CLO Secured Note

0001104659-24-029095.txt : 20240229 0001104659-24-029095.hdr.sgml : 20240229 20240229081209 ACCESSION NUMBER: 0001104659-24-029095 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240229 DATE AS OF CHANGE: 20240229 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Eagle Point Income Co Inc. CENTRAL INDEX KEY: 0001754836 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23384 FILM NUMBER: 24699004 BUSINESS ADDRESS: STREET 1: 600 STEAMBOAT RD, SUITE 202 CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203.862.3150 MAIL ADDRESS: STREET 1: 600 STEAMBOAT RD, SUITE 202 CITY: GREENWICH STATE: CT ZIP: 06830 FORMER COMPANY: FORMER CONFORMED NAME: EP Income Co LLC DATE OF NAME CHANGE: 20181001 NPORT-P 1 primary_doc.xml NPORT-P false 0001754836 XXXXXXXX Eagle Point Income Co Inc. 811-23384 0001754836 549300P8ZFJDPIJWXX37 600 Steamboat Road Suite 202 Greenwich 06830 203-340-8500 Eagle Point Income Co Inc. 549300P8ZFJDPIJWXX37 2023-12-31 2023-12-31 N 243728043 85520623 158207420 0 0 14520000 0 0 0 0 0 0 0 0 0 72353275 944059.65 N N/A N/A Madison Park Funding XLII, Ltd. N/A CLO Secured Note - Class E 04965TAA9 1875000 PA USD 1816313 1.1481 Long ABS-CBDO CORP KY Y 2 2030-11-21 Floating 11.72354 N N N N N N Barings CLO Ltd. 2018-IV N/A CLO Secured Note - Class E 06760YAA0 840000 PA USD 772296 0.4882 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 11.47548 N N N N N N Battalion CLO XXI Ltd. N/A CLO Secured Note - Class E 07134XAA9 5000000 PA USD 4247000 2.6845 Long ABS-CBDO CORP KY Y 2 2034-07-15 Floating 12.11548 N N N N N N Battalion CLO XII Ltd. N/A CLO Secured Note - Class E 07134HAA4 5060000 PA USD 4460896 2.8197 Long ABS-CBDO CORP KY Y 2 2031-05-17 Floating 11.72098 N N N N N N Black Diamond CLO 2017-1, Ltd. N/A CLO Secured Note - Class D 09202UAA8 3600000 PA USD 3495960 2.2097 Long ABS-CBDO CORP KY Y 2 2029-04-24 Floating 12.26008 N N N N N N Black Diamond CLO 2016-1, Ltd. N/A CLO Secured Note - Class D-R 09204VAE6 1050000 PA USD 900165 0.569 Long ABS-CBDO CORP KY Y 2 2031-04-26 Floating 11.24121 N N N N N N CIFC Funding 2015-I, Ltd. N/A CLO Secured Note - Class E-RR 12548NAQ6 5000000 PA USD 4754000 3.0049 Long ABS-CBDO CORP KY Y 2 2031-01-22 Floating 11.67354 N N N N N N CIFC Funding 2018-III, Ltd. N/A CLO Secured Note - Class E 12552BAA0 4750000 PA USD 4539100 2.8691 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 11.15665 N N N N N N CIFC Funding 2019-II, Ltd. N/A CLO Secured Note - Class ER 12554FAE1 2650000 PA USD 2650000 1.675 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 12.25444 N N N N N N CIFC Funding 2019-V, Ltd. N/A CLO Secured Note - Class DR 12555GAE8 950000 PA USD 942020 0.5954 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 12.43548 N N N N N N Glendower Capital Secondaries CFO, LLC N/A Class B Loan, Delayed Draw 378654AC1 183621.96 PA USD 185477 0.1172 Long ABS-O CORP US Y 3 2038-07-12 Fixed 11.5 N N N N N N CIFC Funding 2021-III, Ltd. N/A CLO Secured Note - Class E-1 12565BAA5 3750000 PA USD 3704250 2.3414 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 12.05548 N N N N N N Carlyle US CLO 2018-1, Ltd. N/A CLO Secured Note - Class D 14311YAA8 665000 PA USD 602091 0.3806 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 11.42743 N N N N N N Carlyle US CLO 2017-1, Ltd. N/A CLO Secured Note - Class D 14314UAA3 2000000 PA USD 1744200 1.1025 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 11.67743 N N N N N N Carlyle US CLO 2019-1, Ltd. N/A CLO Secured Note - Class D 14316DAA9 3125000 PA USD 2944375 1.8611 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 12.37743 N N N N N N Carlyle US CLO 2018-2, Ltd. N/A CLO Secured Note - Class D 14317QAA9 5500000 PA USD 4985750 3.1514 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 10.90548 N N N N N N CIFC Funding 2018-II, Ltd. N/A CLO Secured Note - Class D 17180YAA9 1225000 PA USD 1181880 0.747 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 11.52743 N N N N N N CIFC Funding 2018-IV, Ltd. N/A CLO Secured Note - Class E 17182HAC0 2000000 PA USD 1662600 1.0509 Long ABS-CBDO CORP KY Y 2 2031-10-17 Floating 13.36444 N N N N N N Cook Park CLO, Ltd. N/A CLO Secured Note - Class E 21623RAA1 1250000 PA USD 1068125 0.6751 Long ABS-CBDO CORP KY Y 2 2030-04-17 Floating 11.06444 N N N N N N Madison Park Funding XX, Ltd. N/A CLO Secured Note - Class E-R 55819UAG3 1250000 PA USD 1193750 0.7545 Long ABS-CBDO CORP KY Y 2 2030-07-27 Floating 10.9491 N N N N N N Dryden 37 Senior Loan Fund, Ltd. N/A CLO Secured Note - Class E-R 26249MAW7 500000 PA USD 408100 0.258 Long ABS-CBDO CORP KY Y 2 2031-01-15 Floating 10.80548 N N N N N N Glendower Capital Secondaries CFO, LLC N/A Class C Loan, Delayed Draw 378654AE7 84080.15 PA USD 85005 0.0537 Long ABS-O CORP US Y 3 2038-07-12 Fixed 14.5 N N N N N N Eaton Vance CLO 2018-1, Ltd. N/A CLO Secured Note - Class E 27831EAA5 750000 PA USD 684525 0.4327 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 11.65548 N N N N N N First Eagle BSL CLO 2019-1 Ltd. N/A CLO Secured Note - Class D 32010GAA3 5000000 PA USD 4453000 2.8147 Long ABS-CBDO CORP KY Y 2 2033-01-20 Floating 13.37743 N N N N N N Gilbert Park CLO, Ltd. N/A CLO Secured Note - Class E 375414AA7 5327000 PA USD 5115518 3.2334 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 12.05548 N N N N N N Harbor Park CLO, Ltd. N/A CLO Secured Note - Class E 41154YAA1 2250000 PA USD 2167875 1.3703 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 11.27743 N N N N N N KKR CLO 14 Ltd. N/A CLO Secured Note - Class E-R 48251AAD4 2700000 PA USD 2575530 1.6279 Long ABS-CBDO CORP KY Y 2 2031-07-15 Floating 11.80548 N N N N N N KKR CLO 22 Ltd. N/A CLO Secured Note - Class E 48252VAA3 3950000 PA USD 3814120 2.4108 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 11.67743 N N N N N N KKR CLO 26 Ltd. N/A CLO Secured Note - Class ER 48253PAE7 750000 PA USD 740925 0.4683 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 12.80548 N N N N N N KKR CLO 29 Ltd. N/A CLO Secured Note - Class F 48254KAC1 589812 PA USD 0 0 Long ABS-CBDO CORP KY Y 2 2032-01-15 Floating 0 N N N N N N LCM XVIII, L.P. N/A CLO Secured Note - Class E-R 50188HAC5 600000 PA USD 452700 0.2861 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 11.62743 N N N N N N Madison Park Funding XXVII, Ltd. N/A CLO Secured Note - Class D 55820XAA7 3050000 PA USD 2857850 1.8064 Long ABS-CBDO CORP KY Y 2 2030-04-20 Floating 10.67743 N N N N N N Glendower Capital Secondaries CFO, LLC N/A Subordinated Loan, Delayed Draw 378654AG2 191672.06 PA USD 219573 0.1388 Long ABS-O CORP US Y 3 N N N Madison Park Funding LI, Ltd. N/A CLO Secured Note - Class E 55821HAA1 4250000 PA USD 4224075 2.67 Long ABS-CBDO CORP KY Y 2 2034-07-19 Floating 11.92842 N N N N N N Marathon CLO IX, Ltd. N/A CLO Secured Note - Class D 56578DAA3 4050000.01 PA USD 3200310 2.0229 Long ABS-CBDO CORP KY Y 2 2029-04-15 Floating 11.70548 N N N N N N Marathon CLO XIII, Ltd. N/A CLO Secured Note - Class D 56579BAA6 3500000 PA USD 2850050 1.8015 Long ABS-CBDO CORP KY Y 2 2032-04-15 Floating 12.63548 N N N N N N Neuberger Berman Loan Advisers CLO 33, Ltd. N/A CLO Secured Note - Class E-R 64132WAL0 5000000 PA USD 4790000 3.0277 Long ABS-CBDO CORP KY Y 2 2033-10-16 Floating 11.90548 N N N N N N OZLM XXI, Ltd. N/A CLO Secured Note - Class D 67112EAA1 4150000 PA USD 3708855 2.3443 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 11.21743 N N N N N N Octagon Investment Partners 37, Ltd. N/A CLO Secured Note - Class D 67591WAA1 2575000 PA USD 2230980 1.4102 Long ABS-CBDO CORP KY Y 2 2030-07-25 Floating 11.03983 N N N N N N Octagon Investment Partners 38, Ltd. N/A CLO Secured Note - Class D 67591XAA9 3725000 PA USD 3342070 2.1125 Long ABS-CBDO CORP KY Y 2 2030-07-20 Floating 11.37743 N N N N N N Octagon Investment Partners 39, Ltd. N/A CLO Secured Note - Class E 67592AAA8 1550000 PA USD 1434835 0.9069 Long ABS-CBDO CORP KY Y 2 2030-10-20 Floating 11.42743 N N N N N N Octagon Investment Partners 41, Ltd. N/A CLO Secured Note - Class ER 67592GAE7 5000000 PA USD 4667500 2.9502 Long ABS-CBDO CORP KY Y 2 2033-10-15 Floating 12.78548 N N N N N N Palmer Square CLO 2018-1, Ltd. N/A CLO Secured Note - Class D 69689GAA5 1120000 PA USD 1078896 0.682 Long ABS-CBDO CORP KY Y 2 2031-04-18 Floating 10.80665 N N N N N N AGL CLO 12 Ltd. N/A CLO Secured Note - Class E 00120CAA6 1500000 PA USD 1444800 0.9132 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 11.82743 N N N N N N Pikes Peak CLO 1 N/A CLO Secured Note - Class E 72132CAA1 3500000 PA USD 3256750 2.0585 Long ABS-CBDO CORP KY Y 2 2031-07-24 Floating 11.71008 N N N N N N RR 4 Ltd. N/A CLO Secured Note - Class D 74979KAA5 5000000 PA USD 4682500 2.9597 Long ABS-CBDO CORP KY Y 2 2030-04-15 Floating 11.50548 N N N N N N RR 7 Ltd. N/A CLO Secured Note - Class D1B 74980CAJ1 2000000 PA USD 1932600 1.2216 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 11.89387 N N N N N N Rockford Tower CLO 2019-2, Ltd. N/A CLO Secured Note - Class E 77341FAE2 3000000 PA USD 2683200 1.696 Long ABS-CBDO CORP KY Y 2 2032-08-20 Floating 11.67871 N N N N N N Rockford Tower CLO 2020-1, Ltd. N/A CLO Secured Note - Class E 77341HAA6 1600000 PA USD 1544640 0.9763 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 12.57743 N N N N N N Rockford Tower CLO 2018-1, Ltd. N/A CLO Secured Note - Class E 77342HAA5 2250000 PA USD 2027475 1.2815 Long ABS-CBDO CORP KY Y 2 2031-05-20 Floating 11.47871 N N N N N N Rockford Tower CLO 2018-2, Ltd. N/A CLO Secured Note - Class E 77342LAA6 5000000 PA USD 4523500 2.8592 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 11.67743 N N N N N N Rockford Tower CLO 2021-3, Ltd. N/A CLO Secured Note - Class E 77341PAA8 900000 PA USD 794070 0.5019 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 12.39743 N N N N N N TCI-Symphony CLO 2016-1 Ltd. N/A CLO Secured Note - Class ER2 87230XAD8 3000000 PA USD 2681700 1.6951 Long ABS-CBDO CORP KY Y 2 2032-10-13 Floating 12.40538 N N N N N N TICP CLO VIII, Ltd. N/A CLO Secured Note - Class DR 87248XAE6 1000000 PA USD 970100 0.6132 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 12.37743 N N N N N N AMMC CLO 25, Limitted N/A CLO Secured Note - Class E 00177KAA0 5000000 PA USD 4885500 3.088 Long ABS-CBDO CORP KY Y 2 2035-04-15 Floating 12.98387 N N N N N N TICP CLO IX, Ltd. N/A CLO Secured Note - Class E 87249BAA1 2500000 PA USD 2464750 1.5579 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 11.27743 N N N N N N TICP CLO XI, Ltd. N/A CLO Secured Note - Class E 87249RAA6 5050000 PA USD 4984350 3.1505 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 11.67743 N N N N N N Wind River 2014-1 CLO Ltd. N/A CLO Secured Note - Class E-R 88432CBK1 2550000 PA USD 1645515 1.0401 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 11.95665 N N N N N N Venture 43 CLO, Limited N/A CLO Secured Note - Class E 92332BAA9 2500000 PA USD 2130250 1.3465 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 12.80548 N N N N N N Venture 36 CLO, Limited N/A CLO Secured Note - Class E 92332MAA5 5607455 PA USD 3693631 2.3347 Long ABS-CBDO CORP KY Y 2 2032-04-20 Floating 12.59743 N N N N N N Vibrant CLO VIII, Ltd. N/A CLO Secured Note - Class D 92557RAA2 1750000 PA USD 1377250 0.8705 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 11.42743 N N N N N N Vibrant CLO VI, Ltd. N/A CLO Secured Note - Class E 92558GAA5 4350000 PA USD 3876720 2.4504 Long ABS-CBDO CORP KY Y 2 2029-06-20 Floating 11.382 N N N N N N Wellfleet CLO 2018-1, Ltd. N/A CLO Secured Note - Class E 94950LAA4 4025000 PA USD 3240125 2.048 Long ABS-CBDO CORP KY Y 2 2031-07-17 Floating 11.16444 N N N N N N Wind River 2021-3 CLO Ltd. N/A CLO Secured Note - Class E 97316EAA2 4500000 PA USD 4056750 2.5642 Long ABS-CBDO CORP KY Y 2 2033-07-20 Floating 12.27743 N N N N N N York CLO-2 Ltd. N/A CLO Secured Note - Class E-R 98625RAE9 2855000 PA USD 2781627 1.7582 Long ABS-CBDO CORP KY Y 2 2031-01-22 Floating 11.32354 N N N N N N AMMC CLO 24, Limitted N/A CLO Secured Note - Class E 00177MAA6 5000000 PA USD 4788000 3.0264 Long ABS-CBDO CORP KY Y 2 2035-01-20 Floating 12.24743 N N N N N N Ares XLIV CLO Ltd. N/A CLO Subordinated Note 04016NAJ2 8000000 PA USD 2320191 1.4666 Long ABS-CBDO CORP KY Y 3 N N N Ares LVIII CLO Ltd. N/A CLO Subordinated Note 04018CAC9 4000000 PA USD 2360035 1.4917 Long ABS-CBDO CORP KY Y 3 N N N Bain Capital Credit CLO 2021-2, Limited N/A CLO Income Note 05684TAC2 3250000 PA USD 1821535 1.1514 Long ABS-CBDO CORP KY Y 3 N N N Bain Capital Credit CLO 2021-7, Limited N/A CLO Income Note 05682JAC6 4000000 PA USD 2522224 1.5943 Long ABS-CBDO CORP KY Y 3 N N N Bardin Hill CLO 2021-2 Ltd. N/A CLO Subordinated Note 06744BAL7 5000000 PA USD 3089014 1.9525 Long ABS-CBDO CORP KY Y 3 N N N Barings CLO Ltd. 2021-I N/A CLO Subordinated Note 06762FAC5 4000000 PA USD 2590010 1.6371 Long ABS-CBDO CORP KY Y 3 N N N Barings CLO Ltd. 2021-III N/A CLO Subordinated Note 06762UAC2 5000000 PA USD 2881547 1.8214 Long ABS-CBDO CORP KY Y 3 N N N CIFC Funding 2019-VI, Ltd. N/A CLO Subordinated Note 12556CAC0 6000000 PA USD 3735027 2.3608 Long ABS-CBDO CORP KY Y 3 N N N CIFC Funding 2022-IV, Ltd. N/A CLO Subordinated Note 12567XAE7 1100000 PA USD 914659 0.5781 Long ABS-CBDO CORP KY Y 3 N N N Carlyle US CLO 2021-2, Ltd. N/A CLO Subordinated Note 14316PAC8 3000000 PA USD 1945175 1.2295 Long ABS-CBDO CORP KY Y 3 N N N Ares XXXIV CLO Ltd. N/A CLO Secured Note - Class E-R 04015HAL1 1517600 PA USD 1411368 0.8921 Long ABS-CBDO CORP KY Y 2 2033-04-17 Floating 12.51444 N N N N N N Carlyle US CLO 2021-5, Ltd. N/A CLO Subordinated Note 14318AAE5 5000000 PA USD 3144341 1.9875 Long ABS-CBDO CORP KY Y 3 N N N Carlyle US CLO 2022-2, Ltd. N/A CLO Income Note 143113AC2 5004700 PA USD 3544767 2.2406 Long ABS-CBDO CORP KY Y 3 N N N Clover CLO 2021-2, Ltd. N/A CLO Income Note 00142DAL4 2350000 PA USD 1653107 1.0449 Long ABS-CBDO CORP KY Y 3 N N N Boyce Park CLO, Ltd. N/A CLO Income Note 103226AC0 3000000 PA USD 2162491 1.3669 Long ABS-CBDO CORP JE Y 3 N N N Boyce Park CLO, Ltd. N/A Class M-2 Note 103226AG1 3214286 PA USD 65136 0.0432 Long ABS-CBDO CORP JE Y 3 N N N Elmwood CLO 21 Ltd. N/A CLO Subordinated Note 29002DAE8 5000000 PA USD 3400776 2.1496 Long ABS-CBDO CORP KY Y 3 N N N Kings Park CLO, Ltd. N/A CLO Subordinated Note 496097AC0 1000000 PA USD 650350 0.4111 Long ABS-CBDO CORP KY Y 3 N N N KKR CLO 29 Ltd. N/A CLO Subordinated Note 48254KAE7 5500000 PA USD 3589738 2.269 Long ABS-CBDO CORP KY Y 3 N N N Madison Park Funding XXXVII, Ltd. N/A CLO Subordinated Note 55817FAC7 4000000 PA USD 2528547 1.5982 Long ABS-CBDO CORP KY Y 3 N N N Marathon CLO XIII, Ltd. N/A CLO Subordinated Note 56579BAC2 5300000 PA USD 1506058 0.952 Long ABS-CBDO CORP KY Y 3 N N N Ares XLV CLO Ltd. N/A CLO Secured Note - Class E 04015VAE6 800000 PA USD 752960 0.4759 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 11.75548 N N N N N N Octagon Investment Partners 43, Ltd. N/A CLO Income Note 67573NAA3 5750000 PA USD 2510526 1.5869 Long ABS-CBDO CORP KY Y 3 N N N Octagon Investment Partners 37, Ltd. N/A CLO Subordinated Note 67591WAC7 6000000 PA USD 1893737 1.197 Long ABS-CBDO CORP KY Y 3 N N N Point Au Roche Park CLO, Ltd. N/A CLO Subordinated Note 73052WAC7 5945000 PA USD 4024287 2.5437 Long ABS-CBDO CORP KY Y 3 N N N RR 23 Ltd. N/A CLO Subordinated Note 78111FAE8 5000000 PA USD 3133790 1.9808 Long ABS-CBDO CORP BM Y 3 N N N Venture 37 CLO, Limited N/A CLO Subordinated Note 92332JAC8 5200000 PA USD 1741821 1.101 Long ABS-CBDO CORP KY Y 3 N N N Wind River 2022-1 CLO Ltd. N/A CLO Income Note 97316GAC3 5490000 PA USD 3605735 2.2791 Long ABS-CBDO CORP KY Y 3 N N N 2024-02-29 EAGLE POINT INCOME COMPANY INC. Thomas P. Majewski Thomas P. Majewski Chief Executive Officer