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Consolidated Schedule of Investments
€ in Thousands, £ in Thousands, $ in Thousands

Dec. 31, 2023

USD ($)

shares

Dec. 31, 2023

GBP (£)

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Dec. 31, 2023

EUR (€)

shares

Sep. 30, 2023

USD ($)

Dec. 31, 2022

USD ($)

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Dec. 31, 2022

GBP (£)

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Dec. 31, 2022

EUR (€)

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Jun. 30, 2022

USD ($)

Sep. 30, 2021

USD ($)

Mar. 31, 2021

USD ($)

May 03, 2013

USD ($)

shares

$ 3,038,208

^[1]

$ 3,259,967

^[2]

$ 3,011,322

^[1]

$ 3,221,247

^[2]

Percent of Net Assets

226.13%

226.13%

226.13%

242.89%

^[2]

242.89%

^[2]

242.89%

^[2]

Non-controlled/Non-affiliated

$ 2,283,490

$ 2,523,522

$ 2,209,867

$ 2,400,425

Percent of Net Assets

165.95%

165.95%

165.95%

181.00%

181.00%

181.00%

Non-controlled/Affiliated

$ 107,895

$ 85,971

^[3]

$ 133,659

$ 130,787

^[3]

Percent of Net Assets

10.03%

10.03%

10.03%

9.86%

^[3]

9.86%

^[3]

9.86%

^[3]

$ 646,823

$ 650,474

$ 667,796

$ 690,035

Percent of Net Assets

50.15%

50.15%

50.15%

52.03%

52.03%

52.03%

Funded Debt Investments | Non-controlled/Non-affiliated

$ 2,097,632

$ 2,354,769

^[4],[5]

$ 2,022,925

$ 2,236,956

^[4],[5]

Percent of Net Assets

151.91%

151.91%

151.91%

168.68%

^[4],[5]

168.68%

^[4],[5]

168.68%

^[4],[5]

Funded Debt Investments | Non-controlled/Non-affiliated | United States

$ 1,992,317

$ 2,194,600

$ 1,917,817

$ 2,081,746

Percent of Net Assets

144.02%

144.02%

144.02%

156.97%

156.97%

156.97%

Funded Debt Investments | Non-controlled/Non-affiliated | Netherlands

$ 58,682

$ 58,236

Percent of Net Assets

4.39%

4.39%

4.39%

Funded Debt Investments | Non-controlled/Non-affiliated | United Kingdom

$ 52,079

$ 50,387

$ 52,582

$ 48,089

Percent of Net Assets

3.95%

3.95%

3.95%

3.63%

3.63%

3.63%

Funded Debt Investments | Non-controlled/Non-affiliated | Jersey

$ 48,497

$ 47,698

$ 47,740

$ 45,483

Percent of Net Assets

3.58%

3.58%

3.58%

3.43%

3.43%

3.43%

Funded Debt Investments | Non-controlled/Non-affiliated | Australia

$ 4,739

$ 3,402

^[4],[5]

$ 4,786

$ 3,402

^[4],[5]

Percent of Net Assets

0.36%

0.36%

0.36%

0.26%

^[4],[5]

0.26%

^[4],[5]

0.26%

^[4],[5]

Funded Debt Investments | Non-controlled/Affiliated | United States

$ 29,562

$ 16,367

$ 29,653

$ 16,473

Percent of Net Assets

2.23%

2.23%

2.23%

1.24%

1.24%

1.24%

Funded Debt Investments | Controlled | United States

$ 164,702

$ 141,741

Percent of Net Assets

10.69%

10.69%

10.69%

Equity | Non-controlled/Non-affiliated

$ 186,646

$ 169,736

$ 187,525

$ 166,806

Percent of Net Assets

14.05%

14.05%

14.05%

12.58%

12.58%

12.58%

Equity | Non-controlled/Non-affiliated | United States

$ 174,457

$ 158,954

$ 175,783

$ 156,058

Percent of Net Assets

13.17%

13.17%

13.17%

11.77%

11.77%

11.77%

Equity | Non-controlled/Non-affiliated | Hong Kong

$ 12,189

^[6]

$ 10,782

$ 11,742

^[6]

$ 10,748

Percent of Net Assets

0.88%

^[6]

0.88%

^[6]

0.88%

^[6]

0.81%

0.81%

0.81%

Equity | Non-controlled/Affiliated | United States

$ 78,333

$ 69,604

$ 104,006

$ 114,314

Percent of Net Assets

7.80%

7.80%

7.80%

8.62%

8.62%

8.62%

Equity | Controlled

$ 489,816

$ 484,772

$ 477,662

$ 511,614

Percent of Net Assets

35.86%

35.86%

35.86%

38.58%

38.58%

38.58%

Equity | Controlled | United States

$ 489,816

$ 484,772

$ 477,655

$ 511,614

Percent of Net Assets

35.86%

35.86%

35.86%

38.58%

38.58%

38.58%

Equity | Controlled | Canada

$ 0

$ 0

$ 7

$ 0

Percent of Net Assets

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

Funded Investments | Non-controlled/Non-affiliated

$ 2,284,278

$ 2,524,505

$ 2,210,450

$ 2,403,762

Percent of Net Assets

165.96%

165.96%

165.96%

181.25%

181.25%

181.25%

Funded Investments | Controlled

$ 646,823

$ 650,474

$ 667,796

$ 690,035

Percent of Net Assets

50.15%

50.15%

50.15%

52.03%

52.03%

52.03%

Unfunded Debt Investments | Non-controlled/Non-affiliated

$ (983)

$ (3,337)

Percent of Net Assets

(0.25%)

(0.25%)

(0.25%)

Unfunded Debt Investments | Non-controlled/Non-affiliated | United States

$ (934)

$ (3,261)

Percent of Net Assets

(0.25%)

(0.25%)

(0.25%)

Unfunded Debt Investments | Non-controlled/Non-affiliated | Netherlands

$ (44)

$ (71)

Percent of Net Assets

(0.01%)

(0.01%)

(0.01%)

Unfunded Debt Investments | Non-controlled/Non-affiliated | Australia

$ (5)

$ (5)

$ 0

$ (5)

Percent of Net Assets

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

Unfunded Debt Investments | Non-controlled/Affiliated

$ (788)

$ (583)

Percent of Net Assets

(0.01%)

(0.01%)

(0.01%)

Unfunded Debt Investments | Non-controlled/Affiliated | United States

$ (783)

$ (583)

Percent of Net Assets

(0.01%)

(0.01%)

(0.01%)

Unfunded Debt Investments | Controlled | United States

$ 0

$ 0

$ 0

$ 0

Percent of Net Assets

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

Warrants | Controlled | United States

$ 1,000

$ 1,000

$ 42,716

$ 36,680

Percent of Net Assets

3.21%

3.21%

3.21%

2.77%

2.77%

2.77%

$ 1,709,247

$ 1,816,091

1,683,952

1,753,967

472,930

632,990

424,513

561,207

100,236

85,774

90,948

76,659

Equity and other

755,795

725,112

811,909

829,414

National HME, Inc. | Controlled | United States

156,007

$ 147,418

Percent of Net Assets

11.08%

11.08%

11.08%

GS Acquisitionco, Inc | Funded Debt Investments

$ 55,423

88,757

$ 55,544

$ 88,226

Percent of Net Assets

4.17%

4.17%

4.17%

6.65%

6.65%

6.65%

PhyNet Dermatology LLC | Funded Debt Investments

$ 67,779

$ 67,996

Percent of Net Assets

5.13%

5.13%

5.13%

Associations, Inc. | Funded Debt Investments

$ 66,731

$ 62,721

$ 66,945

$ 62,960

Percent of Net Assets

5.03%

5.03%

5.03%

4.75%

4.75%

4.75%

AAH Topco, LLC | Funded Debt Investments

$ 79,368

$ 63,727

$ 79,222

$ 62,795

Percent of Net Assets

5.95%

5.95%

5.95%

4.73%

4.73%

4.73%

AAH Topco, LLC | Unfunded Debt Investments

$ (209)

$ (259)

Percent of Net Assets

(0.02%)

(0.02%)

(0.02%)

GC Waves Holdings, Inc. | Funded Debt Investments

$ 62,045

$ 62,823

$ 62,387

$ 62,486

Percent of Net Assets

4.68%

4.68%

4.68%

4.71%

4.71%

4.71%

GC Waves Holdings, Inc. | Unfunded Debt Investments

$ (22)

$ (45)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

iCIMS, Inc. | Funded Debt Investments

$ 43,073

$ 51,220

^[7]

$ 43,726

$ 51,212

^[7]

Percent of Net Assets

3.28%

3.28%

3.28%

3.86%

^[7]

3.86%

^[7]

3.86%

^[7]

iCIMS, Inc. | Unfunded Debt Investments

$ (21)

$ (37)

$ 0

$ (37)

Percent of Net Assets

0.00%

0.00%

0.00%

(0.00%)

(0.00%)

(0.00%)

CentralSquare Technologies, LLC | Funded Debt Investments

$ 55,040

$ 54,953

$ 52,138

$ 47,360

Percent of Net Assets

3.91%

3.91%

3.91%

3.57%

3.57%

3.57%

Infogain Corporation | Funded Debt Investments

$ 43,446

$ 44,728

$ 43,796

$ 44,214

Percent of Net Assets

3.29%

3.29%

3.29%

3.33%

3.33%

3.33%

Brave Parent Holdings, Inc. | Funded Debt Investments

$ 44,953

$ 43,715

Percent of Net Assets

3.30%

3.30%

3.30%

Brave Parent Holdings, Inc. | Unfunded Debt Investments

$ (6)

$ (6)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

Deca Dental Holdings LLC | Funded Debt Investments

$ 43,716

$ 44,088

$ 43,240

$ 42,556

Percent of Net Assets

3.25%

3.25%

3.25%

3.21%

3.21%

3.21%

Deca Dental Holdings LLC | Unfunded Debt Investments

$ (4)

$ (407)

Percent of Net Assets

(0.03%)

(0.03%)

(0.03%)

Recorded Future, Inc. | Funded Debt Investments

$ 36,631

$ 36,940

$ 36,744

$ 36,809

Percent of Net Assets

2.76%

2.76%

2.76%

2.78%

2.78%

2.78%

Avalara, Inc. | Funded Debt Investments

$ 34,949

$ 35,076

Percent of Net Assets

2.64%

2.64%

2.64%

OEConnection LLC | Funded Debt Investments

$ 35,216

^[8]

$ 35,169

^[9]

$ 35,450

^[8]

$ 34,361

^[9]

Percent of Net Assets

2.66%

2.66%

2.66%

2.59%

^[9]

2.59%

^[9]

2.59%

^[9]

Diligent Corporation | Funded Debt Investments

$ 30,738

^[10]

$ 34,191

^[11]

$ 30,117

^[10]

$ 33,973

^[11]

Percent of Net Assets

2.26%

2.26%

2.26%

2.56%

^[11]

2.56%

^[11]

2.56%

^[11]

IG Investments Holdings, LLC | Funded Debt Investments

$ 32,822

$ 34,032

$ 33,053

$ 33,835

Percent of Net Assets

2.48%

2.48%

2.48%

2.55%

2.55%

2.55%

Foreside Financial Group | Funded Debt Investments

$ 34,784

$ 33,730

$ 35,051

$ 33,699

Percent of Net Assets

2.63%

2.63%

2.63%

2.54%

2.54%

2.54%

Foreside Financial Group | Unfunded Debt Investments

$ (11)

$ (21)

$ 0

$ (70)

Percent of Net Assets

0.00%

0.00%

0.00%

(0.01%)

(0.01%)

(0.01%)

MRI Software LLC | Funded Debt Investments

$ 37,758

$ 34,049

$ 37,737

$ 33,367

Percent of Net Assets

2.83%

2.83%

2.83%

2.52%

2.52%

2.52%

MRI Software LLC | Unfunded Debt Investments

$ (10)

$ (137)

Percent of Net Assets

(0.01%)

(0.01%)

(0.01%)

Granicus, Inc. | Funded Debt Investments

$ 32,310

$ 32,434

$ 32,464

$ 32,630

Percent of Net Assets

2.44%

2.44%

2.44%

2.46%

2.46%

2.46%

DCA Investment Holding, LLC | Funded Debt Investments

$ 2,822

$ 32,635

$ 2,760

$ 32,177

Percent of Net Assets

0.21%

0.21%

0.21%

2.43%

2.43%

2.43%

DCA Investment Holding, LLC | Unfunded Debt Investments

$ 0

$ (68)

Percent of Net Assets

(0.01%)

(0.01%)

(0.01%)

KAMC Holdings, Inc | Funded Debt Investments

$ 37,346

$ 37,314

$ 34,158

$ 31,875

Percent of Net Assets

2.56%

2.56%

2.56%

2.40%

2.40%

2.40%

OA Buyer, Inc. | Funded Debt Investments

$ 29,233

^[12]

$ 29,497

$ 29,461

^[12]

$ 29,520

Percent of Net Assets

2.21%

2.21%

2.21%

2.23%

2.23%

2.23%

TigerConnect, Inc. | Funded Debt Investments

$ 30,998

$ 29,881

$ 30,957

$ 29,421

Percent of Net Assets

2.32%

2.32%

2.32%

2.22%

2.22%

2.22%

TigerConnect, Inc. | Unfunded Debt Investments

$ (43)

$ (43)

$ (44)

$ (125)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

(0.01%)

(0.01%)

(0.01%)

Wealth Enhancement Group, LLC | Funded Debt Investments

$ 37,544

$ 28,453

$ 37,626

$ 28,338

Percent of Net Assets

2.83%

2.83%

2.83%

2.14%

2.14%

2.14%

Wealth Enhancement Group, LLC | Unfunded Debt Investments

$ (6)

$ (27)

$ 0

$ (66)

Percent of Net Assets

0.00%

0.00%

0.00%

(0.00%)

(0.00%)

(0.00%)

Fortis Solutions Group, LLC | Funded Debt Investments

$ 28,763

$ 28,726

$ 28,802

$ 28,303

Percent of Net Assets

2.16%

2.16%

2.16%

2.13%

2.13%

2.13%

Fortis Solutions Group, LLC | Unfunded Debt Investments

$ (27)

$ (25)

$ (45)

$ (174)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

(0.01%)

(0.01%)

(0.01%)

Foundational Education Group, Inc. | Funded Debt Investments

$ 29,401

$ 29,388

$ 28,984

$ 27,293

Percent of Net Assets

2.18%

2.18%

2.18%

2.06%

2.06%

2.06%

Syndigo LLC | Funded Debt Investments

$ 28,087

$ 28,073

$ 28,197

$ 26,401

Percent of Net Assets

2.12%

2.12%

2.12%

1.99%

1.99%

1.99%

AmeriVet Partners Management, Inc. | Funded Debt Investments

$ 25,094

$ 26,227

$ 25,190

$ 25,818

Percent of Net Assets

1.89%

1.89%

1.89%

1.95%

1.95%

1.95%

AmeriVet Partners Management, Inc. | Unfunded Debt Investments

$ (10)

$ (273)

Percent of Net Assets

(0.02%)

(0.02%)

(0.02%)

NMC Crimson Holdings, Inc. | Funded Debt Investments

$ 28,923

$ 25,499

$ 28,993

$ 25,627

Percent of Net Assets

2.18%

2.18%

2.18%

1.93%

1.93%

1.93%

VT Topco, Inc. | Funded Debt Investments

$ 26,124

$ 25,419

Percent of Net Assets

1.92%

1.92%

1.92%

HS Purchaser, LLC / Help/Systems Holdings, Inc. | Funded Debt Investments

$ 26,613

$ 26,596

$ 24,997

$ 25,413

Percent of Net Assets

1.88%

1.88%

1.88%

1.92%

1.92%

1.92%

DOCS, MSO, LLC | Funded Debt Investments

$ 25,527

$ 25,785

$ 25,068

$ 25,079

Percent of Net Assets

1.88%

1.88%

1.88%

1.89%

1.89%

1.89%

DOCS, MSO, LLC | Unfunded Debt Investments

$ 0

$ (313)

Percent of Net Assets

(0.02%)

(0.02%)

(0.02%)

CRCI Longhorn Holdings, Inc. | Funded Debt Investments

$ 25,725

$ 25,714

$ 25,651

$ 24,557

Percent of Net Assets

1.93%

1.93%

1.93%

1.85%

1.85%

1.85%

ACI Group Holdings, Inc. | Funded Debt Investments

$ 27,473

^[13]

$ 24,967

$ 27,017

^[13]

$ 24,332

Percent of Net Assets

2.03%

2.03%

2.03%

1.83%

1.83%

1.83%

ACI Group Holdings, Inc. | Unfunded Debt Investments

$ (20)

^[13]

$ (21)

^[14]

$ (118)

^[13]

$ (252)

^[14]

Percent of Net Assets

(0.01%)

^[13]

(0.01%)

^[13]

(0.01%)

^[13]

(0.02%)

^[14]

(0.02%)

^[14]

(0.02%)

^[14]

Idera, Inc. | Funded Debt Investments

$ 25,262

$ 25,229

$ 25,500

$ 23,990

Percent of Net Assets

1.91%

1.91%

1.91%

1.81%

1.81%

1.81%

Bullhorn, Inc. | Funded Debt Investments

$ 21,206

$ 21,794

$ 21,272

$ 21,884

Percent of Net Assets

1.60%

1.60%

1.60%

1.65%

1.65%

1.65%

Convey Health Solutions, Inc. | Funded Debt Investments

$ 22,074

$ 22,260

$ 19,568

$ 21,751

Percent of Net Assets

1.47%

1.47%

1.47%

1.64%

1.64%

1.64%

TMK Hawk Parent, Corp. | Funded Debt Investments

$ 33,071

$ 30,161

$ 21,157

$ 20,934

Percent of Net Assets

1.59%

1.59%

1.59%

1.58%

1.58%

1.58%

Cardinal Parent, Inc. | Funded Debt Investments

$ 21,496

$ 21,597

$ 19,894

$ 20,922

Percent of Net Assets

1.49%

1.49%

1.49%

1.58%

1.58%

1.58%

Notorious Topco, LLC | Funded Debt Investments

$ 20,582

$ 20,863

$ 19,173

$ 20,646

Percent of Net Assets

1.44%

1.44%

1.44%

1.56%

1.56%

1.56%

Notorious Topco, LLC | Unfunded Debt Investments

$ (13)

$ (22)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

YLG Holdings, Inc. | Funded Debt Investments

$ 21,220

$ 20,640

$ 21,261

$ 20,140

Percent of Net Assets

1.60%

1.60%

1.60%

1.52%

1.52%

1.52%

YLG Holdings, Inc. | Unfunded Debt Investments

$ (20)

$ (36)

$ 0

$ (145)

Percent of Net Assets

0.00%

0.00%

0.00%

(0.01%)

(0.01%)

(0.01%)

American Achievement Corporation (aka AAC Holding Corp.) | Funded Debt Investments

$ 31,369

^[15]

$ 30,314

^[16]

$ 20,586

^[15]

$ 20,599

^[16]

Percent of Net Assets

1.55%

1.55%

1.55%

1.55%

^[16]

1.55%

^[16]

1.55%

^[16]

Xactly Corporation | Funded Debt Investments

$ 20,012

$ 20,039

Percent of Net Assets

1.51%

1.51%

1.51%

Ansira Holdings, Inc. | Funded Debt Investments

$ 41,680

$ 18,884

Percent of Net Assets

1.42%

1.42%

1.42%

Bluefin Holding, LLC | Funded Debt Investments

$ 19,194

$ 18,515

Percent of Net Assets

1.40%

1.40%

1.40%

Trinity Air Consultants Holdings Corporation | Funded Debt Investments

$ 19,321

$ 18,123

$ 19,452

$ 18,122

Percent of Net Assets

1.46%

1.46%

1.46%

1.37%

1.37%

1.37%

Trinity Air Consultants Holdings Corporation | Unfunded Debt Investments

$ (15)

$ (15)

$ 0

$ (31)

Percent of Net Assets

0.00%

0.00%

0.00%

(0.00%)

(0.00%)

(0.00%)

FS WhiteWater Borrower, LLC | Funded Debt Investments

$ 21,825

^[17]

$ 18,319

^[18]

$ 21,677

^[17]

$ 17,936

^[18]

Percent of Net Assets

1.63%

1.63%

1.63%

1.35%

^[18]

1.35%

^[18]

1.35%

^[18]

FS WhiteWater Borrower, LLC | Unfunded Debt Investments

$ (11)

$ (61)

^[18]

$ (27)

$ (77)

^[18]

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

(0.01%)

^[18]

(0.01%)

^[18]

(0.01%)

^[18]

Pioneer Buyer I, LLC | Funded Debt Investments

$ 18,987

$ 16,807

$ 19,105

$ 16,722

Percent of Net Assets

1.43%

1.43%

1.43%

1.26%

1.26%

1.26%

Coyote Buyer, LLC | Funded Debt Investments

$ 16,070

$ 16,221

$ 16,110

$ 16,277

Percent of Net Assets

1.21%

1.21%

1.21%

1.23%

1.23%

1.23%

Daxko Acquisition Corporation | Funded Debt Investments

$ 14,132

$ 14,161

$ 14,239

$ 13,884

Percent of Net Assets

1.07%

1.07%

1.07%

1.05%

1.05%

1.05%

Daxko Acquisition Corporation | Unfunded Debt Investments

$ (9)

$ (10)

$ 0

$ (42)

Percent of Net Assets

0.00%

0.00%

0.00%

(0.00%)

(0.00%)

(0.00%)

CFS Management, LLC | Funded Debt Investments

$ 14,511

$ 14,758

$ 12,687

$ 13,805

Percent of Net Assets

0.95%

0.95%

0.95%

1.04%

1.04%

1.04%

Calabrio, Inc. | Funded Debt Investments

$ 13,133

$ 13,120

$ 13,065

$ 13,197

Percent of Net Assets

0.98%

0.98%

0.98%

1.00%

1.00%

1.00%

IMO Investor Holdings, Inc. | Funded Debt Investments

$ 13,928

$ 13,145

$ 13,933

$ 13,136

Percent of Net Assets

1.05%

1.05%

1.05%

0.99%

0.99%

0.99%

IMO Investor Holdings, Inc. | Unfunded Debt Investments

$ (15)

$ (13)

$ (28)

$ (44)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

(0.00%)

(0.00%)

(0.00%)

Apptio, Inc. | Funded Debt Investments

$ 12,329

$ 12,443

Percent of Net Assets

0.94%

0.94%

0.94%

USRP Holdings, Inc. | Funded Debt Investments

$ 12,603

$ 12,682

$ 12,688

$ 12,370

Percent of Net Assets

0.95%

0.95%

0.95%

0.93%

0.93%

0.93%

CHA Holdings, Inc. | Funded Debt Investments

$ 11,421

$ 11,406

$ 11,466

$ 11,319

Percent of Net Assets

0.86%

0.86%

0.86%

0.85%

0.85%

0.85%

Specialtycare, Inc. | Funded Debt Investments

$ 10,406

$ 10,625

$ 10,090

$ 10,298

Percent of Net Assets

0.76%

0.76%

0.76%

0.78%

0.78%

0.78%

Specialtycare, Inc. | Unfunded Debt Investments

$ (5)

$ (51)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

CG Group Holdings, LLC | Funded Debt Investments

$ 9,267

$ 9,150

$ 8,933

$ 8,228

Percent of Net Assets

0.67%

0.67%

0.67%

0.62%

0.62%

0.62%

KPSKY Acquisition Inc. | Funded Debt Investments

$ 8,799

$ 7,846

$ 8,694

$ 7,567

Percent of Net Assets

0.65%

0.65%

0.65%

0.57%

0.57%

0.57%

Sun Acquirer Corp. | Funded Debt Investments

$ 6,789

$ 6,713

$ 6,728

$ 6,661

Percent of Net Assets

0.51%

0.51%

0.51%

0.50%

0.50%

0.50%

Sun Acquirer Corp. | Unfunded Debt Investments

$ (6)

$ (12)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

PPV Intermediate Holdings LLC | Funded Debt Investments

$ 6,699

$ 6,629

Percent of Net Assets

0.50%

0.50%

0.50%

PPV Intermediate Holdings LLC | Unfunded Debt Investments

$ (7)

$ (24)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

Pye-Barker Fire & Safety, LLC | Funded Debt Investments

$ 5,533

$ 5,424

Percent of Net Assets

0.41%

0.41%

0.41%

Education Management II LLC | Funded Debt Investments

^[19]

$ 953

^[19]

$ 0

Percent of Net Assets

^[19]

0.00%

0.00%

0.00%

Tahoe Finco, LLC | Funded Debt Investments

$ 58,682

$ 58,236

Percent of Net Assets

4.39%

4.39%

4.39%

Integro Parent Inc. | Funded Debt Investments

$ 17,778

$ 16,116

$ 18,124

$ 13,733

Percent of Net Assets

1.36%

1.36%

1.36%

1.04%

1.04%

1.04%

Tennessee Bidco Limited | Funded Debt Investments

$ 48,497

^[6]

$ 47,698

^[20]

$ 47,740

^[6]

$ 45,483

^[20]

Percent of Net Assets

3.58%

3.58%

3.58%

3.43%

^[20]

3.43%

^[20]

3.43%

^[20]

Symplr Software Intermediate Holdings, Inc. | Equity

$ 18,825

$ 16,118

^[21]

$ 18,566

$ 15,325

^[21]

Percent of Net Assets

1.39%

1.39%

1.39%

1.16%

^[21]

1.16%

^[21]

1.16%

^[21]

Education Management Corporation | Equity

$ 12,782

$ 469

^[19]

$ 2,000

$ 0

^[19]

Percent of Net Assets

0.15%

0.15%

0.15%

0.00%

^[19]

0.00%

^[19]

0.00%

^[19]

Community Brands ParentCo, LLC | Unfunded Debt Investments

$ (4)

$ (4)

$ (34)

$ (42)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

(0.00%)

(0.00%)

(0.00%)

Knockout Intermediate Holdings I Inc. | Unfunded Debt Investments

^[7]

$ (29)

^[7]

$ (112)

Percent of Net Assets

^[7]

(0.01%)

(0.01%)

(0.01%)

Permian Trust | Funded Debt Investments

$ 0

$ 0

$ 0

$ 0

Percent of Net Assets

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

Sierra Hamilton Holdings Corporation | Non-controlled/Affiliated

$ 2,000

$ 4,000

Sierra Hamilton Holdings Corporation | Equity

12,783

$ 4,000

Percent of Net Assets

0.30%

0.30%

0.30%

New Benevis Holdco, Inc. | Funded Debt Investments

91,569

^[22]

$ 65,417

^[23]

$ 88,642

^[22]

$ 63,493

^[23]

Percent of Net Assets

6.66%

^[22]

6.66%

^[22]

6.66%

^[22]

4.79%

^[23]

4.79%

^[23]

4.79%

^[23]

UniTek Global Services, Inc. | Controlled

$ 91,999

$ 103,770

UniTek Global Services, Inc. | Funded Debt Investments

19,395

42,445

$ 18,606

$ 41,303

Percent of Net Assets

1.40%

1.40%

1.40%

3.11%

3.11%

3.11%

UniTek Global Services, Inc. | Equity

$ 86,555

$ 81,254

$ 30,677

$ 25,787

Percent of Net Assets

2.30%

2.30%

2.30%

1.94%

1.94%

1.94%

New Permian Holdco, L.L.C. | Funded Debt Investments

$ 37,171

$ 31,564

$ 37,170

$ 31,564

Percent of Net Assets

2.79%

2.79%

2.79%

2.38%

2.38%

2.38%

National HME, Inc. | Funded Debt Investments

^[24]

$ 25,276

^[24]

$ 5,381

Percent of Net Assets

^[24]

0.41%

0.41%

0.41%

New Benevis Topco, LLC | Equity

$ 39,924

$ 39,922

^[23]

$ 46,759

$ 50,653

^[23]

Percent of Net Assets

3.51%

3.51%

3.51%

3.82%

^[23]

3.82%

^[23]

3.82%

^[23]

Haven Midstream Holdings LLC | Equity

$ 0

^[25]

$ 0

^[26]

$ 3,419

^[25]

$ 35,788

^[26]

Percent of Net Assets

0.26%

^[25]

0.26%

^[25]

0.26%

^[25]

2.70%

^[26]

2.70%

^[26]

2.70%

^[26]

Kaseya Inc | Funded Debt Investments

^[27]

$ 64,438

^[27]

$ 64,843

Percent of Net Assets

4.87%

4.87%

4.87%

Kaseya Inc | Unfunded Debt Investments

^[27]

$ (22)

^[27]

$ 0

Percent of Net Assets

^[27]

0.00%

0.00%

0.00%

Safety Borrower Holdings LLC | Funded Debt Investments

$ 7,263

$ 7,288

Percent of Net Assets

0.55%

0.55%

0.55%

Auctane Inc. (fka Stamps.com Inc.) | Funded Debt Investments

$ 36,348

$ 36,677

$ 35,995

$ 36,365

Percent of Net Assets

2.70%

2.70%

2.70%

2.74%

2.74%

2.74%

Power Grid Holdings, Inc. | Funded Debt Investments

$ 18,225

$ 18,223

Percent of Net Assets

1.37%

1.37%

1.37%

Oranje Holdco, Inc. | Funded Debt Investments

$ 14,714

$ 14,880

Percent of Net Assets

1.12%

1.12%

1.12%

Coupa Holdings, LLC | Funded Debt Investments

$ 14,294

$ 14,606

Percent of Net Assets

1.10%

1.10%

1.10%

Coupa Holdings, LLC | Unfunded Debt Investments

$ (12)

$ 13

Percent of Net Assets

0.00%

0.00%

0.00%

Atlas AU Bidco Pty Ltd | Funded Debt Investments

^[6]

$ 4,739

^[6]

$ 4,786

Percent of Net Assets

^[6]

0.36%

0.36%

0.36%

PetVet Care Centers, LLC | Unfunded Debt Investments

$ (37)

$ 1

Percent of Net Assets

0.00%

0.00%

0.00%

Ncontracts, LLC | Unfunded Debt Investments

$ (10)

$ (10)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

Groundworks, LLC | Unfunded Debt Investments

$ (16)

$ (19)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

Eagle Infrastructure Services L L C Fka F R Arsenal Holdings I I Corp Member | Funded Debt Investments

$ 11,018

$ 11,018

Percent of Net Assets

0.83%

0.83%

0.83%

Next Holdco, LLC | Unfunded Debt Investments

$ (3)

$ (3)

Percent of Net Assets

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: AAC Lender Holdings, LLC, Ordinary shares

Principal Amount, Shares (in shares) | shares

758

^{[15],[28],[29],[30]}

758

^{[15],[28],[29],[30]}

758

^{[15],[28],[29],[30]}

758

^{[4],[5],[16],[31]}

758

^{[4],[5],[16],[31]}

758

^{[4],[5],[16],[31]}

$ 0

^{[15],[29],[30]}

$ 0

^[4],[5],[16]

$ 0

^{[15],[29],[30]}

$ 0

^[4],[5],[16]

Percent of Net Assets

0.00%

^{[15],[29],[30]}

0.00%

^{[15],[29],[30]}

0.00%

^{[15],[29],[30]}

0.00%

^[4],[5],[16]

0.00%

^[4],[5],[16]

0.00%

^[4],[5],[16]

Investment, Identifier [Axis]: AAH Topco, LLC, Subordinated 1

^[29],[30]

11.50%

11.50%

11.50%

^{[29],[30],[32]}

11.50%

11.50%

11.50%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 14,011

^[29],[30]

13,865

^[29],[30]

$ 13,420

Investment, Identifier [Axis]: AAH Topco, LLC, Subordinated 2

^[29],[33]

11.50%

11.50%

11.50%

^{[29],[32],[33]}

11.50%

11.50%

11.50%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 5,495

^[29],[33]

5,437

^[29],[33]

$ 5,263

Investment, Identifier [Axis]: AAH Topco, LLC, First Lien - Drawn 1

^{[29],[34],[35]}

5.50%

5.50%

5.50%

^{[29],[32],[34],[35]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[34],[35]}

$ 22,965

^{[29],[34],[35]}

22,772

^{[29],[34],[35]}

$ 22,965

Investment, Identifier [Axis]: AAH Topco, LLC, First Lien - Drawn 2

^{[29],[33],[34]}

5.50%

5.50%

5.50%

^{[29],[32],[33],[34]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[33],[34]}

$ 7,450

^{[29],[33],[34]}

7,388

^{[29],[33],[34]}

$ 7,450

Investment, Identifier [Axis]: AAH Topco, LLC, First Lien 1

^[29],[36]

5.50%

5.50%

5.50%

^{[29],[32],[36]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 20,426

^[29],[36]

20,278

^[29],[36]

$ 20,426

Investment, Identifier [Axis]: AAH Topco, LLC, First Lien 2

^[29],[33]

5.50%

5.50%

5.50%

^{[29],[32],[33]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 9,698

^[29],[33]

9,628

^[29],[33]

9,698

Investment, Identifier [Axis]: AAH Topco, LLC, First lien - Drawn 1

^[4],[5],[37]

5.50%

5.50%

5.50%

^{[4],[5],[37],[38]}

9.82%

9.82%

9.82%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 12,357

^[4],[5],[37]

12,369

^[4],[5],[37]

$ 12,204

Investment, Identifier [Axis]: AAH Topco, LLC, First lien - Drawn 2

^{[4],[37],[39]}

5.50%

5.50%

5.50%

^{[4],[37],[38],[39]}

9.82%

9.82%

9.82%

Principal Amount, Par Value

^{[4],[31],[37],[39]}

$ 4,009

^{[4],[37],[39]}

4,013

^{[4],[37],[39]}

3,959

Investment, Identifier [Axis]: AAH Topco, LLC, First lien - Undrawn

Principal Amount, Par Value

3,659

^{[28],[29],[30],[34]}

4,231

^{[4],[5],[31],[37]}

(37)

^{[29],[30],[34]}

(42)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

(52)

^[4],[5],[37]

Percent of Net Assets

^{[29],[30],[34]}

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: AAH Topco, LLC, First lien - Undrawn 1

Principal Amount, Par Value

^{[4],[5],[31],[37]}

3,659

^[4],[5],[37]

(37)

^[4],[5],[37]

(45)

Investment, Identifier [Axis]: AAH Topco, LLC, First lien - Undrawn 2

Principal Amount, Par Value

^{[4],[5],[31],[37]}

13,041

^[4],[5],[37]

(130)

^[4],[5],[37]

$ (162)

Investment, Identifier [Axis]: AAH Topco, LLC, First lien 1

^[4],[40]

5.50%

5.50%

5.50%

^{[4],[38],[40]}

9.89%

9.89%

9.89%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 20,634

^[4],[40]

20,457

^[4],[40]

$ 20,378

Investment, Identifier [Axis]: AAH Topco, LLC, First lien 2

^[4],[39]

5.50%

5.50%

5.50%

^{[4],[38],[39]}

9.89%

9.89%

9.89%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 9,797

^[4],[39]

9,713

^[4],[39]

$ 9,676

Investment, Identifier [Axis]: AAH Topco, LLC, Subordinated 1

^[4],[5],[41]

11.50%

11.50%

11.50%

^[4],[5],[38]

11.50%

11.50%

11.50%

Principal Amount, Par Value

^[4],[5],[31]

$ 12,494

^[4],[5]

12,337

^[4],[5]

$ 11,908

Investment, Identifier [Axis]: AAH Topco, LLC, Subordinated 2

^{[4],[39],[41]}

11.50%

11.50%

11.50%

^{[4],[38],[39]}

11.50%

11.50%

11.50%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 4,900

^[4],[39]

4,838

^[4],[39]

$ 4,670

Investment, Identifier [Axis]: ACI Group Holdings, Inc. First Lien - Drawn 1

^{[29],[30],[34]}

5.50%

5.50%

5.50%

^{[29],[30],[32],[34]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 1,397

^{[29],[30],[34]}

1,384

^{[29],[30],[34]}

$ 1,364

Investment, Identifier [Axis]: ACI Group Holdings, Inc. First Lien - Drawn 2

^{[29],[30],[34]}

5.50%

5.50%

5.50%

^{[29],[30],[32],[34]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 353

^{[29],[30],[34]}

350

^{[29],[30],[34]}

$ 345

Investment, Identifier [Axis]: ACI Group Holdings, Inc. First Lien 1

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 22,025

^[29],[35]

21,868

^[29],[35]

$ 21,498

Investment, Identifier [Axis]: ACI Group Holdings, Inc. First Lien 2

^[29],[30]

5.50%

5.50%

5.50%

^{[29],[30],[32]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 3,904

^[29],[30]

3,871

^[29],[30]

3,810

Investment, Identifier [Axis]: ACI Group Holdings, Inc., First lien

^{[4],[41],[42]}

4.50%

4.50%

4.50%

^{[4],[41],[42]}

1.25%

1.25%

1.25%

^[4],[5],[38]

10.13%

10.13%

10.13%

Principal Amount, Par Value

^[4],[5],[31]

$ 22,082

^[4],[5]

21,898

^[4],[5]

$ 21,338

Investment, Identifier [Axis]: ACI Group Holdings, Inc., First lien - Drawn 1

^{[4],[5],[37],[41]}

4.50%

4.50%

4.50%

^{[4],[5],[37],[41]}

1.25%

1.25%

1.25%

^{[4],[5],[37],[38]}

10.13%

10.13%

10.13%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 2,840

^[4],[5],[37]

2,813

^[4],[5],[37]

$ 2,744

Investment, Identifier [Axis]: ACI Group Holdings, Inc., First lien - Drawn 2

^[4],[5],[37]

5.50%

5.50%

5.50%

^{[4],[5],[37],[38]}

9.88%

9.88%

9.88%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 259

^[4],[5],[37]

256

^[4],[5],[37]

250

Investment, Identifier [Axis]: ACI Group Holdings, Inc., First lien - Undrawn 1

Principal Amount, Par Value

2,001

^{[28],[29],[30],[34]}

2,095

^{[4],[5],[31],[37]}

(20)

^{[29],[30],[34]}

(21)

^[4],[5],[37]

(48)

^{[29],[30],[34]}

(71)

^[4],[5],[37]

Investment, Identifier [Axis]: ACI Group Holdings, Inc., First lien - Undrawn 2

Principal Amount, Par Value

2,909

^{[28],[29],[30],[34]}

5,386

^{[4],[5],[31],[37]}

0

^{[29],[30],[34]}

0

^[4],[5],[37]

$ (70)

^{[29],[30],[34]}

$ (181)

^[4],[5],[37]

Investment, Identifier [Axis]: ACI Parent Inc., Preferred shares

^[29],[30]

11.75%

11.75%

11.75%

^{[29],[30],[32]}

11.75%

11.75%

11.75%

Principal Amount, Shares (in shares) | shares

12,500

^{[28],[29],[30]}

12,500

^{[28],[29],[30]}

12,500

^{[28],[29],[30]}

12,500

^{[4],[5],[14],[31]}

12,500

^{[4],[5],[14],[31]}

12,500

^{[4],[5],[14],[31]}

$ 16,414

^[29],[30]

$ 14,605

^[4],[5],[14]

$ 15,040

^[29],[30]

$ 14,068

^[4],[5],[14]

Percent of Net Assets

1.13%

^[29],[30]

1.13%

^[29],[30]

1.13%

^[29],[30]

1.06%

^[4],[5],[14]

1.06%

^[4],[5],[14]

1.06%

^[4],[5],[14]

Investment, Identifier [Axis]: ADG, LLC, Second lien

^[4],[5],[41]

10.00%

10.00%

10.00%

^[4],[5],[38]

14.38%

14.38%

14.38%

Principal Amount, Par Value

^[4],[5],[31]

$ 7,430

^[4],[5]

7,413

^[4],[5]

$ 4,984

Percent of Net Assets

^[4],[5]

0.38%

0.38%

0.38%

Investment, Identifier [Axis]: Alegeus Technologies Holdings Corp. First Lien

^[29],[36]

8.25%

8.25%

8.25%

^{[29],[32],[36]}

13.75%

13.75%

13.75%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 13,444

^[29],[36]

13,433

^[29],[36]

$ 13,444

Percent of Net Assets

1.01%

1.01%

1.01%

Investment, Identifier [Axis]: Alegeus Technologies Holdings Corp., First lien

^[4],[40]

8.25%

8.25%

8.25%

^{[4],[38],[40]}

10.95%

10.95%

10.95%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 13,444

^[4],[40]

13,421

^[4],[40]

$ 13,444

Percent of Net Assets

^[4],[40]

1.01%

1.01%

1.01%

Investment, Identifier [Axis]: AmeriVet Partners Management, Inc. First Lien - Drawn

^{[29],[30],[34]}

5.50%

5.50%

5.50%

^{[29],[30],[32],[34]}

11.00%

11.00%

11.00%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 700

^{[29],[30],[34]}

697

^{[29],[30],[34]}

$ 700

Investment, Identifier [Axis]: AmeriVet Partners Management, Inc. First Lien 1

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

11.00%

11.00%

11.00%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 19,159

^[29],[35]

19,089

^[29],[35]

$ 19,159

Investment, Identifier [Axis]: AmeriVet Partners Management, Inc. First Lien 2

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

11.00%

11.00%

11.00%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 5,331

^[29],[35]

5,308

^[29],[35]

5,331

Investment, Identifier [Axis]: AmeriVet Partners Management, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

1,969

^{[29],[30],[34]}

(10)

^{[29],[30],[34]}

$ 0

Percent of Net Assets

^{[29],[30],[34]}

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: AmeriVet Partners Management, Inc., First lien - Undrawn 1

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 1,969

^[4],[5],[37]

(10)

^[4],[5],[37]

(39)

Investment, Identifier [Axis]: AmeriVet Partners Management, Inc., First lien - Undrawn 2

Principal Amount, Par Value

^{[4],[5],[31],[37]}

11,718

^[4],[5],[37]

0

^[4],[5],[37]

$ (234)

Investment, Identifier [Axis]: AmeriVet Partners Management, Inc., First lien 1

^[4],[42]

5.50%

5.50%

5.50%

^{[4],[38],[42]}

10.23%

10.23%

10.23%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 22,321

^[4],[42]

22,223

^[4],[42]

$ 21,875

Investment, Identifier [Axis]: AmeriVet Partners Management, Inc., First lien 2

^[4],[42]

5.50%

5.50%

5.50%

^{[4],[38],[42]}

10.23%

10.23%

10.23%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 4,024

^[4],[42]

4,004

^[4],[42]

3,943

Investment, Identifier [Axis]: American Achievement Corporation (aka AAC Holding Corp.) First Lien 1

^{[29],[35],[43],[44]}

0.50%

0.50%

0.50%

^{[29],[35],[43],[44]}

5.75%

5.75%

5.75%

^{[29],[32],[35],[43],[44]}

11.69%

11.69%

11.69%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 29,879

^[29],[35]

29,842

^[29],[35]

$ 20,586

Investment, Identifier [Axis]: American Achievement Corporation (aka AAC Holding Corp.) First Lien 2

^{[29],[30],[43],[44]}

0.50%

0.50%

0.50%

^{[29],[30],[43],[44]}

13.50%

13.50%

13.50%

^{[29],[30],[32],[43],[44]}

19.44%

19.44%

19.44%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 1,527

^[29],[30]

1,527

^[29],[30]

$ 0

Investment, Identifier [Axis]: American Achievement Corporation (aka AAC Holding Corp.) Subordinated

^{[29],[30],[43],[44]}

1.00%

1.00%

1.00%

^{[29],[30],[32],[43],[44]}

7.54%

7.54%

7.54%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 5,230

^[29],[30]

0

^[29],[30]

0

Investment, Identifier [Axis]: American Achievement Corporation (aka AAC Holding Corp.), First lien

Principal Amount, Par Value

31,406

Investment, Identifier [Axis]: American Achievement Corporation (aka AAC Holding Corp.), First lien - Undrawn

Principal Amount, Par Value

2,652

^{[15],[28],[29],[30],[34]}

2,652

^{[4],[5],[16],[31],[37]}

0

^{[15],[29],[30],[34]}

0

^{[4],[5],[16],[37]}

$ 0

^{[15],[29],[30],[34]}

$ 0

^{[4],[5],[16],[37]}

Percent of Net Assets

0.00%

^{[15],[29],[30],[34]}

0.00%

^{[15],[29],[30],[34]}

0.00%

^{[15],[29],[30],[34]}

0.00%

^{[4],[5],[16],[37]}

0.00%

^{[4],[5],[16],[37]}

0.00%

^{[4],[5],[16],[37]}

Investment, Identifier [Axis]: American Achievement Corporation (aka AAC Holding Corp.), First lien 1

^{[4],[41],[42],[45]}

5.75%

5.75%

5.75%

^{[4],[41],[42],[45]}

0.50%

0.50%

0.50%

^{[4],[38],[42]}

10.38%

10.38%

10.38%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 28,829

^[4],[42]

28,787

^[4],[42]

$ 20,599

Investment, Identifier [Axis]: American Achievement Corporation (aka AAC Holding Corp.), First lien 2

^{[4],[5],[41],[45]}

13.50%

13.50%

13.50%

^{[4],[5],[41],[45]}

0.50%

0.50%

0.50%

^[4],[5],[38]

18.13%

18.13%

18.13%

Principal Amount, Par Value

^[4],[5],[31]

$ 1,527

^[4],[5]

1,527

^[4],[5]

$ 0

Investment, Identifier [Axis]: American Achievement Corporation (aka AAC Holding Corp.), First lien, Non-accrual status

Principal Amount, Par Value

$ 17,927

$ 13,479

Investment, Identifier [Axis]: American Achievement Corporation (aka AAC Holding Corp.), Non-accrual status

$ 31,369

20,586

Investment, Identifier [Axis]: American Achievement Corporation (aka AAC Holding Corp.), Subordinated

^{[4],[5],[41],[45]}

1.00%

1.00%

1.00%

^[4],[5],[38]

4.75%

4.75%

4.75%

Principal Amount, Par Value

$ 5,230

$ 5,230

^[4],[5],[31]

^[4],[5]

0

^[4],[5]

$ 0

Investment, Identifier [Axis]: American Achievement Corporation (aka AAC Holding Corp.), Subordinated, Non-accrual status

Principal Amount, Par Value

$ 5,230

Investment, Identifier [Axis]: Anaplan, Inc. First Lien

^[29],[35]

6.50%

6.50%

6.50%

^{[29],[32],[35]}

11.85%

11.85%

11.85%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 10,618

^[29],[35]

10,535

^[29],[35]

$ 10,618

Percent of Net Assets

0.80%

0.80%

0.80%

Investment, Identifier [Axis]: Anaplan, Inc., First lien

^[4],[42]

6.50%

6.50%

6.50%

^{[4],[38],[42]}

10.82%

10.82%

10.82%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 33,618

^[4],[42]

33,300

^[4],[42]

$ 33,282

Percent of Net Assets

^[4],[42]

2.51%

2.51%

2.51%

Investment, Identifier [Axis]: Ancora Acquisition LLC, Preferred shares

Principal Amount, Shares (in shares) | shares

372

^{[28],[29],[46]}

372

^{[28],[29],[46]}

372

^{[28],[29],[46]}

372

^{[4],[31],[47]}

372

^{[4],[31],[47]}

372

^{[4],[31],[47]}

$ 83

^[29],[46]

$ 83

^[4],[47]

$ 0

^[29],[46]

$ 158

^[4],[47]

Percent of Net Assets

0.00%

^[29],[46]

0.00%

^[29],[46]

0.00%

^[29],[46]

0.01%

^[4],[47]

0.01%

^[4],[47]

0.01%

^[4],[47]

Investment, Identifier [Axis]: Ansira Holdings, Inc, First lien - Undrawn

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 1,161

^[4],[5],[37]

0

^[4],[5],[37]

$ 0

Percent of Net Assets

^[4],[5],[37]

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: Ansira Holdings, Inc., First lien - Drawn

^{[4],[5],[37],[41]}

2.00%

2.00%

2.00%

^{[4],[5],[37],[41]}

8.00%

8.00%

8.00%

^{[4],[5],[37],[38]}

14.42%

14.42%

14.42%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 313

^[4],[5],[37]

313

^[4],[5],[37]

$ 313

Investment, Identifier [Axis]: Ansira Holdings, Inc., First lien 1

^{[4],[40],[41],[45]}

6.50%

6.50%

6.50%

^{[4],[38],[40]}

10.91%

10.91%

10.91%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 32,953

^[4],[40]

33,059

^[4],[40]

$ 14,829

Investment, Identifier [Axis]: Ansira Holdings, Inc., First lien 2

^{[4],[5],[41],[45]}

6.50%

6.50%

6.50%

^[38]

11.15%

11.15%

11.15%

Principal Amount, Par Value

^[31]

$ 8,316

8,308

$ 3,742

Investment, Identifier [Axis]: Appriss Health Intermediate Holdings, Inc., Preferred shares

^[29],[30]

11.00%

11.00%

11.00%

^[29],[30]

11.00%

11.00%

11.00%

Principal Amount, Shares (in shares) | shares

2,333

^{[28],[29],[30]}

2,333

^{[28],[29],[30]}

2,333

^{[28],[29],[30]}

2,333

^{[4],[5],[31],[48]}

2,333

^{[4],[5],[31],[48]}

2,333

^{[4],[5],[31],[48]}

$ 2,992

^[29],[30]

$ 2,755

^[4],[5],[48]

$ 2,863

^[29],[30]

$ 2,628

^[4],[5],[48]

Percent of Net Assets

0.21%

^[29],[30]

0.21%

^[29],[30]

0.21%

^[29],[30]

0.20%

^[4],[5],[48]

0.20%

^[4],[5],[48]

0.20%

^[4],[5],[48]

Investment, Identifier [Axis]: Appriss Health, LLC, First Lien

^[29],[36]

6.75%

6.75%

6.75%

^{[29],[32],[36]}

12.32%

12.32%

12.32%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 6,188

^[29],[36]

6,150

^[29],[36]

$ 6,188

Percent of Net Assets

0.46%

0.46%

0.46%

Investment, Identifier [Axis]: Appriss Health, LLC, First lien

^[4],[40]

7.25%

7.25%

7.25%

^{[4],[38],[40]}

11.54%

11.54%

11.54%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 6,234

^[4],[40]

6,186

^[4],[40]

$ 6,234

Percent of Net Assets

^[4],[40]

0.47%

0.47%

0.47%

Investment, Identifier [Axis]: Appriss Health, LLC, First lien - Undrawn

Principal Amount, Par Value

$ 417

^{[28],[29],[30],[34]}

$ 417

^{[4],[5],[31],[37]}

(4)

^{[29],[30],[34]}

(4)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ 0

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

Investment, Identifier [Axis]: Apptio, Inc., First lien - Drawn

^[4],[5],[37]

6.00%

6.00%

6.00%

^{[4],[5],[37],[38]}

9.94%

9.94%

9.94%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 1,240

^[4],[5],[37]

1,215

^[4],[5],[37]

1,240

Investment, Identifier [Axis]: Apptio, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[4],[5],[31],[37]}

827

^[4],[5],[37]

(17)

^[4],[5],[37]

$ 0

Percent of Net Assets

^[4],[5],[37]

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: Apptio, Inc., First lien 1

^[4],[40]

6.00%

6.00%

6.00%

^{[4],[38],[40]}

9.94%

9.94%

9.94%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 5,703

^[4],[40]

5,658

^[4],[40]

$ 5,703

Investment, Identifier [Axis]: Apptio, Inc., First lien 2

^[4],[42]

6.00%

6.00%

6.00%

^{[4],[38],[42]}

9.94%

9.94%

9.94%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 5,500

^[4],[42]

5,456

^[4],[42]

5,500

Investment, Identifier [Axis]: Associations, Inc. First Lien - Drawn

^{[29],[30],[34]}

6.50%

6.50%

6.50%

^{[29],[30],[32],[34]}

12.14%

12.14%

12.14%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 1,252

^{[29],[30],[34]}

1,246

^{[29],[30],[34]}

$ 1,252

Investment, Identifier [Axis]: Associations, Inc. First Lien 1

^[29],[35]

4.00%

4.00%

4.00%

^[29],[35]

2.50%

2.50%

2.50%

^{[29],[32],[35]}

12.18%

12.18%

12.18%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 33,701

^[29],[35]

33,604

^[29],[35]

$ 33,701

Investment, Identifier [Axis]: Associations, Inc. First Lien 2

^[29],[35]

4.00%

4.00%

4.00%

^[29],[35]

2.50%

2.50%

2.50%

^{[29],[32],[35]}

12.13%

12.13%

12.13%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 9,037

^[29],[35]

9,007

^[29],[35]

$ 9,037

Investment, Identifier [Axis]: Associations, Inc. First Lien 3

^[29],[36]

4.00%

4.00%

4.00%

^[29],[36]

2.50%

2.50%

2.50%

^{[29],[32],[36]}

12.15%

12.15%

12.15%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 9,036

^[29],[36]

9,006

^[29],[36]

$ 9,036

Investment, Identifier [Axis]: Associations, Inc. First Lien 4

^[29],[36]

4.00%

4.00%

4.00%

^[29],[36]

2.50%

2.50%

2.50%

^{[29],[32],[36]}

12.13%

12.13%

12.13%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 5,457

^[29],[36]

5,439

^[29],[36]

$ 5,457

Investment, Identifier [Axis]: Associations, Inc. First Lien 5

^[29],[36]

4.00%

4.00%

4.00%

^[29],[36]

2.50%

2.50%

2.50%

^{[29],[32],[36]}

12.17%

12.17%

12.17%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 4,341

^[29],[36]

4,327

^[29],[36]

$ 4,341

Investment, Identifier [Axis]: Associations, Inc. First Lien 6

^[29],[35]

4.00%

4.00%

4.00%

^[29],[35]

2.50%

2.50%

2.50%

^{[29],[32],[35]}

12.16%

12.16%

12.16%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 4,121

^[29],[35]

4,102

^[29],[35]

4,121

Investment, Identifier [Axis]: Associations, Inc., First lien - Undrawn

Principal Amount, Par Value

2,291

^{[28],[29],[30],[34]}

3,543

^{[4],[5],[31],[37]}

(11)

^{[29],[30],[34]}

(18)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ 0

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

Investment, Identifier [Axis]: Associations, Inc., First lien 1

^{[4],[41],[42]}

4.00%

4.00%

4.00%

^{[4],[41],[42]}

2.50%

2.50%

2.50%

^{[4],[38],[42]}

10.36%

10.36%

10.36%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 35,786

^[4],[42]

35,657

^[4],[42]

$ 35,786

Investment, Identifier [Axis]: Associations, Inc., First lien 2

^{[4],[40],[41]}

4.00%

4.00%

4.00%

^{[4],[40],[41]}

2.50%

2.50%

2.50%

^{[4],[38],[40]}

11.26%

11.26%

11.26%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 8,810

^[4],[40]

8,774

^[4],[40]

$ 8,810

Investment, Identifier [Axis]: Associations, Inc., First lien 3

^{[4],[41],[42]}

4.00%

4.00%

4.00%

^{[4],[41],[42]}

2.50%

2.50%

2.50%

^{[4],[38],[42]}

11.29%

11.29%

11.29%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 8,810

^[4],[42]

8,773

^[4],[42]

$ 8,810

Investment, Identifier [Axis]: Associations, Inc., First lien 4

^{[4],[40],[41]}

4.00%

4.00%

4.00%

^{[4],[40],[41]}

2.50%

2.50%

2.50%

^{[4],[38],[40]}

10.97%

10.97%

10.97%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 5,321

^[4],[40]

5,300

^[4],[40]

$ 5,321

Investment, Identifier [Axis]: Associations, Inc., First lien 5

^{[4],[41],[42]}

4.00%

4.00%

4.00%

^{[4],[41],[42]}

2.50%

2.50%

2.50%

^{[4],[38],[40]}

10.36%

10.36%

10.36%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 4,233

^[4],[40]

4,217

^[4],[40]

$ 4,233

Investment, Identifier [Axis]: Aston FinCo S.a r.l. / Aston US Finco, LLC, Second lien

8.25%

^[29],[36]

8.25%

^[29],[36]

8.25%

^[29],[36]

8.25%

^{[4],[20],[40]}

8.25%

^{[4],[20],[40]}

8.25%

^{[4],[20],[40]}

13.72%

^{[29],[32],[36]}

13.72%

^{[29],[32],[36]}

13.72%

^{[29],[32],[36]}

12.63%

^{[4],[20],[38],[40]}

12.63%

^{[4],[20],[38],[40]}

12.63%

^{[4],[20],[38],[40]}

Principal Amount, Par Value

$ 34,459

^{[28],[29],[36]}

$ 34,459

^{[4],[20],[31],[40]}

34,301

^[29],[36]

34,271

^{[4],[20],[40]}

$ 34,458

^{[6],[29],[36]}

$ 34,356

^{[4],[20],[40]}

Percent of Net Assets

2.59%

2.59%

2.59%

2.59%

^{[4],[20],[40]}

2.59%

^{[4],[20],[40]}

2.59%

^{[4],[20],[40]}

Investment, Identifier [Axis]: Atlas AU Bidco Pty Ltd, First Lien 1

^[29],[35]

7.25%

7.25%

7.25%

^{[29],[32],[35]}

12.61%

12.61%

12.61%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 3,454

^[29],[35]

3,407

^[29],[35]

$ 3,454

Investment, Identifier [Axis]: Atlas AU Bidco Pty Ltd, First Lien 2

^[35]

6.75%

6.75%

6.75%

^[32],[35]

12.11%

12.11%

12.11%

Principal Amount, Par Value

^[28],[35]

$ 1,345

^[35]

1,332

^[35]

1,332

Investment, Identifier [Axis]: Atlas AU Bidco Pty Ltd, First lien

^[20],[42]

7.25%

7.25%

7.25%

^{[20],[38],[42]}

11.48%

11.48%

11.48%

Principal Amount, Par Value

^{[20],[31],[42]}

$ 3,454

^[20],[42]

3,402

^[20],[42]

$ 3,402

Percent of Net Assets

^[20],[42]

0.26%

0.26%

0.26%

Investment, Identifier [Axis]: Atlas AU Bidco Pty Ltd, First lien - Undrawn

Principal Amount, Par Value

320

^{[6],[28],[29],[30],[34]}

$ 320

^{[5],[20],[31],[37]}

(5)

^{[6],[29],[30],[34]}

(5)

^{[5],[20],[37]}

$ 0

^{[6],[29],[30],[34]}

$ (5)

^{[5],[20],[37]}

Percent of Net Assets

0.00%

^{[6],[29],[30],[34]}

0.00%

^{[6],[29],[30],[34]}

0.00%

^{[6],[29],[30],[34]}

0.00%

^{[5],[20],[37]}

0.00%

^{[5],[20],[37]}

0.00%

^{[5],[20],[37]}

Investment, Identifier [Axis]: Auctane Inc. (fka Stamps.com Inc.) First Lien 1

^[29],[36]

5.75%

5.75%

5.75%

^{[29],[32],[36]}

11.23%

11.23%

11.23%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 21,847

^[29],[36]

21,684

^[29],[36]

$ 21,473

Investment, Identifier [Axis]: Auctane Inc. (fka Stamps.com Inc.) First Lien 2

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.23%

11.23%

11.23%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 14,774

^[29],[35]

14,664

^[29],[35]

$ 14,522

Investment, Identifier [Axis]: Auctane Inc. (fka Stamps.com Inc.), First lien 1

^[4],[40]

5.75%

5.75%

5.75%

^{[4],[38],[40]}

10.13%

10.13%

10.13%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 22,069

^[4],[40]

21,880

^[4],[40]

$ 21,694

Investment, Identifier [Axis]: Auctane Inc. (fka Stamps.com Inc.), First lien 2

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.13%

10.13%

10.13%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 14,925

^[4],[42]

14,797

^[4],[42]

14,671

Investment, Identifier [Axis]: Avalara, Inc First Lien

^[29],[36]

7.25%

7.25%

7.25%

^{[29],[32],[36]}

12.60%

12.60%

12.60%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 17,198

^[29],[36]

17,015

^[29],[36]

$ 17,198

Percent of Net Assets

1.29%

1.29%

1.29%

Investment, Identifier [Axis]: Avalara, Inc., First lien - Undrawn

Principal Amount, Par Value

$ 1,720

^{[28],[29],[30],[34]}

3,538

^{[4],[5],[31],[37]}

(21)

^{[29],[30],[34]}

(44)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (30)

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

Investment, Identifier [Axis]: Avalara, Inc., First lien 1

^[4],[40]

7.25%

7.25%

7.25%

^{[4],[38],[40]}

11.83%

11.83%

11.83%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 22,500

^[4],[40]

22,226

^[4],[40]

$ 22,307

Investment, Identifier [Axis]: Avalara, Inc., First lien 2

^[4],[42]

7.25%

7.25%

7.25%

^{[4],[38],[42]}

11.83%

11.83%

11.83%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 12,880

^[4],[42]

12,723

^[4],[42]

$ 12,769

Investment, Identifier [Axis]: Bach Special Limited (Bach Preference Limited), Preferred shares

^[29],[30]

12.25%

12.25%

12.25%

^[29],[30]

12.25%

12.25%

12.25%

Principal Amount, Shares (in shares) | shares

122,712,000

^{[28],[29],[30]}

122,712,000

^{[28],[29],[30]}

122,712,000

^{[28],[29],[30]}

108,620

^{[4],[5],[20],[31],[49]}

108,620

^{[4],[5],[20],[31],[49]}

108,620

^{[4],[5],[20],[31],[49]}

$ 12,189

^[29],[30]

$ 10,782

^{[4],[5],[20],[49]}

$ 11,742

^[29],[30]

$ 10,748

^{[4],[5],[20],[49]}

Percent of Net Assets

0.88%

^[29],[30]

0.88%

^[29],[30]

0.88%

^[29],[30]

0.81%

^{[4],[5],[20],[49]}

0.81%

^{[4],[5],[20],[49]}

0.81%

^{[4],[5],[20],[49]}

Investment, Identifier [Axis]: Bluefin Holding, LLC, First lien - Drawn

^[4],[5],[37]

5.75%

5.75%

5.75%

^{[4],[5],[37],[38]}

9.93%

9.93%

9.93%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 1,212

^[4],[5],[37]

1,194

^[4],[5],[37]

1,177

Investment, Identifier [Axis]: Bluefin Holding, LLC, First lien - Undrawn

Principal Amount, Par Value

^{[4],[5],[31],[37]}

303

^[4],[5],[37]

(5)

^[4],[5],[37]

$ (9)

Percent of Net Assets

^[4],[5],[37]

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: Bluefin Holding, LLC, Second lien

^[4],[40]

7.75%

7.75%

7.75%

^{[4],[38],[40]}

12.48%

12.48%

12.48%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 18,000

^[4],[40]

18,000

^[4],[40]

$ 17,338

Investment, Identifier [Axis]: Brave Parent Holdings, Inc. First Lien

^[29],[50]

5.00%

5.00%

5.00%

^{[29],[32],[50]}

10.36%

10.36%

10.36%

Principal Amount, Par Value

^{[28],[29],[50]}

$ 20,171

^[29],[50]

20,071

^[29],[50]

$ 20,070

Percent of Net Assets

1.51%

1.51%

1.51%

Investment, Identifier [Axis]: Brave Parent Holdings, Inc., First lien - Undrawn 1

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 2,292

^{[29],[30],[34]}

0

^{[29],[30],[34]}

0

Investment, Identifier [Axis]: Brave Parent Holdings, Inc., Second lien 1

^[4],[51]

7.50%

7.50%

7.50%

^{[4],[38],[51]}

11.88%

11.88%

11.88%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 22,500

^[4],[51]

22,443

^[4],[51]

$ 21,798

Investment, Identifier [Axis]: Brave Parent Holdings, Inc., Second lien 2

^[29],[35]

7.50%

7.50%

7.50%

^{[29],[35],[38]}

11.88%

11.88%

11.88%

Principal Amount, Par Value

^{[29],[31],[35]}

$ 16,624

^[29],[35]

16,540

^[29],[35]

$ 16,104

Investment, Identifier [Axis]: Brave Parent Holdings, Inc., Second lien 3

^[4],[40]

7.50%

7.50%

7.50%

^{[4],[38],[40]}

11.88%

11.88%

11.88%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 6,000

^[4],[40]

5,970

^[4],[40]

$ 5,813

Investment, Identifier [Axis]: Brave Parent Holdings, Inc.n, First lien - Undrawn 2

Principal Amount, Par Value

^{[28],[29],[30],[34]}

1,146

^{[29],[30],[34]}

(6)

^{[29],[30],[34]}

$ (6)

Investment, Identifier [Axis]: Bullhorn, Inc. First Lien 1

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 16,487

^[29],[35]

16,432

^[29],[35]

$ 16,487

Investment, Identifier [Axis]: Bullhorn, Inc. First Lien 2

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 3,407

^[29],[35]

3,401

^[29],[35]

$ 3,407

Investment, Identifier [Axis]: Bullhorn, Inc. First Lien 3

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 763

^[29],[35]

760

^[29],[35]

$ 763

Investment, Identifier [Axis]: Bullhorn, Inc. First Lien 4

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 342

^[29],[35]

341

^[29],[35]

$ 342

Investment, Identifier [Axis]: Bullhorn, Inc. First Lien 5

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 273

^[29],[35]

272

^[29],[35]

273

Investment, Identifier [Axis]: Bullhorn, Inc., First lien - Drawn

^[4],[5],[37]

5.75%

5.75%

5.75%

^{[4],[5],[37],[38]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 392

^[4],[5],[37]

389

^[4],[5],[37]

392

Investment, Identifier [Axis]: Bullhorn, Inc., First lien - Undrawn

Principal Amount, Par Value

852

^{[28],[29],[30],[34]}

460

^{[4],[5],[31],[37]}

(6)

^{[29],[30],[34]}

(3)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ 0

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

Investment, Identifier [Axis]: Bullhorn, Inc., First lien 1

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 16,659

^[4],[42]

16,586

^[4],[42]

$ 16,659

Investment, Identifier [Axis]: Bullhorn, Inc., First lien 2

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 3,442

^[4],[42]

3,435

^[4],[42]

$ 3,442

Investment, Identifier [Axis]: Bullhorn, Inc., First lien 3

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 771

^[4],[42]

766

^[4],[42]

$ 771

Investment, Identifier [Axis]: Bullhorn, Inc., First lien 4

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 345

^[4],[42]

344

^[4],[42]

$ 345

Investment, Identifier [Axis]: Bullhorn, Inc., First lien 5

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 275

^[4],[42]

274

^[4],[42]

$ 275

Investment, Identifier [Axis]: CFS Management, LLC, First Lien 1

^[29],[35]

6.25%

6.25%

6.25%

^[29],[35]

0.75%

0.75%

0.75%

^{[29],[32],[35]}

12.61%

12.61%

12.61%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 11,188

^[29],[35]

11,181

^[29],[35]

$ 9,775

Investment, Identifier [Axis]: CFS Management, LLC, First Lien 2

^[29],[35]

6.25%

6.25%

6.25%

^[29],[35]

0.75%

0.75%

0.75%

^{[29],[32],[35]}

12.61%

12.61%

12.61%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 3,333

^[29],[35]

3,330

^[29],[35]

2,912

Investment, Identifier [Axis]: CFS Management, LLC, First lien 1

^{[4],[41],[42]}

6.25%

6.25%

6.25%

^{[4],[41],[42]}

0.75%

0.75%

0.75%

^{[4],[38],[42]}

11.84%

11.84%

11.84%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 11,392

^[4],[42]

11,372

^[4],[42]

$ 10,637

Investment, Identifier [Axis]: CFS Management, LLC, First lien 2

^{[4],[41],[42]}

6.25%

6.25%

6.25%

^{[4],[41],[42]}

0.75%

0.75%

0.75%

^{[4],[38],[42]}

11.84%

11.84%

11.84%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 3,393

^[4],[42]

3,386

^[4],[42]

$ 3,168

Investment, Identifier [Axis]: CG Group Holdings, LLC, First lien

^{[4],[41],[42]}

5.25%

5.25%

5.25%

^{[4],[41],[42]}

2.00%

2.00%

2.00%

^{[4],[38],[42]}

11.98%

11.98%

11.98%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 8,317

^[4],[42]

8,244

^[4],[42]

$ 7,411

Investment, Identifier [Axis]: CG Group Holdings, LLC, First lien - Drawn

^{[4],[5],[37],[41]}

5.25%

5.25%

5.25%

^{[4],[5],[37],[41]}

2.00%

2.00%

2.00%

^{[4],[5],[37],[38]}

11.63%

11.63%

11.63%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 916

^[4],[5],[37]

906

^[4],[5],[37]

817

Investment, Identifier [Axis]: CG Group Holdings, LLC, First lien - Undrawn

Principal Amount, Par Value

226

^{[28],[29],[30],[34]}

226

^{[4],[5],[31],[37]}

(3)

^{[29],[30],[34]}

(3)

^[4],[5],[37]

$ (10)

^{[29],[30],[34]}

$ (25)

^[4],[5],[37]

Percent of Net Assets

(0.00%)

^{[29],[30],[34]}

(0.00%)

^{[29],[30],[34]}

(0.00%)

^{[29],[30],[34]}

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

Investment, Identifier [Axis]: CG Group Holdings, LLC,First Lien

^{[29],[35],[44]}

6.75%

6.75%

6.75%

^{[29],[35],[44]}

2.00%

2.00%

2.00%

^{[29],[32],[35],[44]}

14.10%

14.10%

14.10%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 8,403

^[29],[35]

8,342

^[29],[35]

$ 8,039

Investment, Identifier [Axis]: CG Group Holdings, LLC,First Lien - Drawn

^{[29],[30],[34],[44]}

6.75%

6.75%

6.75%

^{[29],[30],[34],[44]}

2.00%

2.00%

2.00%

^{[29],[30],[32],[34],[44]}

14.11%

14.11%

14.11%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 935

^{[29],[30],[34]}

925

^{[29],[30],[34]}

$ 894

Investment, Identifier [Axis]: CHA Holdings, Inc. Second Lien 1

^[29],[33]

8.75%

8.75%

8.75%

^{[29],[32],[33]}

14.22%

14.22%

14.22%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 7,012

^[29],[33]

6,985

^[29],[33]

$ 7,012

Investment, Identifier [Axis]: CHA Holdings, Inc. Second Lien 2

^[29],[30]

8.75%

8.75%

8.75%

^{[29],[30],[32]}

14.22%

14.22%

14.22%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 4,453

^[29],[30]

4,436

^[29],[30]

$ 4,454

Investment, Identifier [Axis]: CHA Holdings, Inc., Second lien 1

^[4],[39]

8.75%

8.75%

8.75%

^{[4],[38],[39]}

13.48%

13.48%

13.48%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 7,012

^[4],[39]

6,976

^[4],[39]

$ 6,923

Investment, Identifier [Axis]: CHA Holdings, Inc., Second lien 2

^[4],[5]

8.75%

8.75%

8.75%

^[4],[5],[38]

13.48%

13.48%

13.48%

Principal Amount, Par Value

^[4],[5],[31]

$ 4,453

^[4],[5]

4,430

^[4],[5]

$ 4,396

Investment, Identifier [Axis]: CRCI Longhorn Holdings, Inc. Second Lien 1

^[29],[30]

7.25%

7.25%

7.25%

^{[29],[30],[32]}

12.71%

12.71%

12.71%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 18,266

^[29],[30]

18,237

^[29],[30]

$ 18,184

Investment, Identifier [Axis]: CRCI Longhorn Holdings, Inc. Second Lien 2

^[29],[36]

7.25%

7.25%

7.25%

^{[29],[32],[36]}

12.71%

12.71%

12.71%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 7,500

^[29],[36]

7,488

^[29],[36]

$ 7,467

Investment, Identifier [Axis]: CRCI Longhorn Holdings, Inc., Second lien 1

^[4],[5]

7.25%

7.25%

7.25%

^[4],[5],[38]

11.63%

11.63%

11.63%

Principal Amount, Par Value

^[4],[5],[31]

$ 18,266

^[4],[5]

18,229

^[4],[5]

$ 17,409

Investment, Identifier [Axis]: CRCI Longhorn Holdings, Inc., Second lien 2

^[4],[40]

7.25%

7.25%

7.25%

^{[4],[38],[40]}

11.63%

11.63%

11.63%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 7,500

^[4],[40]

7,485

^[4],[40]

$ 7,148

Investment, Identifier [Axis]: Calabrio, Inc. First Lien

^[50]

7.13%

7.13%

7.13%

^[32],[50]

12.48%

12.48%

12.48%

Principal Amount, Par Value

^[28],[50]

$ 12,347

^[50]

12,290

^[50]

$ 12,224

Investment, Identifier [Axis]: Calabrio, Inc. First Lien - Drawn

^[30],[34]

7.13%

7.13%

7.13%

^{[30],[32],[34]}

12.48%

12.48%

12.48%

Principal Amount, Par Value

^{[28],[30],[34]}

$ 850

^[30],[34]

843

^[30],[34]

841

Investment, Identifier [Axis]: Calabrio, Inc., First lien

^[4],[51]

7.00%

7.00%

7.00%

^{[4],[38],[51]}

11.73%

11.73%

11.73%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 12,347

^[4],[51]

12,277

^[4],[51]

$ 12,347

Investment, Identifier [Axis]: Calabrio, Inc., First lien - Drawn

^[4],[5],[37]

7.00%

7.00%

7.00%

^{[4],[5],[37],[38]}

11.75%

11.75%

11.75%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 850

^[4],[5],[37]

843

^[4],[5],[37]

850

Investment, Identifier [Axis]: Calabrio, Inc., First lien - Undrawn

Principal Amount, Par Value

637

^{[28],[30],[34]}

637

^{[4],[5],[31],[37]}

(5)

^[30],[34]

(5)

^[4],[5],[37]

$ (6)

^[30],[34]

$ 0

^[4],[5],[37]

Percent of Net Assets

(0.00%)

^[30],[34]

(0.00%)

^[30],[34]

(0.00%)

^[30],[34]

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

Investment, Identifier [Axis]: Cardinal Parent, Inc. First Lien

^[33]

4.50%

4.50%

4.50%

^[32],[33]

10.00%

10.00%

10.00%

Principal Amount, Par Value

^[28],[33]

$ 11,852

^[33]

11,798

^[33]

$ 10,919

Investment, Identifier [Axis]: Cardinal Parent, Inc. Second Lien

^[29],[33]

7.75%

7.75%

7.75%

^{[29],[32],[33]}

13.25%

13.25%

13.25%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 9,767

^[29],[33]

9,698

^[29],[33]

$ 8,975

Investment, Identifier [Axis]: Cardinal Parent, Inc., First lien

^[4],[39]

4.50%

4.50%

4.50%

^{[4],[38],[39]}

9.23%

9.23%

9.23%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 11,974

^[4],[39]

11,908

^[4],[39]

$ 11,490

Investment, Identifier [Axis]: Cardinal Parent, Inc., Second lien

^[4],[39]

7.75%

7.75%

7.75%

^{[4],[38],[39]}

12.46%

12.46%

12.46%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 9,767

^[4],[39]

9,689

^[4],[39]

$ 9,432

Investment, Identifier [Axis]: Castle Management Borrower LLC, First lien

^[4],[40]

2.19%

2.19%

2.19%

^{[4],[38],[40]}

3.19%

3.19%

3.19%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 14,288

^[4],[40]

14,269

^[4],[40]

$ 13,605

Percent of Net Assets

^[4],[40]

1.03%

1.03%

1.03%

Investment, Identifier [Axis]: CentralSquare Technologies, LLC, Second Lien 1

^[29],[30]

7.50%

7.50%

7.50%

^{[29],[30],[32]}

13.00%

13.00%

13.00%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 47,838

^[29],[30]

47,581

^[29],[30]

$ 45,072

Investment, Identifier [Axis]: CentralSquare Technologies, LLC, Second Lien 2

^[29],[36]

7.50%

7.50%

7.50%

^{[29],[32],[36]}

13.00%

13.00%

13.00%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 7,500

^[29],[36]

7,459

^[29],[36]

$ 7,066

Investment, Identifier [Axis]: CentralSquare Technologies, LLC, Second lien 1

^[5]

7.50%

7.50%

7.50%

^[5],[38]

12.23%

12.23%

12.23%

Principal Amount, Par Value

^[5],[31]

$ 47,838

^[5]

47,505

^[5]

$ 40,941

Investment, Identifier [Axis]: CentralSquare Technologies, LLC, Second lien 2

^[40]

7.50%

7.50%

7.50%

^[38],[40]

12.23%

12.23%

12.23%

Principal Amount, Par Value

^[31],[40]

$ 7,500

^[40]

7,448

^[40]

$ 6,419

Investment, Identifier [Axis]: CommerceHub, Inc. First Lien

^[29],[30]

6.25%

6.25%

6.25%

^{[29],[30],[32]}

11.79%

11.79%

11.79%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 3,960

^[29],[30]

3,564

^[29],[30]

$ 3,960

Percent of Net Assets

0.30%

0.30%

0.30%

Investment, Identifier [Axis]: Community Brands ParentCo, LLC, First Lien

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 7,091

^[29],[35]

7,037

^[29],[35]

$ 6,899

Percent of Net Assets

0.52%

0.52%

0.52%

Investment, Identifier [Axis]: Community Brands ParentCo, LLC, First lien

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.17%

10.17%

10.17%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 7,163

^[4],[42]

7,100

^[4],[42]

$ 6,928

Percent of Net Assets

^[4],[42]

0.52%

0.52%

0.52%

Investment, Identifier [Axis]: Community Brands ParentCo, LLC, First lien - Undrawn 1

Principal Amount, Par Value

$ 425

^{[28],[29],[30],[34]}

$ 425

^{[4],[5],[31],[37]}

(4)

^{[29],[30],[34]}

(4)

^[4],[5],[37]

(11)

^{[29],[30],[34]}

(14)

^[4],[5],[37]

Investment, Identifier [Axis]: Community Brands ParentCo, LLC, First lien - Undrawn 2

Principal Amount, Par Value

849

^{[28],[29],[30],[34]}

849

^{[4],[5],[31],[37]}

0

^{[29],[30],[34]}

0

^[4],[5],[37]

$ (23)

^{[29],[30],[34]}

$ (28)

^[4],[5],[37]

Investment, Identifier [Axis]: Convey Health Solutions, Inc. First Lien 1

^[29],[33]

5.25%

5.25%

5.25%

^{[29],[32],[33]}

10.70%

10.70%

10.70%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 19,022

^[29],[33]

18,928

^[29],[33]

$ 16,768

Investment, Identifier [Axis]: Convey Health Solutions, Inc. First Lien 2

^[29],[33]

5.25%

5.25%

5.25%

^{[29],[32],[33]}

10.70%

10.70%

10.70%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 3,176

^[29],[33]

3,146

^[29],[33]

$ 2,800

Investment, Identifier [Axis]: Convey Health Solutions, Inc., First lien 1

^[4],[39]

5.25%

5.25%

5.25%

^{[4],[38],[39]}

9.93%

9.93%

9.93%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 19,215

^[4],[39]

19,091

^[4],[39]

$ 18,639

Investment, Identifier [Axis]: Convey Health Solutions, Inc., First lien 2

^[4],[39]

5.25%

5.25%

5.25%

^{[4],[38],[39]}

9.93%

9.93%

9.93%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 3,208

^[4],[39]

3,169

^[4],[39]

3,112

Investment, Identifier [Axis]: Coupa Holdings, LLC First Lien 1

^[29],[35]

7.50%

7.50%

7.50%

^{[29],[32],[35]}

12.86%

12.86%

12.86%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 7,230

^[29],[35]

7,147

^[29],[35]

$ 7,303

Investment, Identifier [Axis]: Coupa Holdings, LLC First Lien 2

^[29],[36]

7.50%

7.50%

7.50%

^{[29],[32],[36]}

12.86%

12.86%

12.86%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 7,230

^[29],[36]

7,147

^[29],[36]

7,303

Investment, Identifier [Axis]: Coupa Holdings, LLC First lien - Undrawn 1

Principal Amount, Par Value

^{[28],[29],[30],[34]}

1,291

^{[29],[30],[34]}

0

^{[29],[30],[34]}

13

Investment, Identifier [Axis]: Coupa Holdings, LLC First lien - Undrawn 2

Principal Amount, Par Value

^{[28],[29],[30],[34]}

989

^{[29],[30],[34]}

(12)

^{[29],[30],[34]}

$ 0

Investment, Identifier [Axis]: Coyote Buyer, LLC First Lien 1

^[50]

6.00%

6.00%

6.00%

^[32],[50]

11.53%

11.53%

11.53%

Principal Amount, Par Value

^[28],[50]

$ 13,653

^[50]

13,625

^[50]

$ 13,653

Investment, Identifier [Axis]: Coyote Buyer, LLC First Lien 2

^[50]

8.00%

8.00%

8.00%

^[32],[50]

13.54%

13.54%

13.54%

Principal Amount, Par Value

^[28],[50]

$ 2,457

^[50]

2,445

^[50]

2,457

Investment, Identifier [Axis]: Coyote Buyer, LLC, First lien - Undrawn

Principal Amount, Par Value

1,013

^{[28],[30],[34]}

1,013

^{[4],[5],[31],[37]}

(5)

^[30],[34]

(5)

^[4],[5],[37]

$ 0

^[30],[34]

$ 0

^[4],[5],[37]

Percent of Net Assets

0.00%

^[30],[34]

0.00%

^[30],[34]

0.00%

^[30],[34]

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

Investment, Identifier [Axis]: Coyote Buyer, LLC, First lien 1

^[4],[51]

6.00%

6.00%

6.00%

^{[4],[38],[51]}

10.41%

10.41%

10.41%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 13,795

^[4],[51]

13,755

^[4],[51]

$ 13,795

Investment, Identifier [Axis]: Coyote Buyer, LLC, First lien 2

^[4],[51]

8.00%

8.00%

8.00%

^{[4],[38],[51]}

12.73%

12.73%

12.73%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 2,482

^[4],[51]

2,466

^[4],[51]

$ 2,482

Investment, Identifier [Axis]: Cube Industrials Buyer, Inc. First Lien

^[29],[30]

6.00%

6.00%

6.00%

^{[29],[30],[32]}

11.40%

11.40%

11.40%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 4,483

^[29],[30]

4,450

^[29],[30]

$ 4,450

Percent of Net Assets

0.33%

0.33%

0.33%

Investment, Identifier [Axis]: Cube Industrials Buyer, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 517

^{[29],[30],[34]}

(4)

^{[29],[30],[34]}

$ (4)

Percent of Net Assets

^{[29],[30],[34]}

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: DCA Investment Holding, LLC, First Lien

^[29],[35]

6.41%

6.41%

6.41%

^{[29],[32],[35]}

11.75%

11.75%

11.75%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 1,823

^[29],[35]

1,815

^[29],[35]

$ 1,768

Investment, Identifier [Axis]: DCA Investment Holding, LLC, First Lien - Drawn

^{[29],[30],[34]}

6.50%

6.50%

6.50%

^{[29],[30],[32],[34]}

11.85%

11.85%

11.85%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 1,021

^{[29],[30],[34]}

1,007

^{[29],[30],[34]}

$ 992

Investment, Identifier [Axis]: DCA Investment Holding, LLC, First lien - Drawn

^[4],[5],[37]

6.41%

6.41%

6.41%

^{[4],[5],[37],[38]}

10.39%

10.39%

10.39%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 2,836

^[4],[5],[37]

2,823

^[4],[5],[37]

2,781

Investment, Identifier [Axis]: DCA Investment Holding, LLC, First lien - Undrawn 1

Principal Amount, Par Value

^{[4],[5],[31],[37]}

450

^[4],[5],[37]

0

^[4],[5],[37]

(9)

Investment, Identifier [Axis]: DCA Investment Holding, LLC, First lien - Undrawn 2

Principal Amount, Par Value

^{[5],[31],[37]}

3,936

^[5],[37]

0

^[5],[37]

$ (59)

Investment, Identifier [Axis]: DCA Investment Holding, LLC, First lien 1

^[4],[42]

6.41%

6.41%

6.41%

^{[4],[38],[42]}

10.39%

10.39%

10.39%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 19,660

^[4],[42]

19,546

^[4],[42]

$ 19,278

Investment, Identifier [Axis]: DCA Investment Holding, LLC, First lien 2

^[4],[42]

6.41%

6.41%

6.41%

^{[4],[38],[42]}

10.39%

10.39%

10.39%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 7,046

^[4],[42]

7,014

^[4],[42]

$ 6,909

Investment, Identifier [Axis]: DCA Investment Holding, LLC, First lien 3

^[4],[5]

6.41%

6.41%

6.41%

^[4],[5],[38]

10.39%

10.39%

10.39%

Principal Amount, Par Value

^[4],[5],[31]

$ 3,273

^[4],[5]

3,252

^[4],[5]

$ 3,209

Investment, Identifier [Axis]: DG Investment Intermediate Holdings 2, Inc. Second Lien

^[30]

6.75%

6.75%

6.75%

^[30],[32]

12.22%

12.22%

12.22%

Principal Amount, Par Value

^[28],[30]

$ 20,313

^[30]

20,275

^[30]

$ 18,333

Percent of Net Assets

1.38%

1.38%

1.38%

Investment, Identifier [Axis]: DG Investment Intermediate Holdings 2, Inc., Second lien

^[5]

6.75%

6.75%

6.75%

^[5],[38]

11.07%

11.07%

11.07%

Principal Amount, Par Value

^[5],[31]

$ 20,313

^[5]

20,270

^[5]

$ 18,053

Percent of Net Assets

^[5]

1.36%

1.36%

1.36%

Investment, Identifier [Axis]: DOCS, MSO, LLC, First Lien 1

^[29],[36]

5.75%

5.75%

5.75%

^{[29],[32],[36]}

11.20%

11.20%

11.20%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 18,572

^[29],[36]

18,572

^[29],[36]

$ 18,238

Investment, Identifier [Axis]: DOCS, MSO, LLC, First Lien 2

^[29],[33]

5.75%

5.75%

5.75%

^{[29],[32],[33]}

11.20%

11.20%

11.20%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 6,955

^[29],[33]

6,955

^[29],[33]

6,830

Investment, Identifier [Axis]: DOCS, MSO, LLC, First lien - Undrawn

Principal Amount, Par Value

2,405

^{[28],[29],[30],[34]}

$ 2,457

^{[4],[5],[31],[37]}

0

^{[29],[30],[34]}

0

^[4],[5],[37]

$ (43)

^{[29],[30],[34]}

(67)

^[4],[5],[37]

Percent of Net Assets

^{[29],[30],[34]}

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: DOCS, MSO, LLC, First lien - Undrawn 1

Principal Amount, Par Value

^{[4],[5],[31],[37]}

2,405

^[4],[5],[37]

0

^[4],[5],[37]

(66)

Investment, Identifier [Axis]: DOCS, MSO, LLC, First lien - Undrawn 2

Principal Amount, Par Value

^{[4],[5],[31],[37]}

6,561

^[4],[5],[37]

0

^[4],[5],[37]

$ (180)

Investment, Identifier [Axis]: DOCS, MSO, LLC, First lien 1

^[4],[40]

5.75%

5.75%

5.75%

^{[4],[38],[40]}

10.54%

10.54%

10.54%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 18,760

^[4],[40]

18,760

^[4],[40]

$ 18,246

Investment, Identifier [Axis]: DOCS, MSO, LLC, First lien 2

^[4],[39]

5.75%

5.75%

5.75%

^{[4],[38],[39]}

10.54%

10.54%

10.54%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 7,025

^[4],[39]

7,025

^[4],[39]

$ 6,833

Investment, Identifier [Axis]: DS Admiral Bidco, LLC, First Lien

^[29],[35]

7.00%

7.00%

7.00%

^{[29],[32],[35]}

12.35%

12.35%

12.35%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 7,472

^[29],[35]

7,377

^[29],[35]

$ 7,564

Percent of Net Assets

0.57%

0.57%

0.57%

Investment, Identifier [Axis]: DS Admiral Bidco, LLC, First lien

7.00%

7.00%

7.00%

^[38]

11.51%

11.51%

11.51%

Principal Amount, Par Value

^[31]

$ 7,547

7,434

$ 7,434

Percent of Net Assets

0.56%

0.56%

0.56%

Investment, Identifier [Axis]: Daxko Acquisition Corporation, First Lien - Drawn 1

^{[29],[30],[34]}

5.50%

5.50%

5.50%

^{[29],[30],[32],[34]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 66

^{[29],[30],[34]}

65

^{[29],[30],[34]}

$ 66

Investment, Identifier [Axis]: Daxko Acquisition Corporation, First Lien - Drawn 2

^{[29],[30],[34]}

4.50%

4.50%

4.50%

^{[29],[30],[32],[34]}

13.00%

13.00%

13.00%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 66

^{[29],[30],[34]}

65

^{[29],[30],[34]}

$ 66

Investment, Identifier [Axis]: Daxko Acquisition Corporation, First Lien 1

^[29],[36]

5.50%

5.50%

5.50%

^{[29],[32],[36]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 13,011

^[29],[36]

12,914

^[29],[36]

$ 13,011

Investment, Identifier [Axis]: Daxko Acquisition Corporation, First Lien 2

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 1,096

^[29],[35]

1,088

^[29],[35]

1,096

Investment, Identifier [Axis]: Daxko Acquisition Corporation, First lien - Drawn

^[4],[5],[37]

4.50%

4.50%

4.50%

^{[4],[5],[37],[38]}

12.00%

12.00%

12.00%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 33

^[4],[5],[37]

33

^[4],[5],[37]

32

Investment, Identifier [Axis]: Daxko Acquisition Corporation, First lien - Undrawn 1

Principal Amount, Par Value

459

^{[28],[29],[30],[34]}

524

^{[4],[5],[31],[37]}

0

^{[29],[30],[34]}

0

^[4],[5],[37]

0

^{[29],[30],[34]}

(15)

^[4],[5],[37]

Investment, Identifier [Axis]: Daxko Acquisition Corporation, First lien - Undrawn 2

Principal Amount, Par Value

920

^{[28],[29],[30],[34]}

953

^{[4],[5],[31],[37]}

(9)

^{[29],[30],[34]}

(10)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (27)

^[4],[5],[37]

Investment, Identifier [Axis]: Daxko Acquisition Corporation, First lien 1

^[4],[40]

5.50%

5.50%

5.50%

^{[4],[38],[40]}

9.88%

9.88%

9.88%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 13,144

^[4],[40]

13,031

^[4],[40]

$ 12,776

Investment, Identifier [Axis]: Daxko Acquisition Corporation, First lien 2

5.50%

5.50%

5.50%

^[38]

9.88%

9.88%

9.88%

Principal Amount, Par Value

^[31]

$ 1,107

1,097

$ 1,076

Investment, Identifier [Axis]: Dealer Tire Holdings, LLC, Preferred shares

^[29],[30]

7.00%

7.00%

7.00%

^{[29],[30],[32]}

7.00%

7.00%

7.00%

Principal Amount, Shares (in shares) | shares

56,271

^{[28],[29],[30]}

56,271

^{[28],[29],[30]}

56,271

^{[28],[29],[30]}

56,271

^[4],[5],[31]

56,271

^[4],[5],[31]

56,271

^[4],[5],[31]

$ 70,383

^[29],[30]

$ 65,202

^[4],[5]

$ 74,768

^[29],[30]

$ 65,688

^[4],[5]

Percent of Net Assets

5.61%

^[29],[30]

5.61%

^[29],[30]

5.61%

^[29],[30]

4.95%

^[4],[5]

4.95%

^[4],[5]

4.95%

^[4],[5]

Investment, Identifier [Axis]: Deca Dental Holdings LLC, First Lien - Drawn

^{[29],[30],[34]}

5.75%

5.75%

5.75%

^{[29],[30],[32],[34]}

11.20%

11.20%

11.20%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 2,623

^{[29],[30],[34]}

2,597

^{[29],[30],[34]}

$ 2,576

Investment, Identifier [Axis]: Deca Dental Holdings LLC, First Lien 1

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.20%

11.20%

11.20%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 37,477

^[29],[35]

37,204

^[29],[35]

$ 36,791

Investment, Identifier [Axis]: Deca Dental Holdings LLC, First Lien 2

^[29],[30]

5.75%

5.75%

5.75%

^{[29],[30],[32]}

11.20%

11.20%

11.20%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 3,945

^[29],[30]

3,915

^[29],[30]

3,873

Investment, Identifier [Axis]: Deca Dental Holdings LLC, First lien

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 37,860

^[4],[42]

37,541

^[4],[42]

$ 36,232

Investment, Identifier [Axis]: Deca Dental Holdings LLC, First lien - Drawn 1

^[4],[5],[37]

5.75%

5.75%

5.75%

^{[4],[5],[37],[38]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 3,985

^[4],[5],[37]

3,950

^[4],[5],[37]

$ 3,814

Investment, Identifier [Axis]: Deca Dental Holdings LLC, First lien - Drawn 2

^[4],[5],[37]

5.75%

5.75%

5.75%

^{[4],[5],[37],[38]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 2,623

^[4],[5],[37]

2,597

^[4],[5],[37]

2,510

Investment, Identifier [Axis]: Deca Dental Holdings LLC, First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

404

^{[29],[30],[34]}

(4)

^{[29],[30],[34]}

$ (7)

Percent of Net Assets

^{[29],[30],[34]}

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: Deca Dental Holdings LLC, First lien - Undrawn 1

Principal Amount, Par Value

^{[4],[5],[31],[37]}

404

^[4],[5],[37]

(4)

^[4],[5],[37]

(17)

Investment, Identifier [Axis]: Deca Dental Holdings LLC, First lien - Undrawn 2

Principal Amount, Par Value

^{[4],[5],[31],[37]}

9,080

^[4],[5],[37]

0

^[4],[5],[37]

$ (390)

Investment, Identifier [Axis]: Diligent Corporation , First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 1,667

^{[29],[30],[34]}

(8)

^{[29],[30],[34]}

$ (33)

Percent of Net Assets

^{[29],[30],[34]}

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: Diligent Corporation, First Lien - Drawn

^{[29],[30],[34]}

6.25%

6.25%

6.25%

^{[29],[30],[32],[34]}

11.76%

11.76%

11.76%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 1,957

^{[29],[30],[34]}

1,947

^{[29],[30],[34]}

$ 1,919

Investment, Identifier [Axis]: Diligent Corporation, First Lien 1

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.28%

11.28%

11.28%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 17,404

^[29],[35]

17,369

^[29],[35]

$ 16,998

Investment, Identifier [Axis]: Diligent Corporation, First Lien 2

^[29],[30]

6.25%

6.25%

6.25%

^{[29],[30],[32]}

11.78%

11.78%

11.78%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 5,768

^[29],[30]

5,755

^[29],[30]

$ 5,654

Investment, Identifier [Axis]: Diligent Corporation, First Lien 3

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.28%

11.28%

11.28%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 5,679

^[29],[35]

5,667

^[29],[35]

$ 5,546

Investment, Identifier [Axis]: Diligent Corporation, First lien - Drawn

^[4],[5],[37]

6.25%

6.25%

6.25%

^{[4],[5],[37],[38]}

10.63%

10.63%

10.63%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 1,087

^[4],[5],[37]

1,082

^[4],[5],[37]

1,087

Investment, Identifier [Axis]: Diligent Corporation, First lien - Undrawn

Principal Amount, Par Value

^{[4],[5],[11],[31],[37]}

2,537

^{[4],[5],[11],[37]}

(13)

^{[4],[5],[11],[37]}

$ 0

Percent of Net Assets

^{[4],[5],[11],[37]}

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: Diligent Corporation, First lien 1

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.13%

10.13%

10.13%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 17,583

^[4],[42]

17,528

^[4],[42]

$ 17,371

Investment, Identifier [Axis]: Diligent Corporation, First lien 2

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.13%

10.13%

10.13%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 9,805

^[4],[42]

9,774

^[4],[42]

$ 9,688

Investment, Identifier [Axis]: Diligent Corporation, First lien 3

^[4],[5]

6.25%

6.25%

6.25%

^[4],[5],[38]

10.63%

10.63%

10.63%

Principal Amount, Par Value

^[4],[5],[31]

$ 5,827

^[4],[5]

5,807

^[4],[5]

$ 5,827

Investment, Identifier [Axis]: Diligent Preferred Issuer, Inc., Preferred shares

^[29],[30]

10.50%

10.50%

10.50%

^{[29],[30],[32]}

10.50%

10.50%

10.50%

Principal Amount, Shares (in shares) | shares

10,000

^{[28],[29],[30]}

10,000

^{[28],[29],[30]}

10,000

^{[28],[29],[30]}

10,000

^{[4],[5],[11],[31]}

10,000

^{[4],[5],[11],[31]}

10,000

^{[4],[5],[11],[31]}

$ 12,771

^[29],[30]

$ 11,518

^[4],[5],[11]

$ 12,162

^[29],[30]

$ 11,304

^[4],[5],[11]

Percent of Net Assets

0.91%

^[29],[30]

0.91%

^[29],[30]

0.91%

^[29],[30]

0.85%

^[4],[5],[11]

0.85%

^[4],[5],[11]

0.85%

^[4],[5],[11]

Investment, Identifier [Axis]: EAB Global, Inc. Second Lien

^[29],[35]

6.50%

6.50%

6.50%

^{[29],[32],[35]}

11.97%

11.97%

11.97%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 14,868

^[29],[35]

14,695

^[29],[35]

$ 14,868

Percent of Net Assets

1.12%

1.12%

1.12%

Investment, Identifier [Axis]: EAB Global, Inc., Second lien

^[4],[42]

6.50%

6.50%

6.50%

^{[4],[38],[42]}

10.69%

10.69%

10.69%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 33,452

^[4],[42]

33,017

^[4],[42]

$ 32,392

Percent of Net Assets

^[4],[42]

2.44%

2.44%

2.44%

Investment, Identifier [Axis]: Eagle Infrastructure Services, LLC (fka FR Arsenal Holdings II Corp.), First lien 1

^[29],[35]

7.50%

7.50%

7.50%

^[29],[35]

13.00%

13.00%

13.00%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 10,676

^[29],[35]

10,676

^[29],[35]

$ 10,676

Investment, Identifier [Axis]: Eagle Infrastructure Services, LLC (fka FR Arsenal Holdings II Corp.), First lien 2

7.50%

7.50%

7.50%

13.00%

13.00%

13.00%

Principal Amount, Par Value

^[28]

$ 342

342

$ 342

Investment, Identifier [Axis]: Eagle Infrastructure Super HoldCo, LLC, Ordinary shares

Principal Amount, Shares (in shares) | shares

^{[28],[29],[30]}

72,536,000

72,536,000

72,536,000

^[29],[30]

$ 4,102

^[29],[30]

$ 6,855

Percent of Net Assets

^[29],[30]

0.51%

0.51%

0.51%

Investment, Identifier [Axis]: Edmentum Ultimate Holdings, LLC, Subordinated

7.50%

^[29],[30]

7.50%

^[29],[30]

7.50%

^[29],[30]

6.50%

^[4],[5],[41]

6.50%

^[4],[5],[41]

6.50%

^[4],[5],[41]

4.50%

^[29],[30]

4.50%

^[29],[30]

4.50%

^[29],[30]

6.50%

^[4],[5],[41]

6.50%

^[4],[5],[41]

6.50%

^[4],[5],[41]

17.50%

^[29],[30]

17.50%

^[29],[30]

17.50%

^[29],[30]

13.00%

^[4],[5],[38]

13.00%

^[4],[5],[38]

13.00%

^[4],[5],[38]

Principal Amount, Par Value

$ 18,635

^{[28],[29],[30]}

$ 16,473

^[4],[5],[31]

18,544

^[29],[30]

16,362

^[4],[5]

$ 18,635

^[29],[30]

$ 16,473

^[4],[5]

Percent of Net Assets

1.40%

^[29],[30]

1.40%

^[29],[30]

1.40%

^[29],[30]

1.24%

^[4],[5]

1.24%

^[4],[5]

1.24%

^[4],[5]

Investment, Identifier [Axis]: Education Management Corporation, Ordinary shares 1

Principal Amount, Shares (in shares) | shares

^[31],[42]

2,994,065

2,994,065

2,994,065

^[42]

$ 100

^[42]

$ 0

Investment, Identifier [Axis]: Education Management Corporation, Ordinary shares 2

Principal Amount, Shares (in shares) | shares

^[31],[42]

1,688,976

1,688,976

1,688,976

^[42]

$ 56

^[42]

$ 0

Investment, Identifier [Axis]: Education Management Corporation, Preferred shares 1

Principal Amount, Shares (in shares) | shares

^[31],[42]

3,331

3,331

3,331

^[42]

$ 200

^[42]

$ 0

Investment, Identifier [Axis]: Education Management Corporation, Preferred shares 2

Principal Amount, Shares (in shares) | shares

^[31],[42]

1,879

1,879

1,879

^[42]

$ 113

^[42]

$ 0

Investment, Identifier [Axis]: Education Management II LLC, First lien 1

^[42]

7.50%

7.50%

7.50%

^[38],[42]

13.00%

13.00%

13.00%

Principal Amount, Par Value

^[31],[42]

$ 300

^[42]

292

^[42]

$ 0

Investment, Identifier [Axis]: Education Management II LLC, First lien 2

^[5]

7.50%

7.50%

7.50%

^[5],[38]

13.00%

13.00%

13.00%

Principal Amount, Par Value

^[5],[31]

$ 169

^[5]

165

^[5]

$ 0

Investment, Identifier [Axis]: Education Management II LLC, First lien 3

^[42]

6.50%

6.50%

6.50%

^[38],[42]

9.75%

9.75%

9.75%

Principal Amount, Par Value

^[31],[42]

$ 205

^[42]

199

^[42]

$ 0

Investment, Identifier [Axis]: Education Management II LLC, First lien 4

^[5]

6.50%

6.50%

6.50%

^[5],[38]

9.75%

9.75%

9.75%

Principal Amount, Par Value

^[5],[31]

$ 115

^[5]

112

^[5]

$ 0

Investment, Identifier [Axis]: Education Management II LLC, First lien 5

^[42]

8.50%

8.50%

8.50%

^[38],[42]

11.75%

11.75%

11.75%

Principal Amount, Par Value

^[31],[42]

$ 139

^[42]

115

^[42]

$ 0

Investment, Identifier [Axis]: Education Management II LLC, First lien 6

^[5]

8.50%

8.50%

8.50%

^[5],[38]

11.75%

11.75%

11.75%

Principal Amount, Par Value

^[5],[31]

$ 79

^[5]

65

^[5]

$ 0

Investment, Identifier [Axis]: Education Management II LLC, First lien 7

^[42]

8.50%

8.50%

8.50%

^[38],[42]

11.75%

11.75%

11.75%

Principal Amount, Par Value

^[31],[42]

$ 4

^[42]

3

^[42]

$ 0

Investment, Identifier [Axis]: Education Management II LLC, First lien 8

^[5]

8.50%

8.50%

8.50%

^[5],[38]

11.75%

11.75%

11.75%

Principal Amount, Par Value

^[5],[31]

$ 2

^[5]

2

^[5]

$ 0

Investment, Identifier [Axis]: FR Arsenal Holdings II Corp., First lien

^{[4],[41],[42]}

7.50%

7.50%

7.50%

^{[4],[41],[42]}

2.00%

2.00%

2.00%

^{[4],[38],[42]}

13.88%

13.88%

13.88%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 14,582

^[4],[42]

14,579

^[4],[42]

$ 13,123

Percent of Net Assets

^[4],[42]

0.99%

0.99%

0.99%

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First Lien - Drawn 1

^{[29],[30],[34]}

6.00%

6.00%

6.00%

^{[29],[30],[32],[34]}

11.52%

11.52%

11.52%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 4,503

^{[29],[30],[34]}

4,462

^{[29],[30],[34]}

$ 4,466

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First Lien - Drawn 2

^{[29],[30],[34]}

5.75%

5.75%

5.75%

^{[29],[30],[32],[34]}

11.26%

11.26%

11.26%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 315

^{[29],[30],[34]}

312

^{[29],[30],[34]}

$ 310

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First Lien 1

^[29],[50]

5.75%

5.75%

5.75%

^{[29],[32],[50]}

11.25%

11.25%

11.25%

Principal Amount, Par Value

^{[28],[29],[50]}

$ 10,290

^[29],[50]

10,217

^[29],[50]

$ 10,125

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First Lien 2

^[29],[50]

5.75%

5.75%

5.75%

^{[29],[32],[50]}

11.28%

11.28%

11.28%

Principal Amount, Par Value

^{[28],[29],[50]}

$ 3,454

^[29],[50]

3,427

^[29],[50]

$ 3,398

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First Lien 3

^[29],[50]

5.75%

5.75%

5.75%

^{[29],[32],[50]}

11.25%

11.25%

11.25%

Principal Amount, Par Value

^{[28],[29],[50]}

$ 3,432

^[29],[50]

3,407

^[29],[50]

3,378

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First lien - Drawn 1

^[4],[5],[37]

5.75%

5.75%

5.75%

^{[4],[5],[37],[38]}

10.50%

10.50%

10.50%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 490

^[4],[5],[37]

485

^[4],[5],[37]

$ 477

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First lien - Drawn 2

^[4],[5],[37]

6.00%

6.00%

6.00%

^{[4],[5],[37],[38]}

10.53%

10.53%

10.53%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 589

^[4],[5],[37]

635

^[4],[5],[37]

584

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First lien - Undrawn 1

Principal Amount, Par Value

1,229

^{[28],[29],[30],[34]}

910

^{[4],[5],[31],[37]}

0

^{[29],[30],[34]}

(9)

^[4],[5],[37]

(10)

^{[29],[30],[34]}

(25)

^[4],[5],[37]

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First lien - Undrawn 2

Principal Amount, Par Value

1,085

^{[28],[29],[30],[34]}

5,165

^{[4],[5],[31],[37]}

(11)

^{[29],[30],[34]}

(52)

^[4],[5],[37]

$ (17)

^{[29],[30],[34]}

$ (52)

^[4],[5],[37]

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First lien 1

^[4],[51]

5.75%

5.75%

5.75%

^{[4],[38],[51]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 10,395

^[4],[51]

10,306

^[4],[51]

$ 10,110

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First lien 2

^[4],[51]

5.75%

5.75%

5.75%

^{[4],[38],[51]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 3,489

^[4],[51]

3,456

^[4],[51]

$ 3,393

Investment, Identifier [Axis]: FS WhiteWater Borrower, LLC, First lien 3

^[4],[51]

5.75%

5.75%

5.75%

^{[4],[38],[51]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 3,467

^[4],[51]

3,437

^[4],[51]

$ 3,372

Investment, Identifier [Axis]: FS WhiteWater Holdings, LLC, Ordinary shares

Principal Amount, Shares (in shares) | shares

50,000

^{[17],[28],[29],[50]}

50,000

^{[17],[28],[29],[50]}

50,000

^{[17],[28],[29],[50]}

50,000

^{[4],[18],[31],[51]}

50,000

^{[4],[18],[31],[51]}

50,000

^{[4],[18],[31],[51]}

$ 5,000

^{[17],[29],[50]}

$ 5,000

^{[4],[18],[51]}

$ 4,454

^{[17],[29],[50]}

$ 4,686

^{[4],[18],[51]}

Percent of Net Assets

0.33%

^{[17],[29],[50]}

0.33%

^{[17],[29],[50]}

0.33%

^{[17],[29],[50]}

0.35%

^{[4],[18],[51]}

0.35%

^{[4],[18],[51]}

0.35%

^{[4],[18],[51]}

Investment, Identifier [Axis]: Foreside Financial Group, LLC, First Lien - Drawn

^{[29],[30],[34]}

5.50%

5.50%

5.50%

^{[29],[30],[32],[34]}

11.02%

11.02%

11.02%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 1,006

^{[29],[30],[34]}

996

^{[29],[30],[34]}

$ 1,006

Investment, Identifier [Axis]: Foreside Financial Group, LLC, First Lien 1

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

11.04%

11.04%

11.04%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 33,698

^[29],[35]

33,444

^[29],[35]

$ 33,698

Investment, Identifier [Axis]: Foreside Financial Group, LLC, First Lien 2

^[29],[30]

5.50%

5.50%

5.50%

^{[29],[30],[32]}

11.04%

11.04%

11.04%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 347

^[29],[30]

344

^[29],[30]

347

Investment, Identifier [Axis]: Foreside Financial Group, LLC, First lien - Undrawn 1

Principal Amount, Par Value

4,557

^{[28],[29],[30],[34]}

$ 2,095

^{[4],[5],[31],[37]}

0

^{[29],[30],[34]}

(21)

^[4],[5],[37]

0

^{[29],[30],[34]}

(21)

^[4],[5],[37]

Investment, Identifier [Axis]: Foreside Financial Group, LLC, First lien - Undrawn 2

Principal Amount, Par Value

1,090

^{[28],[29],[30],[34]}

4,907

^{[4],[5],[31],[37]}

(11)

^{[29],[30],[34]}

0

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (49)

^[4],[5],[37]

Investment, Identifier [Axis]: Foreside Financial Group, LLC, First lien 1

^[4],[42]

5.50%

5.50%

5.50%

^{[4],[38],[42]}

9.88%

9.88%

9.88%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 31,968

^[4],[42]

31,678

^[4],[42]

$ 31,648

Investment, Identifier [Axis]: Foreside Financial Group, LLC, First lien 2

^[4],[5],[37]

5.50%

5.50%

5.50%

^{[4],[5],[37],[38]}

9.88%

9.88%

9.88%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 2,072

^[4],[5],[37]

2,052

^[4],[5],[37]

$ 2,051

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First Lien - Drawn 1

^{[29],[30],[34]}

5.50%

5.50%

5.50%

^{[29],[30],[32],[34]}

10.95%

10.95%

10.95%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 143

^{[29],[30],[34]}

142

^{[29],[30],[34]}

$ 142

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First Lien - Drawn 2

^{[29],[30],[34]}

5.50%

5.50%

5.50%

^{[29],[30],[32],[34]}

10.98%

10.98%

10.98%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 138

^{[29],[30],[34]}

137

^{[29],[30],[34]}

$ 138

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First Lien 1

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.95%

10.95%

10.95%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 17,353

^[29],[35]

17,219

^[29],[35]

$ 17,243

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First Lien 2

^[29],[36]

5.50%

5.50%

5.50%

^{[29],[32],[36]}

10.95%

10.95%

10.95%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 10,092

^[29],[36]

10,017

^[29],[36]

$ 10,028

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First Lien 3

^[29],[30]

5.50%

5.50%

5.50%

^{[29],[30],[32]}

10.95%

10.95%

10.95%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 1,178

^[29],[30]

1,168

^[29],[30]

$ 1,171

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First Lien 4

^[29],[30]

5.50%

5.50%

5.50%

^{[29],[30],[32]}

10.95%

10.95%

10.95%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 80

^[29],[30]

80

^[29],[30]

80

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien - Drawn

^[4],[5],[37]

5.50%

5.50%

5.50%

^{[4],[5],[37],[38]}

9.67%

9.67%

9.67%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 381

^[4],[5],[37]

378

^[4],[5],[37]

372

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien - Undrawn 1

Principal Amount, Par Value

2,718

^{[28],[29],[30],[34]}

81

^{[4],[5],[31],[37]}

(27)

^{[29],[30],[34]}

0

^[4],[5],[37]

(17)

^{[29],[30],[34]}

(2)

^[4],[5],[37]

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien - Undrawn 2

Principal Amount, Par Value

4,435

^{[28],[29],[30],[34]}

2,479

^{[4],[5],[31],[37]}

0

^{[29],[30],[34]}

(25)

^[4],[5],[37]

$ (28)

^{[29],[30],[34]}

(58)

^[4],[5],[37]

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien - Undrawn 3

Principal Amount, Par Value

^{[4],[5],[31],[37]}

4,886

^[4],[5],[37]

0

^[4],[5],[37]

$ (114)

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien 1

^[4],[42]

5.50%

5.50%

5.50%

^{[4],[38],[42]}

10.23%

10.23%

10.23%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 17,529

^[4],[42]

17,374

^[4],[42]

$ 17,119

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien 2

^[4],[40]

5.50%

5.50%

5.50%

^{[4],[38],[40]}

10.23%

10.23%

10.23%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 10,195

^[4],[40]

10,108

^[4],[40]

$ 9,957

Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien 3

^[4],[5]

5.50%

5.50%

5.50%

^[4],[5],[38]

10.23%

10.23%

10.23%

Principal Amount, Par Value

^[4],[5],[31]

$ 875

^[4],[5]

866

^[4],[5]

$ 855

Investment, Identifier [Axis]: Foundational Education Group, Inc. Second Lien 1

^[29],[50]

6.50%

6.50%

6.50%

^{[29],[32],[50]}

12.14%

12.14%

12.14%

Principal Amount, Par Value

^{[28],[29],[50]}

$ 22,500

^[29],[50]

22,412

^[29],[50]

$ 22,100

Investment, Identifier [Axis]: Foundational Education Group, Inc. Second Lien 2

^[29],[35]

6.50%

6.50%

6.50%

^{[29],[32],[35]}

12.14%

12.14%

12.14%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 7,009

^[29],[35]

6,989

^[29],[35]

$ 6,884

Investment, Identifier [Axis]: Foundational Education Group, Inc., Second lien 1

^[4],[51]

6.50%

6.50%

6.50%

^{[4],[38],[51]}

11.34%

11.34%

11.34%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 22,500

^[4],[51]

22,401

^[4],[51]

$ 20,810

Investment, Identifier [Axis]: Foundational Education Group, Inc., Second lien 2

^[4],[42]

6.50%

6.50%

6.50%

^{[4],[38],[42]}

11.34%

11.34%

11.34%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 7,009

^[4],[42]

6,987

^[4],[42]

$ 6,483

Investment, Identifier [Axis]: GC Waves Holdings, Inc. First Lien - Drawn

^{[4],[34],[35]}

6.00%

6.00%

6.00%

^{[4],[32],[34],[35]}

11.46%

11.46%

11.46%

Principal Amount, Par Value

^{[4],[28],[34],[35]}

$ 451

^{[4],[34],[35]}

446

^{[4],[34],[35]}

$ 451

Investment, Identifier [Axis]: GC Waves Holdings, Inc. First Lien 1

^[4],[35]

6.00%

6.00%

6.00%

^{[4],[32],[35]}

11.46%

11.46%

11.46%

Principal Amount, Par Value

^{[4],[28],[35]}

$ 40,270

^[4],[35]

40,008

^[4],[35]

$ 40,270

Investment, Identifier [Axis]: GC Waves Holdings, Inc. First Lien 2

^[4],[35]

6.00%

6.00%

6.00%

^{[4],[32],[35]}

11.46%

11.46%

11.46%

Principal Amount, Par Value

^{[4],[28],[35]}

$ 21,666

^[4],[35]

21,591

^[4],[35]

21,666

Investment, Identifier [Axis]: GC Waves Holdings, Inc., First lien - Drawn 1

^{[4],[37],[42]}

5.50%

5.50%

5.50%

^{[4],[37],[38],[42]}

9.88%

9.88%

9.88%

Principal Amount, Par Value

^{[4],[31],[37],[42]}

$ 16,611

^{[4],[37],[42]}

16,450

^{[4],[37],[42]}

$ 16,411

Investment, Identifier [Axis]: GC Waves Holdings, Inc., First lien - Drawn 2

^[4],[5],[37]

5.50%

5.50%

5.50%

^{[4],[5],[37],[38]}

9.88%

9.88%

9.88%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 988

^[4],[5],[37]

980

^[4],[5],[37]

976

Investment, Identifier [Axis]: GC Waves Holdings, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

3,951

^{[29],[30],[34]}

(30)

^{[29],[30],[34]}

$ 0

Percent of Net Assets

^{[29],[30],[34]}

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: GC Waves Holdings, Inc., First lien - Undrawn 1

Principal Amount, Par Value

^{[4],[31],[37],[42]}

757

^{[4],[37],[42]}

0

^{[4],[37],[42]}

(9)

Investment, Identifier [Axis]: GC Waves Holdings, Inc., First lien - Undrawn 2

Principal Amount, Par Value

^{[4],[5],[31],[37]}

2,963

^[4],[5],[37]

(22)

^[4],[5],[37]

$ (36)

Investment, Identifier [Axis]: GC Waves Holdings, Inc., First lien 1

^[4],[51]

5.50%

5.50%

5.50%

^{[4],[38],[51]}

9.88%

9.88%

9.88%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 21,885

^[4],[51]

21,793

^[4],[51]

$ 21,623

Investment, Identifier [Axis]: GC Waves Holdings, Inc., First lien 2

^[4],[42]

5.50%

5.50%

5.50%

^{[4],[38],[42]}

9.88%

9.88%

9.88%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 13,211

^[4],[42]

13,135

^[4],[42]

$ 13,052

Investment, Identifier [Axis]: GC Waves Holdings, Inc., First lien 3

^[4],[42]

5.50%

5.50%

5.50%

^{[4],[38],[42]}

9.88%

9.88%

9.88%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 10,551

^[4],[42]

10,465

^[4],[42]

10,424

Investment, Identifier [Axis]: GEDC Equity, LLC, Ordinary shares

Principal Amount, Shares (in shares) | shares

^{[28],[29],[30]}

190,000

190,000

190,000

^[29],[30]

$ 190

^[29],[30]

$ 150

Percent of Net Assets

^[29],[30]

0.01%

0.01%

0.01%

Investment, Identifier [Axis]: GS Acquisitionco, Inc. First Lien 1

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

11.00%

11.00%

11.00%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 34,023

^[29],[35]

33,947

^[29],[35]

$ 34,023

Investment, Identifier [Axis]: GS Acquisitionco, Inc. First Lien 2

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

11.00%

11.00%

11.00%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 21,521

^[29],[35]

21,476

^[29],[35]

21,521

Investment, Identifier [Axis]: GS Acquisitionco, Inc., First lien - Undrawn

Principal Amount, Par Value

3,730

^{[28],[29],[30],[34]}

5,917

^{[4],[5],[31],[37]}

(23)

^{[29],[30],[34]}

(36)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (53)

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

Investment, Identifier [Axis]: GS Acquisitionco, Inc., First lien 1

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

9.92%

9.92%

9.92%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 67,275

^[4],[42]

67,074

^[4],[42]

$ 66,675

Investment, Identifier [Axis]: GS Acquisitionco, Inc., First lien 2

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

9.92%

9.92%

9.92%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 21,745

^[4],[42]

21,683

^[4],[42]

$ 21,551

Investment, Identifier [Axis]: Granicus, Inc. First Lien - Drawn

^{[29],[30],[34]}

6.50%

6.50%

6.50%

^{[29],[30],[32],[34]}

11.96%

11.96%

11.96%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 579

^{[29],[30],[34]}

575

^{[29],[30],[34]}

$ 579

Investment, Identifier [Axis]: Granicus, Inc. First Lien 1

^[29],[33]

5.50%

5.50%

5.50%

^[29],[33]

1.50%

1.50%

1.50%

^{[29],[32],[33]}

12.48%

12.48%

12.48%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 15,463

^[29],[33]

15,396

^[29],[33]

$ 15,463

Investment, Identifier [Axis]: Granicus, Inc. First Lien 2

^[29],[36]

5.50%

5.50%

5.50%

^[29],[36]

1.50%

1.50%

1.50%

^{[29],[32],[36]}

12.48%

12.48%

12.48%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 5,981

^[29],[36]

5,954

^[29],[36]

$ 5,981

Investment, Identifier [Axis]: Granicus, Inc. First Lien 3

^[29],[35]

5.50%

5.50%

5.50%

^[29],[35]

1.50%

1.50%

1.50%

^{[29],[32],[35]}

12.48%

12.48%

12.48%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 5,899

^[29],[35]

5,874

^[29],[35]

$ 5,899

Investment, Identifier [Axis]: Granicus, Inc. First Lien 4

^[29],[35]

6.00%

6.00%

6.00%

^{[29],[32],[35]}

11.48%

11.48%

11.48%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 4,542

^[29],[35]

4,511

^[29],[35]

4,542

Investment, Identifier [Axis]: Granicus, Inc., First lien - Drawn

^[4],[5],[37]

6.50%

6.50%

6.50%

^{[4],[5],[37],[38]}

10.69%

10.69%

10.69%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 810

^[4],[5],[37]

804

^[4],[5],[37]

810

Investment, Identifier [Axis]: Granicus, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[4],[5],[31],[37]}

1,604

^[4],[5],[37]

(12)

^[4],[5],[37]

$ 0

Percent of Net Assets

^[4],[5],[37]

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: Granicus, Inc., First lien - Undrawn 2

Principal Amount, Par Value

^{[28],[29],[30],[34]}

1,834

^{[29],[30],[34]}

(14)

^{[29],[30],[34]}

$ 0

Percent of Net Assets

^{[29],[30],[34]}

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: Granicus, Inc., First lien 1

^{[4],[39],[41]}

5.50%

5.50%

5.50%

^{[4],[39],[41]}

1.50%

1.50%

1.50%

^{[4],[38],[39]}

11.14%

11.14%

11.14%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 15,405

^[4],[39]

15,320

^[4],[39]

$ 15,405

Investment, Identifier [Axis]: Granicus, Inc., First lien 2

^{[4],[40],[41]}

5.50%

5.50%

5.50%

^{[4],[40],[41]}

1.50%

1.50%

1.50%

^{[4],[38],[40]}

11.14%

11.14%

11.14%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 5,959

^[4],[40]

5,925

^[4],[40]

$ 5,959

Investment, Identifier [Axis]: Granicus, Inc., First lien 3

^{[4],[41],[42]}

5.50%

5.50%

5.50%

^{[4],[41],[42]}

1.50%

1.50%

1.50%

^{[4],[38],[42]}

11.14%

11.14%

11.14%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 5,877

^[4],[42]

5,845

^[4],[42]

$ 5,877

Investment, Identifier [Axis]: Granicus, Inc., First lien 4

^[4],[42]

6.00%

6.00%

6.00%

^{[4],[38],[42]}

10.14%

10.14%

10.14%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 4,579

^[4],[42]

4,540

^[4],[42]

$ 4,579

Investment, Identifier [Axis]: Greenway Health, LLC, First Lien

^[36]

6.75%

6.75%

6.75%

^[32],[36]

11.93%

11.93%

11.93%

Principal Amount, Par Value

^[28],[36]

$ 6,349

^[36]

6,254

^[36]

$ 6,254

Percent of Net Assets

0.47%

0.47%

0.47%

Investment, Identifier [Axis]: Groundworks, LLC, First Lien

^[29],[33]

6.50%

6.50%

6.50%

^{[29],[32],[33]}

11.90%

11.90%

11.90%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 19,517

^[29],[33]

19,245

^[29],[33]

$ 19,330

Percent of Net Assets

1.45%

1.45%

1.45%

Investment, Identifier [Axis]: Groundworks, LLC, First lien - Undrawn 1

Principal Amount, Par Value

^{[28],[29],[33],[34]}

$ 891

^{[29],[33],[34]}

0

^{[29],[33],[34]}

(9)

Investment, Identifier [Axis]: Groundworks, LLC, First lien - Undrawn 2

Principal Amount, Par Value

^{[28],[29],[30],[34]}

1,076

^{[29],[30],[34]}

(16)

^{[29],[30],[34]}

$ (10)

Investment, Identifier [Axis]: HB Wealth Management, LLC, Preferred shares

^[29],[52]

4.00%

4.00%

4.00%

^[29],[52]

4.00%

4.00%

4.00%

Principal Amount, Shares (in shares) | shares

48,303

^{[28],[29],[52]}

48,303

^{[28],[29],[52]}

48,303

^{[28],[29],[52]}

48,303

^{[4],[31],[53],[54]}

48,303

^{[4],[31],[53],[54]}

48,303

^{[4],[31],[53],[54]}

$ 4,777

^[29],[52]

$ 4,794

^{[4],[53],[54]}

$ 5,125

^[29],[52]

$ 5,126

^{[4],[53],[54]}

Percent of Net Assets

0.38%

^[29],[52]

0.38%

^[29],[52]

0.38%

^[29],[52]

0.39%

^{[4],[53],[54]}

0.39%

^{[4],[53],[54]}

0.39%

^{[4],[53],[54]}

Investment, Identifier [Axis]: HS Purchaser, LLC / Help/Systems Holdings, Inc. Second Lien 1

^[29],[50]

6.75%

6.75%

6.75%

^{[29],[32],[50]}

12.35%

12.35%

12.35%

Principal Amount, Par Value

^{[28],[29],[50]}

$ 22,500

^[29],[50]

22,429

^[29],[50]

$ 21,059

Investment, Identifier [Axis]: HS Purchaser, LLC / Help/Systems Holdings, Inc. Second Lien 2

^[29],[35]

6.75%

6.75%

6.75%

^{[29],[32],[35]}

12.35%

12.35%

12.35%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 4,208

^[29],[35]

4,184

^[29],[35]

$ 3,938

Investment, Identifier [Axis]: HS Purchaser, LLC / Help/Systems Holdings, Inc., Second lien 1

^[4],[51]

6.75%

6.75%

6.75%

^{[4],[38],[51]}

10.94%

10.94%

10.94%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 22,500

^[4],[51]

22,417

^[4],[51]

$ 21,409

Investment, Identifier [Axis]: HS Purchaser, LLC / Help/Systems Holdings, Inc., Second lien 2

^[4],[42]

6.75%

6.75%

6.75%

^{[4],[38],[42]}

10.94%

10.94%

10.94%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 4,208

^[4],[42]

4,179

^[4],[42]

$ 4,004

Investment, Identifier [Axis]: Haven Midstream Holdings LLC, Ordinary shares

Principal Amount, Shares (in shares) | shares

80

^[29],[55]

80

^[29],[55]

80

^[29],[55]

80

^{[4],[31],[56]}

80

^{[4],[31],[56]}

80

^{[4],[31],[56]}

$ 0

^[29],[55]

$ 0

^[4],[56]

$ 3,323

^[29],[55]

$ 35,679

^[4],[56]

Investment, Identifier [Axis]: Haven Midstream Holdings LLC, Profit Interest

Principal Amount, Shares (in shares) | shares

5

^[29],[57]

5

^[29],[57]

5

^[29],[57]

5

^{[4],[31],[58]}

5

^{[4],[31],[58]}

5

^{[4],[31],[58]}

$ 0

^[29],[57]

$ 0

^[4],[58]

96

^[29],[57]

109

^[4],[58]

Investment, Identifier [Axis]: Haven Midstream LLC, First lien - Undrawn

Principal Amount, Par Value

8,000

^{[28],[29],[30],[34]}

8,000

^{[4],[5],[26],[31],[37]}

0

^{[29],[30],[34]}

0

^{[4],[5],[26],[37]}

$ 0

^{[29],[30],[34]}

$ 0

^{[4],[5],[26],[37]}

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[4],[5],[26],[37]}

0.00%

^{[4],[5],[26],[37]}

0.00%

^{[4],[5],[26],[37]}

Investment, Identifier [Axis]: Healthspan Buyer, LLC, First Lien

^[29],[36]

5.75%

5.75%

5.75%

^{[29],[32],[36]}

11.10%

11.10%

11.10%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 5,120

^[29],[36]

5,070

^[29],[36]

$ 5,069

Percent of Net Assets

0.38%

0.38%

0.38%

Investment, Identifier [Axis]: Healthspan Buyer, LLC, First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 1,229

^{[29],[30],[34]}

(12)

^{[29],[30],[34]}

$ (12)

Percent of Net Assets

^{[29],[30],[34]}

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: Houghton Mifflin Harcourt Company, First Lien

^[36]

5.25%

5.25%

5.25%

^[32],[36]

10.71%

10.71%

10.71%

Principal Amount, Par Value

^[28],[36]

$ 6,822

^[36]

6,430

^[36]

$ 6,704

Percent of Net Assets

0.50%

0.50%

0.50%

Investment, Identifier [Axis]: IG Investments Holdings, LLC, First Lien 1

^[29],[35]

6.00%

6.00%

6.00%

^{[29],[32],[35]}

11.48%

11.48%

11.48%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 28,839

^[29],[35]

28,625

^[29],[35]

$ 28,839

Investment, Identifier [Axis]: IG Investments Holdings, LLC, First Lien 2

^[29],[35]

6.00%

6.00%

6.00%

^{[29],[32],[35]}

11.48%

11.48%

11.48%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 4,214

^[29],[35]

4,197

^[29],[35]

4,214

Investment, Identifier [Axis]: IG Investments Holdings, LLC, First lien - Drawn

^[4],[5],[37]

6.00%

6.00%

6.00%

^{[4],[5],[37],[38]}

10.39%

10.39%

10.39%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 919

^[4],[5],[37]

910

^[4],[5],[37]

906

Investment, Identifier [Axis]: IG Investments Holdings, LLC, First lien - Undrawn

Principal Amount, Par Value

2,298

^{[28],[29],[30],[34]}

1,379

^{[4],[5],[31],[37]}

(23)

^{[29],[30],[34]}

(14)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (19)

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

Investment, Identifier [Axis]: IG Investments Holdings, LLC, First lien 1

^[4],[42]

6.00%

6.00%

6.00%

^{[4],[38],[42]}

10.38%

10.38%

10.38%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 29,134

^[4],[42]

28,884

^[4],[42]

$ 28,731

Investment, Identifier [Axis]: IG Investments Holdings, LLC, First lien 2

^[4],[42]

6.00%

6.00%

6.00%

^{[4],[38],[42]}

10.38%

10.38%

10.38%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 4,257

^[4],[42]

4,238

^[4],[42]

$ 4,198

Investment, Identifier [Axis]: IMO Investor Holdings, Inc. First Lien

^[29],[35]

6.00%

6.00%

6.00%

^{[29],[32],[35]}

11.40%

11.40%

11.40%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 12,844

^[29],[35]

12,739

^[29],[35]

$ 12,742

Investment, Identifier [Axis]: IMO Investor Holdings, Inc. First Lien - Drawn 1

^{[29],[30],[34]}

6.00%

6.00%

6.00%

^{[29],[30],[32],[34]}

11.39%

11.39%

11.39%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 1,139

^{[29],[30],[34]}

1,128

^{[29],[30],[34]}

$ 1,130

Investment, Identifier [Axis]: IMO Investor Holdings, Inc. First Lien - Drawn 2

^{[29],[30],[34]}

6.00%

6.00%

6.00%

^{[29],[30],[32],[34]}

11.42%

11.42%

11.42%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 62

^{[29],[30],[34]}

61

^{[29],[30],[34]}

61

Investment, Identifier [Axis]: IMO Investor Holdings, Inc., First lien

^[4],[42]

6.00%

6.00%

6.00%

^{[4],[38],[42]}

10.62%

10.62%

10.62%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 12,974

^[4],[42]

12,854

^[4],[42]

$ 12,845

Investment, Identifier [Axis]: IMO Investor Holdings, Inc., First lien - Drawn

^[4],[5],[37]

6.00%

6.00%

6.00%

^{[4],[5],[37],[38]}

10.61%

10.61%

10.61%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 294

^[4],[5],[37]

291

^[4],[5],[37]

291

Investment, Identifier [Axis]: IMO Investor Holdings, Inc., First lien - Undrawn 1

Principal Amount, Par Value

1,487

^{[28],[29],[30],[34]}

1,254

^{[4],[5],[31],[37]}

(15)

^{[29],[30],[34]}

(13)

^[4],[5],[37]

(12)

^{[29],[30],[34]}

(13)

^[4],[5],[37]

Investment, Identifier [Axis]: IMO Investor Holdings, Inc., First lien - Undrawn 2

Principal Amount, Par Value

1,951

^{[28],[29],[30],[34]}

3,097

^{[4],[5],[31],[37]}

0

^{[29],[30],[34]}

0

^[4],[5],[37]

$ (16)

^{[29],[30],[34]}

$ (31)

^[4],[5],[37]

Investment, Identifier [Axis]: Idera, Inc. Secnd Lien 1

^[29],[33]

6.75%

6.75%

6.75%

^{[29],[32],[33]}

12.28%

12.28%

12.28%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 22,500

^[29],[33]

22,273

^[29],[33]

$ 22,500

Investment, Identifier [Axis]: Idera, Inc. Secnd Lien 2

^[29],[30]

6.75%

6.75%

6.75%

^{[29],[30],[32]}

12.28%

12.28%

12.28%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 3,000

^[29],[30]

2,989

^[29],[30]

$ 3,000

Investment, Identifier [Axis]: Idera, Inc., Second lien 1

^[4],[39]

6.75%

6.75%

6.75%

^{[4],[38],[39]}

10.50%

10.50%

10.50%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 22,500

^[4],[39]

22,243

^[4],[39]

$ 21,168

Investment, Identifier [Axis]: Idera, Inc., Second lien 2

^[4],[5]

6.75%

6.75%

6.75%

^[4],[5],[38]

10.50%

10.50%

10.50%

Principal Amount, Par Value

^[4],[5],[31]

$ 3,000

^[4],[5]

2,986

^[4],[5]

$ 2,822

Investment, Identifier [Axis]: Infogain Corporation, First Lien 1

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 18,707

^[29],[35]

18,605

^[29],[35]

$ 18,707

Investment, Identifier [Axis]: Infogain Corporation, First Lien 2

^[29],[36]

5.50%

5.50%

5.50%

^{[29],[32],[36]}

10.96%

10.96%

10.96%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 7,844

^[29],[36]

7,781

^[29],[36]

7,844

Investment, Identifier [Axis]: Infogain Corporation, First lien - Drawn

^[4],[5],[37]

5.75%

5.75%

5.75%

^{[4],[5],[37],[38]}

10.17%

10.17%

10.17%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 1,068

^[4],[5],[37]

1,060

^[4],[5],[37]

1,048

Investment, Identifier [Axis]: Infogain Corporation, First lien - Undrawn

Principal Amount, Par Value

3,827

^{[28],[29],[30],[34]}

2,759

^{[4],[5],[31],[37]}

(29)

^{[29],[30],[34]}

(21)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (52)

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

Investment, Identifier [Axis]: Infogain Corporation, First lien 1

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[35],[38]}

10.17%

10.17%

10.17%

Principal Amount, Par Value

^{[29],[31],[35]}

$ 18,898

^[29],[35]

18,780

^[29],[35]

$ 18,545

Investment, Identifier [Axis]: Infogain Corporation, First lien 2

^[4],[40]

5.75%

5.75%

5.75%

^{[4],[38],[40]}

10.17%

10.17%

10.17%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 7,923

^[4],[40]

7,849

^[4],[40]

$ 7,775

Investment, Identifier [Axis]: Infogain Corporation, Subordinated

8.25%

^[29],[30]

8.25%

^[29],[30]

8.25%

^[29],[30]

8.25%

^[4],[5]

8.25%

^[4],[5]

8.25%

^[4],[5]

13.70%

^{[29],[30],[32]}

13.70%

^{[29],[30],[32]}

13.70%

^{[29],[30],[32]}

12.93%

^[4],[5],[38]

12.93%

^[4],[5],[38]

12.93%

^[4],[5],[38]

Principal Amount, Par Value

$ 17,245

^{[28],[29],[30]}

$ 17,245

^[4],[5],[31]

17,060

^[29],[30]

17,039

^[4],[5]

$ 17,245

^[29],[30]

$ 16,846

^[4],[5]

Investment, Identifier [Axis]: Integro Parent Inc., First lien 1

12.25%

^[29],[35]

12.25%

^[29],[35]

12.25%

^[29],[35]

12.25%

^{[4],[41],[42]}

12.25%

^{[4],[41],[42]}

12.25%

^{[4],[41],[42]}

17.60%

^{[29],[32],[35]}

17.60%

^{[29],[32],[35]}

17.60%

^{[29],[32],[35]}

16.83%

^{[4],[38],[42]}

16.83%

^{[4],[38],[42]}

16.83%

^{[4],[38],[42]}

Principal Amount, Par Value

$ 4,086

^{[28],[29],[35]}

$ 4,187

^{[4],[31],[42]}

4,085

^[29],[35]

4,184

^[4],[42]

$ 4,086

^[29],[35]

$ 4,187

^[4],[42]

Investment, Identifier [Axis]: Integro Parent Inc., First lien 2

12.25%

^[29],[30]

12.25%

^[29],[30]

12.25%

^[29],[30]

12.25%

^[4],[5],[41]

12.25%

^[4],[5],[41]

12.25%

^[4],[5],[41]

17.60%

^{[29],[30],[32]}

17.60%

^{[29],[30],[32]}

17.60%

^{[29],[30],[32]}

16.83%

^[4],[5],[38]

16.83%

^[4],[5],[38]

16.83%

^[4],[5],[38]

Principal Amount, Par Value

$ 807

^{[28],[29],[30]}

$ 827

^[4],[5],[31]

805

^[29],[30]

823

^[4],[5]

$ 807

^[29],[30]

$ 828

^[4],[5]

Investment, Identifier [Axis]: Integro Parent Inc., Second lien

12.25%

^[29],[30]

12.25%

^[29],[30]

12.25%

^[29],[30]

12.25%

^{[4],[5],[41],[45]}

12.25%

^{[4],[5],[41],[45]}

12.25%

^{[4],[5],[41],[45]}

17.60%

^{[29],[30],[32]}

17.60%

^{[29],[30],[32]}

17.60%

^{[29],[30],[32]}

16.83%

^[4],[5],[38]

16.83%

^[4],[5],[38]

16.83%

^[4],[5],[38]

Principal Amount, Par Value

$ 13,657

^{[28],[29],[30]}

$ 11,510

^[4],[5],[31]

12,888

^[29],[30]

11,109

^[4],[5]

$ 13,231

^[29],[30]

$ 8,718

^[4],[5]

Investment, Identifier [Axis]: Integro Parent Inc., Second lien, Non-accrual status

Principal Amount, Par Value

$ 4,780

Investment, Identifier [Axis]: KAMC Holdings, Inc, Second Lien 1

^[29],[35]

8.00%

8.00%

8.00%

^{[29],[32],[35]}

13.63%

13.63%

13.63%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 18,750

^[29],[35]

18,673

^[29],[35]

$ 17,079

Investment, Identifier [Axis]: KAMC Holdings, Inc, Second Lien 2

^[29],[36]

8.00%

8.00%

8.00%

^{[29],[32],[36]}

13.63%

13.63%

13.63%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 18,750

^[29],[36]

18,673

^[29],[36]

$ 17,079

Investment, Identifier [Axis]: KAMC Holdings, Inc., Second lien 1

^[4],[42]

8.00%

8.00%

8.00%

^{[4],[38],[42]}

12.65%

12.65%

12.65%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 18,750

^[4],[42]

18,657

^[4],[42]

$ 15,938

Investment, Identifier [Axis]: KAMC Holdings, Inc., Second lien 2

^[4],[40]

8.00%

8.00%

8.00%

^{[4],[38],[40]}

12.65%

12.65%

12.65%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 18,750

^[4],[40]

18,657

^[4],[40]

$ 15,937

Investment, Identifier [Axis]: KPSKY Acquisition Inc. First Lien - Drawn 1

^{[29],[34],[35]}

5.25%

5.25%

5.25%

^{[29],[32],[34],[35]}

10.73%

10.73%

10.73%

Principal Amount, Par Value

^{[28],[29],[34],[35]}

$ 1,160

^{[29],[34],[35]}

1,150

^{[29],[34],[35]}

$ 1,138

Investment, Identifier [Axis]: KPSKY Acquisition Inc. First Lien - Drawn 2

^{[29],[30],[34]}

5.75%

5.75%

5.75%

^{[29],[30],[32],[34]}

11.23%

11.23%

11.23%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 19

^{[29],[30],[34]}

19

^{[29],[30],[34]}

$ 19

Investment, Identifier [Axis]: KPSKY Acquisition Inc. First Lien 1

^[29],[36]

5.25%

5.25%

5.25%

^{[29],[32],[36]}

10.73%

10.73%

10.73%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 6,898

^[29],[36]

6,846

^[29],[36]

$ 6,763

Investment, Identifier [Axis]: KPSKY Acquisition Inc. First Lien 2

^[29],[35]

5.25%

5.25%

5.25%

^{[29],[32],[35]}

10.76%

10.76%

10.76%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 790

^[29],[35]

784

^[29],[35]

774

Investment, Identifier [Axis]: KPSKY Acquisition Inc., First lien - Drawn

^{[4],[37],[42]}

4.50%

4.50%

4.50%

^{[4],[37],[38],[42]}

12.00%

12.00%

12.00%

Principal Amount, Par Value

^{[4],[31],[37],[42]}

$ 145

^{[4],[37],[42]}

144

^{[4],[37],[42]}

139

Investment, Identifier [Axis]: KPSKY Acquisition Inc., First lien - Undrawn

Principal Amount, Par Value

1,568

^{[28],[29],[30],[34]}

1,022

^{[4],[31],[37],[42]}

0

^{[29],[30],[34]}

0

^{[4],[37],[42]}

$ (16)

^{[29],[30],[34]}

$ (45)

^{[4],[37],[42]}

Percent of Net Assets

(0.00%)

^{[29],[30],[34]}

(0.00%)

^{[29],[30],[34]}

(0.00%)

^{[29],[30],[34]}

(0.00%)

^{[4],[37],[42]}

(0.00%)

^{[4],[37],[42]}

(0.00%)

^{[4],[37],[42]}

Investment, Identifier [Axis]: KPSKY Acquisition Inc., First lien 1

^[4],[40]

5.50%

5.50%

5.50%

^{[4],[38],[40]}

9.89%

9.89%

9.89%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 6,968

^[4],[40]

6,908

^[4],[40]

$ 6,662

Investment, Identifier [Axis]: KPSKY Acquisition Inc., First lien 2

^[4],[42]

4.50%

4.50%

4.50%

^{[4],[38],[42]}

12.00%

12.00%

12.00%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 801

^[4],[42]

794

^[4],[42]

$ 766

Investment, Identifier [Axis]: Kaseya Inc. First Lien

^[29],[35]

3.50%

3.50%

3.50%

^[29],[35]

2.50%

2.50%

2.50%

^{[29],[32],[35]}

11.38%

11.38%

11.38%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 63,633

^[29],[35]

63,237

^[29],[35]

$ 63,633

Investment, Identifier [Axis]: Kaseya Inc. First Lien - Drawn 1

^{[29],[30],[34]}

5.50%

5.50%

5.50%

^{[29],[30],[32],[34]}

10.86%

10.86%

10.86%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 973

^{[29],[30],[34]}

966

^{[29],[30],[34]}

$ 973

Investment, Identifier [Axis]: Kaseya Inc. First Lien - Drawn 2

^{[29],[30],[34]}

3.50%

3.50%

3.50%

^{[29],[30],[34]}

2.50%

2.50%

2.50%

^{[29],[30],[32],[34]}

11.38%

11.38%

11.38%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 237

^{[29],[30],[34]}

235

^{[29],[30],[34]}

237

Investment, Identifier [Axis]: Kaseya Inc., First lien

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[35],[38]}

10.33%

10.33%

10.33%

Principal Amount, Par Value

^{[29],[31],[35]}

$ 63,093

^[29],[35]

62,647

^[29],[35]

$ 62,172

Percent of Net Assets

^[29],[35]

4.69%

4.69%

4.69%

Investment, Identifier [Axis]: Kaseya Inc., First lien - Undrawn 1

Principal Amount, Par Value

3,616

^{[28],[29],[30],[34]}

$ 3,851

^{[4],[5],[31],[37]}

0

^{[29],[30],[34]}

0

^[4],[5],[37]

0

^{[29],[30],[34]}

(56)

^[4],[5],[37]

Investment, Identifier [Axis]: Kaseya Inc., First lien - Undrawn 2

Principal Amount, Par Value

2,888

^{[28],[29],[30],[34]}

3,851

^{[4],[5],[31],[37]}

(22)

^{[29],[30],[34]}

(29)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (56)

^[4],[5],[37]

Investment, Identifier [Axis]: Kele Holdco, Inc. First Lien

^[29],[50]

5.25%

5.25%

5.25%

^{[29],[32],[50]}

10.71%

10.71%

10.71%

Principal Amount, Par Value

^{[28],[29],[50]}

$ 14,796

^[29],[50]

14,767

^[29],[50]

$ 14,796

Percent of Net Assets

1.11%

1.11%

1.11%

Investment, Identifier [Axis]: Kele Holdco, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 1,799

^{[29],[30],[34]}

(9)

^{[29],[30],[34]}

$ 0

Percent of Net Assets

^{[29],[30],[34]}

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: Kele Holdco, Inc., First lien

^[4],[51]

5.25%

5.25%

5.25%

^{[4],[38],[51]}

9.42%

9.42%

9.42%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 15,788

^[4],[51]

15,742

^[4],[51]

$ 15,788

Percent of Net Assets

^[4],[51]

1.19%

1.19%

1.19%

Investment, Identifier [Axis]: Kele Holdco, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 1,799

^[4],[5],[37]

(9)

^[4],[5],[37]

$ 0

Percent of Net Assets

^[4],[5],[37]

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: Knockout Intermediate Holdings I Inc., Preferred shares

^[29],[30]

11.75%

11.75%

11.75%

^{[29],[30],[32]}

11.75%

11.75%

11.75%

Principal Amount, Shares (in shares) | shares

15,150

^{[28],[29],[30]}

15,150

^{[28],[29],[30]}

15,150

^{[28],[29],[30]}

15,150

^{[4],[5],[7],[31]}

15,150

^{[4],[5],[7],[31]}

15,150

^{[4],[5],[7],[31]}

$ 16,837

^[29],[30]

$ 14,961

^[4],[5],[7]

$ 17,019

^[29],[30]

$ 14,661

^[4],[5],[7]

Percent of Net Assets

1.28%

^[29],[30]

1.28%

^[29],[30]

1.28%

^[29],[30]

1.11%

^[4],[5],[7]

1.11%

^[4],[5],[7]

1.11%

^[4],[5],[7]

Investment, Identifier [Axis]: MED Parentco, LP, Second Lien

^[29],[36]

8.25%

8.25%

8.25%

^{[29],[32],[36]}

13.72%

13.72%

13.72%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 20,857

^[29],[36]

20,769

^[29],[36]

$ 20,119

Percent of Net Assets

1.51%

1.51%

1.51%

Investment, Identifier [Axis]: MED Parentco, LP, Second lien

^[40]

8.25%

8.25%

8.25%

^[38],[40]

12.63%

12.63%

12.63%

Principal Amount, Par Value

^[31],[40]

$ 20,857

^[40]

20,752

^[40]

$ 15,726

Percent of Net Assets

^[40]

1.19%

1.19%

1.19%

Investment, Identifier [Axis]: MRI Software LLC, First Lien 1

^[29],[50]

5.50%

5.50%

5.50%

^{[29],[32],[50]}

10.95%

10.95%

10.95%

Principal Amount, Par Value

^{[28],[29],[50]}

$ 21,655

^[29],[50]

21,610

^[29],[50]

$ 21,598

Investment, Identifier [Axis]: MRI Software LLC, First Lien 2

^[29],[30]

5.50%

5.50%

5.50%

^{[29],[30],[32]}

10.95%

10.95%

10.95%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 7,670

^[29],[30]

7,655

^[29],[30]

$ 7,650

Investment, Identifier [Axis]: MRI Software LLC, First Lien 3

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.95%

10.95%

10.95%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 4,568

^[29],[35]

4,561

^[29],[35]

$ 4,557

Investment, Identifier [Axis]: MRI Software LLC, First Lien 4

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.95%

10.95%

10.95%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 3,140

^[29],[35]

3,133

^[29],[35]

$ 3,132

Investment, Identifier [Axis]: MRI Software LLC, First Lien 5

^[29],[30]

5.50%

5.50%

5.50%

^{[29],[30],[32]}

10.95%

10.95%

10.95%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 801

^[29],[30]

799

^[29],[30]

800

Investment, Identifier [Axis]: MRI Software LLC, First lien - Undrawn 1

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 2,002

^[4],[5],[37]

(10)

^[4],[5],[37]

(45)

Investment, Identifier [Axis]: MRI Software LLC, First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

2,002

^{[29],[30],[34]}

(10)

^{[29],[30],[34]}

$ (5)

Percent of Net Assets

^{[29],[30],[34]}

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: MRI Software LLC, First lien - Undrawn 2

Principal Amount, Par Value

^{[4],[5],[31],[37]}

4,074

^[4],[5],[37]

0

^[4],[5],[37]

$ (92)

Investment, Identifier [Axis]: MRI Software LLC, First lien 1

^[4],[51]

5.50%

5.50%

5.50%

^{[4],[38],[51]}

10.23%

10.23%

10.23%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 21,879

^[4],[51]

21,817

^[4],[51]

$ 21,383

Investment, Identifier [Axis]: MRI Software LLC, First lien 2

^[4],[42]

5.50%

5.50%

5.50%

^{[4],[38],[42]}

10.23%

10.23%

10.23%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 4,615

^[4],[42]

4,606

^[4],[42]

$ 4,511

Investment, Identifier [Axis]: MRI Software LLC, First lien 3

^[4],[42]

5.50%

5.50%

5.50%

^{[4],[38],[42]}

10.23%

10.23%

10.23%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 3,173

^[4],[42]

3,163

^[4],[42]

$ 3,101

Investment, Identifier [Axis]: MRI Software LLC, First lien 4

^[4],[5]

5.50%

5.50%

5.50%

^[4],[5],[38]

10.23%

10.23%

10.23%

Principal Amount, Par Value

^[4],[5],[31]

$ 3,664

^[4],[5]

3,656

^[4],[5]

$ 3,581

Investment, Identifier [Axis]: MRI Software LLC, First lien 5

^[4],[5]

5.50%

5.50%

5.50%

^[4],[5],[38]

10.23%

10.23%

10.23%

Principal Amount, Par Value

^[4],[5],[31]

$ 810

^[4],[5]

807

^[4],[5]

$ 791

Investment, Identifier [Axis]: NHME Holdings Corp., Ordinary shares

Principal Amount, Shares (in shares) | shares

640,000

^{[29],[30],[59]}

640,000

^{[29],[30],[59]}

640,000

^{[29],[30],[59]}

640,000

^[4],[5],[31]

640,000

^[4],[5],[31]

640,000

^[4],[5],[31]

$ 4,000

^{[29],[30],[59]}

$ 4,000

^[4],[5]

$ 0

^{[29],[30],[59]}

$ 0

^[4],[5]

Percent of Net Assets

0.00%

^{[29],[30],[59]}

0.00%

^{[29],[30],[59]}

0.00%

^{[29],[30],[59]}

0.00%

^[4],[5]

0.00%

^[4],[5]

0.00%

^[4],[5]

Investment, Identifier [Axis]: NHME Holdings Corp., Warrants

Principal Amount, Shares (in shares) | shares

160,000

^[29],[30]

160,000

^[29],[30]

160,000

^[29],[30]

160,000

^{[4],[5],[24],[31]}

160,000

^{[4],[5],[24],[31]}

160,000

^{[4],[5],[24],[31]}

$ 1,000

^[29],[30]

$ 1,000

^[4],[5],[24]

$ 0

^[29],[30]

$ 0

^[4],[5],[24]

Percent of Net Assets

0.00%

^[29],[30]

0.00%

^[29],[30]

0.00%

^[29],[30]

0.00%

^[4],[5],[24]

0.00%

^[4],[5],[24]

0.00%

^[4],[5],[24]

Investment, Identifier [Axis]: NM APP Canada Corp., Membership interest

Principal Amount, Shares (in shares) | shares

0

^{[6],[29],[60]}

0

^{[6],[29],[60]}

0

^{[6],[29],[60]}

0

^{[4],[20],[31],[61]}

0

^{[4],[20],[31],[61]}

0

^{[4],[20],[31],[61]}

$ 0

^{[6],[29],[60]}

$ 0

^{[4],[20],[61]}

$ 7

^{[6],[29],[60]}

$ 0

^{[4],[20],[61]}

Percent of Net Assets

0.00%

^{[6],[29],[60]}

0.00%

^{[6],[29],[60]}

0.00%

^{[6],[29],[60]}

0.00%

^{[4],[20],[61]}

0.00%

^{[4],[20],[61]}

0.00%

^{[4],[20],[61]}

Investment, Identifier [Axis]: NM APP US LLC, Membership interest

Principal Amount, Shares (in shares) | shares

^{[4],[31],[61]}

0

0

0

^[4],[61]

$ 0

^[4],[61]

$ 0

Percent of Net Assets

^[4],[61]

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: NM CLFX LP, Membership interest

Principal Amount, Shares (in shares) | shares

0

^[29],[60]

0

^[29],[60]

0

^[29],[60]

0

^{[4],[31],[61]}

0

^{[4],[31],[61]}

0

^{[4],[31],[61]}

$ 12,278

^[29],[60]

$ 12,538

^[4],[61]

$ 11,731

^[29],[60]

$ 16,172

^[4],[61]

Percent of Net Assets

0.88%

^[29],[60]

0.88%

^[29],[60]

0.88%

^[29],[60]

1.22%

^[4],[61]

1.22%

^[4],[61]

1.22%

^[4],[61]

Investment, Identifier [Axis]: NM DRVT LLC, Membership interest

Principal Amount, Shares (in shares) | shares

^{[4],[31],[61]}

0

0

0

^[4],[61]

$ 0

^[4],[61]

$ 0

Percent of Net Assets

^[4],[61]

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: NM GLCR LP, Membership interest

Principal Amount, Shares (in shares) | shares

^{[4],[31],[61]}

0

0

0

^[4],[61]

$ 0

^[4],[61]

$ 0

Percent of Net Assets

^[4],[61]

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: NM GP Holdco, LLC, Membership interest

Principal Amount, Shares (in shares) | shares

0

^{[6],[29],[60]}

0

^{[6],[29],[60]}

0

^{[6],[29],[60]}

0

^{[4],[20],[31],[61]}

0

^{[4],[20],[31],[61]}

0

^{[4],[20],[31],[61]}

$ 861

^{[6],[29],[60]}

$ 861

^{[4],[20],[61]}

$ 1,048

^{[6],[29],[60]}

$ 1,028

^{[4],[20],[61]}

Percent of Net Assets

0.08%

^{[6],[29],[60]}

0.08%

^{[6],[29],[60]}

0.08%

^{[6],[29],[60]}

0.08%

^{[4],[20],[61]}

0.08%

^{[4],[20],[61]}

0.08%

^{[4],[20],[61]}

Investment, Identifier [Axis]: NM JRA LLC, Membership interest

Principal Amount, Shares (in shares) | shares

^{[4],[31],[61]}

0

0

0

^[4],[61]

$ 0

^[4],[61]

$ 0

Percent of Net Assets

^[4],[61]

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: NM KRLN LLC, Membership interest

Principal Amount, Shares (in shares) | shares

^{[4],[31],[61]}

0

0

0

^[4],[61]

$ 0

^[4],[61]

$ 0

Percent of Net Assets

^[4],[61]

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: NM NL Holdings, L.P., Membership interest

Principal Amount, Shares (in shares) | shares

0

^[29],[60]

0

^[29],[60]

0

^[29],[60]

0

^{[4],[20],[31],[61]}

0

^{[4],[20],[31],[61]}

0

^{[4],[20],[31],[61]}

$ 76,371

^[29],[60]

$ 76,370

^{[4],[20],[61]}

$ 96,071

^[29],[60]

$ 94,305

^{[4],[20],[61]}

Percent of Net Assets

7.21%

^[29],[60]

7.21%

^[29],[60]

7.21%

^[29],[60]

7.11%

^{[4],[20],[61]}

7.11%

^{[4],[20],[61]}

7.11%

^{[4],[20],[61]}

Investment, Identifier [Axis]: NM YI, LLC, Membership interest

Principal Amount, Shares (in shares) | shares

0

^[29],[60]

0

^[29],[60]

0

^[29],[60]

0

^{[4],[31],[61]}

0

^{[4],[31],[61]}

0

^{[4],[31],[61]}

$ 6,272

^[29],[60]

$ 6,272

^[4],[61]

$ 9,550

^[29],[60]

$ 9,481

^[4],[61]

Percent of Net Assets

0.72%

^[29],[60]

0.72%

^[29],[60]

0.72%

^[29],[60]

0.71%

^[4],[61]

0.71%

^[4],[61]

0.71%

^[4],[61]

Investment, Identifier [Axis]: NMC Crimson Holdings, Inc. First Lien - Drawn

^{[29],[30],[34]}

6.09%

6.09%

6.09%

^{[29],[30],[32],[34]}

11.62%

11.62%

11.62%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 5,012

^{[29],[30],[34]}

4,992

^{[29],[30],[34]}

$ 4,979

Investment, Identifier [Axis]: NMC Crimson Holdings, Inc. First Lien 1

^[29],[36]

6.09%

6.09%

6.09%

^{[29],[32],[36]}

11.64%

11.64%

11.64%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 19,259

^[29],[36]

19,067

^[29],[36]

$ 19,133

Investment, Identifier [Axis]: NMC Crimson Holdings, Inc. First Lien 2

^[29],[35]

6.09%

6.09%

6.09%

^{[29],[32],[35]}

11.64%

11.64%

11.64%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 4,913

^[29],[35]

4,864

^[29],[35]

$ 4,881

Investment, Identifier [Axis]: NMC Crimson Holdings, Inc., First lien - Drawn

^[4],[5],[37]

6.00%

6.00%

6.00%

^{[4],[5],[37],[38]}

10.39%

10.39%

10.39%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 1,635

^[4],[5],[37]

1,611

^[4],[5],[37]

1,624

Investment, Identifier [Axis]: NMC Crimson Holdings, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[4],[5],[31],[37]}

9,029

^[4],[5],[37]

0

^[4],[5],[37]

$ (63)

Percent of Net Assets

^[4],[5],[37]

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: NMC Crimson Holdings, Inc., First lien 1

^[4],[40]

6.00%

6.00%

6.00%

^{[4],[38],[40]}

9.74%

9.74%

9.74%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 19,259

^[4],[40]

19,033

^[4],[40]

$ 19,124

Investment, Identifier [Axis]: NMC Crimson Holdings, Inc., First lien 2

^[4],[42]

6.00%

6.00%

6.00%

^{[4],[38],[42]}

9.74%

9.74%

9.74%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 4,913

^[4],[42]

4,855

^[4],[42]

$ 4,879

Investment, Identifier [Axis]: NMFC Senior Loan Program III LLC, Membership interest

Principal Amount, Shares (in shares) | shares

0

^[29],[30]

0

^[29],[30]

0

^[29],[30]

0

^{[4],[5],[20],[31]}

0

^{[4],[5],[20],[31]}

0

^{[4],[5],[20],[31]}

$ 140,000

^[29],[30]

$ 140,000

^[4],[5],[20]

$ 140,000

^[29],[30]

$ 140,000

^[4],[5],[20]

Percent of Net Assets

10.51%

^[29],[30]

10.51%

^[29],[30]

10.51%

^[29],[30]

10.56%

^[4],[5],[20]

10.56%

^[4],[5],[20]

10.56%

^[4],[5],[20]

Investment, Identifier [Axis]: NMFC Senior Loan Program IV LLC, Membership interest

Principal Amount, Shares (in shares) | shares

0

^[29],[30]

0

^[29],[30]

0

^[29],[30]

0

^{[4],[5],[20],[31]}

0

^{[4],[5],[20],[31]}

0

^{[4],[5],[20],[31]}

$ 112,400

^[29],[30]

$ 112,400

^[4],[5],[20]

$ 112,400

^[29],[30]

$ 112,400

^[4],[5],[20]

Percent of Net Assets

8.44%

^[29],[30]

8.44%

^[29],[30]

8.44%

^[29],[30]

8.48%

^[4],[5],[20]

8.48%

^[4],[5],[20]

8.48%

^[4],[5],[20]

Investment, Identifier [Axis]: National HME, Inc., Second lien

^[29],[30]

5.00%

5.00%

5.00%

^{[29],[30],[59]}

10.66%

10.66%

10.66%

Principal Amount, Par Value

^{[29],[30],[59]}

$ 8,281

^{[29],[30],[59]}

7,872

^{[29],[30],[59]}

$ 3,000

Percent of Net Assets

^{[29],[30],[59]}

0.23%

0.23%

0.23%

Investment, Identifier [Axis]: National HME, Inc., Second lien 1

^{[4],[5],[41],[45]}

12.00%

12.00%

12.00%

^{[4],[5],[38],[41]}

12.00%

12.00%

12.00%

Principal Amount, Par Value

^{[4],[5],[31],[41]}

$ 13,013

^[4],[5],[41]

12,583

^[4],[5],[41]

$ 5,381

Investment, Identifier [Axis]: National HME, Inc., Second lien 2

^{[4],[5],[41],[45]}

12.00%

12.00%

12.00%

^{[4],[5],[38],[41]}

12.00%

12.00%

12.00%

Principal Amount, Par Value

^{[4],[5],[31],[41]}

$ 14,500

^[4],[5],[41]

12,693

^[4],[5],[41]

$ 0

Investment, Identifier [Axis]: National HME, Inc., Second lien, Tranche A Term Loan

5.00%

5.00%

5.00%

Investment, Identifier [Axis]: National HME, Inc., Second lien, Tranche B Term Loan

6.00%

6.00%

6.00%

Investment, Identifier [Axis]: Ncontracts, LLC, First Lien

^[35]

6.50%

6.50%

6.50%

^[32],[35]

11.80%

11.80%

11.80%

Principal Amount, Par Value

^[28],[35]

$ 8,372

^[35]

8,268

^[35]

$ 8,267

Percent of Net Assets

0.62%

0.62%

0.62%

Investment, Identifier [Axis]: Ncontracts, LLC, First lien - Undrawn 1

Principal Amount, Par Value

^{[28],[30],[34]}

$ 773

^[30],[34]

0

^[30],[34]

0

Investment, Identifier [Axis]: Ncontracts, LLC, First lien - Undrawn 2

Principal Amount, Par Value

^{[28],[30],[34]}

773

^[30],[34]

(10)

^[30],[34]

$ (10)

Investment, Identifier [Axis]: New Benevis Holdco, Inc., First lien 1

^{[4],[41],[42]}

2.50%

2.50%

2.50%

9.50%

^[29],[35]

9.50%

^[29],[35]

9.50%

^[29],[35]

7.00%

^{[4],[41],[42]}

7.00%

^{[4],[41],[42]}

7.00%

^{[4],[41],[42]}

14.96%

^[29],[35]

14.96%

^[29],[35]

14.96%

^[29],[35]

14.23%

^{[4],[38],[42]}

14.23%

^{[4],[38],[42]}

14.23%

^{[4],[38],[42]}

Principal Amount, Par Value

$ 41,731

^[29],[35]

$ 35,541

^{[4],[31],[42]}

41,731

^[29],[35]

35,541

^[4],[42]

$ 41,731

^[29],[35]

$ 35,541

^[4],[42]

Investment, Identifier [Axis]: New Benevis Holdco, Inc., First lien 2

^{[4],[40],[41]}

2.50%

2.50%

2.50%

9.50%

^[29],[30]

9.50%

^[29],[30]

9.50%

^[29],[30]

7.00%

^{[4],[40],[41]}

7.00%

^{[4],[40],[41]}

7.00%

^{[4],[40],[41]}

14.96%

^[29],[30]

14.96%

^[29],[30]

14.96%

^[29],[30]

14.23%

^{[4],[38],[40]}

14.23%

^{[4],[38],[40]}

14.23%

^{[4],[38],[40]}

Principal Amount, Par Value

$ 19,798

^[29],[30]

$ 8,720

^{[4],[31],[40]}

19,798

^[29],[30]

8,720

^[4],[40]

$ 19,798

^[29],[30]

$ 8,720

^[4],[40]

Investment, Identifier [Axis]: New Benevis Holdco, Inc., First lien 3

^[4],[5],[41]

2.50%

2.50%

2.50%

9.50%

^[29],[36]

9.50%

^[29],[36]

9.50%

^[29],[36]

7.00%

^[4],[5],[41]

7.00%

^[4],[5],[41]

7.00%

^[4],[5],[41]

14.96%

^[29],[36]

14.96%

^[29],[36]

14.96%

^[29],[36]

14.23%

^[4],[5],[38]

14.23%

^[4],[5],[38]

14.23%

^[4],[5],[38]

Principal Amount, Par Value

$ 10,239

^[29],[36]

$ 4,282

^[4],[5],[31]

10,239

^[29],[36]

4,282

^[4],[5]

$ 10,239

^[29],[36]

$ 4,282

^[4],[5]

Investment, Identifier [Axis]: New Benevis Holdco, Inc., Subordinated

12.00%

^[29],[30]

12.00%

^[29],[30]

12.00%

^[29],[30]

12.00%

^[4],[5],[41]

12.00%

^[4],[5],[41]

12.00%

^[4],[5],[41]

12.00%

^[29],[30]

12.00%

^[29],[30]

12.00%

^[29],[30]

12.00%

^[4],[5],[38]

12.00%

^[4],[5],[38]

12.00%

^[4],[5],[38]

Principal Amount, Par Value

$ 21,092

^[29],[30]

$ 18,687

^[4],[5],[31]

19,801

^[29],[30]

16,874

^[4],[5]

$ 16,874

^[29],[30]

$ 14,950

^[4],[5]

Investment, Identifier [Axis]: New Benevis Topco, LLC, Ordinary shares 1

Principal Amount, Shares (in shares) | shares

325,516

^[29],[35]

325,516

^[29],[35]

325,516

^[29],[35]

269,027

^{[4],[31],[42]}

269,027

^{[4],[31],[42]}

269,027

^{[4],[31],[42]}

$ 27,154

^[29],[35]

$ 27,154

^[4],[42]

$ 31,838

^[29],[35]

$ 34,490

^[4],[42]

Investment, Identifier [Axis]: New Benevis Topco, LLC, Ordinary shares 2

Principal Amount, Shares (in shares) | shares

79,867

^[29],[36]

79,867

^[29],[36]

79,867

^[29],[36]

66,007

^{[4],[31],[40]}

66,007

^{[4],[31],[40]}

66,007

^{[4],[31],[40]}

$ 6,662

^[29],[36]

$ 6,662

^[4],[40]

$ 7,812

^[29],[36]

$ 8,462

^[4],[40]

Investment, Identifier [Axis]: New Benevis Topco, LLC, Ordinary shares 3

Principal Amount, Shares (in shares) | shares

72,681

^[29],[30]

72,681

^[29],[30]

72,681

^[29],[30]

60,068

^[4],[5],[31]

60,068

^[4],[5],[31]

60,068

^[4],[5],[31]

$ 6,108

^[29],[30]

$ 6,106

^[4],[5]

$ 7,109

^[29],[30]

$ 7,701

^[4],[5]

Investment, Identifier [Axis]: New Permian Holdco, Inc., Ordinary shares

Principal Amount, Shares (in shares) | shares

100

^[29],[30]

100

^[29],[30]

100

^[29],[30]

100

^[4],[5],[31]

100

^[4],[5],[31]

100

^[4],[5],[31]

$ 11,155

^[29],[30]

$ 11,155

^[4],[5]

$ 26,000

^[29],[30]

$ 26,000

^[4],[5]

Percent of Net Assets

1.95%

^[29],[30]

1.95%

^[29],[30]

1.95%

^[29],[30]

1.96%

^[4],[5]

1.96%

^[4],[5]

1.96%

^[4],[5]

Investment, Identifier [Axis]: New Permian Holdco, L.L.C., First lien

9.00%

^[29],[30]

9.00%

^[29],[30]

9.00%

^[29],[30]

18.00%

^[4],[5],[41]

18.00%

^[4],[5],[41]

18.00%

^[4],[5],[41]

14.61%

^[29],[30]

14.61%

^[29],[30]

14.61%

^[29],[30]

18.00%

^[4],[5],[38]

18.00%

^[4],[5],[38]

18.00%

^[4],[5],[38]

Principal Amount, Par Value

$ 23,336

^[29],[30]

$ 21,779

^[4],[5],[31]

23,336

^[29],[30]

21,779

^[4],[5]

$ 23,335

^[29],[30]

$ 21,779

^[4],[5]

Investment, Identifier [Axis]: New Permian Holdco, L.L.C., First lien - Drawn

6.00%

^{[29],[30],[34]}

6.00%

^{[29],[30],[34]}

6.00%

^{[29],[30],[34]}

9.00%

^{[4],[5],[37],[41]}

9.00%

^{[4],[5],[37],[41]}

9.00%

^{[4],[5],[37],[41]}

11.61%

^{[29],[30],[34]}

11.61%

^{[29],[30],[34]}

11.61%

^{[29],[30],[34]}

13.12%

^{[4],[5],[37],[38]}

13.12%

^{[4],[5],[37],[38]}

13.12%

^{[4],[5],[37],[38]}

Principal Amount, Par Value

$ 13,835

^{[29],[30],[34]}

$ 9,785

^{[4],[5],[31],[37]}

13,835

^{[29],[30],[34]}

9,785

^[4],[5],[37]

13,835

^{[29],[30],[34]}

9,785

^[4],[5],[37]

Investment, Identifier [Axis]: New Permian Holdco, L.L.C., First lien - Undrawn

Principal Amount, Par Value

8,060

^{[28],[29],[30],[34]}

1,577

^{[4],[5],[31],[37]}

0

^{[29],[30],[34]}

0

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ 0

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

0.00%

^[4],[5],[37]

Investment, Identifier [Axis]: New Trojan Parent, Inc. Second Lien

^[29],[35]

7.25%

7.25%

7.25%

^{[29],[32],[35]}

12.72%

12.72%

12.72%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 26,762

^[29],[35]

26,663

^[29],[35]

$ 1,421

Percent of Net Assets

0.11%

0.11%

0.11%

Investment, Identifier [Axis]: New Trojan Parent, Inc., Second lien

^[4],[42]

7.25%

7.25%

7.25%

^{[4],[38],[42]}

11.63%

11.63%

11.63%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 26,762

^[4],[42]

26,653

^[4],[42]

$ 20,101

Percent of Net Assets

^[4],[42]

1.52%

1.52%

1.52%

Investment, Identifier [Axis]: Next Holdco, LLC, First Lien

^[29],[35]

6.00%

6.00%

6.00%

^{[29],[32],[35]}

11.37%

11.37%

11.37%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 3,520

^[29],[35]

3,494

^[29],[35]

$ 3,494

Percent of Net Assets

0.26%

0.26%

0.26%

Investment, Identifier [Axis]: Next Holdco, LLC, First lien - Undrawn 1

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 903

^{[29],[30],[34]}

0

^{[29],[30],[34]}

0

Investment, Identifier [Axis]: Next Holdco, LLC, First lien - Undrawn 2

Principal Amount, Par Value

^{[28],[29],[30],[34]}

339

^{[29],[30],[34]}

(3)

^{[29],[30],[34]}

$ (3)

Investment, Identifier [Axis]: Notorious Topco, LLC First Lien - Drawn 1

^{[29],[30],[34]}

6.75%

6.75%

6.75%

^{[29],[30],[32],[34]}

12.28%

12.28%

12.28%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 867

^{[29],[30],[34]}

858

^{[29],[30],[34]}

$ 803

Investment, Identifier [Axis]: Notorious Topco, LLC First Lien - Drawn 2

^{[29],[30],[34]}

6.75%

6.75%

6.75%

^{[29],[30],[32],[34]}

12.28%

12.28%

12.28%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 59

^{[29],[30],[34]}

59

^{[29],[30],[34]}

$ 55

Investment, Identifier [Axis]: Notorious Topco, LLC First Lien 1

^[29],[36]

6.75%

6.75%

6.75%

^{[29],[32],[36]}

12.28%

12.28%

12.28%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 9,950

^[29],[36]

9,896

^[29],[36]

$ 9,215

Investment, Identifier [Axis]: Notorious Topco, LLC First Lien 2

^[29],[36]

6.75%

6.75%

6.75%

^{[29],[32],[36]}

12.28%

12.28%

12.28%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 9,825

^[29],[36]

9,769

^[29],[36]

9,100

Investment, Identifier [Axis]: Notorious Topco, LLC, First lien - Drawn 1

^[4],[5],[37]

6.75%

6.75%

6.75%

^{[4],[5],[37],[38]}

10.99%

10.99%

10.99%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 876

^[4],[5],[37]

873

^[4],[5],[37]

$ 861

Investment, Identifier [Axis]: Notorious Topco, LLC, First lien - Drawn 2

^[4],[5],[37]

6.75%

6.75%

6.75%

^{[4],[5],[37],[38]}

10.99%

10.99%

10.99%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 147

^[4],[5],[37]

146

^[4],[5],[37]

145

Investment, Identifier [Axis]: Notorious Topco, LLC, First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

822

^{[29],[30],[34]}

(6)

^{[29],[30],[34]}

$ (61)

Percent of Net Assets

^{[29],[30],[34]}

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: Notorious Topco, LLC, First lien - Undrawn 1

Principal Amount, Par Value

^{[4],[5],[31],[37]}

587

^[4],[5],[37]

(7)

^[4],[5],[37]

(10)

Investment, Identifier [Axis]: Notorious Topco, LLC, First lien - Undrawn 2

Principal Amount, Par Value

^{[4],[5],[31],[37]}

734

^[4],[5],[37]

(6)

^[4],[5],[37]

$ (12)

Investment, Identifier [Axis]: Notorious Topco, LLC, First lien 1

^[4],[40]

6.75%

6.75%

6.75%

^{[4],[38],[40]}

10.99%

10.99%

10.99%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 10,051

^[4],[40]

9,987

^[4],[40]

$ 9,882

Investment, Identifier [Axis]: Notorious Topco, LLC, First lien 2

^[4],[40]

6.75%

6.75%

6.75%

^{[4],[38],[40]}

10.99%

10.99%

10.99%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 9,925

^[4],[40]

9,857

^[4],[40]

9,758

Investment, Identifier [Axis]: OA Buyer, Inc. First Lien 1

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.86%

10.86%

10.86%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 27,707

^[29],[35]

27,493

^[29],[35]

$ 27,707

Investment, Identifier [Axis]: OA Buyer, Inc. First Lien 2

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

10.86%

10.86%

10.86%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 1,754

^[29],[35]

1,740

^[29],[35]

1,754

Investment, Identifier [Axis]: OA Buyer, Inc., First lien - Undrawn

Principal Amount, Par Value

3,600

^{[28],[29],[30],[34]}

3,600

^{[4],[5],[31],[37],[62]}

(36)

^{[29],[30],[34]}

(36)

^{[4],[5],[37],[62]}

$ 0

^{[29],[30],[34]}

$ (29)

^{[4],[5],[37],[62]}

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

(0.00%)

^{[4],[5],[37],[62]}

(0.00%)

^{[4],[5],[37],[62]}

(0.00%)

^{[4],[5],[37],[62]}

Investment, Identifier [Axis]: OA Buyer, Inc., First lien 1

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.13%

10.13%

10.13%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 27,989

^[4],[42]

27,742

^[4],[42]

$ 27,763

Investment, Identifier [Axis]: OA Buyer, Inc., First lien 2

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.13%

10.13%

10.13%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 1,772

^[4],[42]

1,755

^[4],[42]

$ 1,757

Investment, Identifier [Axis]: OA Topco, L.P., Ordinary shares

Principal Amount, Shares (in shares) | shares

2,000,000

^{[12],[28],[29],[30]}

2,000,000

^{[12],[28],[29],[30]}

2,000,000

^{[12],[28],[29],[30]}

2,000,000

^{[4],[5],[31],[62]}

2,000,000

^{[4],[5],[31],[62]}

2,000,000

^{[4],[5],[31],[62]}

$ 2,000

^{[12],[29],[30]}

$ 2,000

^[4],[5],[62]

$ 3,343

^{[12],[29],[30]}

$ 2,000

^[4],[5],[62]

Percent of Net Assets

0.25%

^{[12],[29],[30]}

0.25%

^{[12],[29],[30]}

0.25%

^{[12],[29],[30]}

0.15%

^[4],[5],[62]

0.15%

^[4],[5],[62]

0.15%

^[4],[5],[62]

Investment, Identifier [Axis]: OEC Holdco, LLC, Preferred shares

^{[8],[29],[63]}

11.00%

11.00%

11.00%

^{[8],[29],[63]}

11.00%

11.00%

11.00%

Principal Amount, Shares (in shares) | shares

7,214

^{[8],[28],[29],[63]}

7,214

^{[8],[28],[29],[63]}

7,214

^{[8],[28],[29],[63]}

7,214

^{[4],[31],[64]}

7,214

^{[4],[31],[64]}

7,214

^{[4],[31],[64]}

$ 8,431

^{[8],[29],[63]}

$ 7,565

^[4],[64]

$ 8,115

^{[8],[29],[63]}

$ 7,214

^[4],[64]

Percent of Net Assets

0.61%

^{[8],[29],[63]}

0.61%

^{[8],[29],[63]}

0.61%

^{[8],[29],[63]}

0.54%

^[4],[64]

0.54%

^[4],[64]

0.54%

^[4],[64]

Investment, Identifier [Axis]: OEConnection LLC, Second Lien 1

^[29],[35]

7.00%

7.00%

7.00%

^{[29],[32],[35]}

12.46%

12.46%

12.46%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 23,406

^[29],[35]

23,239

^[29],[35]

$ 23,406

Investment, Identifier [Axis]: OEConnection LLC, Second Lien 2

^[29],[35]

7.00%

7.00%

7.00%

^{[29],[32],[35]}

12.46%

12.46%

12.46%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 12,044

^[29],[35]

11,977

^[29],[35]

$ 12,044

Investment, Identifier [Axis]: OEConnection LLC, Second lien 1

^[4],[42]

7.00%

7.00%

7.00%

^{[4],[38],[42]}

11.42%

11.42%

11.42%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 23,406

^[4],[42]

23,206

^[4],[42]

$ 22,687

Investment, Identifier [Axis]: OEConnection LLC, Second lien 2

^[4],[42]

7.00%

7.00%

7.00%

^{[4],[38],[42]}

11.42%

11.42%

11.42%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 12,044

^[4],[42]

11,963

^[4],[42]

$ 11,674

Investment, Identifier [Axis]: Oranje Holdco, Inc. First Lien 1

^[29],[36]

7.50%

7.50%

7.50%

^{[29],[32],[36]}

12.88%

12.88%

12.88%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 7,440

^[29],[36]

7,357

^[29],[36]

$ 7,440

Investment, Identifier [Axis]: Oranje Holdco, Inc. First Lien 2

^[29],[35]

7.50%

7.50%

7.50%

^{[29],[32],[35]}

12.88%

12.88%

12.88%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 7,440

^[29],[35]

7,357

^[29],[35]

7,440

Investment, Identifier [Axis]: Oranje Holdco, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

1,860

^{[29],[30],[34]}

(23)

^{[29],[30],[34]}

$ 0

Percent of Net Assets

^{[29],[30],[34]}

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC First Lien

^[29],[33]

5.75%

5.75%

5.75%

^{[29],[32],[33]}

11.14%

11.14%

11.14%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 7,514

^[29],[33]

7,449

^[29],[33]

$ 7,514

Percent of Net Assets

0.56%

0.56%

0.56%

Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien

^[4],[39]

5.75%

5.75%

5.75%

^{[4],[38],[39]}

9.12%

9.12%

9.12%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 6,629

^[4],[39]

6,565

^[4],[39]

$ 6,500

Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien - Drawn

^[4],[5],[37]

5.75%

5.75%

5.75%

^{[4],[5],[37],[38]}

10.03%

10.03%

10.03%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 131

^[4],[5],[37]

134

129

Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 486

^{[29],[30],[34]}

(5)

^{[29],[30],[34]}

$ 0

Percent of Net Assets

^{[29],[30],[34]}

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien - Undrawn 1

Principal Amount, Par Value

^{[4],[5],[31],[37]}

355

^[4],[5],[37]

(7)

^[4],[5],[37]

(7)

Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien - Undrawn 2

Principal Amount, Par Value

^{[4],[31],[37],[39]}

885

^{[4],[37],[39]}

0

^{[4],[37],[39]}

$ (17)

Investment, Identifier [Axis]: PPVA Black Elk (Equity) LLC, Subordinated

^[4],[5]

0.00%

0.00%

0.00%

^[4],[5],[38]

0.00%

0.00%

0.00%

Principal Amount, Par Value

$ 14,500

^[4],[5],[31]

$ 20,000

Principal Amount, Shares (in shares) | shares

20,000,000

$ 14,500

14,500

^[4],[5]

7,975

$ 7,995

^[4],[5]

Percent of Net Assets

^[4],[5]

0.60%

0.60%

0.60%

Investment, Identifier [Axis]: PPVA Black Elk (Equity) LLC, Subordinated

Principal Amount, Par Value

^{[28],[29],[30]}

14,500

^[29],[30]

14,500

^[29],[30]

$ 7,975

Percent of Net Assets

0.60%

0.60%

0.60%

Investment, Identifier [Axis]: PPVA Fund, L.P., Collateralized Financing

0.00%

^[43],[65]

0.00%

^[43],[65]

0.00%

^[43],[65]

0.00%

^[45],[66]

0.00%

^[45],[66]

0.00%

^[45],[66]

0.00%

^{[32],[43],[65]}

0.00%

^{[32],[43],[65]}

0.00%

^{[32],[43],[65]}

0.00%

^{[38],[45],[66]}

0.00%

^{[38],[45],[66]}

0.00%

^{[38],[45],[66]}

Principal Amount, Par Value

$ 0

^{[28],[43],[65]}

$ 0

^{[31],[45],[66]}

0

^[43],[65]

0

^[45],[66]

$ 0

^[43],[65]

$ 0

^[45],[66]

Percent of Net Assets

0.00%

^[43],[65]

0.00%

^[43],[65]

0.00%

^[43],[65]

0.00%

^[45],[66]

0.00%

^[45],[66]

0.00%

^[45],[66]

Investment, Identifier [Axis]: Permian Trust, First lien 1

10.00%

^[29],[67]

10.00%

^[29],[67]

10.00%

^[29],[67]

10.00%

^{[4],[41],[45],[68]}

10.00%

^{[4],[41],[45],[68]}

10.00%

^{[4],[41],[45],[68]}

10.00%

^[29],[67]

10.00%

^[29],[67]

10.00%

^[29],[67]

10.00%

^{[4],[38],[68]}

10.00%

^{[4],[38],[68]}

10.00%

^{[4],[38],[68]}

Principal Amount, Par Value

$ 247

^{[28],[29],[67]}

$ 247

^{[4],[31],[68]}

0

^[29],[67]

0

^[4],[68]

$ 0

^[29],[67]

$ 0

^[4],[68]

Investment, Identifier [Axis]: Permian Trust, First lien 2

10.00%

^[29],[30]

10.00%

^[29],[30]

10.00%

^[29],[30]

10.00%

^{[4],[5],[41],[45]}

10.00%

^{[4],[5],[41],[45]}

10.00%

^{[4],[5],[41],[45]}

11.00%

^[29],[30]

11.00%

^[29],[30]

11.00%

^[29],[30]

11.00%

^[4],[5],[38]

11.00%

^[4],[5],[38]

11.00%

^[4],[5],[38]

Principal Amount, Par Value

$ 3,409

^{[28],[29],[30]}

$ 3,409

^[4],[5],[31]

0

^[29],[30]

0

^[4],[5]

$ 0

^[29],[30]

$ 0

^[4],[5]

Investment, Identifier [Axis]: PetVet Care Centers, LLC, First Lien

^[35]

6.00%

6.00%

6.00%

^[32],[35]

11.36%

11.36%

11.36%

Principal Amount, Par Value

^[28],[35]

$ 28,430

^[35]

28,148

^[35]

$ 28,439

Percent of Net Assets

2.14%

2.14%

2.14%

Investment, Identifier [Axis]: PetVet Care Centers, LLC, First lien - Undrawn 1

Principal Amount, Par Value

^{[28],[30],[34]}

$ 3,708

^[30],[34]

0

^[30],[34]

1

Investment, Identifier [Axis]: PetVet Care Centers, LLC, First lien - Undrawn 2

Principal Amount, Par Value

^{[28],[30],[34]}

3,708

^[30],[34]

(37)

^[30],[34]

$ 0

Investment, Identifier [Axis]: PhyNet Dermatology LLC, First lien 1

^[4],[42]

6.25%

6.25%

6.25%

^{[4],[38],[42]}

10.80%

10.80%

10.80%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 49,270

^[4],[42]

49,116

^[4],[42]

$ 49,270

Investment, Identifier [Axis]: PhyNet Dermatology LLC, First lien 2

^[4],[42]

6.25%

6.25%

6.25%

^{[4],[38],[42]}

10.80%

10.80%

10.80%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 18,726

^[4],[42]

18,663

^[4],[42]

18,726

Investment, Identifier [Axis]: Pioneer Buyer I, LLC, First Lien 1

^{[29],[36],[44]}

7.00%

7.00%

7.00%

^{[29],[32],[36],[44]}

12.35%

12.35%

12.35%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 16,802

^[29],[36]

16,700

^[29],[36]

$ 16,802

Investment, Identifier [Axis]: Pioneer Buyer I, LLC, First Lien 2

^{[29],[36],[44]}

7.00%

7.00%

7.00%

^{[29],[32],[36],[44]}

12.35%

12.35%

12.35%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 2,303

^[29],[36]

2,287

^[29],[36]

2,303

Investment, Identifier [Axis]: Pioneer Buyer I, LLC, First lien - Undrawn

Principal Amount, Par Value

2,446

^{[28],[29],[30],[34]}

2,446

^{[4],[5],[31],[37],[69]}

(24)

^{[29],[30],[34]}

(24)

^{[4],[5],[37],[69]}

$ 0

^{[29],[30],[34]}

$ (32)

^{[4],[5],[37],[69]}

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

(0.00%)

^{[4],[5],[37],[69]}

(0.00%)

^{[4],[5],[37],[69]}

(0.00%)

^{[4],[5],[37],[69]}

Investment, Identifier [Axis]: Pioneer Buyer I, LLC, First lien 1

^{[4],[40],[41]}

7.00%

7.00%

7.00%

^{[4],[38],[40]}

11.73%

11.73%

11.73%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 14,900

^[4],[40]

14,782

^[4],[40]

$ 14,706

Investment, Identifier [Axis]: Pioneer Buyer I, LLC, First lien 2

^{[4],[40],[41]}

7.00%

7.00%

7.00%

^{[4],[38],[40]}

11.73%

11.73%

11.73%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 2,042

^[4],[40]

2,025

^[4],[40]

$ 2,016

Investment, Identifier [Axis]: Pioneer Topco I, L.P., Ordinary shares

Principal Amount, Shares (in shares) | shares

199,980

^{[28],[29],[70],[71]}

199,980

^{[28],[29],[70],[71]}

199,980

^{[28],[29],[70],[71]}

199,980

^{[4],[31],[69],[72]}

199,980

^{[4],[31],[69],[72]}

199,980

^{[4],[31],[69],[72]}

$ 2,000

^{[29],[70],[71]}

$ 1,999

^{[4],[69],[72]}

$ 1,796

^{[29],[70],[71]}

$ 1,631

^{[4],[69],[72]}

Percent of Net Assets

0.13%

^{[29],[70],[71]}

0.13%

^{[29],[70],[71]}

0.13%

^{[29],[70],[71]}

0.12%

^{[4],[69],[72]}

0.12%

^{[4],[69],[72]}

0.12%

^{[4],[69],[72]}

Investment, Identifier [Axis]: Power Grid Holdings, Inc. First Lien

^[29],[33]

4.75%

4.75%

4.75%

^{[29],[32],[33]}

10.14%

10.14%

10.14%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 18,193

^[29],[33]

18,013

^[29],[33]

$ 18,011

Investment, Identifier [Axis]: Power Grid Holdings, Inc. First Lien - Drawn

^{[29],[30],[34]}

4.75%

4.75%

4.75%

^{[29],[30],[32],[34]}

10.12%

10.12%

10.12%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 214

^{[29],[30],[34]}

212

^{[29],[30],[34]}

212

Investment, Identifier [Axis]: Power Grid Holdings, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

4,075

^{[29],[30],[34]}

(41)

^{[29],[30],[34]}

$ (41)

Percent of Net Assets

^{[29],[30],[34]}

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: Project Essential Super Parent, Inc., Preferred shares

^[29],[30]

9.50%

9.50%

9.50%

^{[29],[30],[32]}

14.85%

14.85%

14.85%

Principal Amount, Shares (in shares) | shares

10,000

^{[28],[29],[30]}

10,000

^{[28],[29],[30]}

10,000

^{[28],[29],[30]}

10,000

^{[4],[5],[31],[73]}

10,000

^{[4],[5],[31],[73]}

10,000

^{[4],[5],[31],[73]}

$ 13,754

^[29],[30]

$ 11,885

^[4],[5],[73]

$ 12,382

^[29],[30]

$ 11,569

^[4],[5],[73]

Percent of Net Assets

0.93%

^[29],[30]

0.93%

^[29],[30]

0.93%

^[29],[30]

0.87%

^[4],[5],[73]

0.87%

^[4],[5],[73]

0.87%

^[4],[5],[73]

Investment, Identifier [Axis]: Project Power Buyer, LLC, First Lien

^[29],[35]

7.00%

7.00%

7.00%

^{[29],[32],[35]}

12.35%

12.35%

12.35%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 3,553

^[29],[35]

3,513

^[29],[35]

$ 3,553

Percent of Net Assets

0.27%

0.27%

0.27%

Investment, Identifier [Axis]: Project Power Buyer, LLC, First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 184

^{[29],[30],[34]}

(3)

^{[29],[30],[34]}

$ 0

Percent of Net Assets

^{[29],[30],[34]}

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: Pye-Barker Fire & Safety, LLC, First Lien

^[29],[35]

5.50%

5.50%

5.50%

^{[29],[32],[35]}

11.00%

11.00%

11.00%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 5,109

^[29],[35]

5,071

^[29],[35]

$ 5,109

Percent of Net Assets

0.38%

0.38%

0.38%

Investment, Identifier [Axis]: Pye-Barker Fire & Safety, LLC, First lien

^[4],[42]

5.50%

5.50%

5.50%

^{[4],[38],[42]}

10.23%

10.23%

10.23%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 5,161

^[4],[42]

5,115

^[4],[42]

$ 5,014

Investment, Identifier [Axis]: Pye-Barker Fire & Safety, LLC, First lien - Drawn

^[4],[5],[37]

5.50%

5.50%

5.50%

^{[4],[5],[37],[38]}

10.23%

10.23%

10.23%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 422

^[4],[5],[37]

418

^[4],[5],[37]

410

Investment, Identifier [Axis]: Pye-Barker Fire & Safety, LLC, First lien - Undrawn

Principal Amount, Par Value

$ 1,161

^{[28],[29],[30],[34]}

483

^{[4],[5],[31],[37]}

(16)

^{[29],[30],[34]}

(5)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (14)

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

Investment, Identifier [Axis]: Quartz Holding Company, Second Lien

^[29],[30]

8.00%

8.00%

8.00%

^{[29],[30],[32]}

13.46%

13.46%

13.46%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 10,000

^[29],[30]

9,900

^[29],[30]

$ 10,000

Percent of Net Assets

0.75%

0.75%

0.75%

Investment, Identifier [Axis]: Quartz Holding Company, Second lien

^[4],[5]

8.00%

8.00%

8.00%

^[4],[5],[38]

12.38%

12.38%

12.38%

Principal Amount, Par Value

^[4],[5],[31]

$ 10,000

^[4],[5]

9,877

^[4],[5]

$ 9,802

Percent of Net Assets

^[4],[5]

0.74%

0.74%

0.74%

Investment, Identifier [Axis]: Recorded Future, Inc. First Lien 1

^[29],[36]

5.25%

5.25%

5.25%

^{[29],[32],[36]}

10.71%

10.71%

10.71%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 24,220

^[29],[36]

24,147

^[29],[36]

$ 24,220

Investment, Identifier [Axis]: Recorded Future, Inc. First Lien 2

^[29],[35]

5.25%

5.25%

5.25%

^{[29],[32],[35]}

10.71%

10.71%

10.71%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 12,524

^[29],[35]

12,484

^[29],[35]

12,524

Investment, Identifier [Axis]: Recorded Future, Inc., First lien - Undrawn

Principal Amount, Par Value

2,981

^{[28],[29],[30],[34]}

$ 2,981

^{[4],[5],[31],[37]}

(20)

^{[29],[30],[34]}

(20)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (25)

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

Investment, Identifier [Axis]: Recorded Future, Inc., First lien 1

^[4],[40]

5.25%

5.25%

5.25%

^{[4],[38],[40]}

9.98%

9.98%

9.98%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 24,469

^[4],[40]

24,351

^[4],[40]

$ 24,263

Investment, Identifier [Axis]: Recorded Future, Inc., First lien 2

^[4],[42]

5.25%

5.25%

5.25%

^{[4],[38],[42]}

9.98%

9.98%

9.98%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 12,652

^[4],[42]

12,589

^[4],[42]

$ 12,546

Investment, Identifier [Axis]: Safety Borrower Holdings LLC, First Lien

^[29],[35]

5.25%

5.25%

5.25%

^{[29],[32],[35]}

10.87%

10.87%

10.87%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 6,904

^[29],[35]

6,881

^[29],[35]

$ 6,904

Investment, Identifier [Axis]: Safety Borrower Holdings LLC, First Lien - Drawn

^{[29],[30],[34]}

4.25%

4.25%

4.25%

^{[29],[30],[32],[34]}

12.75%

12.75%

12.75%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 384

^{[29],[30],[34]}

382

^{[29],[30],[34]}

384

Investment, Identifier [Axis]: Safety Borrower Holdings LLC, First lien

^[4],[42]

5.25%

5.25%

5.25%

^{[4],[38],[42]}

10.41%

10.41%

10.41%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 6,975

^[4],[42]

6,946

^[4],[42]

$ 6,861

Percent of Net Assets

^[4],[42]

0.52%

0.52%

0.52%

Investment, Identifier [Axis]: Safety Borrower Holdings LLC, First lien - Undrawn

Principal Amount, Par Value

128

^{[28],[29],[30],[34]}

$ 512

^{[4],[5],[31],[37]}

(1)

^{[29],[30],[34]}

(3)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (8)

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

Investment, Identifier [Axis]: Sierra Enterprises, LLC, First Lien

^[30]

2.50%

2.50%

2.50%

^[30]

4.25%

4.25%

4.25%

^[30],[32]

12.13%

12.13%

12.13%

Principal Amount, Par Value

^[28],[30]

$ 23,780

^[30]

20,370

^[30]

$ 22,055

Percent of Net Assets

1.66%

1.66%

1.66%

Investment, Identifier [Axis]: Sierra Hamilton Holdings Corporation, Ordinary shares 1

Principal Amount, Shares (in shares) | shares

25,000,000,000

^{[28],[29],[35]}

25,000,000,000

^{[28],[29],[35]}

25,000,000,000

^{[28],[29],[35]}

25,000,000

^{[4],[31],[42]}

25,000,000

^{[4],[31],[42]}

25,000,000

^{[4],[31],[42]}

$ 11,500

^[29],[35]

$ 11,501

^[4],[42]

$ 1,799

^[29],[35]

$ 3,599

^[4],[42]

Investment, Identifier [Axis]: Sierra Hamilton Holdings Corporation, Ordinary shares 2

Principal Amount, Shares (in shares) | shares

2,786,000,000

^{[28],[29],[30]}

2,786,000,000

^{[28],[29],[30]}

2,786,000,000

^{[28],[29],[30]}

2,786,000

^[4],[5],[31]

2,786,000

^[4],[5],[31]

2,786,000

^[4],[5],[31]

$ 1,282

^[29],[30]

$ 1,282

^[4],[5]

$ 201

^[29],[30]

$ 401

^[4],[5]

Investment, Identifier [Axis]: Sierra Hamilton Holdings Corporation, Second lien

^{[4],[5],[41],[45]}

15.00%

15.00%

15.00%

^[4],[5],[38]

15.00%

15.00%

15.00%

Principal Amount, Par Value

^[4],[5],[31]

$ 5

^[4],[5]

5

^[4],[5]

$ 0

Percent of Net Assets

^[4],[5]

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: Specialtycare, Inc. First Lien - Drawn

^{[29],[30],[34]}

4.00%

4.00%

4.00%

^{[29],[30],[32],[34]}

9.46%

9.46%

9.46%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 78

^{[29],[30],[34]}

77

^{[29],[30],[34]}

$ 76

Investment, Identifier [Axis]: Specialtycare, Inc. First Lien 1

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.41%

11.41%

11.41%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 10,352

^[29],[35]

10,253

^[29],[35]

$ 9,938

Investment, Identifier [Axis]: Specialtycare, Inc. First Lien 2

^[29],[30]

5.75%

5.75%

5.75%

^{[29],[30],[32]}

11.41%

11.41%

11.41%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 78

^[29],[30]

76

^[29],[30]

76

Investment, Identifier [Axis]: Specialtycare, Inc., First lien

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

9.49%

9.49%

9.49%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 10,458

^[4],[42]

10,341

^[4],[42]

$ 10,019

Investment, Identifier [Axis]: Specialtycare, Inc., First lien - Drawn 1

^[4],[5],[37]

4.00%

4.00%

4.00%

^{[4],[5],[37],[38]}

8.29%

8.29%

8.29%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 212

^[4],[5],[37]

209

^[4],[5],[37]

$ 204

Investment, Identifier [Axis]: Specialtycare, Inc., First lien - Drawn 2

^[4],[5],[37]

5.75%

5.75%

5.75%

^{[4],[5],[37],[38]}

9.76%

9.76%

9.76%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 79

^[4],[5],[37]

75

^[4],[5],[37]

75

Investment, Identifier [Axis]: Specialtycare, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

481

^{[29],[30],[34]}

(7)

^{[29],[30],[34]}

$ (17)

Percent of Net Assets

^{[29],[30],[34]}

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: Specialtycare, Inc., First lien - Undrawn 1

Principal Amount, Par Value

^{[4],[5],[31],[37]}

347

^[4],[5],[37]

(5)

^[4],[5],[37]

(15)

Investment, Identifier [Axis]: Specialtycare, Inc., First lien - Undrawn 2

Principal Amount, Par Value

^{[4],[5],[31],[37]}

868

^[4],[5],[37]

0

^[4],[5],[37]

$ (36)

Investment, Identifier [Axis]: Spring Education Group, Inc (fka SSH Group Holdings, Inc.), Second lien

^[4],[42]

8.25%

8.25%

8.25%

^{[4],[38],[42]}

12.98%

12.98%

12.98%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 21,959

^[4],[42]

21,928

^[4],[42]

$ 21,324

Percent of Net Assets

^[4],[42]

1.61%

1.61%

1.61%

Investment, Identifier [Axis]: Sun Acquirer Corp. First Lien - Drawn

^{[29],[30],[34]}

5.75%

5.75%

5.75%

^{[29],[30],[32],[34]}

11.22%

11.22%

11.22%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 112

^{[29],[30],[34]}

113

^{[29],[30],[34]}

$ 110

Investment, Identifier [Axis]: Sun Acquirer Corp. First Lien 1

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.22%

11.22%

11.22%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 3,945

^[29],[35]

3,919

^[29],[35]

$ 3,878

Investment, Identifier [Axis]: Sun Acquirer Corp. First Lien 2

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.22%

11.22%

11.22%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 2,788

^[29],[35]

2,757

^[29],[35]

2,740

Investment, Identifier [Axis]: Sun Acquirer Corp., First lien

^[4],[42]

5.75%

5.75%

5.75%

^{[4],[38],[42]}

10.13%

10.13%

10.13%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 3,985

^[4],[42]

3,956

^[4],[42]

$ 3,917

Investment, Identifier [Axis]: Sun Acquirer Corp., First lien - Drawn

^{[4],[37],[42]}

5.75%

5.75%

5.75%

^{[4],[37],[38],[42]}

10.13%

10.13%

10.13%

Principal Amount, Par Value

^{[4],[31],[37],[42]}

$ 2,791

^{[4],[37],[42]}

2,757

^{[4],[37],[42]}

2,744

Investment, Identifier [Axis]: Sun Acquirer Corp., First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

447

^{[29],[30],[34]}

(6)

^{[29],[30],[34]}

$ (8)

Percent of Net Assets

^{[29],[30],[34]}

(0.00%)

(0.00%)

(0.00%)

Investment, Identifier [Axis]: Sun Acquirer Corp., First lien - Undrawn 1

Principal Amount, Par Value

^{[4],[5],[31],[37]}

559

^[4],[5],[37]

(5)

^[4],[5],[37]

(9)

Investment, Identifier [Axis]: Sun Acquirer Corp., First lien - Undrawn 2

Principal Amount, Par Value

^{[4],[31],[37],[42]}

152

^{[4],[37],[42]}

(1)

^{[4],[37],[42]}

$ (3)

Investment, Identifier [Axis]: Symplr Software Intermediate Holdings, Inc., Preferred shares 1

^[29],[33]

10.50%

10.50%

10.50%

^{[29],[32],[33]}

16.03%

16.03%

16.03%

Principal Amount, Shares (in shares) | shares

7,500

^{[28],[29],[33]}

7,500

^{[28],[29],[33]}

7,500

^{[28],[29],[33]}

7,500

^{[4],[31],[39]}

7,500

^{[4],[31],[39]}

7,500

^{[4],[31],[39]}

$ 13,999

^[29],[33]

$ 11,986

^[4],[39]

$ 13,807

^[29],[33]

$ 11,396

^[4],[39]

Investment, Identifier [Axis]: Symplr Software Intermediate Holdings, Inc., Preferred shares 2

^[29],[30]

10.50%

10.50%

10.50%

^{[29],[30],[32]}

16.03%

16.03%

16.03%

Principal Amount, Shares (in shares) | shares

2,586

^{[28],[29],[30]}

2,586

^{[28],[29],[30]}

2,586

^{[28],[29],[30]}

2,586

^[4],[5],[31]

2,586

^[4],[5],[31]

2,586

^[4],[5],[31]

$ 4,826

^[29],[30]

$ 4,132

^[4],[5]

$ 4,759

^[29],[30]

$ 3,929

^[4],[5]

Investment, Identifier [Axis]: Syndigo LLC, Second Lien 1

^[29],[33]

8.00%

8.00%

8.00%

^{[29],[32],[33]}

13.48%

13.48%

13.48%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 22,500

^[29],[33]

22,379

^[29],[33]

$ 22,500

Investment, Identifier [Axis]: Syndigo LLC, Second Lien 2

^[29],[35]

8.00%

8.00%

8.00%

^{[29],[32],[35]}

13.48%

13.48%

13.48%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 5,697

^[29],[35]

5,708

^[29],[35]

$ 5,697

Investment, Identifier [Axis]: Syndigo LLC, Second lien 1

8.00%

8.00%

8.00%

^[38]

13.21%

13.21%

13.21%

Principal Amount, Par Value

^[31]

$ 22,500

22,363

$ 21,067

Investment, Identifier [Axis]: Syndigo LLC, Second lien 2

^[4],[42]

8.00%

8.00%

8.00%

^{[4],[38],[42]}

13.21%

13.21%

13.21%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 5,697

^[4],[42]

5,710

^[4],[42]

$ 5,334

Investment, Identifier [Axis]: TMK Hawk Parent, Corp, First Lien 1

^[29],[35]

3.50%

3.50%

3.50%

^{[29],[32],[35]}

9.14%

9.14%

9.14%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 16,227

^[29],[35]

15,852

^[29],[35]

$ 9,736

Investment, Identifier [Axis]: TMK Hawk Parent, Corp, First Lien 2

^[29],[36]

3.50%

3.50%

3.50%

^{[29],[32],[36]}

9.14%

9.14%

9.14%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 15,651

^[29],[36]

15,190

^[29],[36]

$ 9,392

Investment, Identifier [Axis]: TMK Hawk Parent, Corp, First Lien 3

^[35]

9.50%

9.50%

9.50%

^[32],[35]

14.98%

14.98%

14.98%

Principal Amount, Par Value

^[28],[35]

$ 1,033

^[35]

1,033

^[35]

$ 1,033

Investment, Identifier [Axis]: TMK Hawk Parent, Corp, First Lien 4

^[36]

9.50%

9.50%

9.50%

^[32],[36]

14.98%

14.98%

14.98%

Principal Amount, Par Value

^[28],[36]

$ 996

^[36]

996

^[36]

$ 996

Investment, Identifier [Axis]: TMK Hawk Parent, Corp., First lien 1

^[4],[42]

3.50%

3.50%

3.50%

^{[4],[38],[42]}

8.26%

8.26%

8.26%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 16,395

^[4],[42]

15,474

^[4],[42]

$ 10,657

Investment, Identifier [Axis]: TMK Hawk Parent, Corp., First lien 2

^[4],[40]

3.50%

3.50%

3.50%

^{[4],[38],[40]}

8.26%

8.26%

8.26%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 15,813

^[4],[40]

14,687

^[4],[40]

$ 10,277

Investment, Identifier [Axis]: TRC Companies L.L.C. (fka Energize Holdco LLC) Second Lien

^[29],[35]

6.75%

6.75%

6.75%

^{[29],[32],[35]}

12.22%

12.22%

12.22%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 7,950

^[29],[35]

7,918

^[29],[35]

$ 7,711

Percent of Net Assets

0.58%

0.58%

0.58%

Investment, Identifier [Axis]: TRC Companies L.L.C. (fka Energize Holdco LLC), Second lien

^[4],[42]

6.75%

6.75%

6.75%

^{[4],[38],[42]}

11.13%

11.13%

11.13%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 7,950

^[4],[42]

7,914

^[4],[42]

$ 7,488

Percent of Net Assets

^[4],[42]

0.56%

0.56%

0.56%

Investment, Identifier [Axis]: TVG-Edmentum Holdings, LLC, Ordinary shares

^[29],[30]

12.00%

12.00%

12.00%

^[29],[30]

12.00%

12.00%

12.00%

Principal Amount, Shares (in shares) | shares

48,899,000

^{[28],[29],[30]}

48,899,000

^{[28],[29],[30]}

48,899,000

^{[28],[29],[30]}

48,899

^[4],[5],[31]

48,899

^[4],[5],[31]

48,899

^[4],[5],[31]

$ 61,449

^[29],[30]

$ 56,821

^[4],[5]

$ 95,151

^[29],[30]

$ 110,314

^[4],[5]

Percent of Net Assets

7.14%

^[29],[30]

7.14%

^[29],[30]

7.14%

^[29],[30]

8.32%

^[4],[5]

8.32%

^[4],[5]

8.32%

^[4],[5]

Investment, Identifier [Axis]: Tahoe Finco, LLC, First lien - Undrawn

Principal Amount, Par Value

^{[4],[5],[20],[31],[37]}

$ 4,439

^{[4],[5],[20],[37]}

(44)

^{[4],[5],[20],[37]}

$ (71)

Percent of Net Assets

^{[4],[5],[20],[37]}

(0.01%)

(0.01%)

(0.01%)

Investment, Identifier [Axis]: Tahoe Finco, LLC, First lien 1

^{[4],[20],[40]}

6.00%

6.00%

6.00%

^{[4],[20],[38],[40]}

10.29%

10.29%

10.29%

Principal Amount, Par Value

^{[4],[20],[31],[40]}

$ 35,000

^{[4],[20],[40]}

34,700

^{[4],[20],[40]}

$ 34,436

Investment, Identifier [Axis]: Tahoe Finco, LLC, First lien 2

^{[4],[20],[40]}

6.00%

6.00%

6.00%

^{[4],[20],[38],[40]}

10.29%

10.29%

10.29%

Principal Amount, Par Value

^{[4],[20],[31],[40]}

$ 24,189

^{[4],[20],[40]}

23,982

^{[4],[20],[40]}

23,800

Investment, Identifier [Axis]: Tennessee Bidco Limited, First lien - Drawn 1

Principal Amount, Par Value

$ 13,941

Investment, Identifier [Axis]: Tennessee Bidco Limited, First lien 1

5.00%

^{[29],[44],[70],[74]}

5.00%

^{[29],[44],[70],[74]}

5.00%

^{[29],[44],[70],[74]}

7.00%

^[4],[5],[75]

7.00%

^[4],[5],[75]

7.00%

^[4],[5],[75]

^{[29],[44],[70],[74]}

2.50%

2.50%

2.50%

12.96%

^{[29],[32],[44],[70],[74]}

12.96%

^{[29],[32],[44],[70],[74]}

12.96%

^{[29],[32],[44],[70],[74]}

10.95%

^{[4],[5],[38],[75]}

10.95%

^{[4],[5],[38],[75]}

10.95%

^{[4],[5],[38],[75]}

Principal Amount, Par Value

$ 16,600

£ 13,039

^{[28],[29],[70],[74]}

$ 15,562

£ 12,879

^{[4],[5],[31],[75]}

17,864

^{[29],[70],[74]}

17,634

^[4],[5],[75]

$ 16,600

^{[29],[70],[74]}

$ 15,562

^[4],[5],[75]

Investment, Identifier [Axis]: Tennessee Bidco Limited, First lien 2

5.00%

^{[29],[44],[70],[74]}

5.00%

^{[29],[44],[70],[74]}

5.00%

^{[29],[44],[70],[74]}

7.00%

^[4],[5],[75]

7.00%

^[4],[5],[75]

7.00%

^[4],[5],[75]

^{[29],[44],[70],[74]}

2.50%

2.50%

2.50%

12.96%

^{[29],[32],[44],[70],[74]}

12.96%

^{[29],[32],[44],[70],[74]}

12.96%

^{[29],[32],[44],[70],[74]}

10.95%

^{[4],[5],[38],[75]}

10.95%

^{[4],[5],[38],[75]}

10.95%

^{[4],[5],[38],[75]}

Principal Amount, Par Value | £

£ 10,734

^{[28],[29],[70],[74]}

£ 10,538

^{[4],[5],[31],[75]}

$ 13,407

^{[29],[70],[74]}

$ 13,133

^[4],[5],[75]

13,664

^{[29],[70],[74]}

$ 12,734

^[4],[5],[75]

Investment, Identifier [Axis]: Tennessee Bidco Limited, First lien 2 and Tennessee Bidco Limited, First lien 5

Principal Amount, Par Value

$ 14,457

Investment, Identifier [Axis]: Tennessee Bidco Limited, First lien 3

5.00%

^{[29],[44],[70]}

5.00%

^{[29],[44],[70]}

5.00%

^{[29],[44],[70]}

7.00%

^[4],[5]

7.00%

^[4],[5]

7.00%

^[4],[5]

^{[29],[44],[70]}

2.50%

2.50%

2.50%

13.03%

^{[29],[32],[44],[70]}

13.03%

^{[29],[32],[44],[70]}

13.03%

^{[29],[32],[44],[70]}

10.38%

^[4],[5],[38]

10.38%

^[4],[5],[38]

10.38%

^[4],[5],[38]

Principal Amount, Par Value

$ 10,312

^{[28],[29],[70]}

$ 10,184

^[4],[5],[31]

10,200

^[29],[70]

10,055

^[4],[5]

$ 10,312

^[29],[70]

$ 10,184

^[4],[5]

Investment, Identifier [Axis]: Tennessee Bidco Limited, First lien 4

5.00%

^{[29],[44],[70]}

5.00%

^{[29],[44],[70]}

5.00%

^{[29],[44],[70]}

7.00%

^[4],[5]

7.00%

^[4],[5]

7.00%

^[4],[5]

^{[29],[44],[70]}

2.50%

2.50%

2.50%

12.90%

^{[29],[32],[44],[70]}

12.90%

^{[29],[32],[44],[70]}

12.90%

^{[29],[32],[44],[70]}

11.78%

^[4],[5],[38]

11.78%

^[4],[5],[38]

11.78%

^[4],[5],[38]

Principal Amount, Par Value

$ 6,373

^{[28],[29],[70]}

$ 6,246

^[4],[5],[31]

6,300

^[29],[70]

6,162

^[4],[5]

$ 6,373

^[29],[70]

$ 6,246

^[4],[5]

Investment, Identifier [Axis]: Tennessee Bidco Limited, First lien 5

5.00%

^{[29],[44],[70],[74]}

5.00%

^{[29],[44],[70],[74]}

5.00%

^{[29],[44],[70],[74]}

7.00%

^[4],[5],[75]

7.00%

^[4],[5],[75]

7.00%

^[4],[5],[75]

^{[29],[44],[70],[74]}

2.50%

2.50%

2.50%

11.47%

^{[29],[32],[44],[70],[74]}

11.47%

^{[29],[32],[44],[70],[74]}

11.47%

^{[29],[32],[44],[70],[74]}

7.63%

^{[4],[5],[38],[75]}

7.63%

^{[4],[5],[38],[75]}

7.63%

^{[4],[5],[38],[75]}

Principal Amount, Par Value | €

€ 716

^{[28],[29],[70],[74]}

€ 708

^{[4],[5],[31],[75]}

$ 726

^{[29],[70],[74]}

$ 714

^[4],[5],[75]

$ 791

^{[29],[70],[74]}

$ 757

^[4],[5],[75]

Investment, Identifier [Axis]: The Kleinfelder Group, Inc., First lien

^[4],[39]

5.25%

5.25%

5.25%

^{[4],[38],[39]}

9.98%

9.98%

9.98%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 16,533

^[4],[39]

16,503

^[4],[39]

$ 16,241

Percent of Net Assets

^[4],[39]

1.22%

1.22%

1.22%

Investment, Identifier [Axis]: TigerConnect, Inc. First Lien

^[29],[36]

3.38%

3.38%

3.38%

^[29],[36]

3.38%

3.38%

3.38%

^{[29],[32],[36]}

12.28%

12.28%

12.28%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 29,868

^[29],[36]

29,644

^[29],[36]

$ 29,614

Investment, Identifier [Axis]: TigerConnect, Inc. First Lien - Drawn

^{[29],[34],[35]}

3.38%

3.38%

3.38%

^{[29],[34],[35]}

3.38%

3.38%

3.38%

^{[29],[32],[34],[35]}

12.28%

12.28%

12.28%

Principal Amount, Par Value

^{[28],[29],[34],[35]}

$ 1,354

^{[29],[34],[35]}

1,354

^{[29],[34],[35]}

1,343

Investment, Identifier [Axis]: TigerConnect, Inc., First lien

^{[4],[40],[41]}

3.63%

3.63%

3.63%

^{[4],[40],[41]}

3.63%

3.63%

3.63%

^{[4],[38],[40]}

11.49%

11.49%

11.49%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 29,868

^[4],[40]

29,604

^[4],[40]

$ 29,151

Investment, Identifier [Axis]: TigerConnect, Inc., First lien - Drawn

^{[4],[37],[41],[42]}

3.63%

3.63%

3.63%

^{[4],[37],[41],[42]}

3.63%

3.63%

3.63%

^{[4],[37],[38],[42]}

11.49%

11.49%

11.49%

Principal Amount, Par Value

^{[4],[31],[37],[42]}

$ 277

^{[4],[37],[42]}

277

^{[4],[37],[42]}

270

Investment, Identifier [Axis]: TigerConnect, Inc., First lien - Undrawn 1

Principal Amount, Par Value

885

^[28]

955

^{[4],[5],[31],[37]}

0

0

^[4],[5],[37]

(8)

(23)

^[4],[5],[37]

Investment, Identifier [Axis]: TigerConnect, Inc., First lien - Undrawn 2

Principal Amount, Par Value

4,267

^{[28],[29],[30],[34]}

4,267

^{[4],[5],[31],[37]}

(43)

^{[29],[30],[34]}

(43)

^[4],[5],[37]

$ (36)

^{[29],[30],[34]}

$ (102)

^[4],[5],[37]

Investment, Identifier [Axis]: Transcendia Holdings, Inc. Second Lien

^{[29],[36],[43]}

8.00%

8.00%

8.00%

^{[29],[32],[36],[43]}

13.61%

13.61%

13.61%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 14,500

^[29],[36]

14,445

^[29],[36]

$ 7,250

Percent of Net Assets

0.54%

0.54%

0.54%

Investment, Identifier [Axis]: Transcendia Holdings, Inc. Second lien term loan

$ 14,445

$ 7,250

Investment, Identifier [Axis]: Transcendia Holdings, Inc., Second lien

^[4],[40]

8.00%

8.00%

8.00%

^{[4],[38],[40]}

12.38%

12.38%

12.38%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 14,500

^[4],[40]

14,423

^[4],[40]

$ 12,418

Percent of Net Assets

^[4],[40]

0.94%

0.94%

0.94%

Investment, Identifier [Axis]: Trinity Air Consultants Holdings Corporation, First Lien - Drawn

^{[29],[34],[35]}

5.75%

5.75%

5.75%

^{[29],[32],[34],[35]}

11.18%

11.18%

11.18%

Principal Amount, Par Value

^{[28],[29],[34],[35]}

$ 4,070

^{[29],[34],[35]}

4,038

^{[29],[34],[35]}

$ 4,070

Investment, Identifier [Axis]: Trinity Air Consultants Holdings Corporation, First Lien 1

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.29%

11.29%

11.29%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 15,382

^[29],[35]

15,283

^[29],[35]

15,382

Investment, Identifier [Axis]: Trinity Air Consultants Holdings Corporation, First lien

^[4],[42]

5.25%

5.25%

5.25%

^{[4],[38],[42]}

10.18%

10.18%

10.18%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 15,382

^[4],[42]

15,260

^[4],[42]

$ 15,257

Investment, Identifier [Axis]: Trinity Air Consultants Holdings Corporation, First lien - Drawn

^{[4],[37],[42]}

5.25%

5.25%

5.25%

^{[4],[37],[38],[42]}

9.40%

9.40%

9.40%

Principal Amount, Par Value

^{[4],[31],[37],[42]}

$ 2,889

^{[4],[37],[42]}

2,863

^{[4],[37],[42]}

2,865

Investment, Identifier [Axis]: Trinity Air Consultants Holdings Corporation, First lien - Undrawn 1

Principal Amount, Par Value

1,182

^{[28],[29],[30],[34]}

1,501

^{[4],[5],[31],[37]}

0

^{[29],[30],[34]}

(15)

^[4],[5],[37]

0

^{[29],[30],[34]}

(12)

^[4],[5],[37]

Investment, Identifier [Axis]: Trinity Air Consultants Holdings Corporation, First lien - Undrawn 2

Principal Amount, Par Value

1,501

^{[28],[29],[30],[34]}

2,364

^{[4],[31],[37],[42]}

(15)

^{[29],[30],[34]}

0

^{[4],[37],[42]}

$ 0

^{[29],[30],[34]}

(19)

^{[4],[37],[42]}

Investment, Identifier [Axis]: USRP Holdings, Inc. First Lien 1

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.18%

11.18%

11.18%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 11,226

^[29],[35]

11,152

^[29],[35]

$ 11,226

Investment, Identifier [Axis]: USRP Holdings, Inc. First Lien 2

^[29],[30]

5.75%

5.75%

5.75%

^{[29],[30],[32]}

11.18%

11.18%

11.18%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 1,462

^[29],[30]

1,451

^[29],[30]

1,462

Investment, Identifier [Axis]: USRP Holdings, Inc., First lien - Undrawn

Principal Amount, Par Value

893

^{[28],[29],[30],[34]}

893

^{[4],[5],[31],[37]}

(9)

^{[29],[30],[34]}

(9)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (29)

^[4],[5],[37]

Percent of Net Assets

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

0.00%

^{[29],[30],[34]}

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

(0.00%)

^[4],[5],[37]

Investment, Identifier [Axis]: USRP Holdings, Inc., First lien 1

^[4],[5]

5.50%

5.50%

5.50%

^[4],[5],[38]

10.23%

10.23%

10.23%

Principal Amount, Par Value

^[4],[5],[31]

$ 11,311

^[4],[5]

11,222

^[4],[5]

$ 10,945

Investment, Identifier [Axis]: USRP Holdings, Inc., First lien 2

^[4],[5]

5.50%

5.50%

5.50%

^[4],[5],[38]

10.23%

10.23%

10.23%

Principal Amount, Par Value

^[4],[5],[31]

$ 1,473

^[4],[5]

1,460

^[4],[5]

$ 1,425

Investment, Identifier [Axis]: UniTek Global Services, Inc., First lien 1

^{[4],[41],[42]}

5.50%

5.50%

5.50%

^{[4],[41],[42]}

2.00%

2.00%

2.00%

^{[4],[38],[42]}

10.76%

10.76%

10.76%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 22,367

^[4],[42]

21,885

^[4],[42]

$ 22,367

Investment, Identifier [Axis]: UniTek Global Services, Inc., First lien 2

^{[4],[41],[42]}

5.50%

5.50%

5.50%

^{[4],[41],[42]}

2.00%

2.00%

2.00%

^{[4],[38],[42]}

10.76%

10.76%

10.76%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 3,949

^[4],[42]

3,855

^[4],[42]

$ 3,949

Investment, Identifier [Axis]: UniTek Global Services, Inc., Junior preferred shares, Non-accrual status

$ 34,393

$ 0

Investment, Identifier [Axis]: UniTek Global Services, Inc., Ordinary shares 1

Principal Amount, Shares (in shares) | shares

2,096,477

^[29],[35]

2,096,477

^[29],[35]

2,096,477

^[29],[35]

2,096,477

^{[4],[31],[42]}

2,096,477

^{[4],[31],[42]}

2,096,477

^{[4],[31],[42]}

$ 1,925

^[29],[35]

$ 1,926

^[4],[42]

$ 0

^[29],[35]

$ 0

^[4],[42]

Investment, Identifier [Axis]: UniTek Global Services, Inc., Ordinary shares 2

Principal Amount, Shares (in shares) | shares

1,993,749

^[29],[30]

1,993,749

^[29],[30]

1,993,749

^[29],[30]

1,993,749

^[4],[5],[31]

1,993,749

^[4],[5],[31]

1,993,749

^[4],[5],[31]

$ 532

^[29],[30]

$ 533

^[4],[5]

$ 0

^[29],[30]

$ 0

^[4],[5]

Investment, Identifier [Axis]: UniTek Global Services, Inc., Preferred shares 1

^{[29],[30],[44]}

20.00%

20.00%

20.00%

^[29],[30]

20.00%

20.00%

20.00%

Principal Amount, Shares (in shares) | shares

18,760,261

^[29],[30]

18,760,261

^[29],[30]

18,760,261

^[29],[30]

15,434,113

^{[4],[5],[31],[76]}

15,434,113

^{[4],[5],[31],[76]}

15,434,113

^{[4],[5],[31],[76]}

$ 18,760

^[29],[30]

$ 15,434

^[4],[5],[76]

$ 16,348

^[29],[30]

$ 11,626

^[4],[5],[76]

Investment, Identifier [Axis]: UniTek Global Services, Inc., Preferred shares 2

^{[29],[30],[44]}

20.00%

20.00%

20.00%

^[29],[30]

20.00%

20.00%

20.00%

Principal Amount, Shares (in shares) | shares

11,150,103

^[29],[30]

11,150,103

^[29],[30]

11,150,103

^[29],[30]

9,173,217

^{[4],[5],[31],[76]}

9,173,217

^{[4],[5],[31],[76]}

9,173,217

^{[4],[5],[31],[76]}

$ 11,150

^[29],[30]

$ 9,173

^[4],[5],[76]

$ 10,119

^[29],[30]

$ 7,670

^[4],[5],[76]

Investment, Identifier [Axis]: UniTek Global Services, Inc., Preferred shares 3

^{[29],[30],[43],[44]}

19.00%

19.00%

19.00%

^{[29],[30],[43]}

19.00%

19.00%

19.00%

Principal Amount, Shares (in shares) | shares

19,795,435

^{[29],[30],[43]}

19,795,435

^{[29],[30],[43]}

19,795,435

^{[29],[30],[43]}

19,795,435

^{[4],[5],[31],[45],[77]}

19,795,435

^{[4],[5],[31],[45],[77]}

19,795,435

^{[4],[5],[31],[45],[77]}

$ 19,795

^{[29],[30],[43]}

$ 19,795

^{[4],[5],[45],[77]}

$ 4,210

^{[29],[30],[43]}

$ 6,491

^{[4],[5],[45],[77]}

Investment, Identifier [Axis]: UniTek Global Services, Inc., Preferred shares 4

^{[29],[35],[43],[44]}

13.50%

13.50%

13.50%

^{[29],[35],[43]}

13.50%

13.50%

13.50%

Principal Amount, Shares (in shares) | shares

29,326,545

^{[29],[35],[43]}

29,326,545

^{[29],[35],[43]}

29,326,545

^{[29],[35],[43]}

29,326,545

^{[4],[31],[42],[45],[78]}

29,326,545

^{[4],[31],[42],[45],[78]}

29,326,545

^{[4],[31],[42],[45],[78]}

$ 26,946

^{[29],[35],[43]}

$ 26,946

^{[4],[42],[45],[78]}

$ 0

^{[29],[35],[43]}

$ 0

^{[4],[42],[45],[78]}

Investment, Identifier [Axis]: UniTek Global Services, Inc., Preferred shares 5

^{[29],[30],[43],[44]}

13.50%

13.50%

13.50%

^{[29],[30],[43]}

13.50%

13.50%

13.50%

Principal Amount, Shares (in shares) | shares

8,104,462

^{[29],[30],[43]}

8,104,462

^{[29],[30],[43]}

8,104,462

^{[29],[30],[43]}

8,104,462

^{[4],[5],[31],[45],[78]}

8,104,462

^{[4],[5],[31],[45],[78]}

8,104,462

^{[4],[5],[31],[45],[78]}

$ 7,447

^{[29],[30],[43]}

$ 7,447

^{[4],[5],[45],[78]}

$ 0

^{[29],[30],[43]}

$ 0

^{[4],[5],[45],[78]}

Investment, Identifier [Axis]: UniTek Global Services, Inc., Second lien 1

15.00%

^[29],[30]

15.00%

^[29],[30]

15.00%

^[29],[30]

15.00%

^[4],[5],[41]

15.00%

^[4],[5],[41]

15.00%

^[4],[5],[41]

15.00%

^[29],[30]

15.00%

^[29],[30]

15.00%

^[29],[30]

15.00%

^[4],[5],[38]

15.00%

^[4],[5],[38]

15.00%

^[4],[5],[38]

Principal Amount, Par Value

$ 13,438

^[29],[30]

$ 11,575

^[4],[5],[31]

13,438

^[29],[30]

11,574

^[4],[5]

$ 12,893

^[29],[30]

$ 10,384

^[4],[5]

Investment, Identifier [Axis]: UniTek Global Services, Inc., Second lien 2

15.00%

^[29],[30]

15.00%

^[29],[30]

15.00%

^[29],[30]

15.00%

^[4],[5],[41]

15.00%

^[4],[5],[41]

15.00%

^[4],[5],[41]

15.00%

^[29],[30]

15.00%

^[29],[30]

15.00%

^[29],[30]

15.00%

^[4],[5],[38]

15.00%

^[4],[5],[38]

15.00%

^[4],[5],[38]

Principal Amount, Par Value

$ 5,957

^[29],[30]

$ 5,131

^[4],[5],[31]

5,957

^[29],[30]

5,131

^[4],[5]

5,713

^[29],[30]

$ 4,603

^[4],[5]

Investment, Identifier [Axis]: UniTek Global Services, Inc., Senior preferred shares, Non-accrual status

Principal Amount, Par Value

$ 19,795

19,795

$ 4,210

Investment, Identifier [Axis]: UniTek Global Services, Inc., Warrants

Principal Amount, Shares (in shares) | shares

13,339,000

^[29],[30]

13,339,000

^[29],[30]

13,339,000

^[29],[30]

13,305

^[4],[5],[31]

13,305

^[4],[5],[31]

13,305

^[4],[5],[31]

$ 0

^[29],[30]

$ 0

^[4],[5]

$ 42,716

^[29],[30]

$ 36,680

^[4],[5]

Percent of Net Assets

3.21%

^[29],[30]

3.21%

^[29],[30]

3.21%

^[29],[30]

2.77%

^[4],[5]

2.77%

^[4],[5]

2.77%

^[4],[5]

Investment, Identifier [Axis]: VT Topco, Inc., Second lien 1

^[4],[42]

6.75%

6.75%

6.75%

^{[4],[38],[42]}

11.13%

11.13%

11.13%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 16,183

^[4],[42]

16,137

^[4],[42]

$ 15,711

Investment, Identifier [Axis]: VT Topco, Inc., Second lien 2

^[4],[39]

6.75%

6.75%

6.75%

^{[4],[38],[39]}

11.13%

11.13%

11.13%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 10,000

^[4],[39]

9,987

^[4],[39]

$ 9,708

Investment, Identifier [Axis]: Vectra Co., Second lien

^[4],[40]

7.25%

7.25%

7.25%

^{[4],[38],[40]}

11.63%

11.63%

11.63%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 10,788

^[4],[40]

10,769

^[4],[40]

$ 7,004

Percent of Net Assets

^[4],[40]

0.53%

0.53%

0.53%

Investment, Identifier [Axis]: Virtusa Corporation, Subordinated

^[5]

7.13%

7.13%

7.13%

^[5],[38]

7.13%

7.13%

7.13%

Principal Amount, Par Value

^[5],[31]

$ 5,000

^[5]

3,824

^[5]

$ 3,817

Percent of Net Assets

^[5]

0.29%

0.29%

0.29%

Investment, Identifier [Axis]: Virtusa Corporation, Subordinated

^[30]

7.13%

7.13%

7.13%

^[30],[32]

7.13%

7.13%

7.13%

Principal Amount, Par Value

^[28],[30]

$ 9,401

^[30]

7,565

^[30]

$ 8,077

Percent of Net Assets

0.61%

0.61%

0.61%

Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, First Lien - Drawn

^{[29],[34],[35]}

5.75%

5.75%

5.75%

^{[29],[32],[34],[35]}

11.20%

11.20%

11.20%

Principal Amount, Par Value

^{[28],[29],[34],[35]}

$ 13,336

^{[29],[34],[35]}

13,307

^{[29],[34],[35]}

$ 13,336

Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, First Lien 1

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.11%

11.11%

11.11%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 18,758

^[29],[35]

18,715

^[29],[35]

$ 18,758

Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, First Lien 2

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.23%

11.23%

11.23%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 1,241

^[29],[35]

1,232

^[29],[35]

$ 1,241

Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, First Lien 3

^[29],[35]

5.75%

5.75%

5.75%

^{[29],[32],[35]}

11.23%

11.23%

11.23%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 832

^[29],[35]

826

^[29],[35]

832

Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, First lien - Drawn

^[4],[5],[37]

6.00%

6.00%

6.00%

^{[4],[5],[37],[38]}

10.31%

10.31%

10.31%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 7,478

^[4],[5],[37]

7,481

^[4],[5],[37]

7,430

Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, First lien - Undrawn 1

Principal Amount, Par Value

2,396

^{[28],[29],[34],[35]}

2,040

^{[4],[5],[31],[37]}

0

^{[29],[34],[35]}

(6)

^[4],[5],[37]

0

^{[29],[34],[35]}

(13)

^[4],[5],[37]

Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, First lien - Undrawn 2

Principal Amount, Par Value

2,040

^{[28],[29],[30],[34]}

8,327

^{[4],[5],[31],[37]}

(6)

^{[29],[30],[34]}

(21)

^[4],[5],[37]

$ 0

^{[29],[30],[34]}

$ (53)

^[4],[5],[37]

Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, First lien 1

^[4],[42]

6.00%

6.00%

6.00%

^{[4],[38],[42]}

10.00%

10.00%

10.00%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 18,949

^[4],[42]

18,896

^[4],[42]

$ 18,827

Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, First lien 2

^[4],[42]

6.00%

6.00%

6.00%

^{[4],[38],[42]}

9.41%

9.41%

9.41%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 1,254

^[4],[42]

1,243

^[4],[42]

$ 1,246

Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, First lien 3

^[4],[42]

6.00%

6.00%

6.00%

^{[4],[38],[42]}

10.46%

10.46%

10.46%

Principal Amount, Par Value

^{[4],[31],[42]}

$ 841

^[4],[42]

833

^[4],[42]

$ 835

Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, Subrdinated

^[29],[30]

15.00%

15.00%

15.00%

^{[29],[30],[32]}

15.00%

15.00%

15.00%

Principal Amount, Par Value

^{[28],[29],[30]}

$ 3,513

^[29],[30]

3,464

^[29],[30]

$ 3,459

Investment, Identifier [Axis]: Xactly Corporation, First Lien

^[29],[33]

7.25%

7.25%

7.25%

^{[29],[32],[33]}

12.74%

12.74%

12.74%

Principal Amount, Par Value

^{[28],[29],[33]}

$ 22,500

^[29],[33]

22,472

^[29],[33]

$ 22,500

Percent of Net Assets

1.69%

1.69%

1.69%

Investment, Identifier [Axis]: Xactly Corporation, First lien

^[4],[39]

7.25%

7.25%

7.25%

^{[4],[38],[39]}

11.99%

11.99%

11.99%

Principal Amount, Par Value

^{[4],[31],[39]}

$ 19,047

^[4],[39]

19,030

^[4],[39]

$ 19,047

Investment, Identifier [Axis]: Xactly Corporation, First lien - Drawn

^[4],[5],[37]

7.25%

7.25%

7.25%

^{[4],[5],[37],[38]}

11.59%

11.59%

11.59%

Principal Amount, Par Value

^{[4],[5],[31],[37]}

$ 992

^[4],[5],[37]

982

^[4],[5],[37]

$ 992

Investment, Identifier [Axis]: Xactly Corporation, First lien - Undrawn

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 992

^{[29],[30],[34]}

(10)

^{[29],[30],[34]}

$ 0

Percent of Net Assets

^{[29],[30],[34]}

0.00%

0.00%

0.00%

Investment, Identifier [Axis]: YLG Holdings, Inc. First Lien - Drawn 1

^{[29],[34],[50]}

5.00%

5.00%

5.00%

^{[29],[32],[34],[50]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[28],[29],[34],[50]}

$ 1,204

^{[29],[34],[50]}

1,196

^{[29],[34],[50]}

$ 1,204

Investment, Identifier [Axis]: YLG Holdings, Inc. First Lien - Drawn 2

^{[29],[34],[50]}

5.50%

5.50%

5.50%

^{[29],[32],[34],[50]}

10.99%

10.99%

10.99%

Principal Amount, Par Value

^{[28],[29],[34],[50]}

$ 80

^{[29],[34],[50]}

80

^{[29],[34],[50]}

$ 80

Investment, Identifier [Axis]: YLG Holdings, Inc. First Lien 1

^[29],[50]

5.00%

5.00%

5.00%

^{[29],[32],[50]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[28],[29],[50]}

$ 17,677

^[29],[50]

17,646

^[29],[50]

$ 17,676

Investment, Identifier [Axis]: YLG Holdings, Inc. First Lien 2

^[29],[50]

5.00%

5.00%

5.00%

^{[29],[32],[50]}

10.48%

10.48%

10.48%

Principal Amount, Par Value

^{[28],[29],[50]}

$ 2,302

^[29],[50]

2,298

^[29],[50]

2,301

Investment, Identifier [Axis]: YLG Holdings, Inc., First lien - Drawn

^{[4],[37],[51]}

5.00%

5.00%

5.00%

^{[4],[37],[38],[51]}

9.90%

9.90%

9.90%

Principal Amount, Par Value

^{[4],[31],[37],[51]}

$ 495

^{[4],[37],[51]}

506

^{[4],[37],[51]}

482

Investment, Identifier [Axis]: YLG Holdings, Inc., First lien - Undrawn

Principal Amount, Par Value

^{[4],[5],[31],[37]}

1,584

^[4],[5],[37]

(16)

^[4],[5],[37]

$ (41)

Investment, Identifier [Axis]: YLG Holdings, Inc., First lien - Undrawn 1

Principal Amount, Par Value

^{[28],[29],[34],[50]}

785

^{[29],[34],[50]}

0

^{[29],[34],[50]}

0

Investment, Identifier [Axis]: YLG Holdings, Inc., First lien - Undrawn 2

Principal Amount, Par Value

^{[28],[29],[30],[34]}

3,968

^{[29],[30],[34]}

(20)

^{[29],[30],[34]}

$ 0

Investment, Identifier [Axis]: YLG Holdings, Inc., First lien 1

^[4],[51]

5.00%

5.00%

5.00%

^{[4],[38],[51]}

9.93%

9.93%

9.93%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 17,861

^[4],[51]

17,815

^[4],[51]

$ 17,393

Investment, Identifier [Axis]: YLG Holdings, Inc., First lien 2

^[4],[51]

5.00%

5.00%

5.00%

^{[4],[38],[51]}

9.93%

9.93%

9.93%

Principal Amount, Par Value

^{[4],[31],[51]}

$ 2,326

^[4],[51]

2,319

^[4],[51]

2,265

Investment, Identifier [Axis]: YLG Holdings, Inc., First lien) - Undrawn

Principal Amount, Par Value

^{[4],[5],[31],[37]}

3,968

^[4],[5],[37]

(20)

^[4],[5],[37]

(104)

Investment, Identifier [Axis]: iCIMS, Inc. First Lien - Drawn

^{[29],[30],[34]}

6.75%

6.75%

6.75%

^{[29],[30],[32],[34]}

12.10%

12.10%

12.10%

Principal Amount, Par Value

^{[28],[29],[30],[34]}

$ 471

^{[29],[30],[34]}

467

^{[29],[30],[34]}

$ 471

Investment, Identifier [Axis]: iCIMS, Inc. First Lien 1

^[29],[36]

3.38%

3.38%

3.38%

^[29],[36]

3.88%

3.88%

3.88%

^{[29],[32],[36]}

12.62%

12.62%

12.62%

Principal Amount, Par Value

^{[28],[29],[36]}

$ 30,783

^[29],[36]

30,569

^[29],[36]

$ 31,008

Investment, Identifier [Axis]: iCIMS, Inc. First Lien 2

^[29],[35]

7.25%

7.25%

7.25%

^{[29],[32],[35]}

12.62%

12.62%

12.62%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 7,366

^[29],[35]

7,311

^[29],[35]

$ 7,440

Investment, Identifier [Axis]: iCIMS, Inc. First Lien 3

^[29],[35]

3.38%

3.38%

3.38%

^[29],[35]

3.88%

3.88%

3.88%

^{[29],[32],[35]}

12.62%

12.62%

12.62%

Principal Amount, Par Value

^{[28],[29],[35]}

$ 4,772

^[29],[35]

4,726

^[29],[35]

4,807

Investment, Identifier [Axis]: iCIMS, Inc., First lien - Undrawn 1

Principal Amount, Par Value

6,293

^{[28],[29],[34],[36]}

11,763

^{[5],[31],[37],[40]}

0

^{[29],[34],[36]}

0

^{[5],[37],[40]}

0

^{[29],[34],[36]}

0

^{[5],[37],[40]}

Investment, Identifier [Axis]: iCIMS, Inc., First lien - Undrawn 2

Principal Amount, Par Value

976

^{[28],[29],[34],[35]}

4,218

^{[4],[5],[31],[37]}

0

^{[29],[34],[35]}

(37)

^[4],[5],[37]

0

^{[29],[34],[35]}

$ (37)

^[4],[5],[37]

Investment, Identifier [Axis]: iCIMS, Inc., First lien - Undrawn 3

Principal Amount, Par Value

^{[28],[29],[30],[34]}

2,347

^{[29],[30],[34]}

(21)

^{[29],[30],[34]}

$ 0

Investment, Identifier [Axis]: iCIMS, Inc., First lien 1

^{[4],[40],[41]}

3.38%

3.38%

3.38%

^{[4],[40],[41]}

3.88%

3.88%

3.88%

^{[4],[38],[40]}

11.52%

11.52%

11.52%

Principal Amount, Par Value

^{[4],[31],[40]}

$ 44,287

^[4],[40]

43,917

^[4],[40]

$ 43,901

Investment, Identifier [Axis]: iCIMS, Inc., First lien 2

^[29],[35]

7.25%

7.25%

7.25%

^{[29],[35],[38]}

11.52%

11.52%

11.52%

Principal Amount, Par Value

^{[29],[31],[35]}

$ 7,366

^[29],[35]

7,303

^[29],[35]

$ 7,311

[1]

New Mountain Finance Corporation (the "Company") generally acquires its investments in private transactions exempt from registration under the Securities Act of 1933, as amended (the "Securities Act"). These investments are generally subject to certain limitations on resale, and may be deemed to be "restricted securities" under the Securities Act.

[2]

New Mountain Finance Corporation (the "Company") generally acquires its investments in private transactions exempt from registration under the Securities Act of 1933, as amended (the "Securities Act"). These investments are generally subject to certain limitations on resale, and may be deemed to be "restricted securities" under the Securities Act.

[3]

Denotes investments in which the Company is an “Affiliated Person”, as defined in the Investment Company Act of 1940, as amended (the "1940 Act"), due to owning or holding the power to vote 5.0% or more of the outstanding voting securities of the investment but not controlling the company. Fair value as of December 31, 2022 and December 31, 2021 along with transactions during the year ended December 31, 2022 in which the issuer was a non-controlled/affiliated investment is as follows:


Portfolio Company						Fair Value at December 31, 2021						Gross Additions (A)						Gross Redemptions (B)						Net Change In Unrealized Appreciation (Depreciation)						Fair Value at December 31, 2022						Net Realized Gains (Losses)						Interest Income						Dividend Income						Other Income
Permian Holdco 3, Inc. / Permian Trust						$	—					$	—					$	—					$	—					$	—					$	—					$	—					$	—					$	—
Sierra Hamilton Holdings Corporation						4,000						—						—						—						4,000						—						—						—						—
TVG-Edmentum Holdings, LLC / Edmentum Ultimate Holdings, LLC						130,775						5,168						—						(9,156)						126,787						—						2,105						4,109						250
Total Non-Controlled/Affiliated Investments						$	134,775					$	5,168					$	—					$	(9,156)					$	130,787					$	—					$	2,105					$	4,109					$	250

(A)Gross additions include increases in the cost basis of investments resulting from new portfolio investments, payment-in-kind (“PIK”) interest or dividends, the amortization of discounts, reorganizations or restructurings and the movement at fair value of an existing portfolio company into this category from a different category.

(B)Gross reductions include decreases in the cost basis of investments resulting from principal collections related to investment repayments or sales, reorganizations or restructurings and the movement of an existing portfolio company out of this category into a different category.

[4]

The fair value of the Company's investment is determined using unobservable inputs that are significant to the overall fair value measurement. See Note 4. Fair Value, for details.

[5]

Investment is pledged as collateral for the NMFC Credit Facility, a revolving credit facility among the Company as the Borrower and Goldman Sachs Bank USA as the Administrative Agent and the Collateral Agent and Goldman Sachs Bank USA, Morgan Stanley Bank, N.A., Stifel Bank & Trust and MUFG Union Bank, N.A. as Lenders. See Note 7. Borrowings, for details.

[6]

Indicates assets that the Company deems to be “non-qualifying assets” under Section 55(a) of the 1940 Act. Qualifying assets must represent at least 70.0% of the Company’s total assets at the time of acquisition of any additional non-qualifying assets. As of December 31, 2023, 14.8% of the Company’s total assets are represented by investments at fair value that are considered non-qualifying assets.

[7]

The Company holds preferred equity in Knockout Intermediate Holdings I Inc. and a first lien term loan, a first lien revolver and a first lien delayed draw in Kaseya, Inc., a wholly-owned subsidiary of Knockout Intermediate Holdings I Inc. The preferred equity is entitled to received cumulative preferential dividends at a rate of 11.75% per annum.

[8]

The Company holds preferred equity in OEC Holdco, LLC, and two second lien term loans in OEConnection LLC, a wholly-owned subsidiary of OEC Holdco, LLC. The preferred equity is entitled to receive preferential dividends of 11.0% per annum.

[9]

The Company holds preferred equity in OEC Holdco, LLC, and two second lien term loans in OEConnection LLC, a wholly-owned subsidiary of OEC Holdco, LLC. The preferred equity is entitled to receive prefenential dividends of 11.00% per annum.

[10]

The Company holds investments in two wholly-owned subsidiary of Diamond Parent Holdings Corp. The Company holds three first lien term loans and a first lien revolver in Diligent Corporation and preferred equity in Diligent Preferred Issuer Inc. The preferred equity in Diligent Preferred Issuer Inc. is entitled to receive cumulative preferential dividends at a rate 10.5% per annum.

[11]

The Company holds investments in two wholly-owned subsidiary of Diamond Parent Holdings Corp. The Company holds three first lien term loans and a first lien revolver in Diligent Corporation and preferred equity in Diligent Preferred Issuer Inc. The preferred equity in Diligent Preferred Issuer Inc. is entitled to receive cumulative preferential dividends at a rate 10.50% per annum.

[12]

The Company holds ordinary shares in OA Topco, L.P., and two first lien term loans and a first lien revolver in OA Buyer, Inc., a wholly-owned subsidiary of OA Topco, L.P.

[13]

The Company holds investments in ACI Parent Inc. and a wholly-owned subsidiary of ACI Parent Inc. The Company holds a first lien term loan, two first lien delayed draws and a first lien revolver in ACI Group Holdings, Inc. and preferred equity in ACI Parent Inc. The preferred equity in ACI Parent Inc. is entitled to receive cumulative preferential dividends at a rate of 11.75% per annum.

[14]

The Company holds investments in ACI Parent Inc. and a wholly-owned subsidiary of ACI Parent Inc. The Company holds a first lien term loan, a first lien delayed draw and a first lien revolver in ACI Group Holdings, Inc. and preferred equity in ACI Parent Inc. The preferred equity in ACI Parent Inc. is entitled to receive cumulative preferential dividends at a rate of 11.75% per annum.

[15]

The Company holds ordinary shares in AAC Lender Holdings, LLC and two first lien term loans, a first lien revolver and subordinated notes in American Achievement Corporation, a partially-owned subsidiary of AAC Lender Holdings, LLC.

[16]

The Company holds ordinary shares in AAC Lender Holdings, LLC and a first lien term loan, first lien revolver and subordinated notes in American Achievement Corporation, a partially-owned subsidiary of AAC Lender Holdings, LLC.

[17]

The Company holds ordinary shares in FS WhiteWater Holdings, LLC, and a first lien term loan, a first lien revolver, and three first lien delayed draws in FS WhiteWater Borrower, LLC, a partially-owned subsidiary of FS WhiteWater Holdings, LLC.

[18]

The Company holds ordinary shares in FS WhiteWater Holdings, LLC, and a first lien term loan, a first lien revolver, and two first lien delayed draws in FS WhiteWater Borrower, LLC, a partially-owned subsidiary of FS WhiteWater Holdings, LLC.

[19]

The Company holds investments in Education Management Corporation and one related entity of Education Management Corporation. The Company holds series A-1 convertible preferred stock and common stock in Education Management Corporation and holds tranche A first lien term loans and a tranche B first lien term loan in Education Management II LLC, which is an indirect subsidiary of Education Management Corporation.

[20]

Indicates assets that the Company deems to be “non-qualifying assets” under Section 55(a) of the 1940 Act. Qualifying assets must represent at least 70.0% of the Company’s total assets at the time of acquisition of any additional non-qualifying assets. As of December 31, 2022, 15.3% of the Company’s total assets are represented by investments at fair value that are considered non-qualifying assets.

[21]

The Company holds preferred equity in Symplr Software Intermediate Holdings, Inc. that is entitled to receive cumulative preferential dividends at a rate of L + 10.50% per annum.

[22]

The Company holds ordinary shares in New Benevis Topco, LLC, and holds first lien last out term loans and subordinated notes in New Benevis Holdco Inc., a wholly-owned subsidiary of New Benevis Topco, LLC.

[23]

The Company holds ordinary shares in New Benevis Topco, LLC, and holds first lien last out term loans and subordinated notes in New Benevis Holdco Inc., a wholly-owned subsidiary of New Benevis Topco, LLC.

[24]

The Company holds ordinary shares and warrants in NHME Holdings Corp., as well as a Tranche A Term Loan and Tranche B Term Loan in National HME, Inc., a whollyowned subsidiary of NHME Holdings Corp.

[25]

The Company holds investments in multiple entities of Haven Midstream Holdings LLC. The Company holds 4.6% of the Class B profits interest in QID NGL, LLC (which at closing represented 97.0% of the ownership in the class B units in QID TRH Holdings, LLC), class A common units of Haven Midstream Holdings LLC, and holds a first lien revolver in Haven Midstream LLC.

[26]

The Company holds investments in multiple entities of Haven Midstream Holdings LLC. The Company holds 4.6% of the Class B profits interest in QID NGL, LLC (which at closing represented 97% of the ownership in the class B units in QID TRH Holdings, LLC), class A common units of Haven Midstream Holdings LLC., and holds a first lien revolver in Haven Midstream Holdings LLC.

[27]

The Company holds preferred equity in Knockout Intermediate Holdings I Inc. and a first lien term loan, a first lien revolver and a first lien delayed draw in Kaseya, Inc., a wholly-owned subsidiary of Knockout Intermediate Holdings I Inc. The preferred equity is entitled to received cumulative preferential dividends at a rate of 11.75% per annum.

[28]

Par amount is denominated in United States Dollar unless otherwise noted, which may include British Pound ("£") and/or Euro ("€").

[29]

The fair value of the Company's investment is determined using unobservable inputs that are significant to the overall fair value measurement. See Note 4. Fair Value, for details.

[30]

Investment is pledged as collateral for the NMFC Credit Facility, a revolving credit facility among the Company as the Borrower and Goldman Sachs Bank USA as the Administrative Agent and the Collateral Agent and Goldman Sachs Bank USA, Morgan Stanley Bank, N.A., Stifel Bank & Trust and MUFG Union Bank, N.A. as Lenders. See Note 7. Borrowings, for details.

[31]

Par amount is denominated in United States Dollar unless otherwise noted, British Pound ("£") and/or Euro ("€").

[32]

Total Coupon is payable in cash unless otherwise indicated. A majority of the variable rate debt investments bear interest and dividends at a rate that may be determined by reference to the London Interbank Offered Rate (L), the Prime Rate (P), the Sterling Overnight Interbank Average Rate (SONIA), Secured Overnight Financing Rate (SOFR) and Euro Interbank Offered Rate (EURIBOR) and which resets daily (D), weekly (W), monthly (M), quarterly (Q), semi-annually (S) or annually (A). For each investment the current coupon rate provided reflects the rate in effect as of December 31, 2023.

[33]

Investment is held by New Mountain Finance SBIC, L.P.

[34]

Par value amounts represent the drawn or undrawn (as indicated in type of investment) portion of revolving credit facilities or delayed draws. Cost amounts represent the cash received at settlement date net of the impact of paydowns and cash paid for drawn revolvers or delayed draws.

[35]

Investment is pledged as collateral for the Holdings Credit Facility, a revolving credit facility among the Company, as the Collateral Manager, New Mountain Finance Holdings, L.L.C. ("NMF Holdings") as the Borrower, Wells Fargo Securities, LLC, as the Administrative Agent and Wells Fargo Bank, National Association, as the Lender and Collateral Custodian. See Note 7. Borrowings, for details.

[36]

Investment is pledged as collateral for the DB Credit Facility, a revolving credit facility among New Mountain Finance DB, L.L.C. as the Borrower and Deutsche Bank AG, New York Branch as the Facility Agent. See Note 7. Borrowings, for details.

[37]

Par value amounts represent the drawn or undrawn (as indicated in type of investment) portion of revolving credit facilities or delayed draws. Cost amounts represent the cash received at settlement date net of the impact of paydowns and cash paid for drawn revolvers or delayed draws.

[38]

All interest is payable in cash unless otherwise indicated. A majority of the variable rate debt investments bear interest at a rate that may be determined by reference to the London Interbank Offered Rate (L), the Prime Rate (P), the Sterling Overnight Interbank Average Rate (SONIA), Secured Overnight Financing Rate (SOFR), Euro Interbank Offered Rate (EURIBOR) and the alternative base rate (Base) and which resets daily (D), weekly (W), monthly (M), quarterly (Q), semi-annually (S) or annually (A). For each investment the current interest rate provided reflects the rate in effect as of December 31, 2022.

[39]

Investment is held in New Mountain Finance SBIC, L.P.

[40]

Investment is pledged as collateral for the DB Credit Facility, a revolving credit facility among New Mountain Finance DB, L.L.C as the Borrower and Deutsche Bank AG, New York Branch as the Facility Agent. See Note 7. Borrowings, for details.

[41]

All or a portion of interest contains PIK interest.

[42]

Investment is pledged as collateral for the Holdings Credit Facility, a revolving credit facility among the Company, as the Collateral Manager, New Mountain Finance Holdings, L.L.C. ("NMF Holdings") as the Borrower, Wells Fargo Securities, LLC, as the Administrative Agent and Wells Fargo Bank, National Association, as the Lender and Collateral Custodian. See Note 7. Borrowings, for details.

[43]

Investment is on non-accrual status. See Note 3. Investments, for details.

[44]

All or a portion of interest contains PIK interest.

[45]

Investment or a portion of the investment is on non-accrual status. See Note 3. Investments, for details.

[46]

Investment is held by NMF Ancora Holdings, Inc.

[47]

Investment is held in NMF Ancora Holdings, Inc.

[48]

The Company holds investments in two wholly-owned subsidiaries of Appriss Health Holdings, Inc. The company holds a first lien term loan and a first lien revolver in Appriss Health, LLC, and preferred equity in Appriss Health Intermediate Holdings, Inc. The preferred equity is entitled to receive preferential dividends at a rate of 11.00% per annum.

[49]

The Company holds preferred equity in Bach Special Limited (Bach Preference Limited) that is entitled to receive cumulative preferential dividends at a rate of 12.25% per annum payable in additional shares.

[50]

Investment is held by New Mountain Finance SBIC II, L.P.

[51]

Investment is held in New Mountain Finance SBIC II, L.P.

[52]

Investment is held by NMF HB, Inc.

[53]

Investment is held in NMF HB, Inc.

[54]

The Company holds preferred equity in HB Wealth Management, LLC that is entitled to receive cumulative preferential dividends at a rate of 4.00% per annum.

[55]

Investment is held by NMF TRM, LLC.

[56]

Investment is held in NMF TRM, LLC.

[57]

Investment is held by NMF QID NGL Holdings, Inc.

[58]

Investment is held in NMF QID NGL Holdings, Inc.

[59]

The Company holds ordinary shares and warrants in NHME Holdings Corp., as well as a second lien Tranche A Term Loan in National HME, Inc., a wholly-owned subsidiary of NHME Holdings Corp. The second lien Tranche A Term Loan is entitled to receive 20% of the interest earned on the first lien Tranche A Term Loan, which accrues interest at a rate of SOFR + 5.00%, and 20% of the interest earned on the first lien Tranche B Term Loan, which accrues interest at a rate of SOFR + 6.00%.

[60]

Investment is held by New Mountain Net Lease Corporation.

[61]

Investment is held in New Mountain Net Lease Corporation.

[62]

The Company holds ordinary shares in OA Topco, L.P., and a first lien term loan and a first lien revolver in OA Buyer, Inc., a wholly-owned subsidiary of OA Topco, L.P.

[63]

Investment is held by NMF OEC, Inc.

[64]

Investment is held in NMF OEC, Inc.

[65]

The Company holds one security purchased under a collateralized agreement to resell on its Consolidated Statement of Assets and Liabilities with a cost basis of $30,000 and a fair value of $16,500 as of December 31, 2023. See Note 2. Summary of Significant Accounting Policies, for details.

[66]

The Company holds one security purchased under a collateralized agreement to resell on its Consolidated Statement of Assets and Liabilities with a cost basis of $30,000 and a fair value of $16,539 as of December 31, 2022. See Note 2. Summary of Significant Accounting Policies, for details.

[67]

Investment is held by NMF Permian Holdings, LLC.

[68]

Investment is held in NMF Permian Holdings, LLC.

[69]

The Company holds ordinary shares in Pioneer Topco I, L.P., and a first lien term loan and a first lien revolver in Pioneer Buyer I, LLC, a wholly-owned subsidiary of Pioneer Topco I, L.P.

[70]

Investment is held by NMF Pioneer, Inc.

[71]

The Company holds ordinary shares in Pioneer Topco I, L.P., and two first lien term loans and a first lien revolver in Pioneer Buyer I, LLC, a wholly-owned subsidiary of Pioneer Topco I, L.P.

[72]

Investment is held in NMF Pioneer, Inc.

[73]

The Company holds preferred equity in Project Essential Super Parent, LLC that is entitled to receive cumulative preferential dividends at a rate of L + 9.50% per annum

[74]

Investment is denominated in foreign currency and is translated into U.S. dollars as of the valuation date. As of December 31, 2023, the par value U.S. dollar equivalent of the first lien term loan, and drawn first lien term loan is $16,600 and $14,457, respectively. See Note 2. Summary of Significant Accounting Policies, for details.

[75]

Investment is denominated in foreign currency and is translated into U.S. dollars as of the valuation date. As of December 31, 2022, the par value U.S. dollar equivalent of the first lien term loan, and drawn first lien term loan is $15,562 and $13,941, respectively. See Note 2. Summary of Significant Accounting Policies, for details.

[76]

The Company holds preferred equity in UniTek Global Services, Inc. that is entitled to received cumulative preferential dividends at a rate of 20.0% per annum payable in additional shares.

[77]

The Company holds preferred equity in UniTek Global Services, Inc. that is entitled to receive cumulative preferential dividends at a rate of 19.0% per annum payable in additional shares.

[78]

The Company holds preferred equity in UniTek Global Services, Inc. that is entitled to receive cumulative preferential dividends at a rate of 13.5% per annum payable in additional shares.