Investor Presentaiton

CLO Portfolio Summary OXSQ CLO Portfolio Information as of 09/30/2022 CLO Equity Positions CLO Vintage Year¹ Tranche Type Non-Call Period End* Reinvestment Period End* AAA Spread (Over Index)* Junior Tranche Overcollateralization Overcollateralization Interest Diversion Weighted Weighted Average Weighted Average Portfolio Spread* Average Rating Diversity Score* Portfolio Life Cushion* Cushion* Factor* (Years)* CLO Equity Position #1 2013 CLO Equity Callable July-19 NA -4.34% NR 4.05% 3825 22 2.59 CLO Equity Position #2 2014 CLO Equity Callable April-20 0.88% 0.34% NR 3.32% 2603 80 2.66 CLO Equity Position #3 2014 CLO Equity Callable April-20 1.25% -0.89% NR 3.48% NA 35 2.92 CLO Equity Position #4 2015 CLO Equity Callable January-21 0.92% 4.17% NR 3.25% 2794 61 2.88 CLO Equity Position #5 2017 CLO Equity Callable July-21 1.17% 0.66% NR 3.77% 2970 69 3.28 CLO Equity Position #6. 2013 CLO Equity Callable January-22 1.24% 1.29% NR 3.29% 2691 74 4.10 CLO Equity Position #7 2017 CLO Equity Callable July-22 0.98% 1.76% NR 3.48% 2738 86 3.79 CLO Equity Position #8 2015 CLO Equity Callable October-22 0.94% 3.15% 2.65% 3.71% 2956 79 4.39 CLO Equity Position #9 2015 CLO Equity Callable January-23 0.99% 1.56% 0.61% 3.53% 2836 94 4.38 CLO Equity Position #10 2019 CLO Equity Callable April-23 1.35% 2.70% 1.70% 3.74% 2755 94 4.35 CLO Equity Position #11 2018 CLO Equity Callable July-23 1.10% 1.71% 0.71% 3.43% 2852 76 4.34 CLO Equity Position #12 2014 CLO Equity Callable October-23 1.15% 1.57% 1.07% 3.53% 2797 99 4.69 CLO Equity Position #13 2014 CLO Equity Callable October-23 1.21% 2.43% 1.98% 3.44% 2871 95 4.24 CLO Equity Position #14 2018 CLO Equity Callable October-23 1.20% 2.23% 1.23% 3.87% 2510 103 4.69 CLO Equity Position #15 2021 CLO Equity Callable January-24 1.22% 5.71% 5.21% 3.65% 2734 80 4.82 CLO Equity Position #16 2020 CLO Equity Callable April-25 1.29% 6.10% 5.60% 3.77% 2604 102 4.81 CLO Equity Position #17 2013 CLO Equity April-23 April-26 1.08% 5.13% 4.62% 3.34% NA NA 4.29 CLO Equity Position #18 2016 CLO Equity April-23 April-26 1.05% 4.87% 4.37% 3.34% 2797 84 4.30 CLO Equity Position #19 2016 CLO Equity April-23 April-26 1.04% 5.37% 4.37% 3.45% 2707 99 4.62 CLO Equity Position #20 2021 CLO Equity August-23 July-26 1.17% 5.61% 5.11% 3.63% 2747 86 5.04 CLO Equity Position #21 2020 CLO Equity October-23 October-26 1.19% 5.14% 4.64% 3.58% 2681 92 4.77 Subtotal (Fair Value) $106,111,443² January-253 1.11%³ 4.58%³ 4.23%³ 3.54%³ 27453,4 883 4.533 Note: OXSQ did not hold any CLO debt positions as of 09/30/2022. 1. Year in which the deal was initially issued prior to any related refinancings and/or resets. 1234* Excludes called deals and CLO equity side letter related investments. 2. 3. Shown on a weighted average basis (based on fair value). 4. Weighted Average Rating Factor of 2745, for underlying loans of OXSQ's CLO equity tranche positions, is equivalent to a Moody's corporate debt rating of between B2 and B3 (B2 = 2720, B3 = 3490). 6 Source: As reported by Intex. OXSQ

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