We  cannot  assure  you  that  we  will  achieve  investment  results  that  will  allow  us  to  make  a  specified  level  of  cash
distributions or year-to-year increases in cash distributions. Our ability to pay distributions might be adversely affected by
the impact of one or more risk factors described in this report. In addition, due to the asset coverage test applicable to us as
a BDC, we may be limited in our ability to make distributions. All distributions will be paid at the discretion of our Board
and  will  depend  on  our  earnings,  our  financial  condition,  maintenance  of  our  ability  to  be  subject  to  tax  as  a  RIC,
compliance  with  BDC  regulation  and  such  other  factors  as  our  Board  may  deem  relevant  from  time  to  time.  We  cannot
assure you that we will pay distributions to our stockholders in the future. Further, if we invest a greater amount of assets in
equity securities that do not pay current dividends, the amount available for distribution could be reduced.

On  an  annual  basis,  we  must  determine  the  extent  to  which  any  distributions  we  made  were  paid  out  of  current  or
accumulated  earnings,  recognized  capital  gains  or  capital.  Distributions  that  represent  a  return  of  capital  (which  is  the
return of your original investment in us, after subtracting sales load, fees and expenses directly or indirectly paid by you)
rather  than  a  distribution  from  earnings  or  profits,  reduce  your  basis  in  our  stock  for  U.S.  federal  income  tax  purposes,
which  may  result  in  higher  tax  liability  when  the  shares  are  sold,  even  if  they  have  not  increased  in  value  or  have  lost
value.

Our common stock price may be volatile and may decrease substantially.

The  trading  price  of  our  common  stock  may  fluctuate  substantially  and  the  liquidity  of  our  common  stock  may  be
limited, in each case depending on many factors, some of which are beyond our control and may not be directly related to
our operating performance. These factors include the following:

● actual or anticipated changes in our earnings or fluctuations in our operating results;

● changes in the value of our portfolio of investments;

● price and volume fluctuations in the overall stock market or in the market for BDCs from time to time;

● investor demand for our shares of common stock;

● significant  volatility  in  the  market  price  and  trading  volume  of  securities  of  registered  closed-end  management

investment companies, BDCs or other financial services companies;

● our inability to raise capital, borrow money or deploy or invest our capital;

● fluctuations in interest rates;

● any  shortfall  in  revenue  or  net  income  or  any  increase  in  losses  from  levels  expected  by  investors  or  securities

analysts;

● operating performance of companies comparable to us;

● changes in regulatory policies or tax guidelines with respect to RICs or BDCs;

● losing RIC status;

● general economic conditions, trends and other external factors;

● departures of key personnel; or

● loss of a major source of funding.

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We and our Advisor could be the target of litigation.

We or our Advisor could become the target of securities class action litigation or other similar claims if our stock price
fluctuates  significantly  or  for  other  reasons.  The  outcome  of  any  such  proceedings  could  materially  adversely  affect  our
business, financial condition and/or operating results and could continue without resolution for long periods of time. Any
litigation or other similar claims could consume substantial amounts of our management’s time and attention, and that time
and  attention  and  the  devotion  of  associated  resources  could,  at  times,  be  disproportionate  to  the  amounts  at  stake.
Litigation and other claims are subject to inherent uncertainties, and a material adverse impact on our financial statements
could occur for the period in which the effect of an unfavorable final outcome in litigation or other similar claims becomes
probable  and  reasonably  estimable.  In  addition,  we  could  incur  expenses  associated  with  defending  ourselves  against
litigation and other similar claims, and these expenses could be material to our earnings in future periods.

Shares  of  closed-end  investment  companies,  including  BDCs,  frequently  trade  at  a  discount  to  their  NAV,  which  is
separate and distinct from the risk that our NAV per share may decline.

We  cannot  predict  the  price  at  which  our  common  stock  will  trade.  Shares  of  closed-end  investment  companies,
including  BDCs,  frequently  trade  at  a  discount  to  their  NAV  and  our  stock  may  also  be  discounted  in  the  market.  This
characteristic  of  closed-end  investment  companies  is  separate  and  distinct  from  the  risk  that  our  NAV  per  share  may
decline. We cannot predict whether shares of our common stock will trade above, at or below our NAV. In addition, if our
common stock trades below its NAV, we will generally not be able to issue additional shares of our common stock at its
market price without first obtaining the approval of our stockholders and our independent directors.

Investing in shares of our common stock may involve an above average degree of risk.

The investments we make in accordance with our investment objective may result in a higher amount of risk, volatility
or loss of principal than alternative investment options. Our investments in portfolio companies may be highly speculative
and  aggressive,  and  therefore,  an  investment  in  our  common  stock  may  not  be  suitable  for  investors  with  lower  risk
tolerance.

Anti-takeover  provisions  in  our  charter  documents  and  other  agreements  and  certain  provisions  of  the  Delaware
General  Corporation  Law,  or  DGCL,  could  deter  takeover  attempts  and  have  an  adverse  impact  on  the  price  of  our
common stock.

The DGCL, our certificate of incorporation and our bylaws contain provisions that may have the effect of discouraging

a third party from making an acquisition proposal for us. Among other things, our certificate of incorporation and bylaws:

● provide  for  a  classified  board  of  directors,  which  may  delay  the  ability  of  our  stockholders  to  change  the

membership of a majority of our Board;

● authorize  the  issuance  of  “blank  check”  preferred  stock  that  could  be  issued  by  our  Board  to  thwart  a  takeover

attempt;

● do not provide for cumulative voting;

● provide that vacancies on the Board, including newly created directorships, may be filled only by a majority vote

of directors then in office;

● limit the calling of special meetings of stockholders;

● provide that our directors may be removed only for cause;

● require supermajority voting to effect certain amendments to our certificate of incorporation and our bylaws; and

● require stockholders to provide advance notice of new business proposals and director nominations under specific

procedures.

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These  anti-takeover  provisions  may  inhibit  a  change  in  control  in  circumstances  that  could  give  the  holders  of  our
common stock the opportunity to realize a premium over the market price of our common stock. It is a default under our
Credit Facilities if (i) a person or group of persons (within the meaning of the Exchange Act) acquires beneficial ownership
of 20% or more of our issued and outstanding common stock or (ii) during any twelve-month period, individuals who at
the  beginning  of  such  period  constituted  our  Board  cease  for  any  reason,  other  than  death  or  disability,  to  constitute  a
majority  of  the  directors  in  office.  If  either  event  were  to  occur,  Key  and/or  the  NYL  Noteholders  could  accelerate  our
repayment obligations under, and/or terminate, the related Credit Facility.

If we elect to issue preferred stock, holders of any such preferred stock will have the right to elect members of our Board
and have class voting rights on certain matters.

The 1940 Act requires that holders of shares of preferred stock must be entitled as a class to elect two directors at all
times and to elect a majority of the directors if distributions on such preferred stock are in arrears by two years or more,
until such arrearage is eliminated. In addition, certain matters under the 1940 Act require the separate vote of the holders of
any  issued  and  outstanding  preferred  stock,  including  changes  in  fundamental  investment  restrictions  and  conversion  to
open-end  status  and,  accordingly,  preferred  stockholders  could  veto  any  such  changes.  Restrictions  imposed  on  the
declarations and payment of distributions to the holders of our common stock and preferred stock, both by the 1940 Act
and by requirements imposed by rating agencies, might impair our ability to maintain our ability to be subject to tax as a
RIC.

Your interest in us may be diluted if you do not fully exercise your subscription rights in any rights offering. In addition,
if the subscription price is less than our NAV per share, then you will experience an immediate dilution of the aggregate
NAV of your shares.

In the event we issue subscription rights, stockholders who do not fully exercise their rights should expect that they
will, at the completion of a rights offering, own a smaller proportional interest in us than would otherwise be the case if
they fully exercised their rights. Such dilution is not currently determinable because it is not known what proportion of the
shares will be purchased as a result of such rights offering. Any such dilution will disproportionately affect nonexercising
stockholders. If the subscription price per share is substantially less than the current NAV per share, this dilution could be
substantial.

In addition, if the subscription price is less than our NAV per share, our stockholders would experience an immediate
dilution of the aggregate NAV of their shares as a result of such rights offering. The amount of any decrease in NAV is not
predictable because it is not known at this time what the subscription price and NAV per share will be on the expiration
date  of  the  rights  offering  or  what  proportion  of  the  shares  will  be  purchased  as  a  result  of  such  rights  offering.  Such
dilution could be substantial.

Investors in offerings of our common stock may incur immediate dilution upon the closing of an offering.

If the public offering price for any offering of shares of our common stock is higher than the book value per share of
our outstanding common stock, investors purchasing shares of common stock in any offering will pay a price per share that
exceeds the tangible book value per share after such offering.

If  we  sell  common  stock  at  a  discount  to  our  NAV  per  share,  stockholders  who  do  not  participate  in  such  sale  will
experience immediate dilution in an amount that may be material.

The issuance or sale by us of shares of our common stock at a discount to NAV poses a risk of dilution to our current
stockholders.  In  particular,  stockholders  who  do  not  purchase  additional  shares  at  or  below  the  discounted  price  in
proportion to their current ownership will experience an immediate decrease in NAV per share (as well as in the aggregate
NAV of their shares if they do not participate at all). These stockholders will also experience a disproportionately greater
decrease  in  their  participation  in  our  earnings  and  assets  and  their  voting  power  than  the  increase  we  experience  in  our
assets, potential earning power and voting interests from such issuance or sale. In addition, such sales may adversely affect
the price at which our common stock trades.

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Stockholders experience dilution in their ownership percentage if they do not participate in our dividend reinvestment
plan.

All  distributions  payable  to  stockholders  that  are  participants  in  our  dividend  reinvestment  plan,  or  DRIP,  are
automatically reinvested in shares of our common stock. As a result, stockholders that do not participate in the DRIP will
experience dilution in their ownership interest over time.

Stockholders may receive shares of our common stock as dividends, which could result in adverse tax consequences to
them.

In order to satisfy the Annual Distribution Requirement, we have the ability to declare a large portion of a dividend in
shares of our common stock instead of in cash. As long as a portion of such dividend is paid in cash (which portion may be
as low as 20% of such dividend) and certain requirements are met, the entire distribution will be treated as a dividend for
U.S. federal income tax purposes. As a result, a stockholder generally would be subject to tax on 100% of the fair market
value of the dividend on the date the dividend is received by the stockholder in the same manner as a cash dividend, even
though most of the dividend was paid in shares of our common stock. We currently do not intend to pay dividends in shares
of our common stock.

The trading market or market value of our publicly issued Debt Securities that we may issue may fluctuate.

Upon issuance, any publicly issued debt securities that we may issue will not have an established trading market. We
cannot assure you that a trading market for our publicly issued Debt Securities will ever develop or, if developed, will be
maintained. In addition to our creditworthiness, many factors may materially adversely affect the trading market for, and
market value of, our publicly issued Debt Securities. These factors include:

● the time remaining to the maturity of these Debt Securities;

● the outstanding principal amount of debt securities with terms identical to our Debt Securities;

● the supply of debt securities trading in the secondary market, if any;

● the redemption or repayment features, if any, of our Debt Securities;

● the level, direction and volatility of market interest rates generally; and

● market rate of interest higher or lower than the rate borne by our Debt Securities.

You should also be aware that there may be a limited number of buyers when you decide to sell your debt securities.
This  too  may  materially  adversely  affect  the  market  value  of  our  Debt  Securities  or  the  trading  market  for  our  Debt
Securities.

Terms relating to redemption may materially adversely affect your return on the debt securities that we may issue.

If  we  issue  debt  securities  that  are  redeemable  at  our  option,  we  may  choose  to  redeem  the  debt  securities  at  times
when prevailing interest rates are lower than the interest rate paid on our Debt Securities. In addition, if such debt securities
are subject to mandatory redemption, we may be required to redeem our Debt Securities at times when prevailing interest
rates are lower than the interest rate paid on our Debt Securities. In this circumstance, you may not be able to reinvest the
redemption proceeds in a comparable security at an effective interest rate as high as your debt securities being redeemed.

Credit ratings provided by third party credit rating agencies may not reflect all risks of an investment in Debt Securities
that we may issue.

Credit ratings provided by third party credit rating agencies are an assessment by third parties of our ability to pay our
obligations. Consequently, real or anticipated changes in our credit ratings will generally affect the market value of Debt
Securities  that  we  may  issue.  Credit  ratings  provided  by  third  party  credit  rating  agencies,  however,  may  not  reflect  the
potential impact of risks related to market conditions generally or other factors discussed above on the market value of or

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trading market for any publicly issued debt securities that we may issue. Because we approved increasing the amount we
are permitted to borrow under the 1940 Act, our credit rating may decline and we may incur additional costs in borrowing.

Sales in the public market of substantial amounts of our common stock may have an adverse effect on the market price
of our common stock, and the registration of a substantial amount of insider shares, whether or not actually sold, may
have a negative impact on the market price of our common stock.

Sales of substantial amounts of our common stock, or the availability of such common stock for sale, whether or not
actually sold, could adversely affect the prevailing market price of our common stock. If this occurs and continues, it could
impair our ability to raise additional capital through the sale of equity securities should we desire to do so.

Our  Debt  Securities  are  unsecured  and  therefore  are  effectively  subordinated  to  any  secured  indebtedness  we  have
currently incurred or may incur in the future.

Our Debt Securities are not secured by any of our assets or any of the assets of our subsidiaries. As a result, our Debt
Securities are effectively subordinated to any secured indebtedness we or our subsidiaries have currently incurred and may
incur in the future (or any indebtedness that is initially unsecured to which we subsequently grant security) to the extent of
the value of the assets securing such indebtedness. In any liquidation, dissolution, bankruptcy or other similar proceeding,
the  holders  of  any  of  our  existing  or  future  secured  indebtedness  and  the  secured  indebtedness  of  our  subsidiaries  may
assert rights against the assets pledged to secure that indebtedness in order to receive full payment of their indebtedness
before the assets may be used to pay other creditors, including the holders of our Debt Securities.

Our Debt Securities are structurally subordinated to the indebtedness and other liabilities of our subsidiaries.

Our  Debt  Securities  are  obligations  exclusively  of  Horizon  Technology  Finance  Corporation,  and  not  of  any  of  our
subsidiaries. None of our subsidiaries is a guarantor of our Debt Securities and our Debt Securities are not required to be
guaranteed  by  any  subsidiaries  we  may  acquire  or  create  in  the  future.  The  assets  of  such  subsidiaries  are  not  directly
available to satisfy the claims of our creditors, including holders of our Debt Securities.

Except to the extent we are a creditor with recognized claims against our subsidiaries, all claims of creditors (including
trade  creditors)  and  holders  of  preferred  stock,  if  any,  of  our  subsidiaries  have  priority  over  our  equity  interests  in  such
subsidiaries (and therefore the claims of our creditors, including holders of our Debt Securities) with respect to the assets of
such  subsidiaries.  Even  if  we  are  recognized  as  a  creditor  of  one  or  more  of  our  subsidiaries,  our  claims  are  effectively
subordinated to any security interests in the assets of any such subsidiary and to any indebtedness or other liabilities of any
such  subsidiary  senior  to  our  claims.  Consequently,  our  Debt  Securities  are  structurally  subordinated  to  all  indebtedness
and  other  liabilities  (including  trade  payables)  of  any  of  our  subsidiaries  and  any  subsidiaries  that  we  may  in  the  future
acquire or establish as financing vehicles or otherwise.

In  addition,  our  subsidiaries  may  incur  substantial  additional  indebtedness  in  the  future,  all  of  which  would  be

structurally senior to our Debt Securities.

The indenture governing our Debt Securities contains limited protection for holders of our Debt Securities.

The indenture governing our Debt Securities offers limited protection to holders of our Debt Securities. The terms of
the  indenture  do  not  restrict  our  or  any  of  our  subsidiaries’  ability  to  engage  in,  or  otherwise  be  a  party  to,  a  variety  of
corporate  transactions,  circumstances  or  events  that  could  have  a  material  adverse  impact  on  investments  in  our  Debt
Securities. In particular, the terms of the indenture do not place any restrictions on our or our subsidiaries’ ability to:

●

issue  securities  or  otherwise  incur  additional  indebtedness  or  other  obligations,  including  (1)  any
indebtedness  or  other  obligations  that  would  be  equal  in  right  of  payment  to  our  Debt  Securities,  (2)  any
indebtedness  or  other  obligations  that  would  be  secured  and  therefore  rank  effectively  senior  in  right  of
payment to our Debt Securities to the extent of the values of the assets securing such debt, (3) indebtedness of
ours that is guaranteed by one or more of our subsidiaries and which therefore is structurally senior to our
Debt  Securities  and  (4)  securities,  indebtedness  or  obligations  issued  or  incurred  by  our  subsidiaries  that
would be senior to our equity interests in our subsidiaries and therefore rank structurally senior to our Debt
Securities with respect to the assets of our subsidiaries, in each case other than an incurrence of indebtedness

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or  other  obligation  that  would  cause  a  violation  of  Section  18(a)(1)(A)  of  the  1940  Act  as  modified  by
Section 61(a)(l) of the 1940 Act or any successor provisions, whether or not we continue to be subject to such
provisions  of  the  1940  Act,  (these  provisions  generally  prohibit  us  from  making  additional  borrowings,
including  through  the  issuance  of  additional  debt  or  the  sale  of  additional  debt  securities,  unless  our  asset
coverage, as defined in the 1940 Act, equals at least 150% after such borrowings);

pay dividends on, or purchase or redeem or make any payments in respect of capital stock or other securities
ranking junior in right of payment to our Debt Securities, including subordinated indebtedness, in each case
other  than  dividends,  purchases,  redemptions  or  payments  that  would  cause  a  violation  of  Section  18(a)(1)
(B) of the 1940 Act as modified by Section 61(a)(l) of the 1940 Act or any successor provisions giving effect
to any exemptive relief granted to us by the SEC (these provisions generally prohibit us from declaring any
cash dividend or distribution upon any class of our capital stock, or purchasing any such capital stock unless
our  asset  coverage,  as  defined  in  the  1940  Act,  equals  at  least  150%  at  the  time  of  the  declaration  of  the
dividend  or  distribution  or  the  purchase  and  after  deducting  the  amount  of  such  dividend,  distribution  or
purchase);

sell  assets  (other  than  certain  limited  restrictions  on  our  ability  to  consolidate,  merge  or  sell  all  or
substantially all of our assets);

enter into transactions with affiliates;

create liens (including liens on the shares of our subsidiaries) or enter into sale and leaseback transactions;

●

●

●

●

● make investments; or

●

create restrictions on the payment of dividends or other amounts to us from our subsidiaries.

In addition, the indenture does not require us to offer to purchase our Debt Securities in connection with a change of

control or any other event.

Furthermore, the terms of the indenture do not protect holders of our Debt Securities in the event that we experience
changes (including significant adverse changes) in our financial condition, results of operations or credit ratings, as they do
not  require  that  we  or  our  subsidiaries  adhere  to  any  financial  tests  or  ratios  or  specified  levels  of  net  worth,  revenues,
income, cash flow, or liquidity.

Our ability to recapitalize, incur additional debt and take a number of other actions that are not limited by the terms of
our Debt Securities may have important consequences for holders of our Debt Securities, including making it more difficult
for us to satisfy our obligations with respect to our Debt Securities or negatively affecting the trading value of our Debt
Securities.

Certain of our current debt instruments include more protections for their holders than the indenture. In addition, other
debt we issue or incur in the future could contain more protections for its holders than the indenture, including additional
covenants and events of default. The issuance or incurrence of any such debt with incremental protections could affect the
market for and trading levels and prices of our Debt Securities.

An  active  trading  market  for  our  Debt  Securities  may  not  exist,  which  could  limit  holders’  ability  to  sell  our  Debt
Securities or affect the market price of our Debt Securities.

We cannot provide any assurances that an active trading market for our Debt Securities will exist in the future or that
you will be able to sell our Debt Securities. Even if an active trading market does exist, our Debt Securities may trade at a
discount from their initial offering price depending on prevailing interest rates, the market for similar securities, our credit
ratings, if any, general economic conditions, our financial condition, performance and prospects and other factors. To the
extent  an  active  trading  market  does  not  exist,  the  liquidity  and  trading  price  for  our  Debt  Securities  may  be  harmed.
Accordingly, you may be required to bear the financial risk of an investment in our Debt Securities for an indefinite period
of time.

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The optional redemption provision may materially adversely affect the return on our Debt Securities.

Our Debt Securities may provide that such securities are redeemable in whole or in part prior to their maturity date at
our sole option. We may choose to redeem our Debt Securities at times when prevailing interest rates are lower than the
interest rate paid on our Debt Securities. In this circumstance, the holders of our Debt Securities may not be able to reinvest
the  redemption  proceeds  in  a  comparable  security  at  an  effective  interest  rate  as  high  as  our  Debt  Securities  being
redeemed.

If  we  default  on  our  obligations  to  pay  our  other  indebtedness,  we  may  not  be  able  to  make  payments  on  our  Debt
Securities.

Any default under the agreements governing our indebtedness, including a default under the Credit Facilities or the
2019-1  Securitization,  or  other  indebtedness  to  which  we  may  be  a  party  that  is  not  waived  by  the  required  lenders  or
holders thereunder, and the remedies sought by the holders of such indebtedness could make us unable to pay principal,
premium, if any, and interest on our Debt Securities and substantially decrease the market value of our Debt Securities. If
we  are  unable  to  generate  sufficient  cash  flow  and  are  otherwise  unable  to  obtain  funds  necessary  to  meet  required
payments of principal, premium, if any, and interest on our indebtedness, or if we otherwise fail to comply with the various
covenants,  including  financial  and  operating  covenants,  in  the  instruments  governing  our  indebtedness,  we  could  be  in
default under the terms of the agreements governing such indebtedness. In the event of such default, the holders of such
indebtedness  could  elect  to  declare  all  the  funds  borrowed  thereunder  to  be  due  and  payable,  together  with  accrued  and
unpaid  interest,  the  lenders  under  the  Credit  Facilities  and  the  2019-1  Securitization  or  other  debt  we  may  incur  in  the
future could elect to terminate their commitments, cease making further loans and institute foreclosure proceedings against
our assets, and we could be forced into bankruptcy or liquidation. If our operating performance declines, we may in the
future need to seek to obtain waivers from the required lenders under the Credit Facilities and the 2019-1 Securitization or
other debt that we may incur in the future to avoid being in default. If we breach our covenants under the Credit Facilities
or  the  2019-1  Securitization  or  other  debt  and  seek  a  waiver,  we  may  not  be  able  to  obtain  a  waiver  from  the  required
lenders  or  holders.  If  this  occurs,  we  would  be  in  default  and  our  lenders  or  debt  holders  could  exercise  their  rights  as
described  above,  and  we  could  be  forced  into  bankruptcy  or  liquidation.  If  we  are  unable  to  repay  debt,  lenders  having
secured obligations, including the lenders under the Credit Facilities and the 2019-1 Securitization, could proceed against
the  collateral  securing  the  debt.  Because  the  Credit  Facilities  and  the  2019-1  Securitization  have,  and  any  future  credit
facilities  will  likely  have,  customary  cross-default  provisions,  if  the  indebtedness  thereunder  or  under  any  future  credit
facility is accelerated, we may be unable to repay or finance the amounts due.

FATCA withholding may apply to payments to certain foreign entities.

Payments made under our Debt Securities to a foreign financial institution, or “FFI,” or non-financial foreign entity, or
“NFFE”  (including  such  an  institution  or  entity  acting  as  an  intermediary),  may  be  subject  to  a  U.S.  withholding  tax  of
30% under U.S. Foreign Account Tax Compliance Act provisions of the Code (commonly referred to as “FATCA”). This
withholding tax may apply to payments of interest on our Debt Securities, unless the FFI or NFFE complies with certain
information reporting, withholding, identification, certification and related requirements imposed by FATCA. Depending
upon the status of a holder and the status of an intermediary through which any Debt Securities are held, the holder could
be subject to this 30% withholding tax in respect of any interest paid on our Debt Securities. Holders of our Debt Securities
should consult their own tax advisors regarding FATCA and how it may affect their investment in our Debt Securities.

General Risk Factors

Political,  social  and  economic  uncertainty,  including  uncertainty  related  to  the  COVID-19  pandemic,  creates  and
exacerbates risks.

Social,  political,  economic  and  other  conditions  and  events  will  occur  that  create  uncertainty  and  have  significant
impacts on issuers, industries, governments and other systems, including the financial markets, to which the Company and
its  investments  are  exposed.  In  addition,  global  economies  and  financial  markets  are  increasingly  interconnected,  and
political,  economic  and  other  conditions  and  events  in  one  country,  region,  or  financial  market  may  adversely  impact
issuers in a different country, region or financial market. Furthermore, the occurrence of, among other events, natural or
man-made disasters, severe weather or geological events, fires, floods, earthquakes, outbreaks of disease (such as COVID-
19, avian influenza or H1N1/09), epidemics, pandemics, malicious acts, cyber-attacks, terrorist acts or the occurrence of

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climate change, also adversely impact our performance from time to time. Such events may result in, and have resulted in,
closing  borders,  securities  exchange  closures,  health  screenings,  healthcare  service  delays,  quarantines,  cancellations,
supply chain disruptions, lower consumer demand, market volatility and general uncertainty. Such events have adversely
impacted, and may continue to adversely impact our portfolio companies and markets and economies over the short- and
long-term,  including  in  ways  that  cannot  necessarily  be  foreseen.  We  have  been,  and  may  continue  to  be  negatively
impacted if the value of our portfolio company holdings were harmed by such political or economic conditions or events.
Moreover, such negative political and economic conditions and events have disrupted, and could continue to disrupt the
processes necessary for our operations. This has created, and may continue to create widespread business continuity issues
for us and our portfolio companies and heightened cybersecurity, information security and operational risks as a result of,
among other things, remote work arrangements.

For  example,  in  December  2019,  COVID-19  emerged  in  China  and  has  since  spread  rapidly  to  other  countries,
including the United States. This outbreak has led, and for an unknown period of time will continue to lead, to disruptions
in local, regional, national and global markets and economies affected thereby. The global impact of the outbreak is rapidly
evolving,  and  many  countries  have  reacted  by  instituting  quarantines,  prohibitions  on  travel  and  the  closure  of  offices,
businesses, schools, retail stores and other public venues. While several countries, as well as certain states in the United
States, have liberalized public health restrictions as to further reopen their economies, recurring COVID-19 outbreaks have
led to the re-introduction of such restrictions in certain states in the United States and globally and could continue to lead to
the  re-introduction  of  such  restrictions  elsewhere.  Even  after  the  COVID-19  pandemic  subsides,  the  U.S.  economy  and
most other major global economies may continue to experience a recession, and we anticipate our business and operations
could be materially adversely affected by a prolonged recession in the U.S. and other major markets. With respect to the
U.S. credit markets (in particular for middle market loans), this outbreak has resulted in, and until fully resolved is likely to
continue to result in, the following, among other things: (i) government imposition and/or re-imposition of various forms of
shelter-in-place orders and the closing of "non-essential" businesses, resulting in significant disruption to the businesses of
many middle-market loan borrowers including supply chains, demand and practical aspects of their operations, as well as
furloughs or lay-offs of employees (while such measures are hoped to be temporary, their impact may persist or become
permanent);  (ii)  increased  draws  by  borrowers  on  revolving  lines  of  credit;  (iii)  increased  requests  by  borrowers  for
amendments,  forbearance  agreements  and  waivers  of  provisions  of  their  credit  agreements  in  order  to  avoid  default,
increased  defaults  by  such  borrowers  and/or  increased  difficulty  in  obtaining  refinancing  at  the  maturity  dates  of  their
loans;  (iv)  volatility  and  disruption  of  these  markets  including  greater  volatility  in  pricing  and  spreads  and  difficulty  in
valuing loans during periods of increased volatility, and liquidity issues; and (v) rapidly evolving proposals and/or actions
by state and federal governments to address problems in functioning of the markets and by businesses and the economy in
general which will not necessarily adequately address the problems facing the loan market and middle market businesses.
The  COVID-19  outbreak  is  having,  and  any  future  outbreaks  could  have,  an  adverse  impact  on  the  markets  and  the
economy in general, which could have a material adverse impact on, among other things, the ability of lenders to originate
loans, the volume and type of loans originated, and the volume and type of amendments and waivers granted to borrowers
and  remedial  actions  taken  in  the  event  of  a  borrower  default,  each  of  which  could  negatively  impact  the  amount  and
quality of loans available for investment by us and returns to us, among other things. As of the date of this annual report on
Form 10-K, it is impossible to determine the scope of this outbreak, or any future outbreaks, how long any such outbreak,
market disruption or uncertainties may last, the effect any governmental actions will have or the full potential impact on us
and  our  portfolio  companies.  Further,  even  after  the  pandemic  subsides,  the  U.S.  economy,  as  well  as  most  other  major
global economies may continue to experience a recession, and we anticipate our business could be materially and adversely
affected by a prolonged recession in the U.S. and other major markets.

Although it is impossible to predict the precise nature and consequences of these events, or of any political or policy
decisions  and  regulatory  changes  occasioned  by  emerging  events  or  uncertainty  on  applicable  laws  or  regulations  that
impact us, our portfolio companies and our investments, it is clear that these types of events are impacting and will, for at
least  some  time,  continue  to  impact  us  and  our  portfolio  companies.  In  many  instances,  the  impact  will  be  adverse  and
profound.  For  example,  middle  market  companies  in  which  we  may  invest  are  being  significantly  impacted  by  these
emerging events and the uncertainty caused by these events. The effects of a public health emergency may materially and
adversely  impact  (i)  the  value  and  performance  of  us  and  our  portfolio  companies,  (ii)  the  ability  of  our  borrowers  to
continue  to  meet  loan  covenants  or  repay  loans  provided  by  us  on  a  timely  basis  or  at  all,  which  may  require  us  to
restructure our investments or write down the value of our investments, (iii) our ability to comply with the covenants and
other terms of our debt obligations and to repay such obligations, on a timely basis or at all, (iv) our ability to comply with
certain regulatory requirements, such as asset coverage requirements under the Investment Company Act, (v) our ability

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to  maintain  our  distributions  at  their  current  level  or  to  pay  them  at  all  or  (vi)  our  ability  to  source,  manage  and  divest
investments  and  achieve  our  investment  objectives,  all  of  which  could  result  in  significant  losses  to  us.  We  will  also  be
negatively affected if the operations and effectiveness of any of our portfolio companies (or any of the key personnel or
service providers of the foregoing) is compromised or if necessary or beneficial systems and processes are disrupted.

Disruptions in the capital markets caused by the COVID-19 pandemic have increased the spread between the yields
realized  on  risk-free  and  higher  risk  securities,  resulting  in  illiquidity  in  parts  of  the  capital  markets.  These  and  future
market disruptions and/or illiquidity can be expected to have an adverse effect on our business, financial condition, results
of operations and cash flows. Unfavorable economic conditions also would be expected to increase our funding costs, limit
our access to the capital markets or result in a decision by lenders not to extend credit to us. These events have limited and
could continue to limit our investment originations, limit our ability to grow and have a material negative impact on our
and our portfolio companies’ operating results and the fair values of our debt and equity investments.

We operate in a highly competitive market for investment opportunities, and if we are not able to compete effectively,
our business, results of operations and financial condition may be adversely affected and the value of your investment
in us could decline.

We  compete  for  investments  with  a  number  of  investment  funds  and  other  BDCs,  as  well  as  traditional  financial
services companies such as commercial banks and other financing sources. Some of our competitors are larger and have
greater financial, technical, marketing and other resources than we have. For example, some competitors may have a lower
cost  of  funds  and  access  to  funding  sources  that  are  not  available  to  us.  This  may  enable  these  competitors  to  make
commercial  loans  with  interest  rates  that  are  comparable  to,  or  lower  than,  the  rates  we  typically  offer.  We  may  lose
prospective  portfolio  companies  if  we  do  not  match  our  competitors’  pricing,  terms  and  structure.  If  we  do  match  our
competitors’  pricing,  terms  or  structure,  we  may  experience  decreased  net  interest  income  and  increased  risk  of  credit
losses.  In  addition,  some  of  our  competitors  may  have  higher  risk  tolerances  or  different  risk  assessments,  which  could
allow them to consider a wider variety of investments, establish more relationships than us and build their market shares.
Furthermore, many of our competitors are not subject to the regulatory restrictions that the 1940 Act imposes on us as a
BDC or that the Code imposes on us as a RIC. If we are not able to compete effectively, we may not be able to identify and
take  advantage  of  attractive  investment  opportunities  that  we  identify  and  may  not  be  able  to  fully  invest  our  available
capital. If this occurs, our business, financial condition and results of operations could be materially adversely affected.

The  capital  markets  are  currently  in  a  period  of  disruption  and  economic  uncertainty.  Such  market  conditions  have
materially and adversely affected debt and equity capital markets, which have had, and may continue to have, a negative
impact on our business and operations.

The  U.S.  capital  markets  have  experienced  extreme  disruption  following  the  global  outbreak  of  COVID-19.  Such
disruptions  have  been  evidenced  by  volatility  in  global  stock  markets  as  a  result  of,  among  other  things,  uncertainty
regarding the COVID-19 pandemic and the fluctuating price of commodities such as oil. Despite actions of the U.S. federal
government  and  foreign  governments,  these  events  have  contributed  to  worsening  general  economic  conditions  that  are
materially and adversely impacting broader financial and credit markets and reducing the availability of debt and equity
capital for the market as a whole. These conditions could continue for a prolonged period of time or worsen in the future.

Significant changes or volatility in the capital markets have negatively affected, and may continue to negatively affect,
the valuations of our investments. While most of our investments are not publicly traded, applicable accounting standards
require  us  to  assume  as  part  of  our  valuation  process  that  our  investments  are  sold  in  a  principal  market  to  market
participants  (even  if  we  plan  to  hold  an  investment  to  maturity).  Our  valuations,  and  particularly  valuations  of  private
investments and private companies, are inherently uncertain, fluctuate over short periods of time and are often based on
estimates,  comparisons  and  qualitative  evaluations  of  private  information  that  may  not  reflect  the  full  impact  of  the
COVID-19  pandemic  and  measures  taken  in  response  thereto.  Any  public  health  emergency,  including  the  COVID-19
pandemic or an outbreak of other existing or new epidemic diseases, or the threat thereof, and the resulting financial and
economic market uncertainty could have a significant adverse impact on us and the fair value of our investments and our
portfolio companies.

Significant  changes  in  the  capital  markets,  such  as  the  disruption  in  economic  activity  caused  by  the  COVID-19

pandemic, have limited and could continue to limit our investment originations, limit our ability to grow and have a

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material negative impact on our and our portfolio companies’ operating results and the fair values of our debt and equity
investments. Additionally, the recent disruption in economic activity caused by the COVID-19 pandemic has had, and may
continue to have, a negative effect on the potential for liquidity events involving our investments. The illiquidity of our
investments may make it difficult for us to sell such investments to access capital, if required. As a result, we could realize
significantly less than the value at which we have recorded our investments if we were required to sell them to increase our
liquidity. An inability on our part to raise incremental capital, and any required sale of all or a portion of our investments as
a result, could have a material adverse effect on our business, financial condition or results of operations.

Further, current market conditions may make it difficult to raise equity capital, extend the maturity of or refinance our
existing indebtedness or obtain new indebtedness with similar terms and any failure to do so could have a material adverse
effect on our business. The debt capital available to us in the future, if available at all, may bear a higher interest rate and
may be available only on terms and conditions less favorable than those of our existing debt and such debt may need to be
incurred in a rising interest rate environment. If we are unable to raise new debt or refinance our existing debt, then our
equity investors will not benefit from the potential for increased returns on equity resulting from leverage, and we may be
unable to make new commitments or to fund existing commitments to our portfolio companies. Any inability to extend the
maturity  of  or  refinance  our  existing  debt,  or  to  obtain  new  debt,  could  have  a  material  adverse  effect  on  our  business,
financial condition or results of operations.

Terrorist attacks, acts of war, natural disasters, disease outbreaks or pandemics may impact our portfolio companies and
harm our business, operating results and financial condition.

Terrorist  acts,  acts  of  war,  natural  disasters,  disease  outbreaks,  pandemics,  or  other  similar  events  may  disrupt  our
operations, as well as the operations of our portfolio companies. Such acts have created, and continue to create, economic
and political uncertainties and have contributed to recent global economic instability. Future terrorist activities, military or
security  operations,  natural  disasters,  disease  outbreaks,  pandemics,  or  other  similar  events  could  further  weaken  the
domestic/global economies and create additional uncertainties, which may negatively impact our portfolio companies and,
in  turn,  could  have  a  material  adverse  impact  on  our  business,  operating  results,  and  financial  condition.  Losses  from
terrorist attacks and natural disasters are generally uninsurable.

We incur significant costs as a result of being a publicly traded company.

As  a  publicly  traded  company,  we  incur  legal,  accounting  and  other  expenses,  including  costs  associated  with  the
periodic reporting requirements applicable to a company whose securities are registered under the Exchange Act as well as
additional  corporate  governance  requirements,  including  requirements  under  the  Sarbanes-Oxley  Act,  and  other
rules implemented by the SEC.

Compliance  with  Section  404  of  the  Sarbanes-Oxley  Act  involves  significant  expenditures,  and  non-compliance  with
Section 404 of the Sarbanes-Oxley Act would adversely affect us and the market price of our common stock.

Under  current  SEC  rules,  we  are  required  to  report  on  our  internal  control  over  financial  reporting  pursuant  to
Section  404  of  the  Sarbanes-Oxley  Act  and  related  rules  and  regulations  of  the  SEC.  As  a  result,  we  incur  additional
expenses that negatively impact our financial performance and our ability to make distributions. This process also results in
a  diversion  of  management’s  time  and  attention.  We  cannot  be  certain  as  to  the  timing  of  completion  of  our  annual  re-
evaluation, testing and remediation actions or the impact of the same on our operations, and we cannot assure you that our
internal control over financial reporting is or will be effective. In the event that we are unable to maintain compliance with
Section  404  of  the  Sarbanes-Oxley  Act  and  related  rules,  we  and  the  market  price  of  our  securities  may  be  adversely
affected.

We are highly dependent on information systems and systems failures could significantly disrupt our business, which
may, in turn, negatively affect the market price of our common stock and our ability to pay distributions.

Our  business  is  highly  dependent  on  the  Advisor  and  its  affiliates’  communications  and  information  systems.  Any
failure or interruption of those systems, including as a result of the termination of an agreement with any third-party service
providers,  could  cause  delays  or  other  problems  in  our  activities.  Our  financial,  accounting,  data  processing,  backup  or
other operating systems and facilities may fail to operate properly or become disabled or damaged as a result of a number

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of factors including events that are wholly or partially beyond our control and adversely affect our business. There could
be:

● sudden electrical or telecommunications outages;

● natural disasters such as earthquakes, floods, tornadoes and hurricanes;

● disease pandemics; and

● events arising from local or larger scale political or social matters, including terrorist acts.

Any  of  these  events,  could  have  a  material  adverse  effect  on  our  operating  results  and  negatively  affect  the  market

price of our common stock and our ability to pay distributions to our stockholders.

In addition, these communications and information systems are subject to potential attacks, including through adverse
events that threaten the confidentiality, integrity or availability of our information resources (i.e., cyber incidents). These
attacks  could  involve  gaining  unauthorized  access  to  our  information  systems  for  purposes  of  misappropriating  assets,
stealing  confidential  information,  corrupting  data  or  causing  operational  disruption  and  result  in  disrupted  operations,
misstated  or  unreliable  financial  data,  liability  for  stolen  assets  or  information,  increased  cybersecurity  protection  and
insurance costs, litigation and damage to our business relationships, any of which could have a material adverse effect on
our business, financial condition and results of operations. As our reliance on technology has increased, so have the risks
posed to our information systems, both internal and those provided by the Advisor and third-party service providers. We,
along with our Advisor, have implemented processes, procedures and internal controls to help mitigate cybersecurity risks
and cyber intrusions, but these measures, as well as our increased awareness of the nature and extent of the risk of a cyber
incident,  may  be  ineffective  and  do  not  guarantee  that  a  cyber  incident  will  not  occur  or  that  our  financial  results,
operations or confidential information will not be negatively impacted by such an incident. In addition, the costs related to
cyber  or  other  security  threats  or  disruptions  may  not  be  fully  insured  or  indemnified  by  other  means.  Furthermore,
cybersecurity has become a top priority for regulators around the world, and some jurisdictions have enacted laws requiring
companies to notify individuals of data security breaches involving certain types of personal data. If we fail to comply with
the  relevant  laws  and  regulations,  we  could  suffer  financial  losses,  a  disruption  of  our  businesses,  liability  to  investors,
regulatory intervention or reputational damage.

We  are  subject  to  risks  associated  with  a  rising  interest  rate  environment  that  may  affect  our  cost  of  capital  and  net
investment income.

While interest rates remain relatively low, due to several factors, including longer-term inflationary pressure that may
result from the U.S. government’s fiscal policies, the end of the Federal Reserve quantitative easing program and recent
increases in the Federal Funds rate, we expect to experience rising interest rates, rather than falling rates in the future.

Because we currently incur indebtedness to fund our investments, a portion of our income depends upon the difference
between the interest rate at which we borrow funds and the interest rate at which we invest these funds.To the extent our
investments  have  fixed  interest  rates  or  have  interest  rate  floors  that  are  higher  than  the  floor  on,  or  interest  rates  that
“reset” less frequently than, the Credit Facilities, increases in interest rates can lead to interest rate compression and have a
material  adverse  effect  on  our  net  investment  income.  In  addition  to  increasing  the  cost  of  borrowed  funds,  which  may
materially reduce our net investment income, rising interest rates may also adversely affect our ability to obtain additional
debt  financing  on  terms  as  favorable  as  under  our  current  debt  financings,  or  at  all.  See  “—If  we  are  unable  to  obtain
additional debt financing, our business could be materially adversely affected.”

In  a  rising  interest  rate  environment,  there  is  a  risk  that  the  portfolio  companies  in  which  we  hold  floating  rate
securities will be unable to pay escalating interest amounts, which could result in a default under their loan documents with
us. Rising interests rates could also cause portfolio companies to shift cash from other productive uses to the payment of
interest, which may have a material adverse effect on their business and operations and could, over time, lead to increased
defaults  on  our  investments  in  such  portfolio  companies.  In  addition,  increasing  payment  obligations  under  floating  rate
loans  may  cause  borrowers  to  refinance  or  otherwise  repay  our  loans  earlier  than  they  otherwise  would,  requiring  us  to
incur management time and expense to re-deploy such proceeds, including on terms that may not be as favorable as our

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existing  loans.  In  addition,  rising  interest  rates  may  increase  pressure  on  us  to  provide  fixed  rate  loans  to  our  portfolio
companies, which could adversely affect our net investment income, as increases in our cost of borrowed funds would not
be accompanied by increased interest income from such fixed-rate investments.

We may hedge against interest rate fluctuations by using hedging instruments such as caps, swaps, futures, options and
forward  contracts,  subject  to  applicable  legal  requirements,  including  all  necessary  registrations  (or  exemptions  from
registration)  with  the  Commodity  Futures  Trading  Commission.  See  Item  7A.  Quantitative  and  Qualitative  Disclosures
About Market Risk. These activities may limit our ability to benefit from lower interest rates with respect to the hedged
portfolio.  Adverse  developments  resulting  from  changes  in  interest  rates  or  hedging  transactions  or  any  adverse
developments  from  our  use  of  hedging  instruments  could  have  a  material  adverse  effect  on  our  business,  financial
condition  and  results  of  operations.  In  addition,  we  may  be  unable  to  enter  into  appropriate  hedging  transactions  when
desired and any hedging transactions we enter into may not be effective.

As a rise in the general level of interest rates can be expected to lead to higher interest rates applicable to our debt
investments, an increase in interest rates would make it easier for us to meet or exceed the hurdle rate applicable to the
incentive fee and may result in a substantial increase in the amount of incentive fees payable to the Advisor with respect to
Pre-Incentive Fee Net Investment Income.

Also, an increase in interest rates on investments available to investors could make investment in our common stock
less  attractive  if  we  are  not  able  to  increase  our  distributions,  which  could  materially  reduce  the  value  of  our  common
stock.

The  U.K.  Financial  Conduct  Authority  (the  “FCA”),  which  regulates  LIBOR,  has  announced  that  it  intends  not  to
compel panel banks to contribute to LIBOR after 2021. The E.U. Benchmarks Regulation imposed conditions under which
only compliant benchmarks may be used in new contracts after 2021. To identify a successor rate for U.S. dollar LIBOR,
the  Alternative  Reference  Rates  Committee  (“ARRC”),  a  U.S.-based  group  convened  by  the  Federal  Reserve  and  the
Federal  Reserve  Bank  of  New  York,  was  formed.  The  ARRC  has  identified  the  Secured  Overnight  Financing  Rate
(“SOFR”)  as  its  preferred  alternative  rate  for  LIBOR.  SOFR  is  a  measure  of  the  cost  of  borrowing  cash  overnight,
collateralized  by  the  U.S.  Treasury  securities,  and  is  based  on  directly  observable  U.S.  Treasury-backed  repurchase
transactions. In addition, on March 25, 2020, the FCA reaffirmed the central assumption that firms cannot rely on LIBOR
being  published  after  the  end  of  2021.  However,  the  outbreak  of  COVID-19  may  adversely  impact  the  timing  of  many
firms’  transition  planning,  and  we  continue  to  assess  the  potential  impact  of  the  COVID-19  outbreak  on  our  transition
plans. Although SOFR appears to be the preferred replacement rate for U.S. dollar LIBOR, at this time, it is not possible to
predict the effect of any such changes, any establishment of alternative reference rates, whether the COVID-19 outbreak
will  have  further  effect  on  LIBOR  transition  timelines  or  plans,  or  other  reforms  to  LIBOR  that  may  be  enacted  in  the
United  States,  United  Kingdom  or  elsewhere.  Furthermore,  on  November  30,  2020,  Intercontinental  Exchange,  Inc.
(“ICE”) announced that the ICE Benchmark Administration Limited (“IBA”), a wholly-owned subsidiary of ICE and the
administrator of LIBOR, will consider extending the LIBOR transition deadline to June 30, 2023. The announcement was
supported  by  the  FCA  and  the  Federal  Reserve.  Despite  the  announcement,  regulators  continue  to  emphasize  the
importance of LIBOR transition planning.

The  expected  discontinuation  of  LIBOR  could  have  a  significant  impact  on  our  business.  The  dollar  amount  of  our
outstanding  debt  investments  and  borrowings  that  are  linked  to  LIBOR  with  maturity  dates  after  the  anticipated
discontinuation  date  of  2023  is  material.  We  anticipate  significant  operational  challenges  for  the  transition  away  from
LIBOR including, but not limited to, amending existing loan agreements with borrowers on investments that may have not
been modified with fallback language and adding effective fallback language to new agreements in the event that LIBOR is
discontinued before maturity. Beyond these challenges, we anticipate there may be additional risks to our current processes
and information systems that will need to be identified and evaluated by us. Due to the uncertainty of the replacement for
LIBOR, the potential effect of any such event on our cost of capital and net investment income cannot yet be determined.
In  addition,  any  further  changes  or  reforms  to  the  determination  or  supervision  of  LIBOR  may  result  in  a  sudden  or
prolonged increase or decrease in reported LIBOR, which could have an adverse impact on the market value for or value of
any LIBOR-linked securities, loans, and other financial obligations or extensions of credit held by or due to us and could
have a material adverse effect on our business, financial condition and results of operations.

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Because  many  of  our  investments  are  not  and  typically  will  not  be  in  publicly  traded  securities,  the  value  of  our
investments may not be readily determinable, which could adversely affect the determination of our NAV.

Our investments consist, and we expect our future investments to consist, primarily of debt investments or securities
issued  by  privately  held  companies.  As  these  investments  are  not  publicly  traded,  their  fair  value  may  not  be  readily
determinable.  In  addition,  we  are  not  permitted  to  maintain  a  general  reserve  for  anticipated  debt  investment  losses.
Instead, we are required by the 1940 Act to specifically value each investment and record an unrealized gain or loss for any
asset  that  we  believe  has  increased  or  decreased  in  value.  We  value  these  investments  on  a  quarterly  basis,  or  more
frequently  as  circumstances  require,  in  accordance  with  our  valuation  policy  and  consistent  with  GAAP.  Our  Board
employs  independent  third-party  valuation  firms  to  assist  it  in  arriving  at  the  fair  value  of  our  investments.  Our  Board
discusses  valuations  and  determines  the  fair  value  in  good  faith  based  on  the  input  of  our  Advisor  and  the  third-party
valuation firms. The factors that may be considered in fair value pricing our investments include the nature and realizable
value of any collateral, the portfolio company’s earnings and its ability to make payments on its indebtedness, the markets
in which the portfolio company does business, comparisons to publicly traded companies, discounted cash flow and other
relevant factors. Because such valuations are inherently uncertain and may be based on estimates, our determinations of
fair value may differ materially from the values that would be assessed if a ready market for these securities existed. Our
NAV  could  be  adversely  affected  if  our  determinations  regarding  the  fair  value  of  our  investments  are  materially  higher
than the values that we ultimately realize upon the disposal of these investments.

Changes  to  U.S.  tariff  and  import/export  regulations  may  have  a  negative  effect  on  our  portfolio  companies  and,  in
turn, harm us.

There  has  been  ongoing  discussion  and  commentary  regarding  potential  significant  changes  to  U.S.  trade  policies,
treaties  and  tariffs.  The  current  U.S.  presidential  administration,  along  with  the  U.S.  Congress,  has  created  significant
uncertainty  about  the  future  relationship  between  the  United  States  and  other  countries  with  respect  to  trade  policies,
treaties and tariffs. These developments, or the perception that any of them could occur, may have a material adverse effect
on global economic conditions and the stability of global financial markets, and may significantly reduce global trade and,
in  particular,  trade  between  the  impacted  nations  and  the  United  States.  Any  of  these  factors  could  depress  economic
activity and restrict our portfolio companies’ access to suppliers or customers and have a material adverse effect on their
business, financial condition and results of operations, which in turn would negatively impact us.

Item 1B.       Unresolved Staff Comments

None

Item 2.         Properties

We do not own any real estate or other physical properties materially important to our operation. Our headquarters and
our Advisor’s headquarters are currently located at 312 Farmington Avenue, Farmington, Connecticut 06032. We believe
that our office facilities are suitable and adequate to our business.

Item 3.         Legal Proceedings

Neither we nor our Advisor is currently subject to any material legal proceedings.

Item 4.         Mine Safety Disclosures

Not applicable

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PART II

Item 5.         Market for Registrant’s Common Equity, Related Stockholder Matters and Issuer Purchases of Equity
Securities

Common stock

Our common stock is traded on Nasdaq, under the symbol “HRZN.” The last reported price for our common stock on
March 1, 2021 was $14.85 per share, which represented a 35% premium to NAV per share. As of March 1, 2021 we had 18
stockholders of record, which did not include stockholders for whom shares are held in nominee or “street” name.

Shares  of  BDCs  may  trade  at  a  market  price  that  is  less  than  the  NAV  that  is  attributable  to  those  shares.  The
possibility that our shares of common stock will trade at a discount from NAV or at a premium that is unsustainable over
the long term is separate and distinct from the risk that our NAV will decrease. It is not possible to predict whether our
shares will trade at, above or below NAV in the future.

Sales of unregistered securities

We did not engage in any sales of unregistered equity securities during the years ended December 31, 2020, 2019 and

2018.

Issuer Purchases of Equity Securities

On April 24, 2020, our Board extended a previously authorized stock repurchase plan which allows us to repurchase
up to $5.0 million of our outstanding common stock. Unless extended by our Board, the repurchase program will expire on
the  earlier  of  June  30,  2021  and  the  repurchase  of  $5.0  million  of  common  stock.  During  the  quarter  ended
December 31, 2020, we did not repurchase any shares of our common stock. During the years ended December 31, 2020,
2019  and  2018,  we  did  not  repurchase  any  shares  of  our  common  stock.  From  the  inception  of  the  stock  repurchase
program through December 31, 2020, we repurchased 167,465 shares of our common stock at an average price of $11.22
on the open market at a total cost of $1.9 million.

Any shares repurchased by us may have the effect of maintaining the market price of our common stock or retarding a
decline in the market price of the common stock, and, as a result, the price of our common stock may be higher than the
price that otherwise might exist in the open market. In addition, as any shares repurchased pursuant to the stock repurchase
plan  will  be  purchased  at  a  price  below  the  NAV  per  share  as  reported  in  our  most  recent  financial  statements,  share
repurchases may have the effect of increasing our NAV per share.

Distributions

We  intend  to  continue  making  monthly  distributions  to  our  stockholders.  The  timing  and  amount  of  our  monthly
distributions, if any, is determined by our Board. Any distributions to our stockholders are declared out of assets legally
available for distribution. We monitor available net investment income to determine if a tax return of capital may occur for
the fiscal year. To the extent our taxable earnings fall below the total amount of our distributions for any given fiscal year, a
portion of those distributions may be considered a return of capital to our common stockholders for U.S. federal income tax
purposes. Thus, the source of distribution to our stockholders may be the original capital invested by the stockholder rather
than our income or gains. Stockholders should read any written disclosure accompanying a distribution payment carefully
and should not assume that the source of any distribution is our ordinary income or gains.

In  order  to  qualify  to  be  subject  to  tax  as  a  RIC,  we  must  meet  certain  source-of-income,  asset  diversification  and
annual distribution requirements. Generally, in order to qualify as a RIC, we must derive at least 90% of our gross income
during each tax year from dividends, interest, payments with respect to certain securities, loans, gains from the sale or other
disposition of stock, securities or foreign currencies, or other income derived with respect to our business of investing in
stock or other securities. We must also meet certain asset diversification requirements at the end of each quarter of each
tax year. Failure to meet these diversification requirements on the last day of a quarter may result in us having to dispose of
certain  investments  quickly  in  order  to  prevent  the  loss  of  RIC  status.  Any  such  dispositions  could  be  made  at
disadvantageous prices or times, and may cause us to incur substantial losses.

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In  addition,  in  order  to  be  eligible  for  the  special  tax  treatment  accorded  to  RICs  and  to  avoid  the  imposition  of
corporate level tax on the income and gains we distribute to our stockholders, each tax year we are required under the Code
to  distribute  as  dividends  of  an  amount  generally  at  least  90%  of  our  investment  company  taxable  income,  determined
without regard to any deduction for dividends paid to our stockholders. We refer to such amount as the Annual Distribution
Requirement  in  this  annual  report  on  Form  10-K.  Additionally,  we  must  distribute,  in  respect  of  each  calendar  year,
dividends of an amount generally at least equal to the sum of 98% of our calendar year net ordinary income (taking into
account certain deferrals and elections); 98.2% of our capital gain net income (adjusted for certain ordinary losses) for the
one year period ending on October 31 of such calendar year; and any net ordinary income or capital gain net income for
preceding  years  that  was  not  distributed  during  such  years  and  on  which  we  previously  did  not  incur  any  U.S.  federal
income tax in order to avoid the imposition of a 4% U.S. federal excise tax. If we fail to qualify as a RIC for any reason
and become subject to corporate income tax, the resulting corporate income taxes could substantially reduce our net assets,
the amount of income available for distribution and the amount of our distributions. Such a failure would have a material
adverse effect on us and our stockholders. In addition, we could be required to recognize unrealized gains, incur substantial
taxes and interest and make substantial distributions in order to re-qualify as a RIC. We cannot assure stockholders that
they will receive any distributions.

Depending  on  the  level  of  taxable  income  earned  in  a  tax  year,  we  may  choose  to  carry  forward  taxable  income  in
excess  of  current  year  distributions  into  the  next  tax  year  and  pay  a  4%  U.S.  federal  excise  tax  on  such  undistributed
income. Distributions of any such carryover taxable income must be made through a distribution declared as of the earlier
of the filing date of the corporate income tax return related to the tax year in which such taxable income was generated or
the 15th day of the ninth month following the end of such tax year, in order to count towards the satisfaction of the Annual
Distribution Requirement for the tax year in which such taxable income was generated. We can offer no assurance that we
will  achieve  results  that  will  permit  the  payment  of  any  cash  distributions  and,  if  we  issue  senior  securities,  we  may  be
prohibited from making distributions if doing so causes us to fail to maintain the asset coverage stipulated by the 1940 Act
or if distributions are limited by the terms of any of our borrowings. See “Item 1. Business — Regulation — Taxation as a
RIC.”

We  have  adopted  an  “opt  out”  DRIP  for  our  common  stockholders.  As  a  result,  if  we  make  a  distribution,  then
stockholders’  cash  distributions  are  automatically  reinvested  in  additional  shares  of  our  common  stock,  unless  they
specifically  opt  out  of  the  DRIP.  If  a  stockholder  opts  out,  that  stockholder  receives  cash  distributions.  Although
distributions paid in the form of additional shares of common stock are generally subject to U.S. federal, state and local
taxes, stockholders participating in our DRIP do not receive any corresponding cash distributions with which to pay any
such  applicable  taxes.  We  may  use  newly  issued  shares  to  implement  the  DRIP,  or  we  may  purchase  shares  in  the  open
market in connection with our obligations under the DRIP.

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Stock performance graph

The following graph compares the return on our common stock with that of the Standard & Poor’s 500 Stock Index
and the Wells Fargo BDC Index, for the period from December 31, 2015 through December 31, 2020. The graph assumes
that, on December 31, 2015, a person invested $100 in each of our common stock, the S&P 500 Index and the Wells Fargo
BDC  Index.  The  graph  measures  total  stockholder  return,  which  takes  into  account  both  changes  in  stock  price  and
distributions. It assumes that distributions paid are invested in like securities. The graph and other information furnished
under this Part II Item 5 of our annual report on Form 10-K shall not be deemed to be “soliciting material” or to be “filed”
with the SEC or subject to Regulation 14A or 14C, or to the liabilities of Section 18 of the Exchange Act. The stock price
performance included in this graph is not necessarily indicative of future stock price performance.

Item 6.         Selected Financial Data

The following selected consolidated financial data of the Company as of December 31, 2020, 2019, 2018, 2017 and
2016, and for the years ended December 31, 2020, 2019, 2018, 2017 and 2016 are derived from the consolidated financial
statements  that  have  been  audited  by  RSM  US  LLP,  an  independent  registered  public  accounting  firm.  These  selected
financial  data  should  be  read  in  conjunction  with  our  financial  statements  and  related  notes  thereto  and  “Management’s
Discussion and Analysis of Financial Condition and Results of Operations.”

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(Dollars in thousands, except per share data and portfolio
company counts)
Statement of Operations Data:
Total investment income
Base management fee
Performance based incentive fee
All other expenses
Base management and performance based
incentive fees waived
Net investment income before excise tax
Provision (credit) for excise tax
Net investment income
Net realized (loss) gain on investments
Net unrealized appreciation (depreciation) on
investments
Net increase (decrease) in net assets resulting from
operations
Dollar amount of distributions declared
Per Share Data:
Net asset value
Net investment income
Net realized (loss) gain on investments
Net change in unrealized appreciation
(depreciation) on investments
Net increase (decrease) in net assets resulting from
operations
Per share distributions declared
Statement of Assets and Liabilities Data:
Investments, at fair value
Other assets
Total assets
Borrowings
Total liabilities
Total net assets
Other data:
Weighted yield on debt investments at fair value
Weighted yield on all investments at fair value
Number of portfolio companies at period end:
Debt investments
Warrants investments
Equity investments
Other investments

As of and for the years ended December 31, 

2020

2019

2018

2017

2016

$  46,035
 6,458
 5,187
 13,419

$  43,125
 5,556
 6,966
 11,742

$  31,090
 4,578
 4,393
 9,403

 —  

 20,971
 222
 20,749
   (14,698)

 (1,848)
 20,709
 239
 20,470
 (4,173)

 (1,184)
 13,900
 34
 13,866
 645

$  25,777
 3,786
 1,714
 8,034

 (79)
 12,322
 25
 12,297
   (21,191)

$  32,984
 4,727
 2,126
 9,119

 —
 17,012
 (87)
 17,099
 (7,776)

 313

 3,201

 (1,501)

 18,485

 (14,236)

$
 6,364
$  22,674

$  19,498
$  16,987

$  13,010
$  13,837

$
 9,591
$  13,823

$  (4,913)
$  15,403

$

 11.02
 1.18
 (0.84)

$

 11.83
 1.52
 (0.31)

$

 11.64
 1.20
 0.06

$

 11.72
 1.07
 (1.84)

$

 0.02

 0.36
 1.25

 0.24

 1.45
 1.20

 (0.13)

 1.13
 1.20

 1.60

 0.83
 1.20

 12.09
 1.48
 (0.67)

 (1.24)

 (0.43)
 1.335

$ 352,545
 54,612
   407,157
   185,819
   194,560
$ 212,597

$ 319,551
 24,450
   344,001
   152,050
   159,946
$ 184,055

$ 248,441
 18,308
   266,749
   126,853
   132,492
$ 134,257

$ 222,099
 12,047
   234,146
 94,075
 99,071
$ 135,075

$  194,003
 45,249
   239,252
 95,597
   100,060
$  139,192

 14.6 %   
 13.9 %   

 16.7 %   
 15.7 %   

 15.3 %   
 13.9 %   

 15.1 %   
 14.0 %   

 14.9 %
 14.4 %

 35
 66
 9
 1

 34
 67
 9
 4

 33
 72
 6
 4

 44
 78
 5
 2

 34
 60
 8
 2

68

 
    
    
    
    
    
 
   
   
   
   
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
  
 
  
 
 
 
  
 
  
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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Item 7.         Management’s Discussion and Analysis of Financial Condition and Results of Operations

The information contained in this section should be read in conjunction with our consolidated financial statements and

related notes thereto appearing elsewhere in this annual report on Form 10-K.

COVID-19

Governments around the world remain highly focused on mitigating the risk of further spread of COVID-19 and 
continue to manage their response to the crisis, which has included measures such as quarantines, travel restrictions and 
business curtailments.  COVID-19 has created economic and financial disruptions that have adversely affected, and are 
likely to continue to adversely affect, our business, financial condition, liquidity and our portfolio companies’ results of 
operations and by extension our operating results. The extent to which the COVID-19 pandemic will continue to affect our 
business, financial condition, liquidity, our portfolio companies’ results of operations and by extension our operating 
results will depend on future developments, which are highly uncertain and cannot be predicteds as of the filing of this 
Form 10-K.

Forward-looking statements

This annual report on Form 10-K, including the Management’s Discussion and Analysis of Financial Condition and
Results of Operations, contains statements that constitute forward-looking statements, which relate to future events or our
future performance or financial condition. These forward-looking statements are not historical facts, but rather are based on
current expectations, estimates and projections about our industry, our beliefs and our assumptions. The forward-looking
statements contained in this annual report on Form 10-K involve risks and uncertainties, including statements as to:

● our  future  operating  results,  including  the  performance  of  our  existing  debt  investments,  warrants  and  other

investments;

● the introduction, withdrawal, success and timing of business initiatives and strategies;

● general economic and political trends and other external factors, including the current COVID-19 pandemic;

● the relative and absolute investment performance and operations of our Advisor;

● the impact of increased competition;

● the impact of investments we intend to make and future acquisitions and divestitures;

● the unfavorable resolution of legal proceedings;

● our business prospects and the prospects of our portfolio companies, including our and their ability to achieve our

respective objectives as a result of the current COVID-19 pandemic;

● the impact, extent and timing of technological changes and the adequacy of intellectual property protection;

● our regulatory structure and tax status;

● our ability to qualify and maintain qualification as a RIC and as a BDC;

● the adequacy of our cash resources and working capital;

● the timing of cash flows, if any, from the operations of our portfolio companies;

● the  impact  of  interest  rate  volatility  on  our  results,  particularly  if  we  use  leverage  as  part  of  our  investment

strategy;

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● the ability of our portfolio companies to achieve their objective;

● the impact of legislative and regulatory actions and reforms and regulatory supervisory or enforcement actions of

government agencies relating to us or our Advisor;

● our contractual arrangements and relationships with third parties;

● our ability to access capital and any future financings by us;

● the ability of our Advisor to attract and retain highly talented professionals;

● the impact of changes to tax legislation and, generally, our tax position; and

● our ability to fund unfunded commitments.

We  use  words  such  as  “anticipates,”  “believes,”  “expects,”  “intends,”  “seeks”  and  similar  expressions  to  identify
forward-looking statements. Undue influence should not be placed on the forward looking statements as our actual results
could  differ  materially  from  those  projected  in  the  forward-looking  statements  for  any  reason,  including  the  factors  in
“Item 1A – Risk Factors” and elsewhere in our annual report on Form 10-K.

We have based the forward-looking statements included in this report on information available to us on the date of this
report, and we assume no obligation to update any such forward-looking statements. Although we undertake no obligation
to  revise  or  update  any  forward-looking  statements  in  this  annual  report  on  Form  10-K,  whether  as  a  result  of  new
information, future events or otherwise, you are advised to consult any additional disclosures that we may make directly to
you or through reports that we in the future may file with the SEC, including periodic reports on Form 10-Q and current
reports on Form 8-K.

You should understand that under Sections 27A(b)(2)(B) and (D) of the Securities Act and Sections 21E(b)(2)(B) and
(D) of the Exchange Act, the “safe harbor” provisions of the Private Securities Litigation Reform Act of 1995 do not apply
to statements made in connection with this annual report on Form 10-K or any quarterly reports we file under the Exchange
Act.

Overview

We are a specialty finance company that lends to and invests in development-stage companies in our Target Industries.
Our investment objective is to maximize our investment portfolio’s total return by generating current income from the debt
investments we make and capital appreciation from the warrants we receive when making such debt investments. We are
focused on making Venture Loans to venture capital and private equity backed companies and publicly traded companies in
our Target Industries, which we refer to as “Venture Lending.” Our debt investments are typically secured by first liens or
first  liens  behind  a  secured  revolving  line  of  credit,  or  Senior  Term  Loans.  As  of  December  31,  2020,  100%,  or  $333.5
million,  of  our  debt  investment  portfolio  at  fair  value  consisted  of  Senior  Term  Loans.  Venture  Lending  is  typically
characterized by (1) the making of a secured debt investment after a venture capital or equity investment in the portfolio
company  has  been  made,  which  investment  provides  a  source  of  cash  to  fund  the  portfolio  company’s  debt  service
obligations under the Venture Loan, (2) the senior priority of the Venture Loan which requires repayment of the Venture
Loan  prior  to  the  equity  investors  realizing  a  return  on  their  capital,  (3)  the  relatively  rapid  amortization  of  the  Venture
Loan and (4) the lender’s receipt of warrants or other success fees with the making of the Venture Loan.

We  are  an  externally  managed,  closed-end,  non-diversified  management  investment  company  that  has  elected  to  be
regulated as a BDC under the 1940 Act. In addition, for U.S. federal income tax purposes, we have elected to be treated as
a  RIC  under  Subchapter  M  of  the  Code.  As  a  BDC,  we  are  required  to  comply  with  regulatory  requirements,  including
limitations on our use of debt. We are permitted to, and expect to, finance our investments through borrowings. Section
61(a) of the 1940 Act added to Section 61(a)(2) of the 1940 Act enables BDCs to reduce their asset coverage requirements
from 200% to 150% as a result of the enactment of the SBCAA. This provision permits a BDC to double the maximum
amount of leverage that it is permitted to incur. As defined in the 1940 Act, asset coverage of 150% means that for every
$100  of  net  assets  a  BDC  holds,  it  may  raise  up  to  $200  from  borrowing  and  issuing  senior  securities.  We  received
approval

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from our stockholders to reduce our asset coverage requirement from 200% to 150% on October 30, 2018. The amount of
leverage  that  we  may  employ  will  depend  on  our  assessment  of  market  conditions  and  other  factors  at  the  time  of  any
proposed borrowing. As a RIC, we generally are not subject to corporate-level income taxes on our investment company
taxable income, determined without regard to any deductions for dividends paid, and our net capital gain that we distribute
as  dividends  for  U.S.  federal  income  tax  purposes  to  our  stockholders  as  long  as  we  meet  certain  source-of-income,
distribution, asset diversification and other requirements.

Compass Horizon, our predecessor company, commenced operations in March 2008. We were formed in March 2010

for the purpose of acquiring Compass Horizon and continuing its business as a public entity.

Our investment activities, and our day-to-day operations, are managed by our Advisor and supervised by our Board, of
which a majority of the members are independent of us. Under the Investment Management Agreement, we have agreed to
pay our Advisor a base management fee and an incentive fee for its advisory services to us. We have also entered into the
Administration  Agreement  with  our  Advisor  under  which  we  have  agreed  to  reimburse  our  Advisor  for  our  allocable
portion  of  overhead  and  other  expenses  incurred  by  our  Advisor  in  performing  its  obligations  under  the  Administration
Agreement.

Portfolio composition and investment activity

The following table shows our portfolio by type of investment as of December 31, 2020 and 2019:

Debt investments
Warrants
Other investments
Equity
Equity interest in  HSLFI
Total

December 31, 2020

December 31, 2019

Number of
    Investments    

Fair
Value

Percentage of
Total

     Portfolio

Number of
     Investments    

Fair
Value

Percentage of 
Total

     Portfolio

 34
 60
 2
 8
 —

$ 333,495

 14,031  
 1,700  
 3,319  
 —  
$ 352,545  

(Dollars in thousands)
 35
 66
 1
 9
 1

 94.6 %  
 4.0  
 0.5  
 0.9  
 —  
 100.0 %  

$ 288,355

 10,829  
 500  
 3,217  
 16,650  
$ 319,551  

 90.2 %
 3.4
 0.2
 1.0
 5.2
 100.0 %  

71

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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The following table shows total portfolio investment activity as of and for the years ended December 31, 2020 and

2019:

For the year ended
December 31, 

2020

2019

Beginning portfolio
New debt investments
Less refinanced debt investments
Net new debt investments
Investment in controlled affiliate investment
Principal payments received on investments
Early pay-offs
Accretion of debt investment fees
New debt investment fees
New equity
Warrants received in settlement of fee income
Proceeds from sale of investments
Dividend income from controlled affiliate investment
Distributions from controlled affiliate investment
Net realized loss on investments
Net unrealized appreciation on investments
Other
Ending portfolio

$  319,551
 198,561

 —  

 198,561
 —
 (24,829)
 (121,429)
 3,895
 (2,353)
 —
 978
 (8,335)
 118
 —  

 (13,727)
 313
 (198)
$  352,545

$  248,441
 200,832
 (17,500)
 183,332
 1,900
 (17,369)
 (94,321)
 3,865
 (2,669)
 240
 —
 (4,548)
 2,236
 (715)
 (4,192)
 3,201
 150
$  319,551

We  receive  payments  on  our  debt  investments  based  on  scheduled  amortization  of  the  outstanding  balances.  In
addition, we receive repayments of some of our debt investments prior to their scheduled maturity date. The frequency or
volume of these repayments may fluctuate significantly from period to period.

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The following table shows our debt investments by industry sector as of December 31, 2020 and 2019:

December 31, 2020
Debt
Investments at

Percentage of
 Total

     Fair Value

     Portfolio  

December 31, 2019
Debt
Investments at
Fair Value

Percentage of 
 Total

     Portfolio  

Life Science

Biotechnology
Drug Delivery
Medical Device

Technology

Communications
Consumer-Related
Data Storage
Internet and Media
Materials
Networking
Power Management
Software

Healthcare Information and Services

Diagnostics
Other Healthcare
Software

Total

(Dollars in thousands)

$

 44,121  
 —  
 107,726  

 13.2 %  $
 —  

 32.3

 41,789  
 1,533  
 59,477  

 14.5 %
 0.6
 20.6

 —  
 59,022  
 22,953  
 7,089  
 1,737  
 9,738

 —  
 56,535  

 —  

 17.7
 7.0
 2.1
 0.5
 2.9
 —  

 17.0

 1,500  
 42,779  
 24,452  
 22,504  
 8,410  
 —

 11,207  
 51,069  

 0.5
 14.8
 8.5
 7.8
 2.9
 —
 3.9
 17.7

 9,760
 14,814  
 —  
$  333,495  

 2.9
 4.4
 —  

 —
 9,771  
 13,864  
 100.0 %  $  288,355  

 —
 3.4
 4.8
 100.0 %

The largest debt investments in our portfolio may vary from year to year as new debt investments are originated and
existing  debt  investments  are  repaid.  Our  five  largest  debt  investments  represented  28%  of  total  debt  investments
outstanding as of December 31, 2020 and 2019. No single debt investment represented more than 10% of our total debt
investments as of December 31, 2020 or 2019.

Debt investment asset quality

We use an internal credit rating system which rates each debt investment on a scale of 4 to 1, with 4 being the highest
credit quality rating and 3 being the rating for a standard level of risk. A rating of 2 represents an increased level of risk
and, while no loss is currently anticipated for a 2-rated debt investment, there is potential for future loss of principal. A
rating of 1 represents a deteriorating credit quality and a high degree of risk of loss of principal. Our internal credit rating
system is not a national credit rating system. See “Item 1 – Business” for a more detailed description of the internal credit
rating system. As of December 31, 2020 and 2019, our debt investments had a weighted average credit rating of 3.2 and
3.1,  respectively.  The  following  table  shows  the  classification  of  our  debt  investment  portfolio  by  credit  rating  as  of
December 31, 2020 and 2019:

December 31, 2020
Debt
Investments at

Percentage
of Debt

Number of

Number of

December 31, 2019
Debt
Investments at

    Investments     Fair Value

    Investments     Investments     Fair Value

(Dollars in thousands)

Percentage  

of Debt
     Investments  

Credit Rating

4
3
2
1
Total

 6
 24
 3
 1
 34

$

 77,950  
 240,933  
 12,875  
 1,737  
$  333,495  

 23.4 %  
 72.2  
 3.9  
 0.5  
 100.0 %  

 4
 26
 3
 2
 35

$

 45,339  
 216,128  
 24,888  
 2,000  
$  288,355  

 15.7 %
 75.0
 8.6
 0.7
 100.0 %

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As of December 31, 2020, there was one debt investment with an internal credit rating of 1, with an aggregate cost of
$6.8 million and an aggregate fair value of $1.7 million. As of December 31, 2019, there were two debt investments with
an internal credit rating of 1, with an aggregate cost of $5.7 million and an aggregate fair value of $2.0 million.

Horizon Secured Loan Fund I LLC

On June 1, 2018, we and Arena Sunset SPV, LLC, or Arena, formed a joint venture, Horizon Secured Loan Fund I, or
HSLFI,  to  make  investments,  either  directly  or  indirectly  through  subsidiaries,  primarily  in  the  form  of  secured  loans  to
development-stage  companies  in  the  technology,  life  science,  healthcare  information  and  services  and  sustainability
industries. HSLFI was formed as a Delaware limited liability company and was not consolidated by either us or Arena for
financial  reporting  purposes.  On  April  21,  2020,  we  purchased  all  of  the  limited  liability  company  interests  of  Arena  in
HSLFI, including, without limitation, undistributed amounts owed to Arena and interest accrued and unpaid on the debt
investments  of  HSLFI  through  the  date  of  purchase,  for  $17.1  million.  In  addition,  Arena  received  50%  of  the  warrants
held by HSLFI or Horizon Funding I, LLC, or HFI, at closing. As of April 21, 2020, HSLFI is wholly-owned by us and the
assets and liabilities of HSLFI and HFI is consolidated with the assets and liabilities by us.

Investments held by HSLFI were measured at fair value. As of December 31, 2019, HSLFI had total assets of $48.3
million.  HSLFI’s  portfolio  consisted  of  debt  investments  in  eight  portfolio  companies  as  of  December  31,  2019.  As  of
December 31, 2019, the largest investment in a single portfolio company in the HSLFI’s portfolio in aggregate principal
amount was $11.3 million and the five largest investments in portfolio companies in the HSLFI totaled $30.3 million. As of
December 31, 2019, HSLFI had no investments on non-accrual status. HSLFI invested in portfolio companies in the same
industries in which we may directly invest.

We  invested  cash  or  securities  in  portfolio  companies  in  HSLFI  in  exchange  for  limited  liability  company  equity
interests in HSLFI. As of December 31, 2019, we and Arena each owned 50.0% of the equity interests of HSLFI. We had
an original commitment to fund $25.0 million of equity interests in HSLFI. As of December 31, 2019, $9.8 million was
unfunded. Our investment in HSLFI consisted of an equity contribution of $15.2 million as of December 31, 2019. During
the period January 1, 2020 through April 21, 2020, there were no distributions from HSLFI. For the year ended December
31, 2019, HSLFI distributed $1.4 million.

In addition, on June 1, 2018, HSLFI entered into the Sale and Servicing Agreement. HFI entered into the NYL Facility
with several entities owned or affiliated with the NYL Noteholders for an aggregate purchase price of up to $100.0 million,
with  an  accordion  feature  of  up  to  $200.0  million  at  the  mutual  discretion  and  agreement  of  HSLFI  and  the  NYL
Noteholders. The notes issued by HFI were collateralized by all investments held by HFI and permitted an advance rate of
up to 67% of the aggregate principal amount of eligible debt investments. The notes were issued pursuant to the Indenture.
Prior to June 5, 2020, the interest rate on the notes issued under the NYL Facility was based on the three year USD mid-
market swap rate plus a margin of between 2.75% and 3.25% depending on the rating of such notes at the time of issuance.
There were $15.0 million in advances made by the NYL Noteholders as of December 31, 2019 at an interest rate of 4.98%.

74

Table of Contents

The following table shows a summary of HSLFI’s investment portfolio for the period January 1, 2020 through April

21, 2020, for the year ended December 31, 2019 and for the period June 1, 2018 through December 31, 2018:

For the period  
January 1, 2020
through

For the year
ended

For the period
June 1, 2018
through

Total investments at fair value
Dollar-weighted annualized yield on average debt investments(1)
Number of portfolio companies in HSLFI
Largest portfolio company investment at fair value

$

     April 21, 2020   December 31, 2019     December 31, 2018    
 (Dollars in thousands)
$
 15.8 % 
 10
 11,186

 — $
 14.3 % 
 —  
 — $

 12.9 %  
 4
 8,154

 34,829

 24,734

$

$

(1) HSLFI  calculates  the  yield  on  dollar-weighted  average  debt  investments  for  any  period  measured  as  (1)  total
investment income during the period divided by (2) the average of the fair value of debt investments outstanding on
(a) the last day of the calendar month immediately preceding the first day of the period and (b) the last day of each
calendar month during the period. The yield on dollar-weighted average debt investments represents the portfolio yield
and does not reflect HSLFI’s expenses.

The  following  table  shows  HSLFI’s  total  portfolio  investment  activity  as  of  and  for  the  year  ended  December  31,

2019:

Beginning portfolio
New debt investments
Early pay-offs
Accretion of debt investment fees
New debt investment fees
Net unrealized depreciation on investments
Ending portfolio

For the year
ended
December 31, 
2019
(In thousands)
 24,734
$
 19,727
 (9,727)
 311
 (188)
 (28)
 34,829

$

The following table shows HSLFI’s investments as of December 31, 2019:

Portfolio Company (1)

Sector

Type of Investment (2)(3)(4)

Debt Investments — Life science
Celsion Corporation (6)(7)(8)

Biotechnology

Encore Dermatology, Inc. (6)(7)

Biotechnology

Mustang Bio, Inc. (6)(7)(8)

Biotechnology

Total Debt Investments — Life science
Debt Investments — Technology
Bridge2 Solutions, LLC (6)(7)

New Signature US, Inc. (6)(7)(9)

OutboundEngine, Inc. (6)(7)

Revinate, Inc. (6)(7)

Software

Software

Software

Software

Total Debt Investments — Technology
Debt Investments — Healthcare information  and services

(Dollars in thousands)

Term Loan (9.63% cash (Libor + 7.63%; Floor
9.63%), 4.00% ETP, Due 7/1/22)
Term Loan (9.63% cash (Libor + 7.63%; Floor
9.63%), 4.00% ETP, Due 7/1/22)
Term Loan (10.00% cash (Libor + 7.50%; Floor
10.00%), 3.00% ETP, Due 4/1/23)
Term Loan (9.00% cash (Libor + 6.50%; Floor
9.00%), 5.00% ETP, Due 10/1/22)

Term Loan (11.00% cash (Libor + 8.4%; Floor
11.00%), 2.00% ETP, Due 9/1/23)
Term Loan (10.50% cash (Libor + 8.50%; Floor
10.50%), 3.50% ETP, Due 7/1/22)
Term Loan (10.50% cash (Libor + 8.50%; Floor
10.50%), 3.50% ETP, Due 2/1/23)
Term Loan (11.15% cash (Libor + 8.40%; Floor
11.15%), 3.00% ETP, Due 7/1/23)
Term Loan (9.50% cash (Libor + 7.00%; Floor
9.50%), 3.00% ETP, Due 6/1/23)

75

     Principal
Amount

Cost of
Investments(5)

Fair
Value

$

 2,500

$

 2,464

$

 2,464

 2,500

 5,000

 5,000

 500

 8,250

 3,000

 500

 4,000

 2,464

 4,929

 4,924

 2,464

 4,929

 4,924

 14,781

 14,781

 481

 8,163

 2,961

 491

 3,952

 481

 8,163

 2,961

 491

 3,952

 16,048

 16,048

 
 
 
 
    
    
 
 
 
 
 
    
    
    
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
 
 
  
 
  
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
 
 
  
 
  
 
  
 
  
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HealthEdge Software, Inc. (6)(7)

Software

Total Debt Investments — Healthcare information and services
Total Debt Investments

Term Loan (9.94% cash (Libor + 8.25%; Floor
9.25%), 3.00% ETP, Due 10/1/23)

 3,750

 3,709

 3,709

 3,709
 34,538

 3,709
 34,538

  Biotechnology
  Biotechnology
  Biotechnology
  Medical Device

Warrant Investments — Life science
Celsion Corporation (6)(7)(8)
Encore Dermatology, Inc. (6)(7)
Mustang Bio, Inc. (6)(7)(8)
CSA Medical, Inc. (6)(7)
Total Warrant Investments — Life science
Warrant Investments — Technology
Intelepeer Holdings, Inc. (6)(7)
Bridge2 Solutions, LLC (6)(7)
BSI Platform Holdings, LLC (6)(7)(9)
OutboundEngine, Inc. (6)(7)
Revinate Inc. (6)(7)
Total Warrant Investments — Technology
Warrant Investments — Healthcare  information and services
HealthEdge Software, Inc. (6)(7)
Total Warrant Investments — Healthcare information and services
Total Warrant Investments

Software
  Software
Software
  Software

  Communications

  Software

Total Portfolio Investment Assets

Short Term Investments — Unrestricted Investments
US Bank Money Market Deposit Account (6)
Total Short Term Investments — Unrestricted Investments

Short Term Investments — Restricted Money Market Funds
US Bank Money Market Deposit Account (6)
Total Short Term Investments — Restricted Money Market Funds

  95,057 Common Stock Warrants
  503,626 Preferred Stock Warrants
  72,046 Common Stock Warrants
  17,751 Preferred Stock Warrants

  2,081,934 Preferred Stock Warrants
2,500 Common Stock Warrants
  562,500 Preferred Stock Warrants
40,000 Preferred Stock Warrants
  216,362 Preferred Stock Warrants

  47,418 Preferred Stock Warrants

 58
 38
 45
 2
 143

 82
 18
 77
 5
 16
 198

 16
 16
 357

 6
 —
 74
 2
 82

 72
 34
 62
 6
 18
 192

 17
 17
 291

$

$
$

$
$

 34,895

 11,201
 11,201

 138
 138

$

$
$

$
$

 34,829

 11,201
 11,201

 138
 138

(1) All investments of HSLFI are in entities which are organized under the laws of the United States and have a principal

place of business in the United States.

(2) All interest is payable in cash due monthly in arrears, unless otherwise indicated, and applies only to HSLFI’s debt
investments. Interest rate is the annual interest rate on the debt investment and does not include end-of-term payments,
or ETPs, and any additional fees related to the investments, such as deferred interest, commitment fees or prepayment
fees. Debt investments are at variable rates for the term of the debt investment, unless otherwise indicated. All debt
investments based on the London InterBank Offered Rate, or LIBOR, are based on one-month LIBOR. For each debt
investment, the current interest rate in effect as of December 31, 2019 is provided.

(3) ETPs  are  contractual  fixed-interest  payments  due  in  cash  at  the  maturity  date  of  the  applicable  debt  investment,
including upon any prepayment, and are a fixed percentage of the original principal balance of the debt investments
unless otherwise noted. Interest will accrue during the life of the debt investment on each ETP and will be recognized
as non-cash income until it is actually paid.

(4) Warrants are non-income producing.

(5) For debt investments, represents principal balance less unearned income.

(6) Has been pledged as collateral under the NYL Facility.

(7) The fair value of the investment was valued using significant unobservable inputs.

(8) Portfolio company is a public company.

(9) New Signature US, Inc. is a subsidiary of BSI Platform Holdings, LLC.

76

 
 
 
 
 
 
 
  
 
 
 
 
 
  
 
 
 
  
 
  
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
 
 
    
 
 
 
 
    
 
 
 
 
    
 
    
 
  
 
  
 
    
 
    
 
    
 
  
 
  
 
    
 
    
Table of Contents

The following tables show certain summarized financial information for HSLFI as of December 31, 2019 and for the
period  January  1,  2020  through  April  21,  2010,  for  the  year  ended  December  31,  2019  and  for  the  period  June  1,  2018
through December 31, 2018:

Selected Statement of Assets and Liabilities Information
Total investments at fair value (cost of $34,895)
Cash and cash equivalents
Investments in money market funds
Restricted investments in money market funds
Interest receivable
Other assets
Total assets

Borrowings
Other liabilities
Total liabilities
Members’ equity
Total liabilities and members’ equity

December 31, 
2019
(In thousands)

$

$

$

$

 34,829
 503
 11,201
 138
 477
 1,109
 48,257

 14,955
 126
 15,081
 33,176
 48,257

For the period
January 1, 2020
through

For the year
ended
     April 21, 2020     December 31, 2019     December 31, 2018

For the period
June 1, 2018
through

Selected Statements of Operations Information
Interest income on investments
Total investment income
Total expenses
Net investment income
Net realized gain on investments
Net unrealized depreciation on investments
Net (decrease) increase in net assets resulting from operations

$
$
$
$
$
$
$

$
$
$
$

 1,353
 1,465
 1,229
 236
 120
 (392) $
 (36) $

77

(In thousands)

 5,291
 5,699
 1,227
 4,472

$
$
$
$
 — $
 (28) $
$

 4,444

 689
 689
 180
 509
 —
 (37)
 472

    
 
  
 
 
 
 
 
 
 
  
  
  
Table of Contents

Consolidated results of operations of Horizon Technology Finance Corporation

As  a  BDC  and  a  RIC,  we  are  subject  to  certain  constraints  on  our  operations,  including  limitations  imposed  by  the
1940  Act  and  the  Code.  The  consolidated  results  of  operations  described  below  may  not  be  indicative  of  the  results  we
report in future periods.

The following table shows consolidated results of operations for the years ended December 31, 2020, 2019 and 2018:

Total investment income
Total expenses
Performance based incentive fee waived
Net expenses
Net investment income before excise tax
Provision for excise tax
Net investment income
Net realized (loss) gain on investments
Net unrealized appreciation (depreciation) on investments
Net increase in net assets resulting from operations
Average debt investments, at fair value
Average borrowings outstanding

2020

 46,035
 25,064

 —  

 25,064
 20,971
 222
 20,749
 (14,698)
 313
 6,364
 313,478
 174,876

$
$
$

For the year ended
December 31, 
2019
(In thousands)
 43,125
$
 24,264
 (1,848)
 22,416
 20,709
 239
 20,470
 (4,173)
 3,201
 19,498
 244,940
 135,419

$
$
$

2018

 31,090
 18,374
 (1,184)
 17,190
 13,900
 34
 13,866
 645
 (1,501)
 13,010
 200,911
 99,415

$

$
$
$

Net increase in net assets resulting from operations can vary substantially from period to period for various reasons,
including the recognition of realized gains and losses and unrealized appreciation and depreciation on investments. As a
result, annual comparisons of net increase in net assets resulting from operations may not be meaningful.

Investment income

Total investment income increased by $2.9 million, or 6.7%, to $46.0 million for the year ended December 31, 2020 as
compared to the year ended December 31, 2019. For the year ended December 31, 2020, total investment income consisted
primarily of $42.2 million in interest income from investments, which included $10.3 million in income from the accretion
of  origination  fees  and  ETP,  $3.7  million  in  fee  income  and  $0.1  million  in  dividend  income.  Interest  income  on  debt
investments increased by $5.1 million, or 13.8%, to $42.2 million for the year ended December 31, 2020 as compared to
the year ended December 31, 2019. Interest income on investments for the year ended December 31, 2020 as compared to
the year ended December 31, 2019 increased primarily due to an increase of $68.5 million, or 28.0%, in the average size of
our debt investment portfolio partially offset by a decrease in one-month LIBOR which is the base rate for many of our
variable  rate  debt  investments.  Fee  income,  which  includes  success  fee,  other  fee  and  prepayment  fee  income  on  debt
investments, decreased by $0.1 million, or 2.1%, to $3.7 million for the year ended December 31, 2020 compared to the
year ended December 31, 2019 primarily due to a decrease in fees earned on principal prepayments received.

Total investment income increased by $12.0 million, or 38.7%, to $43.1 million for the year ended December 31, 2019
as  compared  to  the  year  ended  December  31,  2018.  For  the  year  ended  December  31,  2019,  total  investment  income
consisted primarily of $37.1 million in interest income from investments, which included $10.4 million in income from the
accretion of origination fees and ETP, $3.8 million in fee income and $2.2 million in dividend income. Interest income on
debt investments increased by $8.3 million, or 28.8%, to $37.1 million for the year ended December 31, 2019 as compared
to the year ended December 31, 2018. Interest income on investments for the year ended December 31, 2019 as compared
to the year ended December 31, 2018 increased primarily due to an increase of $44.0 million, or 21.9%, in the average size
of our debt investment portfolio and an increase in accelerated fees earned on higher principal prepayments received. Fee
income, which includes success fee, other fee and prepayment fee income on debt investments, increased by $1.8 million,
or 85.6%, to $3.8 million for the year ended December 31, 2019 compared to the year ended December 31, 2018 primarily
due to an increase in fees earned on higher principal prepayments received.

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Table of Contents

The  following  table  shows  our  dollar-weighted  annualized  yield  for  the  years  ended  December  31,  2020,  2019  and

2018:

Investment type:
Debt investments(1)(2)

Equity interest in HSLFI and debt investments(1)(3)

Equity interest in HSLFI(1)(4)

All investments(1)(5)

For the year ended
December 31, 
2019
 16.7 %  
 16.7 %  
 16.2 %  
 15.7 %  

2020
 14.6 %  
 14.5 %  
 — %  
 13.9 %  

2018
 15.3 %
 15.2 %
 9.0
 13.9 %

(1) We  calculate  the  dollar-weighted  annualized  yield  on  average  investment  type  for  any  period  as  (1)  total  related
investment income during the period divided by (2) the average of the fair value of the investment type outstanding on
(a) the last day of the calendar month immediately preceding the first day of the period and (b) the last day of each
calendar  month  during  the  period.  The  dollar-weighted  annualized  yield  on  average  investment  type  is  higher  than
what investors will realize because it does not reflect our expenses or any sales load paid by investors.

(2) Excludes  any  yield  from  equity  interest  in  HSLFI  through  April  21,  2020,  warrants,  equity  and  other  investments.

Related investment income includes interest income and fee income from debt investments.

(3) Excludes any yield from warrants, equity and other investments. Related investment income includes dividend income

from equity interest in HSLFI through April 21, 2020, interest income and fee income from debt investments.

(4) Excludes  any  yield  from  debt  investments,  warrants,  equity  and  other  investments.  Related  investment  income

includes dividend income from equity interest in HSLFI through April 21, 2020.

(5) Includes any yield from equity interest in HSFLI through April 21, 2020, debt investments, warrants, equity and other

investments. Related investment income includes interest income, fee income and dividend income.

Investment  income,  consisting  of  interest  income  and  fees  on  debt  investments,  can  fluctuate  significantly  upon
repayment of large debt investments. Interest income from the five largest debt investments in the aggregate accounted for
23%, 17% and 25% of investment income for the years ended December 31, 2020, 2019 and 2018, respectively.

Expenses

Net expenses increased by $2.6 million, or 11.8%, to $25.1 million for the year ended December 31, 2020 as compared
to  the  year  ended  December  31,  2019.  Net  expenses  increased  by  $5.2  million,  or  30.4%,  to  $22.4  million  for  the  year
ended December 31, 2019 as compared to the year ended December 31, 2018. Total expenses for each period consisted of
interest expense, base management fee, incentive and administrative fees, professional fees and general and administrative
expenses.

Interest  expense  increased  by  $1.3  million,  or  16.1%,  to  $9.7  million  for  the  year  ended  December  31,  2020  as
compared to the year ended December 31, 2019. Interest expense, which includes the amortization of debt issuance costs,
increased  primarily  due  to  an  increase  in  average  borrowings  of  $39.5  million,  or  29.1%,  offset  by  a  reduction  in  our
effective cost of debt. Interest expense increased by $2.0 million, or 30.9%, to $8.3 million for the year ended December
31,  2019  as  compared  to  the  year  ended  December  31,  2018.  Interest  expense,  which  includes  the  amortization  of  debt
issuance  costs,  increased  primarily  due  to  an  increase  in  average  borrowings  of  $36.0  million,  or  36.2%,  which  was
partially offset by a decrease in LIBOR.

Base  management  fee  expense  increased  by  $0.9  million,  or  16.2%,  to  $6.5  million  for  the  December  31,  2020  as
compared to the year ended December 31, 2019 primarily due to an increase of $56.4 million, or 19.8%, in average gross
assets  less  cash  for  the  year  ended  December  31,  2020  as  compared  to  the  year  ended  December  31,  2019.  Base
management fee expense increased by $1.0 million, or 21.4%, to $5.6 million for the year ended December 31, 2019 as
compared to the year ended December 31, 2018 primarily due to an increase of $44.0 million, or 21.9%, in the average size
of our investment portfolio for the year ended December 31, 2019 as compared to the year ended December 31, 2018.

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On  March  5,  2019,  our  Advisor  irrevocably  waived  the  receipt  of  incentive  fees  related  to  the  amounts  previously
deferred  that  it  may  be  entitled  to  receive  under  the  Investment  Management  Agreement  for  the  period  commencing  on
January 1, 2019 and ending on December 31, 2019. Such waived incentive fees will not be subject to recoupment. During
the  year  ended  December  31,  2019,  our  Advisor  waived  performance  based  incentive  fees  of  $1.8  million  which  our
Advisor would have otherwise been paid. This resulted in $1.8 million of reduced expense and additional net investment
income for the year ended December 31, 2019.

On  March  6,  2018,  our  Advisor  irrevocably  waived  the  receipt  of  incentive  fees  related  to  the  amounts  previously
deferred  that  it  may  be  entitled  to  receive  under  the  Investment  Management  Agreement  for  the  period  commencing  on
January 1, 2018 and ending on December 31, 2018. Such waived incentive fees will not be subject to recoupment. During
the  year  ended  December  31,  2018,  our  Advisor  waived  performance  based  incentive  fees  of  $1.2  million  which  our
Advisor  would  have  otherwise  earned.  This  resulted  in  $1.2  million  of  reduced  expense  and  additional  net  investment
income for the year ended December 31, 2018.

Performance  based  incentive  fee  expense  increased  by  $0.1  million,  or  1.3%,  to  $5.2  million  for  the  year  ended
December  31,  2020  as  compared  to  the  year  ended  December  31,  2019.  This  increase  was  due  to  an  increase  of  $0.3
million, or 1.3%, in Pre-Incentive Fee Net Investment Income for the year ended December 31, 2020 compared to the year
ended December 31, 2019. Performance based incentive fee expense, net of the waiver above, increased by $1.9 million, or
59.5%,  to  $5.1  million  for  the  year  ended  December  31,  2019  as  compared  to  the  year  ended  December  31,  2018.  This
increase  was  due  to  (i)  an  increase  of  $8.5  million,  or  49.9%,  in  Pre-Incentive  Fee  Net  Investment  Income  for  the  year
ended December 31, 2019 compared to the year ended December 31, 2018 and (ii) an increase in the Incentive Fee Cap
calculated based on the incentive fee cap and deferral mechanism in our Investment Management Agreement for the year
ended  December  31,  2019  compared  to  the  year  ended  December  31,  2018.  The  incentive  fee  on  pre-incentive  fee  net
investment  income  was  subject  to  the  Incentive  Fee  Cap  for  the  year  ended  December  31,  2018  due  to  the  cumulative
incentive  fees  paid  exceeding  20%  of  cumulative  pre-incentive  fee  net  return  during  the  applicable  quarter  and  the  11
preceding full calendar quarters.

In  2020  and  2019,  we  elected  to  carry  forward  taxable  income  in  excess  of  current  year  distributions  into  the  next
tax year and pay a 4% excise tax on such income. For the  years ended December 31, 2020 and 2019, we elected to carry
forward  taxable  income  in  excess  of  current  year  distributions  of  $6.2  million  and  $6.5  million,  respectively.  At
December 31, 2020 and 2019, excise tax payable of $0.2 million was recorded.

Administrative fee expense, professional fees and general and administrative expenses were $3.7 million, $3.4 million

and $3.0 million for the years ended December 31, 2020, 2019 and 2018, respectively.

Net realized gains and losses and net unrealized appreciation and depreciation

Realized gains or losses on investments are measured by the difference between the net proceeds from the repayment
or  sale  and  the  cost  basis  of  our  investments  without  regard  to  unrealized  appreciation  or  depreciation  previously
recognized. Realized gains or losses on investments include investments charged off during the period, net of recoveries.
The  net  change  in  unrealized  appreciation  or  depreciation  on  investments  primarily  reflects  the  change  in  portfolio
investment fair values during the reporting period, including the reversal of previously recorded unrealized appreciation or
depreciation when gains or losses are realized.

During the year ended December 31, 2020, we realized net losses totaling $14.7 million primarily due to the realized
loss  on  the  settlement  of  five  of  our  debt  investments  partially  offset  by  the  realized  gain  from  the  consideration  we
received from the exercise and sale of warrants in six portfolio companies. During the year ended December 31, 2019, we
realized net losses totaling $4.2 million primarily due to the expiration of one of our royalty agreements and the sale of one
of our license agreements, which were included in other investments, which was partially offset by a gain on the sale of our
equity investment in one portfolio company and from the consideration we received from the termination of warrants upon
the  sale  of  three  portfolio  companies.  During  the  year  ended  December  31,  2018,  we  realized  net  gains  totaling  $0.6
million primarily due to gains realized on the sale of equity received upon the exercise of warrants.

During  the  year  ended  December  31,  2020,  we  recorded  net  unrealized  appreciation  on  investments  totaling  $0.3

million due to the unrealized appreciation on our warrant investments offset by the unrealized depreciation on our debt

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and  equity  investments.  During  the  year  ended  December  31,  2019,  we  recorded  net  unrealized  appreciation  on
investments totaling $3.2 million due to the unrealized appreciation on one of our equity investments and the reversal of
previously recorded unrealized depreciation from the expiration of one of our royalty agreements, which was included in
other  investments,  partially  offset  by  the  unrealized  depreciation  on  one  of  our  debt  investments.  During  the  year  ended
December  31,  2018,  we  recorded  net  unrealized  depreciation  on  investments  totaling  $1.5  million  due  to  the  unrealized
depreciation on our warrant and equity investments in public companies.

Liquidity and capital resources

As of December 31, 2020 and 2019, we had cash and investments in money market funds of $46.7 million and $16.3
million,  respectively.  Cash  and  investments  in  money  market  funds  are  available  to  fund  new  investments,  reduce
borrowings,  pay  expenses,  repurchase  common  stock  and  pay  distributions.  In  addition,  as  of  December  31,  2020  and
2019, we had $1.1 million of restricted investments in money market funds. Restricted investments in money market funds
may  be  used  to  make  monthly  interest  and  principal  payments  on  our  Asset-Backed  Notes  or  our  NYL  Facility.  Our
primary sources of capital have been from our public and private equity offerings, use of our Credit Facilities and issuance
of our public debt offerings.

On March 26, 2019, we completed a follow-on public offering of 2,000,000 shares of our common stock at a public
offering price of $12.14 per share, for total net proceeds to us of $23.1 million, after deducting underwriting commission
and discounts and other offering expenses.

On  August  2,  2019  we  entered  into  an  At-The-Market  (“ATM”),  sales  agreement  (the  “Prior  Equity  Distribution
Agreement”), with Goldman Sachs & Co. LLC and B. Riley FBR, Inc (each a “Sales Agent” and, collectively, the “Sales
Agents”). The Prior Equity Distribution Agreement provided that we may offer and sell shares of common stock from time
to time through the Sales Agents representing up to $50.0 million worth of our common stock, in amounts and at times to
be determined by us.

On  July  30,  2020,  we  terminated  the  Prior  Equity  Distribution  Agreement  and  entered  into  a  new  ATM  sales
agreement (the “Equity Distribution Agreement”) with the Sales Agents. The remaining shares available under the Prior
Equity Distribution Agreement are no longer available for issuance. The Equity Distribution Agreement provides that we
may offer and sell our shares from time to time through the Sales Agents up to $100.0 million worth of our common stock,
in amounts and at times to be determined by us. Sales of our common stock, if any, may be made in negotiated transactions
or transactions that are deemed to be “at-the-market,” as defined in Rule 415 under the Securities Act, including sales made
directly  on  the  NASDAQ  or  similar  securities  exchange  or  sales  made  to  or  through  a  market  maker  other  than  on  an
exchange, at prices related to the prevailing market prices or at negotiated prices

During  the  year  ended  December  31,  2020,  we  sold  3,702,500  shares  of  common  stock  under  the  Prior  Equity
Distribution Agreement and the Equity Distribution Agreement. For the same period, we received total accumulated net
proceeds  of  approximately  $44.6  million,  including  $1.0  million  of  offering  expenses,  from  these  sales.  During  the  year
ended December 31, 2019, we sold 2,012,844 shares of common stock under the Prior Equity Distribution Agreement. For
the  same  period,  we  received  total  accumulated  net  proceeds  of  approximately  $24.0  million,  including  $0.6  million  of
offering expenses, from these sales.

On  April  24,  2020,  our  Board  extended  a  previously  authorized  stock  repurchase  program  which  allows  us  to
repurchase  up  to  $5.0  million  of  our  common  stock  at  prices  below  our  NAV  per  share  as  reported  in  our  most  recent
consolidated financial statements. Under the repurchase program, we may, but are not obligated to, repurchase shares of
our  outstanding  common  stock  in  the  open  market  or  in  privately  negotiated  transactions  from  time  to  time.  Any
repurchases  by  us  will  comply  with  the  requirements  of  Rule  10b-18  under  the  Exchange  Act  and  any  applicable
requirements  of  the  1940  Act.  Unless  extended  by  our  Board,  the  repurchase  program  will  terminate  on  the  earlier  of
June 30, 2021 or the repurchase of $5.0 million of our common stock. During the years ended December 31, 2020, 2019
and  2018,  we  did  not  make  any  repurchases  of  our  common  stock.  From  the  inception  of  the  stock  repurchase  program
through  December  31,  2020,  we  repurchased  167,465  shares  of  our  common  stock  at  an  average  price  of  $11.22  on  the
open market at a total cost of $1.9 million.

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At December 31, 2020 and 2019, the outstanding principal balance under the Key Facility was $28.0 million and $17.0
million,  respectively.  As  of  December  31,  2020  and  2019,  we  had  borrowing  capacity  under  the  Key  Facility  of  $97.0
million and $108.0 million, respectively. At December 31, 2020 and 2019, $24.8 million and $24.2 million, respectively,
were available for borrowing, subject to existing terms and advance rates.

At  December  31,  2020,  the  outstanding  principal  balance  under  the  NYL  Facility  was  $22.3  million.  As  of
December  31,  2020,  we  had  borrowing  capacity  under  the  NYL  Facility  of  $77.7  million.  At  December  31,  2020,  $0.9
million was available for borrowing, subject to existing terms and advance rates.

Our operating activities used cash of $25.3 million for the year ended December 31, 2020, and our financing activities
provided cash of $55.7 million for the same period. Our operating activities used cash primarily to purchase investments in
portfolio  companies  partially  offset  by  principal  payments  received  on  our  debt  investments.  Our  financing  activities
provided cash primarily from advances on our credit facilities and the sale of shares through our ATM for net proceeds of
$44.6 million, after deducting underwriting commission and discounts and other offering expenses, partially offset by the
use of cash to repay our Key Facility and to pay distributions to our stockholders.

Our operating activities used cash of $51.4 million for the year ended December 31, 2019, and our financing activities
provided cash of $56.2 million for the same period. Our operating activities used cash primarily to purchase investments in
portfolio  companies  partially  offset  by  principal  payments  received  on  our  debt  investments.  Our  financing  activities
provided cash primarily from the sale of shares through a follow-on public offering and our ATM for net proceeds of $47.1
million,  after  deducting  underwriting  commission  and  discounts  and  other  offering  expenses  and  the  completion  of  our
Asset-Backed Notes, partially offset by the use of cash to pay distributions to our stockholders.

Our operating activities used cash of $12.1 million for the year ended December 31, 2018, and our financing activities
provided cash of $18.1 million for the same period. Our operating activities used cash primarily for investments made in
portfolio  companies  and  HSLFI,  partially  offset  by  principal  payments  received  on  our  debt  investments.  Our  financing
activities provided cash primarily from advances on our Key Facility partially offset by repayment of our Key Facility and
payment of distributions to our stockholders.

Our  primary  use  of  available  funds  is  to  make  debt  investments  in  portfolio  companies  and  for  general  corporate
purposes.  We  expect  to  raise  additional  equity  and  debt  capital  opportunistically,  as  needed,  and  subject  to  market
conditions, to support our future growth to the extent permitted by the 1940 Act.

In order to remain subject to taxation as a RIC, we intend to distribute to our stockholders all or substantially all of our
investment company taxable income. In addition, as a BDC, we are required to maintain asset coverage of at least 150%.
This requirement limits the amount that we may borrow.

We believe that our current cash, cash generated from operations, and funds available from our Credit Facilities will be

sufficient to meet our working capital and capital expenditure commitments for at least the next 12 months.

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Current borrowings

The following table shows our borrowings as of December 31, 2020 and 2019:

Key Facility
NYL Facility
Asset-Backed Notes
2022 Notes
Total before debt  issuance costs
Unamortized debt issuance costs
attributable to term borrowings
Total borrowings outstanding, net

Total

December 31, 2020
     Balance

     Unused

Total

December 31, 2019
     Balance

     Unused

Commitment Outstanding Commitment Commitment Outstanding Commitment
(In thousands)

$  125,000
 100,000
 100,000  
 37,375  
 362,375  

$  28,000
 22,250
 100,000  
 37,375  
 187,625  

$  97,000
 77,750

$  125,000
 —

$  17,000
 —

 —  
 —  
 174,750  

 100,000  
 37,375  
 262,375  

 100,000  
 37,375  
 154,375  

 —  

 (1,806) 

 —  

 —  

 (2,325) 

$  362,375

$ 185,819

$  174,750

$  262,375

$  152,050

$  108,000
 —
 —
 —
 108,000

 —
$  108,000

We entered into the Key Facility effective November 4, 2013. The interest rate on the Key Facility is based upon the
one-month LIBOR plus a spread of 3.25%, with a LIBOR floor of 1.00%. The LIBOR rate was 0.14% and 1.76% as of
December 31, 2020 and 2019, respectively. The interest rates in effect were 4.25% and 4.94% as of December 31, 2020
and 2019, respectively. The Key Facility requires the payment of an unused line fee in an amount equal to 0.50% of any
unborrowed amount available under the facility annually.

The Key Facility has an accordion feature which allows for an increase in the total loan commitment to $150 million.
On June 29, 2020, we amended the Key Facility, among other things, to amend the LIBOR floor from 0.75% to 1.00% and
to extend the period during which we may request advances under the Key Facility (the “Revolving Period”) to September
30,  2021.  The  Key  Facility  is  collateralized  by  debt  investments  held  by  Credit  II  and  permits  an  advance  rate  of  up  to
fifty percent (50%) of eligible debt investments held by Credit II. The Key Facility contains covenants that, among other
things, require us to maintain a minimum net worth, to restrict the debt investments securing the Key Facility to certain
criteria for qualified debt investments and to comply with portfolio company concentration limits as defined in the related
loan  agreement.  After  the  Revolving  Period,  we  may  not  request  new  advances,  and  we  must  repay  the  outstanding
advances  under  the  Key  Facility  as  of  such  date,  at  such  times  and  in  such  amounts  as  are  necessary  to  maintain
compliance with the terms and conditions of the Key Facility, particularly the condition that the principal balance of the
Key  Facility  not  exceed  fifty  percent  (50%)  of  the  aggregate  principal  balance  of  our  eligible  debt  investments  to  our
portfolio companies. The maturity of the Key Facility, the date on which all outstanding advances under the Key Facility
are due and payable, is on April 6, 2023.

On  September  29,  2017,  we  issued  and  sold  an  aggregate  principal  amount  of  $32.5  million  2022  Notes,  and  on
October  11,  2017,  pursuant  to  the  underwriters’  30-day  option  to  purchase  additional  notes,  we  sold  an  additional  $4.9
million of the 2022 Notes. The 2022 Notes have a stated maturity of September 15, 2022 and may be redeemed in whole or
in  part  at  our  option  at  any  time  or  from  time  to  time  on  or  after  September  15,  2019  at  a  redemption  price  of  $25  per
security plus accrued and unpaid interest. The 2022 Notes bear interest at a rate of 6.25% per year payable quarterly on
March 15, June 15, September 15 and December 15 of each year. The 2022 Notes are our direct, unsecured obligations and
(1) rank equally in right of payment with our current and future unsecured indebtedness; (2) are senior in right of payment
to  any  of  our  future  indebtedness  that  expressly  provides  it  is  subordinated  to  the  2022  Notes;  (3)  are  effectively
subordinated  to  all  of  our  existing  and  future  secured  indebtedness  (including  indebtedness  that  is  initially  unsecured  to
which  we  subsequently  grant  security),  to  the  extent  of  the  value  of  the  assets  securing  such  indebtedness  and  (4)  are
structurally  subordinated  to  all  existing  and  future  indebtedness  and  other  obligations  of  any  of  our  subsidiaries.  As  of
December 31, 2020, we were in material compliance with the terms of the 2022 Notes. The 2022 Notes are listed on the
New York Stock Exchange under the symbol “HTFA”.

On August 13, 2019, the Asset-Backed Notes were issued by the 2019-1 Trust pursuant to a note purchase agreement,
dated as of August 13, 2019, by and among us and Keybanc Capital Markets Inc. as Initial Purchaser, and are backed by a
pool of loans made to certain portfolio companies of ours and secured by certain assets of those portfolio companies and
are to be serviced by us. Interest on the Asset-Backed Notes will be paid, to the extent of funds available, at a fixed rate of

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4.21% per annum. The Asset-Backed Notes have a two-year reinvestment period and a stated maturity of September 15,
2027.  The  Asset-Backed  Notes  were  rated  A+(sf)  by  Morningstar  Credit  Ratings,  LLC  on  August  13,  2019.   There  has
been no change in the rating since August 13, 2019.

At December 31, 2020 and 2019, the Asset-Backed Notes had an outstanding principal balance of $100.0 million.

Under  the  terms  of  the  Asset-Backed  Notes,  we  are  required  to  maintain  a  reserve  cash  balance,  funded  through
proceeds from the sale of the Asset-Backed Notes, which may be used to pay monthly interest and principal payments on
the Asset-Backed Notes. The Company has segregated these funds and classified them as restricted investments in money
market  funds.  At  December  31,  2020  and  2019,  there  was  approximately  $1.0  million  and  $1.1  million,  respectively,  of
restricted investments.

On April 21, 2020, we purchased all of the limited liability company interests of Arena in HSLFI. HFI is a wholly-
owned subsidiary of HSLFI. HFI entered into the NYL Facility with the NYL Noteholders for an aggregate purchase price
of up to $100.0 million, with an accordion feature of up to $200.0 million at the mutual discretion and agreement of HSLFI
and  the  NYL  Noteholders.  On  June  1,  2018,  HSLFI  sold  or  contributed  to  HFI  certain  secured  loans  made  to  certain
portfolio  companies  pursuant  to  the  Sale  and  Servicing  Agreement.  Any  notes  issued  by  HFI  are  collateralized  by  all
investments  held  by  HFI  and  permit  an  advance  rate  of  up  to  67%  of  the  aggregate  principal  amount  of  eligible  debt
investments.

On  June  5,  2020,  HFI  amended  the  NYL  Facility  to  extend  the  investment  period  to  June  5,  2022.  The  investment
period will be followed by a five year amortization period. The stated final payment date was extended to June 15, 2027,
subject to any extension of the investment period. The interest rate on the notes issued under the NYL Facility is based on
the three year USD mid-market swap rate plus a margin of between 3.55% and 5.15% with an interest rate floor, depending
on  the  rating  of  such  notes  at  the  time  of  issuance.  Any  obligation  to  make  additional  advances  was  conditioned  on  the
occurrence  of  certain  conditions,  which  were  satisfied  June  26,  2020.  There  were  $22.3  million  in  notes  issued  to  the
Noteholders as of December 31, 2020 at an interest rate of 4.60%.

Other assets

As of December 31, 2020 and 2019, other assets were $1.9 million and $1.5 million, respectively, which is primarily

comprised of debt issuance costs and prepaid expenses.

Contractual obligations and off-balance sheet arrangements

The following table shows our significant contractual payment obligations and off-balance sheet arrangements as of

December 31, 2020:

Borrowings
Unfunded commitments
Total

Payments due by period

Total

     Less than     
1 year

1 – 3
Years

3 – 5
Years

     After 5
years

$ 187,625
 91,500
$ 279,125

$  9,716
   68,000
$ 77,716

(In thousands)
$ 142,097
 23,500
$ 165,597

$ 35,812

 —  

$ 35,812

$  —
 —
$  —

In  the  normal  course  of  business,  we  are  party  to  financial  instruments  with  off-balance  sheet  risk.  These  consist
primarily  of  unfunded  commitments  to  extend  credit,  in  the  form  of  loans,  to  our  portfolio  companies.  Unfunded
commitments to provide funds to portfolio companies are not reflected on our balance sheet. Our unfunded commitments
may be significant from time to time. As of December 31, 2020, we had such unfunded commitments of $91.5 million.
This includes no undrawn revolver commitments. These commitments are subject to the same underwriting and ongoing
portfolio maintenance requirements as are the financial instruments that we hold on our balance sheet. In addition, these
commitments  are  often  subject  to  financial  or  non-financial  milestones  and  other  conditions  to  borrowing  that  must  be
achieved before the commitment can be drawn. Since these commitments may expire without being drawn upon, the total
commitment  amount  does  not  necessarily  represent  future  cash  requirements.  We  regularly  monitor  our  unfunded
commitments and anticipated refinancings, maturities and capital raising, to ensure that we have sufficient liquidity to

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fund  such  unfunded  commitments.  As  of  December  31,  2020,  we  reasonably  believed  that  our  assets  would  provide
adequate financial resources to satisfy all of our unfunded commitments.

In addition to the Credit Facilities, we have certain commitments pursuant to our Investment Management Agreement
entered into with our Advisor. We have agreed to pay a fee for investment advisory and management services consisting of
two  components  (1)  a  base  management  fee  equal  to  a  percentage  of  the  value  of  our  gross  assets  less  cash  or  cash
equivalents,  and  (2)  a  two-part  incentive  fee.  We  have  also  entered  into  a  contract  with  our  Advisor  to  serve  as  our
administrator. Payments under the Administration Agreement are equal to an amount based upon our allocable portion of
our Advisor’s overhead in performing its obligations under the agreement, including rent, fees and other expenses inclusive
of  our  allocable  portion  of  the  compensation  of  our  Chief  Financial  Officer  and  Chief  Compliance  Officer  and  their
respective staffs. See Note 3 to our consolidated financial statements for additional information regarding our Investment
Management Agreement and our Administration Agreement.

Distributions

In order to qualify and be subject to tax as a RIC, we must meet certain source-of-income, asset diversification and
annual distribution requirements. Generally, in order to qualify as a RIC, we must derive at least 90% of our gross income
for each tax year from dividends, interest, payments with respect to certain securities, loans, gains from the sale or other
disposition  of  stock,  securities  or  foreign  currencies,  income  derived  from  certain  publicly  traded  partnerships,  or  other
income  derived  with  respect  to  its  business  of  investing  in  stock  or  other  securities.  We  must  also  meet  certain  asset
diversification requirements at the end of each quarter of each tax year. Failure to meet these diversification requirements
on the last day of a quarter may result in us having to dispose of certain investments quickly in order to prevent the loss of
RIC status. Any such dispositions could be made at disadvantageous prices or times, and may cause us to incur substantial
losses.

In addition, in order to be subject to tax as a RIC and to avoid the imposition of corporate-level tax on the income and
gains we distribute to our stockholders in respect of any tax year, we are required under the Code to distribute as dividends
to our stockholders out of assets legally available for distribution each tax year an amount generally at least equal to 90%
of  the  sum  of  our  net  ordinary  income  and  net  short-term  capital  gains  in  excess  of  net  long-term  capital  losses,  if  any.
Additionally, in order to avoid the imposition of a U.S. federal excise tax, we are required to distribute, in respect of each
calendar  year,  dividends  to  our  stockholders  of  an  amount  at  least  equal  to  the  sum  of  98%  of  our  calendar  year  net
ordinary income (taking into account certain deferrals and elections); 98.2% of our capital gain net income (adjusted for
certain ordinary losses) for the one year period ending on October 31 of such calendar year; and any net ordinary income
and capital gain net income for preceding calendar years that were not distributed during such calendar years and on which
we previously did not incur any U.S. federal income tax. If we fail to qualify as a RIC for any reason and become subject
to corporate tax, the resulting corporate taxes could substantially reduce our net assets, the amount of income available for
distribution  and  the  amount  of  our  distributions.  Such  a  failure  would  have  a  material  adverse  effect  on  us  and  our
stockholders. In addition, we could be required to recognize unrealized gains, incur substantial taxes and interest and make
substantial  distributions  in  order  to  re-qualify  as  a  RIC.  We  cannot  assure  stockholders  that  they  will  receive  any
distributions.

To the extent our taxable earnings in a tax year fall below the total amount of our distributions made to stockholders in
respect of such tax year, a portion of those distributions may be deemed a return of capital to our stockholders for U.S.
federal income tax purposes. Thus, the source of a distribution to our stockholders may be the original capital invested by
the  stockholder  rather  than  our  income  or  gains.  Stockholders  should  review  any  written  disclosure  accompanying  a
distribution payment carefully and should not assume that the source of any distribution is our ordinary income or gains.

We  have  adopted  an  “opt  out”  DRIP  for  our  common  stockholders.  As  a  result,  if  we  declare  a  distribution,  then
stockholders’  cash  distributions  will  be  automatically  reinvested  in  additional  shares  of  our  common  stock  unless  a
stockholder specifically “opts out” of our DRIP. If a stockholder opts out, that stockholder will receive cash distributions.
Although distributions paid in the form of additional shares of our common stock will generally be subject to U.S. federal,
state  and  local  taxes,  stockholders  participating  in  our  DRIP  will  not  receive  any  corresponding  cash  distributions  with
which to pay any such applicable taxes. If our common stock is trading above NAV, a stockholder receiving distributions in
the form of additional shares of our common stock will be treated as receiving a distribution of an amount equal to the

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fair market value of such shares of our common stock. We may use newly issued shares to implement the DRIP, or we may
purchase shares in the open market in connection with our obligations under the DRIP.

Related party transactions

We  have  entered  into  the  Investment  Management  Agreement  with  the  Advisor.  The  Advisor  is  registered  as  an
investment adviser under the Investment Advisers Act of 1940, as amended. Our investment activities are managed by the
Advisor and supervised by the Board, the majority of whom are independent directors. Under the Investment Management
Agreement, we have agreed to pay the Advisor a base management fee as well as an incentive fee. During the  years ended
December  31,  2020,  2019  and  2018,  the  Advisor  earned  $11.6  million,  $10.7  million  and  $7.8  million,  respectively,
pursuant to the Investment Management Agreement.

Horizon Technology Finance Principals LLC f/k/a Horizon Technology Finance, LLC (“HTF Principals”) owns more
than seventy percent (70%) of the Advisor. Our Chief Executive Officer, Robert D. Pomeroy, Jr. and our President, Gerald
A. Michaud own one hundred percent (100%) of HTF Principals. By virtue of their ownership interest in HTF Principals,
Mr.  Pomeroy and Mr. Michaud control our Advisor.

We have also entered into the Administration Agreement with the Advisor. Under the Administration Agreement, we
have agreed to reimburse the Advisor for our allocable portion of overhead and other expenses incurred by the Advisor in
performing  its  obligations  under  the  Administration  Agreement,  including  rent  and  our  allocable  portion  of  the  costs  of
compensation and related expenses of our Chief Financial Officer and Chief Compliance Officer and their respective staffs.
In addition, pursuant to the terms of the Administration Agreement the Advisor provides us with the office facilities and
administrative services necessary to conduct our day-to-day operations. During the years ended December 31, 2020, 2019
and  2018,  the  Advisor  earned  $1.0  million,  $0.9  million  and  $0.7  million,  respectively,  pursuant  to  the  Administration
Agreement.

HTF Principals has granted the Company a non-exclusive, royalty-free license to use the name “Horizon Technology

Finance.”

We believe that we derive substantial benefits from our relationship with our Advisor. Our Advisor may manage other
investment  vehicles,  or  Advisor  Funds,  with  the  same  investment  strategy  as  us.  The  Advisor  may  provide  us  an
opportunity to co-invest with the Advisor Funds. Under the 1940 Act, absent receipt of exemptive relief from the SEC, we
and  our  affiliates  are  precluded  from  co-investing  in  negotiated  investments.  On  November  27,  2017,  we  were  granted
exemptive relief from the SEC which permits us to co-invest with Advisor Funds, subject to certain conditions.

Critical accounting policies

The discussion of our financial condition and results of operation is based upon our financial statements, which have
been prepared in accordance with GAAP. The preparation of these consolidated financial statements requires management
to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenues and expenses. Changes in
the  economic  environment,  financial  markets  and  any  other  parameters  used  in  determining  such  estimates  could  cause
actual results to differ. In addition to the discussion below, we describe our significant accounting policies in the notes to
our consolidated financial statements.

We have identified the following items as critical accounting policies.

Valuation of investments

Investments are recorded at fair value. Our Board determines the fair value of our portfolio investments. We apply fair
value  to  substantially  all  of  our  investments  in  accordance  with  Topic  820,  Fair  Value  Measurement,  of  the  Financial
Accounting Standards Board’s, or FASB’s, Accounting Standards Codification as amended, or ASC, which establishes a
framework  used  to  measure  fair  value  and  requires  disclosures  for  fair  value  measurements.  We  have  categorized  our
investments carried at fair value, based on the priority of the valuation technique, into a three-level fair value hierarchy.
Fair  value  is  a  market-based  measure  considered  from  the  perspective  of  the  market  participant  who  holds  the  financial
instrument rather than an entity specific measure. Therefore, when market assumptions are not readily available, our own

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assumptions  are  set  to  reflect  those  that  management  believes  market  participants  would  use  in  pricing  the  financial
instrument at the measurement date.

The availability of observable inputs can vary depending on the financial instrument and is affected by a wide variety
of  factors,  including,  for  example,  the  type  of  product,  whether  the  product  is  new,  whether  the  product  is  traded  on  an
active exchange or in the secondary market and the current market conditions. To the extent that the valuation is based on
models  or  inputs  that  are  less  observable  or  unobservable  in  the  market,  the  determination  of  fair  value  requires  more
judgment. The three categories within the hierarchy are as follows:

Level 1 Quoted prices in active markets for identical assets and liabilities.

Level 2 Observable inputs other than Level 1 prices such as quoted prices for similar assets or liabilities in active
markets, quoted prices in markets that are not active and model-based valuation techniques for which all
significant inputs are observable or can be corroborated by observable market data for substantially the
full term of the assets or liabilities.

Level 3 Unobservable inputs that are supported by little or no market activity and that are significant to the fair
value of the assets or liabilities. Level 3 assets and liabilities include financial instruments whose value is
determined using pricing models, discounted cash flow methodologies or similar techniques, as well as
instruments  for  which  the  determination  of  fair  value  requires  significant  management  judgment  or
estimation.

Our  Board  determines  the  fair  value  of  investments  in  good  faith,  based  on  the  input  of  management,  the  audit
committee and independent valuation firms that have been engaged at the direction of our Board to assist in the valuation
of  each  portfolio  investment  without  a  readily  available  market  quotation  at  least  once  during  a  trailing  twelve-month
period under our valuation policy and a consistently applied valuation process. The Board conducts this valuation process
at the end of each fiscal quarter, with 25% (based on fair value) of our valuation of portfolio companies that do not have a
readily available market quotations subject to review by an independent valuation firm.

Income recognition

Interest on debt investments is accrued and included in income based on contractual rates applied to principal amounts
outstanding.  Interest  income  is  determined  using  a  method  that  results  in  a  level  rate  of  return  on  principal  amounts
outstanding.  Generally,  when  a  debt  investment  becomes  90  days  or  more  past  due,  or  if  we  otherwise  do  not  expect  to
receive  interest  and  principal  repayments,  the  debt  investment  is  placed  on  non-accrual  status  and  the  recognition  of
interest income may be discontinued. Interest payments received on non-accrual debt investments may be recognized as
income, on a cash basis, or applied to principal depending upon management’s judgment at the time the debt investment is
placed on non-accrual status. For the year ended December 31, 2020, we recognized as interest income interest payments
of  $0.03  million  received  from  one  portfolio  company  whose  debt  investment  was  on  non-accrual  status.  For  the  year
ended  December  31,  2019  and  2018,  we  did  not  recognize  any  interest  income  from  debt  investments  on  non-accrual
status.

We receive a variety of fees from borrowers in the ordinary course of conducting our business, including advisory fees,
commitment fees, amendment fees, non-utilization fees, success fees and prepayment fees. In a limited number of cases,
we may also receive a non-refundable deposit earned upon the termination of a transaction. Debt investment origination
fees, net of certain direct origination costs, are deferred, and along with unearned income, are amortized as a level yield
adjustment over the respective term of the debt investment. All other income is recorded into income when earned. Fees for
counterparty  debt  investment  commitments  with  multiple  debt  investments  are  allocated  to  each  debt  investment  based
upon each debt investment’s relative fair value. When a debt investment is placed on non-accrual status, the amortization of
the related fees and unearned income is discontinued until the debt investment is returned to accrual status.

Certain debt investment agreements also require the borrower to make an ETP that is accrued into income over the life
of  the  debt  investment  to  the  extent  such  amounts  are  expected  to  be  collected.  We  will  generally  cease  accruing  the
income if there is insufficient value to support the accrual or if we do not expect the borrower to be able to pay all principal
and interest due.

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In connection with substantially all lending arrangements, we receive warrants to purchase shares of stock from the
borrower.  We  record  the  warrants  as  assets  at  estimated  fair  value  on  the  grant  date  using  the  Black-Scholes  valuation
model. We consider the warrants as loan fees and record them as unearned income on the grant date. The unearned income
is  recognized  as  interest  income  over  the  contractual  life  of  the  related  debt  investment  in  accordance  with  our  income
recognition  policy.  Subsequent  to  origination,  the  warrants  are  also  measured  at  fair  value  using  the  Black-Scholes
valuation model. Any adjustment to fair value is recorded through earnings as net unrealized gain or loss on investments.
Gains  and  losses  from  the  disposition  of  the  warrants  or  stock  acquired  from  the  exercise  of  warrants  are  recognized  as
realized gains and losses on investments.

Prior to consolidating the investment of HSLFI on and after April 21, 2020, distributions from HSLFI were evaluated
at  the  time  of  distribution  to  determine  if  the  distribution  should  be  recorded  as  dividend  income  or  a  return  of  capital.
Generally, we did not record distributions from HSLFI as dividend income unless there were sufficient accumulated tax-
basis  earnings  and  profit  in  HSLFI  prior  to  distribution.  Distributions  that  were  classified  as  a  return  of  capital  were
recorded as a reduction in the cost basis of the investment. For the period January 1, 2020 through April 21, 2020, there
were no distributions from HSLFI. For the year ended December 31, 2019, HSLFI distributed $0.7 million classified as
dividend  income  to  us.  For  the  period  June  1,  2018  (the  commencement  of  HSLFI’s  operations)  through  December  31,
2018, HSLFI distributed $0.3 million classified as dividend income to us.

Realized gains or losses on the sale of investments, or upon the determination that an investment balance, or portion
thereof, is not recoverable, are calculated using the specific identification method. We measure realized gains or losses by
calculating  the  difference  between  the  net  proceeds  from  the  repayment  or  sale  and  the  amortized  cost  basis  of  the
investment.  Net  change  in  unrealized  appreciation  or  depreciation  reflects  the  change  in  the  fair  values  of  our  portfolio
investments  during  the  reporting  period,  including  any  reversal  of  previously  recorded  unrealized  appreciation  or
depreciation, when gains or losses are realized.

Income taxes

We have elected to be treated as a RIC under Subchapter M of the Code and operate in a manner so as to qualify for
the  tax  treatment  applicable  to  RICs.  In  order  to  qualify  as  a  RIC  and  to  avoid  the  imposition  of  corporate-level  U.S.
federal income tax on the amounts we distribute to our stockholders, among other things, we are required to meet certain
source of income and asset diversification requirements, and we must timely distribute dividends to our stockholders out of
assets  legally  available  for  distribution  each  tax  year  of  an  amount  generally  at  least  equal  to  90%  of  our  investment
company taxable income, as defined by the Code and determined without regard to any deduction for dividends paid. We,
among other things, have made and intend to continue to make the requisite distributions to our stockholders, which will
generally relieve us from incurring any material liability for U.S. federal income taxes.

Depending  on  the  level  of  taxable  income  earned  in  a  tax  year,  we  may  choose  to  carry  forward  taxable  income  in
excess of current year distributions into the next tax year and incur a 4% excise tax on such income, as required. To the
extent that we determine that our estimated current year annual taxable income will be in excess of estimated current year
distributions, we will accrue excise tax, if any, on estimated excess taxable income as taxable income is earned.

We evaluate tax positions taken in the course of preparing our tax returns to determine whether the tax positions are
“more-likely-than-not” to be sustained by the applicable tax authority in accordance with ASC Topic 740, Income Taxes, as
modified by ASC Topic 946, Financial Services – Investment Companies. Tax benefits of positions not deemed to meet the
more-likely-than-not threshold, or uncertain tax positions, are recorded as a tax expense in the current year. It is our policy
to  recognize  accrued  interest  and  penalties  related  to  uncertain  tax  benefits  in  income  tax  expense.  We  had  no  material
uncertain tax positions at December 31, 2020 and 2019.

Recently issued accounting pronouncement

In  March  2020,  the  Financial  Accounting  Standards  Board  issued  Accounting  Standards  Update  No.  2020-04,
Reference Rate Reform (Topic 848): Facilitation of the Effects of Reference Rate Reform on Financial Reporting, or ASU
2020-04.  ASU  2020-04  provides  optional  expedients  and  exceptions  for  applying  GAAP  to  contract  modifications  and
hedging  relationships,  subject  to  meeting  certain  criteria,  that  reference  LIBOR  or  another  rate  that  is  expected  to  be
discontinued. The amendments in ASU 2020-04 are effective for all entities as of March 12, 2020 through December 31,

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2022.  We  are  currently  assessing  the  impact  of  ASU  2020-04  and  the  LIBOR  transition  on  our  consolidated  financial
statements.

Recent developments

Subsequent  to  December  31,  2020  pursuant  to  private  foreclosure  sales,  we  received  net  proceeds  of  approximately
$1.7 million from the sale of  substantially all of the assets of The NanoSteel Company, Inc. (“NanoSteel”), which assets
collateralized our debt investment in NanoSteel. We do not expect to receive any additional material proceeds from the sale
of additional assets of NanoSteel.

On January 14, 2021, we funded a $5.0 million debt investment to a new portfolio company, Clara Foods Co.

On  January  15,  2021,  we  funded  a  $7.0  million  debt  investment  to  a  new  portfolio  company,  Supply  Network

Visibility Holdings LLC.

On February 23, 2021, we funded a $7.0 million debt investment to an existing portfolio company, Getaround, Inc.

On February 25, 2021, we funded a $6.0 million debt investment to a new portfolio company, Primary Kids, Inc.

Item 7A.        Quantitative and Qualitative Disclosures About Market Risk

We  are  subject  to  financial  market  risks,  including  changes  in  interest  rates.  During  the  periods  covered  by  our
financial  statements,  the  interest  rates  on  the  debt  investments  within  our  portfolio  were  primarily  at  floating  rates.  We
expect  that  our  debt  investments  in  the  future  will  primarily  have  floating  interest  rates.  As  of  December  31,  2020  and
2019, 100% and 99%, respectively, of the outstanding principal amount of our debt investments bore interest at floating
rates. The initial commitments to lend to our portfolio companies are usually based on a floating LIBOR index or the Prime
Rate as published in the Wall Street Journal.

Based  on  our  December  31,  2020  consolidated  statement  of  assets  and  liabilities  (without  adjustment  for  potential
changes  in  the  credit  market,  credit  quality,  size  and  composition  of  assets  on  the  consolidated  statement  of  assets  and
liabilities or other business developments that could affect net income) and the base index rates at December 31, 2020, the
following table shows the annual impact on the change in net assets resulting from operations of changes in interest rates,
which assumes no changes in our investments and borrowings:

Change in basis points

Up 300 basis points
Up 200 basis points
Up 100 basis points
Down 300 basis points
Down 200 basis points
Down 100 basis points

     Investment     
Income

     Change in Net

 5,685
 2,670
 1,046

Interest
Expense
(In thousands)
$
$
$
 — $
 — $
 — $

$
 610
$
 326
 43
$
 — $
 — $
 — $

Assets(1)

 5,075
 2,344
 1,003
 —
 —
 —

$
$
$
$
$
$

(1) Excludes the impact of incentive fees based on pre-incentive fee net investment income.

While our 2022 Notes and our Asset-Backed Notes bear interest at a fixed rate, our Credit Facilities have a floating
interest rate provision. The Key Facility is subject to a floor of 1.00% per annum, based on a LIBOR index which resets
monthly and the NYL Facility is based on the three year USD mid-market swap rate plus a margin of between 3.55% and
5.15% with an interest rate floor, depending on the rating of such notes at the time of issuance. Any other credit facilities
into which we enter in the future may have floating interest rate provisions. We have used hedging instruments in the past
to  protect  us  against  interest  rate  fluctuations,  and  we  may  use  them  in  the  future.  Such  instruments  may  include  caps,
swaps, futures, options and forward contracts. While hedging activities may insulate us against adverse changes in interest
rates, they may also limit our ability to participate in the benefits of lower interest rates with respect to the investments in
our  portfolio  with  fixed  interest  rates.  Engaging  in  commodity  interest  transactions  such  as  swap  transactions  or  futures
contracts for the Company may cause the Investment Adviser to fall within the definition of “commodity pool operator”

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under  the  Commodity  Exchange  Act  (the  “CEA”)  and  related  Commodity  Futures  Trading  Commission  (the  “CFTC”)
regulations. On January 31, 2020, the Investment Adviser claimed an exclusion from the definition of the term “commodity
pool  operator”  under  the  CEA  and  the  CFTC  regulations  in  connection  with  its  management  of  the  Company  and,
therefore, is not subject to CFTC registration or regulation under the CEA as a commodity pool operator with respect to its
management of the Company.

Because  we  currently  fund,  and  expect  to  continue  to  fund,  our  investments  with  borrowings,  our  net  income  is
dependent  upon  the  difference  between  the  rate  at  which  we  borrow  funds  and  the  rate  at  which  we  invest  the  funds
borrowed. Accordingly, there can be no assurance that a significant change in market interest rates will not have a material
adverse effect on our net income. In periods of rising interest rates, our cost of funds could increase, which would reduce
our net investment income.

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Item 8.         Consolidated Financial Statements and Supplementary Data

Index to Consolidated Financial Statements

Management’s Report on Internal Control over Financial Reporting
Report of Independent Registered Public Accounting Firm
Consolidated Statements of Assets and Liabilities as of December 31, 2020 and 2019
Consolidated Statements of Operations for the Years Ended December 31, 2020, 2019 and 2018
Consolidated Statements of Changes in Net Assets for the Years Ended December 31, 2020, 2019 and 2018
Consolidated Statements of Cash Flows for the Years Ended December 31, 2020, 2019 and 2018
Consolidated Schedules of Investments as of December 31, 2020 and 2019
Notes to the Consolidated Financial Statements

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Management’s Report on Internal Control over Financial Reporting

Management  of  Horizon  Technology  Finance  Corporation  (the  “Company”)  is  responsible  for  establishing  and
maintaining adequate internal control over the Company’s financial reporting. The Company’s internal control system is a
process designed to provide reasonable assurance to management and the board of directors regarding the preparation and
fair presentation of published financial statements.

The  Company’s  internal  control  over  financial  reporting  includes  policies  and  procedures  that  pertain  to  the
maintenance of records that, in reasonable detail, accurately and fairly reflect transactions recorded necessary to permit the
preparation  of  financial  statements  in  accordance  with  U.S.  generally  accepted  accounting  principles.  The  Company’s
policies  and  procedures  also  provide  reasonable  assurance  that  receipts  and  expenditures  are  being  made  only  in
accordance  with  authorizations  of  management  and  the  directors  of  the  Company,  and  provide  reasonable  assurance
regarding prevention or timely detection of unauthorized acquisition, use or disposition of the Company’s assets that could
have a material effect on the Company’s financial statements.

All internal control systems, no matter how well designed, have inherent limitations. Therefore, even those systems
determined  to  be  effective  can  provide  only  reasonable  assurance  with  respect  to  financial  statement  preparation  and
presentation. Also, projections of any evaluation of effectiveness as to future periods are subject to the risk that controls
may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures
may deteriorate.

Management  assessed  the  effectiveness  of  the  Company’s  internal  control  over  financial  reporting  as  of
December  31,  2020.  In  making  this  assessment,  we  used  the  criteria  set  forth  by  the  Committee  of  Sponsoring
Organizations  of  the  Treadway  Commission  in  Internal  Control  —  Integrated  Framework  issued  in  2013.  Based  on  the
assessment, management believes that, as of December 31, 2020, the Company’s internal control over financial reporting is
effective based on those criteria.

Pursuant to rules established by the SEC, this annual report does not include an attestation report of our independent

registered public accounting firm regarding internal control over financial reporting.

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Report of Independent Registered Public Accounting Firm

To the Stockholders and the Board of Directors of Horizon Technology Finance Corporation

Opinion on the Financial Statements
We  have  audited  the  accompanying  consolidated  statements  of  assets  and  liabilities  of  Horizon  Technology  Finance
Corporation and its subsidiaries (the Company), including the consolidated schedules of investments, as of December 31,
2020 and 2019, the related consolidated statements of operations, changes in net assets, and cash flows for each of the three
years in the period ended December 31, 2020, and the related notes to the consolidated financial statements (collectively,
the  financial  statements).  In  our  opinion,  the  financial  statements  present  fairly,  in  all  material  respects,  the  financial
position of the Company as of December 31, 2020 and 2019, and the results of its operations, changes in net assets, and
cash flows for each of the three years in the period ended December 31, 2020, in conformity with accounting principles
generally accepted in the United States of America.

Basis for Opinion
These financial statements are the responsibility of the Company’s management. Our responsibility is to express an opinion
on  the  Company’s  financial  statements  based  on  our  audits.  We  are  a  public  accounting  firm  registered  with  the  Public
Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the
Company  in  accordance  with  U.S.  federal  securities  laws  and  the  applicable  rules  and  regulations  of  the  Securities  and
Exchange Commission and the PCAOB.

We  conducted  our  audits  in  accordance  with  the  standards  of  the  PCAOB.  Those  standards  require  that  we  plan  and
perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement,
whether  due  to  error  or  fraud.  The  Company  is  not  required  to  have,  nor  were  we  engaged  to  perform,  an  audit  of  its
internal control over financial reporting. As part of our audits we are required to obtain an understanding of internal control
over financial reporting but not for the purpose of expressing an opinion on the effectiveness of the Company’s internal
control over financial reporting. Accordingly, we express no such opinion.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether
due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test
basis, evidence regarding the amounts and disclosures in the financial statements. Our procedures included confirmation of
investments  owned  as  of  December  31,  2020  and  2019,  by  correspondence  with  the  custodian  and/or  brokers  or  the
underlying investee. Our audits also included evaluating the accounting principles used and significant estimates made by
management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a
reasonable basis for our opinion.

Critical Audit Matters
The critical audit matter communicated below is a matter arising from the current period audit of the financial statements
that  was  communicated  or  required  to  be  communicated  to  the  audit  committee  and  that:  (1)  relates  to  accounts  or
disclosures that are material to the financial statements and (2) involved our especially challenging, subjective, or complex
judgments. The communication of critical audit matters does not alter in any way our opinion on the financial statements,
taken  as  a  whole,  and  we  are  not,  by  communicating  the  critical  audit  matter  below,  providing  separate  opinions  on  the
critical audit matter or on the accounts or disclosures to which it relates.

Valuation of Level 3 investments
The fair value of the Company’s Level 3 investments was $350.0 million as of December 31, 2020. As described in Notes
2 and 6 to the consolidated financial statements, there is not a readily available market value for most of the investments in
the  Company’s  portfolio.  Such  investments  include  debt,  warrant,  equity,  and  other  investments  in  venture  capital  and
private equity backed companies. The valuation techniques used in estimating the fair value of these investments may vary
based on the specific characteristics of the investments and require the use of certain significant unobservable inputs, such
as the Company’s internally developed credit risk ratings, discounted expected future cash flows, hypothetical market

93

Table of Contents

yields, multiple probability weighted expected cash flow scenarios, and portfolio company financial performance, among
others.

We identified the valuation of Level 3 investments as a critical audit matter due to the subjective nature of the judgments
necessary for management to select valuation techniques and the use of significant unobservable inputs to estimate the fair
value. Auditing the reasonableness of management’s selection of valuation technique and the related unobservable inputs
required a high degree of auditor judgement and increased audit effort, including evaluation of the nature of audit evidence
obtained and the use of internal valuation specialists.

The primary procedures we performed to address this critical audit matter included the following, among others:

We  obtained  an  understanding  of  the  relevant  controls  related  to  management’s  internally  developed  credit  risk
ratings and tested such controls for design and operating effectiveness.

We assessed the reasonableness of a sample of management’s credit risk ratings by inspecting underlying source
data and comparing to the Company’s credit risk policy.

We assessed the reasonableness of discounted expected future cash flows, multiple probability weighted scenarios,
and portfolio management company performance used in the Company’s valuation models through comparison to
internal and external data.

With  the  assistance  of  our  internal  valuation  specialists,  we  evaluated  the  reasonableness  of  the  hypothetical
market yields used by the Company by comparing to market data for comparable companies.

With the assistance of our internal valuation specialists, we evaluated the appropriateness of the selected valuation
techniques, and any changes to selected valuation techniques from prior periods, used for Level 3 investments.

We evaluated management’s historical ability to estimate fair value through comparison of previous estimates to
the transaction price of available transactions occurring subsequent to the previous valuation date.

/s/ RSM US LLP

We have served as the Company's auditor since 2008.

New Haven, Connecticut
March 2, 2021

94

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Horizon Technology Finance Corporation and Subsidiaries

Consolidated Statements of Assets and Liabilities
(In thousands, except share and per share data)

Assets
Non-affiliate investments at fair value (cost of $343,158 and $295,256, respectively)
Non-controlled affiliate investments at fair value (cost of $6,854 and $6,891, respectively)
(Note 5)
Controlled affiliate investments at fair value (cost of $1,500 and $16,684, respectively)
(Note 5)
Total investments at fair value (cost of $351,512 and $318,831, respectively) (Note 4)
Cash
Investments in money market funds
Restricted investments in money market funds
Interest receivable
Other assets
Total assets

Liabilities
Borrowings (Note 7)
Distributions payable
Base management fee payable (Note 3)
Incentive fee payable (Note 3)
Other accrued expenses
Total liabilities

Commitments and contingencies (Note 8)

December 31, 

2020
(Unaudited)  
$  343,498

2019

$  294,304

 7,547

 8,597

 1,500
 352,545
 19,502
 27,199
 1,057
 4,946
 1,908
$  407,157

 16,650
 319,551
 6,465
 9,787
 1,133
 5,530
 1,535
$  344,001

$  185,819
 5,786
 563
 975
 1,417
 194,560

$  152,050
 4,669
 519
 1,613
 1,095
 159,946

Net assets
Preferred stock, par value $0.001 per share, 1,000,000 shares authorized, zero shares issued
and outstanding as of December 31, 2020 and 2019
Common stock, par value $0.001 per share, 100,000,000 shares authorized, 19,453,821 and
15,730,755 shares issued and 19,286,356 and 15,563,290 shares outstanding as of
December 31, 2020 and 2019, respectively
Paid-in capital in excess of par
Distributable earnings
Total net assets
Total liabilities and net assets
Net asset value per common share

See Notes to Consolidated Financial Statements

 —  

 —

 19
 271,287
 (58,709)
 212,597
$  407,157
 11.02
$

 16
 226,660
 (42,621)
 184,055
$  344,001
 11.83
$

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Horizon Technology Finance Corporation and Subsidiaries

Consolidated Statements of Operations
(In thousands, except share and per share data)

Investment income
Interest income on investments
Interest income on non-affiliate investments
Interest income on affiliate investments
Total interest income on investments
Fee income
Prepayment fee income on non-affiliate investments
Fee income on non-affiliate investments
Fee income on affiliate investments
Total fee income
Dividend income
Dividend income on controlled affiliate investments
Total dividend income
Total investment income
Expenses
Interest expense
Base management fee (Note 3)
Performance based incentive fee (Note 3)
Administrative fee (Note 3)
Professional fees
General and administrative
Total expenses
Performance based incentive fee waived (Note 3)
Net expenses
Net investment income before excise tax
Provision for excise tax (Note 8)
Net investment income
Net realized and unrealized loss on investments
Net realized (loss) gain on non-affiliate investments
Net realized loss on controlled affiliate investments
Net realized (loss) gain on investments
Net unrealized appreciation (depreciation) on non-affiliate investments
Net unrealized (depreciation) appreciation on non-controlled affiliate investments
Net unrealized depreciation on controlled affiliate investments
Net unrealized appreciation (depreciation) on investments
Net realized and unrealized loss on investments
Net increase in net assets resulting from operations
Net investment income per common share
Net increase in net assets per common share
Distributions declared per share
Weighted average shares outstanding

2020

Year Ended December 31, 
2019

2018

$

$
$
$
$

$

 41,503
 689
 42,192

 2,345
 1,335
 45
 3,725

 118
 118
 46,035

 9,673
 6,458
 5,187
 1,016
 1,540
 1,190
 25,064

 —  

 25,064
 20,971
 222
 20,749

 36,247
 839
 37,086

 2,296
 1,490
 17
 3,803

 2,236
 2,236
 43,125

 8,330
 5,556
 6,966
 907
 1,537
 968
 24,264
 (1,848)
 22,416
 20,709
 239
 20,470

 (14,686)
 (12)
 (14,698)
 1,585
 (1,014)
 (258)
 313
 (14,385)
 6,364
 1.18
 0.36
 1.25
 17,534,528

 (4,173)
 —
 (4,173)
 1,196
 2,019
 (14)
 3,201
 (972)
 19,498
 1.52
 1.45
 1.20
 13,478,234

$
$
$
$

$

$
$
$
$

 28,061
 725
 28,786

 1,159
 867
 23
 2,049

 255
 255
 31,090

 6,363
 4,578
 4,393
 708
 1,343
 989
 18,374
 (1,184)
 17,190
 13,900
 34
 13,866

 645
 —
 645
 (1,445)
 (37)
 (19)
 (1,501)
 (856)
 13,010
 1.20
 1.13
 1.20
 11,527,777

See Notes to Consolidated Financial Statements

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Horizon Technology Finance Corporation and Subsidiaries

Consolidated Statements of Changes in Net Assets
(In thousands, except share data)

Balance at December 31, 2017
Net increase in net assets resulting from operations, net
of excise tax:
Net investment income, net of excise tax
Net realized gain on investments
Net unrealized depreciation on investments
Financing costs
Issuance of common stock under dividend reinvestment
plan
Distributions declared
Reclassification of permanent tax differences  (Note 2)
Balance at December 31, 2018
Issuance of common stock, net of offering costs
Net increase in net assets resulting from operations, net
of excise tax:
Net investment income, net of excise tax
Net realized loss on investments
Net unrealized appreciation on investments
Issuance of common stock under dividend reinvestment
plan
Distributions declared
Reclassification of permanent tax differences  (Note 2)
Balance at December 31, 2019
Issuance of common stock, net of offering costs
Net increase in net assets resulting from operations, net
of excise tax:
Net investment income, net of excise tax
Net realized loss on investments
Net unrealized appreciation on investments
Issuance of common stock under dividend reinvestment
plan
Distributions declared
Reclassification of permanent tax differences  (Note 2)
Balance at December 31, 2020

Common Stock

     Amount     

Shares
 11,520,406

Paid-In Capital
in Excess of
Par

Distributable

     Earnings

Total Net
Assets

$

 12

$

 179,641

$  (44,578) $  135,075

 —  
 —  
 —  
 —  

 14,723

 —  
 —  
$
$

 11,535,129
 4,012,844

 —  
 —  
 —  
 —  

 —  
 —  
 —  
$
 12
$
 4

 —  
 —  
 —  

 13,866
 645
 (1,501)

 (155)

 —  

 13,866
 645
 (1,501)
 (155)

 164
 —  
 (34)
 179,616
 47,097

 —  

 (13,837)
 34

 164
 (13,837)
 —
$  (45,371) $  134,257
 — $  47,101
$

 —
 —  
 —  

 —
 —  
 —  

 —
 —  
 —  

 20,470
 (4,173)
 3,201

 20,470
 (4,173)
 3,201

 15,317

 —  
 —  
$
$

 15,563,290
 3,702,500

 —  
 —  
 —  
$
 16
$
 3

 186
 —  

 (239)
 226,660
 44,608

 —  

 (16,987)
 239

 186
 (16,987)
 —
$  (42,621) $  184,055
 — $  44,611
$

 —  
 —  
 —  

 —  
 —  
 —  

 —  
 —  
 —  

 20,749
 (14,698)
 313

 20,749
 (14,698)
 313

 20,566

 —  
 —  
$

 19,286,356

 —  
 —  
 —  
$
 19

 241
 —  

 —  

 241
 (22,674)
 —
$  (58,709) $  212,597

 (22,674)
 222

 (222)
 271,287

See Notes to Consolidated Financial Statements

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Horizon Technology Finance Corporation and Subsidiaries

Consolidated Statements of Cash Flow
(In thousands)

Cash flows from operating activities:
Net increase in net assets resulting from operations
Adjustments to reconcile net increase in net assets resulting from operations to net cash used in
operating activities:
Amortization of debt issuance costs
Net realized loss (gain) on investments
Net unrealized (appreciation) depreciation on investments
Purchase of investments
Principal payments received on investments
Proceeds from sale of investments
Investment in controlled affiliate investments
Distributions from controlled affiliate investment
Dividends from controlled affiliate investment
Equity received in settlement of fee income
Warrants received in settlement of fee income
Changes in assets and liabilities:

Decrease (increase) in interest receivable
Increase in end-of-term payments
Decrease in unearned income
Increase in other assets
Increase in other accrued expenses
Increase in base management fee payable
(Decrease) increase in incentive fee payable
Net cash used in operating activities
Cash flows from financing activities:
Proceeds from issuance of common stock, net of offering costs
Proceeds from Asset-Backed Notes
Advances on credit facilities
Repayment of credit facilities
Debt issuance costs
Distributions paid
Financing costs
Net cash provided by financing activities

Net increase in cash, cash equivalents and restricted cash

Cash, cash equivalents and restricted cash:
Beginning of period
End of period

Supplemental disclosure of cash flow information:

Cash paid for interest

Supplemental non-cash investing and financing activities:

Warrant investments received and recorded as unearned income
Distributions payable
Acquisition of controlled affiliate investment
End-of-term payments receivable
Non-cash income

Cash
Investments in money market funds
Restricted investments in money market funds
Total cash, cash equivalents and restricted cash

 For the year ended December 31,  
2019

2020

2018

$

 6,364

$

 19,498

$

 13,010

 1,018
 14,698
 (313)
 (198,561)
 146,258
 8,335

 —  
 —  

 (118)
 (45)
 (978)

 887
 (1,066)
 (1,408)
 (189)
 430
 44
 (638)
 (25,282)

 44,611

 —  

 80,250
 (47,000)
 (890)
 (21,316)

 726
 4,173
 (3,201)
 (200,832)
 129,190
 4,578
 (1,900)
 715
 (2,236)

 —  
 —  

 (679)
 (885)
 (1,586)
 (16)
 330
 97
 622
 (51,406)

 47,101
 100,000
 51,500
 (125,000)
 (1,808)
 (15,593)

 —  

 —  

 55,655
 30,373

 17,385
 47,758

 8,593

 1,829
 5,786
 16,498
 4,203
 5,124

$

$

$
$
$
$
$

 56,200
 4,794

 12,591
 17,385

 7,671

$

$

 2,723
 4,669

$
$
 — $
$

 3,900
 3,584

 554
 (645)
 1,501
 (101,257)
 84,439
 4,453
 (13,262)
 255
 (255)
 (299)
 (161)

 99
 (79)
 (1,043)
 (6)
 145
 43
 450
 (12,058)

 —
 —
 52,500
 (20,000)
 (622)
 (13,668)
 (155)
 18,055
 5,997

 6,594
 12,591

 5,671

 1,457
 3,461
 —
 3,015
 3,124

Year ended December 31, 
2019

2020

 19,502
 27,199
 1,057
 47,758

$

$

 6,465
 9,787
 1,133
 17,385

$

$

2018
 12,591
 —
 —
 12,591

$

$

$
$
$
$
$

$

$

See Notes to Consolidated Financial Statements

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Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2020
(In thousands)

Type of Investment (4)(7)(9)(10)

Principal
Amount

Cost of
     Investments (6)     

Fair
Value

Portfolio Company (1)(3)
Non-Affiliate Investments — 161.6% (8)
Non-Affiliate Debt Investments — 154.2% (8)
Non-Affiliate Debt Investments — Life Science — 71.4% (8)
Castle Creek Pharmaceuticals Holdings, Inc.(2)
(12)

Biotechnology

Sector

Term Loan (9.30% cash (Libor + 7.50%; Floor 9.30%), 5.00% ETP,
Due 3/1/24)
Term Loan (9.30% cash (Libor + 7.50%; Floor 9.30%), 5.00% ETP,
Due 3/1/24)
Term Loan (9.30% cash (Libor + 7.50%; Floor 9.30%), 5.00% ETP,
Due 3/1/24)
Term Loan (9.30% cash (Libor + 7.50%; Floor 9.30%), 5.00% ETP,
Due 3/1/24)

Celsion Corporation (2)(5)(12)

  Biotechnology

  Term Loan (9.63% cash (Libor + 7.63%; Floor 9.63%), 5.50% ETP,

Emalex Biosciences, Inc. (2)(12)

Biotechnology

LogicBio, Inc.(2)(5)(12)

Provivi, Inc. (2)(12)

Biotechnology

Biotechnology

Bardy Diagnostics, Inc. (2)(12)

Medical Device

Canary Medical Inc. (2)(12)

Ceribell, Inc. (2)(12)

Medical Device

Medical Device

Due 4/1/23)

  Term Loan (9.63% cash (Libor + 7.63%; Floor 9.63%), 5.50% ETP,

Due 4/1/23)
Term Loan (9.75% cash (Libor + 7.90%; Floor 9.75%), 5.00% ETP,
Due 12/1/23)
Term Loan (9.75% cash (Libor + 7.90%; Floor 9.75%), 5.00% ETP,
Due 12/1/23)
Term Loan (8.75% cash (Libor + 6.25%; Floor 8.75%), 4.50% ETP,
Due 6/1/24)
Term Loan (9.50% cash (Libor + 8.50%; Floor 9.50%), 5.50% ETP,
Due 12/1/24)
Term Loan (9.50% cash (Libor + 8.50%; Floor 9.50%), 5.50% ETP,
Due 12/1/24)
Term Loan (8.90% cash (Libor + 7.00%; Floor 8.90%), 5.00% ETP,
Due 9/1/24)
Term Loan (8.90% cash (Libor + 7.00%; Floor 8.90%), 5.00% ETP,
Due 9/1/24)
Term Loan (8.90% cash (Libor + 7.00%; Floor 8.90%), 5.00% ETP,
Due 9/1/24)
Term Loan (8.90% cash (Libor + 7.00%; Floor 8.90%), 5.00% ETP,
Due 9/1/24)
Term Loan (8.90% cash (Libor + 7.00%; Floor 8.90%), 5.00% ETP,
Due 9/1/24)
Term Loan (8.90% cash (Libor + 7.00%; Floor 8.90%), 5.00% ETP,
Due 9/1/24)
Term Loan (8.90% cash (Libor + 7.00%; Floor 8.90%), 5.00% ETP,
Due 9/1/24)
Term Loan (9.00% cash (Prime + 5.75%; Floor 9.00%), 7.00%
ETP, Due 11/1/24)
Term Loan (8.25% cash (Libor + 6.70%; Floor 8.25%), 5.50% ETP,
Due 10/1/24)
Term Loan (8.25% cash (Libor + 6.70%; Floor 8.25%), 5.50% ETP,
Due 10/1/24)

Conventus Orthopaedics, Inc. (2)(12)

  Medical Device

  Term Loan (9.25% cash (Libor + 8.00%; Floor 9.25%), 10.36%

Corinth Medtech, Inc. (2)(12)

Medical Device

ETP, Due 7/1/25)

  Term Loan (9.25% cash (Libor + 8.00%; Floor 9.25%), 10.36%

ETP, Due 7/1/25)
Term Loan (8.50% cash (Prime + 5.25%; Floor 8.50%), 20.00%
ETP, Due 4/1/22)
Term Loan (8.50% cash (Prime + 5.25%; Floor 8.50%), 20.00%
ETP, Due 4/1/22)

CSA Medical, Inc. (2)(12)

  Medical Device

  Term Loan (10.00% cash (Libor + 8.20%; Floor 10.00%), 5.00%

CVRx, Inc. (2)(12)

Medical Device

ETP, Due 1/1/24)
Term Loan (10.00% cash (Libor + 8.20%; Floor 10.00%), 5.00%
ETP, Due 1/1/24)
Term Loan (10.00% cash (Libor + 8.20%; Floor 10.00%), 5.00%
ETP, Due 3/1/24)
Term Loan (10.00% cash (Libor + 7.80%; Floor 10.00%), 3.50%
ETP, Due 10/1/24)
Term Loan (10.00% cash (Libor + 7.80%; Floor 10.00%), 3.50%
ETP, Due 10/1/24)
Term Loan (10.00% cash (Libor + 7.80%; Floor 10.00%), 3.50%
ETP, Due 10/1/24)
Term Loan (10.00% cash (Libor + 7.80%; Floor 10.00%), 3.50%
ETP, Due 10/1/24)

See Notes to Consolidated Financial Statements

99

$

 5,000

$

 4,884

$

 5,000

 5,000

 5,000

 2,500

 2,500

 2,500

 2,500

 5,000

 5,000

 5,000

 5,000

 5,000

 1,000

 1,000

 1,000

 1,000

 1,000

 2,500

 5,000

 5,000

 5,086

 5,086

 2,500

 2,500

 3,750

 250

 4,000

 5,000

 5,000

 5,000

 5,000

 4,938

 4,938

 4,938

 2,477

 2,525

 2,354

 2,457

 4,977

 4,763

 4,912

 4,943

 4,943

 989

 989

 989

 989

 989

 2,346

 4,878

 4,942

 5,025

 5,025

 2,475

 2,475

 3,704

 247

 3,955

 4,948

 4,948

 4,948

 4,948

 4,884

 4,938

 4,938

 4,938

 2,477

 2,483

 2,354

 2,457

 4,977

 4,763

 4,912

 4,943

 4,943

 989

 989

 989

 989

 989

 2,346

 4,878

 4,942

 5,025

 5,025

 2,475

 2,475

 3,704

 247

 3,955

 4,948

 4,948

 4,948

 4,948

    
         
    
    
    
 
  
 
  
 
   
   
  
 
  
 
   
   
  
 
  
 
   
   
  
 
 
 
 
 
 
 
 
 
 
 
 
Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2020
(In thousands)

Portfolio Company (1)(3)
MacuLogix, Inc. (2)(12)

Sector
  Medical Device

  Term Loan (10.08% cash (Libor + 7.68%; Floor 10.08%), 5.50%

Type of Investment (4)(7)(9)(10)

Magnolia Medical Technologies, Inc. (2)(12)

Medical Device

Sonex Health, Inc. (2)(12)

Medical Device

Total Non-Affiliate Debt Investments — Life Science
Non-Affiliate Debt Investments — Technology — 71.2% (8)
Alula Holdings, Inc. (2)(12)

Consumer-related
Technologies

Betabrand Corporation (2)(12)

Consumer-related
Technologies

Getaround, Inc. (2)(12)

Updater, Inc. (2)(12)

Consumer-related
Technologies

Consumer-related
Technologies

CPG Beyond, Inc. (2)(12)

Data Storage

ETP, Due 10/1/23)

  Term Loan (10.08% cash (Libor + 7.68%; Floor 10.08%), 5.50%

ETP, Due 10/1/23)
Term Loan (9.75% cash (Prime + 5.00%; Floor 9.75%), 4.00%
ETP, Due 3/1/25)
Term Loan (9.75% cash (Prime + 5.00%; Floor 9.75%), 4.00%
ETP, Due 3/1/25)
Term Loan (9.75% cash (Prime + 5.00%; Floor 9.75%), 4.00%
ETP, Due 3/1/25)
Term Loan (9.75% cash (Prime + 5.00%; Floor 9.75%), 4.00%
ETP, Due 3/1/25)
Term Loan (9.25% cash (Prime + 6.00%; Floor 9.25%), 5.00%
ETP, Due 6/1/24)
Term Loan (9.25% cash (Prime + 6.00%; Floor 9.25%), 5.00%
ETP, Due 6/1/24)
Term Loan (9.25% cash (Prime + 6.00%; Floor 9.25%), 5.00%
ETP, Due 6/1/24)

Term Loan (10.00% cash (Prime + 6.75%; Floor 10.00%), 3.00%
ETP, Due 1/1/25)
Term Loan (10.00% cash (Prime + 6.75%; Floor 10.00%), 3.00%
ETP, Due 1/1/25)
Term Loan (10.00% cash (Prime + 6.75%; Floor 10.00%), 3.00%
ETP, Due 1/1/25)
Term Loan (10.05% cash (Libor + 7.50%; Floor 10.05%), 5.75%
ETP, Due 9/1/23)
Term Loan (10.05% cash (Libor + 7.50%; Floor 10.05%), 5.75%
ETP, Due 9/1/23)
Term Loan (10.05% cash (Libor + 7.50%; Floor 10.05%), 5.75%
ETP, Due 9/1/23)
Term Loan (10.50% cash (Prime + 7.25%; Floor 10.50%), 4.50%
ETP, Due 12/1/24)
Term Loan (10.50% cash (Prime + 7.25%; Floor 10.50%), 4.50%
ETP, Due 12/1/24)
Term Loan (10.50% cash (Prime + 7.25%; Floor 10.50%), 4.50%
ETP, Due 12/1/24)
Term Loan (11.50% cash (Prime + 5.75%; Floor 11.50%, Ceiling
14.00%),0.56% ETP, Due 12/20/24)
Term Loan (11.50% cash (Prime + 5.75%; Floor 11.50%, Ceiling
14.00%), 0.56% ETP, Due 12/20/24)
Term Loan (11.50% cash (Prime + 5.75%; Floor 11.50%, Ceiling
14.00%), 0.56% ETP, Due 12/20/24)
Term Loan (11.00% cash (Libor + 8.60%; Floor 11.00%), 2.00%
ETP, Due 8/1/23)
Term Loan (11.00% cash (Libor + 8.60%; Floor 11.00%), 2.00%
ETP, Due 8/1/23)

Silk, Inc. (2)(12)

  Data Storage

  Term Loan (10.65% cash (Libor + 8.40%; Floor 10.65%), 4.00%

ETP, Due 1/1/23)

  Term Loan (10.65% cash (Libor + 8.40%; Floor 10.65%), 4.00%

ETP, Due 1/1/23)
Term Loan (10.65% cash (Libor + 8.40%; Floor 10.65%), 4.00%
ETP, Due 7/1/23)

IgnitionOne, Inc. (2)(12)(13)

Internet and Media

  Term Loan (10.38% cash (Libor + 10.23%; Floor 10.23%), 6.00%

ETP, Due 4/1/22)

  Term Loan (10.38% cash (Libor + 10.23%; Floor 10.23%), 6.00%

ETP, Due 4/1/22)

See Notes to Consolidated Financial Statements

Principal
Amount

 7,500

 4,050

 5,000

 5,000

 5,000

 5,000

 2,500

 2,500

 2,500

 5,000

 5,000

 3,000

 4,250

 4,250

 1,125

 10,000

 4,000

 4,000

 5,000

 5,000

 10,000

 5,000

 5,000

 4,166  

 4,166  

 5,000

 1,874  

 1,874  

Cost of
Investments (6)
 7,422

 4,008

 4,937

 4,937

 4,926

 4,926

 2,379

 2,460

 2,460

Fair
Value

 7,147

 3,859

 4,937

 4,937

 4,926

 4,926

 2,379

 2,460

 2,460

 152,313

 151,847

 4,904

 4,932

 2,959

 4,200

 4,200

 1,097

 9,625

 3,851

 3,851

 4,948

 4,948

 9,896

 4,909

 4,908

 4,125

 4,125

 4,886

 1,789

 1,789

 4,904

 4,932

 2,959

 4,028

 4,028

 1,052

 9,625

 3,851

 3,851

 4,948

 4,948

 9,896

 4,909

 4,908

 4,125

 4,125

 4,886

 1,789

 1,789

100

    
         
    
    
    
 
 
 
 
 
 
 
  
 
 
 
 
 
 
 
 
 
 
 
 
Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2020
(In thousands)

Portfolio Company (1)(3)

Sector

Type of Investment (4)(7)(9)(10)

The NanoSteel Company, Inc. (2)(12)(13)

  Materials

  Term Loan (11.00% cash (Libor + 8.50%; Floor 11.00%), 14.88%

  Term Loan (10.38% cash (Libor + 10.23%; Floor 10.23%), 6.00%

ETP, Due 4/1/22)

  Term Loan (10.38% cash (Libor + 10.23%; Floor 10.23%), 6.00%

ETP, Due 4/1/22)

Liqid, Inc.(2)(12)

Networking

BriteCore Holdings, Inc. (2)(12)

Software

Keypath Education, LLC (2)(12)

Software

OutboundEngine, Inc. (2)(12)

Software

Revinate, Inc. (2)(12)

Software

Topia Mobility, Inc. (2)(12)

Software

ETP, Due 6/1/22)

  Term Loan (11.00% cash (Libor + 8.50%; Floor 11.00%), 14.88%

ETP, Due 6/1/22)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 4.00%
ETP, Due 9/1/24)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 4.00%
ETP, Due 9/1/24)
Term Loan (10.50% cash (Prime + 7.25%; Floor 10.50%), 4.00%
ETP, Due 10/1/24)
Term Loan (10.50% cash (Prime + 7.25%; Floor 10.50%), 4.00%
ETP, Due 10/1/24)
Term Loan (10.50% cash (Libor + 8.50%; Floor 10.50%), 2.50%
ETP, Due 10/1/24)
Term Loan (10.50% cash (Libor + 8.50%; Floor 10.50%), 2.50%
ETP, Due 10/1/24)
Term Loan (10.50% cash (Libor + 8.50%; Floor 10.50%), 2.50%
ETP, Due 10/1/24)
Term Loan (11.15% cash (Libor + 8.40%; Floor 11.15%), 3.63%
ETP, Due 7/1/23)
Term Loan (11.15% cash (Libor + 8.40%; Floor 11.15%), 3.63%
ETP, Due 7/1/23)
Term Loan (11.15% cash (Libor + 8.40%; Floor 11.15%), 3.63%
ETP, Due 7/1/23)
Term Loan (9.50% cash (Libor + 7.00%; Floor 9.50%), 4.00% ETP,
Due 11/1/23)
Term Loan (9.50% cash (Libor + 7.00%; Floor 9.50%), 4.00% ETP,
Due 11/1/23)
Term Loan (9.50% cash (Libor + 7.00%; Floor 9.50%), 4.00% ETP,
Due 11/1/23)
Term Loan (10.00% cash (Prime + 6.75%; Floor 10.00%), 4.00%
ETP, Due 9/1/24)
Term Loan (10.00% cash (Prime + 6.75%; Floor 10.00%), 4.00%
ETP, Due 9/1/24)

xAd, Inc. (2)(12)

Software

  Term Loan (10.00% cash (Libor + 8.70%; Floor 10.00%), 5.0%

ETP, Due 1/1/22)

  Term Loan (10.00% cash (Libor + 8.70%; Floor 10.00%), 5.0%

ETP, Due 1/1/22)
Term Loan (10.00% cash (Libor + 8.70%; Floor 10.00%), 5.0%
ETP, Due 1/1/22)
Term Loan (10.00% cash (Libor + 8.70%; Floor 10.00%), 5.0%
ETP, Due 1/1/22)

Total Non-Affiliate Debt Investments — Technology
Non-Affiliate Debt Investments — Healthcare information and services — 11.6% (8)
IDbyDNA, Inc.(2)(12)

Diagnostics

Kate Farms, Inc. (2)(12)

Other Healthcare

Term Loan (9.00% cash (Prime + 5.75%; Floor 9.00%), 5.50%
ETP, Due 1/1/25)
Term Loan (9.00% cash (Prime + 5.75%; Floor 9.00%), 5.50%
ETP, Due 1/1/25)
Term Loan (9.75% cash (Libor + 7.45%; Floor 9.75%), 5.00% ETP,
Due 10/1/23)
Term Loan (9.75% cash (Libor + 7.45%; Floor 9.75%), 5.00% ETP,
Due 10/1/23)
Term Loan (9.75% cash (Libor + 7.45%; Floor 9.75%), 5.00% ETP,
Due 10/1/23)
Term Loan (9.75% cash (Libor + 7.45%; Floor 9.75%), 5.00% ETP,
Due 10/1/23)

Total Non-Affiliate Debt Investments — Healthcare information and services
Total Non- Affiliate Debt Investments
Non-Affiliate Warrant Investments — 6.6% (8)
Non-Affiliate Warrants — Life Science — 1.8% (8)
Alpine Immune Sciences, Inc. (5)(12)
Castle Creek Pharmaceuticals, Inc. (2)(12)
Celsion Corporation (2)(5)(12)
Corvium, Inc. (2)(12)
Emalex Biosciences, Inc. (2)(12)
LogicBio, Inc. (2)(5)(12)
Mustang Bio, Inc. (2)(5)(12)
Provivi, Inc. (2)(12)
Rocket Pharmaceuticals Corporation (5)(12)
Strongbridge U.S. Inc. (2)(5)(12)
vTv Therapeutics Inc.  (2)(5)(12)

  Biotechnology
Biotechnology
  Biotechnology
Biotechnology
Biotechnology
Biotechnology
Biotechnology
Biotechnology
  Biotechnology
  Biotechnology
  Biotechnology

4,632 Common Stock Warrants
2,428 Preferred Stock Warrants
295,053 Common Stock Warrants
661,956 Preferred Stock Warrants
73,602 Preferred Stock Warrants
7,843 Common Stock Warrants
252,161 Common Stock Warrants
123,457 Preferred Stock Warrants
7,051 Common Stock Warrants
160,714 Common Stock Warrants
95,293 Common Stock Warrants

See Notes to Consolidated Financial Statements

101

Principal
Amount

 1,874  

 1,874  

 3,345  

 3,345  

 5,000

 5,000

 2,500

 2,500

 3,750

 3,750

 2,500

 4,000

 3,500

 500

 4,000

 1,000

 5,000

 5,000

 5,000

 3,021

 3,021

 1,813

 1,208

 5,000

 5,000

 5,000

 5,000

 2,500

 2,500

Cost of
Investments (6)
 1,722

 1,789

 3,303

 3,479

 4,842

 4,896

 2,474

 2,474

 3,583

 3,686

 2,457

 3,949

 3,456

 501

 4,034

 930

 4,946

 4,824

 4,902

 2,991

 2,991

 1,795

 1,197

Fair
Value

 1,722

 1,789

 846

 891

 4,842

 4,896

 2,474

 2,474

 3,583

 3,686

 2,457

 3,949

 3,456

 493

 3,819

 895

 4,761

 4,824

 4,902

 2,991

 2,991

 1,795

 1,197

 157,163

 151,286

 4,846

 4,914

 4,941

 4,941

 2,466

 2,466

 4,846

 4,914

 4,941

 4,941

 2,466

 2,466

 24,574  
 334,050  

 24,574
 327,707

 122  
 144

 65  
 52
 107
 7
 146
 147

 17  
 72  
 44  

 —
 180
 14
 25
 135
 3
 220
 426
 211
 60
 —

    
         
    
    
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
 
   
 
 
   
 
  
 
   
   
  
 
  
 
   
   
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2020
(In thousands)

Portfolio Company (1)(3)
AccuVein Inc. (2)(12)
Aerin Medical, Inc. (2)(12)
Bardy Diagnostics, Inc. (2)(12)
Canary Medical Inc. (2)(12)
Ceribell, Inc. (2)(12)
Conventus Orthopaedics, Inc. (2)(12)
CSA Medical, Inc. (2)(12)
CVRx, Inc.(2)(12)
MacuLogix, Inc. (2)(12)
Magnolia Medical Technologies, Inc. (2)(12)
Meditrina, Inc. (2)(12)
Sonex Health, Inc. (2)(12)
VERO Biotech LLC (2)(12)
Total Non-Affiliate Warrants — Life Science
Non-Affiliate Warrants — Technology — 3.9% (8)
Intelepeer Holdings, Inc. (2)(12)
PebblePost, Inc. (2)(12)
Alula Holdings, Inc. (2)(12)

Sector
  Medical Device
  Medical Device
Medical Device
Medical Device
Medical Device
  Medical Device
  Medical Device
Medical Device
  Medical Device
Medical Device
Medical Device
Medical Device
     Medical Device

Betabrand Corporation (2)(12)

Caastle, Inc. (2)(12)

Getaround, Inc. (2)(12)

Mohawk Group Holdings, Inc. (2)(5)(12)

Updater, Inc.(2)(12)

  Communications
  Communications
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Data Storage
  Data Storage

Internet and Media
Internet and Media
Internet and Media
Networking
Power Management
Semiconductors
Semiconductors
Software
Software
Software
Software
Software
Software
Software
Software
Software
Software
Software
Software

CPG Beyond, Inc. (2)(12)
Silk, Inc. (2)(12)
Global Worldwide LLC (2)(12)
Rocket Lawyer Incorporated (2)(12)
Skillshare, Inc. (2)(12)
Liqid, Inc.(2)(12)
Kinestral, Inc. (2)(12)
Avalanche Technology, Inc. (2)(12)
Soraa, Inc. (2)(12)
BriteCore Holdings, Inc. (2)(12)
Education Elements, Inc. (2)(12)
Keypath Education, Inc.(2)(12)
Lotame Solutions, Inc.  (2)(12)
OutboundEngine, Inc. (2)(12)
Revinate, Inc. (2)(12)
Riv Data Corp. (2)(12)
SIGNiX, Inc. (12)
Skyword, Inc. (12)
Topia Mobility, Inc. (2)(12)
Weblinc Corporation (2)(12)
xAd, Inc. (2)(12)
Total Non-Affiliate Warrants — Technology
Non-Affiliate Warrants — Sustainability — 0.0% (8)
Tigo Energy, Inc. (2)(12)
Total Non-Affiliate Warrants — Sustainability
Non-Affiliate Warrants — Healthcare information and services — 0.9% (8)
IDbyDNA, Inc.(2)(12)
Kate Farms, Inc. (2)(12)
Watermark Medical, Inc.  (2)(12)
Medsphere Systems Corporation (2)(12)
Ontrak, Inc. (2)(5)(12)
Total Non-Affiliate Warrants — Healthcare information and services
Total Non-Affiliate Warrants

Diagnostics
Other Healthcare
  Other Healthcare

  Energy Efficiency

Software
Software

Type of Investment (4)(7)(9)(10)

1,175 Preferred Stock Warrants
1,818,183 Preferred Stock Warrants
346,154 Preferred Stock Warrants
7,292 Preferred Stock Warrants
117,521 Preferred Stock Warrants
6,313,788 Preferred Stock Warrants
1,375,727 Preferred Stock Warrants
750,000 Preferred Stock Warrants
454,460 Preferred Stock Warrants
378,363 Preferred Stock Warrants
221,510 Preferred Stock Warrants
484,250 Preferred Stock Warrants

     408 Common Stock Warrants

3,078,084 Preferred and Common Stock Warrants
598,850 Preferred Stock Warrants

20,000 Preferred Stock Warrants
261,198 Preferred Stock Warrants

268,591 Preferred Stock Warrants

605,468 Preferred Stock Warrants

76,923 Common Stock Warrants

108,333 Common Stock Warrants

500,000 Preferred Stock Warrants
44,211,003 Preferred and Common Stock Warrants
245,810 Preferred Stock Warrants
261,721 Preferred Stock Warrants
139,073 Preferred Stock Warrants
243,942 Preferred Stock Warrants
5,002,574 Preferred Stock Warrants
6,753 Preferred and Common Stock Warrants
203,616 Preferred Stock Warrants
12,857 Preferred Stock Warrants
238,121 Preferred Stock Warrants
900,000 Preferred Stock Warrants
288,115 Preferred Stock Warrants
620,000 Preferred Stock Warrants
615,475 Preferred Stock Warrants
321,428 Preferred Stock Warrants
186,045 Preferred Stock Warrants
301,055 Preferred and Common Stock Warrants
3,049,607 Preferred Stock Warrants
195,122 Preferred Stock Warrants
4,343,348 Preferred Stock Warrants

804,604 Preferred Stock Warrants

363,082 Preferred Stock Warrants
82,965 Preferred Stock Warrants
27,373 Preferred Stock Warrants
7,097,792 Preferred Stock Warrants
10,906 Common Stock Warrants

Non-Affiliate Other Investments — 0.1% (8)
ZetrOZ, Inc. (12)
Total Non-Affiliate Other Investments

  Medical Device

  Royalty Agreement

See Notes to Consolidated Financial Statements

102

Cost of
Investments (6)
 24  
 65  
 56
 54
 50
 148  
 153  
 76
 237  
 91
 82
 77
 53     

 2,089

 177  
 93  

 93
 106

 68

 433

 195

 34

 242
 234  
 75
 91  

 162
 164
 1,585  
 101  
 80  
 5
 28  

 158

 22  
 80  
 46
 12  
 225  
 48  

 138

 42  
 177  
 4,914  

 100  
 100  

 90
 101

 74  
 62  
 44
 371  
 7,474  

 14  
 14  

Fair
Value

 —
 463
 1,180
 54
 63
 175
 152
 76
 120
 108
 122
 77
 51
 3,915

 186
 165

 93
 13

 822

 433

 312

 70

 706
 165
 9
 88
 2,407
 164
 1,326
 —
 —
 11
 27
 349
 279
 33
 51
 291
 —
 8
 174
 —
 3
 8,185

 —
 —

 90
 1,171
 —
 196
 474
 1,931
 14,031

 200
 200

    
         
    
    
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
    
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
 
   
  
 
 
 
 
 
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
  
 
 
  
 
  
 
 
 
 
 
 
Table of Contents

Portfolio Company (1)(3)
Non-Affiliate Equity — 0.7% (8)
Sunesis Pharmaceuticals,  Inc. (5)
SnagAJob.com, Inc. (12)

Zeta Global Holdings Corp. (2)(12)

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2020
(In thousands)

Sector

Type of Investment (4)(7)(9)(10)

Principal    

     Amount

Cost of
Investments (6)

Fair
Value

  Biotechnology

Consumer-related
Technologies
Internet and
Media
  Materials
  Software
Software

  1,308 Common Stock
82,974 Common Stock

18,405 Common Stock

  74,286 Common Stock
  17,142 Preferred Stock
17,037 Common Stock

  $

 83  
 9

 3
 82

 240
 75  
 13  

 240
 —
 35
 1,200
 1,560
 343,158   $ 343,498

 1,200
 1,620  

Formetrix, Inc. (2)(12)
Clarabridge, Inc. (12)
Lightspeed POS Inc. (5)
Total Non-Affiliate Equity
Total Non-Affiliate Portfolio Investment Assets
Non-controlled Affiliate Investments — 3.5% (8)
Non-controlled Affiliate Debt Investments — Technology — 2.7% (8)
Decisyon, Inc. (12)

StereoVision Imaging, Inc. (2)(12)

Total Non-controlled Affiliate Debt Investments — Technology

Non-controlled Affiliate Warrants — Technology — 0.0% (8)
Decisyon, Inc. (12)
Total Non-controlled Affiliate Warrants — Technology
Non-controlled Affiliate Equity — Technology — 0.8% (8)
Decisyon, Inc. (12)
StereoVision Imaging,  Inc. (2)(12)
Total Non-controlled Affiliate Equity
Total Non-controlled Affiliate Portfolio Investment Assets

Software

Term Loan (12.50% cash (Libor + 12.308%; Floor 12.50%),
12.00% ETP, Due 6/1/21)
Term Loan (12.50% cash (Libor + 12.308%; Floor 12.50%),
12.00% ETP, Due 6/1/21)
Term Loan (12.02% cash, Due 6/1/21)
  Term Loan (12.03% cash, Due 6/1/21)
  Term Loan (12.24% cash, Due 6/1/21)
  Term Loan (13.08% cash, Due 6/1/21)
  Term Loan (13.10% cash, Due 6/1/21)

Software

Term Loan (8.50% Cash (Libor + 7.03%; Floor 8.50%), 15.63%
ETP, Due 1/1/22)

  Software

  82,967 Common Stock Warrants

  Software
  Software

72,638,663 Preferered and Common Stock
1,943,572 Preferred and Common Stock

Biotechnology

Other Investment

Controlled Affiliate Investments — 0.7% (8)
Controlled Affiliate Other Investments — Biotechnology — 0.7% (8)
HESP LLC (2)(12)(14)
Total Controlled Affiliate Other Investments
Total Controlled Affiliate Portfolio Investment Assets

Total Portfolio Investment Assets — 165.8% (8)

Short Term Investments — Unrestricted Investments — 12.8% (8)
US Bank Money Market Deposit Account
Total Short Term Investments —Unrestricted Investments

Short Term Investments — Restricted Investments—0.5% (8)
US Bank Money Market Deposit Account
Total Short Term Investments —Restricted Investments

$  1,182

$

 1,181

$  1,181

 646

 239
 238
 705
 276
 184
 2,783

  $

$

  $

  $

$
$

$
$

 626

 626

 227
 228
 685
 276
 183
 2,382

 227
 228
 685
 276
 183
 2,382

 5,788

 5,788

 46
 46

 —
 —

 120
 229  
 1,639
 791  
 1,020  
 1,759
 6,854   $  7,547

$  1,500
 1,500
 1,500  
 1,500
 1,500   $  1,500

 351,512   $ 352,545

 27,199
$  27,199
 27,199   $  27,199

 1,057
$  1,057
 1,057   $  1,057

(1) All investments of the Company are in entities which are organized under the laws of the United States and have a

principal place of business in the United States.

(2) Has  been  pledged  as  collateral  under  the  revolving  credit  facility  (the  “Key  Facility”)  with  KeyBank  National
Association (“Key”), the Note Funding Agreement (the “NYL Facility”) with several entities owned or affiliated with
New York Life Insurance Company (“NYL Noteholders”) and/or the term debt securitization in connection with which
an  affiliate  of  the  Company  made  an  offering  of  $100.0  million  in  aggregate  principal  amount  of  fixed  rate  asset-
backed  notes  that  were  issued  in  conjunction  with  the  $160.0  million  securitization  of  secured  loans  the  Company
completed on August 13, 2019 (“the Asset-Backed Notes”).

See Notes to Consolidated Financial Statements

103

    
        
    
 
  
 
  
 
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
 
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
    
 
 
 
  
    
 
  
    
 
 
 
 
    
 
 
  
  
  
  
 
 
 
 
 
 
 
   
 
  
 
 
   
 
  
 
 
 
Table of Contents

(3) All non-affiliate investments are investments in which the Company owns less than 5% of the voting securities of the
portfolio company. All non-controlled affiliate investments are investments in which the Company owns 5% or more
of  the  voting  securities  of  the  portfolio  company  but  not  more  than  25%  of  the  voting  securities  of  the  portfolio
company.  All  controlled  affiliate  investments  are  investments  in  which  the  Company  owns  more  than  25%  of  the
portfolio company’s outstanding voting securities or has the power to exercise control over management or policies of
such portfolio company (including through a management agreement

(4) All interest is payable in cash due monthly in arrears, unless otherwise indicated, and applies only to the Company’s
debt  investments.  Interest  rate  is  the  annual  interest  rate  on  the  debt  investment  and  does  not  include  end-of-term
payments (“ETPs”), and any additional fees related to the investments, such as deferred interest, commitment fees or
prepayment fees. Debt investments are at variable rates for the term of the debt investment, unless otherwise indicated.
All debt investments based on the London InterBank Offered Rate (“LIBOR”) are based on one-month LIBOR. For
each debt investment, the current interest rate in effect as of December 31, 2020 is provided.

(5) Portfolio company is a public company.

(6) For debt investments, represents principal balance less unearned income.

(7) Warrants, Equity and Other Investments are non-income producing.

(8) Value as a percent of net assets.

(9) The Company did not have any non-qualifying assets under Section 55(a) of the Investment Company Act of 1940, as
amended  (the  “1940  Act)  as  of  December  31,  2020.  Under  the  1940  Act,  the  Company  may  not  acquire  any  non-
qualifying assets unless, at the time the acquisition is made, qualifying assets represent at least 70% of the Company’s
total assets.

(10) ETPs  are  contractual  fixed-interest  payments  due  in  cash  at  the  maturity  date  of  the  applicable  debt  investment,
including upon any prepayment, and are a fixed percentage of the original principal balance of the debt investments
unless otherwise noted. Interest will accrue during the life of the debt investment on each ETP and will be recognized
as non-cash income until it is actually paid. Therefore, a portion of the incentive fee the Company may pay its Advisor
will be based on income that the Company has not yet received in cash.

(11) Debt investment has a payment-in-kind (“PIK”) feature.

(12) The fair value of the investment was valued using significant unobservable inputs.

(13) Debt investment is on non-accrual status as of December 31, 2020.

(14) On  July  8,  2020,  Espero  BioPharma,  Inc.  and  its  affiliates,  Jacksonville  Pharmaceuticals,  Inc.  and    Espero
Pharmaceuticals, Inc. (collectively, “Espero”) assigned substantially all of their assets to their respective assignment
estates  and  respectively  appointed  PSE  (ABC),  LLC,  PS  PJAX  (ABC),  LLC,  and  PPSE  (ABC),  LLC  (collectively,
“Espero ABC”) to administer their respective estates and to facilitate the orderly sale and liquidation of their property
and assets. On October 6, 2020, the Court of Chancery of the State of Delaware approved the transfer of the assets of
Espero to the Company and Credit II or their designees in consideration for the Company and Credit II’s credit bid at
auction of $7.0 million. On October 22, 2020, Espero ABC transferred the assets of Espero to HESP LLC, a Delaware
limited liability company, wholly owned by the Company.

See Notes to Consolidated Financial Statements

104

Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2019
(In thousands)

Sector

Type of Investment (4)(7)(9)(10)

     Principal
     Amount

Cost of

Investments (6)     

Fair
Value

Portfolio Company (1)(3)
Non-Affiliate Investments — 160.0% (8)
Non-Affiliate Debt Investments — 153.5% (8)
Non-Affiliate Debt Investments — Life Science — 55.9% (8)
Celsion Corporation (2)(5)(12)

  Biotechnology

  Term Loan (9.98% cash (Libor + 7.63%; Floor 9.63%), 4.00%

$

 2,500

$

 2,464

$

 2,464

Encore Dermatology, Inc. (2)(12)

Biotechnology

ETP, Due 7/1/22)

  Term Loan (9.98% cash (Libor + 7.63%; Floor 9.63%), 4.00%

ETP, Due 7/1/22)
Term Loan (10.00% cash (Libor + 7.50%; Floor 10.00%),
3.00% ETP, Due 4/1/23)
Term Loan (10.00% cash (Libor + 7.50%; Floor 10.00%),
3.00% ETP, Due 4/1/23)

Espero BioPharma, Inc. (2)(12)

  Biotechnology

  Term Loan (12.00% cash (Libor + 9.25%; Floor 12.00%),

LogicBio, Inc.(2)(5)(12)

Mustang Bio, Inc. (2)(5)(12)

Biotechnology

Biotechnology

5.10% ETP, Due 3/31/20) (11)
Term Loan (12.00% cash (Libor + 9.25%; Floor 12.00%),
5.10% ETP, Due 3/31/20) (11)
Term Loan (8.75 % cash (Libor + 6.25%; Floor 8.75%), 4.50%
ETP, Due 6/1/24
Term Loan (9.00% cash (Libor + 6.50%; Floor 9.00%), 5.00%
ETP, Due 10/1/22)
Term Loan (9.00% cash (Libor + 6.50%; Floor 9.00%), 5.00%
ETP, Due 10/1/22)

vTv Therapeutics Inc.  (2)(5)(12)

  Biotechnology

  Term Loan (11.69% cash (Libor + 10.00%; Floor 10.50%),

6.00% ETP, Due 5/1/20)

  Term Loan (11.69% cash (Libor + 10.00%; Floor 10.50%),

6.00% ETP, Due 10/1/20)

Titan Pharmaceuticals, Inc. (2)(5)(12)

  Drug Delivery

  Term Loan (10.09% cash (Libor + 8.40%; Floor 9.50%),

5.00% ETP, Due 6/1/22)

Conventus Orthopaedics, Inc. (2)(12)

  Medical Device

  Term Loan (9.69% cash (Libor + 8.00%; Floor 9.25%), 8.33%

ETP, Due 7/1/23)

  Term Loan (9.69% cash (Libor + 8.00%; Floor 9.25%), 8.33%

ETP, Due 7/1/23)

CSA Medical, Inc. (2)(12)

  Medical Device

  Term Loan (10.00% cash (Libor + 8.20%; Floor 10.00%),

CVRx, Inc. (2)(12)

Medical Device

5.00% ETP, Due 1/1/24)
Term Loan (10.00% cash (Libor + 8.20%; Floor 10.00%),
5.00% ETP, Due 1/1/24)
Term Loan (10.00% cash (Libor + 7.80%; Floor 10.00%),
3.50% ETP, Due 4/1/24)
Term Loan (10.00% cash (Libor + 7.80%; Floor 10.00%),
3.50% ETP, Due 4/1/24)
Term Loan (10.00% cash (Libor + 7.80%; Floor 10.00%),
3.50% ETP, Due 4/1/24)
Term Loan (10.00% cash (Libor + 7.80%; Floor 10.00%),
3.50% ETP, Due 4/1/24)

Lantos Technologies, Inc.  (2)(12)

  Medical Device

  Term Loan (10.12% cash (Libor + 8.43%; Floor 10.00%),

MacuLogix, Inc. (2)(12)

  Medical Device

  Term Loan (10.08% cash (Libor + 7.68%; Floor 10.08%),

10.00% ETP, Due 4/1/21)

Meditrina, Inc. (2)(12)

Medical Device

4.00% ETP, Due 10/1/23)

  Term Loan (10.08% cash (Libor + 7.68%; Floor 10.08%),

4.00% ETP, Due 10/1/23)
Term Loan (9.70% cash (Libor + 7.10%; Floor 9.70%), 4.00%
ETP, Due 5/1/20)

VERO Biotech LLC (2)(12)

  Medical Device

  Term Loan (9.69% cash (Libor + 8.00%; Floor 9.25%), 5.00%

Total Non-Affiliate Debt Investments — Life Science
Non-Affiliate Debt Investments — Technology — 84.8% (8)
Audacy Corporation (2)(12)(15)

  Communications

Betabrand Corporation (2)(12)

Mohawk Group Holdings, Inc. (2)(5)(12)

Updater, Inc.(2)(12)

Consumer-related
Technologies

     Consumer-related
Technologies

Consumer-related
Technologies

ETP, Due 1/1/22)

  Term Loan (10.35% cash (Libor + 8.00%; Floor 9.25%),

5.00% ETP, Due 1/1/22)

  Term Loan (9.59% cash (Libor + 7.90%; Floor 9.50%), 5.00%

ETP, Due 7/1/22)
Term Loan (9.59% cash (Libor + 7.90%; Floor 9.50%), Due
2/1/20)
Term Loan (10.05% cash (Libor + 7.50%; Floor 10.05%),
4.50% ETP, Due 9/1/23)
Term Loan (10.05% cash (Libor + 7.50%; Floor 10.05%),
4.50% ETP, Due 9/1/23)

     Term Loan (9.90% cash (Libor + 7.40%; Floor 9.90%), 4.00%

ETP, Due 1/1/23)
Term Loan (9.90% cash (Libor + 7.40%; Floor 9.90%), 4.00%
ETP, Due 1/1/23)

  Term Loan (9.90% cash (Libor + 7.40%; Floor 9.90%), 4.00%

ETP, Due 1/1/23)
Term Loan (11.50% cash (Prime + 5.75%; Floor 11.50%,
Ceiling 14.00%),0.56% ETP, Due 12/20/24)
Term Loan (11.50% cash (Prime + 5.75%; Floor 11.50%,
Ceiling 14.00%), 0.56% ETP, Due 12/20/24)

See Notes to Consolidated Financial Statements

 2,500

 5,000

 5,000

 5,053

 4,802

 5,000

 5,000

 5,000

 1,042

 1,406

 1,600

 5,311

 5,311

 3,750

 250

 5,000

 5,000

 5,000

 5,000

 3,433

 7,500

 4,050

 3,000

 4,000

 4,000

 3,641

 550

 4,250

 4,250

 5,000

 5,000

 5,000

 5,000

 5,000

 2,464

 4,929

 4,929

 5,053

 4,802

 4,970

 4,827

 4,924

 1,034

 1,393

 1,533

 5,233

 5,233

 3,637

 246

 4,934

 4,934

 4,934

 4,934

 3,143

 7,356

 3,993

 2,966

 3,967

 3,967

 2,464

 4,929

 4,929

 5,053

 4,802

 4,970

 4,827

 4,924

 1,034

 1,393

 1,533

 5,233

 5,233

 3,637

 246

 4,934

 4,934

 4,934

 4,934

 3,143

 7,356

 3,993

 2,966

 3,967

 3,967

 102,799

 102,799

 3,580

 550

 4,115

 4,182

 4,914

 4,914

 4,914

 4,935

 4,935

 1,300

 200

 4,115

 4,182

 4,914

 4,914

 4,914

 4,935

 4,935

105

    
    
    
    
    
    
    
 
  
 
  
 
   
   
  
 
  
 
  
 
   
   
  
 
  
 
   
   
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
 
 
 
 
    
    
    
 
 
Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2019
(In thousands)

Portfolio Company (1)(3)

Sector

Type of Investment (4)(7)(9)(10)

Canara, Inc. (2)(12)

Data Storage

Term Loan (11.50% cash (Prime + 5.75%; Floor 11.50%,
Ceiling 14.00%), 0.56% ETP, Due 12/20/24)
Term Loan (11.00% cash (Libor + 8.60%; Floor 11.00%),
1.00% ETP, Due 2/1/23)
Term Loan (11.00% cash (Libor + 8.60%; Floor 11.00%),
1.00% ETP, Due 2/1/23)

Kaminario, Inc. (2)(12)

  Data Storage

  Term Loan (10.65% cash (Libor + 8.40%; Floor 10.65%),

3.00% ETP, Due 1/1/23)

  Term Loan (10.65% cash (Libor + 8.40%; Floor 10.65%),

3.00% ETP, Due 1/1/23)
Term Loan (10.65% cash (Libor + 8.40%; Floor 10.65%),
3.00% ETP, Due 1/1/23)

IgnitionOne, Inc. (2)(12)

Internet and Media   Term Loan (11.92% cash (Libor + 10.23%; Floor 10.23%),

Skillshare, Inc.(2)(12)

Internet and Media

2.00% ETP, Due 4/1/22)

  Term Loan (11.92% cash (Libor + 10.23%; Floor 10.23%),

2.00% ETP, Due 4/1/22)

  Term Loan (11.92% cash (Libor + 10.23%; Floor 10.23%),

2.00% ETP, Due 4/1/22)

  Term Loan (11.92% cash (Libor + 10.23%; Floor 10.23%),

2.00% ETP, Due 4/1/22)
Term Loan (9.50% cash (Libor + 7.50%; Floor 9.50%), 5.00%
ETP, Due 1/1/25)
Term Loan (9.50% cash (Libor + 7.50%; Floor 9.50%), 5.00%
ETP, Due 1/1/25)
Term Loan (9.50% cash (Libor + 7.50%; Floor 9.50%), 5.00%
ETP, Due 1/1/25)

Verve Wireless, Inc. (2)(12)

Internet and Media   Term Loan (15.80% cash (Libor + 8.80%; Floor 10.80%),

The NanoSteel Company, Inc. (2)(12)

  Materials

  Term Loan (11.00% cash (Libor + 8.50%; Floor 11.00%),

3.33% ETP, Due 9/1/21)

Kinestral Technologies, Inc.(2)(12)

Power
Management

4.00% ETP, Due 6/1/22)

  Term Loan (11.00% cash (Libor + 8.50%; Floor 11.00%),

4.00% ETP, Due 6/1/22)
Term Loan (9.95% cash (Libor + 7.75%; Floor 9.95%), 5.00%
ETP, Due 12/1/22)
Term Loan (9.95% cash (Libor + 7.75%; Floor 9.95%), 5.00%
ETP, Due 12/1/22)

Bridge2 Solutions, LLC.  (2)(12)

Software

  Term Loan (11.00% cash (Libor + 8.40%; Floor 11.00%),

2.00% ETP, Due 6/1/23)

  Term Loan (11.00% cash (Libor + 8.40%; Floor 11.00%),

2.00% ETP, Due 6/1/23)
Term Loan (11.00% cash (Libor + 8.40%; Floor 11.00%),
2.00% ETP, Due 9/1/23)

New Signature US, Inc.  (2)(12)(13)

Software

  Term Loan (10.50% cash (Libor + 8.50%; Floor 10.50%),

OutboundEngine, Inc. (2)(12)

Software

Revinate, Inc. (2)(12)

Software

3.50% ETP, Due 7/1/22)
Term Loan (10.50% cash (Libor + 8.50%; Floor 10.50%),
3.50% ETP, Due 2/1/23)
Term Loan (11.15% cash (Libor + 8.40%; Floor 11.15%),
3.00% ETP, Due 7/1/23)
Term Loan (11.15% cash (Libor + 8.40%; Floor 11.15%),
3.00% ETP, Due 7/1/23)
Term Loan (9.50% cash (Libor + 7.00%; Floor 9.50%), 4.00%
ETP, Due 6/1/23)
Term Loan (9.50% cash (Libor + 7.00%; Floor 9.50%), 4.00%
ETP, Due 11/1/23)

SIGNiX, Inc. (12)(15)

xAd, Inc. (2)(12)

Software

  Term Loan (12.69% cash (Libor + 11.00%; Floor 11.50%),

Software

  Term Loan (10.39% cash (Libor + 8.70%; Floor 10.00%),

8.67% ETP, Due 2/1/20)

4.75% ETP, Due 11/1/21)

  Term Loan (10.39% cash (Libor + 8.70%; Floor 10.00%),

4.75% ETP, Due 11/1/21)
Term Loan (10.39% cash (Libor + 8.70%; Floor 10.00%),
4.75% ETP, Due 11/1/21)
Term Loan (10.39% cash (Libor + 8.70%; Floor 10.00%),
4.75% ETP, Due 11/1/21)

Total Non-Affiliate Debt Investments — Technology
Non-Affiliate Debt Investments — Healthcare information and services — 12.8% (8)
Kate Farms, Inc. (2)(12)

Other Healthcare

Term Loan (9.75% cash (Libor + 7.45%; Floor 9.75%), 5.00%
ETP, Due 10/1/23)
Term Loan (9.75% cash (Libor + 7.45%; Floor 9.75%), 5.00%
ETP, Due 10/1/23)

See Notes to Consolidated Financial Statements

106

Principal
Amount

 10,000

Cost of
Investments (6)
 9,870

Fair
Value

 9,870

 4,868

 4,868

 4,938

 4,938

 4,840

 2,911

 2,911

 2,812

 2,911

 2,747

 2,946

 2,946

 2,320

 4,205

 4,205

 5,442

 5,765

 6,120

 6,120

 1,926

 2,721

 987

 3,929

 3,438

 928

 4,932

 500

 4,533

 4,533

 2,720

 1,813

 4,868

 4,868

 4,938

 4,938

 4,840

 2,911

 2,911

 2,812

 2,911

 2,747

 2,946

 2,946

 2,320

 4,205

 4,205

 5,442

 5,765

 6,120

 6,120

 1,926

 2,721

 987

 3,929

 3,438

 928

 4,932

 1,569

 4,533

 4,533

 2,720

 1,813

 159,751

 156,052

 4,852

 4,919

 4,852

 4,919

 5,000

 5,000

 5,000

 5,000

 5,000

 3,000

 3,000

 3,000

 3,000

 3,000

 3,000

 3,000

 2,400

 4,250

 4,250

 6,000

 6,000

 6,250

 6,250

 2,000

 2,750

 1,000

 4,000

 3,500

 1,000

 5,000

 1,571

 4,583

 4,583

 2,750

 1,833

 5,000

 5,000

    
         
    
    
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2019
(In thousands)

Portfolio Company (1)(3)
HealthEdge Software, Inc.  (2)(12)

Sector

Software

Type of Investment (4)(7)(9)(10)
Term Loan (9.94% cash (Libor + 8.25%; Floor 9.25%), 3.00%
ETP, Due 7/1/22)
Term Loan (9.94% cash (Libor + 8.25%; Floor 9.25%), 3.00%
ETP, Due 1/1/23)
Term Loan (9.94% cash (Libor + 8.25%; Floor 9.25%), 3.00%
ETP, Due 4/1/23)
Term Loan (9.94% cash (Libor + 8.25%; Floor 9.25%), 3.00%
ETP, Due 1/1/24)

Principal
Amount

 3,571

 3,214

 3,482

 3,750

Cost of
Investments (6)
 3,533

 3,180

 3,444

 3,707

Fair
Value

 3,533

 3,180

 3,444

 3,707

 23,635  
 286,185  

 23,635
 282,486

Total Non-Affiliate Debt Investments — Healthcare information and services
Total Non- Affiliate Debt Investments
Non-Affiliate Warrant Investments — 5.9% (8)
Non-Affiliate Warrants — Life Science — 0.7% (8)
Alpine Immune Sciences, Inc. (5)(12)
Celsion Corporation (2)(5)(12)
Corvium, Inc. (2)(12)
Encore Dermatology, Inc. (2)(12)
Espero BioPharma, Inc.  (2)(5)(12)
LogicBio, Inc. (2)(5)(12)
Mustang Bio, Inc. (2)(5)(12)
Rocket Pharmaceuticals Corporation (5)(12)
Palatin Technologies, Inc. (2)(5)(12)
Revance Therapeutics, Inc.  (5)(12)
Strongbridge U.S. Inc.  (2)(5)(12)
Sunesis Pharmaceuticals, Inc. (5)(12)
vTv Therapeutics Inc.  (2)(5)(12)
Titan Pharmaceuticals, Inc. (2)(5)(12)
AccuVein Inc. (2)(12)
Aerin Medical, Inc. (2)(12)
Conventus Orthopaedics, Inc. (2)(12)
CSA Medical, Inc. (12)
CVRx, Inc.(2)(12)
Lantos Technologies, Inc.  (2)(12)
MacuLogix, Inc. (2)(12)
Meditrina, Inc. (2)(12)
NinePoint Medical, Inc.  (2)(12)
VERO Biotech LLC (2)(12)
Total Non-Affiliate Warrants — Life Science
Non-Affiliate Warrants — Technology — 4.8% (8)
Audacy Corporation (2)(12)
Intelepeer Holdings, Inc.  (2)(12)
PebblePost, Inc. (2)(12)
Betabrand Corporation (2)(12)

  Biotechnology
  Biotechnology
Biotechnology
Biotechnology
  Biotechnology
Biotechnology
Biotechnology
  Biotechnology
  Biotechnology
  Biotechnology
  Biotechnology
  Biotechnology
  Biotechnology
  Drug Delivery
  Medical Device
  Medical Device
  Medical Device
  Medical Device
Medical Device
  Medical Device
  Medical Device
Medical Device
  Medical Device
     Medical Device

4,632 Common Stock Warrants
95,057 Common Stock Warrants
661,956 Preferred Stock Warrants
1,510,878 Preferred Stock Warrants
1,507,917 Common Stock Warrants
7,843 Common Stock Warrants
216,138 Common Stock Warrants
7,051 Common Stock Warrants
274,725 Common Stock Warrants
34,113 Common Stock Warrants
160,714 Common Stock Warrants
2,050 Common Stock Warrants
95,293 Common Stock Warrants
373,333 Common Stock Warrants
1,174,881 Preferred Stock Warrants
1,818,183 Preferred Stock Warrants
1,145,000 Preferred Stock Warrants
1,260,345 Preferred Stock Warrants
750,000 Preferred Stock Warrants
560,832 Preferred Stock Warrants
454,460 Preferred Stock Warrants
221,510 Preferred Stock Warrants
29,102 Preferred Stock Warrants

     408 Common Stock Warrants

Caastle, Inc. (2)(12)

Le Tote, Inc. (2)(12)

Mohawk Group Holdings, Inc. (2)(12)

Rhapsody International Inc.  (2)(12)

Updater, Inc.(2)(12)

Canara, Inc. (2)(12)
Kaminario, Inc. (2)(12)
Global Worldwide LLC (2)(12)
IgnitionOne, Inc. (2)(12)
Rocket Lawyer Incorporated (2)(12)
Skillshare, Inc. (2)(12)
Verve Wireless, Inc. (2)(12)
The NanoSteel Company, Inc. (2)(12)
Kinestral, Inc. (2)(12)

Avalanche Technology, Inc. (2)(12)
Soraa, Inc. (2)(12)
Bridge2 Solutions, Inc. (2)(12)
BSI Platform Holdings, LLC (2)(12)(13)
Clarabridge, Inc. (12)
Education Elements, Inc.  (2)(12)
Lotame Solutions, Inc.  (2)(12)
OutboundEngine, Inc. (2)(12)
Revinate, Inc. (2)(12)
Riv Data Corp. (2)(12)

  Communications
  Communications
  Communications
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Data Storage
  Data Storage

Internet and Media
Internet and Media  
Internet and Media  
Internet and Media
Internet and Media  

  Materials
Power
Management
Semiconductors
Semiconductors
Software
Software
Software
Software
Software
Software
Software
Software

1,545,575 Preferred Stock Warrants
2,134,617 Preferred Stock Warrants
598,850 Preferred Stock Warrants
248,210 Preferred Stock Warrants

268,591 Preferred Stock Warrants

202,974 Preferred Stock Warrants

76,923 Common Stock Warrants

852,273 Common Stock Warrants

108,333 Common Stock Warrants

500,000 Preferred Stock Warrants
18,616,925 Preferred Stock Warrants
245,810 Preferred Stock Warrants
262,910 Preferred Stock Warrants
261,721 Preferred Stock Warrants
173,717 Preferred Stock Warrants
112,805 Common Stock Warrants
467,277 Preferred Stock Warrants
3,454,774 Preferred Stock Warrants

202,602 Preferred Stock Warrants
203,616 Preferred Stock Warrants
172,958 Common Stock Warrants
187,500 Preferred Stock Warrants
53,486 Preferred Stock Warrants
238,121 Preferred Stock Warrants
288,115 Preferred Stock Warrants
600,000 Preferred Stock Warrants
459,770 Preferred Stock Warrants
321,428 Preferred Stock Warrants

See Notes to Consolidated Financial Statements

107

 122  
 65  
 52
 113
 184  
 8
 140
 17  
 20  
 68  
 72  
 5  
 44  
 95  
 24  
 66  
 149  
 147  
 76
 253  
 238  
 83
 33  
 53     

 2,127

 193  
 145  
 93  

 101

 67

 63

 195

 164

 34

 242
 234  
 75
 672  
 91  

 162
 121  
 233  
 606

 101  
 80  
 768  
 26  
 17  
 28  
 22  
 77  
 36
 12  

 —
 6
 20
 —
 —
 3
 222
 16
 16
 77
 25
 —
 —
 —
 29
 69
 158
 146
 84
 44
 154
 85
 6
 55
 1,215

 —
 75
 159
 104

 832

 361

 2

 —

 34

 288
 272
 9
 —
 77
 162
 —
 7
 606

 170
 —
 2,230
 20
 106
 23
 280
 83
 38
 253

    
    
    
    
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
   
 
 
   
 
  
 
  
 
   
   
  
 
  
 
  
 
   
   
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
    
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2019
(In thousands)

Type of Investment (4)(7)(9)(10)

Principal
Amount

193,962 Preferred Stock Warrants
133,560 Preferred Stock Warrants
301,056 Preferred Stock Warrants
375,000 Preferred Stock Warrants
195,122 Preferred Stock Warrants
4,343,348 Preferred Stock Warrants

804,604 Preferred Stock Warrants

2,676 Common Stock Warrants
69,137 Preferred Stock Warrants
27,373 Preferred Stock Warrants
51,185 Common Stock Warrants
205,481 Preferred Stock Warrants
7,097,792 Preferred Stock Warrants

Sector

Software
Software
Software
Software
Software
Software

Portfolio Company (1)(3)
ShopKeep.com, Inc. (2)(12)
SIGNiX, Inc. (12)
Skyword, Inc. (12)
Sys-Tech Solutions, Inc.  (2)(12)
Weblinc Corporation (2)(12)
xAd, Inc. (2)(12)
Total Non-Affiliate Warrants — Technology
Non-Affiliate Warrants — Sustainability — 0.1% (8)
Tigo Energy, Inc. (2)(12)
Total Non-Affiliate Warrants — Sustainability
Non-Affiliate Warrants — Healthcare information and services — 0.4% (8)
ProterixBio, Inc. (2)(12)
Kate Farms, Inc. (2)(12)
Watermark Medical, Inc.  (2)(12)
Software
Catasys, Inc. (2)(5)(12)
Software
HealthEdge Software, Inc.  (2)(12)
Medsphere Systems Corporation (2)(12)
Software
Total Non-Affiliate Warrants — Healthcare information and services
Total Non-Affiliate Warrants
Non-Affiliate Other Investments — 0.3% (8)
ZetrOZ, Inc. (12)
Total Non-Affiliate Other Investments

Diagnostics
Other Healthcare
  Other Healthcare

  Medical Device

  Energy Efficiency  

  Royalty Agreement

Non-Affiliate Equity — 0.3% (8)
Palatin Technologies, Inc. (2)(5)
Revance Therapeutics, Inc.(5)
Sunesis Pharmaceuticals,  Inc. (5)
SnagAJob.com, Inc. (12)

Verve Wireless, Inc. (2)(12)
Zeta Global Holdings Corp. (2)(12)
Formetrix, Inc. (2)(12)
Total Non-Affiliate Equity
Total Non-Affiliate Portfolio Investment Assets

  Biotechnology
  Biotechnology
  Biotechnology

Consumer-related
Technologies
Internet and Media  
Internet and Media

  Materials

5,249 Common Stock
5,125 Common Stock
13,082 Common Stock
82,974 Common Stock

100,598 Preferred Stock
18,405 Common Stock
74,286 Common Stock

Cost of
Investments (6)
 118  
 225  
 48  
 242  
 42  
 177  
 5,510  

 100  
 100  

 42
 86
 74  
 193
 84  
 60  
 539  
 8,276  

 61  
 61  

 31  
 73  
 83  
 9

Fair
Value

 116
 —
 4
 2,331
 —
 249
 8,891

 —
 —

 —
 86
 63
 304
 73
 197
 723
 10,829

 500
 500

 4
 83
 4
 84

 224  
 240

 74  
 734  
 295,256  

$

 —
 240
 74
 489
 294,304

$

Non-controlled Affiliate Investments — 4.7% (8)
Non-controlled Affiliate Debt Investments — Technology — 3.2% (8)
Decisyon, Inc. (12)

Software

StereoVision Imaging, Inc. (12)

Software

Total Non-controlled Affiliate Debt Investments — Technology

Non-controlled Affiliate Warrants — Technology — 0.0% (8)
Decisyon, Inc. (12)
Total Non-controlled Affiliate Warrants — Technology
Non-controlled Affiliate Equity — Technology — 1.5% (8)
Decisyon, Inc. (12)
StereoVision Imaging,  Inc. (12)
Total Non-controlled Affiliate Equity
Total Non-controlled Affiliate Portfolio Investment Assets

Software
Software

Software

Controlled Affiliate Investments — 9.0% (8)
Controlled Affiliate Equity — Financial — 9.0% (8)
Horizon Secured Loan Fund I LLC (12)(14)
Total Controlled Affiliate Equity
Total Controlled Affiliate Portfolio Investment Assets

Total Portfolio Investment Assets — 173.7% (8)

Investment funds

Term Loan (13.998% cash (Libor + 12.31%; Floor 12.50%),
12.00% ETP, Due 6/1/21)
Term Loan (14.41% cash (Libor + 12.31%; Floor 12.50%),
12.00% ETP, Due 6/1/21)
Term Loan (12.02% cash, Due 6/1/21)
  Term Loan (12.03% cash, Due 6/1/21)
  Term Loan (12.24% cash, Due 6/1/21)
  Term Loan (13.08% cash, Due 6/1/21)
  Term Loan (13.10% cash, Due 6/1/21)

Term Loan (8.72% Cash (Libor + 7.03%; Floor 8.50%), 8.50%
ETP, Due 9/1/21) (11)

82,967 Common Stock Warrants

45,365,936 Common Stock
1,943,572 Common Stock

$

 1,206

$

 1,206

$

 1,206

 660

 234
 234
 704
 283
 187
 2,783

 639

 234
 234
 704
 283
 187
 2,382

 5,869

 46
 46

 185  
 791  
 976  
 6,891  

 16,684  
 16,684  
 16,684  

 318,831  

$

$

$

$

 639

 234
 234
 704
 283
 187
 2,382

 5,869

 —
 —

 75
 2,653
 2,728
 8,597

 16,650
 16,650
 16,650

 319,551

$

$

$

$

See Notes to Consolidated Financial Statements

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Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2019
(In thousands)

Portfolio Company (1)(3)
Short Term Investments — Unrestricted Investments — 5.3% (8)
US Bank Money Market Deposit Account
Total Short Term Investments —Unrestricted Investments

Sector

Short Term Investments — Restricted Investments—0.6% (8)
US Bank Money Market Deposit Account
Total Short Term Investments —Restricted Investments

Type of Investment (4)(7)(9)(10)

Cost of
Investments (6)

Fair
Value

$
$

$
$

 9,787
 9,787  

 1,133
 1,133  

$
$

$
$

 9,787
 9,787

 1,133
 1,133

(1) All investments of the Company are in entities which are organized under the laws of the United States and have a

principal place of business in the United States.

(2) Has been pledged as collateral under the Key Facility.

(3) All non-affiliate investments are investments in which the Company owns less than 5% of the voting securities of the
portfolio company. All non-controlled affiliate investments are investments in which the Company owns 5% or more
of  the  voting  securities  of  the  portfolio  company  but  not  more  than  25%  of  the  voting  securities  of  the  portfolio
company.  All  controlled  affiliate  investments  are  investments  in  which  the  Company  owns  more  than  25%  of  the
portfolio company’s outstanding voting securities or has the power to exercise control over management or policies of
such portfolio company (including through a management agreement).

(4) All interest is payable in cash due monthly in arrears, unless otherwise indicated, and applies only to the Company’s
debt investments. Interest rate is the annual interest rate on the debt investment and does not include ETPs, and any
additional  fees  related  to  the  investments,  such  as  deferred  interest,  commitment  fees  or  prepayment  fees.  Debt
investments are at variable rates for the term of the debt investment, unless otherwise indicated. All debt investments
based on the LIBOR are based on one-month LIBOR. For each debt investment, the current interest rate in effect as of
December 31, 2019 is provided.

(5) Portfolio company is a public company.

(6) For debt investments, represents principal balance less unearned income.

(7) Warrants, Equity and Other Investments are non-income producing.

(8) Value as a percent of net assets.

(9) As of December 31, 2019, 4.9% and 4.8% of the Company’s total assets on a cost and fair value basis, respectively,
are in non-qualifying assets. Under the 1940 Act, the Company may not acquire any non-qualifying assets unless, at
the time the acquisition is made, qualifying assets represent at least 70% of the Company’s total assets.

(10) ETPs  are  contractual  fixed-interest  payments  due  in  cash  at  the  maturity  date  of  the  applicable  debt  investment,
including upon any prepayment, and are a fixed percentage of the original principal balance of the debt investments
unless otherwise noted. Interest will accrue during the life of the debt investment on each ETP and will be recognized
as non-cash income until it is actually paid. Therefore, a portion of the incentive fee the Company may pay its Advisor
will be based on income that the Company has not yet received in cash.

(11) Debt investment has a PIK feature.

(12) The fair value of the investment was valued using significant unobservable inputs.

See Notes to Consolidated Financial Statements

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(13) New Signature US, Inc. is a subsidiary of BSI Platform Holdings, LLC.

(14) On June 1, 2018, the Company entered into an agreement with Arena Sunset SPV, LLC (“Arena”) to co-invest through
Horizon Secured Loan Fund I LLC (“HSLFI”), a joint venture, which is expected to make investments, either directly
or  indirectly  through  subsidiaries,  primarily  in  the  form  of  secured  loans  to  development-stage  companies  in  the
technology,  life  science,  healthcare  information  and  services  and  sustainability  industries.  All  HSLFI  investment
decisions  require  unanimous  approval  of  a  quorum  of  HSLFI’s  board  of  managers,  which  consists  of  two
representatives of the Company and Arena. Although the Company owns more than 25% of the voting securities of
HSLFI, the Company does not have sole control over significant actions of HSLFI for purposes of the 1940 Act or
otherwise.

(15) Debt investment is on non-accrual status as of December 31, 2019.

See Notes to Consolidated Financial Statements

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Horizon Technology Finance Corporation and Subsidiaries

Notes to Consolidated Financial Statements

Note 1.         Organization

Horizon  Technology  Finance  Corporation  (the  “Company”)  was  organized  as  a  Delaware  corporation  on  March  16,
2010  and  is  an  externally  managed,  non-diversified,  closed-end  investment  company.  The  Company  has  elected  to  be
regulated as a business development company (“BDC”) under the 1940 Act. In addition, for tax purposes, the Company
has  elected  to  be  treated  as  a  regulated  investment  company  (“RIC”)  as  defined  under  Subchapter  M  of  the  Internal
Revenue  Code  of  1986,  as  amended  (the  “Code”).  As  a  RIC,  the  Company  generally  is  not  subject  to  corporate-level
federal  income  tax  on  the  portion  of  its  taxable  income  (including  net  capital  gains)  the  Company  distributes  to  its
stockholders. The Company primarily makes secured debt investments to development-stage companies in the technology,
life  science,  healthcare  information  and  services  and  sustainability  industries.  All  of  the  Company’s  debt  investments
consist of loans secured by all of, or a portion of, the applicable debtor company’s tangible and intangible assets.

On October 28, 2010, the Company completed an initial public offering (“IPO”) and its common stock trades on the
Nasdaq Global Select Market under the symbol “HRZN”. The Company was formed to continue and expand the business
of  Compass  Horizon  Funding  Company  LLC,  a  Delaware  limited  liability  company,  which  commenced  operations  in
March 2008 and became the Company’s wholly owned subsidiary upon the completion of the Company’s IPO.

Horizon Credit II LLC (“Credit II”) was formed as a Delaware limited liability company on June 28, 2011, with the
Company as its sole equity member. Credit II is a special purpose bankruptcy-remote entity and is a separate legal entity
from the Company. Any assets conveyed to Credit II are not available to creditors of the Company or any other entity other
than Credit II’s lenders.

The  Company  formed  Horizon  Funding  2019-1  LLC  (“2019-1  LLC”)  as  a  Delaware  limited  liability  company  on
May 2, 2019 and Horizon Funding Trust 2019-1 on May 15, 2019 (“2019-1 Trust” and, together with the 2019-1 LLC, the
“2019-1 Entities”). The 2019-1 Entities are special purpose bankruptcy remote entities and are separate legal entities from
the Company. The Company formed the 2019-1 Entities for purposes of securitizing the Asset-Backed Notes.

The Company formed Horizon Funding I, LLC (“HFI”) as a Delaware limited liability company on May 9, 2018, with
HSLFI as its sole member. HFI is a special purpose bankruptcy-remote entity and is a separate legal entity from HSLFI.
Any assets conveyed to HFI are not available to creditors of HSLFI or any other entity other than HFI’s lenders.

On April 21, 2020, the Company purchased all of the limited liability company interests of Arena in HSLFI, including,
without limitation, undistributed amounts owed to Arena and interest accrued and unpaid on the debt investments of HSLFI
through the date of purchase. As of April 21, 2020, HSLFI and its subsidiary, HFI, are consolidated by the Company.

The Company has also established an additional wholly owned subsidiary, which is structured as a Delaware limited
liability company, to hold the assets of a portfolio company acquired in connection with foreclosure or bankruptcy, which
is a separate legal entity from the Company.

The  Company’s  investment  strategy  is  to  maximize  the  investment  portfolio’s  return  by  generating  current  income
from  the  debt  investments  the  Company  makes  and  capital  appreciation  from  the  warrants  the  Company  receives  when
making  such  debt  investments.  The  Company  has  entered  into  an  investment  management  agreement  (the  “Investment
Management Agreement”) with Horizon Technology Finance Management LLC (the “Advisor”) under which the Advisor
manages the day-to-day operations of, and provides investment advisory services to, the Company.

Note 2.         Basis of presentation and significant accounting policies

The consolidated financial statements of the Company have been prepared in accordance with U.S. generally accepted
accounting principles (“GAAP”) and pursuant to the requirements for reporting on Form 10-K and Articles 6 and 10 of
Regulation S-X (“Regulation S-X”) under the Securities Act of 1933, as amended (the “Securities Act”). In the opinion of
management, the consolidated financial statements reflect all adjustments and reclassifications, consisting solely of normal

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recurring accruals, that are necessary for the fair presentation of financial results as of and for the periods presented. All
intercompany balances and transactions have been eliminated.

Principles of consolidation

As required under GAAP and Regulation S-X, the Company will generally consolidate its investment in a company
that is an investment company subsidiary or a controlled operating company whose business consists of providing services
to  the  Company.  Accordingly,  the  Company  consolidated  the  results  of  the  Company’s  wholly-owned  subsidiaries  in  its
consolidated financial statements. Although the Company owned more than 25% of the voting securities of HSLFI through
April 21, 2020, the Company did not have sole control over significant actions of HSLFI for purposes of the 1940 Act or
otherwise, and thus did not consolidate its interest prior to April 21, 2020.

Assets related to transactions that do not meet Accounting Standards Codification (“ASC”) Topic 860, Transfers and
Servicing requirements for accounting sale treatment are reflected in the Company’s Consolidated Statements of Assets and
Liabilities  as  investments.  Those  assets  are  owned  by  special  purpose  entities,  including  2019-1  Entities,  that  are
consolidated  in  the  Company’s  consolidated  financial  statements.  The  creditors  of  the  special  purpose  entities  have
received security interests in such assets and such assets are not intended to be available to the creditors of the Company
(or any affiliate of the Company).

Use of estimates

In  preparing  the  consolidated  financial  statements  in  accordance  with  GAAP,  management  is  required  to  make
estimates and assumptions that affect the reported amounts of assets and liabilities, and disclosures of contingent assets and
liabilities, as of the date of the balance sheet and income and expenses for the period. Actual results could differ from those
estimates. Material estimates that are particularly susceptible to significant change in the near term relate to the valuation
of investments.

Fair value

The  Company  records  all  of  its  investments  at  fair  value  in  accordance  with  relevant  GAAP,  which  establishes  a
framework used to measure fair value and requires disclosures for fair value measurements. The Company has categorized
its investments carried at fair value, based on the priority of the valuation technique, into a three-level fair value hierarchy
as  more  fully  described  in  Note  6.  Fair  value  is  a  market-based  measure  considered  from  the  perspective  of  the  market
participant who holds the financial instrument rather than an entity specific measure. Therefore, when market assumptions
are  not  readily  available,  the  Company’s  own  assumptions  are  set  to  reflect  those  that  management  believes  market
participants would use in pricing the financial instrument at the measurement date.

The availability of observable inputs can vary depending on the financial instrument and is affected by a wide variety
of  factors,  including,  for  example,  the  type  of  product,  whether  the  product  is  new,  whether  the  product  is  traded  on  an
active exchange or in the secondary market and the current market conditions. To the extent that the valuation is based on
models  or  inputs  that  are  less  observable  or  unobservable  in  the  market,  the  determination  of  fair  value  requires  more
judgment. Accordingly, the degree of judgment exercised by the Company in determining fair value is greatest for financial
instruments classified as Level 3.

See Note 6 for additional information regarding fair value.

Segments

The Company has determined that it has a single reporting segment and operating unit structure. The Company lends
to  and  invests  in  portfolio  companies  in  various  technology,  life  science,  healthcare  information  and  services  and
sustainability  industries.  The  Company  separately  evaluates  the  performance  of  each  of  its  lending  and  investment
relationships.  However,  because  each  of  these  debt  investments  and  investment  relationships  has  similar  business  and
economic characteristics, they have been aggregated into a single lending and investment segment.

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Investments

Investments are recorded at fair value. The Company’s board of directors (the “Board”) determines the fair value of
the Company’s portfolio investments. The Company has the intent to hold its debt investments for the foreseeable future or
until maturity or payoff.

Interest on debt investments is accrued and included in income based on contractual rates applied to principal amounts
outstanding.  Interest  income  is  determined  using  a  method  that  results  in  a  level  rate  of  return  on  principal  amounts
outstanding. Generally, when a debt investment becomes 90 days or more past due, or if the Company otherwise does not
expect to receive interest and principal repayments, the debt investment is placed on non-accrual status and the recognition
of interest income may be discontinued. Interest payments received on non-accrual debt investments may be recognized as
income, on a cash basis, or applied to principal depending upon management’s judgment at the time the debt investment is
placed on non-accrual status. As of December 31, 2020, there were two investments on non-accrual status with a cost of
$13.9 million and a fair value of $8.8 million. As of December 31, 2019, there were two investments on non-accrual status
with  a  cost  of  $5.7  million  and  a  fair  value  of  $2.0  million.  For  the  year  ended  December  31,  2020,  the  Company
recognized,  as  interest  income,  payments  of  $0.03  million  received  from  one  portfolio  company  whose  debt  investment
was on non-accrual status. For the years ended December 31, 2019 and 2018, the Company did not recognize any interest
income from debt investments on non-accrual status.

The Company receives a variety of fees from borrowers in the ordinary course of conducting its business, including
advisory  fees,  commitment  fees,  amendment  fees,  non-utilization  fees,  success  fees  and  prepayment  fees.  In  a  limited
number  of  cases,  the  Company  may  also  receive  a  non-refundable  deposit  earned  upon  the  termination  of  a  transaction.
Debt investment origination fees, net of certain direct origination costs, are deferred and, along with unearned income, are
amortized as a level-yield adjustment over the respective term of the debt investment. All other income is recognized when
earned.  Fees  for  counterparty  debt  investment  commitments  with  multiple  debt  investments  are  allocated  to  each  debt
investment based upon each debt investment’s relative fair value. When a debt investment is placed on non-accrual status,
the amortization of the related fees and unearned income is discontinued until the debt investment is returned to accrual
status.

Certain debt investment agreements also require the borrower to make an ETP, that is accrued into interest receivable
and taken into income over the life of the debt investment to the extent such amounts are expected to be collected. The
Company will generally cease accruing the income if there is insufficient value to support the accrual or the Company does
not expect the borrower to be able to pay the ETP when due. The proportion of the Company’s total investment income that
resulted from the portion of ETPs not received in cash for the years ended December 31, 2020, 2019 and 2018 was 5.8%,
5.3% and 6.5%, respectively.

In connection with substantially all lending arrangements, the Company receives warrants to purchase shares of stock
from the borrower. The warrants are recorded as assets at estimated fair value on the grant date using the Black-Scholes
valuation  model.  The  warrants  are  considered  loan  fees  and  are  recorded  as  unearned  income  on  the  grant  date.  The
unearned  income  is  recognized  as  interest  income  over  the  contractual  life  of  the  related  debt  investment  in  accordance
with the Company’s income recognition policy. Subsequent to debt investment origination, the fair value of the warrants is
determined  using  the  Black-Scholes  valuation  model.  Any  adjustment  to  fair  value  is  recorded  through  earnings  as  net
unrealized  appreciation  or  depreciation  on  investments.  Gains  and  losses  from  the  disposition  of  the  warrants  or  stock
acquired from the exercise of warrants are recognized as realized gains and losses on investments.

Prior to consolidating the investment in HSLFI on and after April 21, 2020, distributions from HSLFI were evaluated
at  the  time  of  distribution  to  determine  if  the  distribution  should  be  recorded  as  dividend  income  or  a  return  of  capital.
Generally,  the  Company  did  not  record  distributions  from  HSLFI  as  dividend  income  unless  there  was  sufficient
accumulated tax-basis earnings and profit in HSLFI prior to distribution. Distributions that were classified as a return of
capital were recorded as a reduction in the cost basis of the investment. For the period January 1, 2020 through April 21,
2020, HSLFI made no distributions classified as dividend income or a return of capital to the Company. For the year ended
December 31, 2019, HSLFI distributed $0.7 million classified as dividend income to the Company. For the period June 1,
2018 (the commencement of HSLFI’s operations) through December 31, 2018, HSLFI distributed $0.3 million classified as
dividend income to the Company.

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Realized gains or losses on the sale of investments, or upon the determination that an investment balance, or portion
thereof, is not recoverable, are calculated using the specific identification method. The Company measures realized gains
or losses by calculating the difference between the net proceeds from the repayment or sale and the amortized cost basis of
the  investment.  Net  change  in  unrealized  appreciation  or  depreciation  reflects  the  change  in  the  fair  values  of  the
Company’s  portfolio  investments  during  the  reporting  period,  including  any  reversal  of  previously  recorded  unrealized
appreciation or depreciation when gains or losses are realized.

Debt issuance costs

Debt issuance costs are fees and other direct incremental costs incurred by the Company in obtaining debt financing
from its lenders and issuing debt securities. The unamortized balance of debt issuance costs as of December 31, 2020 and
2019 was $3.2 million and $3.3 million, respectively. These amounts are amortized and included in interest expense in the
consolidated  statements  of  operations  over  the  life  of  the  borrowings.  The  accumulated  amortization  balances  as  of
December  31,  2020  and  2019  were  $4.1  million  and  $3.1  million,  respectively.  The  amortization  expense  for  the  years
ended December 31, 2020, 2019 and 2018 was $1.0 million, $0.7 million and $0.6 million, respectively.

Income taxes

As a BDC, the Company has elected to be treated as a RIC under Subchapter M of the Code and operates in a manner
so  as  to  qualify  for  the  tax  treatment  applicable  to  RICs.  In  order  to  qualify  as  a  RIC  and  to  avoid  the  imposition  of
corporate-level  income  tax  on  the  portion  of  its  taxable  income  distributed  to  stockholders,  among  other  things,  the
Company  is  required  to  meet  certain  source  of  income  and  asset  diversification  requirements  and  to  timely  distribute
dividends out of assets legally available for distribution to its stockholders of an amount generally at least equal to 90% of
its  investment  company  taxable  income,  as  defined  by  the  Code  and  determined  without  regard  to  any  deduction  for
dividends  paid,  for  each  tax  year.  The  Company,  among  other  things,  has  made  and  intends  to  continue  to  make  the
requisite distributions to its stockholders, which generally relieves the Company from corporate-level U.S. federal income
taxes. Accordingly, no provision for federal income tax has been recorded in the financial statements. Differences between
taxable income and net increase in net assets resulting from operations either can be temporary, meaning they will reverse
in the future, or permanent. In accordance with ASC Topic 946, Financial Services—Investment Companies, as amended,
of the Financial Accounting Standards Board’s (“FASB’s”), permanent tax differences, such as non-deductible excise taxes
paid, are reclassified from distributions in excess of net investment income and net realized loss on investments to paid-in-
capital  at  the  end  of  each  fiscal  year.  These  permanent  book-to-tax  differences  are  reclassified  on  the  consolidated
statements of changes in net assets to reflect their tax character but have no impact on total net assets. For the years ended
December 31, 2020, 2019 and 2018, the Company reclassified $0.2 million, $0.2 million and $0.03 million, respectively, to
paid-in capital from distributions in excess of net investment income, which related to excise taxes payable.

Depending  on  the  level  of  taxable  income  earned  in  a  tax  year,  the  Company  may  choose  to  carry  forward  taxable
income in excess of current year distributions into the next tax year and incur a 4% U.S. federal excise tax on such income,
as  required.  To  the  extent  that  the  Company  determines  that  its  estimated  current  year  annual  taxable  income  will  be  in
excess of estimated current year distributions, the Company accrues excise tax, if any, on estimated excess taxable income
as taxable income is earned. For the years ended December 31, 2020, 2019 and 2018, $0.2 million, $0.2 million and $0.03
million, respectively, was recorded for U.S. federal excise tax.

The Company evaluates tax positions taken in the course of preparing the Company’s tax returns to determine whether
the tax positions are “more-likely-than-not” to be sustained by the applicable tax authority in accordance with ASC Topic
740, Income Taxes, as modified by ASC Topic 946. Tax benefits of positions not deemed to meet the more-likely-than-not
threshold, or uncertain tax positions, would be recorded as a tax expense in the current year. It is the Company’s policy to
recognize  accrued  interest  and  penalties  related  to  uncertain  tax  benefits  in  income  tax  expense.  The  Company  had  no
material uncertain tax positions at December 31, 2020 and 2019. The Company’s income tax returns for the 2019, 2018 and
2017 tax years remain subject to examination by U.S. federal and state tax authorities.

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Distributions

Distributions to common stockholders are recorded on the declaration date. The amount to be paid out as distributions
is determined by the Board. Net realized capital gains, if any, may be distributed, although the Company may decide to
retain such net realized gains for investment.

The Company has adopted a dividend reinvestment plan that provides for reinvestment of cash distributions on behalf
of its stockholders, unless a stockholder elects to receive cash. As a result, if the Board declares a cash distribution, then
stockholders who have not “opted out” of the dividend reinvestment plan will have their cash distributions automatically
reinvested in additional shares of the Company’s common stock, rather than receiving the cash distribution. The Company
may issue new shares or purchase shares in the open market to fulfill its obligations under the plan.

Stockholders’ Equity

On March 26, 2019, the Company completed a follow-on public offering of 2,000,000 shares of its common stock at a
public  offering  price  of  $12.14  per  share,  for  total  net  proceeds  to  the  Company  of  $23.1  million,  after  deducting
underwriting commission and discounts and other offering expenses.

On  August  2,  2019,  the  Company  entered  into  an  At-The-Market  (“ATM”)  sales  agreement  (the  “Prior  Equity
Distribution  Agreement”),  with  Goldman  Sachs  &  Co.  LLC  and  B.  Riley  FBR,  Inc.  (each  a  “Sales  Agent”  and,
collectively, the “Sales Agents”). The Prior Equity Distribution Agreement provided that the Company may offer and sell
its shares from time to time through the Sales Agents up to $50.0 million worth of its common stock, in amounts and at
times to be determined by the Company.

On July 30, 2020, the Company terminated the Prior Equity Distribution Agreement and entered into a new ATM sales
agreement (the “Equity Distribution Agreement”), with the Sales Agents. The remaining shares available under the Prior
Equity Distribution Agreement are no longer available for issuance. The Equity Distribution Agreement provides that the
Company  may  offer  and  sell  its  shares  from  time  to  time  through  the  Sales  Agents  up  to  $100.0  million  worth  of  its
common stock, in amounts and at times to be determined by the Company. Sales of the Company’s common stock, if any,
may be made in negotiated transactions or transactions that are deemed to be “at-the-market,” as defined in Rule 415 under
the  Securities  Act,  including  sales  made  directly  on  the  NASDAQ  or  similar  securities  exchange  or  sales  made  to  or
through a market maker other than on an exchange, at prices related to the prevailing market prices or at negotiated prices.

During  the  year  ended  December  31,  2020,  the  Company  sold  3,702,500  shares  of  common  stock  under  the  Prior
Equity Distribution Agreement and the Equity Distribution Agreement. For the same period, the Company received total
accumulated net proceeds of approximately $44.6 million, including $1.0 million of offering expenses, from these sales.
During the year ended December 31, 2019, the Company sold 2,012,844 shares of common stock under the Prior Equity
Distribution  Agreement.  For  the  same  period,  the  Company  received  total  accumulated  net  proceeds  of  approximately
$24.0 million, including $0.6 million of offering expenses, from these sales.

The Company generally uses net proceeds from these offerings to make investments, to pay down liabilities and for
general  corporate  purposes.  As  of  December  31,  2020,  shares  representing  approximately  $76.0  million  of  its  common
stock remain available for issuance and sale under the Equity Distribution Agreement.

Stock Repurchase Program

On April 24, 2020, the Board extended a previously authorized stock repurchase program which allows the Company
to repurchase up to $5.0 million of its common stock at prices below the Company’s net asset value per share as reported in
its most recent consolidated financial statements. Under the repurchase program, the Company may, but is not obligated to,
repurchase shares of its outstanding common stock in the open market or in privately negotiated transactions from time to
time. Any repurchases by the Company will comply with the requirements of Rule 10b-18 under the Securities Exchange
Act of 1934, as amended (the “Exchange Act”), and any applicable requirements of the 1940 Act. Unless extended by the
Board,  the  repurchase  program  will  terminate  on  the  earlier  of  June  30,  2021  or  the  repurchase  of  $5.0  million  of  the
Company’s common stock. During the years ended December 31, 2020, 2019 and 2018, the Company did not make any
repurchases of its common stock. From the inception of the stock repurchase program through December 31, 2020, the

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Company repurchased 167,465 shares of its common stock at an average price of $11.22 on the open market at a total cost
of $1.9 million.

Transfers of financial assets

Assets related to transactions that do not meet the requirements under ASC Topic 860, Transfers and Servicing for sale
treatment  under  GAAP  are  reflected  in  the  Company’s  consolidated  statements  of  assets  and  liabilities  as  investments.
Those  assets  are  owned  by  special  purpose  entities  that  are  consolidated  in  the  Company’s  financial  statements.  The
creditors of the special purpose entities have received security interests in such assets and such assets are not intended to be
available to the creditors of the Company (or any other affiliate of the Company).

Transfers of financial assets are accounted for as sales when control over the assets has been surrendered. Control over
transferred  assets  is  deemed  to  be  surrendered  when  (1)  the  assets  have  been  isolated  from  the  Company  —  put
presumptively  beyond  the  reach  of  the  transferor  and  its  creditors,  even  in  bankruptcy  or  other  receivership,  (2)  the
transferee obtains the right (free of conditions that constrain it from taking advantage of that right) to pledge or exchange
the transferred assets and (3) the transferor does not maintain effective control over the transferred assets through either
(a) an agreement that both entitles and obligates the transferor to repurchase or redeem the assets before maturity or (b) the
ability to unilaterally cause the holder to return specific assets, other than through a cleanup call.

Recently issued accounting pronouncement

In  March  2020,  the  FASB  issued  Accounting  Standards  Update  No.  2020-04,  Reference  Rate  Reform  (Topic  848):
Facilitation  of  the  Effects  of  Reference  Rate  Reform  on  Financial  Reporting  (“ASU  2020-04”).  ASU  2020-04  provides
optional  expedients  and  exceptions  for  applying  GAAP  to  contract  modifications  and  hedging  relationships,  subject  to
meeting certain criteria, that reference LIBOR or another rate that is expected to be discontinued. The amendments in ASU
2020-04  are  effective  for  all  entities  as  of  March  12,  2020  through  December  31,  2022.  The  Company  is  currently
assessing the impact of ASU 2020-04 and the LIBOR transition on its consolidated financial statements.

Note 3.         Related party transactions

Investment Management Agreement

At  a  special  meeting  of  the  stockholders  on  October  30,  2018,  the  stockholders  approved  a  new  Investment
Management Agreement which became effective on March 7, 2019. The new Investment Management Agreement replaced
the  previously  effective  Amended  and  Restated  Investment  Management  Agreement  dated  as  of  October  28,  2010  and
amended  effective  July  1,  2014.  On  October  26,  2020,  the  Board  unanimously  approved  the  renewal  of  the  Investment
Management  Agreement.  Under  the  terms  of  the  Investment  Management  Agreement,  the  Advisor  determines  the
composition of the Company’s investment portfolio, the nature and timing of the changes to the investment portfolio and
the  manner  of  implementing  such  changes;  identifies,  evaluates  and  negotiates  the  structure  of  the  investments  the
Company  makes  (including  performing  due  diligence  on  the  Company’s  prospective  portfolio  companies);  and  closes,
monitors and administers the investments the Company makes, including the exercise of any voting or consent rights.

The  Advisor’s  services  under  the  Investment  Management  Agreement  are  not  exclusive  to  the  Company,  and  the
Advisor is free to furnish similar services to other entities so long as its services to the Company are not impaired. The
Advisor is a registered investment adviser with the SEC. The Advisor receives fees for providing services to the Company
under the Investment Management Agreement, consisting of two components, a base management fee and an incentive fee.

Through  October  30,  2018,  the  base  management  fee  was  calculated  at  an  annual  rate  of  2.00%  of  the  Company’s
gross assets (less cash and cash equivalents) including any assets acquired with the proceeds of leverage. From and after
October  31,  2018,  the  first  date  on  which  the  reduced  asset  coverage  requirements  in  Section  61(a)(2)  of  the  1940  Act
applied to the Company, the base management fee was and will be calculated at an annual rate of 2.00% of the Company’s
gross assets (less cash and cash equivalents) including any assets acquired with the proceeds of leverage; provided, that, to
the extent the Company’s gross assets (less cash and cash equivalents) exceed $250 million, the base management fee on
the amount of such excess over $250 million will be calculated at an annual rate of 1.60% of the Company’s gross

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assets (less cash and cash equivalents) including any assets acquired with the proceeds of leverage. The base management
fee is payable monthly in arrears and is prorated for any partial month.

The base management fee payable at December 31, 2020 and 2019 was $0.6 million and $0.5 million, respectively.
The  base  management  fee  expense  was  $6.5  million,  $5.6  million  and  $4.6  million  for  the    years  ended
December 31, 2020, 2019 and 2018, respectively.

The incentive fee has two parts, as follows:

The  first  part,  which  is  subject  to  the  Incentive  Fee  Cap  and  Deferral  Mechanism,  as  defined  below,  is
calculated and payable quarterly in arrears based on the Company’s pre-incentive fee net investment income for the
immediately preceding calendar quarter. For this purpose, “Pre-Incentive Fee Net Investment Income” means interest
income, dividend income and any other income (including any other fees (other than fees for providing managerial
assistance), such as commitment, origination, structuring, diligence and consulting fees or other fees received from
portfolio  companies)  accrued  during  the  calendar  quarter,  minus  expenses  for  the  quarter  (including  the  base
management fee, expenses payable under the Administration Agreement (as defined below), and any interest expense
and any dividends paid on any issued and outstanding preferred stock, but excluding the incentive fee). Pre-Incentive
Fee Net Investment Income includes, in the case of investments with a deferred interest feature (such as original issue
discount, debt instruments with PIK interest and zero coupon securities), accrued income the Company has not yet
received  in  cash.  The  incentive  fee  with  respect  to  the  Pre-Incentive  Fee  Net  Investment  Income  is  20.00%  of  the
amount,  if  any,  by  which  the  Pre-Incentive  Fee  Net  Investment  Income  for  the  immediately  preceding  calendar
quarter  exceeds  a  hurdle  rate  of  1.75%  (which  is  7.00%  annualized)  of  the  Company’s  net  assets  at  the  end  of  the
immediately preceding calendar quarter, adjusted for any share issuances or repurchases during the relevant quarter,
subject  to  a  “catch-up”  provision  measured  as  of  the  end  of  each  calendar  quarter.  Under  this  provision,  in  any
calendar quarter, the Advisor receives no incentive fee until the Pre-Incentive Fee Net Investment Income equals the
hurdle rate of 1.75%, but then receives, as a “catch-up,” 100.00% of the Pre-Incentive Fee Net Investment Income
with respect to that portion of such Pre-Incentive Fee Net Investment Income, if any, that exceeds the hurdle rate but
is less than 2.1875% quarterly (which is 8.75% annualized). The effect of this “catch-up” provision is that, if Pre-
Incentive Fee Net Investment Income exceeds 2.1875% in any calendar quarter, the Advisor will receive 20.00% of
the Pre-Incentive Fee Net Investment Income as if the hurdle rate did not apply.

Pre-Incentive Fee Net Investment Income does not include any realized capital gains, realized capital losses or
unrealized  capital  appreciation  or  depreciation.  Because  of  the  structure  of  the  incentive  fee,  it  is  possible  that  the
Company may pay an incentive fee in a quarter in which the Company incurs a loss. For example, if the Company
receives Pre-Incentive Fee Net Investment Income in excess of the quarterly minimum hurdle rate, the Company will
pay the applicable incentive fee up to the Incentive Fee Cap, defined below, even if the Company has incurred a loss
in that quarter due to realized and unrealized capital losses. The Company’s net investment income used to calculate
this part of the incentive fee is also included in the amount of the Company’s gross assets used to calculate the 2.00%
base  management  fee.  These  calculations  are  appropriately  prorated  for  any  period  of  less  than  three  months  and
adjusted for any share issuances or repurchases during the current quarter.

The incentive fee on Pre-Incentive Fee Net Investment Income is subject to a fee cap and deferral mechanism
which  is  determined  based  upon  a  look-back  period  of  up  to  three  years  and  is  expensed  when  incurred.  For  this
purpose, the look-back period for the incentive fee based on Pre-Incentive Fee Net Investment Income (the “Incentive
Fee  Look-back  Period”)  includes  the  relevant  calendar  quarter  and  the  11  preceding  full  calendar  quarters.  Each
quarterly incentive fee payable on Pre-Incentive Fee Net Investment Income is subject to a cap (the “Incentive Fee
Cap”)  and  a  deferral  mechanism  through  which  the  Advisor  may  recoup  a  portion  of  such  deferred  incentive  fees
(collectively,  the  “Incentive  Fee  Cap  and  Deferral  Mechanism”).  The  Incentive  Fee  Cap  is  equal  to  (a)  20.00%  of
Cumulative  Pre-Incentive  Fee  Net  Return  (as  defined  below)  during  the  Incentive  Fee  Look-back  Period  less
(b)  cumulative  incentive  fees  of  any  kind  paid  to  the  Advisor  during  the  Incentive  Fee  Look-back  Period.  To  the
extent  the  Incentive  Fee  Cap  is  zero  or  a  negative  value  in  any  calendar  quarter,  the  Company  will  not  pay  an
incentive  fee  on  Pre-Incentive  Fee  Net  Investment  Income  to  the  Advisor  in  that  quarter.  To  the  extent  that  the
payment  of  incentive  fees  on  Pre-Incentive  Fee  Net  Investment  Income  is  limited  by  the  Incentive  Fee  Cap,  the
payment of such fees will be deferred and paid in subsequent calendar quarters up to three years after their date of
deferment, subject to certain limitations, which are set forth in the Investment Management Agreement. The

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Company  only  pays  incentive  fees  on  Pre-Incentive  Fee  Net  Investment  Income  to  the  extent  allowed  by  the
Incentive  Fee  Cap  and  Deferral  Mechanism.  “Cumulative  Pre-Incentive  Fee  Net  Return”  during  any  Incentive  Fee
Look-back Period means the sum of (a) Pre-Incentive Fee Net Investment Income and the base management fee for
each calendar quarter during the Incentive Fee Look-back Period and (b) the sum of cumulative realized capital gains
and  losses,  cumulative  unrealized  capital  appreciation  and  cumulative  unrealized  capital  depreciation  during  the
applicable Incentive Fee Look-back Period.

The second part of the incentive fee is determined and payable in arrears as of the end of each calendar year (or,
upon termination of the Investment Management Agreement, as of the termination date), and equals 20.00% of the
Company’s realized capital gains, if any, on a cumulative basis from the date of the election to be a BDC through the
end  of  each  calendar  year,  computed  net  of  all  realized  capital  losses  and  unrealized  capital  depreciation  on  a
cumulative basis through the end of such year, less all previous amounts paid in respect of the capital gain incentive
fee.  However,  in  accordance  with  GAAP,  the  Company  is  required  to  include  the  aggregate  unrealized  capital
appreciation on investments in the calculation and accrue a capital gain incentive fee on a quarterly basis, as if such
unrealized capital appreciation were realized, even though such unrealized capital appreciation is not permitted to be
considered in calculating the fee actually payable under the Investment Management Agreement.

On  March  5,  2019,  the  Advisor  irrevocably  waived  the  receipt  of  incentive  fees  related  to  the  amounts  previously
deferred  that  it  may  be  entitled  to  receive  under  the  Investment  Management  Agreement  for  the  period  commencing  on
January 1, 2019 and ending on December 31, 2019. Such waived incentive fees will not be subject to recoupment. During
the  year  ended  December  31,  2019,  the  Advisor  waived  performance  based  incentive  fees  of  $1.8  million  which  the
Advisor would have otherwise been paid by the Company.

On  March  6,  2018,  the  Advisor  irrevocably  waived  the  receipt  of  incentive  fees  related  to  the  amounts  previously
deferred  that  it  may  be  entitled  to  receive  under  the  Investment  Management  Agreement  for  the  period  commencing  on
January  1,  2018  and  ending  on  December  31,  2018.  Such  waived  incentive  fees  are  not  subject  to  recoupment.  During
the  years  ended  December  31,  2018,  the  Advisor  waived  performance  based  incentive  fees  of  $1.2  million  which  the
Advisor would have otherwise earned.

The net performance based incentive fee expense was $5.2 million, $5.1 million and $3.2 million for the years ended
December 31, 2020, 2019 and 2018, respectively. The incentive fee on Pre-Incentive Fee Net Investment Income was not
subject to the Incentive Fee Cap and Deferral Mechanism for the years ended December 31, 2020 and 2019. The incentive
fee on Pre-Incentive Fee Net Investment Income was subject to the Incentive Fee Cap and Deferral Mechanism for the year
ended December 31, 2018, which resulted in $0.2 million of reduced expense and additional net investment income. The
performance based incentive fee payable at December 31, 2020 and 2019 was $1.0 million and $1.6 million, respectively.
The entire incentive fee payable at December 31, 2020 and 2019 represented part one of the incentive fee.

Administration Agreement

The Company entered into an administration agreement (the “Administration Agreement”) with the Advisor to provide
administrative services to the Company. For providing these services, facilities and personnel, the Company reimburses the
Advisor  for  the  Company’s  allocable  portion  of  overhead  and  other  expenses  incurred  by  the  Advisor  in  performing  its
obligations  under  the  Administration  Agreement,  including  rent,  the  fees  and  expenses  associated  with  performing
compliance  functions  and  the  Company’s  allocable  portion  of  the  costs  of  compensation  and  related  expenses  of  the
Company’s  Chief  Financial  Officer  and  Chief  Compliance  Officer  and  their  respective  staffs.  The  administrative  fee
expense was $1.0 million, $0.9 million and $0.7 million for years ended December 31, 2020, 2019 and 2018, respectively.

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Note 4.         Investments

The following table shows the Company’s investments as of December 31, 2020 and 2019:

December 31, 2020
Cost

     Fair Value     

December 31, 2019
Cost

     Fair Value

(In thousands)

Investments

Debt
Warrants
Other
Equity
Equity interest in HSLFI

Total investments

$  339,838
 7,520
 1,514
 2,640

$  333,495
 14,031
 1,700
 3,319

 —  

 —  

$  351,512

$  352,545

$  292,054
 8,322
 61
 1,710
 16,684
$  318,831

$  288,355
 10,829
 500
 3,217
 16,650
$  319,551

The following table shows the Company’s investments by industry sector as of December 31, 2020 and 2019:

December 31, 2020

December 31, 2019

Cost

Fair Value

Cost

Fair Value

(In thousands)

Life Science

Biotechnology
Drug Delivery
Medical Device

Technology

Communications
Consumer-Related
Data Storage
Internet and Media
Materials
Networking
Power Management
Semiconductors
Software
Sustainability

Energy Efficiency

Healthcare Information and Services

Diagnostics
Other
Software

Investment funds

HSLFI

Total investments

Horizon Secured Loan Fund I LLC

$

 46,669

$
 —  

 46,898

$
 —  

 109,330

 110,567

$

 42,886
 1,628
 60,660

 4,561
 43,412
 24,928
 24,089
 8,717
 —
 11,813
 181
 54,998

 42,265
 1,533
 60,807

 1,734
 44,196
 25,012
 22,992
 8,491
 —
 11,813
 170
 59,530

 351
 60,847
 23,824
 9,833
 1,737
 9,902
 1,326

 —  

 60,755

 —  

 100

 —

 9,850
 15,985
 670

 42
 9,931
 14,201

 —
 9,920
 14,438

 270
 60,349
 23,429
 7,657
 6,857
 9,902
 1,585
 181
 60,238

 100

 9,850
 14,989
 106

 —  
$

 351,512

 —  
$

 352,545

 16,684
 318,831

$

 16,650
 319,551

$

On  June  1,  2018,  the  Company  and  Arena  formed  a  joint  venture,  HSLFI,  to  make  investments,  either  directly  or
indirectly through subsidiaries, primarily in secured loans to development-stage companies in the technology, life science,
healthcare  information  and  services  and  sustainability  industries.  HSLFI  was  formed  as  a  Delaware  limited  liability
company and was not consolidated by either the Company or Arena for financial reporting purposes. On April 21, 2020,
the  Company  purchased  all  of  the  limited  liability  company  interests  of  Arena  in  HSLFI,  including,  without  limitation,
undistributed amounts owed to Arena and interest accrued and unpaid on the debt investments of HSLFI through the date
of purchase, for $17.1 million. In addition, Arena received 50% of the warrants held by HSLFI or HFI at closing. As of
April 21, 2020, HSLFI is wholly-owned by the Company and the assets and liabilities of HSLFI and HFI will be

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consolidated with the assets and liabilities of the Company. The transaction is accounted for as an asset acquisition under
GAAP.

Investments held by HSLFI were measured at fair value using the same valuation methodology as described in Note 6.
As  of  December  31,  2019,  HSLFI  had  total  assets  of  $48.3  million.  HSLFI’s  portfolio  consisted  of  debt  investments  in
eight portfolio companies as of December 31, 2019. As of December 31, 2019, the largest investment in a single portfolio
company  in  the  HSLFI’s  portfolio  in  aggregate  principal  amount  was  $11.3  million  and  the  five  largest  investments  in
portfolio  companies  in  the  HSLFI  totaled  $30.3  million.  As  of  December  31,  2019,  HSLFI  had  no  investments  on  non-
accrual status. HSLFI invested in portfolio companies in the same industries in which the Company may directly invest.

The Company invested cash or securities in portfolio companies in HSLFI in exchange for limited liability company
equity interests in HSLFI. As of December 31, 2019, the Company and Arena each owned 50.0% of the equity interests of
HSLFI. The Company had an original commitment to fund $25.0 million of equity interests in HSLFI. As of December 31,
2019,  $9.8  million  was  unfunded.  The  Company’s  investment  in  HSLFI  consisted  of  an  equity  contribution  of  $15.2
million as of December 31, 2019. During the period January 1, 2020 through April 21, 2020, there were no distributions
from HSLFI. During the year ended December 31, 2019, HSLFI distributed $1.4 million.

HFI entered into the NYL Facility with the NYL Noteholders for an aggregate purchase price of up to $100.0 million,
with  an  accordion  feature  of  up  to  $200.0  million  at  the  mutual  discretion  and  agreement  of  HSLFI  and  the  NYL
Noteholders. On June 1, 2018, HSLFI sold or contributed to HFI certain secured loans made to certain portfolio companies
pursuant  to  a  sale  and  servicing  agreement  with  HFI,  as  Issuer,  and  the  Company,  as  Servicer  (the  “Sale  and  Servicing
Agreement”), as amended by that certain Amendment No. 1 to the Sale and Servicing Agreement, dated June 19, 2019 (the
“Amendment  No.  1”).  Any  notes  issued  by  HFI  were  collateralized  by  all  investments  held  by  HFI  and  permitted  an
advance rate of up to 67% of the aggregate principal amount of eligible debt investments. The notes were issued pursuant
to  that  certain  indenture  by  and  between  HFI  and  U.S.  Bank  National  Association,  dated  as  of  June  1,  2018  (the
“Indenture”). Prior to June 5, 2020, the interest rate on the notes issued under the NYL Facility was based on the three year
USD mid-market swap rate plus a margin of between 2.75% and 3.25% depending on the rating of such notes at the time of
issuance. There were $15.0 million in advances made by the NYL Noteholders as of December 31, 2019 at an interest rate
of 4.98%.

The following table shows HSLFI’s investments as of December 31, 2019:

Portfolio Company (1)

Sector

Type of Investment (2)(3)(4)

Debt Investments — Life science
Celsion Corporation (6)(7)(8)

Biotechnology

Encore Dermatology, Inc. (6)(7)

Biotechnology

Mustang Bio, Inc. (6)(7)(8)

Biotechnology

Total Debt Investments — Life science
Debt Investments — Technology
Bridge2 Solutions, LLC (6)(7)

New Signature US, Inc. (6)(7)(9)

OutboundEngine, Inc. (6)(7)

Revinate, Inc. (6)(7)

Software

Software

Software

Software

Total Debt Investments — Technology
Debt Investments — Healthcare information  and services
HealthEdge Software, Inc. (6)(7)

Software

Total Debt Investments — Healthcare information and services
Total Debt Investments

Warrant Investments — Life science

(Dollars in thousands)

Term Loan (9.63% cash (Libor + 7.63%; Floor
9.63%), 4.00% ETP, Due 7/1/22)
Term Loan (9.63% cash (Libor + 7.63%; Floor
9.63%), 4.00% ETP, Due 7/1/22)
Term Loan (10.00% cash (Libor + 7.50%; Floor
10.00%), 3.00% ETP, Due 4/1/23)
Term Loan (9.00% cash (Libor + 6.50%; Floor
9.00%), 5.00% ETP, Due 10/1/22)

Term Loan (11.00% cash (Libor + 8.4%; Floor
11.00%), 2.00% ETP, Due 9/1/23)
Term Loan (10.50% cash (Libor + 8.50%; Floor
10.50%), 3.50% ETP, Due 7/1/22)
Term Loan (10.50% cash (Libor + 8.50%; Floor
10.50%), 3.50% ETP, Due 2/1/23)
Term Loan (11.15% cash (Libor + 8.40%; Floor
11.15%), 3.00% ETP, Due 7/1/23)
Term Loan (9.50% cash (Libor + 7.00%; Floor
9.50%), 3.00% ETP, Due 6/1/23)

Term Loan (9.94% cash (Libor + 8.25%; Floor
9.25%), 3.00% ETP, Due 10/1/23)

120

     Principal
Amount

Cost of
Investments(5)

Fair
Value

$

 2,500

$

 2,464

$

 2,464

 2,500

 5,000

 5,000

 500

 8,250

 3,000

 500

 4,000

 2,464

 4,929

 4,924

 2,464

 4,929

 4,924

 14,781

 14,781

 481

 8,163

 2,961

 491

 3,952

 481

 8,163

 2,961

 491

 3,952

 16,048

 16,048

 3,750

 3,709

 3,709

 3,709
 34,538

 3,709
 34,538

    
    
    
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
 
 
  
 
  
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
 
 
  
 
  
 
  
 
  
 
 
 
 
 
 
 
  
 
 
 
 
 
  
 
 
 
  
 
  
 
  
 
  
 
  
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  Biotechnology
  Biotechnology
  Biotechnology
  Medical Device

Celsion Corporation (6)(7)(8)
Encore Dermatology, Inc. (6)(7)
Mustang Bio, Inc. (6)(7)(8)
CSA Medical, Inc. (6)(7)
Total Warrant Investments — Life science
Warrant Investments — Technology
Intelepeer Holdings, Inc. (6)(7)
Bridge2 Solutions, LLC (6)(7)
BSI Platform Holdings, LLC (6)(7)(9)
OutboundEngine, Inc. (6)(7)
Revinate Inc. (6)(7)
Total Warrant Investments — Technology
Warrant Investments — Healthcare  information and services
HealthEdge Software, Inc. (6)(7)
Total Warrant Investments — Healthcare information and services
Total Warrant Investments

Software
  Software
Software
  Software

  Communications

  Software

Total Portfolio Investment Assets

Short Term Investments — Unrestricted Investments
US Bank Money Market Deposit Account (6)
Total Short Term Investments — Unrestricted Investments

Short Term Investments — Restricted Money Market Funds
US Bank Money Market Deposit Account (6)
Total Short Term Investments — Restricted Money Market Funds

  95,057 Common Stock Warrants
  503,626 Preferred Stock Warrants
  72,046 Common Stock Warrants
  17,751 Preferred Stock Warrants

  2,081,934 Preferred Stock Warrants
2,500 Common Stock Warrants
  562,500 Preferred Stock Warrants
40,000 Preferred Stock Warrants
  216,362 Preferred Stock Warrants

  47,418 Preferred Stock Warrants

 58
 38
 45
 2
 143

 82
 18
 77
 5
 16
 198

 16
 16
 357

 6
 —
 74
 2
 82

 72
 34
 62
 6
 18
 192

 17
 17
 291

$

$
$

$
$

 34,895

 11,201
 11,201

 138
 138

$

$
$

$
$

 34,829

 11,201
 11,201

 138
 138

(1) All investments of HSLFI are in entities which are organized under the laws of the United States and have a principal place

of business in the United States.

(2) All  interest  is  payable  in  cash  due  monthly  in  arrears,  unless  otherwise  indicated,  and  applies  only  to  HSLFI’s  debt
investments. Interest rate is the annual interest rate on the debt investment and does not include ETPs and any additional fees
related to the investments, such as deferred interest, commitment fees or prepayment fees. Debt investments are at variable
rates for the term of the debt investment, unless otherwise indicated. All debt investments based on LIBOR are based on one-
month LIBOR. For each debt investment, the current interest rate in effect as of December 31, 2019 is provided.

(3) ETPs are contractual fixed-interest payments due in cash at the maturity date of the applicable debt investment, including
upon any prepayment, and are a fixed percentage of the original principal balance of the debt investments unless otherwise
noted. Interest will accrue during the life of the debt investment on each ETP and will be recognized as non-cash income
until it is actually paid.

(4) Warrants are non-income producing.

(5) For debt investments, represents principal balance less unearned income.

(6) Has been pledged as collateral under the NYL Facility.

(7) The fair value of the investment was valued using significant unobservable inputs.

(8) Portfolio company is a public company.

(9) New Signature US, Inc. is a subsidiary of BSI Platform Holdings, LLC.

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The  following  tables  show  certain  summarized  financial  information  for  HSLFI  as  of  December  31,  2019,  for  the
period  January  1,  2020  through  April  21,  2020,  for  the  year  ended  December  31,  2019  and  for  the  period  June  1,  2018
through December 31, 2018:

Selected Statement of Assets and Liabilities Information
Total investments at fair value (cost of $34,895)
Cash and cash equivalents
Investments in money market funds
Restricted investments in money market funds
Interest receivable
Other assets
Total assets

Borrowings
Other liabilities
Total liabilities
Members’ equity
Total liabilities and members’ equity

December 31, 
2019
(In thousands)

$

$

$

$

 34,829
 503
 11,201
 138
 477
 1,109
 48,257

 14,955
 126
 15,081
 33,176
 48,257

For the period
January 1, 2020
through

For the year
ended
     April 21, 2020     December 31, 2019     December 31, 2018

For the period
June 1, 2018
through

Selected Statements of Operations Information
Interest income on investments
Total investment income
Total expenses
Net investment income
Net realized gain on investments
Net unrealized depreciation on investments
Net (decrease) increase in net assets resulting from operations

Note 5.         Transactions with affiliated companies

$
$
$
$
$
$
$

$
$
$
$

 1,353
 1,465
 1,229
 236
 120
 (392) $
 (36) $

(In thousands)

 5,291
 5,699
 1,227
 4,472

$
$
$
$
 — $
 (28) $
$

 4,444

 689
 689
 180
 509
 —
 (37)
 472

A non-controlled affiliated company is generally a portfolio company in which the Company owns 5% or more of such

portfolio company’s voting securities but not more than 25% of such portfolio company’s voting securities.

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Transactions related to investments in non-controlled affiliated companies for the year ended December 31, 2020 were as
follows:

Year ended December 31, 2020

Portfolio
Company

Fair value at
December 31, 
2019

    Purchases    Payments     fair value    accretion     gain/(loss)     

Principal

Transfers
in/(out) at Discount

Net

Fair value at
unrealized December 31,  Net realized
2020

Interest
     gain/(loss)      income

Decisyon, Inc.

$

StereoVision, Inc.

Total non-
controlled affiliates $

 1,206
 639
 234
 234
 704
 283
 187
 75
 2,382
 2,653

$

 — $  (25) $
 (45)
 —  
 —  
 —  
 —  
 —  
 45
 —  
 —  

 (14)
 (7)
 (6)
 (19)
 (7)
 (4)
 —  
 —  
 —  

(In thousands)
 — $
 46
 —  
 —  
 —  
 —  
 —  
 —  
 —  
 —    (1,014)

 — $
 —  
 —  
 —  
 —  
 —  
 —  
 —  
 —  

 — $
 —  
 —  
 —  
 —  
 —  
 —  
 —  
 —  
 —  

$

 1,181
 626
 227
 228
 685
 276
 183
 120
 2,382
 1,639

 — $  165
 87
 —  
 27
 —  
 27
 —  
 83
 —  
 35
 —  
 23
 —  
 —
 —  
 242
 —  
 —
 —  

 8,597

$

 — $  (82) $

 — $

 46

$  (1,014) $

 7,547

$

 — $  689

Transactions related to investments in non-controlled affiliated companies for the year ended December 31, 2019 were

as follows:

Portfolio
Company

Fair value at
December 31, 
2018

Decisyon, Inc.

$

StereoVision, Inc.

Total non-
controlled
affiliates

Year ended December 31, 2019

Principal

Transfers
in/(out) at Discount

Net

Fair value at
unrealized December 31,  Net realized
2019

Interest
     gain/(loss)      income

    Purchases     Payments      fair value    accretion     gain/(loss)     

$

 1,464
 764
 240
 240
 721
 289
 192
 75
 2,798
 791

 — $  (316) $
 —  
 —  
 —  
 —  
 —  
 —  
 —  
 —  
 —  

 (173)
 (16)
 (16)
 (46)
 (17)
 (13)
 —  

 —  

 (416)

(In thousands)
 — $
 17
 —  
 —  
 —  
 —  
 —  
 —  
 —  
 —  

 — $
 —  
 —  
 —  
 —  
 —  
 —  
 —  
 —  
 —  

$

 58
 31
 10
 10
 29
 11
 8
 —  
 —  

 1,862

$

 1,206
 639
 234
 234
 704
 283
 187
 75
 2,382
 2,653

 — $  212
 112
—  
 31
—  
 31
—  
 93
—  
 39
—  
 26
—  
 —
—  
 295
 —  
 —
—  

$

 7,574

$

 — $ (1,013) $

 — $

 17

$  2,019

$

 8,597

$

 — $  839

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A controlled affiliated company is generally a portfolio company in which the Company owns more than 25% of such
portfolio company’s voting securities or has the power to exercise control over management or policies of such portfolio
company  (including  through  a  management  agreement).  Transactions  related  to  investments  in  controlled  affiliated
companies for the year ended December 31, 2020 were as follows:

Year ended December 31, 2020

Fair value at
  December 31, 

2019

Transfers
in/(out) at

Net

Fair value at

Portfolio
Company

HSLFI(1)
HESP LLC
Total 
controlled  
affiliates

    Purchases    Distributions     fair value      declared      gain/(loss)      gain/(loss)     

Dividends  unrealized Net realized  December 31, Dividend
income

2020

$

 16,650
 —

$

 — $
 —

 — $  (16,498) $  118
 —
 1,500
 —

$

 (12) $
 —

 (258) $
 —

 — $  118
 —

 1,500

(In thousands)

$

 16,650

$

 — $

 — $  (14,998) $  118

$

 (12) $

 (258) $

 1,500

$  118

(1) The Company and Arena were the members of HSLFI, a joint venture formed as a Delaware limited liability company
that was not consolidated by either member for financial reporting purposes. The members provided cash or securities
in  portfolio  companies  to  HSLFI  in  exchange  for  limited  liability  company  equity  interests.  All  HSLFI  investment
decisions  required  unanimous  approval  of  a  quorum  of  HSLFI’s  board  of  managers,  which  consisted  of  two
representatives of the Company and Arena. Because management of HSLFI was shared equally between the Company
and Arena, the Company did not have sole control over significant actions of HSLFI for purposes of the 1940 Act or
otherwise.  On  April  21,  2020,  the  Company  purchased  all  of  the  limited  liability  company  interests  of  Arena  in
HSLFI.  As of December 31, 2020, HLSFI is consolidated by the Company.

Transactions related to investments in controlled affiliated companies for the year ended December 31, 2019 were as

follows:

Portfolio
Company

HSLFI(1)
Total
controlled
affiliates

Year ended December 31, 2019

Fair value at
  December 31, 

2018

    Purchases    Distributions     fair value     declared      gain/(loss)      gain/(loss)     

Transfers
in/(out) at Dividends  unrealized Net realized  December 31, Dividend
income

Fair value at

2019

Net

$

 13,243

$  1,900

$

 (715) $

 — $  2,236

$

 (14) $

 — $

 16,650

$  2,236

(In thousands)

$

 13,243

$  1,900

$

 (715) $

 — $  2,236

$

 (14) $

 — $

 16,650

$  2,236

(1) The Company and Arena were the members of HSLFI, a joint venture formed as a Delaware limited liability company
that was not consolidated by either member for financial reporting purposes. The members provided cash or securities
in  portfolio  companies  to  HSLFI  in  exchange  for  limited  liability  company  equity  interests.  All  HSLFI  investment
decisions  required  unanimous  approval  of  a  quorum  of  HSLFI’s  board  of  managers,  which  consisted  of  two
representatives of the Company and Arena. Because management of HSLFI was shared equally between the Company
and Arena, the Company did not have sole control over significant actions of HSLFI for purposes of the 1940 Act or
otherwise.

Note 6.         Fair value

The  Company  uses  fair  value  measurements  to  record  fair  value  adjustments  to  certain  assets  and  liabilities  and  to
determine fair value disclosures. Fair value is the price that would be received to sell an asset or paid to transfer a liability
in an orderly transaction between market participants at the measurement date. Fair value is best determined based upon
quoted market prices. However, in certain instances, there are no quoted market prices for certain assets or liabilities. In
cases  where  quoted  market  prices  are  not  available,  fair  values  are  based  on  estimates  using  present  value  or  other
valuation techniques. Those techniques are significantly affected by the assumptions used, including the discount rate and
estimates

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of future cash flows. Accordingly, the fair value estimates may not be realized in an immediate settlement of the asset or
liability.

Fair value measurements focus on exit prices in an orderly transaction (that is, not a forced liquidation or distressed
sale) between market participants at the measurement date under current market conditions. If there has been a significant
decrease in the volume and level of activity for the asset or liability, a change in valuation technique or the use of multiple
valuation  techniques  may  be  appropriate.  In  such  instances,  determining  the  price  at  which  willing  market  participants
would  transact  at  the  measurement  date  under  current  market  conditions  depends  on  the  facts  and  circumstances  and
requires the use of significant judgment.

The Company’s fair value measurements are classified into a fair value hierarchy in accordance with ASC Topic 820,
Fair  Value  Measurement,  based  on  the  markets  in  which  the  assets  and  liabilities  are  traded  and  the  reliability  of  the
assumptions used to determine fair value. The three categories within the hierarchy are as follows:

Level 1 Quoted prices in active markets for identical assets and liabilities.

Level 2 Observable  inputs  other  than  Level  1  prices  such  as  quoted  prices  for  similar  assets  or  liabilities  in  active
markets,  quoted  prices  in  markets  that  are  not  active,  and  model-based  valuation  techniques  for  which  all
significant inputs are observable or can be corroborated by observable market data for substantially the full
term of the assets or liabilities.

Level 3 Unobservable inputs that are supported by little or no market activity and that are significant to the fair value
of  the  assets  or  liabilities.  Level  3  assets  and  liabilities  include  financial  instruments  whose  value  is
determined  using  pricing  models,  discounted  cash  flow  methodologies  or  similar  techniques,  as  well  as
instruments  for  which  the  determination  of  fair  value  requires  significant  management  judgment  or
estimation.

Investments are valued at fair value as determined in good faith by the Board, based on input of management, the audit
committee and independent valuation firms which are engaged at the direction of the Board to assist in the valuation of
each portfolio investment lacking a readily available market quotation at least once during a trailing twelve-month period
under  a  valuation  policy  and  a  consistently  applied  valuation  process.  This  valuation  process  is  conducted  at  the  end  of
each  fiscal  quarter,  with  at  least  25%  (based  on  fair  value)  of  the  Company’s  valuation  of  portfolio  companies  lacking
readily available market quotations subject to review by an independent valuation firm.

Because there is not a readily available market value for most of the investments in its portfolio, the Company values
substantially all of its portfolio investments at fair value as determined in good faith by the Board, as described herein. 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’s  investments  may  fluctuate  from  period  to  period.  Additionally,  the  fair  value  of  the
Company’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 such portfolio investment.

Cash and interest receivable: The carrying amount is a reasonable estimate of fair value. These financial instruments
are not recorded at fair value on a recurring basis and are categorized as Level 1 within the fair value hierarchy described
above.

Money market funds: The carrying amounts are valued at their net asset value as of the close of business on the day of
valuation. These financial instruments are recorded at fair value on a recurring basis and are categorized as Level 2 within
the fair value hierarchy described above as these funds can be redeemed daily.

Debt investments: The fair value of debt investments is estimated by discounting the expected future cash flows using
the year end rates at which similar debt investments would be made to borrowers with similar credit ratings and for the
same remaining maturities. At December 31, 2020 and 2019, the hypothetical market yields used ranged from 10% to 23%
and 10% to 16%, respectively. Significant increases (decreases) in this unobservable input would result in a significantly

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lower (higher) fair value measurement. These assets are recorded at fair value on a recurring basis and are categorized as
Level 3 within the fair value hierarchy described above.

Under  certain  circumstances,  the  Company  may  use  an  alternative  technique  to  value  debt  investments  that  better
reflects  its  fair  value  such  as  the  use  of  multiple  probability  weighted  cash  flow  models  when  the  expected  future  cash
flows contain elements of variability.

Warrant investments:  The  Company  values  its  warrants  using  the  Black-Scholes  valuation  model  incorporating  the

following material assumptions:

● Underlying  asset  value  of  the  issuer  is  estimated  based  on  information  available,  including  any  information
regarding the most recent rounds of borrower funding. Significant increases (decreases) in this unobservable input
would result in a significantly higher (lower) fair value measurement.

● Volatility,  or  the  amount  of  uncertainty  or  risk  about  the  size  of  the  changes  in  the  warrant  price,  is  based  on
indices of publicly traded companies similar in nature to the underlying company issuing the warrant. A total of
seven  such  indices  are  used.  Significant  increases  (decreases)  in  this  unobservable  input  would  result  in  a
significantly higher (lower) fair value measurement.

● The  risk-free  interest  rates  are  derived  from  the  U.S.  Treasury  yield  curve.  The  risk-free  interest  rates  are
calculated  based  on  a  weighted  average  of  the  risk-free  interest  rates  that  correspond  closest  to  the  expected
remaining life of the warrant.

● Other  adjustments,  including  a  marketability  discount  on  private  company  warrants,  are  estimated  based  on

management’s judgment about the general industry environment.

● Historical portfolio experience on cancellations and exercises of the Company’s warrants are utilized as the basis
for  determining  the  estimated  time  to  exit  of  the  warrants  in  each  financial  reporting  period.  Warrants  may  be
exercised  in  the  event  of  acquisitions,  mergers  or  initial  public  offerings,  and  cancelled  due  to  events  such  as
bankruptcies,  restructuring  activities  or  additional  financings.  These  events  cause  the  expected  remaining  life
assumption  to  be  shorter  than  the  contractual  term  of  the  warrants.  Significant  increases  (decreases)  in  this
unobservable input would result in significantly higher (lower) fair value measurement.

Under certain circumstances the Company may use an alternative technique to value warrants that better reflects the
warrants’ fair value, such as an expected settlement of a warrant in the near term or a model that incorporates a put feature
associated with the warrant. The fair value may be determined based on the expected proceeds to be received from such
settlement or based on the net present value of the expected proceeds from the put option.

The  fair  value  of  the  Company’s  warrants  held  in  publicly  traded  companies  is  determined  based  on  inputs  that  are
readily  available  in  public  markets  or  can  be  derived  from  information  available  in  public  markets.  Therefore,  the
Company has categorized these warrants as Level 2 within the fair value hierarchy described above. The fair value of the
Company’s warrants held in private companies is determined using both observable and unobservable inputs and represents
management’s  best  estimate  of  what  market  participants  would  use  in  pricing  the  warrants  at  the  measurement  date.
Therefore, the Company has categorized these warrants as Level 3 within the fair value hierarchy described above. These
assets are recorded at fair value on a recurring basis.

Equity investments: The fair value of an equity investment in a privately held company is initially the face value of the
amount invested. The Company adjusts the fair value of equity investments in private companies upon the completion of a
new  third-party  round  of  equity  financing.  The  Company  may  make  adjustments  to  fair  value,  absent  a  new  equity
financing event, based upon positive or negative changes in a portfolio company’s financial or operational performance.
Significant  increases  (decreases)  in  this  unobservable  input  would  result  in  a  significantly  higher  (lower)  fair  value
measurement. The Company has categorized these equity investments as Level 3 within the fair value hierarchy described
above. The fair value of an equity investment in a publicly traded company is based upon the closing public share price on
the date of measurement. Therefore, the Company has categorized these equity investments as Level 1 within the fair value
hierarchy described above. These assets are recorded at fair value on a recurring basis.

Other investments: Other investments are valued based on the facts and circumstances of the underlying contractual
agreement. The Company currently values these contractual agreements using a multiple probability weighted cash flow
model as the contractual future cash flows contain elements of variability. Significant changes in the estimated cash flows

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and  probability  weightings  would  result  in  a  significantly  higher  or  lower  fair  value  measurement.  The  Company  has
categorized these other investments as Level 3 within the fair value hierarchy described above. These other investments are
recorded at fair value on a recurring basis.

The  following  tables  provide  a  summary  of  quantitative  information  about  the  Company’s  Level  3  fair  value
measurements of its investments as of December 31, 2020 and 2019. In addition to the techniques and inputs noted in the
table  below,  according  to  the  Company’s  valuation  policy,  the  Company  may  also  use  other  valuation  techniques  and
methodologies when determining its fair value measurements.

The following table is not intended to be all-inclusive, but rather provides information on the significant Level 3 inputs

as they relate to the Company’s fair value measurements as of December 31, 2020:

Investment Type

Fair
Value

December 31, 2020

Valuation Techniques/
Methodologies

Unobservable
Input

Range

Weighted
     Average(1)

Debt investments

$

 324,670   Discounted Expected Future Cash Flows

 8,825

Liquidation Scenario

  Hypothetical Market Yield
Probability Weighting

10% – 23%
100%

(Dollars in thousands, except per share data)

Warrant investments

 11,556   Black-Scholes Valuation Model

  Price Per Share

Average Industry Volatility
Marketability Discount
   Estimated Time to Exit

$0.00 – $980.00
28%
20%

   1 to 4 years

 1,180

Estimated Proceeds

Price Per Share

Other investments

 200   Multiple Probability Weighted Cash Flow Model   Discount Rate

 1,500

Liquidation Scenario

Probability Weighting

Probability Weighting

$3.41

25%
100%

50%

$

$

12 %
100 %

21.68

28 %
20 %

3 years

3.41

25 %
100 %

50 %

Equity investments
Total Level 3  investments

 2,117   Last Equity Financing

  Price Per Share

$0.00 – $13.04

$

2.49

$

 350,048

(1) Weighted average is calculated by multiplying (a) the unobservable input for each investment in the investment type
by  (b)  (1)  the  fair  value  of  the  related  investment  in  the  investment  type  divided  by  (2)  the  total  fair  value  of  the
investment type.

The following table is not intended to be all-inclusive, but rather provides information on the significant Level 3 inputs

as they relate to the Company’s fair value measurements as of December 31, 2019:

Investment Type

Debt investments

$

Fair
Value

December 31, 2019

Valuation Techniques/
Methodologies

Unobservable
Input

Range

     Average(1)

Weighted  

(Dollars in thousands, except per share data)

 262,635   Discounted Expected Future Cash Flows
 13,864
 11,856 Multiple Probability Weighted Cash Flow Model

Liquidation Scenario

  Hypothetical Market Yield
Probability Weighting
Probability Weighting

10% – 16%
13% – 100%
10% – 60%

Warrant investments

 5,598   Black-Scholes Valuation Model

 4,561   Estimated Proceeds

  Price Per Share

Average Industry Volatility
Marketability Discount
   Estimated Time to Exit
  Price Per Share
  Discount Rate

$0.00 – $980.00
22%
20%

   1 to 4 years

$6.22 – $12.90
0% – 20%

$

$

Other investments

 500   Multiple Probability Weighted Cash Flow Model   Discount Rate

Probability Weighting

25%
100%

12 %
50 %
38 %

12.42

22 %
20 %

3 years

9.48

10 %

25 %
100 %

Equity investments
Total Level 3  investments

 3,125   Last Equity Financing

  Price Per Share

$0.00 – $13.04

$

2.71

$

 302,139

(1) Weighted average is calculated by multiplying (a) the unobservable input for each investment in the investment type
by  (b)  (1)  the  fair  value  of  the  related  investment  in  the  investment  type  divided  by  (2)  the  total  fair  value  of  the
investment type.

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Borrowings:  The  Key  Facility  and  the  NYL  Facility  approximate  fair  value  due  to  the  variable  interest  rate  of  the
facilities  and  are  categorized  as  Level  2  within  the  fair  value  hierarchy  described  above.  Additionally,  the  Company
considers  its  creditworthiness  in  determining  the  fair  value  of  such  borrowings.  The  fair  value  of  the  fixed-rate  2022
Notes (as defined in Note 7) is based on the closing public share price on the date of measurement. On December 31, 2020,
the closing price of the 2022 Notes on the New York Stock Exchange was $25.60 per note, or $38.3 million. Therefore, the
Company  has  categorized  this  borrowing  as  Level  1  within  the  fair  value  hierarchy  described  above.  Based  on  market
quotations  on  December  31,  2020,  the  Asset-Backed  Notes  (as  defined  in  Note  7)  were  trading  at  par  value,  or  $100.0
million, and are categorized as Level 3 within the fair value hierarchy described above. These borrowings are not recorded
at fair value on a recurring basis.

Off-balance-sheet  instruments:  Fair  values  for  off-balance-sheet  lending  commitments  are  based  on  fees  currently
charged to enter into similar agreements, taking into account the remaining terms of the agreements and the counterparties’
credit  standings.  Therefore,  the  Company  has  categorized  these  instruments  as  Level  3  within  the  fair  value  hierarchy
described above.

The following tables detail the assets that are carried at fair value and measured at fair value on a recurring basis as of
December 31, 2020 and 2019 and indicate the fair value hierarchy of the valuation techniques utilized by the Company to
determine the fair value:

December 31, 2020
     Level 1      Level 2      Level 3

Total

Investments in money market funds
Restricted investments in money market funds
Debt investments
Warrant investments
Other investments
Equity investments
Total investments

Investments in money market funds
Restricted investments in money market funds
Debt investments
Warrant investments
Other investments
Equity investments
Equity interest in HSLFI(1)
Total investments

 — $  27,199
 — $  1,057
 — $
 —  
 —  

 1,295

(In thousands)
$
$

 — $  27,199
 1,057
 — $
$  333,495
 14,031
 1,700
 3,319
$  352,545

 — $  333,495
 12,736
 1,700
 2,117
$  350,048

 —  
 —  

 1,202
$  1,202

$  1,295

December 31, 2019
     Level 1      Level 2      Level 3

Total

 — $
 — $

(In thousands)
$
$

 — $  9,787
 — $  1,133
 — $
 —  
 —  
 92
 —  
$
 92

 — $  288,355
 10,159
 670
 500
 —  
 —  
 3,125
 —  
 670

$  302,139

 —  

 9,787
 1,133
$  288,355
 10,829
 500
 3,217
 16,650
$  319,551

$
$
$

$
$
$

$

(1) The  fair  value  of  Company’s  equity  interest  in  HSLFI  is  determined  using  the  net  asset  value  of  the  Company’s

ownership interest in member’s capital.

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The following table shows a reconciliation of the beginning and ending balances for Level 3 assets measured at fair

value on a recurring basis for the year ended December 31, 2020:

Level 3 assets, beginning of period
Purchase of investments
Warrants and equity received and classified as Level 3
Principal payments received on investments
Proceeds from sale of investments
Net realized (loss) gain on investments
Unrealized (depreciation) appreciation included in
earnings
Transfer of investment
Other
Level 3 assets, end of period

Year ended December 31, 2020

     Warrant 

     Equity 

     Other 

Debt 
Investments

Investments

$  288,355

$  10,159

 215,059  
 —  
 (146,216) 
 (36) 
 (19,634) 

 (2,347) 
 (1,500) 
 (186) 

 —  
 2,809  
 —  
 (7,995) 
 4,656  

 3,049

 (14) 
 72  

Investments
(In thousands)
$  3,125

 —  
 45  
 —  
 —  
 (225) 

 (842) 
 14  
 —  

Investments

Total

$

 500
 —  
 —  
 (42) 
 —  
 —  

$  302,139
 215,059
 2,854
 (146,258)
 (8,031)
 (15,203)

 (258) 
 1,500  
 —  

 (398)
 —
 (114)
$  350,048

$  333,495

$  12,736

$  2,117

$  1,700

During the year ended December 31, 2020, there were no transfers in or out of Level 3.

The  change  in  unrealized  appreciation  included  in  the  consolidated  statement  of  operations  attributable  to  Level  3
investments still held at December 31, 2020 includes $6.5 million in unrealized depreciation on debt and other investments,
$5.0  million  in  unrealized  appreciation  on  warrant  investments  and  $1.0  million  in  unrealized  depreciation  on  equity
investments.

The following table shows a reconciliation of the beginning and ending balances for Level 3 assets measured at fair

value on a recurring basis for the year ended December 31, 2019:

Level 3 assets, beginning of  period
Purchase of investments
Warrants and equity received and classified as Level 3
Principal payments received on investments
Proceeds from sale of investments
Net realized gain (loss) on investments
Unrealized (depreciation) appreciation included in
earnings
Transfer out of Level 3
Transfer of investment
Other
Level 3 assets, end of period

Year ended December 31, 2019

     Warrant 

     Equity 

     Other 

Debt 
Investments

Investments

$  216,401

$  8,632

 200,832  
 —  
 (129,079) 
 —  
 —  

 (3,004) 

 —
 4,500
 (1,295) 

—  
 2,336  
—  
 (3,369) 
 2,382  

 407  
 (190)
 —
 (39) 

Investments
(In thousands)
$  1,289

—  
 240  
—  
 (45) 
 4  

 1,637  
 —
 —
 —  

Investments

Total

$  7,640

—  
—  
 (111) 
 (150) 
 (6,994) 

$  233,962
 200,832
 2,576
 (129,190)
 (3,564)
 (4,608)

 4,615  
 —
 (4,500)
 —  
 500

 3,655
 (190)
 —
 (1,334)
$  302,139

$  288,355

$  10,159

$  3,125

$

During the year ended December 31, 2019, there was one transfer out of Level 3. The transfer out of Level 3 related to
warrants held in one portfolio company with an aggregate fair value of $0.2 million that was transferred to Level 2 upon
the portfolio company becoming a public company. During the year ended December 31, 2019, there were no transfers to
Level 3.

The  change  in  unrealized  appreciation  included  in  the  consolidated  statement  of  operations  attributable  to  Level  3
investments still held at December 31, 2019 includes $3.1 million in unrealized depreciation on debt and other investments,
$1.0  million  in  unrealized  appreciation  on  warrant  investments  and  $1.6  million  in  unrealized  appreciation  on  equity
investments.

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The  Company  discloses  fair  value  information  about  financial  instruments,  whether  or  not  recognized  in  the
consolidated  statement  of  assets  and  liabilities,  for  which  it  is  practicable  to  estimate  that  value.  Certain  financial
instruments are excluded from the disclosure requirements. Accordingly, the aggregate fair value amounts presented do not
represent the underlying value of the Company.

The  fair  value  amounts  have  been  measured  as  of  the  reporting  date  and  have  not  been  reevaluated  or  updated  for
purposes  of  these  financial  statements  subsequent  to  that  date.  As  such,  the  fair  values  of  these  financial  instruments
subsequent to the reporting date may be different than amounts reported.

As of December 31, 2020 and 2019, all of the balances of all the Company’s financial instruments were recorded at

fair value, except for the Company’s borrowings, as previously described.

Market risk

The Company assumes interest rate risk (the risk that general interest rate levels will change) as a result of its normal
operations. As a result, the fair values of the Company’s financial instruments will change when interest rate levels change,
and  that  change  may  be  either  favorable  or  unfavorable  to  the  Company.  Management  attempts  to  match  maturities  of
assets  and  liabilities  to  the  extent  believed  necessary  to  minimize  interest  rate  risk.  Management  monitors  rates  and
maturities of assets and liabilities and attempts to minimize interest rate risk by adjusting terms of new debt investments
and by investing in securities with terms that mitigate the Company’s overall interest rate risk.

Note 7.         Borrowings

The following table shows the Company’s borrowings as of December 31, 2020 and 2019:

Key Facility
NYL Facility
Asset-Backed Notes
2022 Notes
Total before debt  issuance costs
Unamortized debt issuance costs
attributable to term borrowings
Total borrowings outstanding, net

Total

December 31, 2020
     Balance

     Unused

Total

December 31, 2019
     Balance

     Unused

Commitment Outstanding Commitment Commitment Outstanding Commitment
(In thousands)

$  125,000
 100,000
 100,000  
 37,375  
 362,375  

$  28,000
 22,250
 100,000  
 37,375  
 187,625  

$  97,000
 77,750

$  125,000
 —

$  17,000
 —

 —  
 —  
 174,750  

 100,000  
 37,375  
 262,375  

 100,000  
 37,375  
 154,375  

 —  

 (1,806) 

 —  

 —  

 (2,325) 

$  362,375

$ 185,819

$  174,750

$  262,375

$  152,050

$  108,000
 —
 —
 —
 108,000

 —
$  108,000

On March 23, 2018, the Small Business Credit Availability Act was signed into law as part of an omnibus spending
bill, which, among other things, amends the 1940 Act to reduce the minimum required asset coverage applicable to BDCs
under the 1940 Act from 200% to 150% if certain approval and disclosure requirements are met. Before such reduced asset
coverage requirement can apply to the Company, such reduced asset coverage requirement must be approved by either (a) a
“required majority” (as defined in Section 57(o) of the 1940 Act) of the Board, in which case such reduced asset coverage
requirement would take effect on the first anniversary of the date of such Board approval, or (b) a majority of votes cast by
the stockholders of the Company at a special or annual meeting at which a quorum is present, in which case such reduced
asset coverage requirement shall take effect on the day after such approval. On June 7, 2018, a “required majority” of the
Board  approved  the  reduced  asset  coverage  requirements  and  separately  recommended  that  the  Company’s  stockholders
approve the reduced asset coverage requirements at a special meeting of the Company’s stockholders. The Company held a
special  meeting  on  October  30,  2018  during  which  the  reduced  asset  coverage  requirements  were  approved  by
stockholders. The reduced asset coverage requirements took effect October 31, 2018.

As of December 31, 2020, with certain limited exceptions, as a BDC, the Company is only allowed to borrow amounts
such  that  the  Company’s  asset  coverage,  as  defined  in  the  1940  Act,  is  at  least  150%  after  such  borrowings.  As  of
December 31, 2020, the asset coverage for borrowed amounts was 213%.

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The Company entered into the Key Facility with Key effective November 4, 2013. On June 29, 2020, the Company
amended  the  Key  Facility,  among  other  things,  to  amend  the  LIBOR  floor  from  0.75%  to  1.00%  and  to  extend  the
revolving period to September 30, 2021. The Key Facility has an accordion feature which allows for an increase in the total
loan  commitment  to  $150  million  from  the  $125  million  commitment.  The  Key  Facility  is  collateralized  by  all  debt
investments and warrants held by Credit II and permits an advance rate of up to 50% of eligible debt investments held by
Credit II. The Key Facility contains covenants that, among other things, require the Company to maintain a minimum net
worth and to restrict the debt investments securing the Key Facility to certain criteria for qualified debt investments and
includes portfolio company concentration limits as defined in the related loan agreement. The Key Facility is scheduled to
mature on April 6, 2023. The interest rate is based upon the one-month LIBOR, plus a spread of 3.25%, with a LIBOR
floor of 1.00%. The LIBOR rate was 0.14% and 1.76% on December 31, 2020 and 2019, respectively. The average interest
rate for the years ended December 31, 2020 and 2019 was 4.38% and 5.51%, respectively. The Key Facility requires the
payment of an unused line fee in an amount up to 0.50% on an annualized basis of any unborrowed amount available under
the  facility.  As  of  December  31,  2020  and  2019,  the  Company  had  borrowing  capacity  under  the  Key  Facility  of  $97.0
million and $108.0 million, respectively. At December 31, 2020 and 2019, $24.8 million and $24.2 million, respectively,
was available for borrowing, subject to existing terms and advance rates.

On September 29, 2017, the Company issued and sold an aggregate principal amount of $32.5 million of 6.25% notes
due  in  2022  and  on  October  11,  2017,  pursuant  to  the  underwriters’  30  day  option  to  purchase  additional  notes,  the
Company  sold  an  additional  $4.9  million  of  such  notes  (collectively,  the  “2022  Notes”).  The  2022  Notes  have  a  stated
maturity of September 15, 2022 and may be redeemed in whole or in part at the Company’s option at any time or from time
to time on or after September 15, 2019 at a redemption price of $25 per security plus accrued and unpaid interest. The 2022
Notes bear interest at a rate of 6.25% per year, payable quarterly on March 15, June 15, September 15 and December 15 of
each year. The 2022 Notes are the Company’s direct unsecured obligations and (i) rank equally in right of payment with the
Company’s current and future unsecured indebtedness; (ii) are senior in right of payment to any of the Company’s future
indebtedness  that  expressly  provides  it  is  subordinated  to  the  2022  Notes;  (iii)  are  effectively  subordinated  to  all  of  the
Company’s  existing  and  future  secured  indebtedness  (including  indebtedness  that  is  initially  unsecured  to  which  the
Company  subsequently  grants  security),  to  the  extent  of  the  value  of  the  assets  securing  such  indebtedness,  and  (iv)  are
structurally subordinated to all existing and future indebtedness and other obligations of any of the Company’s subsidiaries.
As of December 31, 2020, the Company was in material compliance with the terms of the 2022 Notes. The 2022 Notes are
listed on the New York Stock Exchange under the symbol “HTFA”.

On August 13, 2019, the Company completed a term debt securitization in connection with which an affiliate of the
Company made an offering of the Asset-Backed Notes. The Asset-Backed Notes were rated A+(sf) by Morningstar Credit
Ratings, LLC. There has been no change in the rating since August 13, 2019.

The  Asset-Backed  Notes  were  issued  by  the  2019-1  Trust  pursuant  to  a  note  purchase  agreement,  dated  as  of
August 13, 2019, by and among the Company and Keybanc Capital Markets Inc. as Initial Purchaser, and are backed by a
pool  of  loans  made  to  certain  portfolio  companies  of  the  Company  and  secured  by  certain  assets  of  those  portfolio
companies and are to be serviced by the Company. Interest on the Asset-Backed Notes will be paid, to the extent of funds
available, at a fixed rate of 4.21% per annum. The reinvestment period of the Asset-Backed Notes ends July 15, 2021 and
the maturity is September 15, 2027.

As of December 31, 2020 and 2019, the Asset-Backed Notes had an outstanding principal balance of $100.0 million.

Under  the  terms  of  the  Asset-Backed  Notes,  the  Company  is  required  to  maintain  a  reserve  cash  balance,  funded
through  proceeds  from  the  sale  of  the  Asset-Backed  Notes,  which  may  be  used  to  pay  monthly  interest  and  principal
payments  on  the  Asset-Backed  Notes.  The  Company  has  segregated  these  funds  and  classified  them  as  restricted
investments  in  money  market  funds.  At  December  31,  2020  and  2019,  there  was  approximately  $1.0  million  and  $1.1
million of restricted investments, respectively.

On April 21, 2020, the Company purchased all of the limited liability company interests of Arena in HSLFI, which is a
party to the NYL Facility. HFI entered into the NYL Facility with the NYL Noteholders for an aggregate purchase price of
up to $100.0 million, with an accordion feature of up to $200.0 million at the mutual discretion and agreement of HSLFI
and  the  NYL  Noteholders.  On  June  1,  2018,  HSLFI  sold  or  contributed  to  HFI  certain  secured  loans  made  to  certain
portfolio companies pursuant to the Sale and Servicing Agreement. Any notes issued by HFI are collateralized by all

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investments  held  by  HFI  and  permit  an  advance  rate  of  up  to  67%  of  the  aggregate  principal  amount  of  eligible  debt
investments. The notes were issued pursuant to the Indenture.

On  June  5,  2020,  the  Company  amended  the  NYL  Facility  to  extend  the  investment  period  to  June  5,  2022.  The
investment period will be followed by a five year amortization period. The stated final payment date was extended to June
15, 2027, subject to any extension of the investment period. The interest rate on the notes issued under the NYL Facility is
based on the three year USD mid-market swap rate plus a margin of between 3.55% and 5.15% with an interest rate floor,
depending on the rating of such notes at the time of issuance. Any obligation to make additional advances was conditioned
on the occurrence of certain conditions, which were satisfied June 26, 2020. There were $22.3 million in advances made by
the NYL Noteholders as of December 31, 2020 at an interest rate of 4.60%. As of December 31, 2020, the Company had
borrowing  capacity  under  the  NYL  Facility  of  $77.7  million.  At  December  31,  2020,  $0.9  million  was  available  for
borrowing, subject to existing terms and advance rates.

The  following  table  shows  information  about  our  senior  securities  as  of  December  31,  2020,  2019,  2018,  2017  and

2016:

Class and Year

Credit facilities
2020
2019
2018
2017
2016
2022 Notes
2020
2019
2018
2017
2019 Notes
2020
2019
2018
2017
2016
2019-1 Securitization
2020
2019
Total senior securities
2020
2019
2018
2017
2016

     Total Amount     
Outstanding 
Exclusive of 
Treasury 
Securities(1)

Asset
 Coverage
 per Unit(2)

Involuntary 
Liquidation
 Preference
  per Unit(3)

Average
  Market
  Value per
  Unit(4)

(In thousands, except unit data)

$
$
$
$
$

$
$
$
$

$

 50,250
 17,000
 90,500
 58,000
 63,000

 37,375
 37,375
 37,375
 37,375

$  7,965  
$ 19,908  
$  2,896  
$  3,973  
$  3,733  

$ 10,708  
$  9,055  
$  7,014  
$  6,166  

—  
—  
—  
 —
 33,000

—  
—  
—  
 —  
$  7,127  

$  100,000
$  100,000

$  4,002  
$  3,384  

$  187,625
$  154,375
$  127,875
 95,375
$
 96,000
$

$  2,133  
$  2,192  
$  2,050  
$  2,416  
$  2,450  

—  
—  
—  
—  
—  

N/A
N/A
N/A
N/A
N/A

— $  24.60
— $  25.53
— $  25.52
— $  25.66

—
—
—

—  
—  
—  
—
— $  25.42

—  
—  

—  
—  
 —  
 —  
 —  

N/A
N/A

N/A
N/A
N/A
N/A
N/A

(1) Total amount of senior securities outstanding at the end of the period presented.

(2) Asset coverage per unit is the ratio of the original cost less accumulated depreciation, amortization or impairment of
the Company’s total consolidated assets, less all liabilities and indebtedness not represented by senior securities, to the
aggregate  amount  of  senior  securities  representing  indebtedness.  Asset  coverage  per  unit  is  expressed  in  terms  of
dollar amounts per $1,000 of indebtedness.

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(3) The amount which the holder of such class of senior security would be entitled upon the voluntary liquidation of the
applicable issuer in preference to any security junior to it. The “ — ” in this column indicates that the SEC expressly
does not require this information to be disclosed for certain types of securities.

(4) Not applicable to the Company’s credit facilities and 2019-1 Securitization because such securities are not registered

for public trading.

Note 8.         Federal income tax

The Company has elected to be treated as a RIC under Subchapter M of the Code and to distribute substantially all of
its  taxable  income.  Accordingly,  no  provision  for  federal,  state  or  local  income  tax  has  been  recorded  in  the  financial
statements.  Taxable  income  differs  from  net  increase  in  net  assets  resulting  from  operations  primarily  due  to  unrealized
appreciation on investments as investment gains and losses are not included in taxable income until they are realized.

The following table reconciles net increase in net assets resulting from operations to taxable income:

Net increase in net assets resulting from operations
Net unrealized (appreciation) depreciation on investments
Other book-tax differences
Change in capital loss carry forward
Taxable income before deductions for distributions

The tax characters of distributions paid are as follows:

Ordinary income
Total

2020

Years Ended December 31, 
2019
(In thousands)
$  19,498
 (3,201)
 988
 4,173
$  21,458

$

$

$

 6,364
 (313)
 782
 14,698
$  21,531

2020

$  21,952
$  21,952

Years Ended December 31, 
2019
(In thousands)
$  16,159
$  16,159

$
$

The components of undistributed ordinary income earnings on a tax basis were as follows:

2020

2018

 13,010
 1,501
 199
 (645)
 14,065

2018

 13,834
 13,834

2018

Undistributed ordinary income
Long term capital loss carry forward
Unrealized appreciation
Unrealized depreciation
Other temporary differences
Total

As of December 31, 
2019
(In thousands)
$

$

$

 6,242
 (59,928)
 9,578
 (8,545)
 5,983

 1,269
 (41,057)
 5,237
 (7,717)
 3,123
$  (46,670) $  (33,238) $  (39,145)

 6,536
 (45,230)
 8,352
 (7,596)
 4,700

Depending  on  the  level  of  taxable  income  earned  in  a  tax  year,  the  Company  may  choose  to  carry  forward  taxable
income in excess of current year distributions into the next tax year and incur a 4% excise tax on such income, as required.
For  the  years  ended  December  31,  2020  and  2019,  the  Company  elected  to  carry  forward  taxable  income  in  excess  of
current year distributions of $6.2 million and $6.5 million, respectively. At December 31, 2020 and 2019, a provision for
excise tax of $0.2 million was recorded.

Capital losses in excess of capital gains earned in a tax year may generally be carried forward, without expiration, and
used to offset capital gains, subject to certain limitations. During the years ended December 31, 2020, 2019 and 2018, the
Company did not use any of its capital loss carry forward to offset capital gains.

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For federal income tax purposes, the tax cost of investments at December 31, 2020 and 2019 was $351.5 million and
$318.8 million, respectively. The gross unrealized appreciation on investments at December 31, 2020 and 2019 was $9.6
million and $8.4 million, respectively. The gross unrealized depreciation on investments at December 31, 2020 and 2019
was $8.5 million and $7.6 million, respectively.

Note 9.         Financial instruments with off-balance-sheet risk

In the normal course of business, the Company is party to financial instruments with off-balance-sheet risk to meet the
financing needs of its borrowers. These financial instruments include commitments to extend credit and involve, to varying
degrees, elements of credit risk in excess of the amount recognized in the consolidated statement of assets and liabilities.
The  Company  attempts  to  limit  its  credit  risk  by  conducting  extensive  due  diligence  and  obtaining  collateral  where
appropriate.

The balance of unfunded commitments to extend credit was $91.5 million and $49.5 million as of December 31, 2020
and  2019,  respectively.  Commitments  to  extend  credit  consist  principally  of  the  unused  portions  of  commitments  that
obligate the Company to extend credit, such as revolving credit arrangements or similar transactions. These commitments
are often subject to financial or non-financial milestones and other conditions to borrow that must be achieved before the
commitment  can  be  drawn.  In  addition,  the  commitments  generally  have  fixed  expiration  dates  or  other  termination
clauses.  Since  commitments  may  expire  without  being  drawn  upon,  the  total  commitment  amounts  do  not  necessarily
represent future cash requirements. This includes the undrawn revolver commitments discussed in Note 4.

The following table provides the Company’s unfunded commitments by portfolio company as of December 31, 2020:

Alula Holdings Inc.
Canary Medical Inc.
Castle Creek Biosciences, Inc.
Ceribell, Inc.
Emalex Biosciences, Inc.
Getaround, Inc.
IDbyDNA, Inc.
Keypath Education Holdings, LLC
Liqid, Inc.
LogicBio, Inc.
Provivi, Inc.
Revinate, Inc.
Sonex Health, Inc.
Topia Mobility Inc.
Total

December 31, 2020

Principal
 Balance

Fair Value of
 Unfunded 
Commitment
 Liability

(In thousands)

$

$

 2,000
 7,500
 5,000
 10,000
 10,000
 7,000
 5,000
 5,000
 10,000
 5,000
 10,000
 5,000
 5,000
 5,000
 91,500

$

$

 27
 102
 54
 64
 103
 168
 68
 103
 54
 —
 149
 60
 81
 78
 1,111

The  table  above  also  provides  the  fair  value  of  the  Company’s  unfunded  commitment  liability  as  of
December 31, 2020 which totaled $1.1 million. The fair value at inception of the delay draw credit agreements is equal to
the fees and/or warrants received to enter into these agreements, taking into account the remaining terms of the agreements
and  the  counterparties’  credit  profile.  The  unfunded  commitment  liability  reflects  the  fair  value  of  these  future  funding
commitments and is included in the Company’s consolidated statement of assets and liabilities.

Note 10.         Concentrations of credit risk

The  Company’s  debt  investments  consist  primarily  of  loans  to  development-stage  companies  at  various  stages  of
development  in  the  technology,  life  science,  healthcare  information  and  services  and  sustainability  industries.  Many  of
these companies may have relatively limited operating histories and also may experience variation in operating results.

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Many  of  these  companies  conduct  business  in  regulated  industries  and  could  be  affected  by  changes  in  government
regulations. Most of the Company’s borrowers will need additional capital to satisfy their continuing working capital needs
and other requirements, and in many instances, to service the interest and principal payments on the loans.

The  Company’s  largest  debt  investments  may  vary  from  year  to  year  as  new  debt  investments  are  recorded  and
existing debt investments are repaid. The Company’s five largest debt investments, at cost, represented 28% of total debt
investments outstanding as of December 31, 2020 and 2019. No single debt investment represented more than 10% of the
total debt investments as of December 31, 2020 or 2019. Investment income, consisting of interest and fees, can fluctuate
significantly upon repayment of large debt investments. Interest income from the five largest debt investments accounted
for 23%, 17% and 25% of total interest and fee income on investments for the  years ended December 31, 2020, 2019 and
2018, respectively.

Note 11.         Distributions

The  Company’s  distributions  are  recorded  on  the  declaration  date.  The  following  table  summarizes  the  Company’s

distribution activity for the years ended December 31, 2020 and 2019:

Date
Declared

Record Date Payment Date

Amount  
Per Share Distribution 

     DRIP 
Share
 Value
(In thousands, except share and per share data)

     DRIP 
 Shares 
Issued  

Cash 

Year Ended December 31, 2020
10/26/2020
10/26/2020
10/26/2020
7/24/20
7/24/20
7/24/20
4/24/20
4/24/20
4/24/20
2/28/20
2/28/20
2/28/20

Year Ended December 31, 2019
10/25/19
10/25/19
10/25/19
7/26/19
7/26/19
7/26/19
4/26/19
4/26/19
4/26/19
3/1/19
3/1/19
3/1/19

3/16/21
2/17/21
1/15/21
12/15/20
11/16/20
10/16/20
9/15/20
8/14/20
7/15/20
6/16/20
5/15/20
4/15/20

3/16/20
2/14/20
1/15/20
12/16/19
11/15/19
10/16/19
9/17/19
8/15/19
7/16/19
6/17/19
5/15/19
4/16/19

$  0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.15
$  1.25

$  0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
$  1.20

$

 —  
 1,904  
 1,903  
 1,862
 1,815  
 1,813  
 1,745  
 1,710  
 1,703  
 1,667  
 1,667  
 2,496  

$  20,285

$  1,659  
 1,660  
 1,519  
 1,467
 1,442  
 1,412  
 1,366  
 1,339  
 1,338  
 1,339  
 1,332  
 1,139  

$  17,012

 — $

 1,681
 1,909
 1,699
 1,730
 1,674
 1,588
 1,586
 1,710
 1,646
 1,879
 3,144
 20,246

 1,561
 1,234
 1,115
 1,215
 1,226
 1,258
 1,274
 1,261
 1,339
 1,308
 1,885
 1,199
 15,875

$

$

$

 —
 25
 26
 22
 21
 22
 19
 20
 20
 18
 19
 30
 242

 18
 17
 15
 15
 16
 15
 15
 15
 16
 15
 22
 15
 194

2/19/21  
1/20/21  
12/17/20  
11/18/20  
10/20/20  
9/17/20  
8/18/20  
7/17/20  
6/18/20  
5/19/20  
4/17/20  
3/18/20  

2/19/20  
1/17/20  
12/18/19  
11/19/19  
10/18/19  
9/19/19  
8/19/19  
7/18/19  
6/19/19  
5/17/19  
4/18/19  
3/19/19  

135

    
    
    
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Table of Contents

On February 26, 2021, the Board declared monthly distributions per share, payable as set forth in the following table:

Ex-Dividend Date
March 17, 2021
April 19, 2021
May 17, 2021

     Record Date

     Payment Date

Distributions Declared

March 18, 2021
April 20, 2021
May 18, 2021

April 16, 2021
May 14, 2021
June 15, 2021

$
$
$

 0.10
 0.10
 0.10

After paying distributions of $1.25 per share deemed paid for tax purposes in 2020, declaring on October 26, 2020 a
distribution of $0.10 per share payable January 15, 2021, and taxable earnings of $1.23 per share in 2020, the Company’s
undistributed  spillover  income  as  of  December  31,  2020  was  $0.32  per  share.  Spillover  income  includes  any  ordinary
income and net capital gains from the preceding tax years that were not distributed during such tax years.

Note 12.         Subsequent events

Subsequent  to  December  31,  2020  pursuant  to  private  foreclosure  sales,  the  Company  has  received  net  proceeds  of
approximately $1.7 million from the sale of  substantially all of the assets of The NanoSteel Company, Inc. (“NanoSteel”),
which  assets  collateralized  the  Company’s  debt  investment  in  NanoSteel.  The  Company  does  not  expect  to  receive  any
additional material proceeds from the sale of additional assets of NanoSteel.

On January 14, 2021, the Company funded a $5.0 million debt investment to a new portfolio company, Clara Foods

Co.

On  January  15,  2021,  the  Company  funded  a  $7.0  million  debt  investment  to  a  new  portfolio  company,  Supply

Network Visibility Holdings LLC.

On  February  23,  2021,  the  Company  funded  a  $7.0  million  debt  investment  to  an  existing  portfolio  company,

Getaround, Inc.

On February 25, 2021, the Company funded a $6.0 million debt investment to a new portfolio company, Primary Kids,

Inc.

136

    
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Note 13.         Financial highlights

The following table shows financial highlights for the Company:

2020

Year ended December 31, 
2018
(In thousands, except share and per share data)

2019

2017

Per share data:
Net asset value at beginning of period
Net investment income
Realized (loss) gain on investments
Unrealized appreciation (depreciation) on investments
Net increase (decrease) in net assets resulting from operations
Distributions declared(1)

From net investment income
From net realized gain on investments
Return of capital

Net accretion from repurchase of common stock
Other (2)
Net asset value at end of period
Per share market value, beginning of period
Per share market value, end of period
Total return based on a market value (3)
Shares outstanding at end of period
Ratios, net of waivers, to average net assets:
Expenses without incentive fees
Incentive fees
Net expenses

Net investment income with incentive fees
Ratios, without waivers, to average net assets:
Expenses without incentive fees(4)
Incentive fees(4)
Net expenses(4)
Net investment income with incentive fees(4)
Net assets at the end of the period
Average net asset value
Average debt per share
Portfolio turnover ratio

  $

$
$
$

$

 11.83
 1.18
 (0.84)
 0.02
 0.36
 (1.25)
 (1.25)
 —
 —
 —
 0.08
$
 11.02
$
 12.93
 13.24
$
 12.1 %  

$

 11.64
 1.52
 (0.31)
 0.24
 1.45
 (1.20)
 (1.20)
 —
 —
 —
 (0.06)
 11.83
 11.25
 12.93
 25.6 %  

$
$

 11.72
 1.20
 0.06
 (0.13)
 1.13
 (1.20)
 (1.20)
 —
 —
 —
 (0.01)
 11.64
 11.22
 11.25

$

$
$

 11.0 %  

$

 12.09
 1.07
 (1.84)
 1.60
 0.83
 (1.20)
 (1.20)
 —
 —
 —
 —
 11.72
 10.53
 11.22
 17.9 %  

$
$

2016

 13.85
 1.48
 (0.67)
 (1.24)
 (0.43)
 (1.34)
 (1.34)
 —
 —
 0.01
 —
 12.09
 11.73
 10.53

 1.5 %

 19,286,356

   15,563,290

   11,535,129

   11,520,406

   11,510,424

 10.0 %  
 2.6 %  
 12.6 %  
 10.4 %  

 10.0 %  
 2.6 %  
 12.6 %  
 10.4 %

 10.8 %  
 3.2 %  
 14.0 %  
 12.8 %  

 10.8 %  
 4.4 %  
 15.2 %  
 11.6 %

 10.4 %  
 2.4 %  
 12.8 %  
 10.3 %  

 10.4 %  
 3.3 %  
 13.7 %  
 9.4 %

 8.6 %  
 1.2 %  
 9.8 %  
 9.0 %  

 8.6 %  
 1.3 %  
 9.9 %  
 8.9 %

 9.2 %
 1.4 %
 10.6 %
 11.4 %

 9.2 %
 1.4 %
 10.6 %
 11.4 %

$
$
$

$
 212,597
$
 199,302
 9.97
$
 38.7 %(5) 

$
 184,055
$
 160,008
 10.05
$
 82.0 %(6) 

$
 134,257
$
 134,364
 8.62
$
 50.4 %(6) 

$
 135,075
$
 137,293
 6.60
$
 79.4 %(6) 

 139,192
 150,612
 8.91
 27.1 %(6)

(1) Distributions  are  determined  based  on  taxable  income  calculated  in  accordance  with  income  tax  regulations,  which
may  differ  from  amounts  determined  under  GAAP  due  to  (i)  changes  in  unrealized  appreciation  and  depreciation,
(ii) temporary and permanent differences in income and expense recognition, and (iii) the amount of spillover income
carried over from a given tax year for distribution in the following tax year. The final determination of taxable income
for  each  tax  year,  as  well  as  the  tax  attributes  for  distributions  in  such  tax  year,  will  be  made  after  the  close  of  the
tax year.

(2) Includes  the  impact  of  the  different  share  amounts  as  a  result  of  calculating  per  share  data  based  on  the  weighted
average basic shares outstanding during the period and certain per share data based on the shares outstanding as of a
period end or transaction date.

(3) The  total  return  equals  the  change  in  the  ending  market  value  over  the  beginning  of  period  price  per  share  plus

distributions paid per share during the period, divided by the beginning price.

(4) During the years ended December 31, 2019, 2018 and 2017, the Advisor waived $1.8 million, $1.2 million and $0.1

million, respectively, of incentive fee.

(5) Calculated  by  dividing  the  lesser  of  purchases  or  the  sum  of  (1)  principal  prepayments  and  (2)  maturities  by  the

monthly average debt investment balance

(6) Calculated by dividing net debt investment purchases by the monthly average debt investment balance.

137

    
    
    
    
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
  
 
  
 
 
 
  
 
  
 
  
 
  
 
  
 
 
 
Table of Contents

Note 14.          Summarized financial information for HSLFI

Horizon Secured Loan Fund I

Statements of Assets and Liabilities
(Dollars in thousands)

Assets
Investments at fair value (cost of $34,895)
Investments in money market funds
Cash and cash equivalents
Restricted investments in money market funds
Interest receivable
Other assets
Total assets
Liabilities
Borrowings
Other liabilities
Total liabilities

Commitments and contingencies

Members’ Capital
Members’ capital
Total members’ capital
Total liabilities and members’ capital

138

December 31, 
2019

$

$

$

$

 34,829
 11,201
 503
 138
 477
 1,109
 48,257

 14,955
 126
 15,081

 33,176
 33,176
 48,257

    
 
 
 
 
 
 
  
 
 
 
  
 
 
Table of Contents

Horizon Secured Loan Fund I

Statements of Operations
(Dollars in thousands)

     For the period     
  January 1, 2020 
through
April 21
2020

For the year  
 ended 

     For the period
 June 1, 2018 
through

  December 31   December 31

2019

2018

Investment income
Interest income
Prepayment fee income
Fee income
Total investment income
Expenses
Interest expense
General and administrative
Total expenses
Net investment income
Net realized and unrealized loss on investments
Net realized gain on investments
Net realized gain on investments
Net unrealized depreciation on investments
Net unrealized depreciation on investments
Net realized and unrealized loss on investments
Net (decrease) increase in net assets resulting from operations

Note 15.         Selected quarterly financial data (unaudited)

Total investment income
Net investment income
Net realized and unrealized (loss) gain
Net increase (decrease) in net asset resulting from operations
Net investment income per share (1)
Net increase (decrease) in net assets per share (1)
Net asset value per share at period end (2)

Total investment income
Net investment income
Net realized and unrealized gain (loss)
Net increase in net asset resulting from operations
Net investment income per share (1)
Net increase in net assets per share (1)
Net asset value per share at period end (2)

$

$

$

 1,353
 112
 —  

 1,465

 1,165
 64
 1,229
 236

 120
 120
 (392)
 (392)
 (272)
 (36) $

 5,291
 389
 19
 5,699

 1,101
 126
 1,227
 4,472

 —
 —
 (28)
 (28)
 (28)
 4,444

$

$

 689
 —
 —
 689

 140
 40
 180
 509

 —
 —
 (37)
 (37)
 (37)
 472

December 31,
2020

September 30, 
2020

June 30, 
2020

March 31, 
2020

(In thousands, except per share data)

$  10,066     $
$
$
 3,901
$
$  (1,504)
$
 2,397
$
$
 0.21
$
$
 0.13
$
$
 11.02
$

 12,331     $ 13,524     $  10,114
$  6,706   $  4,282
$  1,219   $  (4,990)
 (708)
$  7,925   $
0.26
 0.40   $
$
$
 0.47   $  (0.04)
$  11.64   $ 11.48

 5,860
 (9,110)
 (3,250)
 0.34
 (0.19)
 11.17

December 31,
2019

September 30, 
2019

June 30, 
2019

March 31, 
2019

(In thousands, except per share data)

$  12,975     $
$
 6,452
$
$
 277
$
$
 6,729
$
$
 0.43
$
$
 0.45
$
$
 11.83
$

 11,375     $ 10,470     $  8,306
$  5,012   $  3,233
 5,773
$  (474)  $  (208)
 (567)
$  4,538   $  3,025
 5,206
0.28
$
 0.42
$
 0.38
0.26
$  11.60   $ 11.55
 11.67

 0.37   $
 0.34   $

(1) Based on weighted average shares outstanding for the respective period.
(2) Based on shares outstanding at the end of the respective period.

139

 
 
 
 
 
 
 
   
   
  
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
    
    
    
    
 
Table of Contents

Item 9.         Changes in and Disagreements with Accountants on Accounting and Financial Disclosure

None

Item 9A.        Controls and Procedures

(a) Evaluation of disclosure controls and procedures

As  of  December  31,  2020,  we,  including  our  Chief  Executive  Officer  and  Chief  Financial  Officer,  evaluated  the
effectiveness of the design and operation of our disclosure controls and procedures (as defined in Rule 13a-15(e) of the
Exchange  Act).  Based  on  that  evaluation,  our  management,  including  our  Chief  Executive  Officer  and  Chief  Financial
Officer,  concluded  that  our  disclosure  controls  and  procedures  were  effective  and  provided  reasonable  assurance  that
information required to be disclosed in our periodic SEC filings is recorded, processed, summarized and reported within
the time periods specified in the SEC’s rules and forms, and that such information is accumulated and communicated to our
management, including our Chief Executive Officer and Chief Financial Officer, as appropriate, to allow timely decisions
regarding required disclosure. However, in evaluating the disclosure controls and procedures, management recognized that
any  controls  and  procedures,  no  matter  how  well  designed  and  operated,  can  provide  only  reasonable  assurance  of
achieving the desired control objectives, and management necessarily was required to apply its judgment in evaluating the
cost-benefit relationship of such possible controls and procedures.

(b) Management’s Report on Internal Control Over Financial Reporting

Management’s  Report  on  Internal  Control  Over  Financial  Reporting  is  included  in  “Item  8.  Consolidated  Financial

Statements and Supplementary Data” of this Annual Report on Form 10-K.

(c) Changes in internal controls over financial reporting.

There have been no material changes in our internal control over financial reporting (as defined in Rules 13a-15(f) and
15d-15(f)  of  the  Exchange  Act)  during  our  most  recently  completed  fiscal  quarter,  that  have  materially  affected,  or  are
reasonably likely to materially affect, our internal control over financial reporting.

Item 9B.         Other Information

None

PART III

We  will  file  a  definitive  Proxy  Statement  for  our  2021  Annual  Meeting  of  Stockholders  with  the  SEC,  pursuant  to
Regulation  14A,  not  later  than  120  days  after  the  end  of  our  fiscal  year.  Accordingly,  certain  information  required  by
Part  III  has  been  omitted  under  General  Instruction  G(3)  to  Form  10-K.  Only  those  sections  of  our  definitive  Proxy
Statement that specifically address the items set forth herein are incorporated by reference.

Item 10.         Directors, Executive Officers and Corporate Governance

The information required by Item 10 is hereby incorporated by reference from our definitive Proxy Statement relating
to  our  2021  Annual  Meeting  of  Stockholders,  to  be  filed  with  the  Securities  and  Exchange  Commission  not  later  than
120 days following the end of our fiscal year.

Item 11.         Executive Compensation

The information required by Item 11 is hereby incorporated by reference from our definitive Proxy Statement relating
to  our  2021  Annual  Meeting  of  Stockholders,  to  be  filed  with  the  Securities  and  Exchange  Commission  not  later  than
120 days following the end of our fiscal year.

140

Table of Contents

Item 12.         Security Ownership of Certain Beneficial Owners and Management and Related Stockholder Matters

The information required by Item 12 is hereby incorporated by reference from our definitive Proxy Statement relating
to  our  2021  Annual  Meeting  of  Stockholders,  to  be  filed  with  the  Securities  and  Exchange  Commission  not  later  than
120 days following the end of our fiscal year.

Item 13.         Certain Relationships and Related Transactions, and Director Independence

The information required by Item 13 is hereby incorporated by reference from our definitive Proxy Statement relating
to  our  2021  Annual  Meeting  of  Stockholders,  to  be  filed  with  the  Securities  and  Exchange  Commission  not  later  than
120 days following the end of our fiscal year.

Item 14.         Principal Accounting Fees and Services

The information required by Item 14 is hereby incorporated by reference from our definitive Proxy Statement relating
to  our  2021  Annual  Meeting  of  Stockholders,  to  be  filed  with  the  Securities  and  Exchange  Commission  not  later  than
120 days following the end of our fiscal year.

Item 15.         Exhibits, Financial Statement Schedules

PART IV

(a)(1) Financial statements

(1) Financial statements — Refer to Item 8 starting on page 91.

(2) Financial statement schedules — None

(3) Exhibits

Exhibit No.     
3.1

Description
Amended  and  Restated  Certificate  of  Incorporation  (Incorporated  by  reference  to  exhibit  (a)  of  the
Company’s  Pre-effective  Amendment  No.  2  to  the  Registration  Statement  on  Form  N-2,  filed  on  July  2,
2010)

3.2

4.1

4.2

4.3

4.4

4.5

10.1

Amended  and  Restated  Bylaws  (Incorporated  by  reference  to  exhibit  (b)  of  the  Company’s  Pre-effective
Amendment No. 2 to the Registration Statement on Form N-2, filed on July 2, 2010)

Form  of  Specimen  Certificate  (Incorporated  by  reference  to  exhibit  (d)  of  the  Company’s  Pre-effective
Amendment No. 3 to the Registration Statement on Form N-2, filed on July 19, 2010)

Indenture,  dated  as  of  March  23,  2012,  between  the  Company  and  U.S.  Bank  National  Association
(Incorporated  by  reference  to  Exhibit  (d)(7)  of  the  Company’s  Post-Effective  Amendment  No.  2  to  the
Registration Statement on Form N-2, File No. 333-178516, filed on March 23, 2012)

Second  Supplemental  Indenture,  dated  as  of  September  29,  2017,  between  the  Company  and  U.S.  Bank
National  Association  (Incorporated  by  reference  to  Exhibit  (d)(12)  of  the  Company’s  Post-Effective
Amendment  No.  5  to  the  Registration  Statement  on  Form  N-2,  File  No.  333-201886,  filed  on
September 29, 2017)

Form of 6.25% 2022 Notes due 2022 (included as part of Exhibit 4.3)

Description  of  Securities  (Incorporated  by  reference  to  Exhibit  4.5  of  the  Company’s  Annual  Report  on
Form 10-K, filed on March 3, 2020)

Investment Management Agreement (Incorporated by reference to Exhibit 10.1 of the Company’s Current
Report on Form 8-K, filed on March 8, 2019)

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Table of Contents

Exhibit No.     
10.2

Description
Form  of  Custodial  Agreement  (Incorporated  by  reference  to  exhibit  (j)  of  the  Company’s  Pre-effective
Amendment No. 3 to the Registration Statement on Form N-2, filed on July 19, 2010)

10.3

10.4

10.5

10.6

10.7

10.8

10.9

10.10

10.11

10.12

10.13

Form  of  Administration  Agreement  (Incorporated  by  reference  to  exhibit  (k)(1)  of  the  Company’s  Pre-
effective Amendment No. 2 to the Registration Statement on Form N-2, filed on July 2, 2010)

Form  of  Trademark  License  Agreement  by  and  between  the  Company  and  Horizon  Technology  Finance
Management, LLC (Incorporated by reference to exhibit (k)(2) of the Company’s Pre-effective Amendment
No. 2 to the Registration Statement on Form N-2, filed on July 2, 2010)

Form  of  Dividend  Reinvestment  Plan  (Incorporated  by  reference  to  exhibit  (e)  of  the  Company’s  Pre-
effective Amendment No. 2 to the Registration Statement on Form N-2, filed on July 2, 2010)

Amended  and  Restated  Loan  and  Security  Agreement,  dated  as  of  November  4,  2013,  by  and  among
Horizon Credit II LLC, as the borrower, the Lenders that are signatories thereto, as the lenders, and Key
Equipment Finance Inc., as the arranger and the agent (Incorporated by reference to Exhibit 10.14 of the
Company’s Annual Report on Form 10-K, filed on March 11, 2014)

Amendment No. 1 to Amended and Restated Loan Agreement, dated as of August 12, 2015, by and among
Horizon  Credit  II  LLC,  as  the  borrower,  Alostar  Bank  of  Commerce,  as  lender,  and  KeyBank  National
Association,  as  lender,  arranger  and  agent  (Incorporated  by  reference  to  Exhibit  (k)(13)  of  Pre-effective
Amendment No. 3 to the Company’s Registration Statement on Form N-2, filed on August 19, 2015)

Amended  and  Restated  Sale  and  Servicing  Agreement,  dated  as  of  November  4,  2013,  by  and  among
Horizon Credit II LLC, as the buyer, Horizon Technology Finance Corporation, as the originator and the
servicer,  Horizon  Technology  Finance  Management  LLC,  as  the  sub-servicer,  U.S.  Bank  National
Association, as the collateral custodian and backup servicer, and Key Equipment Finance Inc., as the agent
(Incorporated  by  reference  to  Exhibit  10.15  of  the  Company’s  Annual  Report  on  Form  10-K,  filed  on
March 11, 2014)

Agreement  Regarding  Loan  Assignment  and  Related  Matters,  dated  as  of  November  4,  2013,  by  and
among  Horizon  Credit  II  LLC,  Wells  Fargo  Capital  Finance,  LLC  and  Key  Equipment  Finance  Inc.
(Incorporated  by  reference  to  Exhibit  10.16  of  the  Company’s  Annual  Report  on  Form  10-K,  filed  on
March 11, 2014)

Joinder Agreement, dated April 27, 2016, by and among MUFG Union Bank, N.A., as lender, KeyBank
National  Association  as  agent,  Horizon  Credit  II  LLC,  as  borrower,  and  the  Company,  as  servicer
(Incorporated  by  reference  to  Exhibit  (k)(11)  to  the  Post-Effective  Amendment  No.  2  to  the  Company’s
Registration Statement on Form N-2, File No. 333-201886, filed on June 10, 2016)

Amendment No. 2 to Amended and Restated Loan Agreement, dated as of April 6, 2018, by and among
Horizon Credit II LLC, as the borrower, State Bank and Trust Company (successor by merger to AloStar
Bank of Commerce), as lender, MUFG Union Bank, N.A., as lender, and KeyBank National Association
(successor  by  merger  to  Key  Equipment  Finance  Inc.)  as  lender,  arranger,  and  agent  (Incorporated  by
reference to Exhibit 10.01 of the Quarterly Report on Form 10-Q of the Company, filed on May 1, 2018)

Horizon Secured Loan Fund I Limited Liability Company Agreement dated June 1, 2018, by and between
the Company and Arena Sunset SPV, LLC (Incorporated by reference to Exhibit (k)(9) to the Company’s
Registration Statement on Form N-2, File No. 333-225698, filed on June 18, 2018)

Amendment  No.  3  to  Amended  and  Restated  Loan  Agreement,  dated  as  of  December  28,  2018,  by  and
among Horizon Credit II LLC, as the borrower, State Bank and Trust Company (successor by merger to
AloStar  Bank  of  Commerce),  as  lender,  MUFG  Union  Bank,  N.A.,  as  lender,  and  KeyBank  National
Association  (successor  by  merger  to  Key  Equipment  Finance  Inc.)  as  lender,  arranger,  and  agent
(Incorporated  by  reference  to  Exhibit  10.13  of  the  Company’s  Annual  Report  on  Form  10-K,  filed  on
March 5, 2019)

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Table of Contents

Exhibit No.     
10.14

10.15

10.16

10.17

10.18

10.19

10.20

10.21

10.22

10.23

10.24

10.25

10.26

Description
Underwriting Agreement, dated as of March 21, 2019, by and among the Company, Horizon Technology
Finance Management LLC, and Morgan Stanley & Co. LLC, as representative of the several underwriters
named therein (Incorporated by reference to Exhibit (h)(3) of the Company’s Post-Effective Amendment
No. 1, filed on March 26, 2019)
Equity  Distribution  Agreement,  dated  as  of  August  2,  2019,  by  and  among  the  Company,  Horizon
Technology  Management  LLC,  Goldman  Sachs  &  Co.  LLC  and  B.  Riley  FBR,  Inc.  (Incorporated  by
reference to Exhibit 1.1 of the Company’s Current Report on Form 8-K, filed on August 2, 2019)

Note Purchase Agreement, dated as of August 6, 2019, by and among the Company, Horizon Funding Trust
2019-1, the Issuer, Horizon Funding 2019-1 LLC, the Trust Depositor, and KeyBanc Capital Markets Inc.,
as  Initial  Purchaser  (Incorporated  by  reference  to  Exhibit  10.1  of  the  Company’s  Current  Report  on
Form 8-K, filed on August 13, 2019)

Indenture, dated as of August 13, 2019, by and between Horizon Funding Trust 2019-1, as the Issuer, and
US Bank National Association, as the Trustee (Incorporated by reference to Exhibit 10.2 of the Company’s
Current Report on Form 8-K, filed on August 13, 2019).

Sale and Contribution Agreement, dated as of August 13, 2019, by and between the Company, as the Seller,
and Horizon Funding 2019-1 LLC, as the Trust Depositor (Incorporated by reference to Exhibit 10.3 of the
Company’s Current Report on Form 8-K, filed on August 13, 2019).

Sale and Servicing Agreement, dated as of August 13, 2019, by and among the Company, as the Seller and
as the Servicer, Horizon Funding Trust 2019-1, as the Issuer, Horizon Funding 2019-1 LLC, as the Trust
Depositor, and US Bank National Association, as the Trustee, Backup Servicer, Custodian and Securities
Intermediary  (Incorporated  by  reference  to  Exhibit  10.4  of  the  Company’s  Current  Report  on  Form  8-K,
filed on August 13, 2019).

Administration Agreement, dated as of August 13, 2019, among Horizon Funding Trust 2019-1, as Issuer,
the Company, as Administrator, Wilmington Trust, National Association, as Owner Trustee, and US Bank
National  Association,  as  Trustee  (Incorporated  by  reference  to  Exhibit  10.5  of  the  Company’s  Current
Report on Form 8-K, filed on August 13, 2019).

Amended and Restated Trust Agreement, dated as of August 13, 2019, Horizon Funding 2019-1 LLC, as
the Trust Depositor, and Wilmington Trust, National Association, as the Owner Trustee (Incorporated by
reference to Exhibit 10.6 of the Company’s Current Report on Form 8-K, filed on August 13, 2019).

Sale and Servicing Agreement, dated as of June 1, 2018, by and among Horizon Funding I, LLC, the issuer,
Horizon Secured Lending Fund I LLC, as originator and seller, Horizon Technology Finance Corporation,
the  servicer,  and  U.S.  Bank  National  Association  (Incorporated  by  reference  to  Exhibit  10.1  of  the
Company’s Current Report on Form 8 K, filed on June 26, 2020)

Amendment  No.  1  to  Sale  and  Servicing  Agreement,  dated  as  of  June  19,  2019,  by  and  among  Horizon
Funding  I,  LLC,  the  issuer,  Horizon  Secured  Lending  Fund  I  LLC,  as  originator  and  seller,  Horizon
Technology  Finance  Corporation,  the  servicer,  and  U.S.  Bank  National  Association  (Incorporated  by
reference to Exhibit 10.2 of the Company’s Current Report on Form 8 K, filed on June 26, 2020)

Amendment  No.  2  to  Sale  and  Servicing  Agreement,  dated  as  of  June  5,  2020,  by  and  among  Horizon
Funding  I,  LLC,  the  issuer,  Horizon  Secured  Lending  Fund  I  LLC,  as  originator  and  seller,  Horizon
Technology  Finance  Corporation,  the  servicer,  and  U.S.  Bank  National  Association  (Incorporated  by
reference to Exhibit 10.3 of the Company’s Current Report on Form 8 K, filed on June 26, 2020)

Amended and Restated Note Funding Agreement, dated as of June 5, 2020, between Horizon Funding I,
LLC, the issuer, and the Initial Purchasers (as defined therein) (Incorporated by reference to Exhibit 10.4 of
the Company’s Current Report on Form 8 K, filed on June 26, 2020)

Indenture, dated as of June 1, 2018, by and between Horizon Funding I, LLC, the issuer, and U.S. Bank
National Association (Incorporated by reference to Exhibit 10.5 of the Company’s Current Report on Form
8 K, filed on June 26, 2020).

143

Table of Contents

Exhibit No.     

Description

10.27

10.28

10.29

14.1

21*

24

31.1*

31.2*

32.1*

32.2*

99.1

Supplemental Indenture, dated as of June 5, 2020, by and between Horizon Funding I, LLC, the issuer, and
U.S.  Bank  National  Association  (Incorporated  by  reference  to  Exhibit  10.6  of  the  Company’s  Current
Report on Form 8 K, filed on June 26, 2020)

Seventh  Amendment  to  the  Amended  and  Restated  Loan  and  Security  Agreement,  dated  as  of  June  29,
2020,  among  Horizon  Credit  II  LLC,  as  borrower,  the  Lenders  party  thereto,  and  KeyBank  National
Association,  as  arranger  and  agent  (Incorporated  by  reference  to  Exhibit  10.1  of  the  Company’s  Current
Report on Form 8 K, filed on June 30, 2020)

Equity  Distribution  Agreement,  dated  as  of  June  30,  2020,  by  and  among  the  Company,  Horizon
Technology  Management  LLC,  Goldman  Sachs  &  Co.  LLC  and  B.  Riley  FBR,  Inc.  (Incorporated  by
reference to Exhibit 1.1 of the Company’s Current Report on Form 8 K, filed on July 30, 2020)

Code  of  Ethics  of  the  Company  (Incorporated  by  reference  to  Exhibit  14.1  of  the  Company’s  Annual
Report on Form 10-K, filed on March 7, 2017)

List of Subsidiaries

Power of Attorney (included on signature page hereto)

Certificate of the Principal Executive Officer Pursuant to Exchange Act Rule 13a-14(a) and 15d-14(a)

Certificate of the Principal Financial and Accounting Officer Pursuant to Exchange Act Rule 13a-14(a) and
15d-14(a)

Certification  of  the  Chief  Executive  Officer  pursuant  to  18  U.S.C.  Section  1350,  as  adopted  pursuant  to
Section 906 of the Sarbanes-Oxley Act of 2002

Certification  of  the  Chief  Financial  Officer  pursuant  to  18  U.S.C.  Section  1350,  as  adopted  pursuant  to
Section 906 of the Sarbanes-Oxley Act of 2002

Privacy  Policy  of  the  Company  (Incorporated  by  reference  to  Exhibit  99.1  of  the  Company’s  Annual
Report on Form 10-K, filed on March 16, 2011)

*

Filed herewith

144

Table of Contents

Pursuant to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the registrant has duly

caused this Annual Report on Form 10-K to be signed on its behalf by the undersigned, thereunto duly authorized.

SIGNATURES

Date: March 2, 2021

HORIZON TECHNOLOGY FINANCE CORPORATION
By:
Name: Robert D. Pomeroy, Jr.

/s/ Robert D. Pomeroy, Jr.

Chief Executive Officer and Chairman of the Board of
Directors

Title:

KNOW ALL MEN BY THESE PRESENTS, that each person whose signature appears below constitutes and appoints
Robert D. Pomeroy, Jr., Daniel R. Trolio and Gerald A. Michaud as his true and lawful attorneys-in-fact, each with full
power of substitution, for him in any and all capacities, to sign any amendments to this Annual Report on Form 10-K and
to  file  the  same,  with  exhibits  thereto  and  other  documents  in  connection  therewith,  with  the  Securities  and  Exchange
Commission, hereby ratifying and confirming all that each of said attorneys-in-fact or their substitute or substitutes may do
or cause to be done by virtue hereof.

Pursuant  to  the  requirements  of  the  Securities  Exchange  Act  of  1934,  this  Annual  Report  on  Form  10-K  has  been

signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

Signature

/s/ Robert D. Pomeroy, Jr.
Robert D. Pomeroy, Jr.
/s/ Daniel R. Trolio
Daniel R. Trolio
/s/ Gerald A. Michaud
Gerald A. Michaud
/s/ James J. Bottiglieri
James J. Bottiglieri
/s/ Edmund V. Mahoney
Edmund V. Mahoney
/s/ Elaine A. Sarsynski
Elaine A. Sarsynski
/s/ Joseph J. Savage
Joseph J. Savage

Title
Chairman of the Board of Directors and Chief
Executive Officer (Principal Executive Officer)
Chief Financial Officer and
Treasurer (Principal Financial and Accounting Officer)

President and Director

Director

Director

Director

Director

145

Date

March 2, 2021

March 2, 2021

March 2, 2021

March 2, 2021

March 2, 2021

March 2, 2021

March 2, 2021

    
    
LIST OF SUBSIDIARIES OF
HORIZON TECHNOLOGY FINANCE CORPORATION
AS OF 12/31/2020

EXHIBIT 21

Compass Horizon Funding Company LLC — Delaware Limited Liability Company
Horizon Credit II LLC — Delaware Limited Liability Company
Horizon Funding 2019-1 LLC — Delaware Limited Liability Company
Horizon Funding Trust 2019-1 – Delaware Trust
Horizon Secured Loan Fund I LLC – Delaware Limited Liability Company
Horizon Funding I, LLC – Delaware Limited Liability Company
HSBG LLC — Delaware Limited Liability Company
HESP LLC – Delaware Limited Liability Company

CERTIFICATION PURSUANT TO EXCHANGE ACT
RULES 13a-14 AND 15d-14, AS ADOPTED PURSUANT
TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002

CHIEF EXECUTIVE OFFICER CERTIFICATION

EXHIBIT 31.1

I, Robert D. Pomeroy, Jr., as Chairman of the Board and Chief Executive Officer of Horizon Technology Finance Corporation, certify
that:

1. I have reviewed this Annual Report on Form 10-K of Horizon Technology Finance Corporation;

2.  Based  on  my  knowledge,  this  report  does  not  contain  any  untrue  statement  of  a  material  fact  or  omit  to  state  a  material  fact
necessary  to  make  the  statements  made,  in  light  of  the  circumstances  under  which  such  statements  were  made,  not  misleading  with
respect to the period covered by this report;

3.  Based  on  my  knowledge,  the  financial  statements,  and  other  financial  information  included  in  this  report,  fairly  present  in  all
material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this
report;

4.  The  registrant’s  other  certifying  officer(s)  and  I  are  responsible  for  establishing  and  maintaining  disclosure  controls  and
procedures  (as  defined  in  Exchange  Act  Rules  13a-15(e)  and  15d-15(e))  and  internal  control  over  financial  reporting  (as  defined  in
Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our
supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by
others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed
under  our  supervision,  to  provide  reasonable  assurance  regarding  the  reliability  of  financial  reporting  and  the  preparation  of  financial
statements for external purposes in accordance with generally accepted accounting principles;

(c)  Evaluated  the  effectiveness  of  the  registrant’s  disclosure  controls  and  procedures  and  presented  in  this  report  our  conclusions
about  the  effectiveness  of  the  disclosure  controls  and  procedures,  as  of  the  end  of  the  period  covered  by  this  report  based  on  such
evaluation; and

(d)  Disclosed  in  this  report  any  change  in  the  registrant’s  internal  control  over  financial  reporting  that  occurred  during  the
registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or
is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5.  The  registrant’s  other  certifying  officer(s)  and  I  have  disclosed,  based  on  our  most  recent  evaluation  of  internal  control  over
financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the
equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which

are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s

internal control over financial reporting.

Date: March 2, 2021

By: /s/ Robert D. Pomeroy, Jr.

Chief Executive Officer and
Chairman of the Board

CERTIFICATION PURSUANT TO EXCHANGE ACT
RULES 13a-14 AND 15d-14, AS ADOPTED PURSUANT
TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002

CHIEF FINANCIAL OFFICER CERTIFICATION

EXHIBIT 31.2

I, Daniel R. Trolio, Chief Financial Officer of Horizon Technology Finance Corporation, certify that:

1. I have reviewed this Annual Report on Form 10-K of Horizon Technology Finance Corporation;

2.  Based  on  my  knowledge,  this  report  does  not  contain  any  untrue  statement  of  a  material  fact  or  omit  to  state  a  material  fact
necessary  to  make  the  statements  made,  in  light  of  the  circumstances  under  which  such  statements  were  made,  not  misleading  with
respect to the period covered by this report;

3.  Based  on  my  knowledge,  the  financial  statements,  and  other  financial  information  included  in  this  report,  fairly  present  in  all
material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this
report;

4.  The  registrant’s  other  certifying  officer(s)  and  I  are  responsible  for  establishing  and  maintaining  disclosure  controls  and
procedures  (as  defined  in  Exchange  Act  Rules  13a-15(e)  and  15d-15(e))  and  internal  control  over  financial  reporting  (as  defined  in
Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our
supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by
others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed
under  our  supervision,  to  provide  reasonable  assurance  regarding  the  reliability  of  financial  reporting  and  the  preparation  of  financial
statements for external purposes in accordance with generally accepted accounting principles;

(c)  Evaluated  the  effectiveness  of  the  registrant’s  disclosure  controls  and  procedures  and  presented  in  this  report  our  conclusions
about  the  effectiveness  of  the  disclosure  controls  and  procedures,  as  of  the  end  of  the  period  covered  by  this  report  based  on  such
evaluation; and

(d)  Disclosed  in  this  report  any  change  in  the  registrant’s  internal  control  over  financial  reporting  that  occurred  during  the
registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or
is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5.  The  registrant’s  other  certifying  officer(s)  and  I  have  disclosed,  based  on  our  most  recent  evaluation  of  internal  control  over
financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the
equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which

are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s

internal control over financial reporting.

Date: March 2, 2021

By: /s/ Daniel R. Trolio

Chief Financial Officer

CERTIFICATION OF CHIEF EXECUTIVE OFFICER
Pursuant to
Section 906 of the Sarbanes-Oxley Act of 2002 (18 U.S.C. Section 1350)

EXHIBIT 32.1

In connection with the Annual Report on Form 10-K of Horizon Technology Finance Corporation (the “Company”) for the annual
period ended December 31, 2020 as filed with the Securities and Exchange Commission on the date hereof (the “Report”), I, Robert D.
Pomeroy, Jr., as Chairman of the Board and Chief Executive Officer of the Company hereby certify, to the best of my knowledge that:

(1) The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended;
and

(2) The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of
the Company.

/s/ Robert D. Pomeroy, Jr.
Name: Robert D. Pomeroy, Jr.
Title: Chief Executive Officer and

Chairman of the Board

Date: March 2, 2021

CERTIFICATION OF CHIEF FINANCIAL OFFICER
Pursuant to
Section 906 of the Sarbanes-Oxley Act of 2002 (18 U.S.C. Section 1350)

EXHIBIT 32.2

In connection with the Annual Report on Form 10-K of Horizon Technology Finance Corporation (the “Company”) for the annual
period ended December 31, 2020 as filed with the Securities and Exchange Commission on the date hereof (the “Report”), I, Daniel R.
Trolio, as Chief Financial Officer of the Company hereby certify, to the best of my knowledge that:

(1) The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended;
and

(2) The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of
the Company.

/s/ Daniel R. Trolio
Name: Daniel R. Trolio
Title: Chief Financial Officer

Date: March 2, 2021