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Horizon Technology Finance Corporation

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FY2021 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, 2021

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
4.875% Notes due 2026

Ticker symbol(s)
HRZN
HTFB

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, 2021 based on the closing price on that date of $17.27 on the Nasdaq
Global Select Market was $340.0 million. For the purposes of calculating this amount only, all directors and executive officers of the Registrant have been treated as affiliates.
There were 21,473,728 shares of the Registrant’s common stock outstanding as of February 28, 2022.

Documents Incorporated by Reference: Portions of the Registrant’s Proxy Statement relating to the Registrant’s 2022 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.

    
    
Table of Contents

HORIZON TECHNOLOGY FINANCE CORPORATION

FORM 10-K
FOR THE YEAR ENDED DECEMBER 31, 2021

TABLE OF CONTENTS

Business

Item 1.
Item 1A. Risk Factors
Item 1B. Unresolved Staff Comments
Item 2.
Item 3.
Item 4.

Properties
Legal Proceedings
Mine Safety Disclosures

PART I

PART II

Item 5.

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

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

PART III

Item 10. Directors, Executive Officers and Corporate Governance
Item 11.
Item 12.

Executive Compensation
Security Ownership of Certain Beneficial Owners and Management and Related Stockholder
Matters

Item 13. Certain Relationships and Related Transactions, and Director Independence
Item 14.

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” 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 and redeemed by us on April 24, 2021;

“2026  Notes”  or  “Debt  Securities”  refers  to  the  $57.5  million  aggregate  principal  amount  of  our  4.875%
unsecured notes due 2026, which were issued by us in March 2021;

“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

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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
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.” Some of our debt investments may also be subordinated to term debt provided by third
parties. 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 subject to a 150% asset coverage agreement. 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. 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,  2021,  we
funded  224  portfolio  companies  and  invested  $1.8  billion  in  debt  investments.  As  of  December  31,  2021,  our  debt
investment  portfolio  consisted  of  45  debt  investments  with  an  aggregate  fair  value  of  $437.3  million.  As  of
December  31,  2021,  87.6%,  or  $383.3  million,  of  our  debt  investment  portfolio  at  fair  value  consisted  of  Senior  Term
Loans. As of December 31, 2021, 23.8%, or $104.3 million, of our total debt investment portfolio at fair value was held
through  our  2019-1  Securitization.  As  of  December  31,  2021,  our  net  assets  were  $245.3  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, 2021, our dollar-weighted annualized yield on average debt investments was 15.7%.
We calculate the dollar-weighted yield on average debt investments for any period 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 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, 2021, our investment portfolio had an overall total yield of 15.0%. We calculate the
overall total yield 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  overall  total  yield  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, 2021, our debt investments had a dollar-weighted average term of 48 months from inception and a

dollar-weighted average remaining term of 38 months. As of December 31, 2021, substantially all of our debt

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investments  had  an  original  committed  principal  amount  of  between  $3  million  and  $28  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,  2021,  our  total  return  based  on  market  value  was  29.7%.  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,  2021,  we  held  warrants  to  purchase  stock,  predominantly
preferred stock, in 73 portfolio companies, equity positions in three portfolio companies and success fee arrangements in
six 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  our  Advisor.  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 22,
2021. 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 Executive Vice President and Chief Financial Officer, John C. Bombara, our
Executive  Vice  President,  General  Counsel  and  Chief  Compliance  Officer,  Daniel  S.  Devorsetz,  our  Executive  Vice
President and Chief Investment Officer and Diane Earle, our Senior Vice President and Chief Credit Officer.

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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  position  against  the  enterprise  value  of  each  portfolio  company  through  a  lien  on  all  of  the  assets  of  the
portfolio company or through a lien on all assets of the portfolio company except its intellectual property, with a
prohibition on any other party taking a lien on such intellectual property.

● 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 additional 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 our investment
portfolio to reduce the risk of down market cycles associated with any particular industry or sector,

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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  2026
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 $2.3 billion to more than 290 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  290  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. We also seek investments in public development stage 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. We also invest in public companies that we believe will continue to have access to the public markets for
additional equity capital.

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 for private companies
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. Enterprise value for public companies is the market capitalization of
such company.

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  private  company  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.  The  base  management  fee  is  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,
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

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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.

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

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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%

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%

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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.

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%)

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= 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

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.

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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

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)

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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;

● 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;

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● 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.

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 22, 2021. 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

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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 22, 2021. 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.

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.

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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
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;

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● 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
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

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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.

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

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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; 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
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

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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;

● 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

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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
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.

We cannot predict how new tax legislation will affect us, our investments, or our stockholders, and any such legislation
could adversely affect our business.

Legislative or other actions relating to taxes could have a negative effect on us. The rules dealing with U.S. federal
income  taxation  are  constantly  under  review  by  persons  involved  in  the  legislative  process  and  by  the  Internal  Revenue
Service and the U.S. Treasury Department. The Biden Administration has proposed significant changes to the existing U.S.
tax  rules,  and  there  are  a  number  of  proposals  in  Congress  that  would  similarly  modify  the  existing  U.S.  tax  rules.  The
likelihood  of  any  such  legislation  being  enacted  is  uncertain,  but  new  legislation  and  any  U.S.  Treasury  regulations,
administrative interpretations or court decisions interpreting such legislation could significantly and negatively affect our
ability to qualify for tax treatment as a RIC or the U.S. federal income tax consequences to us and our stockholders of such
qualification, or could have other adverse consequences. Stockholders are urged to consult with their tax advisor regarding
tax legislative, regulatory, or administrative developments and proposals and their potential effect on an investment in our
common stock.

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.

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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.

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 continue to 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

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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 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.

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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.

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.

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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
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

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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.

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.

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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 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.

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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
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.

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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
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

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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  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

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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 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

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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.

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

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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
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

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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, 2021, 2020 and 2019 was 9.4%,
10.4% and 10.2%, 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
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

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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 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

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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.
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

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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.

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

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December  31,  2021  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, 2021(1)
Corresponding return to common stockholder assuming  150% 
asset coverage(2)

 (26.02)%   (15.53)%   (5.04)%  

 5.45 %    15.94 %

 (39.86)%   (24.68)%   (9.50)%  

 5.69 %    20.87 %

(1) Assumes $514 million in total assets, $260 million in outstanding debt, $245 million in net assets, and an average cost

of borrowed funds of 4.75% at December 31, 2021.

(2) Assumes $744 million in total assets, $490 million in outstanding debt, $245 million in net assets, and an average cost

of borrowed funds of 4.75% at December 31, 2021.

Based on our outstanding indebtedness of $260 million as of December 31, 2021 and the average cost of borrowed
funds of 4.75% as of that date, our investment portfolio would have needed to experience an annual return of at least 2.80%
to cover annual interest payments on the outstanding debt. Actual interest payments may be different.

Based on an outstanding indebtedness of $490 million on an assumed 150% asset coverage ratio and an average cost
of borrowed funds of 4.75%, our investment portfolio would need to experience an annual return of at least 3.46% to cover
annual interest payments on the outstanding debt. Actual interest payments may be different.

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,
2026 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 June 22, 2024. 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 June 22, 2026, 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

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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
2026 Notes are due and payable on March 30, 2026 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
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

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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
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

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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.

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;

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● 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.

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.

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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.

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

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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.

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;

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● 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
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

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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
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.

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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.

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

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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 (such as natural disasters, epidemics and pandemics,
terrorism, conflicts and social unrest) 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.
As global systems, economies and financial markets are increasingly interconnected, events that once had only local impact
are now more likely to have regional or even global effects. Events that occur in one country, region or financial market
will, more frequently, adversely impact issuers in other countries, regions or markets, including in established markets such
as the United States. These impacts can be exacerbated by failures of governments and societies to adequately respond to
an emerging event or threat.

Uncertainty  can  result  in  or  coincide  with,  among  other  things:  increased  volatility  in  the  financial  markets  for
securities,  derivatives,  loans,  credit  and  currency;  a  decrease  in  the  reliability  of  market  prices  and  difficulty  in  valuing
assets  (including  portfolio  company  assets);  greater  fluctuations  in  spreads  on  debt  investments  and  currency  exchange
rates;  increased  risk  of  default  (by  both  government  and  private  obligors  and  issuers);  further  social,  economic,  and
political  instability;  nationalization  of  private  enterprise;  greater  governmental  involvement  in  the  economy  or  in  social
factors  that  impact  the  economy;  changes  to  governmental  regulation  and  supervision  of  the  loan,  securities,  derivatives
and currency markets and market participants and decreased or revised monitoring of such markets by governments or self-
regulatory organizations and reduced enforcement of regulations; limitations on the activities of investors in such markets;
controls  or  restrictions  on  foreign  investment,  capital  controls  and  limitations  on  repatriation  of  invested  capital;  the
significant  loss  of  liquidity  and  the  inability  to  purchase,  sell  and  otherwise  fund  investments  or  settle  transactions
(including,  but  not  limited  to,  a  market  freeze);  unavailability  of  currency  hedging  techniques;  substantial,  and  in  some
periods  extremely  high  rates  of  inflation,  which  can  last  many  years  and  have  substantial  negative  effects  on  credit  and
securities  markets  as  well  as  the  economy  as  a  whole;  recessions;  and  difficulties  in  obtaining  and/or  enforcing  legal
judgments.

For  example,  in  December  2019,  COVID-19  emerged  in  China  and  has  since  spread  rapidly  to  other  countries,
including  the  United  States.  General  uncertainty  surrounding  the  dangers  and  impact  of  COVID-19  (including  the
preventative  measures  taken  in  response  thereto)  and  additional  uncertainty  regarding  new  variants  of  COVID-19,  most
notably the Delta and Omicron variants, has to date created significant disruption in supply chains and economic activity,
contributed  to  labor  difficulties  and  are  having  a  particularly  adverse  impact  on  transportation,  hospitality,  tourism,
entertainment and other industries. 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 will,
for at least some time, impact us and our portfolio companies. In many instances, the impact may be adverse and profound.
The effects of a public health emergency, such as COVID-19, may materially and adversely impact (i) our and our portfolio
companies’ value and performance, (ii) the ability of our borrowers to continue to meet loan covenants or repay loans

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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 1940 Act, (v) our ability 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.  See  “—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.”

In addition, 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 could
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  since  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 may 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

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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
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.

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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
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.”

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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
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.

On  March  5  2021,  the  Financial  Conduct  Authority  (“FCA”)  and  ICE  Benchmark  Authority  announced  that  the
publication of all EUR and CHF LIBOR settings, the Spot Next/Overnight, 1 week, 2 month and 12 month JPY and GBP
LIBOR settings, and the 1 week and 2 months US dollar LIBOR settings would cease after December 31, 2021, while the
publication of the overnight, 1 month, 3 month, 6 month, and 12 months USD LIBOR settings will cease after June 30,
2023. As of the date of this filing, a substantial portion of our floating rate investments are linked to the prime rate. We
expect  that  substantially  all  of  our  future  floating  rate  investments  will  be  linked  to  the  prime  rate.  We  may  need  to
renegotiate any credit agreements extending beyond June 2023 with our portfolio companies that utilize LIBOR terms as a
factor in determining the interest rate, in order to replace LIBOR with the new standard that is established, which may have
an adverse effect on our overall financial condition or results of operations. As such, some or all of these credit agreements
may bear a lower interest rate, which would adversely impact our financial condition or results of operations.

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

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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.

We are subject to risks related to corporate social responsibility.

Our business faces increasing public scrutiny related to environmental, social and governance (“ESG”) activities. We
risk  damage  to  our  brand  and  reputation  if  we  fail  to  act  responsibly  in  a  number  of  areas,  such  as  environmental
stewardship,  corporate  governance  and  transparency  and  considering  ESG  factors  in  our  investment  processes.  Adverse
incidents with respect to ESG activities could impact the value of our brand, the cost of our operations and relationships
with  investors,  all  of  which  could  adversely  affect  our  business  and  results  of  operations.  Additionally,  new  regulatory
initiatives related to ESG could adversely affect our business.

The effect of global climate change may impact the operations of our portfolio companies.

There may be evidence of global climate change. Climate change creates physical and financial risk and some of
our  portfolio  companies  may  be  adversely  affected  by  climate  change.  For  example,  the  needs  of  customers  of  energy
companies vary with weather conditions, primarily temperature and humidity. To the extent weather conditions are affected
by  climate  change,  energy  use  could  increase  or  decrease  depending  on  the  duration  and  magnitude  of  any  changes.
Increases in the cost of energy could adversely affect the cost of operations of our portfolio companies if the use of energy
products or services is material to their business. A decrease in energy use due to weather changes may affect some of our
portfolio companies’ financial condition through, for example, decreased revenues. Extreme weather conditions in general
require  more  system  backup,  adding  to  costs,  and  can  contribute  to  increased  system  stresses,  including  service
interruptions.

Inflation may adversely affect the business, results of operations and financial condition of our portfolio companies.

Certain of our portfolio companies may be impacted by inflation. If such portfolio companies are unable to pass any
increases in their costs along to their customers, it could adversely affect their results and impact their ability to pay interest
and principal on our loans. In addition, any projected future decreases in our portfolio companies’ operating results due to
inflation  could  adversely  impact  the  fair  value  of  those  investments.  Any  decreases  in  the  fair  value  of  our  investments
could result in future unrealized losses and therefore reduce our net assets resulting from operations.

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
February 28, 2022 was $15.56 per share, which represented a 35% premium to NAV per share. As of February 28, 2022 we
had 19 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, 2021, 2020 and

2019.

Issuer Purchases of Equity Securities

On April 23, 2021, 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,  2022  and  the  repurchase  of  $5.0  million  of  common  stock.  During  the  quarter  ended
December 31, 2021, we did not repurchase any shares of our common stock. During the years ended December 31, 2021,
2020  and  2019,  we  did  not  repurchase  any  shares  of  our  common  stock.  From  the  inception  of  the  stock  repurchase
program through December 31, 2021, 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

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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  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  MVIS  U.S.  Business  Development  Companies  Index,  for  the  period  from  December  30,  2016  through
December 31, 2021. The graph assumes that, on December 30, 2016, a person invested $100 in each of our common stock,
the  S&P  500  Index  and  the  MVIS  U.S.  Business  Development  Companies  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.

MVIS
US
Business
Development
Companies

HRZN

Item 6.         [Reserved]

Not applicable.

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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 predicted 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.  Some  of  our  debt  investments  may  also  be
subordinated  to  term  debt  provided  by  third  parties.  As  of  December  31,  2021,  87.6%,  or  $383.3  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 subject to a
150% asset coverage requirement. 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. 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.

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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, 2021 and 2020:

Debt investments
Warrants
Other investments
Equity
Total

December 31, 2021

December 31, 2020

Number of
    Investments    

Fair
Value

Percentage of
Total

     Portfolio

Number of
     Investments    

Fair
Value

Percentage of 
Total

     Portfolio

 45
 73
 2
 3

$ 437,317

 20,200  
 200  
 358  
$ 458,075  

(Dollars in thousands)
 34
 60
 2
 8

 95.5 %  
 4.3  
 0.1  
 0.1  
 100.0 %  

$ 333,495

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

 94.6 %
 4.0
 0.5
 0.9
 100.0 %  

The following table shows total portfolio investment activity as of and for the years ended December 31, 2021 and

2020:

For the year ended
December 31, 

2021

2020

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

$  352,545
 344,445
 (13,474)
 (174,536)
 4,556
 (3,261)
 —
 (52,954)

 (2,451)
 3,205
 —
$  458,075

$  319,551
 198,561
 (24,829)
 (121,429)
 3,895
 (2,353)
 978
 (8,335)
 118
 (13,727)
 313
 (198)
$  352,545

 —  

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, 2021 and 2020:

December 31, 2021
Debt
Investments at

Percentage of
 Total

     Fair Value

     Portfolio  

December 31, 2020
Debt
Investments at
Fair Value

Percentage of 
 Total

     Portfolio  

Life Science

Biotechnology
Medical Device

Technology

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

Waste Recycling

Healthcare Information and Services

Diagnostics
Other Healthcare

Total

(Dollars in thousands)

$  106,809  
 82,860  

 24.4 %  $
 18.9

 44,121  
 107,726  

 13.2 %
 32.3

 22,576
 90,678  
 —  
 —  
 —  

 17,026
 58,994  

 5.2
 20.8

 —  
 —  
 —  
 3.9
 13.5

 —

 59,022  
 22,953  
 7,089  
 1,737  
 9,738
 56,535  

 46,092

 10.5

 —

 —
 17.7
 7.0
 2.1
 0.5
 2.9
 17.0

 —

 12,282

 —  
$  437,317  

 2.8
 —  

 9,760
 14,814  
 100.0 %  $  333,495  

 2.9
 4.4
 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 26% and 28% of total debt investments
outstanding as of December 31, 2021 and 2020, respectively. No single debt investment represented more than 10% of our
total debt investments as of December 31, 2021 or 2020.

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, 2021 and 2020, our debt investments had a weighted average credit rating of 3.2. The
following  table  shows  the  classification  of  our  debt  investment  portfolio  by  credit  rating  as  of  December  31,  2021  and
2020:

December 31, 2021
Debt
Investments at

Percentage
of Debt

Number of

Number of

December 31, 2020
Debt
Investments at

    Investments     Fair Value

    Investments     Investments     Fair Value

(Dollars in thousands)

Percentage  

of Debt
     Investments  

Credit Rating

4
3
2
1
Total

 9
 34
 1
 1
 45

$  104,863  
 322,084  
 3,470  
 6,900  
$  437,317  

 24.0 %  
 73.6  
 0.8  
 1.6  
 100.0 %  

 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 %

As of December 31, 2021, there was one debt investment with an internal credit rating of 1, with an aggregate cost of
$11.5 million and an aggregate fair value of $6.9 million. 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.

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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 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  are  consolidated  with  the  assets  and  liabilities  of  the  Company.  The  transaction  is
accounted for as an asset acquisition under GAAP.

During the period January 1, 2020 through April 21, 2020, there were no distributions from HSLFI.

In addition, on June 1, 2018, HSLFI entered into the Sale and Servicing Agreement. HFI entered into a Note Funding
Agreement, or the NYL Facility, with several entities owned or affiliated with New York Life Insurance Company, or 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 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.

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

21, 2020:

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

January 1, 2020
through
April 21, 2020
 (Dollars in thousands)
 —
 14.3 %
 —
 —

$

$

(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.

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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

For the period
January 1, 2020
through
April 21, 2020

(In thousands)

$
$
$
$
$
$
$

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

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, 2021, 2020 and 2019:

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
Net unrealized appreciation on investments
Net increase in net assets resulting from operations
Average debt investments, at fair value
Average gross assets less cash
Average borrowings outstanding

For the year ended
December 31, 
2020
(In thousands)
 46,035
$
 25,064
 —
 25,064
 20,971
 222
 20,749
 (14,698)
 313
 6,364
 313,478
 341,154
 174,876

$
$
$
$

$

$
$
$
$

2021

 60,015
 31,394
 —
 31,394
 28,621
 401
 28,220
 (3,643)
 3,205
 27,782
 381,483
 413,552
 225,746

$

$
$
$
$

2019

 43,125
 24,264
 (1,848)
 22,416
 20,709
 239
 20,470
 (4,173)
 3,201
 19,498
 244,940
 284,752
 135,419

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 $14.0 million, or 30.4%, to $60.0 million for the year ended December 31, 2021
as  compared  to  the  year  ended  December  31,  2020.  For  the  year  ended  December  31,  2021,  total  investment  income
consisted primarily of $54.4 million in interest income from investments, which included $13.9 million in income from the
accretion of origination fees and ETP and $5.6 million in fee income. Interest income on debt investments increased by
$12.2  million,  or  29.0%,  to  $54.4  million  for  the    year  ended  December  31,  2021  as  compared  to  the    year  ended
December 31, 2020. Interest income on investments for the year ended December 31, 2021 as compared to the year ended
December  31,  2020  increased  primarily  due  to  an  increase  of  $68.0  million,  or  21.7%,  in  the  average  size  of  our  debt
investment portfolio. Fee income, which includes success fee, other fee and prepayment fee income on debt investments,
increased by $1.9 million, or 50.4%, to $5.6 million for the year ended December 31, 2021 compared to the year ended

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December 31, 2020 primarily due to a larger aggregate amount of principal prepayments for the year ended December 31,
2021.

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 was 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.

The  following  table  shows  our  dollar-weighted  annualized  yield  for  the  years  ended  December  31,  2021,  2020  and

2019:

Investment type:
Debt investments(1)

Equity interest in HSLFI and debt investments(1)

Equity interest in HSLFI(1)(4)

All investments(1)(5)

For the year ended
December 31, 
2020
 14.6 %(2)
 14.5 %(3)
 — %(4)
 13.9 %(4)

2021
 15.7 %  
 — %  
 — %  
 15.0 %  

2019
 16.7 %
 16.7 %
 16.2 %
 15.7 %

(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
17%, 23% and 17% of investment income for the years ended December 31, 2021, 2020 and 2019, respectively.

Expenses

Net expenses increased by $6.3 million, or 25.3%, to $31.4 million for the year ended December 31, 2021 as compared
to  the  year  ended  December  31,  2020.  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. Total expenses for each period consisted of

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interest expense, base management fee, incentive and administrative fees, professional fees and general and administrative
expenses.

Interest expense, which includes the amortization of debt issuance costs, increased by $2.4 million, or 24.4%, to $12.0
million  for  the  year  ended  December  31,  2021  as  compared  to  the  year  ended  December  31,  2020  primarily  due  to  an
increase  in  average  borrowings  of  $50.9  million,  or  29.1%,  offset  by  a  reduction  in  our  effective  cost  of  debt.  Interest
expense, which includes the amortization of debt issuance costs, 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  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.

Base  management  fee  expense  increased  by  $1.2  million,  or  17.9%,  to  $7.6  million  for  the  year  ended
December 31, 2021 as compared to the year ended December 31, 2020 primarily due to an increase of $72.4 million, or
21.2%,  in  average  gross  assets  less  cash  for  the  year  ended  December  31,  2021  as  compared  to  the  year  ended
December 31, 2020. Base management fee expense increased by $0.9 million, or 16.2%, to $6.5 million for the year ended
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.

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.

Performance  based  incentive  fee  expense  increased  by  $1.9  million,  or  36.0%,  to  $7.1  million  for  the  year  ended
December  31,  2021  as  compared  to  the  year  ended  December  31,  2020.  This  increase  was  due  to  an  increase  of  $9.3
million,  or  36.0%,  in  Pre-Incentive  Fee  Net  Investment  Income  for  the  year  ended  December  31,  2021  compared  to  the
year  ended  December  31,  2020.  Performance  based  incentive  fee  expense,  net  of  the  waiver  above,  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.

In  2021  and  2020,  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, 2021 and 2020, we elected to carry
forward  taxable  income  in  excess  of  current  year  distributions  of  $10.8  million  and  $6.2  million,  respectively.  At
December 31, 2021 and 2020, excise tax payable of $0.4 million and $0.2 million, respectively, was recorded.

Administrative fee expense, professional fees and general and administrative expenses were $4.7 million, $3.7 million

and $3.4 million for the years ended December 31, 2021, 2020 and 2019, 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, 2021, we realized net losses totaling $3.6 million primarily due to the realized
loss on the settlement of three of our debt investments partially offset by 1) the realized gain from the consideration we
received from the termination of warrants upon the initial public offering of one portfolio company and 2) the realized gain
from the consideration we received from exercise and sale of five of our warrant investments. During the same period, we
elected to exercise our option to redeem, in full, our 2022 Notes at par plus accrued and unpaid interest which resulted

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in a realized loss on debt extinguishment of $0.4 million. During the year ended December 31, 2020, we realized net losses
totaling $14.7 million primarily due to the realied 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, 2021, net unrealized appreciation on investments totaling $3.2 million which was
primarily due to (1) the reversal of previously recorded unrealized depreciation from the settlement of three of our debt
investments and (2) the unrealized appreciation on our warrant investments partially offset by the unrealized depreciation
on one of our equity investments and the unrealized depreciation on one of our debt investments. 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 and equity investments.

Liquidity and capital resources

As of December 31, 2021 and 2020, we had cash and investments in money market funds of $45.9 million and $46.7
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,  2021  and
2020,  we  had  $1.4  million  and  $1.1  million,  respectively,  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  “2019  Equity  Distribution
Agreement”), with Goldman Sachs & Co. LLC and B. Riley FBR, Inc., (each a “Sales Agent” and, collectively, the “Sales
Agents”). The 2019 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  2019  Equity  Distribution  Agreement  and  entered  into  a  new  ATM  sales
agreement  (the  “2020  Equity  Distribution  Agreement”)  with  the  Sales  Agents.  The  2020  Equity  Distribution  Agreement
provided that we 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 us.

On  August  2,  2021,  we  terminated  the  2020  Equity  Distribution  Agreement  and  entered  into  a  new  ATM  sales
agreement (the “2021 Equity Distribution Agreement”) with the Sales Agents. The remaining shares available under the
2019 Equity Distribution Agreement and the 2020 Equity Distribution Agreement are no longer available for issuance. The
2021 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,  2021,  we  sold  1,907,234  shares  of  common  stock  under  the  2020  Equity
Distribution Agreement and the 2021 Equity Distribution Agreement. For the same period, we received total accumulated
net proceeds of approximately $30.1 million, including $0.8 million of offering expenses, from these sales. During the year
ended December 31, 2020, we sold 3,702,500 shares of common stock under the 2019 Equity Distribution Agreement and
the  2020  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.

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On  April  23,  2021,  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, 2022 or the repurchase of $5.0 million of our common stock. During the years ended December 31, 2021, 2020
and  2019,  we  did  not  make  any  repurchases  of  our  common  stock.  From  the  inception  of  the  stock  repurchase  program
through  December  31,  2021,  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.

At December 31, 2021 and 2020, the outstanding principal balance under the Key Facility was $53.5 million and $28.0
million,  respectively.  As  of  December  31,  2021  and  2020,  we  had  borrowing  capacity  under  the  Key  Facility  of  $71.5
million  and  $97.0  million,  respectively.  At  December  31,  2021  and  2020,  $19.8  million  and  $24.8  million,  respectively,
were available for borrowing, subject to existing terms and advance rates.

At  December  31,  2021  and  2020,  the  outstanding  principal  balance  under  the  NYL  Facility  was  $78.8  million  and
$22.3  million,  respectively.  As  of  December  31,  2021  and  2020,  we  had  borrowing  capacity  under  the  NYL  Facility  of
$21.2 million and $77.7 million, respectively. At December 31, 2021 and 2020, $5.7 million and $0.9 million, respectively,
were available for borrowing, subject to existing terms and advance rates.

Our operating activities used cash of $76.0 million for the year ended December 31, 2021, and our financing activities
provided cash of $75.5 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  issuance  of  the  2026  Notes,  advances  on  our  Credit  Facilities  and  the  sale  of  shares
through  our  ATM  for  net  proceeds  of  $30.1  million,  after  deducting  underwriting  commission  and  discounts  and  other
offering expenses, partially offset by the use of cash to repay our Key Facility and 2022 Notes and to pay distributions to
our stockholders.

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  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, 2021 and 2020:

Key Facility
NYL Facility
Asset-Backed Notes
2022 Notes
2026 Notes
Total before debt  issuance costs
Unamortized debt issuance costs
attributable to term borrowings
Total borrowings outstanding, net

Total

December 31, 2021
     Balance

     Unused

Total

December 31, 2020
     Balance

     Unused

Commitment Outstanding Commitment Commitment Outstanding Commitment
(In thousands)

$  125,000
 100,000
 70,500  
 —  

 57,500
 353,000  

$  53,500
 78,750
 70,500  
 —  

 57,500
 260,250  

$  71,500
 21,250

 —  
 —  
 —

$  125,000
 100,000
 100,000  
 37,375  

$  28,000
 22,250
 100,000  
 37,375  

 —

 —

 92,750  

 362,375  

 187,625  

 —  

 (2,637) 

 —  

 —  

 (1,806) 

$  353,000

$ 257,613

$  92,750

$  362,375

$ 185,819

$  97,000
 77,750
 —
 —
 —
 174,750

 —
$  174,750

We  entered  into  the  Key  Facility  effective  November  4,  2013.  Through  June  21,  2021,  the  interest  rate  on  the  Key
Facility was 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% as of December 31, 2020. From and after June 30, 2021, the interest rate on the Key Facility is based on the rate
of interest published in The Wall Street Journal as the prime rate in the United States plus 0.25%, with a prime rate floor of
4.25%.  The  prime  rate  was  3.25%  as  of  December  31,  2021.  The  interest  rates  in  effect  were  4.25%  as  of
December 31, 2021 and 2020. 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 22, 2021, we amended the Key Facility, among other things, to amend the interest rate applied to the outstanding
principal balance and to extend the period during which we may request advances under the Key Facility (the “Revolving
Period”) to June 22, 2024. The Key Facility is collateralized by debt investments held by Credit II and permits an advance
rate of up to sixty percent (60%) 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 sixty percent (60%) 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 June 22, 2026.

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 had a stated maturity of September 15, 2022 and could 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 bore 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 were our direct, unsecured obligations
and (1) ranked equally in right of payment with our current and future unsecured indebtedness; (2) were senior in right of
payment to any of our future indebtedness that expressly provides it is subordinated to the 2022 Notes; (3) were 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)  were
structurally subordinated to all existing and future indebtedness and other obligations of any of our subsidiaries. On April
24,  2021,  or  the  Redemption  Date,  we  redeemed  all  of  the  issued  and  outstanding  2022  Notes  in  an  aggregate  principal
amount  of  $37.4  million  and  paid  accrued  interest  of  $0.3  million.  The  2022  Notes  were  delisted  effective  on  the
Redemption Date.

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On March 30, 2021, we issued and sold an aggregate principal amount of $57.5 million of 4.875% notes due in 2026
(the  “2026  Notes”).  The  amount  of  2026  Notes  issued  and  sold  included  the  full  exercise  by  the  underwriters  of  their
option to purchase $7.5 million aggregate principal of additional notes. The 2026 Notes have a stated maturity of March
30, 2026 and may be redeemed in whole or in part at our option at any time or from time to time on or after March 30,
2023 at a redemption price of $25 per security plus accrued and unpaid interest. The 2026 Notes bear interest at a rate of
4.875% per year, payable quarterly on March 30, June 30, September 30 and December 30 of each year. The 2026 Notes
are  our  direct  unsecured  obligations  and  (i)  rank  equally  in  right  of  payment  with  our  current  and  future  unsecured
indebtedness; (ii) are senior in right of payment to any of our future indebtedness that expressly provides it is subordinated
to  the  2026  Notes;  (iii)  are  effectively  subordinated  to  all  of  our  existing  and  future  secured  indebtedness  (including
indebtedness that is initially unsecured to which we 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  our  subsidiaries.  As  of  December  31,  2021,  we  were  in  material  compliance  with  the  terms  of  the
2026 Notes. The 2026 Notes are listed on the New York Stock Exchange under the symbol “HTFB”.

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
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, 2021 and 2020, the Asset-Backed Notes had an outstanding principal balance of $70.5 million and

$100.0 million, respectively.

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,  2021  and  2020,  there  was  approximately  $0.9  million  and  $1.0  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 $78.8 million and $22.3 million in notes
issued  to  the  Noteholders  as  of  December  31,  2021  and  2020,  respectively,  at  an  interest  rate  of  4.62%  and  4.60%,
respectively.

Other assets

As of December 31, 2021 and 2020, other assets were $2.5 million and $1.9 million, respectively, which is primarily

comprised of debt issuance costs and prepaid expenses.

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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, 2021:

Borrowings
Unfunded commitments
Total

Payments due by period

Total

     Less than     
1 year

1 – 3
Years

3 – 5
Years

     After 5
years

$ 260,250
   114,500
$ 374,750

$  12,233
   113,250
$ 125,483

(In thousands)
$ 141,870
 1,250
$ 143,120

$ 106,147

 —  

$ 106,147

$  —
 —
$  —

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, 2021, we had such unfunded commitments of $114.5 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 fund
such unfunded commitments. As of December 31, 2021, 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

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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 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,  2021,  2020  and  2019,  the  Advisor  earned  $14.7  million,  $11.6  million  and  $10.7  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, 2021, 2020
and  2019,  the  Advisor  earned  $1.3  million,  $1.0  million  and  $0.9  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

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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
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

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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, 2021, we recognized as interest income interest payments
of  $1.3  million  received  from  two  portfolio  companies  whose  debt  investment  were  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, 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.

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.

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

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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, 2021 and 2020.

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,
2022.  We  are  currently  assessing  the  impact  of  ASU  2020-04  and  the  LIBOR  transition  on  our  consolidated  financial
statements.

Recent developments

On January 7, 2022, we funded a $1.3 million debt investment to an existing portfolio company, Unagi Inc.

On January 21, 2022, we funded a $7.5 million debt investment to a new portfolio company, Cognoa, Inc.

On  January  26,  2022,  we  funded  a  $5.0  million  debt  investment  to  an  existing  portfolio  company,  Castle  Creek

Biosciences, Inc.

On January 28, 2022, we funded a $1.0 million debt investment to an existing portfolio company, Alula Holdings, Inc.

On February 1, 2022, we funded a $2.5 million debt investment to an existing portfolio company, Dropoff, Inc.

On February 7, 2022, we funded a $5.0 million debt investment to an existing portfolio company, Canary Medical Inc.

On February 10, 2022, we funded a $7.5 million debt investment to a new portfolio company, Lemongrass Holdings,

Inc.

On February 11, 2022, Quip NYC Inc. prepaid its outstanding principal balance of $10.0 million on its venture loan,

plus interest, end-of-term payment and prepayment fee. We continue to hold warrants in Quip NYC Inc.

On February 23, 2022, we funded a $2.5 million debt investment to an existing portfolio company, NextCar Holding

Company, Inc.

On February 24, 2022, LiquiGlide, Inc. prepaid its outstanding principal balance of $2.0 million on its venture loan,

plus interest, end-of-term payment and prepayment fee. We continue to hold warrants in Liquiglide, Inc.

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On February 25, 2022, the Company amended its NYL Facility, increasing the commitment by $100 million to enable
its  wholly-owned  subsidiary  to  issue  up  to  $200  million  of  secured  notes.    The  amendment  to  the  facility  extends  the
investment  period  to  June  2023  and  the  maturity  date  to  June  2028.  In  addition,  the  amendment,  among  other  things,
reduces the applicable margin used to calculate the credit facility’s interest rate on the Company’s borrowings above $100
million. Such borrowings will be priced at the three-year USD mid-market swap rate plus 3.00%.

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,  2021  and
2020, 100% and 100%, 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 the Prime Rate as published in the
Wall Street Journal.

Based  on  our  December  31,  2021  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, 2021, 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

     Change in Net

     Investment     
Income

Interest
Expense
(In thousands)
$
 1,220
$
$
 678
$
 136
$
$
 — $
 — $
 — $
 — $
 — $
 — $

$  11,506
 7,163
$
$
 3,312
$
$
$

Assets(1)

 10,286
 6,485
 3,176
 —
 —
 —

(1) Excludes the impact of incentive fees based on pre-incentive fee net investment income.

While our 2026 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 an interest rate floor of 4.25% per annum, based on a prime rate 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”  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, 2021 and 2020
Consolidated Statements of Operations for the Years Ended December 31, 2021, 2020 and 2019
Consolidated Statements of Changes in Net Assets for the Years Ended December 31, 2021, 2020 and 2019
Consolidated Statements of Cash Flows for the Years Ended December 31, 2021, 2020 and 2019
Consolidated Schedules of Investments as of December 31, 2021 and 2020
Notes to the Consolidated Financial Statements

     Page

86
87
89
90
91
92
93
105

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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,  2021.  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, 2021, 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,
2021 and 2020, 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, 2021, 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, 2021 and 2020, 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, 2021, 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,  2021  and  2020,  by  correspondence  with  the  custodians  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 $457.6 million as of December 31, 2021.

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

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flows,  hypothetical  market  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.

Hartford, Connecticut
March 1, 2022

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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 $452,387 and $343,158, respectively)
Non-controlled affiliate investments at fair value (cost of $0 and $6,854, respectively)
(Note 5)
Controlled affiliate investments at fair value (cost of $1,450 and $1,500, respectively) (Note
5)
Total investments at fair value (cost of $453,837 and $351,512, respectively) (Note 4)
Cash
Investments in money market funds
Restricted investments in money market funds
Interest receivable
Other assets
Total assets

December 31, 
2021

December 31, 
2020

$  458,075

$  343,498

 —  

 7,547

 —  

 458,075
 38,054
 7,868
 1,359
 6,154
 2,450
$  513,960

 1,500
 352,545
 19,502
 27,199
 1,057
 4,946
 1,908
$  407,157

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)

$  257,613
 6,365
 706
 2,015
 1,926
 268,625

$  185,819
 5,786
 563
 975
 1,417
 194,560

Net assets
Preferred stock, par value $0.001 per share, 1,000,000 shares authorized, zero shares issued
and outstanding as of December 31, 2021 and December 31, 2020
Common stock, par value $0.001 per share, 100,000,000 shares authorized, 21,384,925 and
19,453,821 shares issued and 21,217,460 and 19,286,356 shares outstanding as of
December 31, 2021 and December 31, 2020, 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

 —  

 —

 22
 301,359
 (56,046)
 245,335
$  513,960
 11.56
$

 19
 271,287
 (58,709)
 212,597
$  407,157
 11.02
$

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Horizon Technology Finance Corporation and Subsidiaries

Consolidated Statements of Operations
(In thousands, except share and per share data)

2021

Year Ended December 31, 
2020

2019

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
Net investment income
Net realized and unrealized loss
Net realized loss on non-affiliate investments
Net realized loss on non-controlled affiliate investments
Net realized loss on controlled affiliate investments
Net realized loss on investments
Net realized loss on extinguishment of debt
Net realized loss
Net unrealized appreciation on non-affiliate investments
Net unrealized (depreciation) appreciation on non-controlled affiliate investments
Net unrealized depreciation on controlled affiliate investments
Net unrealized appreciation on investments
Net realized and unrealized loss
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

$

$
$
$
$

$

 54,159
 252
 54,411

 4,111
 1,481
 12
 5,604

 —  
 —  

 60,015

 12,034
 7,617
 7,055
 1,285
 1,892
 1,511
 31,394

$

 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

 —  

 —  

 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

 31,394
 28,621
 401
 28,220

 (2,858)
 (390)
 —
 (3,248)
 (395)
 (3,643)
 5,503
 (848)
 (1,450)
 3,205
 (438)
 27,782
 1.41
 1.39
 1.25
 20,027,420

 25,064
 20,971
 222
 20,749

 (14,686)
 —
 (12)
 (14,698)
 —
 (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)
 —
 (4,173)
 1,196
 2,019
 (14)
 3,201
 (972)
 19,498
 1.52
 1.45
 1.20
 13,478,234

$
$
$
$

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, 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
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 realized loss on extinguishment of debt
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, 2021

Common Stock

Shares
 11,535,129
 4,012,844

     Amount     

$

 12
 4

Paid-In Capital
in Excess of
Par
$  179,616
 47,097

Distributable

     Earnings

Total Net
Assets

$  (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
 —  

 —  

 (16,987)
 239

 186
 (16,987)
 —
$  (42,621) $  184,055
 — $  44,611
$

 (239)
$  226,660
 44,608
$

 —  
 —  
 —  

 —  
 —  
 —  

 —  
 —  
 —  

 20,749
 (14,698)
 313

 20,749
 (14,698)
 313

 20,566

 —  
 —  
$
$

 19,286,356
 1,907,234

 —  
 —  
 —  
 19
 3

 241
 —  

 —  

 (22,674)
 222

 241
 (22,674)
 —
$  (58,709) $  212,597
 — $  30,086
$

 (222)
$  271,287
 30,083
$

 —  
 —  
 —
 —  

 —  
 —  
 —
 —  

 —  
 —  
 —
 —  

 28,220
 (3,248)
 (395)
 3,205

 28,220
 (3,248)
 (395)
 3,205

 23,870

 —  
 —  
$

 21,217,460

 —  
 —  
 —  
 22

 390
 —  

 —  

 390
 (25,520)
 —
$  (56,046) $  245,335

 (25,520)
 401

 (401)
$  301,359

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 on investments
Net realized loss on extinguishment of debt
Net unrealized appreciation on investments
Purchase of investments
Principal payments received on investments
Proceeds from sale of investments
Investment in controlled affiliate investment
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:

(Increase) decrease 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
Increase (decrease) in incentive fee payable
Net cash used in operating activities
Cash flows from financing activities:
Proceeds from issuance of 2026 Notes
Repayment of 2022 Notes
Repayment of Asset-Backed Notes
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
Net cash provided by financing activities

Net (decrease) 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,  
2020

2021

2019

$

 27,782

$

 6,364

$

 19,498

 1,091
 3,248
 395
 (3,205)
 (344,445)
 188,010
 52,954
 —
 —
 —  
 —  
 —  

 (173)
 (1,652)
 (1,295)
 (394)
 509
 143
 1,040
 (75,992)

 57,500
 (37,375)
 (29,500)
 30,086
 —
 127,000
 (45,000)
 (2,645)
 (24,551)
 75,515
 (477)

 47,758
 47,281

 10,706

 3,355
 6,365
 —
 5,238
 4,580

$

$

$
$

$
$

 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)
 55,655
 30,373

 17,385
 47,758

 8,593

 1,829
 5,786
 16,498
 4,203
 5,124

$

$

$
$

$

 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)
 56,200
 4,794

 12,591
 17,385

 7,671

 2,723
 4,669
 —
 3,900
 3,584

2021

Year ended December 31, 
2020

 38,054
 7,868
 1,359
 47,281

$

$

 19,502
 27,199
 1,057
 47,758

$

$

2019

 6,465
 9,787
 1,133
 17,385

$

$

$
$

$
$

$

$

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, 2021
(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 — 186.7% (8)
Non-Affiliate Debt Investments — 178.3% (8)
Non-Affiliate Debt Investments — Life Science — 77.3% (8)
Castle Creek Pharmaceuticals Holdings, Inc.(2)(12)

Biotechnology

Avalo Therapeutics, Inc. (2)(5)(12)

Biotechnology

Emalex Biosciences, Inc. (2)(12)

Biotechnology

F-Star Therapeutics, Inc. (2)(5)(12)

Biotechnology

Greenlight Biosciences, Inc. (2)(12)

Biotechnology

IMV Inc. (2)(5)(12)

Biotechnology

LogicBio, Inc.(2)(5)(12)

Provivi, Inc. (2)(12)

Biotechnology

Biotechnology

Stealth Biotherapeutics Inc. (2)(5)(12)

Biotechnology

Canary Medical Inc. (2)(12)

Ceribell, Inc. (2)(12)

Medical Device

Medical Device

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)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 3.0% ETP,
Due 1/1/25)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 3.0% ETP,
Due 1/1/25)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 3.0% ETP,
Due 1/1/25)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 3.0% ETP,
Due 2/1/25)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 3.0% ETP,
Due 2/1/25)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 3.0% ETP,
Due 4/1/25)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 3.0% ETP,
Due 4/1/25)
Term Loan (9.75% cash (Libor + 7.90%; Floor 9.75%), 5.00%
ETP, Due 6/1/24)
Term Loan (9.75% cash (Libor + 7.90%; Floor 9.75%), 5.00%
ETP, Due 6/1/24)
Term Loan (9.75% cash (Libor + 7.90%; Floor 9.75%), 5.00%
ETP, Due 11/1/25)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 4.00%
ETP, Due 4/1/25)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 4.00%
ETP, Due 7/1/25)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 4.00%
ETP, Due 7/1/25)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 4.00%
ETP, Due 7/1/25)
Term Loan (9.00% cash (Prime + 6.25%; Floor 9.00%), 5.00%
ETP, Due 7/1/25)
Term Loan (9.00% cash (Prime + 6.25%; Floor 9.00%), 5.00%
ETP, Due 7/1/25)
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 (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 (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 (8.75% cash (Prime + 5.50%; Floor 8.75%), 6.0% ETP,
Due 10/1/25)
Term Loan (8.75% cash (Prime + 5.50%; Floor 8.75%), 6.0% ETP,
Due 10/1/25)
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)
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)

$

 5,000

$

 4,957

$

 4,957

 5,000

 5,000

 5,000

 5,000

 5,000

 2,500

 5,000

 5,000

 2,500

 2,500

 2,500

 2,500

 5,000

 2,500

 2,500

 5,000

 2,500

 5,000

 2,500

 4,028

 5,000

 5,000

 2,500

 2,500

 2,500

 2,500

 5,000

 2,500

 2,500

 5,000

 5,000

 2,500

 2,500

 4,056

 4,056

 4,957

 4,957

 4,957

 4,909

 4,909

 2,454

 4,906

 4,906

 2,451

 2,451

 2,420

 2,472

 4,896

 2,465

 2,463

 4,850

 2,475

 4,799

 2,462

 4,011

 4,935

 4,935

 2,440

 2,440

 2,430

 2,430

 4,631

 2,441

 2,394

 4,926

 4,957

 2,466

 2,466

 4,009

 4,009

 4,957

 4,957

 4,957

 4,909

 4,909

 2,454

 4,906

 4,906

 2,451

 2,451

 2,420

 2,472

 4,896

 2,465

 2,463

 4,850

 2,475

 4,799

 2,462

 4,011

 4,935

 4,935

 2,440

 2,440

 2,430

 2,430

 4,631

 2,441

 2,394

 4,926

 4,957

 2,466

 2,466

 4,009

 4,009

Conventus Orthopaedics, Inc. (2)(12)

  Medical Device

  Term Loan (9.25% cash (Libor + 8.00%; Floor 9.25%), 10.36%

ETP, Due 7/1/25)

  Term Loan (9.25% cash (Libor + 8.00%; Floor 9.25%), 10.36%

ETP, Due 7/1/25)

See Notes to Consolidated Financial Statements

93

    
         
    
    
 
  
 
  
 
   
   
  
 
  
 
   
   
  
 
  
 
   
   
  
 
 
 
 
 
 
Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2021
(In thousands)

Portfolio Company (1)(3)
Corinth Medtech, Inc. (2)(12)

Sector

Medical Device

Type of Investment (4)(7)(9)(10)
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%

Embody, Inc. (2)(12)

InfoBionic, Inc. (2)(12)

Medical Device

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 (9.75% cash (Prime + 6.50%; Floor 9.75%), 28.00%
ETP, Due 8/1/26)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 4.00%
ETP, Due 10/1/24)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 4.00%
ETP, Due 6/1/25)

MacuLogix, Inc. (2)(12)(14)

  Medical Device

  Term Loan (10.08% cash (Libor + 7.68%; Floor 10.08%), 6.00%

Magnolia Medical Technologies, Inc. (2)(12)

Medical Device

Sonex Health, Inc. (2)(12)

Medical Device

Spineology, Inc. (2)(12)

Medical Device

Total Non-Affiliate Debt Investments — Life Science
Non-Affiliate Debt Investments — Sustainability — 18.8% (8)
LiquiGlide, Inc. (2)(12)

Waste Recycling

Nexii Building Solutions, Inc. (2)(12)

Waste Recycling

Temperpack Technologies, Inc. (2)(12)

Waste Recycling

Total Non-Affiliate Debt Investments — Sustainability
Non-Affiliate Debt Investments — Technology — 77.2% (8)
Axiom Space, Inc. (2)(12)

Communications

Alula Holdings, Inc. (2)(12)

Consumer-related Technologies

Better Place Forests Co. (2)(12)

Consumer-related Technologies

ETP, Due 9/1/23)

  Term Loan (10.08% cash (Libor + 7.68%; Floor 10.08%), 6.00%

ETP, Due 9/1/23)
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 (10.25% cash (Prime + 7.00%; Floor 10.25%), 1.00%
ETP, Due 10/1/25)

Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 5.00%
ETP, Due 1/1/25)
Term Loan (10.25% cash (Prime + 7.00%; Floor 10.25%), 2.50%
ETP, Due 9/1/25)
Term Loan (10.25% cash (Prime + 7.00%; Floor 10.25%), 2.50%
ETP, Due 9/1/25)
Term Loan (10.25% cash (Prime + 7.00%; Floor 10.25%), 2.50%
ETP, Due 9/1/25)
Term Loan (10.00% cash (Prime + 6.75%; Floor 10.00%), 2.50%
ETP, Due 6/1/25)
Term Loan (10.00% cash (Prime + 6.75%; Floor 10.00%), 2.50%
ETP, Due 6/1/25)
Term Loan (10.00% cash (Prime + 6.75%; Floor 10.00%), 2.50%
ETP, Due 10/1/25)
Term Loan (10.00% cash (Prime + 6.75%; Floor 10.00%), 2.50%
ETP, Due 10/1/25)
Term Loan (10.00% cash (Prime + 6.75%; Floor 10.00%), 2.50%
ETP, Due 10/1/25)

Term Loan (9.25% cash (Prime + 6.00%; Floor 9.25%), 2.50%
ETP, Due 6/1/26)
Term Loan (9.25% cash (Prime + 6.00%; Floor 9.25%), 2.50%
ETP, Due 6/1/26)
Term Loan (9.25% cash (Prime + 6.00%; Floor 9.25%), 2.50%
ETP, Due 6/1/26)
Convertible Note (3.00%, Due 7/1/23)
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 (10.00% cash (Prime + 6.75%; Floor 10.00%), 3.00%
ETP, Due 12/1/25)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 1.85%
ETP, Due 7/1/25)

     Amount

 2,500

 2,500

 3,125

 208

 3,600

 2,500

 3,500

 1,000

 7,500

 4,050

 5,000

 5,000

 5,000

 5,000

 2,500

 2,500

 2,500

 5,000

 2,000

 7,500

 7,500

 7,500

 3,750

 3,750

 7,500

 3,750

 3,750

 7,500

 7,500

 7,500

 250
 5,000

 5,000

 3,000

 1,000

 5,000

Investments (6)
 2,495

 2,495

 3,095

 206

 3,569

 2,457

 3,397

 963

 7,447

 4,022

 4,952

 4,952

 4,944

 4,944

 2,391

 2,472

 2,472

 4,928

Value

 2,495

 2,495

 3,095

 206

 3,569

 2,457

 3,397

 963

 4,481

 2,420

 4,952

 4,952

 4,944

 4,944

 2,391

 2,472

 2,472

 4,928

 194,237

 189,669

 1,928

 7,322

 7,322

 7,322

 3,703

 3,703

 7,396

 3,698

 3,698

 1,928

 7,322

 7,322

 7,322

 3,703

 3,703

 7,396

 3,698

 3,698

 46,092

 46,092

 7,442

 7,442

 7,442

 250
 4,935

 4,949

 2,969

 968

 4,928

 7,442

 7,442

 7,442

 250
 4,935

 4,949

 2,969

 968

 4,928

See Notes to Consolidated Financial Statements

94

 
 
 
 
 
 
 
 
 
 
  
 
 
Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2021
(In thousands)

Portfolio Company (1)(3)

Sector

Type of Investment (4)(7)(9)(10)

Principal
     Amount

Cost of
Investments (6)

Fair
Value

CAMP NYC, Inc. (2)(12)

Consumer-related Technologies

Clara Foods Co. (2)(12)

Consumer-related Technologies

Interior Define, Inc. (2)(12)

Consumer-related Technologies

Lyrical Foods, Inc. (2)(12)

Consumer-related Technologies

NextCar Holding Company, Inc. (2)(12)

Consumer-related Technologies

Primary Kids, Inc. (2)(12)

Consumer-related Technologies

Quip NYC Inc. (2)(12)

Consumer-related Technologies

Unagi, Inc. (2)(12)

Consumer-related Technologies

Updater, Inc. (2)(12)

Consumer-related Technologies

Liqid, Inc.(2)(12)

Networking

Branded Online, Inc. (2)(12)

Software

BriteCore Holdings, Inc. (2)(12)

Software

Decisyon, Inc. (12)

Dropoff, Inc. (2)(12)

Software

Software

E La Carte, Inc. (2)(12)

Software

Term Loan (10.50% cash (Prime + 7.25%; Floor 10.50%), 3.00%
ETP, Due 5/1/26)
Term Loan (9.00% cash (Prime + 5.75%; Floor 9.00%), 5.50%
ETP, Due 8/1/25)
Term Loan (9.00% cash (Prime + 5.75%; Floor 9.00%), 5.50%
ETP, Due 8/1/25)
Term Loan (9.75% cash (Prime + 6.50%; Floor 9.75%), 4.00%
ETP, Due 1/1/26
Term Loan (9.75% cash (Prime + 6.50%; Floor 9.75%), 4.00%
ETP, Due 1/1/26
Term Loan (10.00% cash (Prime + 6.75%; Floor 10.00%), 9.75%
ETP, Due 1/1/24)
Term Loan (9.00% cash (Prime + 5.75%; Floor 9.00%), 10.10%
ETP, Due 1/1/26)
Term Loan (9.00% cash (Prime + 5.75%; Floor 9.00%), 10.10%
ETP, Due 1/1/26)
Term Loan (10.50% cash (Prime + 7.25%; Floor 10.50%), 3.00%
ETP, Due 3/1/25)
Term Loan (10.50% cash (Prime + 7.25%; Floor 10.50%), 3.00%
ETP, Due 3/1/25)
Term Loan (10.50% cash (Prime + 7.25%; Floor 10.50%), 3.00%
ETP, Due 9/1/25)
Term Loan (11.25% cash (Prime + 8.00%; Floor 11.25%), 3.00%
ETP, Due 4/1/26)
Term Loan (11.00% cash (Prime + 7.75%; Floor 11.00%), Due
7/1/25)
Term Loan (11.00% cash (Prime + 7.75%; Floor 11.00%), Due
7/1/25)
Term Loan (12.00% cash (Prime + 5.75%; Floor 12.00%, Ceiling
14.00%),0.56% ETP, Due 12/20/24)
Term Loan (12.00% cash (Prime + 5.75%; Floor 12.00%, Ceiling
14.00%), 0.56% ETP, Due 12/20/24)
Term Loan (12.00% cash (Prime + 5.75%; Floor 12.00%, Ceiling
14.00%), 0.56% ETP, Due 12/20/24)
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 (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 (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%), 6.00%
ETP, Due 9/1/26)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 6.00%
ETP, Due 11/1/26)
Term Loan (9.50% cash (Prime + 6.25%; Floor 9.50%), 0% ETP,
Due 7/1/23)
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 (12.68% cash (Prime + 9.23%; Floor 12.68%),
50.43% ETP, Due 1/1/23)
Term Loan (9.75% cash (Prime + 6.50%; Floor 9.75%), 3.50%
ETP, Due 4/1/26)
Term Loan (9.75% cash (Prime + 6.50%; Floor 9.75%), 3.50%
ETP, Due 4/1/26)
Term Loan (9.75% cash (Prime + 6.50%; Floor 9.75%), 4.00%
ETP, Due 10/1/25)
Term Loan (9.75% cash (Prime + 6.50%; Floor 9.75%), 4.00%
ETP, Due 10/1/25)
Term Loan (9.75% cash (Prime + 6.50%; Floor 9.75%), 4.00%
ETP, Due 10/1/25)

 3,500

 2,500

 2,500

 6,500

 6,000

 2,500

 5,000

 2,000

 3,000

 3,000

 3,000

 10,000

 2,500

 1,250

 5,000

 5,000

 10,000

 5,000

 5,000

 2,500

 2,500

 2,500

 5,000

 2,500

 5,000

 2,500

 2,500

 3,470

 6,500

 6,000

 3,000

 3,000

 1,500

 3,430

 2,476

 2,476

 6,397

 5,775

 2,480

 4,935

 1,920

 2,961

 2,961

 2,955

 9,639

 2,446

 1,234

 4,961

 4,961

 9,922

 4,770

 4,924

 2,459

 2,459

 2,414

 4,719

 2,355

 5,000

 2,481

 2,481

 3,470

 6,087

 5,816

 2,937

 2,958

 1,479

 3,430

 2,476

 2,476

 6,397

 5,775

 2,480

 4,935

 1,920

 2,961

 2,961

 2,955

 9,639

 2,446

 1,234

 4,961

 4,961

 9,922

 4,770

 4,924

 2,459

 2,459

 2,414

 4,719

 2,355

 5,000

 2,481

 2,481

 3,470

 6,087

 5,816

 2,937

 2,958

 1,479

See Notes to Consolidated Financial Statements

95

    
        
    
    
 
 
Table of Contents

Portfolio Company (1)(3)
Lytics, Inc. (2)(12)

Reputation Institute, Inc. (2)(12)

Supply Network Visiblity Holdings LLC (2)(12)

Software

Software

Software

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2021
(In thousands)

Sector

Type of Investment (4)(7)(9)(10)

Term Loan (9.25% cash (Prime + 6.00%; Floor 9.25%), 4.00%
ETP, Due 7/1/25)
Term Loan (10.50% cash (Prime + 7.25%; Floor 10.50%), 3.00%
ETP, Due 8/1/25)
Term Loan (9.75% cash (Prime + 6.50%; Floor 9.75%), 4.00%
ETP, Due 2/1/25)
Term Loan (9.75% cash (Prime + 6.50%; Floor 9.75%), 4.00%
ETP, Due 2/1/25)
Term Loan (9.75% cash (Prime + 6.50%; Floor 9.75%), 4.00%
ETP, Due 12/1/25)
Term Loan (9.75% cash (Prime + 6.50%; Floor 9.75%), 4.00%
ETP, Due 12/1/25)

Total Non-Affiliate Debt Investments — Technology
Non-Affiliate Debt Investments — Healthcare information and services — 5.0% (8)
IDbyDNA, Inc.(2)(12)

Diagnostics

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 (9.00% cash (Prime + 5.75%; Floor 9.00%), 5.50%
ETP, Due 1/1/26)

Biotechnology
Biotechnology
  Biotechnology
Biotechnology
Biotechnology
Biotechnology
Biotechnology
Biotechnology
Biotechnology
Biotechnology
  Biotechnology
Biotechnology
  Biotechnology
  Biotechnology
  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

Total Non-Affiliate Debt Investments — Healthcare information and services
Total Non- Affiliate Debt Investments
Non-Affiliate Warrant Investments — 8.2% (8)
Non-Affiliate Warrants — Life Science — 1.0% (8)
Avalo Therapeutics, Inc. (2)(5)(12)
Castle Creek Pharmaceuticals, Inc. (2)(12)
Celsion Corporation (2)(5)(12)
Corvium, Inc. (2)(12)
Emalex Biosciences, Inc. (2)(12)
F-Star Therapeutics, Inc. (2)(5)(12)
IMV Inc. (2)(5)(12)
LogicBio, Inc. (2)(5)(12)
Mustang Bio, Inc. (2)(5)(12)
Provivi, Inc. (2)(12)
Rocket Pharmaceuticals Corporation (5)(12)
Stealth Biotherapeutics Inc. (2)(5)(12)
Strongbridge U.S. Inc. (2)(5)(12)
vTv Therapeutics Inc.  (2)(5)(12)
AccuVein Inc. (2)(12)
Aerin Medical, 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)(5)(12)
Infobionic, 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 — Sustainability — 0.4% (8)
LiquiGlide, Inc. (2)(12)
Nexii Building Solutions, Inc. (2)(12)
Temperpack Technologies, Inc. (2)(12)
Total Non-Affiliate Warrants — Sustainability
Non-Affiliate Warrants — Technology — 6.2% (8)
Axiom Space, Inc. (2)(12)
Intelepeer Holdings, Inc. (2)(12)
PebblePost, Inc. (2)(12)
Alula Holdings, Inc. (2)(12)

Waste Recycling
Waste Recycling
Waste Recycling

Aterian, Inc. (2)(5)(12)

Better Place Forests Co. (2)(12)

Caastle, Inc. (2)(12)

CAMP NYC, Inc. (2)(12)

Clara Foods Co. (2)(12)

Getaround, Inc. (2)(12)

Communications
  Communications
  Communications
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies

317,306 Common Stock Warrants
2,428 Preferred Stock Warrants
295,053 Common Stock Warrants
661,956 Preferred Stock Warrants
92,002 Preferred Stock Warrants
21,120 Common Stock Warrants
284,090 Common Stock Warrants
7,843 Common Stock Warrants
252,161 Common Stock Warrants
164,608 Preferred Stock Warrants
7,051 Common Stock Warrants
795,455 Common Stock Warrants
160,714 Common Stock Warrants
95,293 Common Stock Warrants
1,175 Common Stock Warrants
1,818,183 Preferred Stock Warrants
7,292 Preferred Stock Warrants
134,299 Preferred Stock Warrants
6,361,111 Preferred Stock Warrants
1,375,727 Preferred Stock Warrants
47,410 Common Stock Warrants
317,647 Preferred Stock Warrants
454,460 Preferred Stock Warrants
441,780 Preferred Stock Warrants
221,510 Preferred Stock Warrants
484,250 Preferred Stock Warrants

     408 Preferred Stock Warrants

61,359 Common Stock Warrants
142,405 Common Stock Warrants
48,756 Preferred Stock Warrants

1,991 Common Stock Warrants
2,936,535 Preferred Stock Warrants
598,850 Preferred Stock Warrants
20,000 Preferred Stock Warrants

76,923 Common Stock Warrants

9,353 Preferred Stock Warrants

268,591 Preferred Stock Warrants

17,605 Preferred Stock Warrants

46,745 Preferred Stock Warrants

651,040 Preferred Stock Warrants

See Notes to Consolidated Financial Statements

96

 2,500

 5,000

 3,500

 3,500

 2,500

 2,500

 5,000

 5,000

 2,500

Cost of
Investments (6)
 2,464

 4,905

 3,458

 3,458

 2,463

 2,463

Fair
Value

 2,464

 4,905

 3,458

 3,458

 2,463

 2,463

 189,274

 189,274

 4,902

 4,936

 2,444

 4,902

 4,936

 2,444

 12,282  
 441,885  

 12,282
 437,317

 311
 142
 65  
 54
 139
 36
 64
 8
 146
 278
 17  
 264
 72  
 44  
 24  
 66  
 53
 61
 149  
 154  
 80
 124
 238  
 91
 83
 77
 53     

 2,893

 39
 356
 107
 502

 45
 140  
 92  

 93
 195

 23

 68

 22

 30

 450

 27
 148
 1
 —
 162
 3
 64
 —
 5
 519
 9
 45
 110
 —
 —
 463
 45
 172
 169
 108
 90
 121
 —
 112
 122
 75
 30
 2,600

 36
 331
 552
 919

 42
 3,141
 161

 70
 1

 23

 823

 22

 368

 367

    
         
    
    
    
 
 
 
 
  
 
  
 
  
 
   
 
 
   
 
  
 
   
 
  
 
  
 
   
   
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
    
    
 
 
 
 
 
 
 
 
 
 
Table of Contents

Portfolio Company (1)(3)
Interior Define, Inc. (2)(12)

NextCar Holding Company, Inc. (2)(12)

Primary Kids, Inc. (2)(12)

Quip NYC Inc. (2)(12)

Unagi, Inc. (2)(12)

Updater, Inc.(2)(12)

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2021
(In thousands)

Sector

Type of Investment (4)(7)(9)(10)

6,191 Preferred Stock Warrants

310,463 Preferred Stock Warrants

553,710 Preferred Stock Warrants

553,778 Preferred Stock Warrants

Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
Consumer-related
Technologies
500,000 Preferred Stock Warrants
Data Storage
44,211,003 Preferred and Common Stock Warrants
Data Storage
Internet and Media
245,810 Preferred Stock Warrants
Internet and Media   261,721 Preferred Stock Warrants
139,074 Preferred Stock Warrants
Internet and Media
344,102 Preferred Stock Warrants
Networking

108,333 Common Stock Warrants

134,421 Preferred Stock Warrants

  Power Management   5,002,574 Preferred Stock Warrants
  Semiconductors

  6,753 Preferred and Common Stock Warrants

Principal    

     Amount

Cost of
Investments (6)
 103

Fair
Value

 103

 47

 57

 47

 51

 324

 503

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)
Branded Online, Inc. (2)(12)
BriteCore Holdings, Inc. (2)(12)
Decisyon, Inc. (12)
Dropoff, Inc. (2)(12)
E La Carte, Inc. (2)(12)
Lotame Solutions, Inc.  (2)(12)
Lytics, Inc. (2)(12)
Reputation Institute, Inc. (2)(12)
Revinate Holdings, Inc. (2)(12)
Riv Data Corp. (2)(12)
SIGNiX, Inc. (12)
Skyword, Inc. (12)
Supply Network Visiblity Holdings LLC (2)(12)
Topia Mobility, Inc. (2)(12)
xAd, Inc. (2)(12)
Total Non-Affiliate Warrants — Technology
Non-Affiliate Warrants — Healthcare information and services — 0.6% (8)
IDbyDNA, Inc.(2)(12)
Kate Farms, Inc. (2)(12)
Watermark Medical, Inc.  (2)(12)
Medsphere Systems Corporation (2)(12)
Total Non-Affiliate Warrants — Healthcare information and services
Total Non-Affiliate Warrants
Non-Affiliate Other Investments — 0.1% (8)
ZetrOZ, Inc. (12)
Total Non-Affiliate Other Investments
Non-Affiliate Equity — 0.1% (8)
SnagAJob.com, Inc. (12)

Software
Software
  Software
Software
Software
  Software
Software
Software
Software
  Software
  Software
  Software
Software
Software
  Software

Zeta Global Holdings Corp. (2)(5)(12)
Decisyon, Inc. (12)
Total Non-Affiliate Equity
Total Non-Affiliate Portfolio Investment Assets
Controlled Affiliate Investments — 0.0% (8)
Controlled Affiliate Other Investments — Biotechnology — 0.0% (8)
HESP LLC (12)(13)
Total Controlled Affiliate Other Investments
Total Controlled Affiliate Portfolio Investment Assets
Total Portfolio Investment Assets — 186.7% (8)

Short Term Investments — Unrestricted Investments — 3.2% (8)
US Bank Money Market Deposit Account
Total Short Term Investments — Unrestricted Investments

Short Term Investments — Restricted Investments — 0.6% (8)
US Bank Money Market Deposit Account
Total Short Term Investments — Restricted Investments

Diagnostics
Other Healthcare
  Other Healthcare
  Software

  Medical Device

Consumer-related
Technologies
Internet and Media

  Software

16,678 Common Stock Warrants
55,591 Preferred Stock Warrants
  82,967 Common Stock Warrants
482,283 Common Stock Warrants
181,947 Preferred Stock Warrants
  288,115 Preferred Stock Warrants
26,733 Preferred Stock Warrants
3,731 Preferred Stock Warrants
615,475 Preferred Stock Warrants
  321,428 Preferred Stock Warrants
  186,235 Preferred Stock Warrants
  301,055 Preferred and Common Stock Warrants

682 Preferred Stock Warrants
3,049,607 Preferred Stock Warrants
  4,343,348 Preferred Stock Warrants

472,006 Preferred Stock Warrants
82,965 Preferred Stock Warrants
  27,373 Preferred Stock Warrants
  7,097,792 Preferred Stock Warrants

  Royalty Agreement

82,974 Common Stock

18,405 Common Stock
72,638,663 Preferered and Common Stock

Biotechnology

Other Investment

  $

$

  $
  $

$
$

$
$

 25

 34

 242
 234
 75
 92  
 162
 364
 1,585  
 101  
 370
 5
 46
 397
 61
 23  
 12
 54
 44
 12  
 224  
 49  
 64
 138
 179  
 6,281  

 112
 101

 74  
 60  
 347  
 10,023  

 —  
 —  

 9

 24

 31

 859
 188
 6
 741
 2,403
 938
 2,609
 —
 443
 37
 —
 395
 53
 276
 12
 52
 66
 292
 —
 4
 62
 —
 1
 15,214

 95
 1,177
 —
 195
 1,467
 20,200

 200
 200

 83

 240
 230  
 479  

 155
 120
 358
 452,387   $ 458,075

$

 1,450
 1,450  
 1,450   $

 —
 —
 —
 453,837   $ 458,075

 7,868
$
 7,868   $

 7,868
 7,868

 1,359
$
 1,359   $

 1,359
 1,359

(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

97

    
        
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
 
 
 
 
 
 
 
 
 
  
 
  
 
 
  
 
  
 
 
 
 
 
 
 
  
 
  
 
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
   
 
  
 
 
 
 
Table of Contents

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”).

(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, 2021 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, 2021, 5.8% 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 payment-in-kind (“PIK”) feature.

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

(13) 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.

(14) Debt investment is on non-accrual status as of December 31, 2021.

See Notes to Consolidated Financial Statements

98

Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2020
(In thousands)

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

Type of Investment (4)(7)(9)(10)

     Principal
     Amount

Cost of

Investments (6)     

Fair
Value

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%

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

ETP, 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%),

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 + 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)

MacuLogix, Inc. (2)(12)

  Medical Device

  Term Loan (10.08% cash (Libor + 7.68%; Floor 10.08%),

Magnolia Medical Technologies, Inc. (2)(12)

Medical Device

5.50% 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)

See Notes to Consolidated Financial Statements

99

$

 5,000

$

 4,884

$

 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

 7,500

 4,050

 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

 7,422

 4,008

 4,937

 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

 7,147

 3,859

 4,937

    
    
    
    
    
    
    
 
  
 
  
 
   
   
  
 
  
 
   
   
  
 
  
 
   
   
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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)

Principal
     Amount

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)

Consumer-related Technologies

Updater, Inc. (2)(12)

Consumer-related Technologies

CPG Beyond, Inc. (2)(12)

Data Storage

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)

  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)

The NanoSteel Company, Inc. (2)(12)(13)

  Materials

  Term Loan (11.00% cash (Libor + 8.50%; Floor 11.00%),

Liqid, Inc.(2)(12)

Networking

BriteCore Holdings, Inc. (2)(12)

Software

Keypath Education, LLC (2)(12)

Software

14.88% 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)

See Notes to Consolidated Financial Statements

100

 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  

 1,874  

 1,874  

 3,345  

 3,345  

 5,000

 5,000

 2,500

 2,500

 3,750

 3,750

 2,500

Cost of
Investments (6)
 4,937

 4,926

 4,926

 2,379

 2,460

 2,460

Fair
Value

 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

 1,722

 1,789

 3,303

 3,479

 4,842

 4,896

 2,474

 2,474

 3,583

 3,686

 2,457

 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

 1,722

 1,789

 846

 891

 4,842

 4,896

 2,474

 2,474

 3,583

 3,686

 2,457

    
        
    
    
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2020
(In thousands)

Portfolio Company (1)(3)
OutboundEngine, Inc. (2)(12)

Sector

Software

Revinate, Inc. (2)(12)

Software

Topia Mobility, Inc. (2)(12)

Software

Type of Investment (4)(7)(9)(10)

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%),

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

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)
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)
Betabrand Corporation (2)(12)

  Biotechnology
Biotechnology
  Biotechnology
Biotechnology
Biotechnology
Biotechnology
Biotechnology
Biotechnology
  Biotechnology
  Biotechnology
  Biotechnology
  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

  Communications
  Communications

Consumer-related Technologies
Consumer-related Technologies

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)

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)

  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
  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 Preferred 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

See Notes to Consolidated Financial Statements

101

     Principal
Amount

 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)
 3,949

 3,456

 501

Fair
Value

 3,949

 3,456

 493

 4,034

 3,819

 930

 4,946

 4,824

 4,902

 2,991

 2,991

 1,795

 1,197

 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  
 24  
 65  
 56
 54
 50
 148  
 153  
 76
 237  
 91
 82
 77
 53     

 2,089

 177  
 93  
 93
 106

 —
 180
 14
 25
 135
 3
 220
 426
 211
 60
 —
 —
 463
 1,180
 54
 63
 175
 152
 76
 120
 108
 122
 77
 51
 3,915

 186
 165
 93
 13

    
    
    
    
 
 
 
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
 
   
 
  
 
   
   
  
 
  
 
   
   
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
    
    
 
 
 
 
Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2020
(In thousands)

Sector
Consumer-related Technologies
Consumer-related Technologies
  Consumer-related Technologies
Consumer-related Technologies
Data Storage
  Data Storage

  Power Management
  Semiconductors
  Semiconductors

Internet and Media
Internet and Media
Internet and Media
Networking

Portfolio Company (1)(3)
Caastle, Inc. (2)(12)
Getaround, Inc. (2)(12)
Mohawk Group Holdings, Inc. (2)(5)(12)
Updater, Inc.(2)(12)
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

Software
  Software
Software
  Software
  Software
Software
  Software
  Software
  Software
Software
  Software
  Software

Diagnostics
Other Healthcare
  Other Healthcare
  Software
Software

  Energy Efficiency

Type of Investment (4)(7)(9)(10)

     Principal
Amount

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

Non-Affiliate Equity — 0.7% (8)
Sunesis Pharmaceuticals,  Inc. (5)
SnagAJob.com, Inc. (12)
Zeta Global Holdings Corp. (2)(12)
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)

  Materials
  Software
Software

Software

Internet and Media

  1,308 Common Stock

  Biotechnology
  Consumer-related Technologies   82,974 Common Stock
18,405 Common Stock
  74,286 Common Stock
  17,142 Preferred Stock
17,037 Common Stock

Cost of
Investments (6)
 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  

 83  
 9  

 240
 75  
 13  

 1,200
 1,620  
 343,158   $

  $

Fair
Value

 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

 3
 82
 240
 —
 35
 1,200
 1,560
 343,498

StereoVision Imaging, Inc. (2)(12) (15)

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 —
0.8% (8)
Decisyon, Inc. (12)
StereoVision Imaging,  Inc. (2)(12)
Total Non-controlled Affiliate Equity
Total Non-controlled Affiliate Portfolio Investment
Assets

  Software
  Software

  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)

Term Loan (8.50% Cash (Libor + 7.03%; Floor 8.50%),
15.63% ETP, Due 1/1/22)

  82,967 Common Stock Warrants

72,638,663 Preferered and Common Stock
1,943,572 Preferred and Common Stock

$

 1,182

$

 1,181

$

 1,181

 646

 239
 238
 705
 276
 184
 2,783

 626

 227
 228
 685
 276
 183
 2,382

 5,788

 46
 46

 229  
 791  
 1,020  

 626

 227
 228
 685
 276
 183
 2,382

 5,788

 —
 —

 120
 1,639
 1,759

  $

 6,854   $

 7,547

See Notes to Consolidated Financial Statements

102

    
    
    
    
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
 
   
  
 
 
 
 
 
  
 
 
 
 
 
 
 
 
 
 
  
 
  
 
 
  
 
  
 
 
 
 
 
 
 
  
 
  
 
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  
 
  
 
  
 
 
 
  
 
  
 
  
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
    
 
 
 
  
    
 
  
    
 
 
 
 
    
 
 
  
  
  
  
 
 
 
 
 
Table of Contents

Horizon Technology Finance Corporation and Subsidiaries

Consolidated Schedule of Investments
December 31, 2020
(In thousands)

Portfolio Company (1)(3)
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

Sector

Type of Investment (4)(7)(9)(10)

Biotechnology

Other Investment

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

Cost of
Investments (6)

     Fair
Value

$

  $

$  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”).

(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, 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) 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.

103

    
    
    
    
 
 
   
 
  
 
 
   
 
  
 
 
 
 
Table of Contents

(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.

(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

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,  2021,  there  was  one  investment  on  non-accrual  status  with  a  cost  of
$11.5 million and a fair value of $6.9 million. 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.  For  the  year  ended  December  31,  2021,  the  Company
recognized, as interest income, payments of $1.3 million received from two portfolio companies whose debt investments
were on non-accrual status. 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  year
ended  December  31,  2019,  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, 2021, 2020 and 2019 was 5.9%,
5.8% and 5.3%, 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.

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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, 2021 and
2020 was $4.3 million and $3.2 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,  2021  and  2020  were  $3.2  million  and  $4.1  million,  respectively.  The  amortization  expense  for  the  years
ended December 31, 2021, 2020 and 2019 was $1.1 million, $1.0 million and $0.7 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, 2021, 2020 and 2019, the Company reclassified $0.4 million, $0.2 million and $0.2 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, 2021, 2020 and 2019, $0.4 million, $0.2 million and $0.2
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, 2021 and 2020. The Company’s income tax returns for the 2020, 2019 and
2018 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  we  entered  into  an  At-The-Market  (“ATM”)  sales  agreement  (the  “2019  Equity  Distribution
Agreement”), with Goldman Sachs & Co. LLC and B. Riley FBR, Inc., (each a “Sales Agent” and, collectively, the “Sales
Agents”). The 2019 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  2019  Equity  Distribution  Agreement  and  entered  into  a  new  ATM  sales
agreement  (the  “2020  Equity  Distribution  Agreement”)  with  the  Sales  Agents.  The  2020  Equity  Distribution  Agreement
provided that we 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 us.

On  August  2,  2021,  we  terminated  the  2020  Equity  Distribution  Agreement  and  entered  into  a  new  ATM  sales
agreement (the “2021 Equity Distribution Agreement”) with the Sales Agents. The remaining shares available under the
2019 Equity Distribution Agreement and the 2020 Equity Distribution Agreement are no longer available for issuance. The
2021 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,  2021,  the  Company  sold  1,907,234  shares  of  common  stock  under  the  2020
Equity Distribution Agreement and the 2021 Equity Distribution Agreement. For the same period, the Company received
total  accumulated  net  proceeds  of  approximately  $30.1  million,  including  $0.8  million  of  offering  expenses,  from  these
sales. During the year ended December 31, 2020, the Company sold 3,702,500 shares of common stock under the 2019
Equity Distribution Agreement and the 2020 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 2019
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,  2021,  shares  representing  approximately  $82.8  million  of  its  common
stock remain available for issuance and sale under the Equity Distribution Agreement.

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Stock Repurchase Program

On April 23, 2021, 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,  2022  or  the  repurchase  of  $5.0  million  of  the
Company’s common stock. During the years ended December 31, 2021, 2020 and 2019, the Company did not make any
repurchases  of  its  common  stock.  From  the  inception  of  the  stock  repurchase  program  through  December  31,  2021,  the
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  22,  2021,  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

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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 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, 2021 and 2020 was $0.7 million and $0.6 million, respectively.
The base management fee expense was $7.6 million, $6.5 million and $5.6 million for the years ended December 31, 2021,
2020 and 2019, 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

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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
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.

The net performance based incentive fee expense was $7.1 million, $5.2 million and $5.1 million for the years ended
December 31, 2021, 2020 and 2019, 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,  2021,  2020  and  2019.  The
performance based incentive fee payable at December 31, 2021 and 2020 was $2.0 million and $1.0 million, respectively.
The entire incentive fee payable at December 31, 2021 and 2020 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 $1.3 million, $1.0 million and $0.9 million for years ended December 31, 2021, 2020 and 2019, respectively.

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Note 4.         Investments

The following table shows the Company’s investments as of December 31, 2021 and 2020:

Investments

Debt
Warrants
Other
Equity

Total investments

December 31, 2021
Cost

     Fair Value     

December 31, 2020
Cost

     Fair Value

(In thousands)

$  441,885
 10,023
 1,450
 479
$  453,837

$  437,317
 20,200
 200
 358
$  458,075

$  339,838
 7,520
 1,514
 2,640
$  351,512

$  333,495
 14,031
 1,700
 3,319
$  352,545

The following table shows the Company’s investments by industry sector as of December 31, 2021 and 2020:

Life Science

Biotechnology
Medical Device

Technology

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

Energy Efficiency
Waste Recycling

Healthcare Information and Services

Diagnostics
Other
Software

Total investments

Horizon Secured Loan Fund I LLC

December 31, 2021

Cost

Fair Value

December 31, 2020

Cost

Fair Value

(In thousands)

$

 109,899
 88,681

$

 107,902
 84,567

$

 46,669
 109,330

$

 46,898
 110,567

 22,853
 92,158
 476
 569
 —  

 17,390
 1,585
 101
 60,902

 25,920
 93,194
 1,047
 3,305

 —  

 17,964
 2,609

 —  

 60,807

 —  

 —  

 46,595

 47,011

 270
 60,349
 23,429
 7,657
 6,857
 9,902
 1,585
 181
 60,238

 100
 —

 351
 60,847
 23,824
 9,833
 1,737
 9,902
 1,326
 —
 60,755

 —
 —

 12,393
 175
 60
 453,837

 12,377
 1,177
 195
 458,075

$

$

 9,850
 14,989
 106
 351,512

$

$

 9,850
 15,985
 670
 352,545

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
consolidated with the assets and liabilities of the Company. The transaction is accounted for as an asset acquisition under
GAAP.

During the period January 1, 2020 through April 21, 2020, there were no distributions from HSLFI.

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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.

The following tables show certain summarized financial information for HSLFI for the period January 1, 2020 through

April 21, 2020 and for the year ended December 31, 2019:

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

114

For the period
January 1, 2020
through
April 21, 2020

(In thousands)

For the year
ended

     December 31, 2019

(In thousands)

$

$

$
$
$
$
$

1,353

1,465

$

$

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

 5,291

 5,699

 1,227
 4,472
 —
 (28)
 4,444

    
  
  
 
 
 
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Note 5.         Transactions with affiliated companies

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.  

Transactions related to investments in non-controlled affiliated companies for the  year ended December 31, 2021 were

as follows:

Portfolio
Company

Fair value at
December 31, 
2020

Principal

Transfers
in/(out) at Discount

Net

Fair value at
unrealized Net realized December 31, 

    Purchases     Payments      fair value     accretion     gain/(loss)

gain/(loss)

2021

Interest
     income

Year ended December 31, 2021

Decisyon, Inc. (1)

$

MVI (ABC) LLC
fka StereoVision,
Inc.

 1,181
 626
 227
 228
 685
 276
 183
 120

 2,382
 —
 —
 —
 —
 1,639

$

 — $
 —  
 —  
 —  
 —  
 —  
 —  
 —  

(In thousands)

 — $ (1,181) $
 —  
 —  
 —  
 —  
 —  
 —  
 —  

 (638)
 (227)
 (228)
 (685)
 (276)
 (183)
 (120)

 — $
 12
 —  
 —  
 —  
 —  
 —  
 —  

 — $
 —  
 —  
 —  
 —  
 —  
 —  
 —  

 — $
 —  
 —  
 —  
 —  
 —  
 —  
 —  

 —    (2,783)
 (250)
 250
 (70)
 70
 (330)
 330
 150
 (150)
 —  

 —  

 —  
 —
 —
 —
 —
 —  

 —  
 —
 —
 —
 —
 —  

 —  
 —
 —
 —
 —
 (848) 

 401  
 —
 —

 —
 (791) 

 — $  41
 21
 —  
 7
 —  
 7
 —  
 22
 —  
 9
 —  
 6
 —  
 —
 —  

 —  
 —
 —
 —
 —
 —  

 139
 —
 —
 —
 —
 —

Total non-controlled
affiliates

$

 7,547

$  800

$ (3,583) $ (3,538) $

 12

$  (848)$

 (390)$

 — $  252

(1) As of December 31, 2021, the Company no longer owns 5% or more of the portfolio company.

Transactions related to investments in non-controlled affiliated companies for the  year ended December 31, 2020 were

as follows:

Portfolio
Company

Fair value at
December 31, 
2019

Decisyon, Inc.

$

StereoVision, Inc.

Total non-controlled
affiliates

Year ended December 31, 2020

Principal

Transfers
in/(out) at Discount

Net

Fair value at
unrealized Net realized December 31, 
gain/(loss)

2020

Interest
     income

    Purchases    Payments     fair value    accretion     gain/(loss)

 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

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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, 2021 were as follows:

Year ended December 31, 2021

Portfolio
Company

HESP LLC
Total controlled  
affiliates

Fair value at
  December 31, 

2020

    Purchases     Sales      fair value     declared      gain/(loss)      gain/(loss)     

Transfers
in/(out) at Dividends  unrealized Net realized  December 31,  Dividend
     income

Fair value at

2021

Net

 1,500

 —  (50)

 —

 —  (1,450)

 —

 —

 —

(In thousands)

$

 1,500

$

 — $ (50) $

 — $

 — $  (1,450) $

 — $

 — $

 —

Transactions related to investments in controlled affiliated companies for the year ended December 31, 2020 were as

follows:

Portfolio
Company

Fair value at
  December 31, 

2019

Year ended December 31, 2020

    Purchases     Sales      fair value      declared      gain/(loss)      gain/(loss)     

Dividends  unrealized Net realized  December 31, Dividend
income

2020

Net

Fair value at

Transfers
in/(out) at

(In thousands)

HSLFI(1)

$

 16,650

$

 — $

— $ (16,498) $  118

$

 (12) $

 (258) $

 — $  118

HESP LLC
Total controlled
affiliates

 —

 —

—

 1,500

 —

 —

 —

 1,500

 —

$

 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.

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 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.

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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, 2021 and 2020, the hypothetical market yields used ranged from 3% to 23%
and 10% to 23%, respectively. Significant increases (decreases) in this unobservable input would result in a significantly
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.

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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
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, 2021 and 2020. In addition to the techniques and inputs noted in the

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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, 2021:

Investment Type

Debt investments

Fair
     Value

December 31, 2021

Valuation Techniques/
Methodologies
(Dollars in thousands, except per share data)

Unobservable
Input

Weighted  

Range

    Average(1)

$ 430,417   Discounted Expected Future Cash Flows

  Hypothetical Market Yield  

3% – 23%

12 %

 6,900 Multiple Probability Weighted Cash Flow Model

Probability Weighting

20% – 50%

33%

Warrant investments

 19,837   Black-Scholes Valuation Model

  Price Per Share

Average Industry Volatility
Marketability Discount
   Estimated Time to Exit

$0.00 – $980.00
25%
20%

   1 to 4 years

Other investments

 200   Multiple Probability Weighted Cash Flow Model   Discount Rate

Probability Weighting

25%
0% – 100%

$

20.35

25 %
20 %

2 years

25 %
100 %

Equity investments

 203   Last Equity Financing

  Price Per Share

$0.00 – $1.00

$

0.41

Total Level 3  investments

$ 457,557

(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, 2020:

Investment Type

Debt investments

Fair
     Value

December 31, 2020

Valuation Techniques/
Methodologies
(Dollars in thousands, except per share data)

Unobservable
Input

Range

Weighted  
    Average(1)    

$ 324,670   Discounted Expected Future Cash Flows

  Hypothetical Market Yield  

 8,825

Liquidation Scenario

Probability Weighting

10% – 23%
100%

12 %
100 %

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

$

21.68

28 %
20 %

3 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%

$

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.

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  2026
Notes (as defined in Note 7) is based on the closing public share price on the date of measurement. On December 31, 2021,
the closing price of the 2026 Notes on the New York Stock Exchange was $25.95 per note, or $59.7 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, 2021, the Asset-Backed Notes (as defined in Note 7) were trading at par value, or $70.5

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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, 2021 and 2020 and indicate the fair value hierarchy of the valuation techniques utilized by the Company to
determine the fair value:

December 31, 2021
     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
Total investments

$
$
$

$

$
$
$

(In thousands)
$
$

 — $
 — $

 — $  7,868
 — $  1,359
 — $
 —  
 —  
 155
 155

$

 — $ 437,317
 19,837
 363
 200
 —  
 —  
 203
$ 457,557
 363

 7,868
 1,359
$  437,317
 20,200
 200
 358
$  458,075

December 31, 2020
     Level 1      Level 2      Level 3

Total

 — $  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

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, 2021:

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 appreciation (depreciation) included in
earnings
Transfer out of Level 3
Other
Level 3 assets, end of period

Year ended December 31, 2021

     Warrant 

     Equity 

     Other 

Debt 
Investments

Investments

$  333,495

$  12,736

 344,445  
 —  
 (188,010) 
 (47,436) 
 (5,033) 

 1,836  
 —  
 (1,980) 

 —  
 2,681  
 —  
 (3,241) 
 2,514  

 5,218

 (71) 
 —  

$  437,317

$  19,837

$

Investments
(In thousands)
$  2,117

 —  
 —  
 —  
 —  
 —  

Investments

Total

$  1,700

 —  
 —  
 —  
 (13) 
 —  

$  350,048
 344,445
 2,681
 (188,010)
 (50,690)
 (2,519)

 (1,682) 
 (232) 
 —  
 203

 (1,487) 
 —  
 —  
 200

 3,885
 (303)
 (1,980)
$  457,557

$

During  the  year  ended  December  31,  2021,  there  were  three  transfers  out  of  Level  3.  One  transfer  out  of  Level  3
related to warrants held in one portfolio company with an aggregate fair value of $0.1 million that was transferred to Level

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2  upon  the  portfolio  company  becoming  a  public  company.  One  transfer  out  of  Level  3  related  to  equity  held  in  one
portfolio company with an aggregate fair value of $0.1 million that was transferred to Level 1 upon the portfolio company
becoming a public company. One transfer out of Level 3 related to equity held in one portfolio company with an aggregate
fair value of $0.2 million that was transferred to Level 1 upon the portfolio company being acquired by a public company.

The  change  in  unrealized  appreciation  included  in  the  consolidated  statement  of  operations  attributable  to  Level  3
investments still held at December 31, 2021 includes $5.6 million in unrealized depreciation on debt and other investments
and $6.3 million in unrealized appreciation on warrant 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, 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

Debt 
Investments

Year ended December 31, 2020

     Warrant 

     Equity 

     Other 

Investments

Investments

Total

$  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
 —  

$

 500

—  
—  
 (42) 
 —  
 —  

 (258) 
 1,500

 —  

$  333,495

$  12,736

$  2,117

$  1,700

$  302,139
 215,059
 2,854
 (146,258)
 (8,031)
 (15,203)

 (398)
 —
 (114)
$  350,048

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  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, 2021 and 2020, 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.

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Note 7.         Borrowings

The following table shows the Company’s borrowings as of December 31, 2021 and 2020:

Key Facility
NYL Facility
Asset-Backed Notes
2022 Notes
2026 Notes
Total before debt  issuance costs
Unamortized debt issuance costs
attributable to term borrowings
Total borrowings outstanding, net

Total

December 31, 2021
     Balance

     Unused

Total

December 31, 2020
     Balance

     Unused

Commitment Outstanding Commitment Commitment Outstanding Commitment
(In thousands)

$  125,000
 100,000
 70,500  
 —  

 57,500
 353,000  

$  53,500
 78,750
 70,500  
 —  

 57,500
 260,250  

$  71,500
 21,250

 —  
 —  
 —

$  125,000
 100,000
 100,000  
 37,375  

$  28,000
 22,250
 100,000  
 37,375  

 —

 —

 92,750  

 362,375  

 187,625  

 —  

 (2,637) 

 —  

 —  

 (1,806) 

$  353,000

$ 257,613

$  92,750

$  362,375

$ 185,819

$  97,000
 77,750
 —
 —
 —
 174,750

 —
$  174,750

As of December 31, 2021, 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, 2021, the asset coverage for borrowed amounts was 194%.

The Company entered into the Key Facility with Key effective November 4, 2013. On June 22, 2021, the Company
amended the Key Facility, among other things, to amend the interest rate applied to the outstanding principal balance and to
extend the revolving period to June 22, 2024. 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 60% 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  June  22,  2026.  Through  June  21,  2021,  the  interest  rate  on  the  Key  Facility  was  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% as of December 31, 2020. From
and after June 30, 2021, the interest rate on the Key Facility is based on the rate of interest published in The Wall Street
Journal as the prime rate in the United States plus 0.25%, with a prime rate floor of 4.25%. The prime rate was 3.25% on
December 31, 2021. The average interest rate for the  years ended December 31, 2021 and 2020 was 4.25% and 4.38%,
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, 2021 and 2020, the Company had borrowing
capacity under the Key Facility of $71.5 million and $97.0 million, respectively. At December 31, 2021 and 2020, $19.8
million and $24.8 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  had  a  stated
maturity of September 15, 2022 and were redeemable 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 bore 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  were  the  Company’s  direct  unsecured  obligations  and  (i)  ranked  equally  in  right  of  payment
with  the  Company’s  current  and  future  unsecured  indebtedness;  (ii)  were  senior  in  right  of  payment  to  any  of  the
Company’s  future  indebtedness  that  expressly  provides  it  is  subordinated  to  the  2022  Notes;  (iii)  were  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) were structurally subordinated to all existing and future indebtedness and other obligations of any of
the  Company’s  subsidiaries.  On  April  24,  2021  (the  “Redemption  Date”),  the  Company  redeemed  all  of  the  issued  and
outstanding 2022 Notes in an aggregate principal amount of $37.4 million and paid accrued interest of $0.3 million.

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The Company accelerated $0.4 million of unamortized debt issuance costs related to the 2022 Notes. The 2022 Notes were
delisted effective on the Redemption Date.

On March 30, 2021, the Company issued and sold an aggregate principal amount of $57.5 million of 4.875% notes due
in 2026 (the “2026 Notes”). The amount of 2026 Notes issued and sold included the full exercise by the underwriters of
their  option  to  purchase  $7.5  million  aggregate  principal  of  additional  notes.  The  2026  Notes  have  a  stated  maturity  of
March 30, 2026 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  March  30,  2023  at  a  redemption  price  of  $25  per  security  plus  accrued  and  unpaid  interest.  The  2026  Notes  bear
interest at a rate of 4.875% per year, payable quarterly on March 30, June 30, September 30 and December 30 of each year.
The  2026  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 2026 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, 2021, the Company was in material compliance with the terms of the 2026 Notes. The 2026 Notes are
listed on the New York Stock Exchange under the symbol “HTFB”.

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, 2021 and 2020, the Asset-Backed Notes had an outstanding principal balance of $70.5 million and

$100.0 million, respectively.

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,  2021  and  2020,  there  was  approximately  $0.9  million  and  $1.0
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
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 which will
be followed by a five year amortization period. In addition, 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. There were $78.8 million in advances made by the NYL Noteholders as
of December 31, 2021 at an interest rate of 4.62%. As of December 31, 2021, the Company had borrowing capacity under
the NYL Facility of $21.2 million. At December 31, 2021, $5.7 million was available for borrowing, subject to existing
terms and advance rates.

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The  following  table  shows  information  about  our  senior  securities  as  of  December  31,  2021,  2020,  2019,  2018  and

2017:

Class and Year

Credit facilities
2021
2020
2019
2018
2017
2026 Notes
2021
2022 Notes
2021
2020
2019
2018
2017
2019-1 Securitization
2021
2020
2019
Total senior securities
2021
2020
2019
2018
2017

     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)

$  132,250
 50,250
$
 17,000
$
 90,500
$
 58,000
$

$  3,823  
$  7,965  
$ 19,908  
$  2,896  
$  3,973  

—  
—  
—  
—  
—  

N/A
N/A
N/A
N/A
N/A

 57,500

$  8,793  

— $  25.90

$

$
$
$
$
$

 — $

 37,375
 37,375
 37,375
 37,375

 —  
$ 10,708  
$  9,055  
$  7,014  
$  6,166

 70,500
$
$  100,000
$  100,000

$  7,171  
$  4,002  
$  3,384  

$  260,250
$  187,625
$  154,375
$  127,875
 95,375
$

$  1,943  
$  2,133  
$  2,192  
$  2,050  
$  2,416  

—
N/A
— $  24.60
— $  25.53
— $  25.52
$  25.66

—  
—  
—  

—  
—  
 —  
 —  
 —  

N/A
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.

(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.

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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 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

2021

Years Ended December 31, 
2020
(In thousands)
$

2019

$  27,782
 (3,205)
 1,462
 3,643
$  29,682

 6,364
 (313)
 782
 14,698
$  21,531

$  19,498
 (3,201)
 988
 4,173
$  21,458

2021

$  25,099
$  25,099

Years Ended December 31, 
2020
(In thousands)
$  21,592
$  21,592

$  16,159
$  16,159

2019

The components of undistributed ordinary income earnings on a tax basis were as follows:

2021

Undistributed ordinary income
Long term capital loss carry forward
Unrealized appreciation
Unrealized depreciation
Other temporary differences
Total

As of December 31, 
2020
(In thousands)
$

2019

$

$  10,825
 (63,571)
 12,973
 (8,738)
 7,465

 6,536
 (45,230)
 8,352
 (7,596)
 4,700
$  (41,046) $  (46,670) $  (33,238)

 6,242
 (59,928)
 9,578
 (8,545)
 5,983

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,  2021  and  2020,  the  Company  elected  to  carry  forward  taxable  income  in  excess  of
current year distributions of $10.8 million and $6.2 million, respectively. At December 31, 2021 and 2020, a provision for
excise tax of $0.4 million and $0.2 million, respectively 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, 2021, 2020 and 2019, the
Company did not use any of its capital loss carry forward to offset capital gains.

For federal income tax purposes, the tax cost of investments at December 31, 2021 and 2020 was $453.8 million and
$351.5 million, respectively. The gross unrealized appreciation on investments at December 31, 2021 and 2020 was $12.9
million and $9.6 million, respectively. The gross unrealized depreciation on investments at December 31, 2021 and 2020
was $8.7 million and $8.5 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 $114.5 million and $91.5 million as of December 31, 2021

and 2020, respectively. Commitments to extend credit consist principally of the unused portions of commitments that

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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, 2021:

Alula Holdings Inc.
Better Place Forests Co.
CAMP NYC, Inc.
Canary Medical Inc.
Ceribell, Inc.
DropOff, Inc.
E La Carte, Inc.
Emalex Biosciences, Inc.
Embody, Inc.
Greenlight Biosciences, Inc.
IDbyDNA, Inc.
IMV Inc.
Interior Define, Inc.
Liqid, Inc.
Liquiglide, Inc.
Lytics, Inc.
NextCar Holding Company, Inc.
Sonex Health, Inc.
Spineology Inc.
Stealth BioTherapeutics Inc.
Unagi, Inc.
Total

December 31, 2021

Principal
 Balance

(In thousands)

Fair Value of
 Unfunded 
Commitment
 Liability

$

$

 1,000
 7,500
 1,500
 5,000
 5,000
 10,000
 2,500
 5,000
 2,000
 10,000
 2,500
 10,000
 10,000
 2,500
 2,000
 1,250
 18,000
 5,000
 2,500
 10,000
 1,250
 114,500

$

$

 14
 9
 19
 68
 32
 213
 21
 52
 20
 125
 34
 125
 233
 155
 33
 —
 54
 81
 25
 251
 18
 1,582

The  table  above  also  provides  the  fair  value  of  the  Company’s  unfunded  commitment  liability  as  of
December 31, 2021 which totaled $1.6 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.
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 26% and 28% of
total debt investments outstanding as of December 31, 2021 and 2020, respectively. No single debt investment represented
more than 10% of the total debt investments as of December 31, 2021 or 2020. Investment income, consisting of interest

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and fees, can fluctuate significantly upon repayment of large debt investments. Interest income from the five largest debt
investments  accounted  for  17%,  23%  and  17%  of  total  interest  and  fee  income  on  investments  for  the    years  ended
December 31, 2021, 2020 and 2019, 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, 2021 and 2010:

Date
Declared

Year Ended December 31, 2021
10/22/21
10/22/21
10/22/21
10/22/21
7/23/21
7/23/21
7/23/21
4/23/21
4/23/21
4/23/21
2/26/21
2/26/21
2/26/21

Year Ended December 31, 2020
10/26/20
10/26/20
10/26/20
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

Record Date Payment Date Per Share Distribution 

Amount  

     DRIP 
Share
 Value
(In thousands, except share and per share data)

     DRIP 
 Shares 
Issued  

Cash 

2/18/22
1/19/22
12/17/22
11/18/21
11/18/21
10/19/21
9/17/21
8/18/21
7/20/21
6/17/21
5/18/21  
4/20/21  
3/18/21  

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  

3/16/22
2/16/22
1/14/22
12/15/21
12/15/21
11/16/21
10/15/21
9/15/21
8/16/21
7/16/21
6/15/21
5/14/21
4/16/21

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

$  0.10
 0.10
 0.10
 0.05
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
$  1.25

$  0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.10
 0.15
$  1.25

$

 —
 2,096
 2,031
 1,013
 2,027
 2,010
 2,008
 1,996
 1,983
 1,964
 1,964  
 1,937  
 1,938  

$  20,871

$  1,904  
 1,904  
 1,903  
 1,862
 1,815  
 1,813  
 1,745  
 1,710  
 1,703  
 1,667  
 1,667  
 2,496  

$  22,189

 — $

 2,680
 3,417
 1,197
 2,395
 1,907
 2,068
 2,041
 1,937
 1,888
 1,671
 1,794
 1,653
 21,968

 1,729
 1,681
 1,909
 1,699
 1,730
 1,674
 1,588
 1,586
 1,710
 1,646
 1,879
 3,144
 21,975

$

$

$

 —
 43
 56
 20
 38
 34
 36
 34
 34
 33
 29
 29
 28
 371

 24
 25
 26
 22
 21
 22
 19
 20
 20
 18
 19
 30
 266

On February 25, 2022, the Board declared monthly distributions per share, payable as set forth in the following table:

Ex-Dividend Date
March 17, 2022
April 18, 2022
May 17, 2022

     Record Date

     Payment Date

Distributions Declared

March 18, 2022
April 19, 2022
May 18, 2022

April 14, 2022
May 16, 2022
June 15, 2022

$
$
$

 0.10
 0.10
 0.10

After paying distributions of $1.25 per share deemed paid for tax purposes in 2021, declaring on October 22, 2021 a
distribution of $0.10 per share payable January 14, 2022, and taxable earnings of $1.48 per share in 2021, the Company’s
undistributed  spillover  income  as  of  December  31,  2021  was  $0.51  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.

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Note 12.         Subsequent events

On January 7, 2022, we funded a $1.3 million debt investment to an existing portfolio company, Unagi Inc.

On January 21, 2022, we funded a $7.5 million debt investment to a new portfolio company, Cognoa, Inc.

On  January  26,  2022,  we  funded  a  $5.0  million  debt  investment  to  an  existing  portfolio  company,  Castle  Creek

Biosciences, Inc.

On January 28, 2022, we funded a $1.0 million debt investment to an existing portfolio company, Alula Holdings, Inc.

On February 1, 2022, we funded a $2.5 million debt investment to an existing portfolio company, Dropoff, Inc.

On February 7, 2022, we funded a $5.0 million debt investment to an existing portfolio company, Canary Medical Inc.

On February 10, 2022, we funded a $7.5 million debt investment to a new portfolio company, Lemongrass Holdings,

Inc.

On February 11, 2022, Quip NYC Inc. prepaid its outstanding principal balance of $10.0 million on its venture loan,

plus interest, end-of-term payment and prepayment fee. The Company continues to hold warrants in Quip NYC Inc.

On February 23, 2022, we funded a $2.5 million debt investment to an existing portfolio company, NextCar Holding

Company, Inc.

On February 24, 2022, LiquiGlide, Inc. prepaid its outstanding principal balance of $2.0 million on its venture loan,

plus interest, end-of-term payment and prepayment fee. The Company continues to hold warrants in Liquiglide, Inc.

On February 25, 2022, the Company amended its NYL Facility, increasing the commitment by $100 million to enable
its  wholly-owned  subsidiary  to  issue  up  to  $200  million  of  secured  notes.    The  amendment  to  the  facility  extends  the
investment  period  to  June  2023  and  the  maturity  date  to  June  2028.  In  addition,  the  amendment,  among  other  things,
reduces the applicable margin used to calculate the credit facility’s interest rate on the Company’s borrowings above $100
million. Such borrowings will be priced at the three-year USD mid-market swap rate plus 3.00%.

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Note 13.         Financial highlights

The following table shows financial highlights for the Company:

2021

Year ended December 31, 
2019
(In thousands, except share and per share data)

2018

2020

Per share data:
Net asset value at beginning of period
Net investment income
Realized (loss) gain
Unrealized appreciation (depreciation) on investments
Net increase in net assets resulting from operations
Distributions declared (1)

From net investment income
From net realized gain on investments
Return of capital

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 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 value (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

  $

$
$
$

$
$
$

$

 11.02
 1.41
 (0.18)
 0.16
 1.39
 (1.25)
 (1.25)
 —
 —
 0.40
$
 11.56
$
 13.24
 15.92
$
 29.7 %  

$

 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 %  

2017

 12.09
 1.07
 (1.84)
 1.60
 0.83
 (1.20)
 (1.20)
 —
 —
 —
 11.72
 10.53
 11.22
 17.9 %

 21,217,460

   19,286,356

   15,563,290

   11,535,129

   11,520,406

 10.5 %  
 3.1 %  
 13.6 %  
 12.2 %

 10.0 %  
 2.6 %  
 12.6 %  
 10.4 %

 10.8 %  
 3.2 %  
 14.0 %  
 12.8 %

 10.4 %  
 2.4 %  
 12.8 %  
 10.3 %

 10.5 %  
 3.1 %  
 13.6 %  
 12.2 %  
$
 245,335
$
 231,215
 11.27
$
 45.4 %(5) 

 10.0 %  
 2.6 %  
 12.6 %  
 10.4 %  
$
 212,597
$
 199,302
 9.97
$
 38.7 %(5) 

 10.8 %  
 4.4 %  
 15.2 %  
 11.6 %  
$
 184,055
$
 160,008
 10.05
$
 82.0 %(6) 

 10.4 %  
 3.3 %  
 13.7 %  
 9.4 %  
$
 134,257
$
 134,364
 8.62
$
 50.4 %(6) 

 8.6 %
 1.2 %
 9.8 %
 9.0 %

 8.6 %
 1.3 %
 9.9 %
 8.9 %

 135,075
 137,293
 6.60
 79.4 %(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. The issuance of common stock on a per share basis reflects the incremental net asset
value changes as a result of the issuance of common stock in the Company’s continuous public offering and pursuant
to  the  Company’s  distribution  reinvestment  plan.  The  issuance  of  common  stock  at  an  offering  price,  net  of  sales
commissions and dealer manager fees, that is greater than the net asset value per share results in an increase in net
asset value per share.

(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.

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Note 14.         Summarized financial information for HSLFI

Horizon Secured Loan Fund I

Statements of Operations
(Dollars in thousands)

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

For the period
January 1, 2020
through
April 21
2020

For the year
 ended 
December 31
2019

$

$

$

 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

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,  2021,  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.

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(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

Item 9C.         Disclosure Regarding Foreign Jurisdictions that Prevent Inspections

Not applicable.

PART III

We  will  file  a  definitive  Proxy  Statement  for  our  2022  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  2022  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 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  2022  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  2022  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  2022  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

(a)(1) Financial statements

PART IV

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Table of Contents

(1) Financial statements — Refer to Item 8 starting on page 85.

(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

4.6

4.7*

10.1

10.2

10.3

10.4

10.5

10.6

10.7

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% Notes due 2022 (included as part of Exhibit 4.3)

Third  Supplemental  Indenture,  dated  as  of  September  29,  2017,  between  the  Company  and  U.S.  Bank
National Association (Incorporated by reference to Exhibit 4.2 of the Company’s Current Report on Form
8-K, filed on March 30, 2021)

Form of 4.875% Notes due 2026 (included as part of Exhibit 4.5)

Description of Securities

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)

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)

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

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Exhibit No.     

Description
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)

10.8

10.9

10.10

10.11

10.12

10.13

10.14

10.15

10.16

10.17

10.18

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)

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).

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Exhibit No.     
10.19

Description
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).

10.20

10.21

10.22

10.23

10.24

10.25

10.26

10.27

10.28

10.29

10.30

10.31

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).

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)

Underwriting Agreement, dated as of March 23, 2021, by and among the Company, Horizon Technology
Finance  Management  LLC,  and  Keefe,  Bruyette  &  Woods,  Inc.,  as  representative  of  the  several
underwriters named therein (Incorporated by reference to Exhibit 1.1 of the Company’s Current Report on
Form 8-K, filed on March 25, 2021)

Second Amended and Restated Loan and Security Agreement, dated as of June 22, 2021, among Horizon
Credit II LLC, as borrower, the Lenders party thereto, and KeyBank National Association, as arranger and

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Exhibit No.     

Description
agent (Incorporated by reference to Exhibit 1.1 of the Company’s Current Report on Form 8-K, filed on
June 23, 2021)

10.32

10.33

10.34

10.35

14.1

21*

23*

24

31.1*

31.2*

32.1*

32.2*

99.1

Second Amended and Restated Sale and Servicing Agreement, dated as of June 22, 2021, 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  KeyBank  National  Association,  as  the
agent (Incorporated by reference to Exhibit 1.2 of the Company’s Current Report on Form 8-K, filed on
June 23, 2021)

Amendment No. 3 to Sale and Servicing Agreement, dated as of February 25, 2022, 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  Trust  Company,  National  Association
(Incorporated  by  reference  to  Exhibit  10.2  of  the  Company’s  Current  Report  on  Form  8-K,  filed  on
February 28, 2022).

Second Amended and Restated Note Funding Agreement, dated as of February 25, 2022, between Horizon
Funding  I,  LLC,  the  issuer,  and  the  Initial  Purchasers  (as  defined  therein)  (Incorporated  by  reference  to
Exhibit 10.3 of the Company’s Current Report on Form 8-K, filed on February 28, 2022).

Second Supplemental Indenture, dated as of February 25, 2022, by and between Horizon Funding I, LLC,
the issuer, and U.S. Bank Trust Company, National Association (Incorporated by reference to Exhibit 10.5
of the Company’s Current Report on Form 8-K, filed on February 28, 2022).

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

Consent of Independent Registered Public Accounting Firm

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

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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 1, 2022

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

136

Date

March 1, 2022

March 1, 2022

March 1, 2022

March 1, 2022

March 1, 2022

March 1, 2022

March 1, 2022

    
    
DESCRIPTION OF THE REGISTRANT’S SECURITIES
REGISTERED PURSUANT TO SECTION 12 OF THE SECURITIES
EXCHANGE ACT OF 1934

EXHIBIT 4.7

As of December 31, 2021, Horizon Technology Finance Corporation had the following two classes of securities
registered under Section 12 of the Securities Exchange Act of 1934, as amended (the “Exchange Act”): (i) its common
stock, $0.001 par value per share (“common stock”), and (ii) its 4.875% Notes due 2026.

DESCRIPTION OF COMMON STOCK

The following is a description of some of the terms of our common stock, our amended and restated certificate of
incorporation  (the  “certificate  of  incorporation”),  our  amended  and  restated  bylaws  (the  “bylaws”)  and  certain
provisions of the Delaware General Corporation Law (the “DGCL”). The following description is not complete and is
subject to, and qualified in its entirety by reference to, our charter and bylaws, each of which is filed or incorporated
by reference as an exhibit to our Annual Report on Form 10-K of which this Exhibit is a part, and the DGCL. You
should  read  our  charter  and  bylaws  and  the  applicable  provisions  of  the  DGCL  for  a  complete  statement  of  the
provisions  described  under  this  caption  “Description  of  Common  Stock”  and  for  other  provisions  that  may  be
important to you.

Under the terms of our certificate of incorporation, our authorized common stock consists solely of 100,000,000
shares, par value $0.001 per share. Our common stock is traded on Nasdaq under the symbol “HRZN”. There are no
outstanding  options  or  warrants  to  purchase  our  stock.  No  stock  has  been  authorized  for  issuance  under  any  equity
compensation plans. Under the DGCL, our stockholders generally are not personally liable for our debts or obligations.

Under  the  terms  of  our  certificate  of  incorporation,  all  shares  of  our  common  stock  have  equal  rights  as  to
earnings, assets, distributions and voting. When they are issued, shares of our common stock will be duly authorized,
validly issued, fully paid and non-assessable. Distributions may be paid to the holders of our common stock if, as and
when  declared  by  our  Board  out  of  assets  legally  available  therefor,  subject  to  any  preferential  dividend  rights  of
outstanding  preferred  stock.  Holders  of  common  stock  are  entitled  to  one  vote  for  each  share  held  on  all  matters
submitted  to  a  vote  of  stockholders,  including  the  election  of  directors,  and  do  not  have  cumulative  voting  rights.
Accordingly, holders of a majority of the shares of common stock entitled to vote in any election of directors may elect
all of the directors standing for election. Upon our liquidation, dissolution or winding up, the holders of common stock
are entitled to receive ratably our net assets available after the payment of all debts and other liabilities and subject to
the  prior  rights  of  any  outstanding  preferred  stock.  Holders  of  common  stock  have  no  preemptive,  subscription,
redemption or conversion rights. The rights, preferences and privileges of holders of common stock are subject to the
rights  of  the  holders  of  any  series  of  preferred  stock  which  we  may  designate  and  issue  in  the  future.  In  addition,
holders of our common stock may participate in our DRIP.

Anti-takeover  effects  of  provisions  of  our  certificate  of  incorporation,  bylaws,  the  DGCL  and  other
arrangements.

Certain provisions of our certificate of incorporation and bylaws, applicable provisions of the DGCL and certain
other  agreements  to  which  we  are  a  party  may  make  it  more  difficult  for  or  prevent  an  unsolicited  third  party  from
acquiring  control  of  us  or  changing  our  Board  and  management.  These  provisions  may  have  the  effect  of  deterring
hostile takeovers or delaying changes in our control or in our management. These provisions are intended to enhance
the  likelihood  of  continued  stability  in  the  composition  of  our  Board  and  in  the  policies  furnished  by  them  and  to
discourage certain types of transactions that may involve an actual or threatened change in our control. The provisions
also are intended to discourage certain tactics that may be used in proxy fights. These provisions, however, could have
the effect of discouraging others from making tender offers for our shares and, as a consequence, they also may inhibit
fluctuations in the market price of our shares that could result from actual or rumored takeover attempts.

Election of directors. Our certificate of incorporation and bylaws provide that the affirmative vote of a plurality
of  all  votes  cast  at  a  meeting  of  stockholders  duly  called  at  which  a  quorum  is  present  shall  be  sufficient  to  elect  a
director.  Under  our  certificate  of  incorporation,  our  Board  may  amend  the  bylaws  to  alter  the  vote  required  to  elect
directors.

Classified  board  of  directors.  The  classification  of  our  Board  and  the  limitations  on  removal  of  directors  and
filling of vacancies could have the effect of making it more difficult for a third party to acquire us, or of discouraging a
third  party  from  acquiring  us.  Our  Board  is  divided  into  three  classes,  with  the  term  of  one  class  expiring  at  each
annual  meeting  of  stockholders.  At  each  annual  meeting,  one  class  of  directors  is  elected  to  a  three-year  term.  This
provision could delay for up to two years the replacement of a majority of our Board.

Number  of  directors;  vacancies;  removal.  Our  certificate  of  incorporation  provides  that,  by  amendment  to  our
bylaws, our Board is authorized to change the number of directors without the consent of stockholders to any number
between three and nine.

Our certificate of incorporation provides that, subject to the rights of any holders of preferred stock, any vacancy
on  our  Board,  however  the  vacancy  occurs,  including  a  vacancy  due  to  an  enlargement  of  our  Board,  may  only  be
filled by vote of a majority of the directors then in office.

Subject to the rights of any holders of preferred stock, a director may be removed at any time at a meeting called
for that purpose, but only for cause and only by the affirmative vote of the holders of at least 75% of the shares then
entitled to vote for the election of the respective director.

The  limitations  on  the  ability  of  our  stockholders  to  remove  directors  and  fill  vacancies  could  make  it  more

difficult for a third party to acquire, or discourage a third party from seeking to acquire, control of us.

Action by stockholders. Under our certificate of incorporation and bylaws, stockholder action can only be taken
at an annual meeting or special meeting and not by written action in lieu of a meeting. This may have the effect of
delaying consideration of a stockholder proposal until the next annual meeting.

Advance notice requirements for stockholder proposals and director nominations. Our bylaws provide that with
respect  to  an  annual  meeting  of  stockholders,  nominations  of  persons  for  election  to  our  Board  and  the  proposal  of
business to be considered by stockholders may be made only (1) by or at the direction of our Board, (2) pursuant to our
notice of meeting or (3) by a stockholder who is entitled to vote at the meeting and who has complied with the advance
notice procedures of the bylaws. Nominations of persons for election to our Board at a special meeting may be made
only (1) by or at the direction of our Board, or (2) provided that our Board has determined that directors will be elected
at the meeting, by a stockholder who is entitled to vote at the meeting and who has complied with the advance notice
provisions of the bylaws. The purpose of requiring stockholders to give us advance notice of nominations and other
business is to afford our Board a meaningful opportunity to consider the qualifications of the proposed nominees and
the  advisability  of  any  other  proposed  business  and,  to  the  extent  deemed  necessary  or  desirable  by  our  Board,  to
inform  our  stockholders  and  make  recommendations  about  such  qualifications  or  business,  as  well  as  to  provide  a
more  orderly  procedure  for  conducting  meetings  of  stockholders.  Although  our  bylaws  do  not  give  our  Board  any
power to disapprove stockholder nominations for the election of directors or proposals recommending certain action,
they  may  have  the  effect  of  precluding  a  contest  for  the  election  of  directors  or  the  consideration  of  stockholder
proposals  if  proper  procedures  are  not  followed  and  of  discouraging  or  deterring  a  third  party  from  conducting  a
solicitation  of  proxies  to  elect  its  own  slate  of  directors  or  to  approve  its  own  proposal  without  regard  to  whether
consideration of such nominees or proposals might be harmful or beneficial to us and our stockholders.

Amendments to certificate of incorporation and bylaws. The DGCL provides generally that the affirmative vote
of  a  majority  of  the  shares  entitled  to  vote  on  any  matter  is  required  to  amend  a  corporation’s  certificate  of
incorporation or bylaws, unless a corporation’s certificate of incorporation or bylaws requires a greater percentage. Our
certificate  of  incorporation  provides  that  the  affirmative  vote  of  75%  of  the  then  outstanding  shares  entitled  to  vote
generally in the election of directors voting together as a single class is required to amend provisions of our certificate
of  incorporation  relating  to  the  classification,  size  and  vacancies  of  our  Board,  as  well  as  the  removal  of  directors.
However,  if  66  2/3%  of  the  continuing  directors  have  approved  such  amendment  or  repeal,  the  affirmative  vote  for
such  amendment  or  repeal  shall  be  a  majority  of  such  shares.  The  affirmative  vote  of  75%  of  the  then  outstanding
shares voting together as a single class is required to amend provisions of our certificate of incorporation relating to the
calling  of  a  special  meeting  of  stockholders  or  the  ability  to  amend  or  repeal  the  bylaws.  Our  certificate  of
incorporation permits our Board to amend or repeal our bylaws, provided that any amendment or repeal shall require

the approval of at least 66 2/3% of the continuing directors. The stockholders do not have the right to adopt or repeal
the bylaws.

Stockholder meetings. Our certificate of incorporation and bylaws provide that any action required or permitted
to be taken by stockholders at an annual meeting may only be taken if it is properly brought before such meeting. For
business to be properly brought before an annual meeting by a stockholder, the stockholder must provide timely notice
to our Secretary. Notice is timely if it is delivered by a nationally recognized courier service or mailed by first class
United States mail and received not earlier than 90 days nor more than 120 days in advance of the anniversary of the
date our proxy statement was released to stockholders in connection with the previous year’s annual meeting. Action
taken at a special meeting of stockholders is limited to the purposes stated in the properly provided notice of meeting.
These provisions could have the effect of delaying until the next stockholder meeting actions that are favored by the
holders of a majority of our outstanding voting securities.

Calling  of  special  meetings  by  stockholders.  Our  certificate  of  incorporation  and  bylaws  provide  that  special

meetings of the stockholders may only be called by our Board, Chairman, Chief Executive Officer or President.

Section  203  of  the  DGCL.  We  are  subject  to  the  provisions  of  Section  203  of  the  DGCL.  In  general,  these
provisions prohibit a Delaware corporation from engaging in any business combination with any interested stockholder
for a period of three years following the date that the stockholder became an interested stockholder, unless:

●

●

●

prior  to  such  time,  the  board  of  directors  approved  either  the  business  combination  or  the  transaction
which resulted in the stockholder becoming an interested stockholder;
upon  consummation  of  the  transaction  that  resulted  in  the  stockholder  becoming  an  interested
stockholder,  the  interested  stockholder  owned  at  least  85%  of  the  voting  stock  of  the  corporation
outstanding at the time the transaction commenced; or
on or after the date the business combination is approved by the board of directors and authorized at a
meeting of stockholders, by at least two-thirds of the outstanding voting stock that is not owned by the
interested stockholder.

Section 203 defines “business combination” to include the following:

●

●

●

●

●

any merger or consolidation involving the corporation and the interested stockholder;
any sale, transfer, pledge or other disposition (in one transaction or a series of transactions) of 10% or
more of either the aggregate market value of all the assets of the corporation or the aggregate market
value of all the outstanding stock of the corporation involving the interested stockholder;
subject to certain exceptions, any transaction that results in the issuance or transfer by the corporation of
any stock of the corporation to the interested stockholder;
any transaction involving the corporation that has the effect of increasing the proportionate share of the
stock of any class or series of the corporation owned by the interested stockholder; or
the  receipt  by  the  interested  stockholder  of  the  benefit  of  any  loans,  advances,  guarantees,  pledges  or
other financial benefits provided by or through the corporation.

In  general,  Section  203  defines  an  interested  stockholder  as  any  entity  or  person  beneficially  owning  15%  or
more  of  the  outstanding  voting  stock  of  the  corporation  and  any  entity  or  person  affiliated  with  or  controlling  or
controlled by any of these entities or persons.

The statute could prohibit or delay mergers or other takeover or change in control attempts and, accordingly, may

discourage attempts to acquire us.

Conflict  with  1940  Act.  Our  bylaws  provide  that,  if  and  to  the  extent  that  any  provision  of  the  DGCL  or  our

bylaws conflict with any provision of the 1940 Act, the applicable provision of the 1940 Act will control.

Approval of certain transactions. To convert us to an open-end investment company, to merge or consolidate us
with any entity in a transaction as a result of which the governing documents of the surviving entity do not contain
substantially the same anti-takeover provisions as are provided in our certificate of incorporation, to liquidate and

dissolve us, or to amend any of the anti-takeover provisions discussed herein, our certificate of incorporation requires
the affirmative vote of a majority of our continuing directors followed by the favorable vote of the holders of at least
75% of each affected class or series of our shares, voting separately as a class or series, unless such amendment has
been approved by the holders of at least 80% of the then outstanding shares of our capital stock, voting together as a
single class. If approved in the foregoing manner, our conversion to an open-end investment company could not occur
until 90 days after the stockholders meeting at which such conversion was approved and would also require at least 30
days’  prior  notice  to  all  stockholders.  As  part  of  any  such  conversion  to  an  open-end  investment  company,
substantially all of our investment policies and strategies and portfolio would have to be modified to assure the degree
of  portfolio  liquidity  required  for  open-end  investment  companies.  In  the  event  of  conversion,  the  common  shares
would  cease  to  be  listed  on  any  national  securities  exchange  or  market  system.  Stockholders  of  an  open-end
investment company may require the company to redeem their shares at any time, except in certain circumstances as
authorized by or under the 1940 Act, at their net asset value, less such redemption charge, if any, as might be in effect
at the time of a redemption. You should assume that it is not likely that our Board would vote to convert us to an open-
end fund.

The  1940  Act  defines  “a  majority  of  the  outstanding  voting  securities”  as  the  lesser  of  a  majority  of  the
outstanding shares and 67% of a quorum of a majority of the outstanding shares. For the purposes of calculating “a
majority of the outstanding voting securities” under our certificate of incorporation, each class and series of our shares
vote together as a single class, except to the extent required by the 1940 Act or our certificate of incorporation, with
respect to any class or series of shares. If a separate class vote is required, the applicable proportion of shares of the
class or series, voting as a separate class or series, also will be required.

Our  Board  has  determined  that  provisions  with  respect  to  our  Board  and  the  stockholder  voting  requirements
described above, which voting requirements are greater than the minimum requirements under the DGCL or the 1940
Act, are in the best interest of stockholders generally.

Limitations of liability and indemnification

The indemnification of our officers and directors is governed by Section 145 of the DGCL, and our certificate of
incorporation  and  bylaws.  Subsection  (a)  of  Section  145  of  the  DGCL  empowers  a  corporation  to  indemnify  any
person who was or is a party or is threatened to be made a party to any threatened, pending or completed action, suit or
proceeding,  whether  civil,  criminal,  administrative  or  investigative  (other  than  an  action  by  or  in  the  right  of  the
corporation) by reason of the fact that the person is or was a director, officer, employee or agent of the corporation, or
is  or  was  serving  at  the  request  of  the  corporation  as  a  director,  officer,  employee  or  agent  of  another  corporation,
partnership, joint venture, trust or other enterprise, against expenses (including attorneys’ fees), judgments, fines and
amounts  paid  in  settlement  actually  and  reasonably  incurred  by  the  person  in  connection  with  such  action,  suit  or
proceeding  if  (1)  such  person  acted  in  good  faith,  (2)  in  a  manner  such  person  reasonably  believed  to  be  in  or  not
opposed to the best interests of the corporation and (3) with respect to any criminal action or proceeding, such person
had no reasonable cause to believe the person’s conduct was unlawful.

Subsection (b) of Section 145 of the DGCL empowers a corporation to indemnify any person who was or is a
party or is threatened to be made a party to any threatened, pending or completed action or suit by or in the right of the
corporation  to  procure  a  judgment  in  its  favor  by  reason  of  the  fact  that  the  person  is  or  was  a  director,  officer,
employee  or  agent  of  the  corporation,  or  is  or  was  serving  at  the  request  of  the  corporation  as  a  director,  officer,
employee  or  agent  of  another  corporation,  partnership,  joint  venture,  trust  or  other  enterprise  against  expenses
(including  attorneys’  fees)  actually  and  reasonably  incurred  by  such  person  in  connection  with  the  defense  or
settlement of such action or suit if such person acted in good faith and in a manner the person reasonably believed to
be  in,  or  not  opposed  to,  the  best  interests  of  the  corporation,  and  except  that  no  indemnification  may  be  made  in
respect of any claim, issue or matter as to which such person has been adjudged to be liable to the corporation unless
and  only  to  the  extent  that  the  Delaware  Court  of  Chancery  or  the  court  in  which  such  action  or  suit  was  brought
determines upon application that, despite the adjudication of liability but in view of all the circumstances of the case,
such person is fairly and reasonably entitled to indemnity for such expenses which the Delaware Court of Chancery or
such other court deems proper.

Section  145  of  the  DGCL  further  provides  that  to  the  extent  that  a  present  or  former  director  or  officer  is
successful, on the merits or otherwise, in the defense of any action, suit or proceeding referred to in subsections (a) and
(b) of Section 145 of the DGCL, or in defense of any claim, issue or matter therein, such person will be indemnified

against expenses (including attorneys’ fees) actually and reasonably incurred by such person in connection with such
action, suit or proceeding. In all cases in which indemnification is permitted under subsections (a) and (b) of Section
145 of the DGCL (unless ordered by a court), it will be made by the corporation only as authorized in the specific case
upon a determination that indemnification of the present or former director, officer, employee or agent is proper in the
circumstances  because  the  applicable  standard  of  conduct  has  been  met  by  the  party  to  be  indemnified.  Such
determination must be made, with respect to a person who is a director or officer at the time of such determination, (1)
by  a  majority  vote  of  the  directors  who  are  not  parties  to  such  action,  suit  or  proceeding,  even  though  less  than  a
quorum, (2) by a committee of such directors designated by majority vote of such directors, even though less than a
quorum,  (3)  if  there  are  no  such  directors,  or  if  such  directors  so  direct,  by  independent  legal  counsel  in  a  written
opinion  or  (4)  by  the  stockholders.  The  statute  authorizes  the  corporation  to  pay  expenses  incurred  by  an  officer  or
director in advance of the final disposition of a proceeding upon receipt of an undertaking by or on behalf of the person
to whom the advance will be made, to repay the advances if it is ultimately determined that he or she was not entitled
to  indemnification.  Section  145  of  the  DGCL  also  provides  that  indemnification  and  advancement  of  expenses
permitted  under  such  Section  are  not  to  be  exclusive  of  any  other  rights  to  which  those  seeking  indemnification  or
advancement of expenses may be entitled under any bylaw, agreement, vote of stockholders or disinterested directors,
or otherwise. Section 145 of the DGCL also authorizes the corporation to purchase and maintain liability insurance on
behalf of its directors, officers, employees and agents regardless of whether the corporation would have the statutory
power to indemnify such persons against the liabilities insured.

Our  certificate  of  incorporation  provides  that  our  directors  will  not  be  liable  to  us  or  our  stockholders  for
monetary  damages  for  breach  of  fiduciary  duty  as  a  director  to  the  fullest  extent  permitted  by  the  DGCL.  Section
102(b)(7) of the DGCL provides that the personal liability of a director to a corporation or its stockholders for breach
of fiduciary duty as a director may be eliminated except for liability (1) for any breach of the director’s duty of loyalty
to  the  corporation  or  its  stockholders,  (2)  for  acts  or  omissions  not  in  good  faith  or  which  involve  intentional
misconduct  or  a  knowing  violation  of  law,  (3)  under  Section  174  of  the  DGCL,  relating  to  unlawful  payment  of
distributions  or  unlawful  stock  purchases  or  redemption  of  stock  or  (4)  for  any  transaction  from  which  the  director
derives an improper personal benefit.

Under our certificate of incorporation, we fully indemnify any person who was or is involved in any actual or
threatened action, suit or proceeding by reason of the fact that such person is or was one of our directors or officers. So
long  as  we  are  regulated  under  the  1940  Act,  the  above  indemnification  and  limitation  of  liability  is  limited  by  the
1940 Act or by any valid rule, regulation or order of the SEC thereunder. The 1940 Act provides, among other things,
that a company may not indemnify any director or officer against liability to it or its security holders to which he or
she  might  otherwise  be  subject  by  reason  of  his  or  her  willful  misfeasance,  bad  faith,  gross  negligence  or  reckless
disregard of the duties involved in the conduct of his or her office unless a determination is made by final decision of a
court, by vote of a majority of a quorum of directors who are disinterested, non-party directors or by independent legal
counsel that the liability for which indemnification is sought did not arise out of the foregoing conduct.

We  have  obtained  liability  insurance  for  our  directors  and  officers.  In  addition,  we  have  entered  into
indemnification agreements with each of our directors and officers in order to effect the foregoing except to the extent
that such indemnification would exceed the limitations on indemnification under Section 17(h) of the 1940 Act.

DESCRIPTION OF NOTES

Our 4.875% Notes due 2026 (the “notes”) were issued under an indenture dated as of March 23, 2012 (the “base
indenture”),  as  amended  and  supplemented  by  a  third  supplemental  indenture  dated  as  of  March  30,  2021  (the
“supplemental  indenture;”  the  base  indenture,  as  amended  and  supplemented  by  the  supplemental  indenture,  is
hereinafter called the “indenture”), each between us and U.S. Bank National Association, as trustee.

We may issue our debt securities under the indenture from time to time in one or more series. The notes are a
separate  series  of  our  debt  securities  issued  and  outstanding  under  the  indenture,  which  means  that,  for  purposes  of
giving any consent, notice or waiver or taking any other action under the indenture, the registered holders of the notes
will act separately from the registered holders of each other series of our debt securities that may be outstanding under
the  indenture  from  time  to  time.  Unless  otherwise  expressly  stated  or  the  context  otherwise  requires,  references  to
“debt  securities”  under  this  caption  “Description  of  Notes”  and  the  caption  “Description  of  Indenture”  below  shall
include the notes.

The description of some of the terms of the notes and the indenture contained under this caption “Description of
Notes” are not complete and are subject to, and qualified in their entirety by reference to, the indenture and the form of
the notes, which are incorporated by reference as exhibits to the Annual Report on Form 10-K of which this Exhibit is
a part. You should read the indenture and the form of the notes for a complete statement of the provisions described
under this caption “Description of Notes” and other provisions that may be important to you.

General

The Notes:

● were issued in an initial principal amount of $57,500,000;
● will mature on March 30, 2026, unless redeemed prior to maturity;
● were issued in denominations of $25 and integral multiples of $25 in excess thereof;
●

are redeemable in whole or in part at any time or from time to time on and after March 30, 2023, at a
redemption price of $25 per Note plus accrued and unpaid interest payments otherwise payable for the
then-current  quarterly  interest  period  accrued  to  the  date  fixed  for  redemption  as  described  under  “—
Redemption and Repayment” below;
are listed on NYSE under the symbol “HTFB”.

●

The Notes are our direct unsecured obligations and rank:

●

●

●

●

pari passu with current and future unsecured unsubordinated indebtedness;
senior to any of our future indebtedness that expressly provides it is subordinated to the Notes;
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
structurally  subordinated  to  all  existing  and  future  indebtedness  and  other  obligations  of  any  of  our
subsidiaries, financing vehicles or similar facilities.

Our subsidiaries are separate and distinct legal entities and have no obligation, contingent or otherwise, to pay
any amounts due on the Notes or to make any funds available for payment on the Notes, whether by dividends, loans
or  other  payments.  In  addition,  the  payment  of  dividends  and  the  making  of  loans  and  advances  to  us  by  our
subsidiaries  may  be  subject  to  statutory,  contractual  or  other  restrictions,  may  depend  on  the  earnings  or  financial
condition of all of the foregoing and are subject to various business considerations. As a result, we may be unable to
gain significant, if any, access to the cash flow or assets of our subsidiaries.

The Indenture does not limit the amount of debt (secured and unsecured) that we and our subsidiaries may incur
or our ability to pay dividends, sell assets, enter into transactions with affiliates or make investments. In addition, the
Indenture does not contain any provisions that would necessarily protect holders of Notes if we become involved in a
highly leveraged transaction, reorganization, merger or other similar transaction that adversely affects us or them.

The  Notes  are  issuable  in  fully  registered  form  only,  without  coupons,  in  minimum  denominations  of  $25  and
integral multiples thereof. The Notes are represented by one or more global notes deposited with or on behalf of DTC,
or  a  nominee  thereof.  Except  as  otherwise  provided  in  the  Indenture,  the  Notes  are  registered  in  the  name  of  that
depositary or its nominee. We will make payments on a global security in accordance with the applicable policies of
the depositary as in effect from time to time. Under those policies, we will make payments directly to the depositary, or
its nominee, and not to any indirect holders who own beneficial interests in the global security. An indirect holder’s
right to those payments will be governed by the rules and practices of the depositary and its participants.

We are permitted, under specified conditions, to issue multiple classes of indebtedness 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
indebtedness  and  senior  securities  remain  outstanding,  we  must  make  provisions  to  prohibit  the  distribution  to  our
stockholders or the repurchase of such securities or shares unless we meet the applicable asset coverage ratios at the
time of the distribution or repurchase. Specifically, we may be precluded from declaring dividends or repurchasing

shares of our common stock unless our asset coverage is at least 150%. We may also borrow amounts up to 5% of the
value of our total assets for temporary or emergency purposes without regard to asset coverage.

Interest Provisions Related to the Notes

Interest on the Notes accrues at the rate of 4.875% per annum and is payable quarterly on each March 30, June
30, September 30, and December 30. The interest periods will be the periods from and including an interest payment
date  to,  but  excluding,  the  next  interest  payment  date  or  the  stated  maturity  date,  as  the  case  may  be.  We  will  pay
interest to those persons who were holders of record of such Notes on the first day of the month during which each
interest payment date occurs: each March 30, June 30, September 30, and December 30, which commenced June 30,
2021.

Interest on the Notes accrues from the date of original issuance and is computed on the basis of a 360-day year

comprised of twelve 30-day months. The notes are not entitled to the benefit of any sinking fund.

Interest  payments  are  made  only  on  a  business  day,  defined  in  the  Indenture  as  each  Monday,  Tuesday,
Wednesday, Thursday and Friday that is not a day on which banking institutions in New York City and Chicago are
authorized or required by law or executive order to close. If any interest payment is due on a non-business day, we will
make the payment on the next day that is a business day. Payments made on the next business day in this situation will
be treated under the Indenture as if they were made on the original due date. Such payment will not result in a default
under the Notes or the Indenture, and no interest will accrue on the payment amount from the original due date to the
next day that is a business day.

Redemption and Repayment

The Notes may be redeemed in whole or in part at any time or from time to time at our option on or after March
30,  2023,  upon  not  less  than  30  days  nor  more  than  60  days  written  notice  by  mail  prior  to  the  date  fixed  for
redemption  thereof,  at  a  redemption  price  of  $25  per  Note  plus  accrued  and  unpaid  interest  payments  otherwise
payable for the then-current quarterly interest period accrued to the date fixed for redemption.

Holders  may  be  prevented  from  exchanging  or  transferring  the  Notes  when  they  are  subject  to  redemption.  In
case any Notes are to be redeemed in part only, the redemption notice will provide that, upon surrender of such Note, a
holder  will  receive,  without  a  charge,  a  new  Note  or  Notes  of  authorized  denominations  representing  the  principal
amount of a holder’s remaining unredeemed Notes.

Any  exercise  of  our  option  to  redeem  the  Notes  will  be  done  in  compliance  with  the  1940  Act,  to  the  extent

applicable.

If we redeem only a portion of the Notes, the Trustee will determine the method for selection of the particular
Notes to be redeemed in compliance with the requirements of the NYSE (or such other principal national securities
exchange on which the Notes are then listed), or, if the Notes are not then listed on any national securities exchange,
on a pro rata basis, by lot, or by such method as the trustee deems fair and appropriate, in accordance with the 1940
Act  to  the  extent  applicable  and  in  accordance  with  any  applicable  depositary  procedures.  Unless  we  default  in
payment of the redemption price, on and after the date of redemption, interest will cease to accrue on the Notes called
for redemption.

Holders do not have the option to have the Notes repaid prior to the stated maturity date.

Trading Characteristics

We expect the Notes to trade at a price that takes into account the value, if any, of accrued and unpaid interest.
This means that purchasers will not pay, and sellers will not receive, accrued and unpaid interest on the Notes that is
not included in their trading price. Any portion of the trading price of a Note that is attributable to accrued and unpaid
interest will be treated as a payment of interest for U.S. federal income tax purposes and will not be treated as part of
the amount realized for purposes of determining gain or loss on the disposition of the Notes.

Certain Covenants

In  addition  to  standard  covenants  relating  to  payment  of  principal  and  interest,  maintaining  an  office  where
payments  may  be  made  or  securities  surrendered  for  payment,  payment  of  taxes  and  related  matters,  the  following
covenants apply to the Notes.

Reporting

We have agreed to provide to holders of the Notes and the trustee (if at any time when Notes are outstanding we
are not subject to the reporting requirements of Sections 13 or 15(d) of the Exchange Act to file any periodic reports
with  the  SEC),  our  audited  annual  consolidated  financial  statements,  within  90  days  of  our  fiscal  year  end,  and
unaudited  interim  consolidated  financial  statements,  within  45  days  of  our  fiscal  quarter  end  (other  than  our  fourth
fiscal quarter). All such financial statements will be prepared, in all material respects, in accordance with applicable
United States generally accepted accounting principles.

1940 Act Compliance

We have agreed that, for the period of time during which the Notes are outstanding, we will not violate Section

18(a)(1)(A) as modified by Section 61(a)(1) of the 1940 Act or any successor provisions.

We have agreed that, for the period of time during which the Notes are outstanding, we will not violate Section
18(a)(1)(B)  as  modified  by  (i)  Section  61(a)(1)  of  the  1940  Act,  the  definitional  provisions  of  the  1940  Act  or  any
successor provisions and after giving effect to any exemptive relief granted to us by the SEC and (ii) the two other
exceptions set forth below. These statutory provisions of the 1940 Act are not currently applicable to us and will not be
applicable  to  us  as  a  result  of  this  offering.  However,  if  Section  18(a)(1)(B)  as  modified  by  Section  61(a)(1)  of  the
1940 Act were currently applicable to us in connection with this offering, these provisions would generally prohibit us
from declaring any cash dividend or distribution upon any class of our capital stock, or purchasing any such capital
stock if our asset coverage, as defined for purposes of Section 18(a)(1)(B) in the 1940 Act, were below 200% at the
time of the declaration of the dividend or distribution or purchase and after deducting the amount of such dividend,
distribution,  or  purchase.  Under  the  covenant,  we  will  be  permitted  to  declare  a  cash  dividend  or  distribution
notwithstanding the prohibition contained in Section 18(a)(1)(B) as modified by Section 61(a)(1) of the 1940 Act, but
only  up  to  such  amount  as  is  necessary  for  us  to  maintain  our  status  as  a  regulated  investment  company  under
Subchapter M of the Internal Revenue Code of 1986. Furthermore, the covenant will not be triggered unless and until
such  time  as  our  asset  coverage  has  not  been  in  compliance  with  the  minimum  asset  coverage  required  by  Section
18(a)(1)(B) as modified by Section 61(a)(1) of the 1940 Act (after giving effect to any exemptive relief granted to us
by the SEC) for more than six consecutive months.

Events of Default

A holder will have rights if an Event of Default occurs in respect of the Notes and is not cured, as described later

in this subsection.

The term “Event of Default” in respect of the Notes means any of the following:

● We  do  not  pay  the  principal  of,  or  any  premium  on,  the  Notes  when  due,  whether  at  maturity,  upon

redemption or otherwise.

● We do not pay interest on the Notes when due, and such default is not cured within 30 days.
● We remain in breach of a covenant in respect of the Notes for 60 days after we receive a written notice
of  default  stating  we  are  in  breach.  The  notice  must  be  sent  by  either  the  trustee,  if  such  default  is
known to a responsible officer of the trustee or a responsible officer of the trustee has received written
notice of such default, or holders of at least 25% of the principal amount of the Notes.
The  acceleration  of  our  or  our  subsidiaries’  indebtedness  for  money  borrowed  in  aggregate  principal
amount of $10 million or more so that it becomes due and payable before the date on which it would
otherwise have become due and payable, if such acceleration is not rescinded within 30 days after we

●

receive a written notice of default stating we are in breach. The notice must be sent by either the trustee
or holders of at least 25% of the principal amount of the Notes.

● We or any of our subsidiaries fail, within 30 days, to pay, bond or otherwise discharge any final, non-
appealable judgments or orders for the payment of money the total uninsured amount of which for us or
any of our subsidiaries exceeds $10 million, which are not stayed on appeal.

● We or any of our subsidiaries that is a “significant subsidiary” (as defined in Regulation S-X under the
Exchange  Act)  or  any  group  of  our  subsidiaries  that  in  the  aggregate  would  constitute  a  “significant
subsidiary” file for bankruptcy, or certain other events of bankruptcy, insolvency or reorganization occur
and  in  the  case  of  certain  orders  or  decrees  entered  against  us  under  bankruptcy  law,  such  order  or
decree remains undischarged or unstayed for a period of 60 days.

● On the last business day of each of twenty-four consecutive calendar months, we have an asset coverage

of less than 100%.

The  trustee  may  withhold  notice  to  the  holders  of  the  Notes  any  default,  except  in  the  payment  of  principal,

premium or interest, if it considers the withholding of notice to be in the best interests of the holders.

Remedies if an Event of Default Occurs

If an Event of Default, other than an Event of Default referred to in the second to last bullet point above with
respect  to  us  (but  including  an  Event  of  Default  referred  to  in  that  bullet  point  solely  with  respect  to  a  significant
subsidiary,  or  group  of  subsidiaries  that  in  the  aggregate  would  constitute  a  significant  subsidiary  of  ours),  has
occurred and has not been cured, the trustee, if such event of default is known to a responsible officer of the trustee or
a responsible officer of the trustee has received written notice of such event of default, or the holders of at least 25% in
principal amount of Notes may declare the entire principal amount of all the Notes to be due and immediately payable.
If an Event of Default referred to in the second to last bullet point above with respect to us (and not solely with respect
to a significant subsidiary, or group of subsidiaries that in the aggregate would constitute a significant subsidiary of
ours)  has  occurred,  the  entire  principal  amount  of  all  the  Notes  will  automatically  become  due  and  immediately
payable. This is called a declaration of acceleration of maturity. In certain circumstances, a declaration of acceleration
of maturity may be canceled by the holders of a majority in principal amount of the Notes.

The trustee is not required to take any action under the Indenture at the request of any holders unless the holders
offer the trustee reasonable protection from expenses and liability (called an “indemnity”) (Section 315 of the Trust
Indenture Act of 1939). If reasonable indemnity is provided, the holders of a majority in principal amount of the Notes
may  direct  the  time,  method  and  place  of  conducting  any  lawsuit  or  other  formal  legal  action  seeking  any  remedy
available  to  the  trustee.  The  trustee  may  refuse  to  follow  those  directions  in  certain  circumstances.  No  delay  or
omission in exercising any right or remedy will be treated as a waiver of that right, remedy or Event of Default.

Before a holder is allowed to bypass the trustee and bring their own lawsuit or other formal legal action or take

other steps to enforce their rights or protect their interests relating to the Notes, the following must occur:

● A holder must give the trustee written notice that an Event of Default has occurred and remains uncured.
●
The holders of at least 25% in principal amount of all outstanding Notes must make a written request
that  the  trustee  take  action  because  of  the  default  and  must  offer  reasonable  indemnity  to  the  trustee
against the cost and other liabilities of taking that action.
The trustee must not have taken action for 60 calendar days after receipt of the above notice and offer of
indemnity.
The holders of a majority in principal amount of the Notes must not have given the trustee a direction
inconsistent with the above notice during that 60 calendar day period.

●

●

However, a holder is entitled at any time to bring a lawsuit for the payment of money due on Notes on or after the

due date.

Holders of a majority in principal amount of the Notes may waive any past defaults other than:

●

the payment of principal, any premium or interest; or

●

in respect of a covenant that cannot be modified or amended without the consent of each holder.

Each  year,  we  will  furnish  to  the  trustee  a  written  statement  of  certain  of  our  officers  certifying  that  to  their

knowledge we are in compliance with the Indenture, or else specifying any default.

Merger or Consolidation

Under the terms of the Indenture, we are generally permitted to consolidate or merge with another entity. We are
also permitted to sell all or substantially all of our assets to another entity. However, we may not consolidate with or
into any other corporation or convey or transfer all or substantially all of our property or assets to any person unless all
the following conditions are met:

● Where  we  merge  out  of  existence  or  sell  our  assets,  the  resulting  entity  must  agree  to  be  legally

●

responsible for all of our obligations under the Notes and the Indenture.
Immediately after giving effect to such transaction, no Default or Event of Default shall have happened
and be continuing.

● We must deliver certain certificates and documents to the trustee.

Modification or Waiver

There are three types of changes we can make to the Indenture and the Notes.

Changes Requiring Approval of Holders

First,  there  are  changes  that  we  cannot  make  to  the  Notes  without  the  specific  approval  of  the  holders.  The

following is a list of those types of changes:

●

●

●

●

●

●

●

●

change the stated maturity of the principal of or interest on the Notes;
reduce any amounts due on the Notes;
reduce  the  amount  of  principal  payable  upon  acceleration  of  the  maturity  of  the  Notes  following  a
default;
adversely affect any right of repayment at the holder’s option;
change  the  place  (except  as  otherwise  described  in  the  accompanying  prospectus  or  prospectus
supplement) or currency of payment on the Notes;
impair a holder’s right to sue for payment;
reduce the percentage of holders of Notes whose consent is needed to modify or amend the Indenture;
reduce  the  percentage  of  holders  of  Notes  whose  consent  is  needed  to  waive  compliance  with  certain
provisions of the Indenture or to waive certain defaults;

● modify  any  other  aspect  of  the  provisions  of  the  Indenture  dealing  with  supplemental  indentures,
modification and waiver of past defaults, changes to the quorum or voting requirements or the waiver of
certain covenants; and
change any obligation we have to pay additional amounts.

●

Changes Not Requiring Approval

The  second  type  of  change  does  not  require  any  vote  by  the  holders  of  the  Notes.  This  type  is  limited  to
clarifications and certain other changes that would not adversely affect holders of the Notes in any material respect. We
also do not need any approval to make any change that affects only debt securities to be issued under the indenture
after the change takes effect.

Changes Requiring Majority Approval

Any other change to the Indenture and the Notes would require the following approval:

●

●

If  the  change  affects  only  the  Notes,  it  must  be  approved  by  the  holders  of  a  majority  in  principal
amount of the Notes outstanding at such time.
If  the  change  affects  more  than  one  series  of  debt  securities  issued  under  the  indenture,  it  must  be
approved by the holders of a majority in principal amount of all of the series affected by the change,
with all affected series voting together as one class for this purpose.

The  holders  of  a  majority  in  principal  amount  of  all  of  the  series  of  debt  securities  issued  under  an  indenture,
voting together as one class for this purpose, may waive our compliance with some of our covenants in that indenture.
However,  we  cannot  obtain  a  waiver  of  a  payment  default  or  of  any  of  the  matters  covered  by  the  bullet  points
included above under “— Changes Requiring Approval of Holders.”

Defeasance

Covenant Defeasance

Under current United States federal tax law, we can make the deposit described below and be released from some
of the restrictive covenants in the Indenture under which the Notes were issued. This is called “covenant defeasance.”
In that event, a holder would lose the protection of those restrictive covenants but would gain the protection of having
money and government securities set aside in trust to repay a holder’s Notes. In order to achieve covenant defeasance,
we must do the following:

● We must irrevocably deposit in trust for the benefit of all holders of such Notes a combination of money
and  United  States  government  or  United  States  government  agency  notes  or  bonds  that  will  generate
enough cash to make interest, principal and any other payments on the Notes on their various due dates.
No Default or Event of Default with respect to the Notes shall have occurred and be continuing on the
date  of  such  deposit,  or  in  the  case  of  a  bankruptcy  Event  of  Default,  at  any  time  during  the  period
ending on the 91st day after the date of such deposit.

● We must deliver to the trustee a legal opinion of our counsel confirming that, under current U.S. federal
income tax law, we may make the above deposit without causing holders to be taxed on the Notes any
differently than if we did not make the deposit and just repaid the Notes ourselves at maturity.

We  must  deliver  to  the  trustee  a  legal  opinion  of  our  counsel  stating  that  the  above  deposit  does  not  require
registration by us under the 1940 Act and a legal opinion and officers’ certificate stating that all conditions precedent
to covenant defeasance have been complied with.

If we accomplish covenant defeasance, a holder can still look to us for repayment of the Notes if there were a
shortfall in the trust deposit or the trustee is prevented from making payment. For example, if one of the remaining
Events of Default occurred (such as our bankruptcy) and the Notes became immediately due and payable, there might
be a shortfall. Depending on the event causing the default, a holder may not be able to obtain payment of the shortfall.

Full Defeasance

If there is a change in U.S. federal tax law, as described below, we can legally release ourselves from all payment
and other obligations on the Notes (called “full defeasance”) if we put in place the following other arrangements for a
holder to be repaid:

● We must deposit in trust for the benefit of all holders of such Notes a combination of money and United
States government or United States government agency notes or bonds that will generate enough cash to
make interest, principal and any other payments on the Notes and for payment of amounts due to the
trustee. No Default or Event of Default with respect to the Notes shall have occurred and be continuing
on  the  date  of  such  deposit,  or  in  the  case  of  a  bankruptcy  Event  of  Default,  at  any  time  during  the
period ending on the 91st day after the date of such deposit.

● We must deliver to the trustee a legal opinion confirming that there has been a change in current U.S.
federal tax law or a ruling issued by the Internal Revenue Service, or IRS, that allows us to make the
above deposit without causing holders to be taxed on the Notes any differently than if we did not make

the  deposit  and  just  repaid  the  Notes  ourselves  at  maturity.  Under  current  U.S.  federal  tax  law,  the
deposit and our legal release from the Notes would be treated as though we paid holders their share of
the cash and notes or bonds at the time the cash and notes or bonds were deposited in trust in exchange
for their Notes and holders would recognize gain or loss on the Notes at the time of the deposit.

● We  must  deliver  to  the  trustee  a  legal  opinion  of  our  counsel  stating  that  the  above  deposit  does  not
require registration by us under the 1940 Act and a legal opinion and officers’ certificate stating that all
conditions precedent to defeasance have been complied with.

If  we  ever  did  accomplish  full  defeasance,  as  described  above,  holders  would  have  to  rely  solely  on  the  trust
deposit for repayment of the Notes. Holders could not look to us for repayment in the unlikely event of any shortfall.
Conversely, the trust deposit would most likely be protected from claims of our lenders and other creditors if we ever
became bankrupt or insolvent.

No service charge will be made for any registration of transfer or any exchange of Notes, but we may require

payment of a sum sufficient to cover any transfer tax or similar governmental charge payable in connection therewith.

Satisfaction and Discharge

The Indenture will be discharged and will cease to be of further effect with respect to the Notes when either:

●

●

all the Notes that have been authenticated have been delivered to the trustee for cancellation; or
all the Notes that have not been delivered to the trustee for cancellation:
have become due and payable,

●
● will become due and payable at their stated maturity within one year, or
●

are to be called for redemption within one year, and we, in the case of the first, second and third sub-
bullets  above,  have  irrevocably  deposited  or  caused  to  be  deposited  with  the  trustee  as  trust  funds  in
trust  solely  for  the  benefit  of  the  holders  of  the  Notes,  in  amounts  as  will  be  sufficient,  without
consideration of any reinvestment of interest, to pay and discharge the entire indebtedness (including all
principal, premium, if any, and interest) on such Notes delivered to the trustee for cancellation (in the
case of Notes that have become due and payable on or prior to the date of such deposit) or to the stated
maturity or redemption date, as the case may be,

● we have paid or caused to be paid all other sums payable by us under the Indenture with respect to the

Notes; and

● we have delivered to the trustee an officers’ certificate and legal opinion, each stating that all conditions
precedent  provided  for  in  the  Indenture,  including  amounts  payable  to  the  trustee,  relating  to  the
satisfaction and discharge of the Indenture and the Notes have been complied with.

Additional Notes and Additional Series of Notes

We  may  from  time  to  time,  without  notice  to  or  the  consent  of  the  registered  holders  of  the  Notes,  create  and
issue  further  notes  ranking  equally  and  ratably  with  the  Notes  in  all  respects,  including  having  the  same  CUSIP
number, so that such further notes shall be consolidated and form a single series of notes and shall have the same terms
as to status or otherwise as the Notes. No additional notes may be issued if an event of default has occurred and is
continuing with respect to the Notes. The indenture also allows for the issuance of additional series of debt securities
from time to time.

The Trustee Under the Indenture

U.S. Bank National Association serves as the trustee under the Indenture.

Payment, Paying Agent, Registrar and Transfer Agent

The  principal  amount  of  each  Note  is  payable  on  the  stated  maturity  date  at  the  office  of  the  Paying  Agent,
Registrar and Transfer Agent for the Notes or at such other office in New York City as we may designate. The trustee
acts as Paying Agent, Registrar and Transfer Agent for the Notes.

Governing Law

The Indenture and the Notes are governed by the laws of the State of New York.

Book-Entry Debt Securities

DTC acts as securities depository for the Notes. The Notes are issued as fully registered securities registered in
the  name  of  Cede  &  Co.  (DTC’s  partnership  nominee)  or  such  other  name  as  may  be  requested  by  an  authorized
representative  of  DTC.  One  fully-registered  certificate  is  issued  for  the  Notes,  in  the  aggregate  principal  amount  of
such issue, and is deposited with DTC.

DTC is a limited-purpose trust company organized under the New York Banking Law, a “banking organization”
within the meaning of the New York Banking Law, a member of the Federal Reserve System, a “clearing corporation”
within the meaning of the New York Uniform Commercial Code, and a “clearing agency” registered pursuant to the
provisions of Section 17A of the Exchange Act. DTC holds and provides asset servicing for issues of U.S. and non-
U.S.  equity  issues,  corporate  and  municipal  debt  issues,  and  money  market  instruments  that  DTC’s  participants
(“Direct Participants”) deposit with DTC. DTC also facilitates the post-trade settlement among Direct Participants of
sales and other securities transactions in deposited securities through electronic computerized book-entry transfers and
pledges  between  Direct  Participants’  accounts.  This  eliminates  the  need  for  physical  movement  of  securities
certificates. Direct Participants include both U.S. and non-U.S. securities brokers and dealers, banks, trust companies,
clearing corporations, and certain other organizations. DTC is a wholly owned subsidiary of The Depository Trust &
Clearing Corporation (“DTCC”).

DTCC  is  the  holding  company  for  DTC,  National  Securities  Clearing  Corporation  and  Fixed  Income  Clearing
Corporation, all of which are registered clearing agencies. DTCC is owned by the users of its regulated subsidiaries.
Access to the DTC system is also available to others such as both U.S. and non-U.S. securities brokers and dealers,
banks, trust companies and clearing corporations that clear through or maintain a custodial relationship with a Direct
Participant, either directly or indirectly (“Indirect Participants”).

Purchases of debt securities under the DTC system must be made by or through Direct Participants, which will
receive  a  credit  for  the  debt  securities  on  DTC’s  records.  The  ownership  interest  of  each  actual  purchaser  of  each
security  (“Beneficial  Owner”)  is  in  turn  to  be  recorded  on  the  Direct  and  Indirect  Participants’  records.  Beneficial
Owners do not receive written confirmation from DTC of their purchase. Beneficial Owners are, however, expected to
receive written confirmations providing details of the transaction, as well as periodic statements of their holdings, from
the  Direct  or  Indirect  Participant  through  which  the  Beneficial  Owner  entered  into  the  transaction.  Transfers  of
ownership interests in the debt securities are to be accomplished by entries made on the books of Direct and Indirect
Participants  acting  on  behalf  of  Beneficial  Owners.  Beneficial  Owners  do  not  receive  certificates  representing  their
ownership interests in debt securities, except in the event that use of the book-entry system for the debt securities is
discontinued.

To facilitate subsequent transfers, all debt securities deposited by Direct Participants with DTC are registered in
the  name  of  DTC’s  partnership  nominee,  Cede  &  Co.  or  such  other  name  as  may  be  requested  by  an  authorized
representative of DTC. The deposit of debt securities with DTC and their registration in the name of Cede & Co. or
such  other  DTC  nominee  do  not  affect  any  change  in  beneficial  ownership.  DTC  has  no  knowledge  of  the  actual
Beneficial Owners of the debt securities; DTC’s records reflect only the identity of the Direct Participants to whose
accounts such debt securities are credited, which may or may not be the Beneficial Owners. The Direct and Indirect
Participants are responsible for keeping account of their holdings on behalf of their customers.

Conveyance  of  notices  and  other  communications  by  DTC  to  Direct  Participants,  by  Direct  Participants  to
Indirect  Participants,  and  by  Direct  Participants  and  Indirect  Participants  to  Beneficial  Owners  will  be  governed  by
arrangements among them, subject to any statutory or regulatory requirements as may be in effect from time to time.

Redemption  notices  shall  be  sent  to  DTC.  If  less  than  all  of  the  debt  securities  within  an  issue  are  being
redeemed, DTC’s practice is to determine by lot the amount of the interest of each Direct Participant in such issue to
be redeemed.

Neither  DTC  nor  Cede  &  Co.  (nor  such  other  DTC  nominee)  will  consent  or  vote  with  respect  to  the  Notes
unless  authorized  by  a  Direct  Participant  in  accordance  with  DTC’s  Procedures.  Under  its  usual  procedures,  DTC
mails  an  Omnibus  Proxy  to  us  as  soon  as  possible  after  the  record  date.  The  Omnibus  Proxy  assigns  Cede  &  Co.’s
consenting or voting rights to those Direct Participants to whose accounts the Notes are credited on the record date
(identified in a listing attached to the Omnibus Proxy).

Redemption proceeds, distributions, and dividend payments on the Notes will be made to Cede & Co., or such
other  nominee  as  may  be  requested  by  an  authorized  representative  of  DTC.  DTC’s  practice  is  to  credit  Direct
Participants’ accounts upon. DTC’s receipt of funds and corresponding detail information from us or the trustee on the
payment  date  in  accordance  with  their  respective  holdings  shown  on  DTC’s  records.  Payments  by  Participants  to
Beneficial  Owners  will  be  governed  by  standing  instructions  and  customary  practices,  as  is  the  case  with  securities
held for the accounts of customers in bearer form or registered in “street name,” and will be the responsibility of such
Participant and not of DTC nor its nominee, the trustee, or us, subject to any statutory or regulatory requirements as
may be in effect from time to time. Payment of redemption proceeds, distributions, and dividend payments to Cede &
Co. (or such other nominee as may be requested by an authorized representative of DTC) is the responsibility of us or
the  trustee,  but  disbursement  of  such  payments  to  Direct  Participants  will  be  the  responsibility  of  DTC,  and
disbursement of such payments to the Beneficial Owners will be the responsibility of Direct and Indirect Participants.

DTC  may  discontinue  providing  its  services  as  securities  depository  with  respect  to  the  Notes  at  any  time  by
giving  reasonable  notice  to  us  or  to  the  trustee.  Under  such  circumstances,  in  the  event  that  a  successor  securities
depository is not obtained, certificates are required to be printed and delivered. We may decide to discontinue use of
the system of book-entry-only transfers through DTC (or a successor securities depository). In that event, certificates
will be printed and delivered to DTC.

The information in this section concerning DTC and DTC’s book-entry system has been obtained from sources

that we believe to be reliable, but we take no responsibility for the accuracy thereof.

LIST OF SUBSIDIARIES OF
HORIZON TECHNOLOGY FINANCE CORPORATION
AS OF 12/31/2021

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
HESP LLC – Delaware Limited Liability Company

Consent of Independent Registered Public Accounting Firm

EXHIBIT 23

We consent to the incorporation by reference in the Registration Statement on Form N-2 of Horizon Technology Finance Corporation and
its subsidiaries (the Company) of our report dated March 1, 2022, relating to the consolidated financial statements appearing in the
Annual Report on Form 10-K of the Company for the year ended December 31, 2021.

We also consent to the reference to our firm under the headings “Senior Securities” and “Independent Registered Public Accounting
Firm” in such Registration Statement on Form N-2.

/s/ RSM US LLP

Hartford, Connecticut
March 1, 2022

 
 
 
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 1, 2022

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 1, 2022

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, 2021 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 1, 2022

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, 2021 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 1, 2022