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| FORM 10-Q |

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| ☒ | QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the fiscal year ended: December 31, 2017 |

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

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| Commission file number: 814-00827 |
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| Maryland                                                      |   | 27-2857503 |
| (State or other jurisdiction ofincorporation or organization) |   | (I.R.S. EmployerIdentification No.) |
|                                                          |   |   |
| 201 Rouse BoulevardPhiladelphia, Pennsylvania                 |   | 19112 |
| (Address of principal executive offices)                      |   | (Zip Code) |

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|                                          |  |  |
| Title of each class                 |   | Name of exchange on which registered  |
| Common Stock, $0.001 par value per share |   | The New York Stock Exchange |

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|                                   |  |  |  |  |  |  |
| Large accelerated filer |   | ☐ |    | Accelerated filer |   | ☐ |
| Non-accelerated filer             |   | ☒  (Do not check if smaller reporting company) |    | Smaller reporting company |   | ☐ |
|                              |   |   |    | Emerging growth company |   | ☐ |

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Table of Contents

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|                          |   | PAGE |
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| PART I. FINANCIAL INFORMATION |   |
|                          |   |   |
| Item 1.                  | Financial Statements: |   |
|                          | Condensed Consolidated Statements of Assets and Liabilities as of June 30, 2018 and December 31, 2017 (unaudited) | 2 |
|                          | Condensed Consolidated Statements of Operations for the three and six months ended June 30, 2018 and 2017 (unaudited) | 3 |
|                          | Condensed Consolidated Statements of Changes in Net Assets for the six months ended June 30, 2018 and 2017 (unaudited) | 5 |
|                          | Condensed Consolidated Statements of Cash Flows for the six months ended June 30, 2018 and 2017 (unaudited) | 6 |
|                          | Condensed Consolidated Schedules of Investments as of June 30, 2018 (unaudited) and December 31, 2017 | 7 |
|                          | Notes to Condensed Consolidated Financial Statements (unaudited) | 43 |
| Item 2.                  | Management’s Discussion and Analysis of Financial Condition and Results of Operations | 83 |
| Item 3.                  | Quantitative and Qualitative Disclosures about Market Risk | 106 |
| Item 4.                  | Controls and Procedures | 109 |
|                          |   |   |
| PART II. OTHER INFORMATION    |   |
|                          |   |   |
| Item 1.                  | Legal Proceedings | 109 |
| Item 1A.                 | Risk Factors | 109 |
| Item 2.                  | Unregistered Sales of Equity Securities and Use of Proceeds | 110 |
| Item 3.                  | Defaults Upon Senior Securities | 110 |
| Item 4.                  | Mine Safety Disclosures | 110 |
| Item 5.                  | Other Information | 110 |
| Item 6.                  | Exhibits | 111 |
| Exhibit Index                 | 112 |
| Signatures                    | 113 |

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Table of Contents

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|                                                                                                                                                                                                           |  |  |  |  |  |  |  |  |
|                                                                                                                                                                                                      |   | June 30, 2018 |   | December 31, 2017 |
| Assets                                                                                                                                                                                                    |   |   |   |   |
| Investments at fair value:                                                                                                                                                                                |   |   |   |   |
| Non-controlled, non-affiliated investments (amortized cost of $3,214,260 and $3,319,093, respectively)                                                                                                    |   | $ | 3,152,849 |  |   | $ | 3,225,827 |  |
| Non-controlled, affiliated investments (amortized cost of $336,507 and $298,489, respectively)                                                                                                            |   | 258,487 |  |   | 242,985 |  |
| Controlled, affiliated investments (amortized cost of $697,995 and $540,609, respectively)                                                                                                                |   | 670,978 |  |   | 500,285 |  |
| Total investments, at fair value (amortized cost of $4,248,762 and $4,158,191, respectively)                                                                                                              |   | 4,082,314 |  |   | 3,969,097 |  |
| Cash                                                                                                                                                                                                      |   | 82,658 |  |   | 127,186 |  |
| Cash denominated in foreign currency (cost of $7,217 and $3,724, respectively)                                                                                                                            |   | 7,111 |  |   | 3,778 |  |
| Restricted cash                                                                                                                                                                                           |   | 905 |  |   | 51,181 |  |
| Dividends and interest receivable                                                                                                                                                                         |   | 48,847 |  |   | 42,517 |  |
| Receivable for investments sold                                                                                                                                                                           |   | 126,770 |  |   | 2,320 |  |
| Principal receivable                                                                                                                                                                                      |   | 6,339 |  |   | 3,389 |  |
| Unrealized appreciation on swap contracts                                                                                                                                                                 |   | 4,674 |  |   | 3,763 |  |
| Unrealized appreciation on foreign currency forward contracts                                                                                                                                             |   | 2,641 |  |   | 1,194 |  |
| Receivable from advisers                                                                                                                                                                                  |   | 707 |  |   | 2,802 |  |
| Other assets                                                                                                                                                                                              |   | 12,080 |  |   | 14,273 |  |
| Total assets                                                                                                                                                                                              |   | 4,375,046 |  |   | 4,221,500 |  |
| Liabilities                                                                                                                                                                                               |   |   |   |   |
| Revolving credit facilities                                                                                                                                                                               |   | 1,175,000 |  |   | 965,000 |  |
| Term loan payable, net                                                                                                                                                                                    |   | 381,563 |  |   | 382,768 |  |
| Unsecured notes payable, net                                                                                                                                                                              |   | 241,040 |  |   | 240,612 |  |
| Payable for investments purchased                                                                                                                                                                         |   | 32,715 |  |   | 47,097 |  |
| Unrealized depreciation on swap contracts                                                                                                                                                                 |   | 22,606 |  |   | 29,604 |  |
| Unrealized depreciation on foreign currency forward contracts                                                                                                                                             |   | 2,340 |  |   | 3,401 |  |
| Accrued performance-based incentive fees                                                                                                                                                                  |   | 11,710 |  |   | 8,418 |  |
| Accrued investment advisory fees                                                                                                                                                                          |   | 5,262 |  |   | 5,214 |  |
| Shareholders’ distributions payable                                                                                                                                                                 |   | 50,186 |  |   | 46,959 |  |
| Deferred tax liability                                                                                                                                                                                    |   | 1,442 |  |   | 178 |  |
| Accrued directors' fees                                                                                                                                                                                   |   | 23 |  |   | — |  |
| Other accrued expenses and liabilities                                                                                                                                                                    |   | 10,243 |  |   | 7,147 |  |
| Total liabilities                                                                                                                                                                                         |   | 1,934,130 |  |   | 1,736,398 |  |
| Commitments and contingencies (Note 11)                                                                                                                                                                   |   |   |   |   |
| Net Assets                                                                                                                                                                                                |   | $ | 2,440,916 |  |   | $ | 2,485,102 |  |
| Components of Net Assets                                                                                                                                                                                  |   |   |   |   |
| Common stock, $0.001 par value per share, 1,000,000,000 shares authorized, 124,663,131 and 127,130,589 shares issued and outstanding at June 30, 2018 and December 31, 2017, respectively                 |   | $ | 125 |  |   | $ | 127 |  |
| Paid-in capital in excess of par value                                                                                                                                                                    |   | 2,758,334 |  |   | 2,799,400 |  |
| Undistributed net investment income                                                                                                                                                                       |   | 22,454 |  |   | 37,633 |  |
| Accumulated net realized losses                                                                                                                                                                           |   | (154,397 | ) |   | (134,874 | ) |
| Accumulated net unrealized depreciation on investments, swap contracts, foreign currency forward contracts and foreign currency translation (net of provision for taxes of $1,442 and $178, respectively) |   | (185,600 | ) |   | (217,184 | ) |
| Net assets                                                                                                                                                                                                |   | $ | 2,440,916 |  |   | $ | 2,485,102 |  |
| Net asset value per share                                                                                                                                                                                 |   | $ | 19.58 |  |   | $ | 19.55 |  |

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|                                                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                                          |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
|                                                                                                          |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Investment income                                                                                             |
| Interest income:                                                                                              |
| Non-controlled, non-affiliated investments (net of tax withholding, $3, $1,528, $64 and $1,801, respectively) |   | $ | 78,586 |  |   | $ | 75,894 |  |   | $ | 161,492 |  |   | $ | 159,629 |  |
| Non-controlled, affiliated investments                                                                        |   | 2,234 |  |   | 3,122 |  |   | 3,975 |  |   | 3,122 |  |
| Controlled, affiliated investments                                                                            |   | 2,691 |  |   | — |  |   | 2,691 |  |   | — |  |
| Total interest income                                                                                         |   | 83,511 |  |   | 79,016 |  |   | 168,158 |  |   | 162,751 |  |
| Payment-in-kind interest income:                                                                              |
| Non-controlled, non-affiliated investments                                                                    |   | 1,330 |  |   | 1,109 |  |   | 2,439 |  |   | 2,136 |  |
| Non-controlled, affiliated investments                                                                        |   | — |  |   | — |  |   | — |  |   | — |  |
| Controlled, affiliated investments                                                                            |   | 3,751 |  |   | 2,940 |  |   | 7,446 |  |   | 5,403 |  |
| Total payment-in-kind interest income                                                                         |   | 5,081 |  |   | 4,049 |  |   | 9,885 |  |   | 7,539 |  |
| Fee income:                                                                                                   |
| Non-controlled, non-affiliated investments                                                                    |   | 4,179 |  |   | 5,645 |  |   | 4,886 |  |   | 8,250 |  |
| Total fee income                                                                                              |   | 4,179 |  |   | 5,645 |  |   | 4,886 |  |   | 8,250 |  |
| Dividend and other income:                                                                                    |
| Non-controlled, non-affiliated investments                                                                    |   | 1,166 |  |   | 3,893 |  |   | 2,132 |  |   | 4,189 |  |
| Non-controlled, affiliated investments                                                                        |   | — |  |   | — |  |   | — |  |   | — |  |
| Controlled, affiliated investments                                                                            |   | 9,827 |  |   | 7,871 |  |   | 18,345 |  |   | 10,593 |  |
| Total dividend and other income                                                                               |   | 10,993 |  |   | 11,764 |  |   | 20,477 |  |   | 14,782 |  |
| Total investment income                                                                                       |   | 103,764 |  |   | 100,474 |  |   | 203,406 |  |   | 193,322 |  |
| Operating expenses                                                                                            |
| Investment advisory fees                                                                                      |   | 15,563 |  |   | 20,914 |  |   | 30,778 |  |   | 41,685 |  |
| Interest expense                                                                                              |   | 22,272 |  |   | 15,207 |  |   | 42,086 |  |   | 29,355 |  |
| Performance-based incentive fees                                                                              |   | 11,710 |  |   | 4,748 |  |   | 24,083 |  |   | 5,675 |  |
| Professional services                                                                                         |   | 2,631 |  |   | 1,959 |  |   | 3,893 |  |   | 3,005 |  |
| Investment adviser expenses                                                                                   |   | 267 |  |   | 1,713 |  |   | 460 |  |   | 2,609 |  |
| Administrative services                                                                                       |   | 796 |  |   | 770 |  |   | 1,457 |  |   | 1,610 |  |
| Custodian and accounting fees                                                                                 |   | 443 |  |   | 399 |  |   | 838 |  |   | 836 |  |
| Offering expenses                                                                                             |   | — |  |   | 122 |  |   | — |  |   | 327 |  |
| Director fees and expenses                                                                                    |   | 150 |  |   | 168 |  |   | 298 |  |   | 301 |  |
| Other                                                                                                         |   | 528 |  |   | 1,362 |  |   | 972 |  |   | 2,141 |  |
| Total operating expenses                                                                                      |   | 54,360 |  |   | 47,362 |  |   | 104,865 |  |   | 87,544 |  |
| Net investment income before taxes                                                                            |   | 49,404 |  |   | 53,112 |  |   | 98,541 |  |   | 105,778 |  |
| Income tax expense (benefit), including excise tax                                                            |   | (22 | ) |   | 198 |  |   | (375 | ) |   | 321 |  |
| Net investment income                                                                                         |   | 49,426 |  |   | 52,914 |  |   | 98,916 |  |   | 105,457 |  |
| Net realized and unrealized gains (losses)                                                                    |
| Net realized gains (losses) on:                                                                               |
| Non-controlled, non-affiliated investments                                                                    |   | (11,179 | ) |   | (85,586 | ) |   | (16,127 | ) |   | (70,108 | ) |
| Controlled, affiliated investments                                                                            |   | (12,797 | ) |   | (7,567 | ) |   | (12,797 | ) |   | (7,413 | ) |
| Swap contracts                                                                                                |   | 787 |  |   | 11,995 |  |   | 2,411 |  |   | 14,311 |  |
| Foreign currency forward contracts                                                                            |   | 6,653 |  |   | (633 | ) |   | 4,477 |  |   | (78 | ) |
| Foreign currency transactions                                                                                 |   | 3,471 |  |   | 2,397 |  |   | 2,513 |  |   | 1,882 |  |
| Net realized losses                                                                                           |   | (13,065 | ) |   | (79,394 | ) |   | (19,523 | ) |   | (61,406 | ) |

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|                                                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                              |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
|                                                                              |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Net change in unrealized appreciation (depreciation) on:                          |
| Non-controlled, non-affiliated investments                                        |   | $ | 2,624 |  |   | $ | 88,101 |  |   | $ | 31,855 |  |   | $ | 99,441 |  |
| Non-controlled, affiliated investments                                            |   | (13,088 | ) |   | (2,879 | ) |   | (22,516 | ) |   | (708 | ) |
| Controlled, affiliated investments                                                |   | (5,193 | ) |   | 17,117 |  |   | 13,307 |  |   | 22,805 |  |
| Swap contracts                                                                    |   | 15,855 |  |   | (38,262 | ) |   | 7,909 |  |   | (39,890 | ) |
| Foreign currency forward contracts                                                |   | 2,265 |  |   | (9,345 | ) |   | 2,508 |  |   | (11,981 | ) |
| Foreign currency translation                                                      |   | (519 | ) |   | (393 | ) |   | (215 | ) |   | (725 | ) |
| Provision for taxes                                                               |   | (231 | ) |   | 9,103 |  |   | (1,264 | ) |   | 8,689 |  |
| Net change in unrealized appreciation                                             |   | 1,713 |  |   | 63,442 |  |   | 31,584 |  |   | 77,631 |  |
| Net realized and unrealized gains (losses)                                        |   | (11,352 | ) |   | (15,952 | ) |   | 12,061 |  |   | 16,225 |  |
| Net increase in net assets resulting from operations                              |   | $ | 38,074 |  |   | $ | 36,962 |  |   | $ | 110,977 |  |   | $ | 121,682 |  |
| Net investment income per share                                                   |   | $ | 0.39 |  |   | $ | 0.39 |  |   | $ | 0.78 |  |   | $ | 0.77 |  |
| Diluted and basic earnings per share                                              |   | $ | 0.30 |  |   | $ | 0.27 |  |   | $ | 0.88 |  |   | $ | 0.89 |  |
| Weighted average number of shares of common stock outstanding (basic and diluted) |   | 126,056,390 |  |   | 137,064,172 |  |   | 126,558,009 |  |   | 137,275,134 |  |
| Distributions declared per share                                                  |   | $ | 0.50 |  |   | $ | 0.45 |  |   | $ | 0.90 |  |   | $ | 0.90 |  |

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|                                                                                                                                                          |  |  |  |  |  |  |  |  |
|                                                                                                                                                     |   | Six Months Ended June 30, |
|                                                                                                                                                     |   | 2018 |   | 2017 |
| Operations                                                                                                                                               |   |   |   |   |
| Net investment income                                                                                                                                    |   | $ | 98,916 |  |   | $ | 105,457 |  |
| Net realized gains (losses) on investments, swap contracts, foreign currency forward contracts and foreign currency transactions                         |   | (19,523 | ) |   | (61,406 | ) |
| Net change in unrealized appreciation (depreciation) on investments, swap contracts, foreign currency forward contracts and foreign currency translation |   | 31,584 |  |   | 77,631 |  |
| Net increase in net assets resulting from operations                                                                                                     |   | 110,977 |  |   | 121,682 |  |
| Distributions to shareholders from                                                                                                                       |   |   |   |   |
| Net investment income                                                                                                                                    |   | (98,916 | ) |   | (105,457 | ) |
| Distributions in excess of net investment income (Note 8)                                                                                                |   | (15,179 | ) |   | (18,870 | ) |
| Net decrease in net assets resulting from shareholders’ distributions                                                                              |   | (114,095 | ) |   | (124,327 | ) |
| Capital share transactions                                                                                                                               |   |   |   |   |
| Reinvestment of shareholders’ distributions                                                                                                        |   | — |  |   | 61,325 |  |
| Repurchase of shares of common stock                                                                                                                     |   | (41,068 | ) |   | (68,114 | ) |
| Net increase/(decrease) in net assets resulting from capital share transactions                                                                          |   | (41,068 | ) |   | (6,789 | ) |
| Total increase (decrease) in net assets                                                                                                                  |   | (44,186 | ) |   | (9,434 | ) |
| Net assets at beginning of period                                                                                                                        |   | 2,485,102 |  |   | 2,759,332 |  |
| Net assets at end of period                                                                                                                              |   | $ | 2,440,916 |  |   | $ | 2,749,898 |  |
| Capital share activity                                                                                                                                   |   |   |   |   |
| Shares issued from reinvestment of distributions                                                                                                         |   | — |  |   | 3,005,031 |  |
| Shares repurchased                                                                                                                                       |   | (2,467,458 | ) |   | (3,359,846 | ) |
| Net increase (decrease) in shares outstanding                                                                                                            |   | (2,467,458 | ) |   | (354,815 | ) |
| Undistributed net investment income at end of period                                                                                                     |   | $ | 22,454 |  |   | $ | 20,696 |  |

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|                                                                                                                                       |  |  |  |  |  |  |  |  |
|                                                                                                                                  |   | Six Months Ended June 30, |
|                                                                                                                                  |   | 2018 |   | 2017 |
| Operating Activities:                                                                                                                 |
| Net increase in net assets resulting from operations                                                                                  |   | $ | 110,977 |  |   | $ | 121,682 |  |
| Adjustments to reconcile net increase in net assets resulting from operations to net cash provided by (used in) operating activities: |   |   |   |   |
| Purchases of investments                                                                                                              |   | (952,928 | ) |   | (819,207 | ) |
| Decrease in payable for investments purchased                                                                                         |   | (14,382 | ) |   | 97,207 |  |
| Payment-in-kind interest capitalized                                                                                                  |   | (4,161 | ) |   | (2,146 | ) |
| Proceeds from sales of investments                                                                                                    |   | 395,878 |  |   | 248,741 |  |
| Proceeds from principal payments                                                                                                      |   | 451,349 |  |   | 514,165 |  |
| Net realized loss on investments                                                                                                      |   | 28,924 |  |   | 77,521 |  |
| Net change in unrealized appreciation on investments                                                                                  |   | (22,646 | ) |   | (121,538 | ) |
| Net change in unrealized depreciation on swap contracts                                                                               |   | (7,909 | ) |   | 39,890 |  |
| Net change in unrealized (appreciation) depreciation on foreign currency forward contracts                                            |   | (2,508 | ) |   | 11,981 |  |
| Net change in unrealized (appreciation) depreciation on foreign currency translation                                                  |   | 215 |  |   | 725 |  |
| Amortization of premium/discount, net                                                                                                 |   | (10,321 | ) |   | (11,882 | ) |
| Amortization of deferred financing costs                                                                                              |   | 2,634 |  |   | 2,038 |  |
| Accretion of discount on term loan payable                                                                                            |   | 207 |  |   | 200 |  |
| Decrease (increase) in short-term investments, net                                                                                    |   | 688 |  |   | (1,439 | ) |
| Increase in collateral on deposit with custodian                                                                                      |   | — |  |   | 95,000 |  |
| Decrease (increase) in dividends and interest receivable                                                                              |   | (6,330 | ) |   | 7,101 |  |
| Decrease (increase) in receivable for investments sold                                                                                |   | (124,450 | ) |   | 24,217 |  |
| Increase in principal receivable                                                                                                      |   | (2,950 | ) |   | (7,097 | ) |
| Decrease in receivable from advisers                                                                                                  |   | 2,095 |  |   | (3,589 | ) |
| Decrease in deferred tax asset                                                                                                        |   | — |  |   | (7,011 | ) |
| Decrease in other assets                                                                                                              |   | 560 |  |   | 230 |  |
| Increase (decrease) in accrued investment advisory fees                                                                               |   | 48 |  |   | (449 | ) |
| Increase (decrease) in accrued performance-based incentive fees                                                                       |   | 3,292 |  |   | (157 | ) |
| Increase in deferred tax liability                                                                                                    |   | 1,264 |  |   | (1,679 | ) |
| Increase (decrease) in other accrued expenses and liabilities                                                                         |   | 3,119 |  |   | (393 | ) |
| Net cash provided by operating activities                                                                                             |   | (147,335 | ) |   | 264,111 |  |
| Financing Activities:                                                                                                                 |
| Payments on repurchases of shares of common stock                                                                                     |   | (41,068 | ) |   | (68,114 | ) |
| Distributions paid                                                                                                                    |   | (110,868 | ) |   | (63,002 | ) |
| Repayments under term loan payable                                                                                                    |   | (2,000 | ) |   | (2,000 | ) |
| Borrowings under revolving credit facilities                                                                                          |   | 583,449 |  |   | 298,500 |  |
| Repayments of revolving credit facilities                                                                                             |   | (373,449 | ) |   | (558,500 | ) |
| Borrowings under unsecured notes payable                                                                                              |   | — |  |   | 140,000 |  |
| Repayments under repurchase agreement                                                                                                 |   | — |  |   | (24,726 | ) |
| Deferred financing costs paid                                                                                                         |   | (40 | ) |   | (2,829 | ) |
| Net cash used in financing activities                                                                                                 |   | 56,024 |  |   | (280,671 | ) |
| Effect of exchange rate changes on cash                                                                                               |   | (160 | ) |   | 403 |  |
| Net decrease in cash                                                                                                                  |   | (91,471 | ) |   | (16,157 | ) |
| Cash, cash denominated in foreign currency and restricted cash, beginning of period                                                   |   | 182,145 |  |   | 146,613 |  |
| Cash, cash denominated in foreign currency and restricted cash, end of period                                                         |   | $ | 90,674 |  |   | $ | 130,456 |  |
| Supplemental disclosure of cash flow information and non-cash financing activities:                                                   |
| Cash paid for interest                                                                                                                |   | $ | 34,609 |  |   | $ | 26,293 |  |
| Taxes paid, including excise tax                                                                                                      |   | $ | 1,400 |  |   | $ | 3,820 |  |
| Distributions reinvested                                                                                                              |   | $ | — |  |   | $ | 61,325 |  |
| Change in distributions payable                                                                                                       |   | $ | (3,227 | ) |   | $ | — |  |

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Table of Contents

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|                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                             |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| First Lien Senior Secured Loan—64.2% |
| A10 Capital, LLC                           |  | (f)(3) |  | Diversified Financials |  | L + 650 |  | 1.00 | % |  | 5/1/2023 |  | $ | 30,265 |  |  | $ | 29,836 |  |  | $ | 29,945 |  |
| Abaco Systems, Inc.                        |  | (f)(g)(h)(2) |  | Capital Goods |  | L + 600 |  | 1.00 | % |  | 12/7/2021 |  | 62,166 |  |  | 60,384 |  |  | 60,254 |  |
| ABB CONCISE Optical Group, LLC             |  | (3) |  | Retailing |  | L + 500 |  | 1.00 | % |  | 6/15/2023 |  | 13,121 |  |  | 13,151 |  |  | 13,252 |  |
| Accuride Corp.                             |  | (h)(2) |  | Capital Goods |  | L + 525 |  | 1.00 | % |  | 11/17/2023 |  | 18,211 |  |  | 17,893 |  |  | 18,484 |  |
| ACG Materials                              |  | (f)(g)(3) |  | Materials |  | L + 700 |  | 1.00 | % |  | 4/27/2024 |  | 427 |  |  | 427 |  |  | 351 |  |
|                                            |  | (f)(g)(3) |  |  |  | L + 700 |  | 1.00 | % |  | 4/27/2024 |  | 18,788 |  |  | 18,600 |  |  | 18,571 |  |
| Acosta Holdco, Inc.                        |  | (3) |  | Commercial & Professional Services |  | L + 325 |  | 1.00 | % |  | 9/26/2021 |  | 19,277 |  |  | 17,572 |  |  | 14,614 |  |
| Advantage Sales & Marketing, Inc.      |  | (3) |  | Commercial & Professional Services |  | L + 325 |  | 1.00 | % |  | 7/23/2021 |  | 6,370 |  |  | 6,144 |  |  | 6,040 |  |
| Agro Merchants Global, LP                  |  | (2) |  | Transportation |  | L + 375 |  | 1.00 | % |  | 12/6/2024 |  | 699 |  |  | 696 |  |  | 702 |  |
| Aleris International, Inc.                 |  | (3) |  | Materials |  | L + 475 |  |  |  |  | 2/27/2023 |  | 3,413 |  |  | 3,391 |  |  | 3,389 |  |
| Alion Science & Technology Corp.       |  | (3) |  | Capital Goods |  | L + 450 |  | 1.00 | % |  | 8/19/2021 |  | 2,716 |  |  | 2,715 |  |  | 2,732 |  |
| AltEn, LLC                                 |  | (f)(i)(j)(k)(3) |  | Energy |  | L + 900 PIK (L + 900 Max PIK) |  |  |  |  | 9/12/2018 |  | 42,747 |  |  | 29,836 |  |  | 2,137 |  |
| AM General, LLC                            |  | (f)(g)(h)(3) |  | Capital Goods |  | L + 725 |  | 1.00 | % |  | 12/28/2021 |  | 83,441 |  |  | 82,513 |  |  | 83,512 |  |

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|                                         |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                          |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| American Tire Distributors, Inc.        |  | (3) |  | Automobiles & Components |  | L + 425 |  | 1.00 | % |  | 9/1/2021 |  | $ | 6,895 |  |  | $ | 6,033 |  |  | $ | 4,521 |  |
| Amtek Global Technology Pte. Ltd. (GER) |  | (f)(l)(m)(n)(EUR) |  | Automobiles & Components |  | 5.00% |  |  |  | 4/1/2023 |  | € | 49,233 |  |  | 60,473 |  |  | 57,494 |  |
| Apex Group Limited (GBR)                |  | (f)(g)(l)(n)(2) |  | Diversified Financials |  | L + 650 |  | 1.00 | % |  | 6/15/2025 |  | $ | 14,251 |  |  | 13,967 |  |  | 13,966 |  |
| Bay Club, Co.                           |  | (2) |  | Consumer Services |  | L + 650 |  | 1.00 | % |  | 8/31/2022 |  | 5,522 |  |  | 5,491 |  |  | 5,584 |  |
| Berner Food & Beverage, LLC         |  | (f)(g)(h)(2) |  | Food & Staples Retailing |  | L + 675 |  | 1.00 | % |  | 2/2/2023 |  | 56,395 |  |  | 55,868 |  |  | 53,353 |  |
| Blackhawk Mining LLC                    |  | (f)(3) |  | Energy |  | L + 1050 |  |  |  |  | 2/26/2022 |  | 3,509 |  |  | 3,423 |  |  | 3,439 |  |
| Charlotte Russe, Inc.                   |  | (f)(j)(2) |  | Retailing |  | 8.50% |  |  |  | 2/2/2023 |  | 9,452 |  |  | 9,476 |  |  | 8,114 |  |
| Commercial Barge Line Co.               |  | (3) |  | Transportation |  | L + 875 |  | 1.00 | % |  | 11/12/2020 |  | 4,697 |  |  | 4,188 |  |  | 3,289 |  |
| CTI Foods Holding Co., LLC              |  | (3) |  | Food, Beverage & Tobacco |  | L + 350 |  | 1.00 | % |  | 6/29/2020 |  | 3,762 |  |  | 3,594 |  |  | 3,286 |  |
| Distribution International, Inc.        |  | (2) |  | Retailing |  | L + 500 |  | 1.00 | % |  | 12/15/2021 |  | 28,170 |  |  | 23,747 |  |  | 26,903 |  |
| Eagle Family Foods, Inc.                |  | (f)(g)(2) |  | Food, Beverage & Tobacco |  | L + 650 |  | 1.00 | % |  | 6/14/2023 |  | 835 |  |  | 793 |  |  | 793 |  |
|                                         |  | (f)(g)(h)(2) |  |  |  | L + 650 |  | 1.00 | % |  | 6/14/2024 |  | 25,058 |  |  | 24,777 |  |  | 24,776 |  |
| Frontline Technologies Group, LLC       |  | (f)(g)(h)(3) |  | Software & Services |  | L + 650 |  | 1.00 | % |  | 9/18/2023 |  | 61,449 |  |  | 60,488 |  |  | 59,567 |  |
| Greystone & Co, Inc.                |  | (f)(g)(2) |  | Diversified Financials |  | L + 800 |  | 1.00 | % |  | 4/17/2024 |  | 37,781 |  |  | 37,451 |  |  | 38,869 |  |
| Hunt Mortgage                           |  | (f)(g)(3) |  | Diversified Financials |  | L + 750 |  | 1.00 | % |  | 2/14/2023 |  | 60,619 |  |  | 59,855 |  |  | 61,071 |  |
| Integro Ltd./United States              |  | (f)(g)(h)(3) |  | Insurance |  | L + 575 |  |  |  |  | 10/30/2022 |  | 25,800 |  |  | 25,672 |  |  | 25,671 |  |

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Table of Contents

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|                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)             |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| JAKKS Pacific, Inc.        |  | (f)(2) |  | Consumer Durables & Apparel |  | L + 900 |  | 1.50 | % |  | 6/14/2021 |  | $ | 2,544 |  |  | $ | 2,525 |  |  | $ | 2,525 |  |
| JHT Holdings, Inc.         |  | (f)(g)(h)(3) |  | Capital Goods |  | L + 850 |  | 1.00 | % |  | 5/4/2022 |  | 27,815 |  |  | 27,434 |  |  | 29,206 |  |
| Jo-Ann Stores, Inc.        |  | (2) |  | Retailing |  | L + 500 |  | 1.00 | % |  | 10/20/2023 |  | 16,152 |  |  | 16,011 |  |  | 16,064 |  |
| Koosharem, LLC             |  | (2) |  | Commercial & Professional Services |  | L + 500 |  | 1.00 | % |  | 4/10/2025 |  | 2,816 |  |  | 2,871 |  |  | 2,846 |  |
| Matchesfashion, Ltd. (GBR) |  | (f)(g)(l)(n)(2) |  | Consumer Durables & Apparel |  | L + 462.50 |  |  |  |  | 10/16/2024 |  | 12,688 |  |  | 11,817 |  |  | 12,115 |  |
| Murray Energy Corp         |  | (f)(2) |  | Materials |  | L + 900 |  | 2.00 | % |  | 2/12/2021 |  | 9,922 |  |  | 9,848 |  |  | 9,848 |  |
| National Debt Relief, LLC  |  | (f)(g)(h)(2) |  | Diversified Financials |  | L + 675 |  | 1.00 | % |  | 5/31/2023 |  | 22,397 |  |  | 22,301 |  |  | 22,617 |  |
|                            |  | (f)(g)(2) |  |  |  | L + 675 |  | 1.00 | % |  | 5/31/2023 |  | 7,344 |  |  | 7,312 |  |  | 7,487 |  |
| NBG Home                   |  | (h)(7) |  | Consumer Durables & Apparel |  | L + 550 |  | 1.00 | % |  | 4/26/2024 |  | 25,513 |  |  | 25,057 |  |  | 25,513 |  |
| NCI, Inc.                  |  | (f)(g)(h)(2) |  | Software & Services |  | L + 750 |  | 1.00 | % |  | 8/15/2024 |  | 83,920 |  |  | 82,966 |  |  | 84,521 |  |
| Nine West Holdings         |  | (f) |  | Consumer Durables & Apparel |  | 10.00% |  |  |  |  | 12/31/2018 |  | 1,281 |  |  | 1,113 |  |  | 1,244 |  |
|                            |  | (4) |  |  |  | P + 275 |  | 1.00 | % |  | 10/8/2019 |  | 16,195 |  |  | 15,558 |  |  | 15,966 |  |
| Onvoy, LLC                 |  | (2) |  | Telecommunication Services |  | L + 450 |  | 1.00 | % |  | 2/10/2024 |  | 1,144 |  |  | 1,106 |  |  | 1,108 |  |

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|                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                 |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Pacific Union Financial, LLC   |  | (f)(3) |  | Diversified Financials |  | L + 750 |  | 1.00 | % |  | 4/21/2022 |  | $ | 72,404 |  |  | $ | 71,483 |  |  | $ | 68,740 |  |
| PAE Holding Corp.              |  | (3) |  | Capital Goods |  | L + 550 |  | 1.00 | % |  | 10/20/2022 |  | 3,204 |  |  | 3,197 |  |  | 3,222 |  |
| Patriot Well Solutions, LLC    |  | (f)(3) |  | Energy |  | L + 875 |  | 1.00 | % |  | 3/31/2021 |  | 4,333 |  |  | 4,260 |  |  | 4,220 |  |
| Payless, Inc.                  |  | (f)(3) |  | Retailing |  | L + 870 |  | 1.00 | % |  | 8/10/2022 |  | 7,406 |  |  | 7,255 |  |  | 7,340 |  |
| Petroplex Acidizing, Inc.      |  | (f)(i)(3) |  | Energy |  | L + 725, 1.75% PIK (1.75% Max PIK) |  | 1.00 | % |  | 12/5/2019 |  | 22,696 |  |  | 22,696 |  |  | 22,511 |  |
|                                |  | (f)(i)(k) |  | Energy |  | 15% PIK (15.00% Max PIK) |  |  |  |  | 12/5/2019 |  | 22,188 |  |  | 13,805 |  |  | 8,748 |  |
| Qdoba Restaurant Corp.         |  | (3) |  | Consumer Services |  | L + 700 |  | 1.00 | % |  | 3/21/2025 |  | 12,968 |  |  | 12,711 |  |  | 13,098 |  |
| Raley's                        |  | (h)(3) |  | Food & Staples Retailing |  | L + 525 |  | 1.00 | % |  | 5/18/2022 |  | 10,814 |  |  | 10,574 |  |  | 10,881 |  |
| Revere Superior Holdings, Inc. |  | (f)(2) |  | Software & Services |  | L + 675 |  | 1.00 | % |  | 11/21/2022 |  | 14,153 |  |  | 14,022 |  |  | 14,080 |  |
|                                |  | (f)(g)(h)(2) |  |  |  | L + 675 |  | 1.00 | % |  | 11/21/2022 |  | 65,407 |  |  | 64,822 |  |  | 65,856 |  |
|                                |  | (f)(g)(h)(2) |  |  |  | L + 675 |  | 1.00 | % |  | 11/21/2022 |  | 2,345 |  |  | 2,303 |  |  | 2,361 |  |
|                                |  | (f)(2) |  |  |  | L + 675 |  | 1.00 | % |  | 11/21/2022 |  | 3,162 |  |  | 3,070 |  |  | 2,517 |  |
| Savers, Inc.                   |  | (2) |  | Retailing |  | L + 375 |  | 1.25 | % |  | 7/9/2019 |  | 11,124 |  |  | 10,731 |  |  | 10,916 |  |
| Sequa Corp.                    |  | (3) |  | Materials |  | L + 500 |  | 1.00 | % |  | 11/28/2021 |  | 19,507 |  |  | 19,669 |  |  | 19,575 |  |
| SIRVA Worldwide, Inc.          |  | (h)(2) |  | Commercial & Professional Services |  | L + 650 |  | 1.00 | % |  | 11/22/2022 |  | 20,925 |  |  | 20,513 |  |  | 21,004 |  |

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|                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                    |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| SMART Global Holdings Inc         |  | (f)(h)(n)(2) |  | Semiconductors & Semiconductor Equipment |  | L + 625 |  | 1.00 | % |  | 8/9/2022 |  | $ | 43,766 |  |  | $ | 43,720 |  |  | $ | 44,167 |  |
| Smile Brands Group, Inc.          |  | (f)(h)(3) |  | Health Care Equipment & Services |  | L + 625 |  | 1.00 | % |  | 8/15/2022 |  | 11,950 |  |  | 11,839 |  |  | 12,105 |  |
| Sutherland Global Services, Inc.  |  | (n)(2) |  | Software & Services |  | L + 537.50 |  | 1.00 | % |  | 4/23/2021 |  | 1,474 |  |  | 1,423 |  |  | 1,419 |  |
|                                   |  | (n)(2) |  |  |  | L + 537.50 |  | 1.00 | % |  | 4/23/2021 |  | 6,333 |  |  | 6,112 |  |  | 6,095 |  |
| Sweet Harvest Foods Management Co |  | (f)(g)(h)(2) |  | Food & Staples Retailing |  | L + 675 |  | 1.00 | % |  | 5/30/2023 |  | 26,886 |  |  | 26,770 |  |  | 25,050 |  |
| Team Health, Inc.                 |  | (3) |  | Health Care Equipment & Services |  | L + 275 |  | 1.00 | % |  | 2/6/2024 |  | 12,660 |  |  | 12,270 |  |  | 12,201 |  |
| ThreeSixty Group                  |  | (f)(g)(h)(3) |  | Retailing |  | L + 700 |  | 1.00 | % |  | 3/1/2023 |  | 51,095 |  |  | 50,472 |  |  | 50,112 |  |
|                                   |  | (f)(g)(h)(3) |  |  |  | L + 700 |  | 1.00 | % |  | 3/1/2023 |  | 51,443 |  |  | 50,809 |  |  | 50,453 |  |
| Utility One Source, LP            |  | (3) |  | Capital Goods |  | L + 550 |  | 1.00 | % |  | 4/18/2023 |  | 9,656 |  |  | 9,581 |  |  | 9,910 |  |
| Vee Pak, Inc.                     |  | (f)(g)(h)(2) |  | Household & Personal Products |  | L + 675 |  | 1.00 | % |  | 3/9/2023 |  | 39,537 |  |  | 39,050 |  |  | 36,693 |  |
| Virgin Pulse, Inc.                |  | (f)(g)(h)(2) |  | Software & Services |  | L + 650 |  | 1.00 | % |  | 5/22/2025 |  | 58,916 |  |  | 58,336 |  |  | 58,385 |  |
| Wheels Up Partners, LLC           |  | (f)(2) |  | Transportation |  | L + 850 |  | 1.00 | % |  | 1/26/2021 |  | 14,257 |  |  | 14,211 |  |  | 14,258 |  |
|                                   |  | (f)(2) |  |  |  | L + 850 |  | 1.00 | % |  | 8/26/2021 |  | 7,196 |  |  | 7,179 |  |  | 7,163 |  |
|                                   |  | (f)(2) |  |  |  | L + 710 |  | 1.00 | % |  | 8/1/2024 |  | 23,193 |  |  | 23,115 |  |  | 23,292 |  |
|                                   |  | (f)(2) |  |  |  | L + 710 |  | 1.00 | % |  | 11/1/2024 |  | 9,501 |  |  | 9,462 |  |  | 9,544 |  |
|                                   |  | (f)(2) |  |  |  | L + 710 |  | 1.00 | % |  | 12/21/2024 |  | 29,846 |  |  | 29,662 |  |  | 29,696 |  |
|                                   |  | (f)(2) |  |  |  | L + 710 |  | 1.00 | % |  | 12/21/2024 |  | 4,862 |  |  | 4,816 |  |  | 4,881 |  |

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|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                              |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| WireCo WorldGroup, Inc.                     |  | (3) |  | Capital Goods |  | L + 500 |  | 1.00 | % |  | 9/29/2023 |  | $ | 2,619 |  |  | $ | 2,636 |  |  | $ | 2,637 |  |
| Z Gallerie, LLC.                            |  | (f)(h)(k)(3) |  | Retailing |  | L + 650 |  | 1.00 | % |  | 10/8/2020 |  | 31,206 |  |  | 31,041 |  |  | 19,184 |  |
| Total First Lien Senior Secured Loan        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 1,617,988 |  |  | $ | 1,568,053 |  |
| Second Lien Senior Secured Loan—42.6% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Abaco Systems, Inc.                         |   | (f)(g)(2) |  | Capital Goods |  | L + 1050 |  | 1.00 | % |  | 6/7/2022 |  | $ | 63,371 |  |  | $ | 62,482 |  |  | $ | 61,283 |  |
| Access CIG, LLC                             |   | (3) |  | Software & Services |  | L + 775 |  |  |  |  | 2/27/2026 |  | 281 |  |  | 278 |  |  | 282 |  |
| Advantage Sales & Marketing, Inc.       |  | (3) |  | Commercial & Professional Services |  | L + 650 |  | 1.00 | % |  | 7/25/2022 |  | 731 |  |  | 682 |  |  | 669 |  |
| Agro Merchants Global LP (CYM)              |  | (f)(l)(2) |  | Transportation |  | L + 800 |  | 1.00 | % |  | 11/30/2025 |  | 15,000 |  |  | 14,644 |  |  | 14,878 |  |
| Albany Molecular Research, Inc.             |  | (3) |  | Pharmaceuticals, Biotechnology & Life Sciences |  | L + 700 |  | 1.00 | % |  | 8/28/2025 |  | 8,265 |  |  | 8,319 |  |  | 8,275 |  |
| Amtek Global Technology Pte. Ltd. (GER)     |  | (f)(l)(m)(n)(EUR) |  | Automobiles & Components |  | 5.00% |  |  |  |  | 4/1/2023 |  | € | 32,822 |  |  | 40,315 |  |  | 38,330 |  |
| Belk, Inc                                   |  | (f)(g)(2) |  | Retailing |  | 10.50% |  |  |  |  | 6/12/2023 |  | $ | 99,615 |  |  | 98,115 |  |  | 74,687 |  |
| CommerceHub, Inc.                           |  | (f)(3) |  | Software & Services |  | L + 775 |  | 1.00 | % |  | 6/30/2026 |  | 69,278 |  |  | 67,213 |  |  | 67,774 |  |
| CTI Foods Holding Co., LLC                  |  | (3) |  | Food, Beverage & Tobacco |  | L + 725 |  | 1.00 | % |  | 6/28/2021 |  | 23,219 |  |  | 23,059 |  |  | 17,646 |  |
| Culligan International Co.                  |  | (f)(3) |  | Household & Personal Products |  | L + 850 |  | 1.00 | % |  | 12/13/2024 |  | 65,984 |  |  | 65,338 |  |  | 66,355 |  |
| Direct ChassisLink, Inc.                    |  | (3) |  | Transportation |  | L + 600 |  |  |  |  | 6/15/2023 |  | 1,315 |  |  | 1,346 |  |  | 1,330 |  |
| EaglePicher Technologies, LLC               |  | (3) |  | Capital Goods |  | L + 725 |  |  |  |  | 3/8/2026 |  | 2,970 |  |  | 2,948 |  |  | 2,983 |  |

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|                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                      |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Emerald Performance Materials, LLC  |  | (3) |  | Materials |  | L + 775 |  | 1.00 | % |  | 8/1/2022 |  | $ | 2,041 |  |  | $ | 2,036 |  |  | $ | 2,048 |  |
| Excelitas Technologies Corp.        |  | (7) |  | Technology Hardware & Equipment |  | L + 750 |  | 1.00 | % |  | 12/1/2025 |  | 7,344 |  |  | 7,475 |  |  | 7,523 |  |
| FleetPride Corporation              |  | (3) |  | Capital Goods |  | L + 900 |  | 1.25 | % |  | 5/19/2023 |  | 18 |  |  | 18 |  |  | 18 |  |
| Genoa, a QoL Healthcare Co., LLC    |  | (3) |  | Health Care Equipment & Services |  | L + 800 |  | 1.00 | % |  | 10/28/2024 |  | 10,828 |  |  | 10,690 |  |  | 10,991 |  |
| Grocery Outlet, Inc.                |  | (3) |  | Food & Staples Retailing |  | L + 825 |  | 1.00 | % |  | 10/21/2022 |  | 15,346 |  |  | 15,022 |  |  | 15,499 |  |
| Higginbotham Insurance Agency, Inc. |  | (f)(3) |  | Insurance |  | L + 725 |  | 1.00 | % |  | 12/19/2025 |  | 18,696 |  |  | 18,522 |  |  | 18,647 |  |
| Integro Ltd/United States           |  | (f)(2) |  | Insurance |  | L + 925 |  |  |  |  | 6/8/2025 |  | 4,778 |  |  | 4,730 |  |  | 4,730 |  |
| Invictus                            |  | (3) |  | Materials |  | L + 675 |  |  |  |  | 3/30/2026 |  | 3,371 |  |  | 3,413 |  |  | 3,409 |  |
| iParadigms Holdings, LLC            |  | (2) |  | Software & Services |  | L + 725 |  | 1.00 | % |  | 7/29/2022 |  | 21,868 |  |  | 21,761 |  |  | 21,650 |  |
| Jo-Ann Stores, Inc.                 |  | (2) |  | Retailing |  | L + 925 |  | 1.00 | % |  | 5/21/2024 |  | 610 |  |  | 601 |  |  | 605 |  |
| LBM Borrower, LLC                   |  |  |  | Materials |  | L + 925 |  | 1.00 | % |  | 8/20/2023 |  | 21,256 |  |  | 21,150 |  |  | 21,416 |  |
| MedAssets, Inc.                     |  | (f)(g)(3) |  | Health Care Equipment & Services |  | L + 975 |  | 1.00 | % |  | 4/20/2023 |  | 63,000 |  |  | 61,534 |  |  | 63,945 |  |
| Misys, Ltd. (GBR)                   |  | (n)(2) |  | Software & Services |  | L + 725 |  | 1.00 | % |  | 6/13/2025 |  | 8,403 |  |  | 8,346 |  |  | 8,117 |  |
| NBG Home                            |  | (f)(2) |  | Consumer Durables & Apparel |  | L + 975 |  | 1.00 | % |  | 9/30/2024 |  | 34,205 |  |  | 33,745 |  |  | 34,547 |  |
| NEP Group, Inc.                     |  | (2) |  | Media |  | L + 700 |  | 1.00 | % |  | 1/23/2023 |  | 5,955 |  |  | 5,998 |  |  | 5,996 |  |
| One Call Medical, Inc.              |  | (f)(i)(3) |  | Insurance |  | L + 375, 6.00% PIK (6.00% Max PIK) |  |  |  | 4/30/2024 |  | 24,972 |  |  | 24,727 |  |  | 24,673 |  |
| P2 Energy Solutions, Inc.           |  | (2) |  | Software & Services |  | L + 800 |  | 1.00 | % |  | 4/30/2021 |  | 71,312 |  |  | 70,326 |  |  | 66,364 |  |
| Petrochoice Holdings, Inc.          |  | (f)(g)(3) |  | Capital Goods |  | L + 875 |  | 1.00 | % |  | 8/21/2023 |  | 65,000 |  |  | 63,558 |  |  | 63,974 |  |
| Plaskolite, LLC                     |  | (f)(3) |  | Materials |  | L + 800 |  | 1.00 | % |  | 11/3/2023 |  | 53,793 |  |  | 52,714 |  |  | 53,833 |  |

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|                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                        |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Polyconcept North America, Inc.       |  | (f)(3) |  | Consumer Durables & Apparel |  | L + 1000 |  |  | 1.00 | % |  | 2/16/2024 |  | $ | 29,376 |  |  | $ | 28,812 |  |  | $ | 30,257 |  |
| Rockport (Relay)                      |  | (f)(i)(j)(2) |  | Consumer Durables & Apparel |  | 13.00% PIK (13.00% Max PIK) |  |  |  |  | 8/31/2018 |  | 2,194 |  |  | 2,085 |  |  | 2,194 |  |
| Sequa Corp.                           |  | (6) |  | Materials |  | L + 900 |  |  | 1.00 | % |  | 4/28/2022 |  | 22,037 |  |  | 21,859 |  |  | 22,092 |  |
| Sparta Systems, Inc.                  |  | (f)(g)(3) |  | Software & Services |  | L + 825 |  |  | 1.00 | % |  | 7/27/2025 |  | 35,062 |  |  | 34,577 |  |  | 34,389 |  |
| Sungard Public Sector, LLC            |  | (f)(g)(3) |  | Software & Services |  | L + 850 |  |  | 1.00 | % |  | 1/31/2025 |  | 16,109 |  |  | 15,968 |  |  | 15,954 |  |
| Vertafore, Inc.                       |  | (f)(2) |  | Software & Services |  | L + 900 |  |  | 1.00 | % |  | 6/30/2024 |  | 81,500 |  |  | 79,587 |  |  | 83,071 |  |
| Vestcom International, Inc.           |  | (f)(2) |  | Consumer Services |  | L + 850 |  |  | 1.00 | % |  | 4/28/2024 |  | 58,000 |  |  | 57,320 |  |  | 58,580 |  |
| WireCo WorldGroup, Inc.               |  | (3) |  | Capital Goods |  | L + 900 |  |  | 1.00 | % |  | 9/30/2024 |  | 11,281 |  |  | 11,218 |  |  | 11,394 |  |
| Total Second Lien Senior Secured Loan |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 1,062,531 |  |  | $ | 1,040,408 |  |
| Other Senior Secured Debt—9.1%  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Alliant Holdings I, Inc.              |  | (o) |  | Insurance |  | 8.25 | % |  |  |  | 8/1/2023 |  | $ | 1,524 |  |  | $ | 1,580 |  |  | $ | 1,577 |  |
| Angelica Corp.                        |  | (f)(i) |  | Health Care Equipment & Services |  | 10.00% PIK (10.00% Max PIK) |  |  |  |  | 12/30/2022 |  | 37,761 |  |  | 37,174 |  |  | 37,761 |  |
| Artesyn Technologies, Inc.            |  | (o) |  | Technology Hardware & Equipment |  | 9.75 | % |  |  |  | 10/15/2020 |  | 20,962 |  |  | 20,534 |  |  | 20,176 |  |
| Avantor, Inc.                         |  | (o) |  | Pharmaceuticals, Biotechnology & Life Sciences |  | 6.00 | % |  |  |  | 10/1/2024 |  | 10,250 |  |  | 10,412 |  |  | 10,165 |  |
| Boyne USA, Inc.                       |  | (o) |  | Consumer Services |  | 7.25 | % |  |  |  | 5/1/2025 |  | 5,115 |  |  | 5,261 |  |  | 5,358 |  |
| Cleaver-Brooks Inc                    |  | (o) |  | Capital Goods |  | 7.88 | % |  |  |  | 3/1/2023 |  | 14,542 |  |  | 14,901 |  |  | 15,015 |  |

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|                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                                |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Cornerstone Chemical Co.                      |  | (o) |  | Materials |  | 6.75 | % |  |  |  | 8/15/2024 |  | $ | 11,133 |  |  | $ | 11,231 |  |  | $ | 10,924 |  |
| Direct ChassisLink, Inc.                      |  | (o) |  | Transportation |  | 10.00 | % |  |  |  | 6/15/2023 |  | 14,026 |  |  | 14,889 |  |  | 14,938 |  |
| DJO Finance, LLC                              |  | (o) |  | Health Care Equipment & Services |  | 8.13 | % |  |  |  | 6/15/2021 |  | 18,575 |  |  | 17,620 |  |  | 18,894 |  |
| Genesys Telecommunications Laboratories, Inc. |  | (o) |  | Technology Hardware & Equipment |  | 10.00 | % |  |  |  | 11/30/2024 |  | 18,863 |  |  | 20,963 |  |  | 21,101 |  |
| Maxim Crane Works LP / Maxim Finance Corp.    |  | (o) |  | Capital Goods |  | 10.13 | % |  |  |  | 8/1/2024 |  | 899 |  |  | 999 |  |  | 969 |  |
| PAREXEL International Corp.                   |  | (o) |  | Pharmaceuticals, Biotechnology & Life Sciences |  | 6.38% |  |  |  |  | 9/1/2025 |  | 1,334 |  |  | 1,290 |  |  | 1,281 |  |
| Pattonair Holdings, Ltd.                      |  | (n)(o) |  | Capital Goods |  | 9.00 | % |  |  |  | 11/1/2022 |  | 8,350 |  |  | 8,505 |  |  | 8,642 |  |
| Ply Gem Holdings, Inc.                        |  | (o) |  | Capital Goods |  | 8.00 | % |  |  |  | 4/15/2026 |  | 5,235 |  |  | 5,249 |  |  | 5,061 |  |
| RedPrairie Corp.                              |  | (o) |  | Software & Services |  | 7.38 | % |  |  |  | 10/15/2024 |  | 1,034 |  |  | 1,074 |  |  | 1,067 |  |
| Rockport (Relay)                              |  | (f)(i)(j)(k) |  | Consumer Durables & Apparel |  | 15.00% PIK (15.00% Max PIK) |  |  |  |  | 7/31/2022 |  | 39,344 |  |  | 35,336 |  |  | 13,988 |  |
| SRS Distribution, Inc.                        |  | (o) |  | Capital Goods |  | 8.25 | % |  |  |  | 7/1/2026 |  | 12,230 |  |  | 12,213 |  |  | 12,169 |  |
| Surgery Partners Holdings, LLC                |  | (o) |  | Health Care Equipment & Services |  | 8.88 | % |  |  |  | 4/15/2021 |  | 479 |  |  | 492 |  |  | 495 |  |
| Vivint, Inc.                                  |  |  |  | Commercial & Professional Services |  | 8.75% |  |  |  |  | 12/1/2020 |  | 3,922 |  |  | 3,667 |  |  | 3,763 |  |
|                                               |  |  |  |  |  | 7.88% |  |  |  |  | 12/1/2022 |  | 8,787 |  |  | 8,678 |  |  | 8,754 |  |
|                                               |  |  |  |  |  | 7.63% |  |  |  |  | 9/1/2023 |  | 10,925 |  |  | 11,435 |  |  | 9,751 |  |
| Total Other Senior Secured Debt               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 243,503 |  |  | $ | 221,849 |  |
| Total Senior Secured Loans                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 2,924,022 |  |  | $ | 2,830,310 |  |

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|                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                       |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Subordinated Debt—11.4%        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Alion Science & Technology Corp. |  | (f)(g)(o) |  | Capital Goods |  | 11.00 | % |  |  |  |  | 8/19/2022 |  | $ | 68,603 |  |  | $ | 67,886 |  |  | $ | 66,743 |  |
| AmWINS Group, Inc.                   |  | (o) |  | Insurance |  | 7.75 | % |  |  |  | 7/1/2026 |  | 2,241 |  |  | 2,241 |  |  | 2,280 |  |
| ClubCorp Club Operations, Inc.       |  | (o) |  | Consumer Services |  | 8.50 | % |  |  |  | 9/15/2025 |  | 23,366 |  |  | 23,099 |  |  | 22,344 |  |
| Exemplis Corp.                       |  | (f)(i)(2) |  | Commercial & Professional Services |  | L + 700, 4.00% PIK (4.00% Max PIK) |  |  |  |  | 3/23/2020 |  | 5,822 |  |  | 5,822 |  |  | 5,822 |  |
| Hilding Anders (SWE)                 |  | (f)(i)(l)(m)(n)(EUR) |  | Consumer Durables & Apparel |  | 13.00% PIK (13.00% Max PIK) |  |  |  |  | 6/30/2021 |  | € | 99,748 |  |  | 109,337 |  |  | 81,971 |  |
|                                      |  | (f)(i)(k)(l)(m)(n)(EUR) |  |  |  | 12.00% PIK (12.00% Max PIK) |  |  |  |  | 12/31/2022 |  | 3,026 |  |  | 507 |  |  | 1,037 |  |
|                                      |  | (f)(i)(k)(l)(m)(n)(EUR) |  |  |  | 12.00% PIK (12.00% Max PIK) |  |  |  |  | 12/31/2023 |  | 22,230 |  |  | 939 |  |  | 3 |  |
|                                      |  | (f)(i)(k)(l)(m)(n)(EUR) |  |  |  | 18.00% PIK (18.00% Max PIK) |  |  |  |  | 12/31/2024 |  | 41,136 |  |  | 12,850 |  |  | 14,100 |  |
| Home Partners of America, Inc.       |  | (f)(j)(3) |  | Real Estate |  | L + 700 |  |  | 1.00 | % |  | 10/8/2022 |  | $ | 42,857 |  |  | 42,202 |  |  | 43,067 |  |
| Hub International, Ltd.              |  | (o) |  | Insurance |  | 7.00 | % |  |  |  | 5/1/2026 |  | 1,820 |  |  | 1,818 |  |  | 1,802 |  |
| Kenan Advantage Group, Inc.          |  | (o) |  | Transportation |  | 7.88 | % |  |  |  | 7/31/2023 |  | 5,205 |  |  | 5,233 |  |  | 5,335 |  |
| Surgery Center Holdings, Inc.        |  | (o) |  | Health Care Equipment & Services |  | 6.75 | % |  |  |  | 7/1/2025 |  | 10,073 |  |  | 9,613 |  |  | 9,607 |  |
| Team Health, Inc.                    |  | (o) |  | Health Care Equipment & Services |  | 6.38 | % |  |  |  | 2/1/2025 |  | 2,496 |  |  | 2,248 |  |  | 2,159 |  |

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|                                                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                                                                    |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Vertiv Group Corp.                                                                |  | (o) |  | Technology Hardware & Equipment |  | 9.25 | % |  |  |  | 10/15/2024 |  | $ | 22,971 |  |  | $ | 23,174 |  |  | $ | 22,626 |  |
| Total Subordinated Debt                                                           |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 306,969 |  |  | $ | 278,896 |  |
| Asset Based Finance—16.9%                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| AMPLIT JV LP, Limited Partnership Interest                                        |  | (f)(n)* |  | Diversified Financials |  |  |  |  |  |  |  | N/A |  |  | $ | 7,137 |  |  | $ | 2,058 |  |
| Bank of Ireland (IRL)                                                             |  | (f)(l)(n)(2)* |  | Banks |  | L + 1185 |  |  |  |  | 12/4/2027 |  | $ | 15,105 |  |  | 15,105 |  |  | 15,255 |  |
| Central Park Leasing Aggregator, L.P. (LUX), Partnership Interest                 |  | (f)(l)(n) |  | Capital Goods |  | 35.44 | % |  |  |  | 5/31/2023 |  | 57,700 |  |  | 57,700 |  |  | 87,682 |  |
| Comet Aircraft SARL (LUX), Common Shares                                          |  | (f)(l)(m)(n) |  | Capital Goods |  | 8.08 | % |  |  |  | 2/28/2022 |  | 35,838 |  |  | 35,838 |  |  | 35,838 |  |
| KKR Zeno Aggregator, LP (IRL)                                                     |  | (f)(l)(n)* |  | Capital Goods |  |  |  |  |  |  |  | 10,737 |  |  | 10,737 |  |  | 10,737 |  |
| LSF IX Java Investments Ltd. (IRL)                                                |  | (f)(l)(n)(5)*(EUR) |  | Diversified Financials |  | E + 365 |  |  |  |  | 12/3/2019 |  | € | 56,406 |  |  | 56,966 |  |  | 64,607 |  |
| Montgomery Credit Holdings, LP, Membership Interest                               |  | (f)(n) |  | Diversified Financials |  |  |  |  |  |  |  | N/A |  |  | 18,358 |  |  | 17,390 |  |
| Orchard Marine, Ltd. (VGB), Class B Common Stock                                  |  | (f)(j)(l)(n)* |  | Transportation |  |  |  |  |  |  |  |  | 1,964 |  |  | 3,069 |  |  | — |  |
| Orchard Marine, Ltd. (VGB), Series A Preferred Stock                              |  | (f)(j)(l)(n)(p)* |  | Transportation |  |  |  |  |  |  |  | 58,920 |  |  | 57,963 |  |  | 29,022 |  |
| Star Mountain SMB Multi-Manager Credit Platform, LP, Limited Partnership Interest |  | (f)(n) |  | Diversified Financials |  |  |  |  |  |  |  |  | N/A |  |  | 60,116 |  |  | 70,691 |  |
| Toorak Capital Partners, LLC, Membership Interest                                 |  | (f)(m)(n)* |  | Diversified Financials |  |  |  |  |  |  |  | N/A |  |  | 62,358 |  |  | 74,032 |  |
|                                                                                   |  | (f)(m)(n) |  |  |  |  |  |  |  |  |  | N/A |  |  | 4,903 |  |  | 5,821 |  |
| Total Asset Based Finance                                                         |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 390,250 |  |  | $ | 413,133 |  |

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|                                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                                                    |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Strategic Credit Opportunities Partners, LLC—12.6%          |  |  |  |  |  |  |  |  |  |  |  |  |
| Strategic Credit Opportunities Partners, LLC                      |  | (f)(m)(n) |  | Diversified Financials |  |  |  |  |  |  |  | 294,028 |  |  | $ | 294,028 |  |  | $ | 306,736 |  |
| Strategic Credit Opportunities Partners, LLC                      |  |  |  |  |  |  |  |  |  |  |  | $ | 294,028 |  |  | $ | 306,736 |  |
| Equity/Other—10.4%                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Alion Science & Technology Corp., Class A Membership Interest |  | (f)* |  | Capital Goods |  |  |  |  |  |  |  | N/A |  |  | $ | 7,350 |  |  | $ | 7,070 |  |
| AltEn, LLC, Membership Units                                      |  | (f)(j)* |  | Energy |  |  |  |  |  |  |  | 2,384 |  |  | 2,955 |  |  | — |  |
| Amtek Global Technology Pte, Ltd. (GER), Ordinary Shares          |  | (f)(l)(m)(n) *(EUR) |  | Automobiles & Components |  |  |  |  |  |  |  | 5,735,799,959 |  |  | 30,687 |  |  | 29,205 |  |
| Amtek Global Technology Pte, Ltd. (SGP), Trade Claim              |  |  |  | Automobiles & Components |  |  |  |  |  |  |  | 18,585,490 |  |  | 15,615 |  |  | 14,853 |  |
| Angelica Corp., Limited Partnership Interest                      |  | (f)* |  | Health Care Equipment & Services |  |  |  |  |  |  |  | 877,044 |  |  | 47,562 |  |  | 4,677 |  |
| Belk, Inc., Units                                                 |  | (f)* |  | Retailing |  |  |  |  |  |  |  | 1,642 |  |  | 7,846 |  |  | 3,916 |  |
| Cengage Learning Holdings II, LP, Common Stock                    |  | (f)* |  | Media |  |  |  |  |  |  |  | 227,802 |  |  | 7,529 |  |  | 3,582 |  |
| Charlotte Russe, Inc., Common Stock                               |  | (f)(j)* |  | Retailing |  |  |  |  |  |  |  | 22,575 |  |  | 12,478 |  |  | — |  |
| Genesys Telecommunications Laboratories, Inc., Class A Shares     |  | (f)* |  | Technology Hardware & Equipment |  |  |  |  |  |  |  | 40,529 |  |  | — |  |  | — |  |
| Genesys Telecommunications Laboratories, Inc., Class A1-A5 shares |  | (f)* |  | Technology Hardware & Equipment |  |  |  |  |  |  |  | 3,463,150 |  |  | 120 |  |  | 733 |  |
| Genesys Telecommunications Laboratories, Inc., Ordinary Shares    |  | (f)* |  | Technology Hardware & Equipment |  |  |  |  |  |  |  | 41,339 |  |  | — |  |  | — |  |
|                                                                   |  | (f)* |  |  |  |  |  |  |  |  |  | 2,768,806 |  |  | — |  |  | — |  |
| Genesys Telecommunications Laboratories, Inc., Preferred Shares   |  | (f)* |  | Technology Hardware & Equipment |  |  |  |  |  |  |  | 1,050,465 |  |  | — |  |  | — |  |

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|                                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                                               |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Hilding Anders (SWE), Arle PIK Interest                      |  | (f)(i)(k)(l)(m)(n)*(EUR) |  | Consumer Durables & Apparel |  | 12.00% PIK (12.00% Max PIK) |  |  |  | 12/31/2022 |  | € | 3,834 |  |  | $ | — |  |  | $ | — |  |
| Hilding Anders (SWE), Class A Common Stock                   |  | (f)(l)(m)(n)*(SEK) |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 4,503,411 |  |  | 132 |  |  | — |  |
| Hilding Anders (SWE), Class B Common Stock                   |  | (f)(l)(m)(n)*(SEK) |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 574,791 |  |  | 25 |  |  | — |  |
| Hilding Anders (SWE), Class C Common Stock                   |  | (f)(l)(m)(n)*(EUR) |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 213,201 |  |  | — |  |  | — |  |
| Hilding Anders (SWE), Equity Options                         |  | (f)(l)(m)(n)*(SEK) |  | Consumer Durables & Apparel |  |  |  |  |  | 12/31/2020 |  | 236,160,807 |  |  | 14,988 |  |  | 5,001 |  |
| Home Partners of America, Inc., Common Stock                 |  | (f)(j)* |  | Real Estate |  |  |  |  |  |  |  | 100,044 |  |  | 101,876 |  |  | 133,661 |  |
| Home Partners of America, Inc., Warrants                     |  | (f)(j)* |  | Real Estate |  |  |  |  |  | 8/7/2024 |  | 2,675 |  |  | 292 |  |  | 1,219 |  |
| Jones Apparel Holdings, Inc., Common Stock                   |  | (f) |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 5,451 |  |  | 872 |  |  | — |  |
| Keystone Australia Holdings, Pty. Ltd. (AUS), Residual Claim |  | (f)(l)(n)*(AUD) |  | Consumer Services |  |  |  |  |  |  |  | N/A |  |  | 7,945 |  |  | 1,903 |  |
| KKR BPT Holdings Aggregator, LLC, Membership Interest        |  | (f)(m)(n)* |  | Diversified Financials |  |  |  |  |  |  |  | N/A |  |  | 15,000 |  |  | 6,557 |  |
| NBG Home, Common Stock                                       |  | (f)* |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 1,903 |  |  | 2,565 |  |  | 2,641 |  |
| Nine West Holdings, Inc., Common Stock                       |  | (f) |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 5,451 |  |  | 6,541 |  |  | — |  |
| Petroplex Acidizing, Inc., Warrants                          |  | (f)* |  | Energy |  |  |  |  |  | 12/29/2026 |  | 8 |  |  | — |  |  | — |  |
| Polyconcept North America, Inc., Class A-1 Units             |  | (f)* |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 29,376 |  |  | 2,938 |  |  | 3,639 |  |
| Proserv Acquisition, LLC (GBR), Class A Common Units         |  | (f)(j)(l)(n)* |  | Energy |  |  |  |  |  |  |  | 2,635,005 |  |  | 33,547 |  |  | 15,283 |  |
| Proserv Acquisition, LLC (GBR), Class A Preferred Units      |  | (f)(j)(l)(n)* |  | Energy |  |  |  |  |  |  |  | 837,780 |  |  | 5,392 |  |  | 9,802 |  |
| Rockport (Relay), Class A Units                              |  | (f)(j)* |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 219,349 |  |  | — |  |  | — |  |

----

Table of Contents

|                                                     |
|-----------------------------------------------------|
|                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                                      |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Sentry Holdings, Ltd. (JEY), Common Shares A        |  | (f)(n)*(GBP) |  | Insurance |  |  |  |  |  |  |  | 16,450 |  |  | — |  |  | — |  |
| Sentry Holdings, Ltd. (JEY), Preferred B Shares     |  | (f)(n)*(GBP) |  | Insurance |  |  |  |  |  |  |  | 6,113,719 |  |  | 9,065 |  |  | 9,319 |  |
| Stuart Weitzman, Inc., Common Stock                 |  | (f)* |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 5,451 |  |  | — |  |  | — |  |
| Towergate (GBR), Ordinary Shares                    |  | (f)(l)(n)*(GBP) |  | Insurance |  |  |  |  |  |  |  | 116,814 |  |  | 173 |  |  | 178 |  |
| Total Equity/Other                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 333,493 |  |  | $ | 253,239 |  |
| TOTAL INVESTMENTS — 167.2%(q)                 |  |  |  |  |  |  |  |  |  |  |  |  | $ | 4,248,762 |  |  | $ | 4,082,314 |  |
| LIABILITIES IN EXCESS OF OTHER ASSETS—(67.2%) |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | (1,641,398 | ) |
| NET ASSETS—100.0%                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 2,440,916 |  |

----

Table of Contents

|                  |
|------------------|
|                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Foreign Currency |   | Settlement Date |   | Counterparty |   | Amount andTransaction |   | US$ Value atSettlementDate |   | US$ Value at June 30, 2018 |   | UnrealizedAppreciation(Depreciation) |
| AUD              |  | July 11, 2018 |  | JP Morgan Chase Bank |  | A$ |  | 2,572 Sold |  | $ | 1,973 |  |  | $ | 1,903 |  |  | $ | 70 |  |
| CAD              |  | September 11, 2018 |  | State Street Bank and Trust Company |  | C$ |  | 22,837 Bought |  | (17,526 | ) |  | (17,392 | ) |  | (134 | ) |
| CAD              |  | September 11, 2018 |  | State Street Bank and Trust Company |  | C$ |  | 35,650 Sold |  | 29,328 |  |  | 27,149 |  |  | 2,179 |  |
| EUR              |  | July 6, 2018 |  | State Street Bank and Trust Company |  | € |  | 10,250 Sold |  | 11,891 |  |  | 11,972 |  |  | (81 | ) |
| EUR              |  | July 6, 2018 |  | State Street Bank and Trust Company |  | € |  | 10,500 Sold |  | 12,181 |  |  | 12,264 |  |  | (83 | ) |
| EUR              |  | July 8, 2019 |  | JP Morgan Chase Bank |  | € |  | 5,641 Sold |  | 6,357 |  |  | 6,792 |  |  | (435 | ) |
| EUR              |  | July 8, 2019 |  | JP Morgan Chase Bank |  | € |  | 22,300 Sold |  | 26,298 |  |  | 26,852 |  |  | (554 | ) |
| EUR              |  | August 31, 2018 |  | JP Morgan Chase Bank |  | € |  | 84,000 Sold |  | 97,705 |  |  | 98,521 |  |  | (816 | ) |
| GBP              |  | January 11, 2023 |  | JP Morgan Chase Bank |  | £ |  | 1,721 Sold |  | 2,634 |  |  | 2,439 |  |  | 195 |  |
| GBP              |  | January 11, 2023 |  | JP Morgan Chase Bank |  | £ |  | 1,936 Sold |  | 2,942 |  |  | 2,745 |  |  | 197 |  |
| GBP              |  | July 6, 2018 |  | State Street Bank and Trust Company |  | £ |  | 2,400 Sold |  | 3,167 |  |  | 3,168 |  |  | (1 | ) |
| GBP              |  | July 13, 2018 |  | JP Morgan Chase Bank |  | £ |  | 29,125 Sold |  | 38,291 |  |  | 38,455 |  |  | (164 | ) |
| GBP              |  | July 16, 2018 |  | State Street Bank and Trust Company |  | £ |  | 14,000 Sold |  | 18,415 |  |  | 18,487 |  |  | (72 | ) |
| Total            |  |  |  |  |  |  |  |  |  | $ | 233,656 |  |  | $ | 233,355 |  |  | $ | 301 |  |

|                      |
|----------------------|
|                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Counterparty         |   | Company ReceivesFixed Rate |   | Company PaysFixed Rate |   | TerminationDate |   | PremiumsPaid/(Received) |   | UnrealizedAppreciation(Depreciation) |
| JP Morgan Chase Bank |  | 2.200% on USD notional amount of $188,109 |  | 0.000% on EUR notional amount of €177,545 |  | 12/31/2019 |   | $ | — |  |  | $ | (20,773 | ) |
|                 |   |   |   |   |   |   |   | $ | — |  |   | $ | (20,773 | ) |

|                      |
|----------------------|
|                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Counterparty         |   | NotionalAmount |   | Company ReceivesFloating Rate |   | CompanyPays FixedRate |   | TerminationDate |   | PremiumsPaid/(Received) |   | Value |   | UnrealizedAppreciation(Depreciation) |
| JP Morgan Chase Bank |  | $ | 100,000 |  |  | 3-Month LIBOR |  | 1.36 | % |  | 12/31/2020 |  | $ | — |  |  | $ | 3,450 |  |  | $ | 3,450 |  |
| JP Morgan Chase Bank |  | $ | 100,000 |  |  | 3-Month LIBOR |  | 0.84 | % |  | 3/31/2019 |  | — |  |  | 1,224 |  |  | 1,224 |  |
| BMO Capital Markets  |  | $ | 200,000 |  |  | 3-Month LIBOR |  | 2.77 | % |  | 3/8/2023 |  | — |  |  | (1,833 | ) |  | (1,833 | ) |
|                      |  |  |  |  |  |  |  |  |  | $ | — |  |  | $ | 2,841 |  |  | $ | 2,841 |  |

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Table of Contents

|     |                                                                                          |
|-----|------------------------------------------------------------------------------------------|
| (a) | Security may be an obligation of one or more entities affiliated with the named company. |

|     |                                                                                                                                                                                                                                                                        |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (b) | Non-controlled/non-affiliated investments as defined by the Investment Company Act of 1940 (the "1940 Act"), unless otherwise indicated. Non-controlled/non-affiliated investments are investments that are neither controlled investments nor affiliated investments. |

|     |                                                                                         |
|-----|-----------------------------------------------------------------------------------------|
| (c) | Represents maturity of debt securities and expiration of applicable equity investments. |

|     |                                                     |
|-----|-----------------------------------------------------|
| (d) | Denominated in U.S. dollars unless otherwise noted. |

|     |                                                                                                           |
|-----|-----------------------------------------------------------------------------------------------------------|
| (e) | Represents amortized cost for debt securities and cost for equity investments translated to U.S. dollars. |

|     |                                                                                                                                    |
|-----|------------------------------------------------------------------------------------------------------------------------------------|
| (f) | Investments classified as Level 3 for which fair value was determined by the Company’s Board of Directors (see Note 2). |

|     |                                                                                                                                                                                                                              |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (g) | Security or portion thereof was held within CCT New York Funding LLC and was pledged as collateral supporting the amounts outstanding under the revolving credit facility with JPMorgan Chase Bank as of June 30, 2018. |

|     |                                                                                                                                                                                                                                           |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (h) | Security or portion thereof was held within CCT Tokyo Funding LLC and was pledged as collateral supporting the amounts outstanding under the revolving credit facility with Sumitomo Mitsui Banking Corporation as of June 30, 2018. |

|     |                                                                                                                                                                                                                                                                                                                 |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (i) | The underlying credit agreement or indenture contains a PIK provision, whereby the issuer has either the option or the obligation to make interest payments with the issuance of additional securities. The interest rate in the schedule represents the current interest rate in effect for these investments. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (j) | Affiliated investment as defined by the 1940 Act, whereby the Company owns between 5% and 25% of the portfolio company’s outstanding voting securities and the investments are not classified as controlled investments. The aggregate fair value of non-controlled, affiliated investments at June 30, 2018 represented 10.6% of the Company’s net assets. Fair value as of June 30, 2018 and December 31, 2017 along with transactions during the six months ended June 30, 2018 in these affiliated investments were as follows (amounts in thousands): |

|                                           |
|-------------------------------------------|
|                                           |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                      |  |   |  | Six Months Ended June 30, 2018 |  |   |  | Six Months Ended June 30, 2018 |
| Non-Controlled, Affiliated Investments    |  | Fair Value atDecember 31,2017 |  | GrossAdditions(Cost)* |  | GrossReductions(Cost)** |  | NetUnrealizedGain (Loss) |  | Fair Value atJune 30,2018 |  | Net RealizedGain (Loss) |  | InterestIncome*** |  | Fee Income |  | DividendIncome |
| AltEn, LLC                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Membership Units                          |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |
| Term Loan                                 |  | 4,253 |  |  | — |  |  | — |  |  | (2,116 | ) |  | 2,137 |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Home Partners of America, Inc.            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Surbordinated Debt                        |  | 76,500 |  |  | 600 |  |  | (32,142 | ) |  | (1,891 | ) |  | 43,067 |  |  | — |  |  | 3,606 |  |  | — |  |  | — |  |
| Common Stock                              |  | 122,652 |  |  | — |  |  | — |  |  | 11,009 |  |  | 133,661 |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Warrants                                  |  | 805 |  |  | — |  |  | — |  |  | 414 |  |  | 1,219 |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Orchard Marine, Ltd.                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Class B Common Stock                      |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Series A Preferred Stock                  |  | 21,009 |  |  | 1 |  |  | — |  |  | 8,012 |  |  | 29,022 |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Rockport Company LLC                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|    Term Loan               |  | 17,766 |  |  | 8,666 |  |  | — |  |  | (10,250 | ) |  | 16,182 |  |  | — |  |  | 36 |  |  | — |  |  | — |  |
| Class A Units                             |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Charlotte Russe, Inc.                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|    Term Loan               |  | — |  |  | 9,476 |  |  | — |  |  | (1,362 | ) |  | 8,114 |  |  | — |  |  | 333 |  |  | — |  |  | — |  |
|  Common Stock                        |  | — |  |  | 12,478 |  |  | — |  |  | (12,478 | ) |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Proserv Acquisition LLC                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|    Class A Preferred Units |  | — |  |  | 5,392 |  |  |  |  |  | 4,410 |  |  | 9,802 |  |  |  |  |  |  |  |  |  |  |  |  |  |
|    Class A Common Units    |  | — |  |  | 33,547 |  |  |  |  |  | (18,264 | ) |  | 15,283 |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Totals                                    |  | $ | 242,985 |  |  | $ | 70,160 |  |  | $ | (32,142 | ) |  | $ | (22,516 | ) |  | $ | 258,487 |  |  | $ | — |  |  | $ | 3,975 |  |  | $ | — |  |  | $ | — |  |

----

Table of Contents

|     |
|-----|
|     |  |
| *   | Gross additions include increases in the cost basis of investments resulting from new portfolio investments, PIK interest, the amortization of unearned income, the exchange of one or more existing securities for one or more new securities and the movement of an existing portfolio company into this category from a different category. |
| **  | Gross reductions include decreases in the cost basis of investments resulting from principal collections related to investment repayments or sales, the exchange of one or more existing securities for one or more new securities and the movement of an existing portfolio company out of this category into a different category. |
| *** | Includes PIK interest income. |

|     |                                                                |
|-----|----------------------------------------------------------------|
| (k) | Investment was on non-accrual status as of June 30, 2018. |

|     |                                                                                                                                                                    |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (l) | A portfolio company domiciled in a foreign country. The jurisdiction of the security issuer may be a different country than the domicile of the portfolio company. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (m) | Controlled investment as defined by the 1940 Act, whereby the Company owns more than 25% of the portfolio company’s outstanding voting securities or maintains the ability to nominate greater than 50% of the board representation. The aggregate fair value of controlled at June 30, 2018 represented 27.5% of the Company’s net assets. Fair value as of June 30, 2018 and December 31, 2017 along with transactions during the six months ended June 30, 2018 in these controlled investments were as follows (amounts in thousands): |

|                                                                                             |
|---------------------------------------------------------------------------------------------|
|                                                                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                        |  |   |  | Six Months Ended June 30, 2018 |  |   |  | Six Months Ended June 30, 2018 |
| Controlled Investments                                                                      |  | Fair Value atDecember 31,2017 |  | Gross Additions(Cost)* |  | Gross Reductions(Cost)** |  | Net UnrealizedGain (Loss) |  | Fair Value atJune 30,2018 |  | Net RealizedGain (Loss) |  | InterestIncome*** |  | Fee Income |  | DividendIncome |
| Comet Aircraft S.A.R.L                                                                      |  | $ | 35,760 |  |  | $ | — |  |  | $ | (12,854 | ) |  | $ | 12,932 |  |  | $ | 35,838 |  |  | $ | (12,797 | ) |  | $ | 1,520 |  |  | $ | — |  |  | $ | 902 |  |
| Hilding Anders                                                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Subordinated Debt                                                                           |  | 104,554 |  |  | 29 |  |  | — |  |  | (7,472 | ) |  | 97,111 |  |  | — |  |  | 7,446 |  |  | — |  |  | — |  |
| Class A Common Stock                                                                   |  | 3 |  |  | — |  |  | — |  |  | (3 | ) |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Class B Common Stock                                                                   |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Class C Common Stock                                                                   |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Equity Options                                                                              |  | 409 |  |  | — |  |  | — |  |  | 4,592 |  |  | 5,001 |  |  | — |  |  | — |  |  | — |  |  | — |  |
| KKR BPT Holdings        Aggregator, LLC             |  | 5,376 |  |  | 2,000 |  |  | — |  |  | (819 | ) |  | 6,557 |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Strategic Credit        Opportunities Partners, LLC |  | 300,652 |  |  | — |  |  | — |  |  | 6,084 |  |  | 306,736 |  |  | — |  |  | —  |  |  | — |  |  | 15,533 |  |
| Toorak Capital Partners, LLC                                                                |  | 53,531 |  |  | 25,229 |  |  | (4,108 | ) |  | 5,201 |  |  | 79,853 |  |  | — |  |  | — |  |  | — |  |  | 1,910 |  |
| Amtek Global Technology Pte Ltd.                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Term Loan                                                                                   |  | — |  |  | 100,788 |  |  | — |  |  | (4,964 | ) |  | 95,824 |  |  | — |  |  | 1,171 |  |  | — |  |  | — |  |
| Ordinary Shares                                                                             |  | — |  |  | 30,687 |  |  | — |  |  | (1,482 | ) |  | 29,205 |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Trade Claim                                                                                 |  | — |  |  | 15,615 |  |  | — |  |  | (762 | ) |  | 14,853 |  |  | — |  |  | — |  |  | — |  |  | — |  |
| Totals                                                                                      |  | $ | 500,285 |  |  | $ | 174,348 |  |  | $ | (16,962 | ) |  | $ | 13,307 |  |  | $ | 670,978 |  |  | $ | (12,797 | ) |  | $ | 10,137 |  |  | $ | — |  |  | $ | 18,345 |  |

|     |
|-----|
|     |  |
| *   | Gross additions include increases in the cost basis of investments resulting from new portfolio investments, PIK interest, the amortization of unearned income, the exchange of one or more existing securities for one or more new securities and the movement of an existing portfolio company into this category from a different category. |
| **  | Gross reductions include decreases in the cost basis of investments resulting from principal collections related to investment repayments or sales, the exchange of one or more existing securities for one or more new securities and the movement of an existing portfolio company out of this category into a different category. |
| *** | Includes PIK interest income. |

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Table of Contents

|     |                                                                                                                                                                                                                                                                                                                                                                                                                         |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (n) | The investment is not a qualifying asset as defined in Section 55(a) under the 1940 Act. A business development company may not acquire any assets other than qualifying assets, unless, at the time the acquisition is made, qualifying assets represent at least 70% of the company’s total assets. As of June 30, 2018, 73.8% of the Company’s total assets represented qualifying assets. |

|     |                                                                                                                                                                                                                                                                                                                               |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (o) | This security was acquired in a transaction that was exempt from the registration requirements of the Securities Act of 1933, as amended (the "Securities Act"), pursuant to Rule 144A thereunder. This security may be resold only in transactions that are exempt from the registration requirements of the Securities Act. |

|     |                                                                                                               |
|-----|---------------------------------------------------------------------------------------------------------------|
| (p) | The issuer of this investment has elected to pay the stated dividend rate upon liquidation of the investment. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (q) | As of June 30, 2018, the aggregate gross unrealized appreciation for all securities and derivatives in which there was an excess of value over tax cost was $156,705; the aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value was $340,785; the net unrealized depreciation was $184,080; and the aggregate cost of securities for Federal income tax purposes was $4,248,762. |

|   |
|---|
|   |  |
| * | Non-income producing security. |

|     |           |
|-----|-----------|
| (1) | Not used. |

|     |                                                                                                                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | The interest rate on these investments is subject to a base rate of 3-Month LIBOR, which at June 30, 2018 was 2.34%. The current base rate for each investment may be different from the reference rate on June 30, 2018. |

|     |                                                                                                                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | The interest rate on these investments is subject to a base rate of 1-Month LIBOR, which at June 30, 2018 was 2.09%. The current base rate for each investment may be different from the reference rate on June 30, 2018. |

|     |                                                                                                                                                                                                                                   |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | The interest rate on these investments is subject to a base rate PRIME rate, which at June 30, 2018 was 5.00%. The current base rate for each investment may be different from the reference rate on June 30, 2018. |

|     |                                                                                                                                                                                                                                             |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | The interest rate on these investments is subject to a base rate of 3-month EURIBOR, which at June 30, 2018 was (0.32%). The current base rate for each investment may be different from the reference rate on June 30, 2018. |

|     |                                                                                                                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | The interest rate on these investments is subject to a base rate of 2-month LIBOR, which at June 30, 2018 was 2.17%. The current base rate for each investment may be different from the reference rate on June 30, 2018. |

|     |                                                                                                                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | The interest rate on these investments is subject to a base rate of 6-month LIBOR, which at June 30, 2018 was 2.50%. The current base rate for each investment may be different from the reference rate on June 30, 2018. |

----

Table of Contents

|                                                                                                                                                     |
|-----------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                     |  |  |
| Abbreviations:                                                                                                                                      |
| AUD - Australian Dollar; local currency investment amount is denominated in Australian Dollar. A$1 / US $0.740 as of June 30, 2018.                 |
| EUR - Euro; local currency investment amount is denominated in Euros. €1 / US $1.168 as of June 30, 2018.                                     |
| GBP - British Pound Sterling; local currency investment amount is denominated in Pound Sterling. £1 / US $1.320 as of June 30, 2018. |
| SEK - Swedish Krona; local currency investment amount is denominated in Swedish Kronor. SEK1 / US $0.112 as of June 30, 2018.                       |
| AUS - Australia                                                                                                                                     |
| CYM - Cayman Islands                                                                                                                                |
| GER - Germany                                                                                                                                       |
| GBR - United Kingdom                                                                                                                                |
| IRL - Ireland                                                                                                                                       |
| LUX - Luxembourg                                                                                                                                    |
| SGP - Singapore                                                                                                                                     |
| SWE - Sweden                                                                                                                                        |
| VGB - British Virgin Islands                                                                                                                        |
| E = EURIBOR - Euro Interbank Offered Rate                                                                                                           |
| L = LIBOR - London Interbank Offered Rate                                                                                                           |
| P = PRIME - U.S. Prime Rate                                                                                                                         |
| PIK - Payment-in-kind; the issuance of additional securities by the borrower to settle interest payment obligations.                                |

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Table of Contents

|                                             |
|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                              |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | FairValue |
| First Lien Senior Secured Loans—67.3% |
| Abaco Systems, Inc.                         |   | (f)(g)(2) |   | Capital Goods |   | L + 600 |  |   | 1.00 | % |   | 12/7/2021 |   | $ | 65,015 |  |   | $ | 62,924 |  |   | $ | 62,168 |  |
| ABB CONCISE Optical Group, LLC              |   | (2) |   | Retailing |   | L + 500 |  |   | 1.00 | % |   | 6/15/2023 |   | 6,795 |  |   | 6,795 |  |   | 6,812 |  |
| Accuride Corp.                              |   | (2) |   | Capital Goods |   | L + 525 |  |   | 1.00 | % |   | 11/17/2023 |   | 18,295 |  |   | 17,954 |  |   | 18,638 |  |
| Acosta Holdco, Inc.                         |   | (3) |   | Commercial & Professional Services |   | L + 325 |  |   | 1.00 | % |   | 9/26/2021 |   | 8,000 |  |   | 7,576 |  |   | 7,067 |  |
| Advantage Sales & Marketing, Inc.       |   | (2) |   | Commercial & Professional Services |   | L + 325 |  |   | 1.00 | % |   | 7/23/2021 |   | 5,093 |  |   | 4,894 |  |   | 4,978 |  |
| Agro Merchants Global, LP                   |   | (3) |   | Transportation |   | L + 375 |  |   | 1.00 | % |   | 12/6/2024 |   | 703 |  |   | 699 |  |   | 710 |  |
| Alion Science & Technology Corp.        |   | (3) |   | Capital Goods |   | L + 450 |  |   | 1.00 | % |   | 8/19/2021 |   | 2,766 |  |   | 2,764 |  |   | 2,771 |  |
| AltEn, LLC                                  |   | (f)(h)(i)(j)(4) |   | Energy |   | L + 900 PIK(L + 900 Max PIK) |  |   |   |   | 9/12/2018 |   | 40,494 |  |   | 29,836 |  |   | 4,253 |  |
| AM General, LLC                             |   | (f)(g)(3) |   | Automobiles & Components |   | L + 725 |  |   | 1.00 | % |   | 12/28/2021 |   | 87,604 |  |   | 86,514 |  |   | 88,813 |  |
| Amtek Global Technology Pte, Ltd. (SGP)     |   | (f)(k)(l)(5)(EUR) |   | Automobiles & Components |   | 5.00 | % |   |   |   | 11/10/2019 |   | € | 82,055 |  |   | 91,286 |  |   | 98,454 |  |
| Bay Club, Co.                               |   | (3) |   | Consumer Services |   | L + 650 |  |   | 1.00 | % |   | 8/31/2022 |   | $ | 5,536 |  |   | 5,523 |  |   | 5,619 |  |
| Cengage Learning, Inc.                      |   | (3) |   | Media |   | L + 425 |  |   | 1.00 | % |   | 6/7/2023 |   | 10,000 |  |   | 9,638 |  |   | 9,574 |  |
| Charlotte Russe, Inc.                       |   | (i)(4) |   | Retailing |   | L + 550 |  |   | 1.25 | % |   | 5/22/2019 |   | 18,136 |  |   | 18,073 |  |   | 7,322 |  |
|                                        |   | (i)(4) |   |   |   | L + 550 |  |   | 1.25 | % |   | 5/22/2019 |   | 4,440 |  |   | 4,430 |  |   | 1,792 |  |

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|                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                      |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | FairValue |
| Commercial Barge Line Co.           |   | (3) |   | Transportation |   | L + 875 |   | 1.00 | % |   | 11/12/2020 |   | $ | 7,502 |  |   | $ | 6,411 |  |   | $ | 4,383 |  |
| CTI Foods Holding Co, LLC           |   | (3) |   | Food, Beverage & Tobacco |   | L + 350 |   | 1.00 | % |   | 6/29/2020 |   | 3,762 |  |   | 3,556 |  |   | 3,344 |  |
| Distribution International, Inc.    |   | (2) |   | Retailing |   | L + 500 |   | 1.00 | % |   | 12/15/2021 |   | 28,243 |  |   | 23,308 |  |   | 24,024 |  |
| Eacom Timber Corp. (CAN)            |   | (f)(k)(l)(6) |   | Materials |   | L + 650 |   | 1.00 | % |   | 11/30/2023 |   | 73,209 |  |   | 72,484 |  |   | 72,727 |  |
| EagleView Technology Corp.          |   | (2) |   | Capital Goods |   | L + 425 |   | 1.00 | % |   | 7/15/2022 |   | 6,842 |  |   | 6,795 |  |   | 6,911 |  |
| FleetPride Corporation              |   | (2) |   | Capital Goods |   | L + 400 |   | 1.25 | % |   | 11/19/2019 |   | 8,088 |  |   | 8,078 |  |   | 8,076 |  |
| Frontline Technologies Group, LLC   |   | (f)(g)(2) |   | Software & Services |   | L + 650 |   | 1.00 | % |   | 9/18/2023 |   | 61,759 |  |   | 60,718 |  |   | 60,715 |  |
| Greystone & Co, Inc.            |   | (f)(g)(6) |   | Diversified Financials |   | L + 800 |   | 1.00 | % |   | 4/17/2024 |   | 37,781 |  |   | 37,431 |  |   | 38,473 |  |
| Hunt Mortgage                       |   | (f)(g)(3) |   | Diversified Financials |   | L + 750 |   | 1.00 | % |   | 2/14/2023 |   | 60,619 |  |   | 59,790 |  |   | 60,292 |  |
| JHT Holdings, Inc.                  |   | (f)(g)(2) |   | Capital Goods |   | L + 850 |   | 1.00 | % |   | 5/4/2022 |   | 29,080 |  |   | 28,628 |  |   | 30,560 |  |
| Jo-Ann Stores, Inc.                 |   | (9) |   | Retailing |   | L + 500 |   | 1.00 | % |   | 10/20/2023 |   | 16,369 |  |   | 16,215 |  |   | 15,837 |  |
| KeyPoint Government Solutions, Inc. |   | (f)(2) |   | Capital Goods |   | L + 600 |   | 1.00 | % |   | 4/18/2024 |   | 14,437 |  |   | 14,304 |  |   | 14,484 |  |
| Koosharem, LLC                      |   | (g)(2) |   | Commercial & Professional Services |   | L + 650 |   | 1.00 | % |   | 5/15/2020 |   | 20,787 |  |   | 20,581 |  |   | 20,302 |  |
| Matchesfashion, Ltd. (GBR)          |   | (f)(g)(k)(l)(3) |   | Consumer Durables & Apparel |   | L + 462.50 |   |  |  |   | 10/16/2024 |   | 12,688 |  |   | 11,752 |  |   | 11,852 |  |

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|                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                             |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | FairValue |
| McGraw-Hill Global Education Holdings, LLC |  | (3) |  | Media |  | L + 400 |  | 1.00 | % |  | 5/4/2022 |  | $ | 14,770 |  |  | $ | 14,806 |  |  | $ | 14,763 |  |
| National Debt Relief, LLC                  |  | (f)(g)(2) |  | Diversified Financials |  | L + 675 |  | 1.00 | % |  | 5/31/2023 |  | 11,290 |  |  | 11,237 |  |  | 11,273 |  |
|                                            |  | (f)(g)(2) |  |  |  | L + 675 |  | 1.00 | % |  | 5/31/2023 |  | 7,526 |  |  | 7,489 |  |  | 7,510 |  |
| NBG Home                                   |  | (2) |  | Consumer Durables & Apparel |  | L + 550 |  | 1.00 | % |  | 4/26/2024 |  | 25,838 |  |  | 25,345 |  |  | 26,128 |  |
| NCI, Inc.                                  |  | (f)(g)(2) |  | Software & Services |  | L + 750 |  | 1.00 | % |  | 8/15/2024 |  | 84,394 |  |  | 83,381 |  |  | 83,595 |  |
| New Enterprise Stone & Lime Co, Inc.   |  | (f)(g)(2) |  | Capital Goods |  | L + 800 |  | 1.00 | % |  | 7/8/2021 |  | 102,461 |  |  | 101,693 |  |  | 109,584 |  |
|                                            |  | (f)(g)(2) |  |  |  | L + 800 |  | 1.00 | % |  | 7/8/2021 |  | 51,745 |  |  | 51,357 |  |  | 55,342 |  |
| Nine West Holdings                         |  | (2) |  | Consumer Durables & Apparel |  | L + 1000 |  | 1.00 | % |  | 10/8/2019 |  | 16,195 |  |  | 15,558 |  |  | 14,697 |  |
| P2 Energy Solutions, Inc.                  |  | (k)(2) |  | Software & Services |  | L + 400 |  | 1.00 | % |  | 10/30/2020 |  | 2,992 |  |  | 2,932 |  |  | 2,935 |  |
| Pacific Union Financial, LLC               |  | (f)(3) |  | Diversified Financials |  | L + 750 |  | 1.00 | % |  | 4/21/2022 |  | 72,404 |  |  | 71,728 |  |  | 71,976 |  |
| PAE Holding Corp.                          |  | (6) |  | Capital Goods |  | L + 550 |  | 1.00 | % |  | 10/20/2022 |  | 3,254 |  |  | 3,246 |  |  | 3,279 |  |
| Petroplex Acidizing, Inc.                  |  | (f)(h)(2) |  | Energy |  | L + 725, 1.75% PIK(1.75% Max PIK) |  | 1.00 | % |  | 12/5/2019 |  | 22,609 |  |  | 22,609 |  |  | 21,669 |  |
|                                            |  | (f)(h)(i) |  |  |  | 15.00% PIK (15.00% Max PIK) |  |  |  |  | 12/5/2019 |  | 20,596 |  |  | 13,809 |  |  | 3,199 |  |
| Proserv Acquisition, LLC                   |  | (f)(k)(2) |  | Energy |  | L + 537.50 |  | 1.00 | % |  | 12/22/2021 |  | 26,758 |  |  | 21,153 |  |  | 13,636 |  |
| Proserv Acquisition, LLC (GBR)             |  | (f)(k)(l)(2) |  |  |  | L + 537.50 |  | 1.00 | % |  | 12/22/2021 |  | 15,706 |  |  | 12,407 |  |  | 8,004 |  |

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|                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                   |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | FairValue |
| Raley's                          |  | (3) |  | Food & Staples Retailing |  | L + 525 |  | 1.00 | % |  | 5/18/2022 |  | $ | 11,003 |  |  | $ | 10,734 |  |  | $ | 11,127 |  |
| RedPrairie Corp.                 |  | (3) |  | Software & Services |  | L + 300 |  | 1.00 | % |  | 10/12/2023 |  | 9,643 |  |  | 9,743 |  |  | 9,702 |  |
| Revere Superior Holdings, Inc.   |  | (f)(g)(2) |  | Software & Services |  | L + 675 |  | 1.00 | % |  | 11/21/2022 |  | 2,345 |  |  | 2,299 |  |  | 2,338 |  |
|                                  |  | (f)(2) |  |  |  | L + 675 |  | 1.00 | % |  | 11/21/2022 |  | 471 |  |  | 371 |  |  | 106 |  |
|                                  |  | (f)(g)(2) |  |  |  | L + 700 |  | 1.00 | % |  | 11/21/2022 |  | 65,665 |  |  | 65,019 |  |  | 65,380 |  |
| Safety Technology Holdings, Inc. |  | (f)(3) |  | Technology Hardware & Equipment |  | L + 600 |  | 1.00 | % |  | 7/7/2022 |  | 7,409 |  |  | 7,236 |  |  | 7,517 |  |
|                                  |  | (f)(3) |  |  |  | L + 600 |  | 1.00 | % |  | 7/29/2022 |  | 1,188 |  |  | 1,160 |  |  | 1,212 |  |
| Savers, Inc.                     |  | (2) |  | Retailing |  | L + 375 |  | 1.25 | % |  | 7/9/2019 |  | 11,183 |  |  | 10,607 |  |  | 10,546 |  |
| Sequa Corp.                      |  | (2) |  | Materials |  | L + 500 |  | 1.00 | % |  | 11/28/2021 |  | 14,606 |  |  | 14,687 |  |  | 14,732 |  |
| SIRVA Worldwide, Inc.            |  | (2) |  | Commercial & Professional Services |  | L + 650 |  | 1.00 | % |  | 11/22/2022 |  | 21,843 |  |  | 21,372 |  |  | 22,062 |  |
| SMART Global Holdings, Inc.      |  | (f)(k)(7) |  | Semiconductors & Semiconductor Equipment |  | P + 300 |  |  |  |  | 8/9/2022 |  | 288 |  |  | 288 |  |  | 232 |  |
|                                  |  | (f)(k)(2) |  |  |  | L + 625 |  | 1.00 | % |  | 8/9/2022 |  | 20,302 |  |  | 19,922 |  |  | 20,466 |  |
| Smile Brands Group, Inc.         |  | (f)(2) |  | Health Care Equipment & Services |  | L + 625 |  | 1.00 | % |  | 8/15/2022 |  | 12,344 |  |  | 12,218 |  |  | 12,611 |  |
| SouthernCarlson                  |  | (f)(2) |  | Capital Goods |  | L + 700 |  | 1.00 | % |  | 7/26/2021 |  | 3,109 |  |  | 3,079 |  |  | 3,140 |  |
|                                  |  | (f)(2) |  |  |  | L + 700 |  | 1.00 | % |  | 7/26/2022 |  | 38,253 |  |  | 37,812 |  |  | 38,080 |  |
|                                  |  | (f)(2) |  |  |  | L + 700 |  | 1.00 | % |  | 7/26/2022 |  | 5,182 |  |  | 5,133 |  |  | 5,234 |  |

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|                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                        |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Staples Canada (CAN)                  |  | (f)(g)(k)(l)(8)(CAD) |  | Retailing |  | CDOR + 700 |  | 1.00 | % |  | 9/12/2023 |  | C$ | 35,641 |  |  | $ | 28,869 |  |  | $ | 27,640 |  |
| Sweet Harvest Foods Management Co     |  | (f)(g)(2) |  | Food & Staples Retailing |  | L + 675 |  | 1.00 | % |  | 5/30/2023 |  | $ | 27,021 |  |  | 26,895 |  |  | 26,745 |  |
| ThreeSixty Group                      |  | (f)(g)(3) |  | Retailing |  | L + 700 |  | 1.00 | % |  | 3/31/2023 |  | 52,106 |  |  | 51,411 |  |  | 51,121 |  |
| Transplace                            |  | (3) |  | Transportation |  | L + 425 |  | 1.00 | % |  | 10/9/2024 |  | 4,501 |  |  | 4,561 |  |  | 4,552 |  |
| Utility One Source LP                 |  | (3) |  | Capital Goods |  | L + 550 |  | 1.00 | % |  | 4/18/2023 |  | 9,705 |  |  | 9,617 |  |  | 9,936 |  |
| Vee Pak, Inc.                         |  | (f)(g)(2) |  | Household & Personal Products |  | L + 675 |  | 1.00 | % |  | 3/9/2023 |  | 39,800 |  |  | 39,268 |  |  | 38,236 |  |
| Waste Pro USA, Inc.                   |  | (f)(g)(3) |  | Commercial & Professional Services |  | L + 750 |  | 1.00 | % |  | 10/15/2020 |  | 35,581 |  |  | 35,581 |  |  | 35,581 |  |
| Wheels Up Partners, LLC               |  | (f)(2) |  | Transportation |  | L + 855 |  | 1.00 | % |  | 1/26/2021 |  | 6,712 |  |  | 6,682 |  |  | 6,659 |  |
|                                       |  | (f)(2) |  |  |  | L + 855 |  | 1.00 | % |  | 8/26/2021 |  | 7,651 |  |  | 7,616 |  |  | 7,590 |  |
|                                       |  | (f)(2) |  |  |  | L + 710 |  | 1.00 | % |  | 6/30/2024 |  | 24,312 |  |  | 24,149 |  |  | 24,111 |  |
|                                       |  | (f)(2) |  |  |  | L + 710 |  | 1.00 | % |  | 11/1/2024 |  | 9,949 |  |  | 9,868 |  |  | 9,867 |  |
|                                       |  | (f)(2) |  |  |  | L + 710 |  | 1.00 | % |  | 12/21/2024 |  | 4,974 |  |  | 4,925 |  |  | 4,925 |  |
| Willbros Group, Inc.                  |  | (f)(3) |  | Energy |  | L + 1175 |  | 1.25 | % |  | 12/15/2019 |  | 4,164 |  |  | 4,164 |  |  | 4,239 |  |
|                                       |  | (f)(g)(2) |  |  |  | L + 975 |  | 1.25 | % |  | 12/15/2019 |  | 25,599 |  |  | 25,599 |  |  | 26,062 |  |
| WireCo WorldGroup, Inc.               |  | (2) |  | Capital Goods |  | L + 550 |  | 1.00 | % |  | 9/29/2023 |  | 2,633 |  |  | 2,651 |  |  | 2,658 |  |
| Z Gallerie, LLC.                      |  | (f)(6) |  | Retailing |  | L + 650 |  | 1.00 | % |  | 10/8/2020 |  | 31,704 |  |  | 31,507 |  |  | 29,230 |  |
| Total First Lien Senior Secured Loans |  |  |  |  |  |  |  |  |  | $ | 1,712,750 |  |  | $ | 1,672,178 |  |

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|                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                               |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Second Lien Senior Secured Loans—38.0% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Abaco Systems, Inc.                          |  | (f)(g)(2) |  | Capital Goods |  | L + 1050 |  | 1.00 | % |  | 6/7/2022 |  | $ | 63,371 |  |  | $ | 62,398 |  |  | $ | 58,040 |  |
| Agro Merchants Global LP (CYM)               |  | (f)(l)(3) |  | Transportation |  | L + 800 |  | 1.00 | % |  | 11/30/2025 |  | 20,000 |  |  | 19,502 |  |  | 19,500 |  |
| Amtek Global Technology Pte. Ltd (SGP)       |  | (f)(k)(l)*(EUR) |  | Automobiles & Components |  |    |  |  |  |  | 11/10/2019 |  | 59,281 |  |  | 55,225 |  |  | 40,475 |  |
| Belk, Inc                                    |  | (f)(g) |  | Retailing |  | 10.50% |  |  |  |  | 6/12/2023 |  | 99,615 |  |  | 98,009 |  |  | 85,711 |  |
| CTI Foods Holding Co., LLC                   |  | (3) |  | Food, Beverage & Tobacco |  | L + 725 |  | 1.00 | % |  | 6/28/2021 |  | 23,219 |  |  | 23,036 |  |  | 18,111 |  |
| Culligan International Co                    |  | (f)(3) |  | Household & Personal Products |  | L + 850 |  | 1.00 | % |  | 12/13/2024 |  | 65,984 |  |  | 65,303 |  |  | 66,098 |  |
| Emerald Performance Materials, LLC           |  | (3) |  | Materials |  | L + 775 |  | 1.00 | % |  | 8/1/2022 |  | 2,041 |  |  | 2,035 |  |  | 2,044 |  |
| Genoa (QoL)                                  |  | (3) |  | Health Care Equipment & Services |  | L + 800 |  | 1.00 | % |  | 10/28/2024 |  | 10,828 |  |  | 10,682 |  |  | 11,018 |  |
| Grocery Outlet, Inc.                         |  | (2) |  | Food & Staples Retailing |  | L + 825 |  | 1.00 | % |  | 10/21/2022 |  | 15,346 |  |  | 14,994 |  |  | 15,408 |  |
| Higginbotham Insurance Agency, Inc.          |  | (f)(3) |  | Insurance |  | L + 725 |  | 1.00 | % |  | 12/1/2025 |  | 18,696 |  |  | 18,509 |  |  | 18,509 |  |
| iParadigms Holdings, LLC                     |  | (2) |  | Software & Services |  | L + 725 |  | 1.00 | % |  | 7/29/2022 |  | 21,868 |  |  | 21,750 |  |  | 21,431 |  |
| MedAssets, Inc.                              |  | (f)(g)(3) |  | Health Care Equipment & Services |  | L + 975 |  | 1.00 | % |  | 4/20/2023 |  | 63,000 |  |  | 61,428 |  |  | 63,945 |  |
| Misys, Ltd. (GBR)                            |  | (k)(l)(2) |  | Software & Services |  | L + 725 |  | 1.00 | % |  | 6/13/2025 |  | 8,403 |  |  | 8,343 |  |  | 8,450 |  |
| NBG Home                                     |  | (f)(2) |  | Consumer Durables & Apparel |  | L + 975 |  | 1.00 | % |  | 9/30/2024 |  | 34,205 |  |  | 33,720 |  |  | 34,366 |  |
| NEP Broadcasting, LLC                        |  | (3) |  | Media |  | L + 700 |  | 1.00 | % |  | 1/23/2023 |  | 5,955 |  |  | 6,002 |  |  | 6,007 |  |
| P2 Energy Solutions, Inc.                    |  | (k)(2) |  | Software & Services |  | L + 800 |  | 1.00 | % |  | 4/30/2021 |  | 71,312 |  |  | 70,163 |  |  | 65,963 |  |

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|                                        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                         |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | Fair Value |
| Petrochoice Holdings, Inc.             |  | (f)(g)(6) |  | Capital Goods |  | L + 875 |  |  | 1.00 | % |  | 8/21/2023 |  | $ | 65,000 |  |  | $ | 63,458 |  |  | $ | 62,812 |  |
| Plaskolite, LLC                        |  | (f)(2) |  | Materials |  | L + 900 |  |  | 1.00 | % |  | 11/3/2023 |  | 33,543 |  |  | 32,703 |  |  | 33,879 |  |
| Polyconcept North America, Inc.        |  | (f)(3) |  | Consumer Durables & Apparel |  | L + 1000 |  |  | 1.00 | % |  | 2/16/2024 |  | 29,376 |  |  | 28,766 |  |  | 30,029 |  |
| Sequa Corp.                            |  | (2) |  | Materials |  | L + 900 |  |  | 1.00 | % |  | 4/28/2022 |  | 20,976 |  |  | 20,789 |  |  | 21,264 |  |
| Sparta Systems, Inc.                   |  | (f)(g)(2) |  | Software & Services |  | L + 825 |  |  | 1.00 | % |  | 7/27/2025 |  | 35,062 |  |  | 34,555 |  |  | 34,250 |  |
| SquareTwo Financial Corp.              |  | (f)(h)(i)(4) |  | Diversified Financials |  | L + 1000 PIK (L + 1000 Max PIK) |  |  | 1.00 | % |  | 5/24/2019 |  | 6,685 |  |  | 6,458 |  |  | 618 |  |
| Sungard Public Sector, LLC             |  | (f)(g)(2) |  | Software & Services |  | L + 850 |  |  | 1.00 | % |  | 1/31/2025 |  | 16,109 |  |  | 15,961 |  |  | 16,089 |  |
| Vencore, Inc.                          |  | (2) |  | Capital Goods |  | L + 875 |  |  | 1.00 | % |  | 5/23/2020 |  | 57,673 |  |  | $ | 57,117 |  |  | $ | 58,322 |  |
| Vertafore, Inc.                        |  | (f)(3) |  | Software & Services |  | L + 900 |  |  | 1.00 | % |  | 6/30/2024 |  | 81,500 |  |  | $ | 79,444 |  |  | $ | 82,342 |  |
| Vestcom International, Inc.            |  | (f)(3) |  | Consumer Services |  | L + 850 |  |  | 1.00 | % |  | 4/28/2024 |  | 58,000 |  |  | 57,256 |  |  | 57,776 |  |
| WireCo WorldGroup, Inc.                |  | (2) |  | Capital Goods |  | L + 900 |  |  | 1.00 | % |  | 9/30/2024 |  | 11,226 |  |  | 11,158 |  |  | 11,296 |  |
| Total Second Lien Senior Secured Loans |  |  |  |  |  |  |  |  | $ | 978,764 |  |  | $ | 943,753 |  |
| Other Senior Secured Debt—5.7%   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Angelica Corp.                         |  | (f)(h) |  | Health Care Equipment & Services |  | 10.00% PIK (10.00% Max PIK) |  |  |  |  | 12/30/2022 |  | $ | 34,205 |  |  | $ | 33,568 |  |  | $ | 34,205 |  |
| Artesyn Technologies, Inc.             |  | (m) |  | Technology Hardware & Equipment |  | 9.75 | % |  |  |  | 10/15/2020 |  | 20,962 |  |  | 20,455 |  |  | 20,595 |  |
| Cleaver-Brooks Inc                     |  | (m) |  | Capital Goods |  | 7.88 | % |  |  |  | 3/1/2023 |  | 9,687 |  |  | 9,817 |  |  | 9,929 |  |
| Direct ChassisLink, Inc.               |  | (m) |  | Transportation |  | 10.00 | % |  |  |  | 6/15/2023 |  | 17,425 |  |  | 18,706 |  |  | 19,385 |  |

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|                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                       |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | FairValue |
| DJO Finance, LLC                     |  | (m) |  | Health Care Equipment & Services |  | 8.13% |  |  |  |  | 6/15/2021 |  | $ | 9,950 |  |  | $ | 9,245 |  |  | $ | 9,303 |  |
| Guitar Center, Inc.                  |  | (m) |  | Retailing |  | 6.50% |  |  |  |  | 4/15/2019 |  | 5,377 |  |  | 5,107 |  |  | 4,974 |  |
| Nesco                                |  | (m) |  | Capital Goods |  | 6.88% |  |  |  |  | 2/15/2021 |  | 9,125 |  |  | 5,962 |  |  | 7,756 |  |
| Pattonair Holdings, Ltd.             |  | (m) |  | Capital Goods |  | 9.00% |  |  |  |  | 11/1/2022 |  | 5,645 |  |  | 5,663 |  |  | 5,836 |  |
| Rockport (Relay)                     |  | (f)(h)(i)(j) |  | Consumer Durables & Apparel |  | 15.00% PIK (15.00% Max PIK) |  |  |  |  | 7/31/2022 |  | $ | 29,299 |  |  | 28,755 |  |  | 17,766 |  |
| Vivint, Inc.                         |  |  |  | Commercial & Professional Services |  | 7.63 | % |  |  |  | 9/1/2023 |  | 10,925 |  |  | 11,476 |  |  | 11,553 |  |
| Total Other Senior Secured Debt      |  |  |  |  |  |  |  |  | $ | 148,754 |  |  | $ | 141,302 |  |
| Total Senior Debt                    |  |  |  |  |  |  |  |  | $ | 2,840,268 |  |  | $ | 2,757,233 |  |
| Subordinated Debt—15.4%        |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Alion Science & Technology Corp. |  | (f)(g)(m) |  | Capital Goods |  | 11.00 | % |  |  |  | 8/19/2022 |  | $ | 68,603 |  |  | $ | 67,822 |  |  | $ | 66,816 |  |
| Cemex Materials, LLC                 |  | (m) |  | Materials |  | 7.70 | % |  |  |  | 7/21/2025 |  | 58,454 |  |  | $ | 61,665 |  |  | $ | 66,345 |  |
| Cengage Learning, Inc.               |  | (m) |  | Media |  | 9.50 | % |  |  |  | 6/15/2024 |  | 15,000 |  |  | 13,557 |  |  | 13,575 |  |
| ClubCorp Club Operations, Inc.       |  | (m) |  | Consumer Services |  | 8.50 | % |  |  |  | 9/15/2025 |  | 14,600 |  |  | $ | 14,500 |  |  | $ | 14,235 |  |
| Exemplis Corp.                       |  | (f)(h)(2) |  | Commercial & Professional Services |  | L + 700, 4.00% PIK (4.00% Max PIK) |  |  |  |  | 3/23/2020 |  | 13,017 |  |  | 13,017 |  |  | 13,017 |  |

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Table of Contents

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|                                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                                                    |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | FairValue |
| Hilding Anders (SWE)                                              |  | (f)(h)(k)(l)(n)(EUR) |  | Consumer Durables & Apparel |  | 13.00% PIK (13.00% Max PIK) |  |  |  |  | 6/30/2021 |  | € | 99,748 |  |  | $ | 109,308 |  |  | $ | 90,604 |  |
|                                                                   |  | (f)(h)(i)(k)(l)(n)(EUR) |  |  |  | 12.00% PIK (12.00% Max PIK) |  |  |  |  | 12/31/2022 |  | 3,026 |  |  | 507 |  |  | 956 |  |
|                                                                   |  | (f)(h)(i)(k)(l)(n)(EUR) |  |  |  | 12.00% PIK (12.00%  Max PIK) |  |  |  |  | 12/31/2023 |  | 22,230 |  |  | 939 |  |  | 1 |  |
|                                                                   |  | (f)(h)(i)(k)(l)(n)(EUR) |  |  |  | 18.00% PIK (18.00%  Max PIK) |  |  |  |  | 12/31/2024 |  | 41,136 |  |  | 12,850 |  |  | 12,993 |  |
| Home Partners of America, Inc.                                    |  | (f)(j)(3) |  | Real Estate |  | L + 700 |  |  | 1.00 | % |  | 10/8/2022 |  | $ | 75,000 |  |  | 73,744 |  |  | 76,500 |  |
| Kenan Advantage Group, Inc./The                                   |  | (m) |  | Transportation |  | 7.88 | % |  |  |  | 7/31/2023 |  | 2,308 |  |  | 2,215 |  |  | 2,389 |  |
| Vertiv Group Corp.                                                |  | (m) |  | Technology Hardware & Equipment |  | 9.25 | % |  |  |  | 10/15/2024 |  | 22,713 |  |  | 22,929 |  |  | 24,246 |  |
| Total Subordinated Debt                                           |  |  |  |  |  |  |  | $ | 393,053 |  |  | $ | 381,677 |  |
| Asset Based Finance—13.9%                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |
| AMPLIT JV LP, Limited Partnership Interest                        |  | (f)(k) |  | Diversified Financials |  |    |  |  |  |  |  |  | N/A |  |  | $ | 7,137 |  |  | $ | 1,896 |  |
| Bank of Ireland (IRL)                                             |  | (f)(k)(l)(m)(2) |  | Banks |  | L + 1185 |  |  |  |  | 12/4/2027 |  | $ | 15,105 |  |  | 15,105 |  |  | 15,105 |  |
| Comet Aircraft SARL (LUX), Common Shares                          |  | (f)(k)(l)(n) |  | Capital Goods |  |  |  |  |  |  |  |  | 549,451 |  |  | 48,692 |  |  | 35,760 |  |
| Central Park Leasing Aggregator, L.P. (LUX), Partnership Interest |  | (f)(k)(l) |  | Capital Goods |  |  |  |  |  |  |  |  | N/A |  |  | 64,177 |  |  | 72,045 |  |
| LSF IX Java Investments Ltd. (IRL)                                |  | (f)(k)(l)(10)(EUR) |  | Diversified Financials |  | E + 315 |  |  |  |  | 12/3/2019 |  | € | 56,406 |  |  | 54,892 |  |  | 65,774 |  |
| Montgomery Credit Holdings, LP, Limited Partnership Interest      |  | (f)(k) |  | Diversified Financials |  |  |  |  |  |  |  |  | N/A |  |  | 18,357 |  |  | 18,312 |  |
| Orchard Marine, Ltd. (VGB), Class B Common Stock                  |  | (f)(j)(k)(l) |  | Transportation |  |  |  |  |  |  |  |  | 1,964 |  |  | 3,069 |  |  | — |  |
| Orchard Marine, Ltd. (VGB), Series A Preferred Stock              |  | (f)(j)(k)(l)(o) |  | Transportation |  |  |  |  |  |  |  |  | 58,920 |  |  | 57,962 |  |  | 21,009 |  |

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Table of Contents

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|                                                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                                                                    |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | FairValue |
| Star Mountain SMB Multi-Manager Credit Platform, LP, Limited Partnership Interest |  | (f)(k) |  | Diversified Financials |  |  |  |  |  |  |  | N/A |  |  | $ | 56,504 |  |  | $ | 63,075 |  |
| Toorak Capital Partners, LLC, Membership Interest                                 |  | (f)(k)(n) |  | Diversified Financials |  |  |  |  |  |  |  | N/A |  |  | 46,140 |  |  | 53,531 |  |
| Total Asset Based Finance                                                         |  |  |  |  |  |  |  |  | $ | 372,035 |  |  | $ | 346,507 |  |
| Strategic Credit Opportunities Partners, LLC—12.1%                          |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Strategic Credit Opportunities Partners, LLC                                      |  | (f)(k)(n) |  | Diversified Financials |  |  |  |  |  |  |  | 294,027 |  |  | $ | 294,028 |  |  | $ | 300,652 |  |
| Strategic Credit Opportunities Partners, LLC                                      |  |  |  |  |  |  |  |  | $ | 294,028 |  |  | $ | 300,652 |  |
| Equity/Other—7.3%                                                           |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Algeco/Scotsman Holdings SARL (LUX), Class B Limited Partnership Interests        |  | (f)(k)(l)* |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 301 |  |  | $ | 3,007 |  |  | $ | 6,255 |  |
| Alion Science & Technology Corp., Class A Membership Interest                 |  | (f)* |  | Capital Goods |  |  |  |  |  |  |  | N/A |  |  | 7,350 |  |  | 5,125 |  |
| AltEn, LLC, Membership Units                                                      |  | (f)(j)* |  | Energy |  |  |  |  |  |  |  | 2,384 |  |  | 2,955 |  |  | — |  |
| Amtek Global Technology Pte. Ltd (SGP), Warrants                                  |  | (f)(k)(l)*(EUR) |  | Automobiles & Components |  |  |  |  |  | 12/31/2018 |  | 9,991 |  |  | 4,785 |  |  | — |  |
| Angelica Corp., Limited Partnership Interest                                      |  | (f)* |  | Health Care Equipment & Services |  |  |  |  |  |  |  | 877,044 |  |  | 47,562 |  |  | 9,257 |  |
| Belk, Inc., Units                                                                 |  | (f)* |  | Retailing |  |  |  |  |  |  |  | 1,642 |  |  | 7,846 |  |  | 2,349 |  |
| Cengage Learning Holdings II, LP, Common Stock                                    |  | (f)* |  | Media |  |  |  |  |  |  |  | 227,802 |  |  | 7,529 |  |  | 3,681 |  |
| Genesys Telecommunications Laboratories, Inc., Class A Shares                     |  | (f)* |  | Technology Hardware & Equipment |  |  |  |  |  |  |  | 40,529 |  |  | — |  |  | — |  |
| Genesys Telecommunications Laboratories, Inc., Class A1-A5 shares                 |  | (f)* |  |  |  |  |  |  |  |  |  | 3,463,150 |  |  | 120 |  |  | 658 |  |
| Genesys Telecommunications Laboratories, Inc., Ordinary Shares                    |  | (f)* |  |  |  |  |  |  |  |  |  | 2,768,806 |  |  | — |  |  | — |  |
| Genesys Telecommunications Laboratories, Inc., Ordinary Shares                    |  | (f)* |  |  |  |  |  |  |  |  |  | 41,339 |  |  | — |  |  | — |  |
| Genesys Telecommunications Laboratories, Inc., Preferred Shares                   |  | (f)* |  |  |  |  |  |  |  |  |  | 1,050,465 |  |  | — |  |  | — |  |

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|----------------------------------------------------------------|
|                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                                                 |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | FairValue |
| Hilding Anders (SWE), Arle PIK Interest                        |   | (f)(h)(i)(k)(l)(n)(EUR) |   | Consumer Durables & Apparel |   |   |   |   |   | 12/31/2022 |   | 3,834 |  |   | $ | — |  |   | $ | — |  |
| Hilding Anders (SWE), Class A Common Stock                     |   | (f)(k)(l)(n)*(SEK) |   |  |   |   |   |   |   |   |   | 4,503,411 |  |   | 132 |  |   | 3 |  |
| Hilding Anders (SWE), Class B Common Stock                     |   | (f)(k)(l)(n)*(SEK) |   |  |   |   |   |   |   |   |   | 574,791 |  |   | 25 |  |   | — |  |
| Hilding Anders (SWE), Class C Common Stock                     |   | (f)(k)(l)(n)*(SEK) |   |  |   |   |   |   |   |   |   | 213,201 |  |   | — |  |   | — |  |
| Hilding Anders (SWE), Equity Options                           |   | (f)(k)(l)(n)*(SEK) |   |  |   |   |   |   |   | 12/31/2020 |   | 236,160,807 |  |   | 14,988 |  |   | 409 |  |
| Home Partners of America, Common Stock                         |   | (f)(j)* |   | Real Estate |   |   |   |   |   |   |   | 100,044 |  |   | 101,876 |  |   | 122,652 |  |
| Home Partners of America, Warrants                             |   | (f)(j)* |   |  |   |   |   |   |   | 8/7/2024 |   | 2,675 |  |   | 292 |  |   | 805 |  |
| Jones Apparel Holdings, Inc., Common Stock                     |   | (f)* |   | Consumer Durables & Apparel |   |   |   |   |   |   |   | 5,451 |  |   | 872 |  |   | — |  |
| Nine West Holdings, Inc., Common Stock                         |  | (f)* |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 5,451 |  |  | 6,541 |  |  | — |  |
| Keystone Australia Holdings, Pty. Ltd. (AUS), Residual Claim   |   | (f)(k)(l)*(AUD) |   | Consumer Services |   |   |   |   |   |   |   | N/A |  |   | 7,945 |  |   | 1,975 |  |
| KKR BPT Holdings Aggregator, LLC, Membership Interest          |   | (f)(k)(n)* |   | Diversified Financials |   |   |   |   |   |   |   | N/A |  |   | 13,000 |  |   | 5,376 |  |
| Louisiana-Pacific Corp, Lien Reserve Claim, Lien Reserve Claim |   | (f)* |   | Materials |   |   |   |   |   | 9/15/2024 |   | 380 |  |   | — |  |   | 380 |  |
| NBG Home, Common Stock                                         |   | (f)* |   | Consumer Durables & Apparel |   |   |   |   |   |   |   | 1,903 |  |   | 2,565 |  |   | 3,130 |  |
| Petroplex Acidizing, Inc., Warrants                            |   | (f)* |   | Energy |   |   |   |   |   |   |   | 8 |  |   | — |  |   | — |  |
| Polyconcept North America, Inc., Class A-1 Units               |   | (f)* |   | Consumer Durables & Apparel |   |   |   |   |   |   |   | 29,376 |  |   | 2,938 |  |   | 2,719 |  |
| PQ Corp., Class B Common Stock                                 |   | * |   | Materials |   |   |   |   |   |   |   | 270,885 |  |   | 3,337 |  |   | 4,456 |  |
| Rockport (Relay), Class A Unit                                 |   | (f)(j)* |   | Consumer Durables & Apparel |   |   |   |   |   |   |   | 219,349 |  |   | — |  |   | — |  |
| Sentry Holdings, Ltd. (JEY), Common Shares A                   |  | (f)(k)(l)*(GBP) |  | Insurance |  |  |  |  |  |  |  | 16,450 |  |  | — |  |  | — |  |
| Sentry Holdings, Ltd. (JEY), Preferred B Shares                |  | (f)(k)(l)*(GBP) |  |  |  |  |  |  |  |  |  | 6,113,719 |  |  | 9,064 |  |  | 8,948 |  |

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|                                                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)(b)                                                     |   | Footnotes |   | Industry |   | InterestRate |   | BaseRateFloor |   | MaturityDate (c) |   | No. Shares/PrincipalAmount (d) |   | Cost (e) |   | FairValue |
| SquareTwo Financial Corp., Series A Preferred Stock                |  | (f)(h)(i) |  | Diversified Financials |  | 12.50% PIK (12.50% Max PIK) |  |  |  |  |  |  | 16,044 |  |  | $ | 5,457 |  |  | $ | — |  |
| Stuart Weitzman, Inc., Common Stock                                |  | (f)* |  | Consumer Durables & Apparel |  |  |  |  |  |  |  | 5,451 |  |  | — |  |  | — |  |
| Towergate (GBR), Ordinary Shares                                   |  | (f)(k)(l)*(GBP) |  | Insurance |  |  |  |  |  |  |  |  | 116,814 |  |  | 173 |  |  | 171 |  |
| Willbros Group, Inc., Common Stock                                 |  | * |  | Energy |  |  |  |  |  |  |  | 2,810,814 |  |  | 7,760 |  |  | 3,991 |  |
| Total Equity/Other                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 258,119 |  |  | $ | 182,340 |  |
| Total Investments, excluding Short Term Investments — 159.7% |  |  |  |  |  |  |  | $ | 4,157,503 |  |  | $ | 3,968,409 |  |
| Short Term Investments—0.0%                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Goldman Sachs Financial Square Funds - Prime Obligations Fund      |  | (p) |  |  |  | 1.40 | % |  |  |  |  |  | 688,065 |  |  | $ | 688 |  |  | $ | 688 |  |
| Total Short Term Investments                                       |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 688 |  |  | $ | 688 |  |
| TOTAL INVESTMENTS — 159.7%(q)                                |  |  |  |  |  |  |  | $ | 4,158,191 |  |  | $ | 3,969,097 |  |
| LIABILITIES IN EXCESS OF OTHER ASSETS—(59.7%)                |  |  |  |  |  |  |  |  |  | (1,483,995 | ) |
| NET ASSETS—100.0%                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 2,485,102 |  |

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Table of Contents

|                  |
|------------------|
|                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Foreign Currency |   | Settlement Date |   | Counterparty |   | Amount andTransaction |   | US$ Value atSettlementDate |   | US$ Value atDecember 31, 2017 |   | UnrealizedAppreciation(Depreciation) |
| AUD              |   | January 11, 2018 |   | JP Morgan Chase Bank |   | A$ |   | 4,736 Sold |   | $ | 3,624 |  |   | $ | 3,695 |  |   | $ | (71 | ) |
| AUD              |   | January 11, 2018 |   | JP Morgan Chase Bank |   | A$ |   | 2,000 Bought |   | (1,512 | ) |   | (1,560 | ) |   | 48 |  |
| CAD              |   | September 11, 2018 |   | State Street Bank and Trust Company |   | C$ |   | 35,650 Sold |   | 29,328 |  |   | 28,429 |  |   | 899 |  |
| EUR              |   | January 11, 2018 |   | JP Morgan Chase Bank |   | € |   | 76,299 Sold |   | 90,523 |  |   | 91,590 |  |   | (1,067 | ) |
| EUR              |   | July 8, 2019 |   | JP Morgan Chase Bank |   | € |   | 5,641 Sold |   | 6,357 |  |   | 7,033 |  |   | (676 | ) |
| EUR              |   | July 8, 2019 |   | JP Morgan Chase Bank |   | € |   | 22,300 Sold |   | 26,298 |  |   | 27,806 |  |   | (1,508 | ) |
| GBP              |   | January 11, 2018 |   | JP Morgan Chase Bank |   | £ |   | 9,836 Bought |   | (13,036 | ) |   | (13,283 | ) |   | 247 |  |
| GBP              |   | April 9, 2018 |   | JP Morgan Chase Bank |   | £ |   | 8,433 Sold |   | 11,345 |  |   | 11,424 |  |   | (79 | ) |
| Total            |   |   |   |   |   |   |   |   |   | $ | 152,927 |  |   | $ | 155,134 |  |   | $ | (2,207 | ) |

|                      |
|----------------------|
|                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Counterparty         |   | Company ReceivesFixed Rate |   | Company PaysFixed Rate |   | TerminationDate |   | PremiumsPaid/(Received) |   | UnrealizedAppreciation(Depreciation) |
| JP Morgan Chase Bank |   | 2.200% on USD notional amount of $188,109 |   | 0.000% on EUR notional amount of €177,545 |   | 12/31/2019 |   | — |  |   | $ | (26,362 | ) |
| JP Morgan Chase Bank |   | 1.960% on USD notional amount of $36,092 |   | 0.500% on GBP notional amount of £29,125 |   | 6/30/2018 |   | — |  |   | (3,242 | ) |
|                 |   |   |   |   |   |   |   | $ | — |  |   | $ | (29,604 | ) |

|                      |
|----------------------|
|                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Counterparty         |   | NotionalAmount |   | Company ReceivesFloating Rate |   | CompanyPays FixedRate |   | TerminationDate |   | PremiumsPaid/(Received) |   | Value |   | UnrealizedAppreciation |
| JP Morgan Chase Bank |   | $ | 100,000 |  |   | 3-Month LIBOR |   | 1.36 | % |   | 12/31/2020 |   | $ | — |  |   | $ | 2,282 |  |   | $ | 2,282 |  |
| JP Morgan Chase Bank |   | $ | 100,000 |  |   | 3-Month LIBOR |   | 0.84 | % |   | 3/31/2019 |   | — |  |   | 1,481 |  |   | 1,481 |  |
|                 |   |   |   |   |   |   |   |   |   | $ | — |  |   | $ | 3,763 |  |   | $ | 3,763 |  |

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|     |                                                                                          |
|-----|------------------------------------------------------------------------------------------|
| (a) | Security may be an obligation of one or more entities affiliated with the named company. |

|     |                                                                                                                                                                                                                                                                                            |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (b) | Non-controlled/non-affiliated investments as defined by the Investment Company Act of 1940, as amended (“1940 Act”), unless otherwise indicated. Non-controlled/non-affiliated investments are investments that are neither controlled investments nor affiliated investments. |

|     |                                                                                         |
|-----|-----------------------------------------------------------------------------------------|
| (c) | Represents maturity of debt securities and expiration of applicable equity investments. |

|     |                                                     |
|-----|-----------------------------------------------------|
| (d) | Denominated in U.S. dollars unless otherwise noted. |

|     |                                                                                                           |
|-----|-----------------------------------------------------------------------------------------------------------|
| (e) | Represents amortized cost for debt securities and cost for equity investments translated to U.S. dollars. |

|     |                                                                                                                                   |
|-----|-----------------------------------------------------------------------------------------------------------------------------------|
| (f) | Investments classified as Level 3 whereby fair value was determined by the Company’s Board of Directors. (see Note 2). |

|     |                                                                                                                                                                                                                                                           |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (g) | Security or portion thereof was held within CCT New York Funding LLC (formerly, CCT SE I LLC) and was pledged as collateral supporting the amounts outstanding under the revolving credit facility with JPMorgan Chase Bank as of December 31, 2017. |

|     |                                                                                                                                                                                                                                                                                                                 |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (h) | The underlying credit agreement or indenture contains a PIK provision, whereby the issuer has either the option or the obligation to make interest payments with the issuance of additional securities. The interest rate in the schedule represents the current interest rate in effect for these investments. |

|     |                                                                    |
|-----|--------------------------------------------------------------------|
| (i) | Investment was on non-accrual status as of December 31, 2017. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (j) | Affiliated investment as defined by the 1940 Act, whereby the Company owns between 5% and 25% of the portfolio company’s outstanding voting securities and the investments are not classified as controlled investments. The aggregate fair value of non-controlled, affiliated investments at December 31, 2017 represented 9.8% of the Company’s net assets. Fair value as of December 31, 2017 along with transactions during the year ended December 31, 2017 in these affiliated investments were as follows (amounts in thousands): |

|                                             |
|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                        |   |  Fair Value atDecember 31,2016 |   | Year Ended December 31, 2017 |   |  Fair Value atDecember 31,2017 |   | Year Ended December 31, 2017 |
| Non-Controlled, Affiliated Investments |   |   | Gross Additions(Cost)* |   | Gross Reductions(Cost)** |   | Net UnrealizedGain (Loss) |   |   | Net RealizedGain (Loss) |   | InterestIncome*** |   | FeeIncome |   | DividendIncome |
| AltEn, LLC                                  |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Membership Units                            |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Term Loan                                   |   | 8,733 |  |   | — |  |   | — |  |   | (4,480 | ) |   | 4,253 |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Home Partners of America, Inc.              |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Subordinated Debt                           |   | — |  |   | 73,744 |  |   | — |  |   | 2,756 |  |   | 76,500 |  |   | — |  |   | 6,185 |  |   | — |  |   | — |  |
| Common Stock                                |   | 113,013 |  |   | 2,150 |  |   | — |  |   | 7,489 |  |   | 122,652 |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Warrants                                    |   | 607 |  |   | — |  |   | — |  |   | 198 |  |   | 805 |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Orchard Marine, Ltd.                        |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Class B Common Stock                   |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Series A Preferred Stock                    |   | 20,502 |  |   | 6,137 |  |   | — |  |   | (5,630 | ) |   | 21,009 |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Rockport Company LLC                        |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|    Term Loan                 |   | — |  |   | 28,755 |  |   | — |  |   | (10,989 | ) |   | 17,766 |  |   | — |  |   | 194 |  |   | — |  |   | — |  |
|    Private Equity            |   | — |  |   | — |  |   | — |  |   |   |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Totals                                      |   | $ | 142,855 |  |   | $ | 110,786 |  |   | $ | — |  |   | $ | (10,656 | ) |   | $ | 242,985 |  |   | $ | — |  |   | $ | 6,379 |  |   | $ | — |  |   | $ | — |  |

|     |
|-----|
|     |  |
| *   | Gross additions include increases in the cost basis of investments resulting from new portfolio investments, PIK interest, the amortization of unearned income, the exchange of one or more existing securities for one or more new securities and the movement of an existing portfolio company into this category from a different category. |
| **  | Gross reductions include decreases in the cost basis of investments resulting from principal collections related to investment repayments or sales, the exchange of one or more existing securities for one or more new securities and the movement of an existing portfolio company out of this category into a different category. |
| *** | Includes payment-in-kind interest income. |

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|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (k) | The investment is not a qualifying asset as defined in Section 55(a) under the 1940 Act. A business development company may not acquire any assets other than qualifying assets, unless, at the time the acquisition is made, qualifying assets represent at least 70% of the company’s total assets. The Company calculates its compliance with the qualifying assets test on a “look through” basis by disregarding the value of the Company’s total return swaps and treating each loan underlying the total return swaps as either a qualifying asset or non-qualifying asset based on whether the obligor is an eligible portfolio company. On this basis, 72.4% of the Company’s total assets represented qualifying assets as of December 31, 2017. |

|     |                                                                                                                                                                    |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (l) | A portfolio company domiciled in a foreign country. The jurisdiction of the security issuer may be a different country than the domicile of the portfolio company. |

|     |                                                                                                                                                                                                                                                                                                                                                                                       |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (m) | This security was acquired in a transaction that was exempt from the registration requirements of the Securities Act of 1933, as amended (the “Securities Act”), pursuant to Rule 144A thereunder. This security may be resold only in transactions that are exempt from the registration requirements of the Securities Act, normally to qualified institutional buyers. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (n) | Controlled investment as defined by the 1940 Act, whereby the Company owns more than 25% of the portfolio company’s outstanding voting securities or maintains the ability to nominate greater than 50% of the board representation. The aggregate fair value of controlled at December 31, 2017 represented 20.1% of the Company’s net assets. Fair value as of December 31, 2017 along with transactions during the year ended December 31, 2017 in these controlled investments were as follows (amounts in thousands): |

|                                             |
|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                        |   | Fair Value atDecember 31, 2016 |   | Year Ended December 31, 2017 |   | Fair Value atDecember 31,2017 |   | Year Ended December 31, 2017 |
| Controlled Investments                 |   | Gross Additions(Cost)* |   | Gross Reductions(Cost)** |   | Net UnrealizedGain (Loss) |   | Net Realized Gain (Loss) |   | InterestIncome*** |   | Fee Income |   | DividendIncome |
| Comet Aircraft S.A.R.L                      |   | $ | 49,157 |  |   | $ | — |  |   | $ | (926 | ) |   | $ | (12,471 | ) |   | $ | 35,760 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 9,764 |  |
| Guardian Investors, LLC                     |   | 3,704 |  |   | — |  |   | (8,860 | ) |   | 5,156 |  |   | — |  |   | (3,413 | ) |   | — |  |   | — |  |   | — |  |
| Hilding Anders                              |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Subordinated Debt                           |   | 84,693 |  |   | 11,138 |  |   | (31,839 | ) |   | 40,562 |  |   | 104,554 |  |   | (9,389 | ) |   | 11,546 |  |   | — |  |   | — |  |
| Class A Common Stock                   |   | — |  |   | — |  |   | — |  |   | 3 |  |   | 3 |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Class B Common Stock                   |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Class C Common Stock                   |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Equity Options                              |   | 2,253 |  |   | — |  |   | — |  |   | (1,844 | ) |   | 409 |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Innovating Partners, LLC                    |   | 4,372 |  |   | — |  |   | (11,363 | ) |   | 6,991 |  |   | — |  |   | (4,441 | ) |   | — |  |   | — |  |   | — |  |
| KKR BPT HoldingsAggregator, LLC             |   | 9,835 |  |   | 1,000 |  |   | (1,200 | ) |   | (4,259 | ) |   | 5,376 |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Strategic CreditOpportunities Partners, LLC |   | 98,998 |  |   | 201,628 |  |   | — |  |   | 26 |  |   | 300,652 |  |   | — |  |   | — |  |   | — |  |   | 11,314 |  |
| Toorak Capital Partners, LLC                |   | 6,984 |  |   | 39,156 |  |   | — |  |   | 7,391 |  |   | 53,531 |  |   | — |  |   | — |  |   | — |  |   | 609 |  |
| Totals                                      |   | $ | 259,996 |  |   | $ | 252,922 |  |   | $ | (54,188 | ) |   | $ | 41,555 |  |   | $ | 500,285 |  |   | $ | (17,243 | ) |   | $ | 11,546 |  |   | $ | — |  |   | $ | 21,687 |  |

|     |
|-----|
|     |  |
| *   | Gross additions include increases in the cost basis of investments resulting from new portfolio investments, PIK interest, the amortization of unearned income, the exchange of one or more existing securities for one or more new securities and the movement of an existing portfolio company into this category from a different category. |
| **  | Gross reductions include decreases in the cost basis of investments resulting from principal collections related to investment repayments or sales, the exchange of one or more existing securities for one or more new securities and the movement of an existing portfolio company out of this category into a different category. |
| *** | Includes payment-in-kind interest income. |

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|     |                                                                                                               |
|-----|---------------------------------------------------------------------------------------------------------------|
| (o) | The issuer of this investment has elected to pay the stated dividend rate upon liquidation of the investment. |

|     |                                                |
|-----|------------------------------------------------|
| (p) | 7-day effective yield as of December 31, 2017. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                    |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (q) | As of December 31, 2017, the aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost was $125,530; the aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value was $314,624; the net unrealized depreciation was $189,094; and the aggregate cost of securities for Federal income tax purposes was $4,158,191. |

|   |
|---|
|   |  |
| * | Non-income producing security. |

|     |           |
|-----|-----------|
| (1) | Not used. |

|     |                                                                                                                                                                                                                                   |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | The interest rate on these investments is subject to a base rate of 3-Month LIBOR, which at December 31, 2017 was 1.69%. The current base rate for each investment may be different from the reference rate on December 31, 2017. |

|     |                                                                                                                                                                                                                                   |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | The interest rate on these investments is subject to a base rate of 1-Month LIBOR, which at December 31, 2017 was 1.56%. The current base rate for each investment may be different from the reference rate on December 31, 2017. |

|     |                                                                                                                                                                                                                                    |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | The interest rate on these investments is subject to a base rate of 12-Month LIBOR, which at December 31, 2017 was 2.11%. The current base rate for each investment may be different from the reference rate on December 31, 2017. |

|     |                                                                                                                                                                                                                                       |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | The interest rate on these investments is subject to a base rate of 3-month EURIBOR, which at December 31, 2017 was (0.33%). The current base rate for each investment may be different from the reference rate on December 31, 2017. |

|     |                                                                                                                                                                                                                                   |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | The interest rate on these investments is subject to a base rate of 2-Month LIBOR, which at December 31, 2017 was 1.62%. The current base rate for each investment may be different from the reference rate on December 31, 2017. |

|     |                                                                                                                                                                                                                                |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | The interest rate on these investments is subject to a base rate of PRIME rate, which at December 31, 2017 was 4.50%. The current base rate for each investment may be different from the reference rate on December 31, 2017. |

|     |                                                                                                                                                                                                                                                             |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (8) | The interest rate on these investments is subject to a base rate of 3-Month Canadian Banker Acceptance Rate, which at December 31, 2017 was 1.54%. The current base rate for each investment may be different from the reference rate on December 31, 2017. |

|     |                                                                                                                                                                                                                                   |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (9) | The interest rate on these investments is subject to a base rate of 6-Month LIBOR, which at December 31, 2017 was 1.84%. The current base rate for each investment may be different from the reference rate on December 31, 2017. |

|      |                                                                                                                                                                                                                                       |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (10) | The interest rate on these investments is subject to a base rate of 1-month EURIBOR, which at December 31, 2017 was (0.37%). The current base rate for each investment may be different from the reference rate on December 31, 2017. |

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|         |                                                                                                                                                                                                                                 |
|---------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Each portfolio company or investment is initially valued by the Company’s independent third party valuation firm (external valuation), which provides a valuation range and/or by the Joint Advisor (internal valuation). |

|         |                                                                                                                                                                                                                                                                                                                  |
|---------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Valuation recommendations are formulated and documented by the Joint Advisor and reviewed by the Joint Advisor’s valuation committee. The Joint Advisor valuation committee then provides its valuation recommendation for each portfolio investment, along with supporting documentation, to the Company. |

|         |                                                                                                                                                                                 |
|---------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | After the Company’s management has substantially completed its review, it forwards the valuation recommendations and supporting documentation for audit committee review. |

|         |                                                                                                                                                                                                                                                                                                                                |
|---------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | The Board then discusses the investment valuation recommendations with the Joint Advisor and the Company's independent third party valuation firm and, based on those discussions and the related review process conducted by the Company’s audit committee, determines the fair value of the investments in good faith. |

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|                                                                             |
|-----------------------------------------------------------------------------|
|                                                                             |  |  |  |  |  |  |  |  |
|                                                                        |   | Three Months EndedJune 30, 2017 |   | Six Months EndedJune 30, 2017 |
| Weighted average number of shares of common stock outstanding (as reported) |   | 308,394,388 |  |   | 308,869,051 |  |
| Weighted average number of shares of common stock outstanding (pro-forma)   |   | 137,064,172 |  |   | 137,275,134 |  |
| Net investment income per share (as reported)                               |   | $ | 0.17 |  |   | $ | 0.34 |  |
| Net investment income per share (pro-forma)                                 |   | $ | 0.39 |  |   | $ | 0.77 |  |
| Diluted and basic earnings per share (as reported)                          |   | $ | 0.12 |  |   | $ | 0.39 |  |
| Diluted and basic earnings per share (pro-forma)                            |   | $ | 0.27 |  |   | $ | 0.89 |  |

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|                                              |
|----------------------------------------------|
|                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                         |   | As of June 30, 2018 |
|                                         |   | AmortizedCost |   | Fair Value |   | Percentage ofInvestmentPortfolio |   | Percentage ofNet Assets |
| Asset Category                               |   |   |   |   |   |   |   |   |
| Senior Debt                                  |   |   |   |   |   |   |   |   |
| First Lien Senior Secured Loans              |   | $ | 1,617,988 |  |   | $ | 1,568,053 |  |   | 38.5 | % |   | 64.2 | % |
| Second Lien Senior Secured Loans             |   | 1,062,531 |  |   | 1,040,408 |  |   | 25.5 |  |   | 42.6 |  |
| Other Senior Secured Debt                    |   | 243,503 |  |   | 221,849 |  |   | 5.4 |  |   | 9.1 |  |
| Total Senior Debt                            |   | 2,924,022 |  |   | 2,830,310 |  |   | 69.4 |  |   | 115.9 |  |
| Subordinated Debt                            |   | 306,969 |  |   | 278,896 |  |   | 6.8 |  |   | 11.4 |  |
| Asset Based Finance                          |   | 390,250 |  |   | 413,133 |  |   | 10.1 |  |   | 16.9 |  |
| Strategic Credit Opportunities Partners, LLC |   | 294,028 |  |   | 306,736 |  |   | 7.5 |  |   | 12.6 |  |
| Equity/Other                                 |   | 333,493 |  |   | 253,239 |  |   | 6.2 |  |   | 10.4 |  |
| Total Investments                            |   | $ | 4,248,762 |  |   | $ | 4,082,314 |  |   | 100.0 | % |   | 167.2 | % |

|                                              |
|----------------------------------------------|
|                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                         |   | As of December 31, 2017 |
|                                         |   | AmortizedCost |   | Fair Value |   | Percentage ofInvestmentPortfolio |   | Percentage ofNet Assets |
| Asset Category                               |   |   |   |   |   |   |   |   |
| Senior Debt                                  |   |   |   |   |   |   |   |   |
| First Lien Senior Secured Loans              |   | $ | 1,712,750 |  |   | $ | 1,672,178 |  |   | 42.1 | % |   | 67.3 | % |
| Second Lien Senior Secured Loans             |   | 978,764 |  |   | 943,753 |  |   | 23.8 |  |   | 38.0 |  |
| Other Senior Secured Debt                    |   | 148,754 |  |   | 141,302 |  |   | 3.6 |  |   | 5.7 |  |
| Total Senior Debt                            |   | 2,840,268 |  |   | 2,757,233 |  |   | 69.5 |  |   | 111.0 |  |
| Subordinated Debt                            |   | 393,053 |  |   | 381,677 |  |   | 9.6 |  |   | 15.4 |  |
| Asset Based Finance                          |   | 372,035 |  |   | 346,507 |  |   | 8.7 |  |   | 13.9 |  |
| Strategic Credit Opportunities Partners, LLC |   | 294,028 |  |   | 300,652 |  |   | 7.6 |  |   | 12.1 |  |
| Equity/Other                                 |   | 258,119 |  |   | 182,340 |  |   | 4.6 |  |   | 7.3 |  |
| Subtotal                                     |   | 4,157,503 |  |   | 3,968,409 |  |   | 100.0 | % |   | 159.7 |  |
| Short Term Investments                       |   | 688 |  |   | 688 |  |   |   |   | — |  |
| Total Investments                            |   | $ | 4,158,191 |  |   | $ | 3,969,097 |  |   |   |   | 159.7 | % |

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|                                                    |
|----------------------------------------------------|
|                                                    |  |  |  |  |  |  |
| Industry Compositions                              |   | June 30, 2018 |   | December 31, 2017 |
| Capital Goods                                      |   | 14.7 | % |   | 19.3 | % |
| Software & Services                            |   | 14.5 |  |   | 11.4 |  |
| Diversified Financials                             |   | 11.9 |  |   | 10.0 |  |
| SCJV                                               |   | 7.5 |  |   | 7.6 |  |
| Retailing                                          |   | 6.9 |  |   | 6.7 |  |
| Consumer Durables & Apparel                    |   | 6.0 |  |   | 6.3 |  |
| Real Estate                                        |   | 4.4 |  |   | 5.0 |  |
| Health Care Equipment & Services               |   | 4.2 |  |   | 3.6 |  |
| Materials                                          |   | 4.1 |  |   | 5.5 |  |
| Transportation                                     |   | 3.9 |  |   | 3.2 |  |
| Automobiles & Components                       |   | 3.5 |  |   | 5.8 |  |
| Consumer Services                                  |   | 2.6 |  |   | 2.0 |  |
| Food & Staples Retailing                       |   | 2.6 |  |   | 1.3 |  |
| Household & Personal Products                  |   | 2.5 |  |   | 2.6 |  |
| Insurance                                          |   | 2.2 |  |   | 0.7 |  |
| Commercial & Professional Services             |   | 1.8 |  |   | 2.9 |  |
| Technology Hardware & Equipment                |   | 1.8 |  |   | 1.4 |  |
| Energy                                             |   | 1.6 |  |   | 2.1 |  |
| Food, Beverage & Tobacco                       |   | 1.1 |  |   | 0.5 |  |
| Semiconductors & Semiconductor Equipment       |   | 1.1 |  |   | 0.5 |  |
| Pharmaceuticals, Biotechnology & Life Sciences |   | 0.5 |  |   | — |  |
| Banks                                              |   | 0.4 |  |   | 0.4 |  |
| Media                                              |   | 0.2 |  |   | 1.2 |  |
| Total                                              |   | 100.0 | % |   | 100.0 | % |
| Geographic Dispersion (1)                     |   |   |   |   |
| United States                                      |   | 86.4 | % |   | 84.4 | % |
| Germany                                            |   | 3.0 |  |   | — |  |
| Luxembourg                                         |   | 3.0 |  |   | 2.9 |  |
| Sweden                                             |   | 2.5 |  |   | 2.7 |  |
| Ireland                                            |   | 2.2 |  |   | 2.0 |  |
| United Kingdom                                     |   | 1.3 |  |   | 0.7 |  |
| Virgin Islands, British                            |   | 0.7 |  |   | 0.5 |  |
| Cayman Islands                                     |   | 0.4 |  |   | 0.5 |  |
| Singapore                                          |   | 0.4 |  |   | 3.5 |  |
| Australia                                          |   | 0.1 |  |   | 0.1 |  |
| Canada                                             |   | — |  |   | 2.5 |  |
| Jersey                                             |   | — |  |   | 0.2 |  |
| Total                                              |   | 100.0 | % |   | 100.0 | % |
| Local Currency                                     |   |   |   |   |
| U.S. Dollar                                   |   | 92.2 | % |   | 91.3 | % |
| Euro                                               |   | 7.4 |  |   | 7.8 |  |
| British Pound Sterling                        |   | 0.2 |  |   | 0.2 |  |
| Swedish Krona                                      |   | 0.1 |  |   | — |  |
| Australian Dollar                                  |   | 0.1 |  |   | — |  |
| Canadian Dollar                                    |   | — |  |   | 0.7 | % |
| Total                                              |   | 100.0 | % |   | 100.0 | % |

|           |                                                                                                                                                  |
|-----------|--------------------------------------------------------------------------------------------------------------------------------------------------|
| (1)  | The geographic dispersion is determined by the portfolio company’s country of domicile or the jurisdiction of the security’s issuer. |

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|                                                                     |
|---------------------------------------------------------------------|
|                                                                     |  |  |  |  |  |  |  |  |
|                                                                |  | As of |
|                                                                     |  | June 30, 2018 |   | December 31, 2017 |
| Total debt investments (1)                                     |  | $ | 598,429 |  |  | $ | 522,210 |  |
| Weighted average current interest rate on debt investments (2) |  | 8.27 | % |  | 7.04 | % |
| Number of portfolio companies in SCJV                               |  | 41 |  |  | 35 |  |
| Largest investment in a single portfolio company (1)                |  | $ | 71,379 |  |  | $ | 57,854 |  |
| Unfunded Commitments                                                |  | $ | 16,924 |  |  | $ | 15,666 |  |

|           |                |
|-----------|----------------|
| (1)  | At par amount. |

|           |                                                                                                                      |
|-----------|----------------------------------------------------------------------------------------------------------------------|
| (2)  | Computed as the (a) annual stated interest rate on accruing debt, divided by (b) total debt at par amount. |

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|                                                    |
|----------------------------------------------------|
|                                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)                                        |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | Maturity Date |   | No.Shares/PrincipalAmount (b) |   | Cost |   | Fair    Value |
| First Lien Senior Secured Loans —130.2%      |
| Acosta Holdco, Inc.                                |  | (g)(1) |  | Commercial & Professional Services |  | L + 325 |  |  | 1.00 | % |  | 9/26/2021 |  | $ | 3,982 |  |  | $ | 3,802 |  |  | $ | 3,019 |  |
| American Freight, Inc.                             |  | (c)(1) |  | Retailing |  | L + 625 |  |  | 1.00 | % |  | 10/31/2020 |  | 29,330 |  |  | 29,181 |  |  | 29,166 |  |
| Bay Club, Co.                                      |  | (g)(2) |  | Consumer Services |  | L + 650 |  |  | 1.00 | % |  | 8/31/2022 |  | 8,842 |  |  | 8,903 |  |  | 8,942 |  |
| Belk, Inc.                                         |  | (2) |  | Retailing |  | L + 475 |  |  | 1.00 | % |  | 12/12/2022 |  | 4,129 |  |  | 3,728 |  |  | 3,206 |  |
| Brand Energy                                       |  | (2) |  | Capital Goods |  | L + 425 |  |  | 1.00 | % |  | 6/21/2024 |  | 17,871 |  |  | 17,904 |  |  | 17,926 |  |
| Bugaboo International BV (NLD)                     |  | (d)(e)(f)(EUR) |  | Consumer Durables & Apparel |  | 7.70% PIK (7.70% Max PIK) |  |  |  |  |  | 3/20/2025 |  | € | 25,120 |  |  | 29,441 |  |  | 28,551 |  |
| Casual Dining Group, Ltd. (GBR)                    |  | (c)(d)(e)(h)(2)(GBP) |  | Consumer Services |  | L + 825, 0.5% PIK(0.5% Max PIK) |  |  |  |  |  | 12/7/2020 |  | £ | 41,525 |  |  | 50,995 |  |  | 49,793 |  |
| CommerceHub, Inc.                                  |  | (2) |  | Software & Services |  | L + 375 |  |  |  |  |  | 5/2/2025 |  | $ | 2,167 |  |  | 2,170 |  |   | 2,178 |  |
| Commercial Barge Line, Co.          |  | (g)(1) |  | Transportation |  | L + 875 |  |  | 1.00 | % |  | 11/12/2020 |  | 4,403 |  |  | 4,256 |  |  | 3,083 |  |
| David’s Bridal, Inc.                         |  | (1) |  | Retailing |  | L + 400 |  |  | 1.25 | % |  | 10/11/2019 |  | 2,673 |  |  | 2,579 |  |  | 2,373 |  |
| Dentix (SPN)                                       |  | (c)(d)(3)(EUR) |  | Health Care Equipment & Services |  | E + 825 |  |  |  |  |  | 12/1/2022 |  | € | 21,000 |  |  | 24,844 |  |  | 23,887 |  |
| Eacom Timber Corp. (CAN)                           |  | (c)(d)(1) |  | Materials |  | L + 650 |  |  | 1.00 | % |  | 11/30/2023 |  | $ | 71,379 |  |  | 71,443 |  |  | 71,159 |  |
| EagleView Technology Corp.                         |  | (2) |  | Capital Goods |  | L + 350 |  |  |  |  |  | 7/15/2022 |  | 6,808 |  |  | 6,852 |  |  | 6,838 |  |
| FleetPride Corporation                             |  | (1) |  | Capital Goods |  | L + 450 |  |  | 1.25 | % |  | 11/18/2022 |  | 2,676 |  |  | 2,693 |  |  | 2,698 |  |
| Harbor Freight Tools USA, Inc. |  | (1) |  | Retailing |  | L + 250 |  |  | 0.75 | % |  | 8/18/2023 |  | 2,623 |  |  | 2,632 |  |  | 2,614 |  |
| Huws Gray, Ltd (GBR)                               |  | (c)(d)(2)(GBP) |  | Materials |  | L + 550 |  |  | 0.50 | % |  | 2/22/2025 |  | £ | 20,236 |  |  | 26,261 |  |  | 25,574 |  |
| ID Verde (FRA)                                     |  | (c)(d)(3)(EUR) |  | Commercial & Professional Services |  | E + 650 |  |  |  |  |  | 3/29/2025 |  | € | 15,864 |  |  | 18,411 |  |  | 18,359 |  |
|                                               |   | (c)(d)(3)(GBP) |  | Commercial & Professional Services |  | E + 650 |  |  |  |  |  | 3/29/2025 |  | £ | 5,804 |  |  | 7,624 |  |  | 7,590 |  |
| Koosharem, LLC                                     |  | (g)(2) |  | Commercial & ProfessionalServices |  | L + 500 |  |  | 1.00 | % |  | 4/10/2025 |  | $ | 16,253 |  |  | 16,134 |  |  | 16,429 |  |
| Marshall Retail Group, LLC                         |  | (c)(2) |  | Retailing |  | L + 600 |  |  | 1.00 | % |  | 8/25/2020 |  | 16,124 |  |  | 15,372 |  |  | 15,792 |  |
| MedAssets, Inc.                                    |  | (1) |  | Health Care Equipment & Services |  | L + 450 |  |  | 1.00 | % |  | 10/20/2022 |  | 6,966 |  |  | 7,015 |  |  | 6,933 |  |
| Netsmart Technologies, Inc.                        |  | (2) |  | Health Care Equipment & Services |  | L + 450 |  |  | 1.00 | % |  | 4/19/2023 |  | 1,946 |  |  | 1,956 |  |  | 1,961 |  |
| P2 Energy Solutions, Inc.                          |  | (2) |  | Software & Services |  | L + 400 |  |  | 1.00 | % |  | 10/30/2020 |  | 2,963 |  |  | 2,950 |  |  | 2,944 |  |

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|                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)                                                     |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | Maturity Date |   | No.Shares/PrincipalAmount (b) |   | Cost |   | Fair    Value |
| Plaskolite, LLC                                                 |  | (5) |  | Materials |  | P + 250 |  |  |  |  |  | 11/3/2022 |  | $ | 4,018 |  |  | $ | 4,018 |  |  | $ | 4,013 |  |
| Raley’s                                                   |  | (g)(1) |  | Food & Staples Retailing |  | L + 525 |  |  | 1.00 | % |  | 5/18/2022 |  | 4,126 |  |  | 4,109 |  |  | 4,152 |  |
| Savers, Inc.                                                    |  | (g)(2) |  | Retailing |  | L + 375 |  |  | 1.25 | % |  | 7/9/2019 |  | 9,792 |  |  | 9,237 |  |  | 9,609 |  |
| SMART Global Holdings, Inc.                                     |  | (c)(g)(2) |  | Semiconductors & Semiconductor Equipment |  | L + 625 |  |  | 1.00 | % |  | 8/9/2022 |  | 19,261 |  |  | 19,475 |  |  | 19,438 |  |
|                                                            |   | (c)(g)(2) |   | Semiconductors & Semiconductor Equipment |   | L + 625 |  |   | 1.00 | % |   | 8/9/2022 |   | 120 |  |   | 64 |  |   | 65 |  |
| Standard Aero, Ltd.                                             |  | (1) |  | Capital Goods |  | L + 375 |  |  | 1.00 | % |  | 7/7/2022 |  | 980 |  |  | 985 |  |  | 983 |  |
| Staples Canada (CAN)                                            |  | (c)(d)(4)(CAD) |  | Retailing |  | CDOR + 700 |  |  | 1.00 | % |  | 9/12/2023 |  | C$ | 35,400 |  |  | 27,001 |  |  | 27,093 |  |
| TIBCO Software, Inc.                                            |  | (1) |  | Software & Services |  | L + 350 |  |  | 1.00 | % |  | 12/4/2020 |  | $ | 18,991 |  |  | 18,602 |  |  | 19,023 |  |
| Transplace                                                      |  | (1) |  | Transportation |  | L + 375 |  |  | 1.00 | % |  | 10/9/2024 |  | 3,344 |  |  | 3,357 |  |  | 3,347 |  |
| Utility One Source LP                                           |  | (g)(1) |  | Capital Goods |  | L + 550 |  |  | 1.00 | % |  | 4/18/2023 |  | 7,725 |  |  | 7,663 |  |  | 7,928 |  |
| Vee Pak, LLC                                                    |  | (c)(g)(2) |  | Household & Personal Products |  | L + 675 |  |  | 1.00 | % |  | 3/9/2023 |  | 10,639 |  |  | 10,578 |  |  | 9,874 |  |
| Total First Lien Senior Secured Loans                           |  |  |  |  |  |  |  |  |  | $ | 462,235 |  |  | $ | 456,540 |  |
| Second Lien Senior Secured Loans—11.0%                    |  |  |  |  |  |  |  |  |  |  |  |  |
| Grocery Outlet, Inc.                                            |  | (g)(2) |  | Food & Staples Retailing |  | L + 825 |  |  | 1.00 | % |  | 10/21/2022 |  | $ | 30,000 |  |  | $ | 30,281 |  |  | $ | 30,300 |  |
| Sungard Public Sector LLC                                       |  | (c)(g)(1) |  | Software & Services |  | L + 850 |  |  | 1.00 | % |  | 1/31/2025 |  | 8,236 |  |  | 8,253 |  |  | 8,157 |  |
| Total Second Lien Senior Secured Loans                          |  |  |  |  |  |  |  |  |  | $ | 38,534 |  |  | $ | 38,457 |  |
| Other Senior Secured Debt—2.5%                            |  |  |  |  |  |  |  |  |  |  |  |  |
| Artesyn Technologies, Inc.                                      |  | (f)(g) |  | Technology Hardware &Equipment |  | 9.75 | % |  |  |  | 10/15/2020 |  | $ | 8,900 |  |  | $ | 8,010 |  |  | $ | 8,566 |  |
| Total Other Senior Secured Debt                                 |   |  |  |  |  |  |  |  |  | $ | 8,010 |  |  | $ | 8,566 |  |
| Total Senior Debt                                               |   |  |  |  |  |  |  |  |  | $ | 508,779 |  |  | $ | 503,563 |  |
| Subordinated Debt—26.2%                                   |   |  |  |  |  |  |  |  |  |  |  |  |
| Cemex Materials, LLC                                            |  | (g) |  | Materials |  | 7.70 | % |  |  |  | 7/21/2025 |  | $ | 58,454 |  |  | $ | 66,638 |  |  | $ | 66,638 |  |
| GCI, Inc.                                                       |  |  |  | Telecommunication Services |  | 6.88 | % |  |  |  | 4/15/2025 |  | 7,211 |  |  | 7,449 |  |  | 7,502 |  |
| Hillman Group, Inc.                                             |  | (f) |  | Consumer Durables & Apparel |  | 6.38 | % |  |  |  | 7/15/2022 |  | 2,238 |  |  | 2,099 |  |  | 2,154 |  |
| JC Penney Corp., Inc.                                           |  |  |  | Retailing |  | 8.13 | % |  |  |  | 10/1/2019 |  | 53 |  |  | 55 |  |  | 55 |  |
| Kenan Advantage Group, Inc.                                     |  | (f)(g) |  | Transportation |  | 7.88 | % |  |  |  | 7/31/2023 |  | 7,692 |  |  | 7,540 |  |  | 7,884 |  |
| Solera Holdings, Inc.                                           |  | (f) |  | Software & Services |  | 10.50 | % |  |  |  | 3/1/2024 |  | 6,818 |  |  | 7,367 |  |  | 7,606 |  |
| Total Subordinated Debt                                         |  |  |  |  |  |  |  |  |  | $ | 91,148 |  |  | $ | 91,839 |  |
| Asset Based Finance —11.8%                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| GA Capital Specialty Lending Fund, Limited Partnership Interest |  | (c) |  | Diversified Financials |  |  |  |  |  |  |  | N/A |  | $ | 33,650 |  |  | $ | 41,409 |  |
|                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 33,650 |  |  | $ | 41,409 |  |
| TOTAL INVESTMENTS — 181.7%                                |  |  |  |  |  |  |  |  |  | $ | 633,577 |  |  | $ | 636,811 |  |

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|     |                                                                                          |
|-----|------------------------------------------------------------------------------------------|
| (a) | Security may be an obligation of one or more entities affiliated with the named company. |

|     |                                                     |
|-----|-----------------------------------------------------|
| (b) | Denominated in U.S. dollars unless otherwise noted. |

|     |                                    |
|-----|------------------------------------|
| (c) | Investments classified as Level 3. |

|     |                                                                                                                                                                    |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (d) | A portfolio company domiciled in a foreign country. The jurisdiction of the security issuer may be a different country than the domicile of the portfolio company. |

|     |                                                                                                                                                                                                                                                                                                                 |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (e) | The underlying credit agreement or indenture contains a PIK provision, whereby the issuer has either the option or the obligation to make interest payments with the issuance of additional securities. The interest rate in the schedule represents the current interest rate in effect for these investments. |

|     |                                                                                                                                                                                                                                                                                    |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (f) | This security was acquired in a transaction that was exempt from the registration requirements of the Securities Act, pursuant to Rule 144A thereunder. This security may be resold only in transactions that are exempt from the registration requirements of the Securities Act. |

|     |                                                                                |
|-----|--------------------------------------------------------------------------------|
| (g) | This investment is held by both the Company and SCJV as of June 30, 2018. |

|     |                                                           |
|-----|-----------------------------------------------------------|
| (h) | Investment was on non-accrual status as of June 30, 2018. |

|     |                                                                                                                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | The interest rate on these investments is subject to a base rate of 1-Month LIBOR, which at June 30, 2018 was 2.09%. The current base rate for each investment may be different from the reference rate on June 30, 2018. |

|     |                                                                                                                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | The interest rate on these investments is subject to a base rate of 3-Month LIBOR, which at June 30, 2018 was 2.34%. The current base rate for each investment may be different from the reference rate on June 30, 2018. |

|     |                                                                                                                                                                                                                                             |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | The interest rate on these investments is subject to a base rate of 3-Month EURIBOR, which at June 30, 2018 was (0.32)%. The current base rate for each investment may be different from the reference rate on June 30, 2018. |

|     |                                                                                                                                                                                                                            |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | The interest rate for these investments is subject to a 3 month CDOR, which at June 30, 2018 was 1.77%. The current base rate for each investment may be different from the reference rate on June 30, 2018. |

|     |                                                                                                                                                                                                                                    |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | The interest rate for these investments is subject to the base rate of PRIME, which at June 30, 2018 was 5.00%. The current base rate for each investment may be different from the reference rate on June 30, 2018. |

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|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)                                 |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate |   | No.Shares/PrincipalAmount (b) |   | Cost |   | FairValue |
| First Lien Senior Secured Loan—105.8% |
| A10 Capital, LLC                            |   | (c)(1) |   | Real Estate |   | L + 700 |   | 1.00 | % |   | 1/21/2022 |   | $ | 32,688 |  |   | $ | 33,310 |  |   | $ | 33,015 |  |
| Acosta Holdco, Inc.                         |   | (f)(1) |   | Commercial & Professional Services |   | L + 325 |   | 1.00 | % |   | 9/26/2021 |   | 4,002 |  |   | 3,797 |  |   | 3,536 |  |
| American Freight, Inc.                      |   | (c)(1) |   | Retailing |   | L + 625 |   | 1.00 | % |   | 10/31/2020 |   | 31,709 |  |   | 31,709 |  |   | 31,709 |  |
| Bay Club, Co.                               |   | (f)(1) |   | Consumer Services |   | L + 650 |   | 1.00 | % |   | 8/31/2022 |   | 8,887 |  |   | 8,953 |  |   | 9,021 |  |
| Belk, Inc.                                  |   | (2) |   | Retailing |   | L + 475 |   | 1.00 | % |   | 12/12/2022 |   | 4,153 |  |   | 3,742 |  |   | 3,422 |  |
| Brand Energy                                |   | (2) |   | Capital Goods |   | L + 425 |   | 1.00 | % |   | 6/21/2024 |   | 7,961 |  |   | 7,942 |  |   | 8,003 |  |
| Casual Dining Group, Ltd. (GBR)             |   | (c)(d)(2)(GBP) |   | Consumer Services |   | L + 825,      0.5% PIK                     (0.5% Max PIK) |   |   |   | 12/7/2020 |   | 40,595 |  |   | 50,466 |  |   | 50,312 |  |
| Commercial Barge Line, Co.                  |   | (f)(1) |   | Transportation |   | L + 875 |   | 1.00 | % |   | 11/12/2020 |   | 7,032 |  |   | 6,757 |  |   | 4,108 |  |
| David’s Bridal, Inc.                  |   | (2) |   | Retailing |   | L + 400 |   | 1.25 | % |   | 10/11/2019 |   | 3,167 |  |   | 3,023 |  |   | 2,780 |  |
| Dentix (SPN)                                |   | (c)(d)(3)(EUR) |   | Health Care Equipment & Services |   | E + 825 |   |   |   | 12/1/2022 |   | € | 21,000 |  |   | 24,857 |  |   | 25,362 |  |
| Harbor Freight Tools USA, Inc.              |   | (1) |   | Retailing |   | L + 325 |   | 0.75 | % |   | 8/18/2023 |   | $ | 2,636 |  |   | 2,646 |  |   | 2,657 |  |
| KeyPoint Government Solutions, Inc.         |   | (c)(f)(2) |   | Capital Goods |   | L + 600 |   | 1.00 | % |   | 4/18/2024 |   | 20,657 |  |   | 20,605 |  |   | 20,724 |  |
| Koosharem, LLC                              |   | (f)(2) |   | Commercial & Professional Services |   | L + 650 |   | 1.00 | % |   | 5/15/2020 |   | 20,997 |  |   | 19,240 |  |   | 20,507 |  |
| Marshall Retail Group, LLC                  |   | (c)(2) |   | Retailing |   | L + 600 |   | 1.00 | % |   | 8/25/2020 |   | 16,262 |  |   | 15,340 |  |   | 15,605 |  |

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|                                             |
|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)                                 |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate |   | No.Shares/PrincipalAmount (b) |   | Cost |   | Fair Value |
| MedAssets, Inc.                             |   | (1) |   | Health Care Equipment & Services |   | L + 450 |  |   | 1.00 | % |   | 10/20/2022 |   | $ | 7,002 |  |   | $ | 7,055 |  |   | $ | 7,028 |  |
| Netsmart Technologies, Inc.                 |   | (2) |   | Health Care Equipment & Services |   | L + 450 |  |   | 1.00 | % |   | 4/19/2023 |   | 1,956 |  |   | 1,967 |  |   | 1,981 |  |
| NMI Holdings, Inc.                          |   | (c)(1) |   | Insurance |   | L + 675 |  |   | 1.00 | % |   | 11/10/2019 |   | 37,052 |  |   | 37,398 |  |   | 37,052 |  |
| Raley’s                               |   | (f)(1) |   | Food & Staples Retailing |   | L + 525 |  |   | 1.00 | % |   | 5/18/2022 |   | 4,198 |  |   | 4,178 |  |   | 4,246 |  |
| RedPrairie Corp.                            |   | (f)(1) |   | Software & Services |   | L + 300 |  |   | 1.00 | % |   | 10/12/2023 |   | 11,175 |  |   | 11,128 |  |   | 11,243 |  |
| Savers, Inc.                                |   | (f)(2) |   | Retailing |   | L + 375 |  |   | 1.25 | % |   | 7/9/2019 |   | 9,844 |  |   | 9,110 |  |   | 9,283 |  |
| Standard Aero, Ltd                          |   | (1) |   | Capital Goods |   | L + 375 |  |   | 1.00 | % |   | 7/7/2022 |   | 985 |  |   | 990 |  |   | 994 |  |
| TIBCO Software, Inc.                        |   | (1) |   | Software & Services |   | L + 350 |  |   | 1.00 | % |   | 12/4/2020 |   | 19,087 |  |   | 18,626 |  |   | 19,167 |  |
| Utility One Source LP                       |   | (f)(1) |   | Capital Goods |   | L + 550 |  |   | 1.00 | % |   | 4/18/2023 |   | 7,764 |  |   | 7,695 |  |   | 7,949 |  |
| Vee Pak, LLC                                |   | (c)(f)(2) |   | Household & Personal Products |   | L + 675 |  |   | 1.00 | % |   | 3/9/2023 |   | 10,720 |  |   | 10,652 |  |   | 10,298 |  |
| Total First Lien Senior Secured Loan        |   |   |   | $ | 341,186 |  |   | $ | 340,002 |  |
| Second Lien Senior Secured Loan—26.0% |
| Grocery Outlet, Inc.                        |   | (2) |   | Food & Staples Retailing |   | L + 825 |  |   | 1.00 | % |   | 10/21/2022 |   | $ | 30,000 |  |   | $ | 30,281 |  |   | $ | 30,122 |  |
| Sungard Public Sector LLC                   |   | (c)(f)(2) |   | Software & Services |   | L + 850 |  |   | 1.00 | % |   | 1/31/2025 |   | 8,236 |  |   | 8,254 |  |   | 8,226 |  |
| Vencore, Inc.                               |   | (f)(2) |   | Capital Goods |   | L + 875 |  |   | 1.00 | % |   | 5/23/2020 |   | 30,000 |  |   | 30,263 |  |   | 30,337 |  |
| Total Second Lien Senior Secured Loan       |   |   |   | $ | 68,798 |  |   | $ | 68,685 |  |
| Other Senior Secured Debt—6.5%        |
| Artesyn Technologies, Inc.                  |   | (e)(f) |   | Technology Hardware & Equipment |   | 9.75 | % |   |   |   | 10/15/2020 |   | $ | 8,900 |  |   | $ | 7,854 |  |   | $ | 8,744 |  |
| GCP Applied Technologies, Inc.              |   | (e) |   | Materials |   | 9.50 | % |   |   |   | 2/1/2023 |   | 4,796 |  |   | 5,367 |  |   | 5,324 |  |
| Guitar Center, Inc.                         |   | (e)(f) |   | Retailing |   | 6.50 | % |   |   |   | 4/15/2019 |   | 8,523 |  |   | 7,996 |  |   | 7,884 |  |
| Total Other Senior Secured Debt             |   |   |   | $ | 21,217 |  |   | $ | 21,952 |  |
| Total Senior Debt                           |   |   |   | $ | 431,201 |  |   | $ | 430,639 |  |
| Subordinated Debt—14.1%               |
| GCI, Inc.                                   |   |   |   | Telecommunication Services |   | 6.88 | % |   |   |   | 4/15/2025 |   | $ | 7,211 |  |   | $ | 7,463 |  |   | $ | 7,680 |  |
| Hillman Group, Inc.                         |   | (e) |   | Consumer Durables & Apparel |   | 6.38 | % |   |   |   | 7/15/2022 |   | 2,238 |  |   | 2,084 |  |   | 2,232 |  |
| Kenan Advantage Group, Inc.                 |   | (e)(f) |   | Transportation |   | 7.88 | % |   |   |   | 7/31/2023 |   | 7,692 |  |   | 7,529 |  |   | 7,961 |  |

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|                                                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company (a)                                                                              |   | Footnotes |   | Industry |   | InterestRate |   | Base RateFloor |   | MaturityDate |   | No.Shares/PrincipalAmount (b) |   | Cost |   | Fair Value |
| Solera Holdings, Inc.                                                                    |   | (e) |   | Software & Services |   | 10.50 | % |   |   |   | 3/1/2024 |   | $ | 6,818 |  |   | $ | 7,404 |  |   | $ | 7,670 |  |
| Total Subordinated Debt                                                                  |   |   |   | $ | 24,480 |  |   | $ | 25,543 |  |
| Asset Based Finance—17.2%                                                          |
| GA Capital Specialty Lending Fund, Limited Partnership Interest |   |   |   | Diversified Financials |   |   |   |   |   |   |   | N/A |  |   | $ | 57,854 |  |   | $ | 57,854 |  |
| Total Asset Based Finance                                                                |   |   |   | $ | 57,854 |  |   | $ | 57,854 |  |
| TOTAL INVESTMENTS — 169.6%                                                         |   |   |   | $ | 513,535 |  |   | $ | 514,036 |  |

|     |                                                                                          |
|-----|------------------------------------------------------------------------------------------|
| (a) | Security may be an obligation of one or more entities affiliated with the named company. |

|     |                                                     |
|-----|-----------------------------------------------------|
| (b) | Denominated in U.S. dollars unless otherwise noted. |

|     |                                    |
|-----|------------------------------------|
| (c) | Investments classified as Level 3. |

|     |                                                                                                                                                                    |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (d) | A portfolio company domiciled in a foreign country. The jurisdiction of the security issuer may be a different country than the domicile of the portfolio company. |

|     |                                                                                                                                                                                                                                                                                    |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (e) | This security was acquired in a transaction that was exempt from the registration requirements of the Securities Act, pursuant to Rule 144A thereunder. This security may be resold only in transactions that are exempt from the registration requirements of the Securities Act. |

|     |                                                                                    |
|-----|------------------------------------------------------------------------------------|
| (f) | This investment is held by both the Company and SCJV as of December 31, 2017. |

|     |                                                                                                                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | The interest rate on these investments is subject to a base rate of 1-Month LIBOR, which at December 31, 2017 was 1.56%. The current base rate for each investment may be different from the reference rate on December 31, 2017. |

|     |                                                                                                                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | The interest rate on these investments is subject to a base rate of 3-Month LIBOR, which at December 31, 2017 was 1.69%. The current base rate for each investment may be different from the reference rate on December 31, 2017. |

|     |                                                                                                                                                                                                                                                     |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | The interest rate on these investments is subject to a base rate of 3-Month EURIBOR, which at December 31, 2017 was (0.33)%. The current base rate for each investment may be different from the reference rate on December 31, 2017. |

|                                    |
|------------------------------------|
|                                    |  |  |  |  |  |  |  |  |
|                               |   | As of |
|                               |   | June 30, 2018 |   | December 31, 2017 |
| Selected Balance Sheet Information |   |   |   |   |
| Total investments, at fair value   |   | $ | 636,811 |  |   | $ | 514,036 |  |
| Cash and other assets              |   | 56,357 |  |   | 101,529 |  |
| Total assets                       |   | 693,168 |  |   | 615,565 |  |
| Debt                               |   | 221,829 |  |   | 268,221 |  |
| Other liabilities                  |   | 120,782 |  |   | 3,741 |  |
| Total liabilities                  |   | 342,611 |  |   | 271,962 |  |
| Member’s equity              |   | $ | 350,557 |  |   | $ | 343,602 |  |

----

Table of Contents

|                                                      |
|------------------------------------------------------|
|                                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                 |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
|                                                 |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Selected Statement of Operation Information          |   |   |   |   |   |   |   |   |
| Total investment income                              |   | $ | 13,180 |  |   | $ | 4,480 |  |   | $ | 26,186 |  |   | $ | 9,241 |  |
| Expenses                                             |   |   |   |   |   |   |   |   |
| Interest expense                                     |   | 3,087 |  |   | 1,181 |  |   | 5,865 |  |   | 2,342 |  |
| Custodian and accounting fees                        |   | 46 |  |   | 52 |  |   | 90 |  |   | 105 |  |
| Administrative services                              |   | 51 |  |   | 15 |  |   | 129 |  |   | 29 |  |
| Professional services                                |   | 54 |  |   | 8 |  |   | 135 |  |   | 25 |  |
| Other                                                |   | 19 |  |   | 4 |  |   | 48 |  |   | 6 |  |
| Total expenses                                       |   | 3,257 |  |   | 1,260 |  |   | 6,267 |  |   | 2,507 |  |
| Net investment income                                |   | 9,923 |  |   | 3,220 |  |   | 19,919 |  |   | 6,734 |  |
| Net realized and unrealized losses                   |   | 4,226 |  |   | 101 |  |   | 4,787 |  |   | (1,139 | ) |
| Net increase in net assets resulting from operations |   | $ | 14,149 |  |   | $ | 3,321 |  |   | $ | 24,706 |  |   | $ | 5,595 |  |

|                                    |
|------------------------------------|
|                                    |  |  |  |  |  |  |  |  |  |  |
|                               |   |   |   | Fair Value |
| Derivative Instrument              |   | Statement Location |   | June 30, 2018 |   | December 31, 2017 |
| Cross currency swaps               |   | Unrealized depreciation on swap contracts |   | $ | (20,773 | ) |   | $ | (29,604 | ) |
| Foreign currency forward contracts |   | Unrealized appreciation on foreign currency forward contracts |   | 2,641 |  |   | 1,194 |  |
| Foreign currency forward contracts |   | Unrealized depreciation on foreign currency forward contracts |   | (2,340 | ) |   | (3,401 | ) |
| Interest rate swaps                |   | Unrealized appreciation on swap contracts |   | 4,674 |  |   | 3,763 |  |
| Interest rate swaps                |   | Unrealized depreciation on swap contracts |   | (1,833 | ) |   | — |  |
| Total                              |   |   |   | $ | (17,631 | ) |   | $ | (28,048 | ) |

----

Table of Contents

|                                    |
|------------------------------------|
|                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                               |   |   |   | Net Realized Gains (Losses) |
|                               |   |   |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| Derivative Instrument              |   | Statement Location |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Cross currency swaps               |   | Net realized gains (losses) on swap contracts |   | $ | (873 | ) |   | $ | 11,763 |  |   | $ | 339 |  |   | $ | 12,046 |  |
| Foreign currency forward contracts |   | Net realized gains (losses) on foreign currency forward contracts |   | 6,653 |  |   | (633 | ) |   | 4,477 |  |   | (78 | ) |
| Interest rate swaps                |   | Net realized gains (losses) on swap contracts |   | 1,660 |  |   | (262 | ) |   | 2,072 |  |   | (749 | ) |
| TRS                                |   | Net realized gains on swap contracts |   | — |  |   | 494 |  |   | — |  |   | 3,014 |  |
| Total                              |   |   |   | $ | 7,440 |  |   | $ | 11,362 |  |   | $ | 6,888 |  |   | $ | 14,233 |  |
|                               |   |   |   |   |   |   |   |   |   |   |
|                               |   |   |   | Net Unrealized Gains (Losses) |
|                               |   |   |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| Derivative Instrument              |   | Statement Location |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Cross currency swaps               |   | Net change in unrealized appreciation (depreciation) on swap contracts |   | $ | 17,034 |  |   | $ | (30,771 | ) |   | $ | 8,831 |  |   | $ | (34,807 | ) |
| Foreign currency forward contracts |   | Net change in unrealized appreciation (depreciation) on foreign currency forward contracts |   | 2,265 |  |   | (9,345 | ) |   | 2,508 |  |   | (11,981 | ) |
| Interest rate swaps                |   | Net change in unrealized depreciation on swap contracts |   | (1,179 | ) |   | (2,738 | ) |   | (922 | ) |   | (1,686 | ) |
| TRS                                |   | Net change in unrealized depreciation on swap contracts |   | — |  |   | (4,753 | ) |   | — |  |   | (3,397 | ) |
| Total                              |   |   |   | $ | 18,120 |  |   | $ | (47,607 | ) |   | $ | 10,417 |  |   | $ | (51,871 | ) |

|                                     |
|-------------------------------------|
|                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                |   | As of June 30, 2018 |
| Counterparty                        |   | DerivativeAssets Subjectto MasterNettingAgreement |   | DerivativesAvailablefor Offset |   | Non-cashCollateralReceived (1) |   | CashCollateralReceived (1) |   | NetAmount ofDerivativeAssets (2) |
| State Street Bank and Trust Company |   | $ | 2,179 |  |   | $ | (371 | ) |   | $ | — |  |   | $ | — |  |   | $ | 1,808 |  |
| Total                               |   | $ | 2,179 |  |   | $ | (371 | ) |   | $ | — |  |   | $ | — |  |   | $ | 1,808 |  |
|                                |   |   |   |   |   |   |   |   |   |   |
| Counterparty                        |   | DerivativeLiabilitiesSubject toMasterNettingAgreement |   | DerivativesAvailablefor Offset |   | Non-cashCollateralPledged (1) |   | CashCollateralPledged(1) |   | NetAmount ofDerivativeLiabilities (3) |
| BMO Capital Markets                 |   | $ | 1,833 |  |   | $ | — |  |   | $ | — |  |   | $ | (1,040 | ) |   | $ | 793 |  |
| J.P. Morgan Chase Bank              |   | 22,742 |  |   | (5,136 | ) |   | — |  |   | — |  |   | 17,606 |  |
| Total                               |   | $ | 24,575 |  |   | $ | (5,136 | ) |   | $ | — |  |   | $ | (1,040 | ) |   | $ | 18,399 |  |

----

Table of Contents

|                                     |
|-------------------------------------|
|                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                |   | As of December 31, 2017 |
| Counterparty                        |   | DerivativeAssets Subjectto MasterNettingAgreement |   | DerivativesAvailablefor Offset |   | Non-cashCollateralReceived (1) |   | CashCollateralReceived (1) |   | NetAmount ofDerivativeAssets (2) |
| State Street Bank and Trust Company |   | $ | 899 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 899 |  |
| Total                               |   | $ | 899 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 899 |  |
|                                |   |   |   |   |   |   |   |   |   |   |
| Counterparty                        |   | DerivativeLiabilitiesSubject toMasterNettingAgreement |   | DerivativesAvailablefor Offset |   | Non-cashCollateralPledged (1) |   | CashCollateralPledged(1) |   | NetAmount ofDerivativeLiabilities (3) |
| J.P. Morgan Chase Bank              |   | $ | 33,005 |  |   | $ | (4,058 | ) |   | $ | — |  |   | $ | — |  |   | $ | 28,947 |  |
| Total                               |   | $ | 33,005 |  |   | $ | (4,058 | ) |   | $ | — |  |   | $ | — |  |   | $ | 28,947 |  |

|           |                                                                                                                                                |
|-----------|------------------------------------------------------------------------------------------------------------------------------------------------|
| (1)  | In some instances, the actual amount of the collateral received and/or pledged may be more than the amount shown due to overcollateralization. |

|           |                                                                                                                             |
|-----------|-----------------------------------------------------------------------------------------------------------------------------|
| (2)  | Net amount of derivative assets represents the net amount due from the counterparty to the Company in the event of default. |

|           |                                                                                                                                  |
|-----------|----------------------------------------------------------------------------------------------------------------------------------|
| (3)  | Net amount of derivative liabilities represents the net amount due from the Company to the counterparty in the event of default. |

----

Table of Contents

|                          |
|--------------------------|
|                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| As of June 30, 2018 |
| ForeignCurrency          |   | SettlementDate |   | Counterparty |   | Amount andTransaction |   | US$ Valueat SettlementDate |   | US$ Value at June 30, 2018 |   | UnrealizedAppreciation (Depreciation) |
| AUD                      |  | July 11, 2018 |  | JP Morgan Chase Bank |  | A$ |  | 2,572 Sold |  | $ | 1,973 |  |  | $ | 1,903 |  |  | $ | 70 |  |
| CAD                      |  | September 11, 2018 |  | State Street Bank and Trust Company |  | C$ |  | 22,837 Bought |  | (17,526 | ) |  | (17,392 | ) |  | (134 | ) |
| CAD                      |  | September 11, 2018 |  | State Street Bank and Trust Company |  | C$ |  | 35,650 Sold |  | 29,328 |  |  | 27,149 |  |  | 2,179 |  |
| EUR                      |  | July 6, 2018 |  | State Street Bank and Trust Company |  | € |  | 10,250 Sold |  | 11,891 |  |  | 11,972 |  |  | (81 | ) |
| EUR                      |  | July 6, 2018 |  | State Street Bank and Trust Company |  | € |  | 10,500 Sold |  | 12,181 |  |  | 12,264 |  |  | (83 | ) |
| EUR                      |  | July 8, 2019 |  | JP Morgan Chase Bank |  | € |  | 5,641 Sold |  | 6,357 |  |  | 6,792 |  |  | (435 | ) |
| EUR                      |  | July 8, 2019 |  | JP Morgan Chase Bank |  | € |  | 22,300 Sold |  | 26,298 |  |  | 26,852 |  |  | (554 | ) |
| EUR                      |  | August 31, 2018 |  | JP Morgan Chase Bank |  | € |  | 84,000 Sold |  | 97,705 |  |  | 98,521 |  |  | (816 | ) |
| GBP                      |  | January 11, 2023 |  | JP Morgan Chase Bank |  | £ |  | 1,721 Sold |  | 2,634 |  |  | 2,439 |  |  | 195 |  |
| GBP                      |  | January 11, 2023 |  | JP Morgan Chase Bank |  | £ |  | 1,936 Sold |  | 2,942 |  |  | 2,745 |  |  | 197 |  |
| GBP                      |  | July 6, 2018 |  | State Street Bank and Trust Company |  | £ |  | 2,400 Sold |  | 3,167 |  |  | 3,168 |  |  | (1 | ) |
| GBP                      |  | July 13, 2018 |  | JP Morgan Chase Bank |  | £ |  | 29,125 Sold |  | 38,291 |  |  | 38,455 |  |  | (164 | ) |
| GBP                      |  | July 16, 2018 |  | State Street Bank and Trust Company |  | £ |  | 14,000 Sold |  | 18,415 |  |  | 18,487 |  |  | (72 | ) |
| Total                    |  |  |  |  |  |  |  |  |  | $ | 233,656 |  |  | $ | 233,355 |  |  | $ | 301 |  |

|                              |
|------------------------------|
|                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| As of December 31, 2017 |
| ForeignCurrency              |   | SettlementDate |   | Counterparty |   | Amount andTransaction |   | US$ Valueat SettlementDate |   | US$ Value at December 31, 2017 |   | UnrealizedAppreciation (Depreciation) |
| AUD                          |   | January 11, 2018 |   | JP Morgan Chase Bank |   | A$ |   | 4,736 Sold |   | $ | 3,624 |  |   | $ | 3,695 |  |   | $ | (71 | ) |
| AUD                          |   | January 11, 2018 |   | JP Morgan Chase Bank |   | A$ |   | 2,000 Bought |   | (1,512 | ) |   | (1,560 | ) |   | 48 |  |
| CAD                          |   | September 11, 2018 |   | State Street Bank and Trust Company |   | C$ |   | 35,650 Sold |   | 29,328 |  |   | 28,429 |  |   | 899 |  |
| EUR                          |   | January 11, 2018 |   | JP Morgan Chase Bank |   | € |   | 76,299 Sold |   | 90,523 |  |   | 91,590 |  |   | (1,067 | ) |
| EUR                          |   | July 8, 2019 |   | JP Morgan Chase Bank |   | € |   | 5,641 Sold |   | 6,357 |  |   | 7,033 |  |   | (676 | ) |
| EUR                          |   | July 8, 2019 |   | JP Morgan Chase Bank |   | € |   | 22,300 Sold |   | 26,298 |  |   | 27,806 |  |   | (1,508 | ) |
| GBP                          |   | January 11, 2018 |   | JP Morgan Chase Bank |   | £ |   | 9,836 Bought |   | (13,036 | ) |   | (13,283 | ) |   | 247 |  |
| GBP                          |   | April 9, 2018 |   | JP Morgan Chase Bank |   | £ |   | 8,433 Sold |   | 11,345 |  |   | 11,424 |  |   | (79 | ) |
| Total                        |   |   |   |   |   |   |   |   |   | $ | 152,927 |  |   | $ | 155,134 |  |   | $ | (2,207 | ) |

|                              |
|------------------------------|
|                              |  |  |  |  |  |  |  |  |  |  |
| As of June 30, 2018     |
| Counterparty                 |   | Company ReceivesFixed Rate |   | Company PaysFixed Rate |   | TerminationDate |   | UnrealizedAppreciation(Depreciation) |
| JP Morgan Chase Bank         |   | 2.200% on USD notional amount of $188,109 |   | 0.000% on EUR notional amount of €177,545 |   | 12/31/2019 |   | $ | (20,773 | ) |
|                         |   |   |   |   |   |   |   | $ | (20,773 | ) |
|                         |
| As of December 31, 2017 |
| Counterparty                 |   | Company ReceivesFixed Rate |   | Company PaysFixed Rate |   | TerminationDate |   | UnrealizedAppreciation(Depreciation) |
| JP Morgan Chase Bank         |   | 2.200% on USD notional amount of $188,109 |   | 0.000% on EUR notional amount of €177,545 |   | 12/31/2019 |   | $ | (26,362 | ) |
| JP Morgan Chase Bank         |   | 1.960% on USD notional amount of $36,092 |   | 0.500% on GBP notional amount of £29,125 |   | 6/30/2018 |   | (3,242 | ) |
|                         |   |   |   |   |   |   |   | $ | (29,604 | ) |

----

Table of Contents

|                             |
|-----------------------------|
|                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                        |   | Debt Investments Denominated in Foreign CurrenciesAs of June 30, 2018 |   | HedgesAs of June 30, 2018 |
| (in thousands)              |   | Par Value in LocalCurrency |   | Par Value inUS$ |   | Fair Value |   | Net ForeignCurrency HedgeAmount inLocal Currency |   | Net ForeignCurrency HedgeAmount in U.S.Dollars |
| Euros                       |   | € |   | 308,435 |  |   | $ | 360,190 |  |   | $ | 257,542 |  |   | € |   | 310,236 |  |   | $ | 342,541 |  |
| Canadian Dollars            |   | C$ |   | — |  |   | — |  |   | — |  |   | C$ |   | 12,813 |  |   | 11,802 |  |
| British Pound Sterling |   | £ |   | — |  |   | — |  |   | — |  |   | £ |   | 49,182 |  |   | 65,449 |  |
| Australian Dollars          |   | A$ |   | — |  |   | — |  |   | — |  |   | A$ |   | 2,572 |  |   | 1,973 |  |
| Total                       |   |   |   |   |   | $ | 360,190 |  |   | $ | 257,542 |  |   |   |   |   |   | $ | 421,765 |  |

|                             |
|-----------------------------|
|                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                        |   | Debt Investments Denominated in Foreign CurrenciesAs of December 31, 2017 |   | HedgesAs of December 31, 2017 |
| (in thousands)              |   | Par Value in LocalCurrency |   | Par Value inUS$ |   | Fair Value |   | Net ForeignCurrency HedgeAmount in LocalCurrency |   | Net ForeignCurrency HedgeAmount in U.S.Dollars |
| Euros                       |   | € |   | 363,882 |  |   | $ | 436,604 |  |   | $ | 309,257 |  |   | € |   | 281,785 |  |   | $ | 311,287 |  |
| Canadian Dollars            |   | C$ |   | 35,641 |  |   | 28,354 |  |   | 27,640 |  |   | C$ |   | 35,650 |  |   | 29,328 |  |
| British Pound Sterling |   | £ |   | — |  |   | — |  |   | — |  |   | £ |   | 27,722 |  |   | 34,401 |  |
| Australian Dollars          |   | A$ |   | — |  |   | — |  |   | — |  |   | A$ |   | 2,736 |  |   | 2,112 |  |
| Total                       |   |   |   |   |   | $ | 464,958 |  |   | $ | 336,897 |  |   |   |   |   |   | $ | 377,128 |  |

|                              |
|------------------------------|
|                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| As of June 30, 2018     |
| Counterparty                 |   | NotionalAmount |   | CompanyReceivesFloating Rate |   | CompanyPaysFixedRate |   | TerminationDate |   | PremiumsPaid/(Received) |   | Value |   | UnrealizedAppreciation(Depreciation) |
| JP Morgan Chase Bank         |  | $ | 100,000 |  |  | 3-Month LIBOR |  | 1.36 | % |  | 12/31/2020 |  | $ | — |  |  | $ | 3,450 |  |  | $ | 3,450 |  |
| JP Morgan Chase Bank         |  | $ | 100,000 |  |  | 3-Month LIBOR |  | 0.84 | % |  | 3/31/2019 |  | — |  |  | 1,224 |  |  | 1,224 |  |
| BMO Capital Markets          |  | $ | 200,000 |  |  | 3-Month LIBOR |  | 2.77 | % |  | 3/8/2023 |  | — |  |  | (1,833 | ) |  | (1,833 | ) |
|                              |  |  |  |  |  |  |  |  |  | $ | — |  |  | $ | 2,841 |  |  | $ | 2,841 |  |
| As of December 31, 2017 |
| Counterparty                 |   | NotionalAmount |   | CompanyReceivesFloating Rate |   | CompanyPaysFixedRate |   | TerminationDate |   | PremiumsPaid/(Received) |   | Value |   | UnrealizedAppreciation(Depreciation) |
| JP Morgan Chase Bank         |   | $ | 100,000 |  |   | 3-Month LIBOR |   | 1.36 | % |   | 12/31/2020 |   | $ | — |  |   | $ | 2,282 |  |   | $ | 2,282 |  |
| JP Morgan Chase Bank         |   | $ | 100,000 |  |   | 3-Month LIBOR |   | 0.84 | % |   | 3/31/2019 |   | — |  |   | 1,481 |  |   | 1,481 |  |
|                         |   |   |   |   |   |   |   |   |   | $ | — |  |   | $ | 3,763 |  |   | $ | 3,763 |  |

----

Table of Contents

|                                             |
|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                        |   |   |   |   |   | As of June 30, 2018 |
| Company                                     |   | Expiration Date |   | No. Shares |   | Cost |   | Fair Value |
| Hilding Anders, Equity Options              |   | 12/31/2020 |   | 236,160,807 |  |   | 14,988 |  |   | 5,001 |  |
| Home Partners of America, Inc., Warrants    |   | 8/7/2024 |   | 2,675 |  |   | 292 |  |   | 1,219 |  |
| Petroplex Acidizing, Inc., Warrants         |   | 12/29/2026 |   | 8 |  |   | — |  |   | — |  |
| Total                                       |   |   |   |   |   | $ | 15,280 |  |   | $ | 6,220 |  |
|                                        |   |   |   |   |   |   |   |   |
|                                        |   |   |   |   |   | As of December 31, 2017 |
| Company                                     |   | Expiration Date |   | No. Shares |   | Cost |   | Fair Value |
| Amtek Global Technology Pte. Ltd., Warrants |   | 12/31/2018 |   | 9,991 |  |   | $ | 4,785 |  |   | $ | — |  |
| Hilding Anders, Equity Options              |   | 12/31/2020 |   | 236,160,807 |  |   | 14,988 |  |   | 409 |  |
| Home Partners of America, Inc., Warrants    |   | 8/7/2024 |   | 2,675 |  |   | 292 |  |   | 805 |  |
| Petroplex Acidizing, Inc., Warrants         |   | 12/29/2026 |   | 8 |  |   | — |  |   | — |  |
| Total                                       |   |   |   |   |   | $ | 20,065 |  |   | $ | 1,214 |  |

|                                                                 |
|-----------------------------------------------------------------|
|                                                                 |  |  |  |  |  |  |  |  |
|                                                            |   | Three Months EndedJune 30, 2017 |   | Six Months EndedJune 30, 2017 |
| Interest and fee income                                         |   | $ | 7,493 |  |   | $ | 11,526 |  |
| Financing charge (1)                                            |   | (8,769 | ) |   | (10,131 | ) |
| Net realized gains (losses)                                     |   | 1,770 |  |   | 1,619 |  |
| Net realized gains on derivative instruments related to the TRS |   | $ | 494 |  |   | $ | 3,014 |  |

|           |                                                                                                                    |
|-----------|--------------------------------------------------------------------------------------------------------------------|
| (1)  | Financing charge for the three and six months ended June 30, 2017 includes a make-whole fee of $6.40 million.  |

----

Table of Contents

|                                              |
|----------------------------------------------|
|                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                         |   | June 30, 2018 |
| Description                                  |   | Level 1 |   | Level 2 |   | Level 3 |   | Total |
| Senior Debt                                  |   | $ | — |  |   | $ | 673,658 |  |   | $ | 2,156,652 |  |   | $ | 2,830,310 |  |
| Subordinated Debt                            |   | — |  |   | 66,153 |  |   | 212,743 |  |   | 278,896 |  |
| Asset Based Finance                          |   | — |  |   | — |  |   | 413,133 |  |   | 413,133 |  |
| Strategic Credit Opportunities Partners, LLC |   | — |  |   | — |  |   | 306,736 |  |   | 306,736 |  |
| Equity/Other                                 |   | — |  |   | — |  |   | 253,239 |  |   | 253,239 |  |
| Total investments                            |   | $ | — |  |   | $ | 739,811 |  |   | $ | 3,342,503 |  |   | $ | 4,082,314 |  |
|                                         |   |   |   |   |   |   |   |   |
| Derivative Instruments                       |   | Level 1 |   | Level 2 |   | Level 3 |   | Total |
| Assets                                       |   |   |   |   |   |   |   |   |
| Foreign currency forward contracts           |   | $ | — |  |   | $ | 2,641 |  |   | $ | — |  |   | $ | 2,641 |  |
| Interest rate swaps                          |   | — |  |   | 4,674 |  |   | — |  |   | 4,674 |  |
| Liabilities                                  |   |   |   |   |   |   |   |   |
| Cross currency swaps                         |   | — |  |   | (20,773 | ) |   | — |  |   | (20,773 | ) |
| Foreign currency forward contracts           |   | — |  |   | (2,340 | ) |   | — |  |   | (2,340 | ) |
| Interest rate swaps                          |   | — |  |   | (1,833 | ) |   | — |  |   | (1,833 | ) |
| Total                                        |   | $ | — |  |   | $ | (17,631 | ) |   | $ | — |  |   | $ | (17,631 | ) |
|                                         |   |   |   |   |   |   |   |   |
|                                         |   | December 31, 2017 |
| Description                                  |   | Level 1 |   | Level 2 |   | Level 3 |   | Total |
| Senior Debt                                  |   | $ | — |  |   | $ | 623,922 |  |   | $ | 2,133,311 |  |   | $ | 2,757,233 |  |
| Subordinated Debt                            |   | — |  |   | 120,790 |  |   | 260,887 |  |   | 381,677 |  |
| Asset Based Finance                          |   | — |  |   | — |  |   | 346,507 |  |   | 346,507 |  |
| Strategic Credit Opportunities Partners, LLC |   | — |  |   | — |  |   | 300,652 |  |   | 300,652 |  |
| Equity/Other                                 |   | 4,456 |  |   | 3,991 |  |   | 173,893 |  |   | 182,340 |  |
| Subtotal                                     |   | 4,456 |  |   | 748,703 |  |   | 3,215,250 |  |   | 3,968,409 |  |
| Short term investments                       |   | 688 |  |   | — |  |   | — |  |   | 688 |  |
| Total investments                            |   | $ | 5,144 |  |   | $ | 748,703 |  |   | $ | 3,215,250 |  |   | $ | 3,969,097 |  |
|                                         |   |   |   |   |   |   |   |   |
| Derivative Instruments                       |   | Level 1 |   | Level 2 |   | Level 3 |   | Total |
| Assets                                       |   |   |   |   |   |   |   |   |
| Foreign currency forward contracts           |   | $ | — |  |   | $ | 1,194 |  |   | $ | — |  |   | $ | 1,194 |  |
| Interest rate swaps                          |   | — |  |   | 3,763 |  |   | — |  |   | 3,763 |  |
| Liabilities                                  |   |   |   |   |   |   |   |   |
| Cross currency swaps                         |   | — |  |   | (29,604 | ) |   | — |  |   | (29,604 | ) |
| Foreign currency forward contracts           |   | — |  |   | (3,401 | ) |   | — |  |   | (3,401 | ) |
| Total                                        |   | $ | — |  |   | $ | (28,048 | ) |   | $ | — |  |   | $ | (28,048 | ) |

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Table of Contents

|                                         |
|-----------------------------------------|
|                                         |  |  |  |  |  |  |  |  |  |  |  |  |
|                                    |   | As of June 30, 2018 |
| Asset Group                             |   | Fair Value(1) |   | ValuationTechniques(2) |   | Unobservable Inputs |   | Range (WeightedAverage)(3) |   | Impact toValuation froman Increase inInput (4) |
| Senior Debt                             |   | $ | 1,968,702 |  |   | Discounted Cash Flow |   | Discount Rate |   | 8.2% - 26.6% (11.4%) |   | Decrease |
|                                    |   | 187,950 |  |   | Waterfall |   | EBITDA Multiple |   | 3.90x - 11.80x (6.80x) |   | Increase |
| Subordinated Debt                       |   | 115,632 |  |   | Discounted Cash Flow |   | Discount Rate |   | 9.3% - 15.1% (11.5%) |   | Decrease |
|                                    |   | 81,971 |  |   | Waterfall |   | EBITDA Multiple |   | 8.99x (8.99x) |   | Increase |
|                                    |   | 15,140 |  |   | Option Pricing Model |   | Implied Volatility |   | 30.0% (30.0%) |   | Increase |
| Asset Based Finance                     |   | 222,830 |  |   | Discounted Cash Flow |   | Discount Rate |   | 5.2% - 18.0% (10.5%) |   | Decrease |
|                                    |   | 150,544 |  |   | Waterfall |   | EBITDA Multiple |   | 1.22x - 4.00x (2.58x) |   | Increase |
|                                    |   | 39,759 |  |   | Net Asset Value |   | Price to Book Value |   | 1.00x (1.00x) |   | Increase |
| Strategic Credit Opportunities Partners |   | 306,736 |  |   | Net Asset Value |   | Net Asset Value |   | N/A |   | Increase |
| Equity/Other                            |   | 134,880 |  |   | Option Pricing Model |   | Equity Illiquidity Discount |   | 10.0% (10.0%) |   | Decrease |
|                                    |   | 118,359 |  |   | Waterfall |   | EBITDA Multiple |   | 1.00x - 13.60x (5.30x) |   | Increase |
| Total                                   |   | $ | 3,342,503 |  |   |   |   |   |   |   |   |   |

|                                         |
|-----------------------------------------|
|                                         |  |  |  |  |  |  |  |  |  |  |  |  |
|                                    |   | As of December 31, 2017 |
| Asset Group                             |   | Fair Value(1) |   | ValuationTechniques(2) |   | Unobservable Inputs |   | Range (WeightedAverage)(3) |   | Impact toValuation froman Increase inInput (4) |
| Senior Debt                             |   | $ | 1,769,358 |  |   | Discounted Cash Flow |   | Discount Rate |   | 1.30% - 24.30% (11.00%) |   | Decrease |
|                                    |   | 363,953 |  |   | Waterfall |   | EBITDA Multiple |   | 4.13x - 9.53x (6.89x) |   | Increase |
| Subordinated Debt                       |   | 157,420 |  |   | Waterfall |   | EBITDA Multiple |   | 8.61x - 10.74x (9.51x) |   | Increase |
|                                    |   | 13,950 |  |   | Option Pricing Model |   | Implied Volatility |   | 27.50% (27.50%) |   | Increase |
|                                    |   | 89,517 |  |   | Discounted Cash Flow |   | Discount Rate |   | 9.10% - 14.30% (9.90%) |   | Decrease |
| Asset Based Finance                     |   | 208,892 |  |   | Discounted Cash Flow |   | Discount Rate |   | 5.39% - 18.0% (12.0%) |   | Decrease |
|                                    |   | 116,606 |  |   | Waterfall |   | EBITDA Multiple |   | 1.31x - 4.00x (2.76x) |   | Increase |
|                                    |   | 21,009 |  |   | Net Asset Value |   | Net Asset Value |   | N/A |   | Increase |
| Strategic Credit Opportunities Partners |   | 300,652 |  |   | Net Asset Value |   | Net Asset Value |   | N/A |   | Increase |
| Equity/Other                            |   | 173,481 |  |   | Waterfall |   | Illiquidity Discount |   | 0.00% - 20.00% (10.68%) |   | Decrease |
|                                    |   | 412 |  |   | Option Pricing Model |   | Implied Volatility |   | 27.50% (27.50%) |   | Increase |
| Total                                   |   | $ | 3,215,250 |  |   |   |   |   |   |   |   |   |

|           |                                                                                                                          |
|-----------|--------------------------------------------------------------------------------------------------------------------------|
| (1)  | Certain investments may be valued at cost for a period of time after an acquisition as the best indicator of fair value. |

|           |                                                                                                                                                                                                                                                                                                                                                                              |
|-----------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2)  | For the assets and investments that have more than one valuation technique, the Company may rely on the stated techniques individually or in the aggregate based on a weight ascribed to each valuation technique, ranging from 0 – 100%. Indicative broker quotes obtained for valuation purposes are reviewed by the Company relative to other valuation techniques. |

|           |                                                                  |
|-----------|------------------------------------------------------------------|
| (3)  | Weighted average amounts are based on the estimated fair values. |

|           |                                                                                                                                                                                                                                                                                                                                                             |
|-----------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4)  | This column represents the directional change in the fair value of the Level 3 investments that would result from an increase to the corresponding unobservable input. A decrease to the input would have the opposite effect. Significant changes in these inputs in isolation could result in significantly higher or lower fair value measurements. |

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|                                                                                                             |
|-------------------------------------------------------------------------------------------------------------|
|                                                                                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                                        |   | Three Months Ended June 30, 2018 |
|                                                                                                        |   | Senior Debt |   | SubordinatedDebt |   | Asset BasedFinance |   | StrategicCreditOpportunitiesPartners, LLC |   | Equity/Other |   | Total |
| Fair value balance as of April 1, 2018                                                                      |   | $ | 1,965,764 |  |   | $ | 267,634 |  |   | $ | 384,006 |  |   | $ | 303,102 |  |   | $ | 182,807 |  |   | $ | 3,103,313 |  |
| Additions (1)                                                                                               |   | 530,086 |  |   | 108 |  |   | 17,209 |  |   | — |  |   | 85,242 |  |   | 632,645 |  |
| Net realized gains (losses) (2)                                                                             |   | (2,394 | ) |   | 492 |  |   | (12,797 | ) |   | — |  |   | (3,841 | ) |   | (18,540 | ) |
| Net change in unrealized appreciation (depreciation) (3)                                                    |   | (20,182 | ) |   | (18,778 | ) |   | 34,429 |  |   | 3,634 |  |   | (10,025 | ) |   | (10,922 | ) |
| Sales or repayments (4)                                                                                     |   | (317,999 | ) |   | (36,800 | ) |   | (10,742 | ) |   | — |  |   | (944 | ) |   | (366,485 | ) |
| Net discount accretion                                                                                      |   | 1,377 |  |   | 87 |  |   | 1,028 |  |   | — |  |   | — |  |   | 2,492 |  |
| Transfers into Level 3                                                                                 |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Fair value balance as of June 30, 2018                                                                 |   | $ | 2,156,652 |  |   | $ | 212,743 |  |   | $ | 413,133 |  |   | $ | 306,736 |  |   | $ | 253,239 |  |   | $ | 3,342,503 |  |
| Change in net unrealized appreciation (depreciation) in investments still held as of June 30, 2018 (3) |   | $ | (31,998 | ) |   | $ | (17,597 | ) |   | $ | 35,073 |  |   | $ | 3,634 |  |   | $ | (14,429 | ) |   | $ | (25,317 | ) |

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Table of Contents

|                                                                                                        |
|--------------------------------------------------------------------------------------------------------|
|                                                                                                        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                                   |   | Six Months Ended June 30, 2018 |
|                                                                                                   |   | Senior Debt |   | SubordinatedDebt |   | Asset BasedFinance |   | StrategicCreditOpportunitiesPartners, LLC |   | Equity/Other |   | Total |
| Fair value balance as of January 1, 2018                                                               |   | $ | 2,133,311 |  |   | $ | 260,887 |  |   | $ | 346,507 |  |   | $ | 300,652 |  |   | $ | 173,893 |  |   | $ | 3,215,250 |  |
| Additions (1)                                                                                          |   | 712,191 |  |   | 218 |  |   | 39,736 |  |   | — |  |   | 100,126 |  |   | 852,271 |  |
| Net realized gains (losses) (2)                                                                        |   | (7,037 | ) |   | 492 |  |   | (12,797 | ) |   | — |  |   | (4,133 | ) |   | (23,475 | ) |
| Net change in unrealized appreciation (depreciation) (3)                                               |   | (19,877 | ) |   | (9,499 | ) |   | 48,411 |  |   | 6,084 |  |   | (7,137 | ) |   | 17,982 |  |
| Sales or repayments (4)                                                                                |   | (664,445 | ) |   | (39,543 | ) |   | (10,798 | ) |   | — |  |   | (9,510 | ) |   | (724,296 | ) |
| Net discount accretion                                                                                 |   | 2,509 |  |   | 188 |  |   | 2,074 |  |   | — |  |   | — |  |   | 4,771 |  |
| Transfers into Level 3                                                                                 |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Fair value balance as of June 30, 2018                                                                 |   | $ | 2,156,652 |  |   | $ | 212,743 |  |   | $ | 413,133 |  |   | $ | 306,736 |  |   | $ | 253,239 |  |   | $ | 3,342,503 |  |
| Change in net unrealized appreciation (depreciation) in investments still held as of June 30, 2018 (3) |   | $ | (25,372 | ) |   | $ | (8,318 | ) |   | $ | 49,040 |  |   | $ | 6,084 |  |   | $ | (13,739 | ) |   | $ | 7,695 |  |

|           |                                                                                                                                                                                                                                 |
|-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1)  | Includes increases in the cost basis of investments resulting from new and add-on portfolio investments, the capitalization of PIK interest, or the exchange of one or more existing securities for one or more new securities. |

|           |                                                                                                 |
|-----------|-------------------------------------------------------------------------------------------------|
| (2)  | Included in net realized gains (losses) in the condensed consolidated statements of operations. |

|           |                                                                                                                          |
|-----------|--------------------------------------------------------------------------------------------------------------------------|
| (3)  | Included in net change in unrealized appreciation (depreciation) in the condensed consolidated statements of operations. |

|           |                                                                                                                                                                                                                                                                                           |
|-----------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4)  | Includes principal payments/paydowns on debt investments, collection of PIK interest, proceeds from sales of investments, distributions received on equity investments classified as return of capital or the exchange of one or more existing securities for one or more new securities. |

|                                                                                                        |
|--------------------------------------------------------------------------------------------------------|
|                                                                                                        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                                   |   | Three Months Ended June 30, 2017 |
|                                                                                                   |   | Senior Debt |   | SubordinatedDebt |   | Asset BasedFinance |   | StrategicCreditOpportunitiesPartners, LLC |   | Equity/Other |   | TotalReturnSwaps |   | Total |
| Fair value balance as of April 1, 2017                                                                 |   | $ | 2,221,769 |  |   | $ | 413,583 |  |   | $ | 357,585 |  |   | $ | 98,266 |  |   | $ | 186,553 |  |   | $ | 4,753 |  |   | $ | 3,282,509 |  |
| Additions (1)                                                                                          |   | 234,099 |  |   | 481 |  |   | 31,805 |  |   | — |  |   | 60,619 |  |   | — |  |   | 327,004 |  |
| Net realized gains (losses) (2)                                                                        |   | (81,981 | ) |   | (7,567 | ) |   | — |  |   | — |  |   | (2,173 | ) |   | 494 |  |   | (91,227 | ) |
| Net change in unrealized appreciation (depreciation) (3)                                               |   | 113,517 |  |   | 28,948 |  |   | 6,385 |  |   | (165 | ) |   | (45,648 | ) |   | (1,356 | ) |   | 101,681 |  |
| Sales or repayments (4)                                                                                |   | (319,102 | ) |   | (24,950 | ) |   | (6,451 | ) |   | — |  |   | (834 | ) |   | (3,891 | ) |   | (355,228 | ) |
| Net discount accretion                                                                                 |   | 1,318 |  |   | 173 |  |   | 884 |  |   | — |  |   | — |  |   | — |  |   | 2,375 |  |
| Transfers into Level 3                                                                            |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Fair value balance as of June 30, 2017                                                            |   | $ | 2,169,620 |  |   | $ | 410,668 |  |   | $ | 390,208 |  |   | $ | 98,101 |  |   | $ | 198,517 |  |   | $ | — |  |   | $ | 3,267,114 |  |
| Change in net unrealized appreciation (depreciation) in investments still held as of June 30, 2017 (3) |   | $ | (11,004 | ) |   | $ | 17,876 |  |   | $ | 5,923 |  |   | $ | (165 | ) |   | $ | (48,085 | ) |   | $ | — |  |   | $ | (35,455 | ) |

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Table of Contents

|                                                                                                             |
|-------------------------------------------------------------------------------------------------------------|
|                                                                                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                                        |   | Six Months Ended June 30, 2017 |
|                                                                                                        |   | Senior Debt |   | SubordinatedDebt |   | Asset BasedFinance |   | StrategicCreditOpportunitiesPartners, LLC |   | Equity/Other |   | TotalReturnSwaps |   | Total |
| Fair value balance as of January 1, 2017                                                               |   | $ | 2,166,597 |  |   | $ | 405,203 |  |   | $ | 344,305 |  |   | $ | 98,998 |  |   | $ | 174,381 |  |   | $ | 3,397 |  |   | $ | 3,192,881 |  |
| Additions (1)                                                                                          |   | 444,072 |  |   | 1,076 |  |   | 65,804 |  |   | — |  |   | 62,768 |  |   | — |  |   | 573,720 |  |
| Net realized gains (losses) (2)                                                                        |   | (78,297 | ) |   | (7,413 | ) |   | — |  |   | — |  |   | (2,173 | ) |   | 3,014 |  |   | (84,869 | ) |
| Net change in unrealized appreciation (depreciation) (3)                                                    |   | 118,542 |  |   | 36,555 |  |   | 1,748 |  |   | (897 | ) |   | (34,425 | ) |   | — |  |   | 121,523 |  |
| Sales or repayments (4)                                                                                     |   | (484,194 | ) |   | (25,104 | ) |   | (23,380 | ) |   | — |  |   | (2,034 | ) |   | (6,411 | ) |   | (541,123 | ) |
| Net discount accretion                                                                                      |   | 2,900 |  |   | 351 |  |   | 1,731 |  |   | — |  |   | — |  |   | — |  |   | 4,982 |  |
| Transfers into Level 3                                                                                 |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |
| Fair value balance as of June 30, 2017                                                                 |   | $ | 2,169,620 |  |   | $ | 410,668 |  |   | $ | 390,208 |  |   | $ | 98,101 |  |   | $ | 198,517 |  |   | $ | — |  |   | $ | 3,267,114 |  |
| Change in net unrealized appreciation (depreciation) in investments still held as of June 30, 2017 (3) |   | $ | (4,045 | ) |   | $ | 25,483 |  |   | $ | 767 |  |   | $ | (897 | ) |   | $ | (37,168 | ) |   | $ | — |  |   | $ | (15,860 | ) |

|           |                                                                                                                                                                                                                                 |
|-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1)  | Includes increases in the cost basis of investments resulting from new and add-on portfolio investments, the capitalization of PIK interest, or the exchange of one or more existing securities for one or more new securities. |

|           |                                                                                                 |
|-----------|-------------------------------------------------------------------------------------------------|
| (2)  | Included in net realized gains (losses) in the condensed consolidated statements of operations. |

|           |                                                                                                                          |
|-----------|--------------------------------------------------------------------------------------------------------------------------|
| (3)  | Included in net change in unrealized appreciation (depreciation) in the condensed consolidated statements of operations. |

|           |                                                                                                                                                                                                                                                                                                                    |
|-----------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4)  | Includes principal payments/paydowns on debt investments, collection of PIK interest, TRS settlement payments, proceeds from sales of investments, distributions received on equity investments classified as return of capital or the exchange of one or more existing securities for one or more new securities. |

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Table of Contents

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Table of Contents

|               |
|---------------|
|               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|          |   |   |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| Related Party |   | Source Agreement & Description |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| FS/KKR        |   | Joint Advisor Investment Advisory Agreement:Base management fees (investment advisory fees) |   | $ | 14,271 |  |   | $ | — |  |   | $ | 14,271 |  |   | $ | — |  |
| KKR           |   | Former KKR Investment Advisory Agreement:Base management fees (investment advisory fees) |   | 1,292 |  |   | — |  |   | 16,507 |  |   | — |  |
| CNL and KKR   |   | Former CNL Investment Advisory Agreement:Base management fees (investment advisory fees) |   | — |  |   | 20,914 |  |   | — |  |   | 41,685 |  |
| FS/KKR        |   | Joint Advisor Investment Advisory Agreement:Subordinated incentive fee on income(1) |   | 11,710 |  |   | — |  |   | 11,710 |  |   | — |  |
| KKR           |   | Former KKR Investment Advisory Agreement:Subordinated incentive fee on income(1) |   | — |  |   | — |  |   | 12,373 |  |   | — |  |
| CNL and KKR   |   | Former CNL Investment Advisory Agreement:Subordinated incentive fee on income(1) |   | — |  |   | 4,748 |  |   | — |  |   | 5,675 |  |
| FS/KKR        |   | Joint Advisor Investment Advisory Agreement:Investment expenses reimbursement(2) |   | 267 |  |   | — |  |   | 267 |  |   | — |  |
| KKR           |   | Former KKR Investment Advisory Agreement:Investment expenses reimbursement(2) |   | — |  |   | 1,713 |  |   | 193 |  |   | 2,609 |  |
| FS/KKR        |   | Joint Administrative Services Agreement:Administrative and compliance services |   | 453 |  |   | — |  |   | 453 |  |   | — |  |
| KKR           |   | Former KKR Administrative Services Agreement:Administrative and compliance services |   | 44 |  |   | — |  |   | 486 |  |   | — |  |
| CNL           |   | Former CNL Administrative Services Agreement:Administrative and compliance services |   | — |  |   | 519 |  |   | — |  |   | 1,054 |  |

|           |                                                                                                                                                                                                                                                                                                                                                        |
|-----------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1)  | Subordinated incentive fees on income are included in performance-based incentive fees in the condensed consolidated statements of operations. As of June 30, 2018 and December 31, 2017, a subordinated incentive fee on income of $11.71 million and $8.42 million, respectively, was payable to the Company's investment adviser. |

|           |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
|-----------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2)  | Includes fees related to transactional expenses related to prospective investments, including fees and expenses associated with performing due diligence reviews of investments that do not close, often referred to as “broken deal” costs. Broken deal costs amounted to $0.11 million and $0.22 million for the three and six months ended June 30, 2018, respectively, and $0.19 million and $0.29 million during the three and six months ended June 30, 2017, respectively. Prior to November 14, 2017, these expenses were reimbursed pursuant to the Sub-Advisory Agreement. |

|                          |
|--------------------------|
|                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                     |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| Fee Income               |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Capital structuring fees |   | $ | 2,499 |  |   | $ | 2,007 |  |   | $ | 3,206 |  |   | $ | 3,723 |  |
| Break-up fees            |   | — |  |   | 3,621 |  |   | — |  |   | 3,621 |  |
| Amendment fees           |   | 1,020 |  |   | 17 |  |   | 1,020 |  |   | 906 |  |
| Commitment fees          |   | 140 |  |   | — |  |   | 140 |  |   | — |  |
| Consent fees             |   | 520 |  |   | — |  |   | 520 |  |   | — |  |
| Total                    |   | $ | 4,179 |  |   | $ | 5,645 |  |   | $ | 4,886 |  |   | $ | 8,250 |  |

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|                                                  |
|--------------------------------------------------|
|                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                             |   | Six Months Ended June 30, |
|                                             |   | 2018 |   | 2017 |
|                                             |   | PerShare |   | Amount |   | Allocation |   | PerShare |   | Amount |   | Allocation |
| Total Declared Distributions                     |   | $ | 0.90 |  | (1)  | $ | 114,095 |  |   | 100.0 | % |   | $ | 0.90 |  |   | $ | 124,327 |  |   | 100.0 | % |
| From net investment income                       |   | 0.78 |  |   | 98,916 |  |   | 86.7 |  |   | 0.76 |  |   | 105,457 |  |   | 84.8 |  |
| Distributions in excess of net investment income |   | 0.12 |  |   | 15,179 |  |   | 13.3 |  |   | 0.14 |  |   | 18,870 |  |   | 15.2 |  |

|           |                                                                           |
|-----------|---------------------------------------------------------------------------|
| (1)  | Includes a special cash distribution in the amount of $0.10125 per share. |

|                                                                                            |
|--------------------------------------------------------------------------------------------|
|                                                                                            |  |  |  |  |  |  |  |  |
| Six Months Ended June 30,                                                                  |   | 2018 |   | 2017 |
| Ordinary income component of tax basis undistributed earnings                              |   | $ | 42,127 |  |   | $ | 98,473 |  |
| Offering expenses                                                                          |   | — |  |   | 327 |  |
| Net change in unrealized appreciation (depreciation) on foreign currency forward contracts |   | 2,508 |  |   | (11,981 | ) |
| Net change in unrealized appreciation on total return swaps                                |   | — |  |   | (3,397 | ) |
| Total (1)                                                                                  |   | $ | 44,635 |  |   | $ | 83,422 |  |

|           |                                                                                                           |
|-----------|-----------------------------------------------------------------------------------------------------------|
| (1)  | The above table does not present all adjustments to calculate taxable income available for distributions. |

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|                       |
|-----------------------|
|                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Repurchase Date  |   | Total Number ofShares Offeredto Repurchase |   | Total Number ofSharesRepurchased |   | TotalConsideration |   | No. of SharesRepurchased/Total Offer |   | Price PaidPer Share |
| 2017:                 |   |   |   |   |   |   |   |   |   |   |
| January 17, 2017 |   | 3,383,256 |  |   | 1,647,860 |  |   | $ | 33,369 |  |   | 49 | % |   | $ | 20.25 |  |
| May 24, 2017     |   | 3,414,328 |  |   | 1,711,986 |  |   | $ | 34,745 |  |   | 50 | % |   | $ | 20.30 |  |
| Total                 |   | 6,797,584 |  |   | 3,359,846 |  |   | $ | 68,114 |  |   | 49 | % |   |   |

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|                                             |
|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                        |   | As of June 30, 2018 |   | As of December 31, 2017 |   |
|                                        |   | TotalAggregatePrincipalAmountCommitted |   | PrincipalAmountOutstanding |   | CarryingValue |   | TotalAggregatePrincipalAmountCommitted |   | PrincipalAmountOutstanding |   | CarryingValue |   |
| Senior Secured Revolving Credit Facility(1) |   | $ | 958,000 |  | (2)  | $ | 735,000 |  | (3)  | $ | 735,000 |  |   | $ | 958,000 |  | (2)  | $ | 615,000 |  |   | $ | 615,000 |  |   |
| SMBC Credit Facility(1)                     |   | 300,000 |  |   | 200,000 |  |   | 200,000 |  |   | 300,000 |  |   | 110,000 |  |   | 110,000 |  |   |
| JPM Credit Facility(1)                      |   | 300,000 |  |   | 240,000 |  |   | 240,000 |  |   | 300,000 |  |   | 240,000 |  |   | 240,000 |  |   |
| Total credit facilities                     |   | 1,558,000 |  |   | 1,175,000 |  |   | 1,175,000 |  |   | 1,558,000 |  |   | 965,000 |  |   | 965,000 |  |   |
| 2014 Senior Secured Term Loan               |   | 383,000 |  |   | 383,000 |  |   | 381,563 |  | (4)  | 385,000 |  |   | 385,000 |  |   | 382,768 |  | (4)  |
| 2022 Notes                                  |   | 245,000 |  |   | 245,000 |  |   | 241,040 |  | (5)  | 245,000 |  |   | 245,000 |  |   | 240,612 |  | (5)  |
| Total borrowings                            |   | $ | 2,186,000 |  |   | $ | 1,803,000 |  |   | $ | 1,797,603 |  |   | $ | 2,188,000 |  |   | $ | 1,595,000 |  |   | $ | 1,588,380 |  |   |

|           |                                                      |
|-----------|------------------------------------------------------|
| (1)  | Subject to borrowing base and leverage restrictions. |

|           |                                                                                                                                                                                       |
|-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2)  | Includes an accordion feature that allows the Company under certain circumstances to increase the size of the Senior Secured Revolving Credit Facility to a maximum of $1.34 billion. |

|           |                                                                                                   |
|-----------|---------------------------------------------------------------------------------------------------|
| (3)  | There were no borrowings denominated in Euros or British Pound Sterling as of June 30, 2018. |

|           |                                                                                                                                                                                                                                                                           |
|-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4)  | Comprised of outstanding principal less the unaccreted original issue discount of $0.37 million and $0.58 million and deferring financing costs of $1.06 million and $1.65 million as of June 30, 2018 and December 31, 2017, respectively. |

|           |                                                                                                                                                                                    |
|-----------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5)  | Comprised of outstanding principal less deferred financing costs of $3.96 million and $4.39 million as of June 30, 2018 and December 31, 2017, respectively. |

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|                                          |
|------------------------------------------|
|                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                     |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
|                                     |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Stated interest expense                  |   | $ | 7,389 |  |   | $ | 5,517 |  |   | $ | 13,382 |  |   | $ | 10,880 |  |
| Unused commitment fees                   |   | 278 |  |   | 250 |  |   | 746 |  |   | 464 |  |
| Amortization of deferred financing costs |   | 506 |  |   | 487 |  |   | 996 |  |   | 969 |  |
| Total interest expense                   |   | $ | 8,173 |  |   | $ | 6,254 |  |   | $ | 15,124 |  |   | $ | 12,313 |  |
| Weighted average interest rate           |   | 4.16 | % |   | 3.37 | % |   | 4.06 | % |   | 3.25 | % |
| Average borrowings                       |   | $ | 712,579 |  |   | $ | 664,989 |  |   | $ | 664,829 |  |   | $ | 681,597 |  |

|                                          |
|------------------------------------------|
|                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                     |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
|                                     |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Stated interest expense                  |   | $ | 1,699 |  |   | $ | 778 |  |   | $ | 3,012 |  |   | $ | 1,494 |  |
| Unused commitment fees                   |   | 117 |  |   | 83 |  |   | 199 |  |   | 168 |  |
| Amortization of deferred financing costs |   | 206 |  |   | 140 |  |   | 409 |  |   | 280 |  |
| Total interest expense                   |   | $ | 2,022 |  |   | $ | 1,001 |  |   | $ | 3,620 |  |   | $ | 1,942 |  |
| Weighted average interest rate           |   | 4.07 | % |   | 2.98 | % |   | 3.88 | % |   | 2.89 | % |
| Average borrowings                       |   | $ | 167,637 |  |   | $ | 105,775 |  |   | $ | 156,685 |  |   | $ | 104,978 |  |

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|                                          |
|------------------------------------------|
|                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                     |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
|                                     |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Stated interest expense                  |   | $ | 2,792 |  |   | $ | 2,273 |  |   | $ | 5,337 |  |   | $ | 3,782 |  |
| Unused commitment fees                   |   | 106 |  |   | 130 |  |   | 219 |  |   | 317 |  |
| Amortization of deferred financing costs |   | 100 |  |   | 109 |  |   | 207 |  |   | 217 |  |
| Total interest expense                   |   | $ | 2,998 |  |   | $ | 2,512 |  |   | $ | 5,763 |  |   | $ | 4,316 |  |
| Weighted average interest rate           |   | 4.67 | % |   | 4.25 | % |   | 4.48 | % |   | 4.17 | % |
| Average borrowings                       |   | $ | 240,000 |  |   | $ | 218,000 |  |   | $ | 240,000 |  |   | $ | 184,624 |  |

|        |
|--------|
|        |  |  |  |  |
| 2018   |   | $ | 2,000 |  |
| 2019   |   | 381,000 |  |
|   |   | $ | 383,000 |  |

|                                          |
|------------------------------------------|
|                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                     |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
|                                     |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Stated interest expense                  |   | $ | 5,395 |  |   | $ | 4,353 |  |   | $ | 10,225 |  |   | $ | 8,491 |  |
| Amortization of original discount        |   | 105 |  |   | 101 |  |   | 207 |  |   | 200 |  |
| Amortization of deferred financing costs |   | 298 |  |   | 286 |  |   | 588 |  |   | 568 |  |
| Total interest expense                   |   | $ | 5,798 |  |   | $ | 4,740 |  |   | $ | 11,020 |  |   | $ | 9,259 |  |
| Weighted average interest rate           |   | 5.75 | % |   | 4.70 | % |   | 5.48 | % |   | 4.57 | % |
| Average borrowings                       |   | $ | 383,978 |  |   | $ | 387,989 |  |   | $ | 384,470 |  |   | $ | 388,486 |  |

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|                                          |
|------------------------------------------|
|                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                     |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
|                                     |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Stated interest expense                  |   | $ | 3,062 |  |   | $ | 58 |  |   | $ | 6,125 |  |   | $ | 58 |  |
| Amortization of deferred financing costs |   | 219 |  |   | 4 |  |   | 434 |  |   | 4 |  |
| Total interest expense                   |   | $ | 3,281 |  |   | $ | 62 |  |   | $ | 6,559 |  |   | $ | 62 |  |
| Weighted average interest rate           |   | 5.00 | % |   | 5.20 | % |   | 5.00 | % |   | 5.20 | % |
| Average borrowings                       |   | $ | 245,000 |  |   | $ | 140,000 |  |   | $ | 245,000 |  |   | $ | 140,000 |  |

|                                |
|--------------------------------|
|                                |  |  |  |  |  |  |  |  |
|                           |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
|                           |   | 2017 |   | 2017 |
| Stated interest expense        |   | $ | 192 |  |   | $ | 860 |  |
| Unused commitment fees         |   | 353 |  |   | 421 |  |
| Total interest expense         |   | $ | 545 |  |   | $ | 1,281 |  |
| Weighted average interest rate |   | 2.14 | % |   | 1.96 | % |
| Average borrowings             |   | $ | 36,236 |  |   | $ | 88,816 |  |

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|                                                        |
|--------------------------------------------------------|
|                                                        |  |  |  |
| Category / Company (1)                                 | Commitment Amount |
| Unfunded revolvers/delayed draw loan commitments:      |   |
| A10 Capital, LLC                                       | $ | 14,123 |  |
| Access CIG, LLC                                        | 15 |  |
| ACG Materials, LLC                                     | 6,148 |  |
| Berner Food & Beverage, LLC                        | 37,597 |  |
| Eagle Family Foods, Inc.                               | 2,923 |  |
| Frontline Technologies Holdings, LLC                   | 12,140 |  |
| GC Agile Holdings Limited                              | 14,638 |  |
| National Debt Relief LLC                               | 7,163 |  |
| Nine West Holdings, Inc.                               | 1,281 |  |
| Patriot Well Solutions LLC                             | 2,167 |  |
| Revere Superior Holdings, Inc.                         | 11,147 |  |
| Smile Brands, Inc.                                     | 3,589 |  |
| Total unfunded revolvers/delayed draw loan commitments | $ | 112,931 |  |
| Unfunded term loans                                    |   |
| Savers, Inc. (2)                                       | $ | 68,617 |  |
| Wheels Up Partners LLC                                 | 14,923 |  |
| Total unfunded term loans                              | $ | 83,540 |  |
| Unfunded equity commitments:                           |   |
| KKR BPT Holdings Aggregator, LLC                       | $ | 5,000 |  |
| Star Mountain SMB Multi-Manager Credit Platform, LP    | 13,444 |  |
| Toorak Capital                                         | 34,396 |  |
| Total unfunded equity commitments                      | $ | 52,840 |  |

|           |                                                                               |
|-----------|-------------------------------------------------------------------------------|
| (1)  | May be commitments to one or more entities affiliated with the named company. |

|           |                                                                       |
|-----------|-----------------------------------------------------------------------|
| (2)  | As of the date of this filing, the unfunded commitments have expired. |

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|                                                                   |
|-------------------------------------------------------------------|
|                                                                   |  |  |  |  |  |  |  |  |  |
|                                                              |   | Six Months Ended June 30, |   |
|                                                              |   | 2018 |   | 2017 |   |
| OPERATING PERFORMANCE PER SHARE                                   |   |   |   |
| Net asset value, beginning of year                                |   | $ | 19.55 |  |   | $ | 20.09 |  |   |
| Net investment income(1)                                          |   | 0.78 |  |   | 0.77 |  |   |
| Net realized and unrealized gain (loss)(1)(2)                     |   | 0.09 |  |   | 0.11 |  |   |
| Net increase resulting from investment operations                 |   | 0.87 |  |   | 0.88 |  |   |
| Distributions from net investment income(3)                       |   | (0.78 | ) |   | (0.77 | ) |   |
| Distributions from realized gains(3)                              |   | — |  |   | — |  |   |
| Distributions in excess of net investment income(3)(4)            |   | (0.12 | ) |   | (0.13 | ) |   |
| Net decrease resulting from distributions to common shareholders  |   | (0.90 | ) |   | (0.90 | ) |   |
| Issuance of common stock above net asset value(5)                 |   | — |  |   | — |  |   |
| Repurchases of common stock                                       |   | 0.06 |  |   | — |  | (6)  |
| Net increase resulting from capital share transactions            |   | 0.06 |  |   | — |  |   |
| Net asset value, end of period                                    |   | $ | 19.58 |  |   | $ | 20.07 |  |   |
| OPERATING PERFORMANCE PER SHARE                                   |   |   |   |   |   |
| Total investment return-net asset value(7)                        |   | 5.66 | % |   | 4.40 | % |   |
| Total investment return-market value(8)                           |   | 3.26 | % |   | — |  |   |
| RATIOS/SUPPLEMENTAL DATA (all amounts in thousands except ratios) |   |
| Net assets, end of period                                         |   | $ | 2,440,916 |  |   | $ | 2,479,898 |  |   |
| Average net assets(9)                                             |   | $ | 2,509,232 |  |   | $ | 2,773,234 |  |   |
| Average borrowings(9)                                             |   | $ | 1,690,984 |  |   | $ | 1,473,845 |  |   |
| Shares outstanding, end of period                                 |   | 124,663 |  |   | 136,997 |  |   |
| Weighted average shares outstanding                               |   | 126,558 |  |   | 137,275 |  |   |
| Ratios to Average Net Assets:(8)                                  |   |   |   |   |   |
| Total operating expenses                                          |   | 4.16 | % |   | 3.17 | % |   |
| Net investment income                                             |   | 3.94 | % |   | 3.80 | % |   |
| Portfolio turnover rate                                           |   | 21 | % |   | 19 | % |   |
| Asset coverage ratio(10)                                          |   | 2.35 |  |   | 2.85 |  |   |

|           |                                                                                                    |
|-----------|----------------------------------------------------------------------------------------------------|
| (1)  | The per share data was derived by using the weighted average shares outstanding during the period. |

|           |                                                                                                                                                                                                                                                                                                                                                                                                                     |
|-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2)  | The amount shown at this caption is the balancing figure derived from the other figures in the schedule. The amount shown at this caption for a share outstanding throughout the year may not agree with the change in the aggregate gains and losses in portfolio securities for the year because of the timing of sales of the Company’s shares in relation to fluctuating market values for the portfolio. |

|           |                                                                                                                                                                                                                      |
|-----------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3)  | The per share data for distributions is the actual amount of distributions paid or payable per share of common stock outstanding during the entire period; distributions per share are rounded to the nearest $0.01. |

|           |                                                                                                                                                          |
|-----------|----------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4)  | See Note 8. “Distributions” for further information on the source of distributions from other than net investment income and realized gains. |

|           |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |
|-----------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5)  | The continuous issuance of common stock may cause an incremental increase in net asset value per share due to the sale of shares at the then prevailing public offering price and the receipt of net proceeds per share by the Company in excess of net asset value per share on each subscription closing date. The per share data was derived by computing (i) the sum of (a) the number of shares issued in connection with subscriptions and/or distribution reinvestment on each share transaction date times (b) the differences between the net proceeds per share and the net asset value per share on each share transaction date, divided by (ii) the total shares outstanding at the end of the period. |

|           |                                                                                                                                                                  |
|-----------|------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6)  | The per share impact of the Company's repurchase of common stock reflects a change in net asset value of less than $0.01 per share during the applicable period. |

|           |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
|-----------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7)  | Total investment return-net asset value is a measure of the change in total value for shareholders who held the Company’s common stock at the beginning and end of the period, including distributions declared during the period. Total investment return-net asset value is based on (i) net asset value per share on the first day of the period, (ii) the net asset value per share on the last day of the period, of (a) one share plus (b) any fractional shares issued in connection with the reinvestment of monthly distributions, and (iii) distributions payable relating to one share, if any, on the last day of the period. The total investment return-net asset value calculation assumes that (i) monthly cash distributions are reinvested in accordance with the Company’s distribution reinvestment plan and (ii) the fractional shares issued pursuant to the distribution reinvestment plan are issued at the then current public offering |

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|           |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
|-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (8)  | Total investment return-market value is calculated based on the change in market price during the applicable period, including the impact of distributions reinvested in accordance with the Company’s DRP. Total investment return-market value assumes a purchase of common stock at the current market price on the first day of the period and a sale at the current market price on the last day of the period, plus any distributions declared and payable as of the end of the period. Total investment return-market value does not consider the effect of any sales commissions or charges that may be incurred in connection with the sale of shares of the Company’s common stock. The calculation of total return based on market value in the table should not be considered a representation of the Company’s future total return based on market value, which may be greater or less than the return shown in the table due to a number of factors, including the Company’s ability or inability to make investments in companies that meet its investment criteria, the interest rates payable on the debt securities the Company acquires, the level of the Company’s expenses, variations in and the timing of the recognition of realized and unrealized gains or losses, the degree to which the Company encounters competition in its markets, general economic conditions and fluctuations in per share market value. As a result of these factors, results for any previous period should not be relied upon as being indicative of performance in future periods. Total investment return-market value is not annualized. |

|           |                                                                                                                                                                |
|-----------|----------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (9)  | The computation of average net assets and average borrowings during the period is based on the daily value of net assets and borrowing balances, respectively. |

|            |                                                                                                                                                                                                                                 |
|------------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (10)  | Asset coverage ratio is equal to (i) the sum of (a) net assets at the end of the period and (b) debt outstanding at the end of the period, divided by (ii) total debt outstanding at the end of the period. |

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|         |                                                                                                                                                                                                                                                                                                                                                                                                                                |
|---------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Senior Debt. We invest in senior debt, in which we generally take a security interest in the available assets of the portfolio company, including equity interests in any of its subsidiaries. These investments generally take the form of senior secured first lien loans, senior secured second lien loans or senior secured bonds. In some circumstances, our lien could be subordinated to claims of other creditors. |

|         |                                                                                                                                                                                                                                                                             |
|---------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Subordinated Debt. Our subordinated debt investments are generally subordinated to senior debt and are generally unsecured. These investments are generally structured with interest-only payments throughout the life of the security, with the principal due at maturity. |

|         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |
|---------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Structured Products. We also invest in structured products, which may include collateralized debt obligations, collateralized bond obligations, collateralized loan obligations, structured notes and credit-linked notes. The issuers of such investment products may be structured as trusts or other types of pooled investment vehicles. Such products may also involve the deposit with or purchase by an entity of the underlying investments and the issuance by that entity of one or more classes of securities backed by, or representing interests in, the underlying investments or referencing an indicator related to such investments. |

|         |                                                                                                                                                                                                                                                                                                                                                                        |
|---------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Equity Investments. We also make selected equity investments. In addition, when we invest in senior and subordinated debt, we may acquire warrants or options to purchase equity securities or benefit from other types of equity participation. Our goal is ultimately to dispose of these equity interests and realize gains upon our disposition of such interests. |

|         |                                                                                                                                                                                                                                                                                                                              |
|---------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Convertible Securities. We may invest in convertible securities, such as bonds, debentures, notes, preferred stocks or other securities that may be converted into, or exchanged for, a specified amount of common stock of the same or different issuer within a particular period of time at a specified price or formula. |

|         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
|---------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Investments in Private Investment Funds. We may invest in, or wholly own, private investment funds, including hedge funds, private equity funds, limited liability companies, REITs, and other business entities. In particular, we expect we may invest in asset-based opportunities through joint ventures, investment platforms or build-ups that provide one or more of the following services: origination or sourcing of potential investment opportunities, due diligence and negotiation of potential investment opportunities and/or servicing, development and management (including turnaround) and disposition of investments. Such investments in joint ventures, platforms and build-ups may be in or alongside existing or newly formed operators, consultants and/or managers that pursue such opportunities and may or may not include capital and/or assets contributed by third party investors. Such investments may include opportunities to direct-finance physical assets, such as airplanes and ships, and/or operating assets, such as financial service entities, as opposed to investment securities, or to invest in origination and/or servicing platforms directly. These asset-based opportunities are expected to offer mezzanine-like structural downside protection as well as asset collateral, and equity-like upside that can be achieved through appreciation at the asset-level or, in the case of platforms, through growth of the enterprise value. Key areas of focus include, without limitation, (i) aircraft, (ii) shipping, (iii) renewables, (iv) real estate, (v) consumer finance, and (vi) energy/infrastructure. |

|         |                                                                                                                                                        |
|---------|--------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Derivatives. We may invest in various types of derivatives, including TRS, interest rate swaps and foreign currency forward contracts and options. |

|         |                                                                                                                                                                                                                                                                                                                                                                                                                                   |
|---------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Investments with Third-Parties. We may co-invest with third parties through partnerships, joint ventures or other entities, thereby acquiring jointly-controlled or non-controlling interests in certain investments in conjunction with participation by one or more third parties in such investment. Such joint venture partners or third party managers may include former Joint Advisor personnel or associated persons. |

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|                                                                                                                              |
|------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                              |  |  |  |  |  |  |  |  |
| As of (in thousands, except ratios and per share amounts)                                                                    |   | June 30, 2018 |   | December 31, 2017 |
| Total assets                                                                                                                 |   | $ | 4,375,046 |  |   | $ | 4,221,500 |  |
| Adjusted total assets (Total assets, net of payable for investments purchased)                                               |   | $ | 4,342,331 |  |   | $ | 4,174,403 |  |
| Investments in portfolio companies                                                                                           |   | $ | 4,082,314 |  |   | $ | 3,968,409 |  |
| Borrowings                                                                                                                   |   | $ | 1,803,000 |  |   | $ | 1,595,000 |  |
| Net assets                                                                                                                   |   | $ | 2,440,916 |  |   | $ | 2,485,102 |  |
| Net asset value per share                                                                                                    |   | $ | 19.58 |  |   | $ | 19.55 |  |
| Leverage ratio (Borrowings/Adjusted total assets)                                                                            |   | 42 | % |   | 38 | % |
|                                                                                                                         |   |   |   |   |
| Activity for the Six Months Ended June 30,                                                                                   |   |   |
| (in thousands, except per share amounts)                                                                                     |   | 2018 |   | 2017 |
| Average net assets                                                                                                           |   | $ | 2,509,232 |  |   | $ | 2,773,234 |  |
| Average borrowings under credit facilities and term loan                                                                     |   | $ | 1,690,984 |  |   | $ | 1,473,845 |  |
| Purchases of investments                                                                                                     |   | $ | 952,928 |  |   | $ | 819,207 |  |
| Sales, principal payments and other exits                                                                                    |   | $ | 847,227 |  |   | $ | 762,906 |  |
| Net investment income                                                                                                        |   | $ | 98,916 |  |   | $ | 105,457 |  |
| Net realized gains (losses) on investments, derivative instruments and foreign currency transactions                         |   | $ | (19,523 | ) |   | $ | (61,406 | ) |
| Net change in unrealized appreciation (depreciation) on investments, derivative instruments and foreign currency translation |   | $ | 31,584 |  |   | $ | 77,631 |  |
| Net increase in net assets resulting from operations                                                                         |   | $ | 110,977 |  |   | $ | 121,682 |  |
| Total distributions declared                                                                                                 |   | $ | 114,095 |  |   | $ | 124,327 |  |
| Net investment income per share                                                                                              |   | $ | 0.78 |  |   | $ | 0.77 |  |
| Earnings per share                                                                                                           |   | $ | 0.88 |  |   | $ | 0.89 |  |
| Distributions declared per share outstanding for the entire period                                                           |   | $ | 0.90 |  |   | $ | 0.90 |  |
|                                                                                                                         |   |   |   |   |
| Summary of Common Stock Activity for the Six Months Ended June 30,                                                           |
| (in thousands, except share and per share amounts)                                                                           |   | 2018 |   | 2017 |
| Reinvestment of distributions (1)                                                                                            |   | $ | — |  |   | $ | 61,325 |  |
| Average net proceeds per share (1)                                                                                           |   | $ | — |  |   | $ | 20.41 |  |
| Shares issued in connection with reinvestment of distributions (1)                                                           |   | — |  |   | 3,005,031 |  |

|           |                                                                                                                                                                                                               |
|-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1)  | We did not issue any shares of common stock to satisfy the reinvestment portion of distributions paid during the six months ended June 30, 2018 and instead purchased shares on the open market. |

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Table of Contents

|                                     |
|-------------------------------------|
|                                     |  |  |  |  |  |  |  |  |
|                                |   | Investment Activity Summary as of($ in thousands) |
|                                |   | June 30, 2018 |   | December 31, 2017 |
| Total fair value                    |   | $ | 4,082,314 |  |   | $ | 3,968,409 |  |
| No. portfolio companies             |   | 132 |  |   | 113 |  |
| No. debt investments                |   | 151 |  |   | 124 |  |
| No. asset based finance investments |   | 12 |  |   | 10 |  |
| No. equity/other investments        |   | 33 |  |   | 35 |  |

|                                            |
|--------------------------------------------|
|                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                       |   | Investment Portfolio Activity Summary($ in thousands) |   | TRS Portfolio Activity Summary($ in thousands) |
|                                       |   | Three Months Ended June 30, |   | Six Months EndedJune 30, |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
|                                       |   | 2018 |   | 2017 |   | 2018 |   | 2017 |   | 2017 |   | 2017 |
| Purchases of Investments:                  |   |   |   |   |   |   |   |   |   |   |   |   |
| First Lien Senior Secured Loans            |   | $ | 362,431 |  |   | $ | 373,810 |  |   | $ | 596,284 |  |   | $ | 560,323 |  |   | $ | 28,075 |  |   | $ | 40,411 |  |
| Second Lien Senior Secured Loans           |   | 144,146 |  |   | 89,102 |  |   | 166,176 |  |   | 113,204 |  |   | 3,913 |  |   | 4,661 |  |
| Other Senior Secured Debt                  |   | 37,770 |  |   | 62,825 |  |   | 113,493 |  |   | 65,144 |  |   | 1,542 |  |   | 1,542 |  |
| Subordinated Debt                          |   | 7,901 |  |   | 3,723 |  |   | 29,847 |  |   | 9,517 |  |   | — |  |   | — |  |
| Asset Based Finance                        |   | 17,208 |  |   | 31,804 |  |   | 39,736 |  |   | 65,803 |  |   | — |  |   | — |  |
| Equity/Other                               |   | 5,392 |  |   | 3,065 |  |   | 7,392 |  |   | 5,216 |  |   | — |  |   | — |  |
| Total                                      |   | $ | 574,848 |  |   | $ | 564,329 |  |   | $ | 952,928 |  |   | $ | 819,207 |  |   | $ | 33,530 |  |   | $ | 46,614 |  |
| Sales, Principal Payments and Other Exits: |
| First Lien Senior Secured Loans            |   | $ | 248,901 |  |   | $ | 285,719 |  |   | $ | 611,925 |  |   | $ | 419,785 |  |   | $ | 210,386 |  |   | $ | 244,425 |  |
| Second Lien Senior Secured Loans           |   | 63,250 |  |   | 20,658 |  |   | 64,274 |  |   | 55,761 |  |   | 44,673 |  |   | 44,673 |  |
| Other Senior Secured Debt                  |   | 5,416 |  |   | 28,354 |  |   | 24,621 |  |   | 75,212 |  |   | 4,939 |  |   | 4,939 |  |
| Subordinated Debt                          |   | 117,577 |  |   | 32,247 |  |   | 120,534 |  |   | 186,735 |  |   | 12,422 |  |   | 12,458 |  |
| Asset Based Finance                        |   | 10,742 |  |   | 6,451 |  |   | 10,798 |  |   | 23,380 |  |   | — |  |   | — |  |
| Equity/Other                               |   | 6,509 |  |   | 834 |  |   | 15,075 |  |   | 2,033 |  |   | — |  |   | — |  |
| Total                                      |   | $ | 452,395 |  |   | $ | 374,263 |  |   | $ | 847,227 |  |   | $ | 762,906 |  |   | $ | 272,420 |  |   | $ | 306,495 |  |
| Portfolio Company Additions                |   | 21 |  |   | 26 |  |   | 38 |  |   | 31 |  |   | — |  |   | 2 |  |
| Portfolio Company Exits                    |   | (17 | ) |   | (12 | ) |   | (19 | ) |   | (32 | ) |   | (41 | ) |   | (45 | ) |
| Debt Investment Additions(1)               |   | 44 |  |   | 47 |  |   | 66 |  |   | 57 |  |   | — |  |   | 9 |  |
| Debt Investment Exits(1)                   |   | (31 | ) |   | (36 | ) |   | (37 | ) |   | (62 | ) |   | (46 | ) |   | (56 | ) |

|           |                                                                                                                                  |
|-----------|----------------------------------------------------------------------------------------------------------------------------------|
| (1)  | Debt investment additions and exits includes any asset based finance investments with a stated interest rate or expected return. |

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Table of Contents

|                                                                                                     |
|-----------------------------------------------------------------------------------------------------|
|                                                                                                     |  |  |  |  |  |  |  |  |
|                                                                                                |   | June 30, |
| Originated Strategies Activity for the Six Months Ended ($ in thousands)                       |   | 2018 |   | 2017 |
| Number of investments, by issuer                                                                    |   | 23 |  |   | 14 |  |
| Total amount of investments, at cost (1)                                                            |   | $ | 649,987 |  |   | $ | 515,664 |  |
| Percentage of total investment activity (2)                                                         |   | 68.2 | % |   | 62.9 | % |
| Fee income recognized in connection with originated transactions                                    |   | $ | 3,206 |  |   | $ | 3,723 |  |
|                                                                                                |   |   |   |   |
| Originated Strategies Investments Summary as of ($ in thousands) |   | June 30, 2018 |   | December 31, 2017 |
| Total investments, at fair value                                                                    |   | $ | 3,397,739 |  |   | $ | 3,343,924 |  |
| Percentage of total Investment Portfolio, at fair value                                             |   | 83.2 | % |   | 84.3 | % |
| Weighted average annual yield of debt investments (3)(4)                                       |   | 10.9 | % |   | 9.7 | % |

|           |                                                                                                                                                  |
|-----------|--------------------------------------------------------------------------------------------------------------------------------------------------|
| (1)  | The total amount of investments, at cost, includes new issuers during the reporting periods and any follow-on investments from existing issuers. |

|           |                                                                           |
|-----------|---------------------------------------------------------------------------|
| (2)  | Percentage of total investment activity excludes our investments in SCJV. |

|           |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |
|-----------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3)  | The weighted average annual yield on debt investments is based on amortized cost as of the end of the applicable period. The weighted average annual yield for our debt investments is computed as (i) the sum of (a) the annual interest rate of each accruing or partial accruing debt investment multiplied by its par amount as of the end of the applicable reporting period, plus (b) the annual accretion or amortization of the purchase or original issue discount or premium of each accreting or amortizing debt investment, if any; divided by (ii) the total amortized cost of all accruing debt investments included in the calculated group as of the end of the applicable reporting period. |

|           |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |
|-----------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4)  | The weighted average annual yield of originated debt investments is higher than what investors in our Company will realize because it does not reflect expenses of the Company or realized and unrealized gains and losses. Total investment return – net asset value was 5.7% and 4.4%, respectively, for the six months ended June 30, 2018 and 2017. See Note 13. “Financial Highlights” in our condensed consolidated financial statements for information on how such returns were calculated. |

|                                              |
|----------------------------------------------|
|                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                         |   | Investment Portfolio as of (in thousands) |
|                                         |   | June 30, 2018 |   | December 31, 2017 |
| Asset Category                               |   | Amortized Cost |   | Fair Value |   | Amortized Cost |   | Fair Value |
| Senior Debt                                  |   |   |   |   |   |   |   |   |
| First Lien Senior Secured Loans              |   | $ | 1,617,988 |  |   | $ | 1,568,053 |  |   | $ | 1,712,750 |  |   | $ | 1,672,178 |  |
| Second Lien Senior Secured Loans             |   | 1,062,531 |  |   | 1,040,408 |  |   | 978,764 |  |   | 943,753 |  |
| Other Senior Secured Debt                    |   | 243,503 |  |   | 221,849 |  |   | 148,754 |  |   | 141,302 |  |
| Total Senior Debt                            |   | 2,924,022 |  |   | 2,830,310 |  |   | 2,840,268 |  |   | 2,757,233 |  |
| Subordinated Debt                            |   | 306,969 |  |   | 278,896 |  |   | 393,053 |  |   | 381,677 |  |
| Asset Based Finance                          |   | 390,250 |  |   | 413,133 |  |   | 372,035 |  |   | 346,507 |  |
| Strategic Credit Opportunities Partners, LLC |   | 294,028 |  |   | 306,736 |  |   | 294,028 |  |   | 300,652 |  |
| Equity/Other                                 |   | 333,493 |  |   | 253,239 |  |   | 258,119 |  |   | 182,340 |  |
| Total                                        |   | $ | 4,248,762 |  |   | $ | 4,082,314 |  |   | $ | 4,157,503 |  |   | $ | 3,968,409 |  |

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Table of Contents

|                                  |
|----------------------------------|
|                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                             |   | June 30, 2018 |   | December 31, 2017 |
| Asset Category                   |   | InvestmentPortfolio atAmortizedCost (1) |   | WeightedAverageYield |   | InvestmentPortfolio atAmortizedCost (1) |   | WeightedAverageYield |
| Senior Debt (2)(3)               |   |   |   |   |   |   |   |   |
| First Lien Senior Secured Loans  |   | $ | 1,543,306 |  |   | 9.3 | % |   | $ | 1,646,602 |  |   | 8.9 | % |
| Second Lien Senior Secured Loans |   | 1,062,531 |  |   | 11.1 | % |   | 972,306 |  |   | 10.3 | % |
| Other Senior Secured Debt        |   | 208,167 |  |   | 8.6 | % |   | 119,999 |  |   | 9.4 | % |
| Subordinated Debt (2)(3)         |   | 292,673 |  |   | 11.4 | % |   | 378,757 |  |   | 9.8 | % |
| Asset Based Finance (2)(3)(4)    |   | 165,609 |  |   | 19.2 | % |   | 69,997 |  |   | 11.8 | % |

|           |                                             |
|-----------|---------------------------------------------|
| (1)  | Excludes investments on non-accrual status. |

|           |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
|-----------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2)  | The weighted average yield on debt investments is based on amortized cost as of the end of the applicable period. The weighted average yield for our debt investments is computed as (i) the sum of (a) the annual interest rate of each accruing or partial accruing debt investment multiplied by its par amount as of the end of the applicable reporting period, plus (b) the annual accretion or amortization of the purchase or original issue discount or premium of each accreting or amortizing debt investment, if any; divided by (ii) the total amortized cost of all accruing debt investments included in the calculated group as of the end of the applicable reporting period. |

|           |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |
|-----------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3)  | The weighted average annual yield of originated debt investments is higher than what investors in our Company will realize because it does not reflect expenses of the Company or realized and unrealized gains and losses. Total investment return – net asset value was 5.7% and 4.4%, respectively, for the six months ended June 30, 2018 and 2017. See Note 13. “Financial Highlights” in our condensed consolidated financial statements for information on how such returns were calculated. |

|           |                                                                          |
|-----------|--------------------------------------------------------------------------|
| (4)  | Includes any investments with a stated interest rate or expected return. |

|                                                                     |
|---------------------------------------------------------------------|
|                                                                     |  |  |  |  |  |  |
|                                                                |   | Investment Portfolio as of |
| Floating interest rate debt investments:                            |   | June 30, 2018 |   | December 31, 2017 |
| Percent of debt portfolio                                           |   | 74.2 | % |   | 78.4 | % |
| Percent of floating rate debt investments with interest rate floors |   | 91.9 | % |   | 91.9 | % |
| Weighted average interest rate floor                                |   | 1.0 | % |   | 1.0 | % |
| Weighted average coupon spread to base rate (1)                     |   | 731 bps |  |   | 719 bps |  |
| Weighted average years to maturity                                  |   | 4.8 |  |   | 4.7 |  |
| Fixed interest rate debt investments:                               |   |   |   |   |
| Percent of debt portfolio                                           |   | 25.8 | % |   | 21.6 | % |
| Weighted average coupon rate (1)                                    |   | 11.3 | % |   | 9.5 | % |
| Weighted average years to maturity                                  |   | 4.6 |  |   | 4.7 |  |

|           |                                             |
|-----------|---------------------------------------------|
| (1)  | Excludes investments on non-accrual status. |

----

Table of Contents

|                                         |
|-----------------------------------------|
|                                         |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                    |   | Investment Portfolio as of (in thousands) |
|                                    |   | June 30, 2018 |   | December 31, 2017 |
| Standard & Poor’s rating |   | Fair Value |   | Percentageof Portfolio |   | Fair Value |   | Percentageof Portfolio |
| BB                                      |   | $ | — |  |   | — | % |   | $ | 66,725 |  |   | 1.7 | % |
| BB-                                     |   | 34,663 |  |   | 0.9 |  |   | 30,512 |  |   | 0.8 |  |
| B+                                      |   | 26,863 |  |   | 0.7 |  |   | 52,336 |  |   | 1.3 |  |
| B                                       |   | 158,853 |  |   | 3.9 |  |   | 184,924 |  |   | 4.7 |  |
| B-                                      |   | 167,442 |  |   | 4.1 |  |   | 110,375 |  |   | 2.8 |  |
| CCC+                                    |   | 423,831 |  |   | 10.4 |  |   | 438,159 |  |   | 11.0 |  |
| CCC                                     |   | 185,742 |  |   | 4.5 |  |   | 171,561 |  |   | 4.3 |  |
| CCC-                                    |   | 22,167 |  |   | 0.5 |  |   | 34,370 |  |   | 0.9 |  |
| CC                                      |   | — |  |   | — |  |   | 9,114 |  |   | 0.2 |  |
| D                                       |   | 15,966 |  |   | 0.4 |  |   | — |  |   | — |  |
| Not rated                               |   | 3,046,787 |  |   | 74.6 |  |   | 2,870,333 |  |   | 72.3 |  |
| Total                                   |   | $ | 4,082,314 |  |   | 100.0 | % |   | $ | 3,968,409 |  |   | 100.0 | % |

|                                                                              |
|------------------------------------------------------------------------------|
|                                                                              |  |  |  |  |  |  |  |  |
| PIK Summary as of ($ in thousands) (1)                             |   | June 30, 2018 |   | December 31, 2017 |
| Total number of all investments with PIK feature                             |   | 13 |  |   | 11 |  |
| Par value of all investments with PIK feature                                |   | $ | 396,219 |  |   | $ | 366,248 |  |
| Total number of all investments that have active PIK election                |   | 13 |  |   | 11 |  |
| Par value of all investments that have active PIK election                   |   | $ | 396,219 |  |   | $ | 366,248 |  |
| Percent of debt investment portfolio with active PIK election, at par value  |   | 11.1 | % |   | 10.5 | % |
| Number of originated investments with PIK feature and active PIK election    |   | 13 |  |   | 10 |  |
| Par value of originated investments with PIK feature and active PIK election |   | $ | 396,219 |  |   | $ | 359,563 |  |

|           |                                             |
|-----------|---------------------------------------------|
| (1)  | Includes investments on non-accrual status. |

|                                                                                |
|--------------------------------------------------------------------------------|
|                                                                                |  |  |  |  |  |  |  |  |
|                                                                           |   | Six Months Ended June 30, |
| PIK Interest Income Activity for the Year Ended (in thousands)            |   | 2018 |   | 2017 |
| PIK interest income                                                            |   | $ | 9,885 |  |   | $ | 7,539 |  |
| PIK interest income as a percentage of interest income and PIK interest income |   | 5.6 | % |   | 4.4 | % |
| PIK interest income as a percentage of total investment income                 |   | 4.9 | % |   | 3.9 | % |

----

Table of Contents

|                                                    |
|----------------------------------------------------|
|                                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                               |   | Investment Portfolio as of (in thousands) |
|                                               |   | June 30, 2018 |   | December 31, 2017 |
| Industry Classification                       |   | Fair Value |   | Percentage of Portfolio |   | Fair Value |   | Percentage of Portfolio |
| Capital Goods                                      |   | $ | 599,535 |  |   | 14.7 | % |   | $ | 764,598 |  |   | 19.3 | % |
| Software & Services                            |   | 593,469 |  |   | 14.5 |  |   | 453,296 |  |   | 11.4 |  |
| Diversified Financials                             |   | 483,851 |  |   | 11.9 |  |   | 398,106 |  |   | 10.0 |  |
| SCJV                                               |   | 306,736 |  |   | 7.5 |  |   | 300,652 |  |   | 7.6 |  |
| Retailing                                          |   | 281,546 |  |   | 6.9 |  |   | 267,358 |  |   | 6.7 |  |
| Consumer Durables & Apparel                    |   | 246,741 |  |   | 6.0 |  |   | 251,908 |  |   | 6.3 |  |
| Real Estate                                        |   | 177,947 |  |   | 4.4 |  |   | 199,957 |  |   | 5.0 |  |
| Health Care Equipment & Services               |   | 172,835 |  |   | 4.2 |  |   | 140,339 |  |   | 3.6 |  |
| Materials                                          |   | 165,456 |  |   | 4.1 |  |   | 215,827 |  |   | 5.5 |  |
| Transportation                                     |   | 158,328 |  |   | 3.9 |  |   | 125,080 |  |   | 3.2 |  |
| Automobiles & Components                       |   | 144,403 |  |   | 3.5 |  |   | 227,742 |  |   | 5.8 |  |
| Consumer Services                                  |   | 106,867 |  |   | 2.6 |  |   | 79,605 |  |   | 2.0 |  |
| Food & Staples Retailing                       |   | 104,783 |  |   | 2.6 |  |   | 53,280 |  |   | 1.3 |  |
| Household & Personal Products                  |   | 103,048 |  |   | 2.5 |  |   | 104,334 |  |   | 2.6 |  |
| Insurance                                          |   | 88,877 |  |   | 2.2 |  |   | 27,628 |  |   | 0.7 |  |
| Commercial & Professional Services             |   | 73,263 |  |   | 1.8 |  |   | 114,560 |  |   | 2.9 |  |
| Technology Hardware & Equipment                |   | 72,159 |  |   | 1.8 |  |   | 54,228 |  |   | 1.4 |  |
| Energy                                             |   | 66,140 |  |   | 1.6 |  |   | 85,053 |  |   | 2.1 |  |
| Food, Beverage & Tobacco                       |   | 46,501 |  |   | 1.1 |  |   | 21,455 |  |   | 0.5 |  |
| Semiconductors & Semiconductor Equipment       |   | 44,167 |  |   | 1.1 |  |   | 20,698 |  |   | 0.5 |  |
| Pharmaceuticals, Biotechnology & Life Sciences |   | 19,721 |  |   | 0.5 |  |   | — |  |   | — |  |
| Banks                                              |   | 15,255 |  |   | 0.4 |  |   | 15,105 |  |   | 0.4 |  |
| Media                                              |   | 9,578 |  |   | 0.2 |  |   | 47,600 |  |   | 1.2 |  |
| Telecommunication Services                         |   | 1,108 |  |   | — |  |   | — |  |   | — |  |
| Total                                              |   | $ | 4,082,314 |  |   | 100.0 | % |   | $ | 3,968,409 |  |   | 100.0 | % |

|             |
|-------------|
|             |  |  |
| Risk Grades |   | Summary Description |
| A           |   | Investment is performing as expected and there are no concerns about the portfolio company’s performance or ability to meet covenant requirements. |
|        |   |   |
| B           |   | No concern about repayment of both interest and our cost basis but there may be some concerns about the company’s recent performance or trends in the industry. |
|        |   |   |
| C           |   | Expect to fully recover both interest and our cost basis but covenant headroom is tight and a covenant violation is possible or the company and/or industry are facing headwinds. |
|        |   |   |
| D           |   | Concerned about the recoverability of principal or interest or a material covenant has been violated. |
|        |   |   |
| E           |   | Investment is in or near default. |

----

Table of Contents

|            |
|------------|
|            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|       |   | Investment Portfolio as of (in thousands) |
|       |   | June 30, 2018 |   | December 31, 2017 |
| Risk Grade |   | Fair Value |   | Percentage of Portfolio |   | Fair Value |   | Percentage of Portfolio |
| A          |   | $ | 1,409,990 |  |   | 34.5 | % |   | $ | 1,682,750 |  |   | 42.4 | % |
| B          |   | 1,532,409 |  |   | 37.5 |  |   | 1,190,791 |  |   | 30.0 |  |
| C          |   | 945,924 |  |   | 23.2 |  |   | 846,518 |  |   | 21.3 |  |
| D          |   | 89,280 |  |   | 2.2 |  |   | 135,683 |  |   | 3.4 |  |
| E          |   | 104,711 |  |   | 2.6 |  |   | 112,667 |  |   | 2.9 |  |
| Total      |   | $ | 4,082,314 |  |   | 100.0 | % |   | $ | 3,968,409 |  |   | 100.0 | % |

----

Table of Contents

|                                                   |
|---------------------------------------------------|
|                                                   |  |  |  |
| (in thousands)                                    | Amount |  |
| Cash and Foreign Currency                         | $ | 89,769 |  |
| Credit Facilities-Effective Borrowing Capacity(1) | 263,732 |  |
| Total                                             | $ | 353,501 |  |

|           |                                                                                                                                                                   |
|-----------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1)  | Effective borrowing capacity represents additional amounts that we could borrow from our credit facilities based on collateral in place as of June 30, 2018. |

|                                             |
|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                        |   | As of June 30, 2018 |   | As of December 31, 2017 |   |
|                                        |   | TotalAggregatePrincipalAmountCommitted |   | PrincipalAmountOutstanding |   | CarryingValue |   | TotalAggregatePrincipalAmountCommitted |   | PrincipalAmountOutstanding |   | CarryingValue |   |
| Senior Secured Revolving Credit Facility(1) |   | $ | 958,000 |  | (2)  | $ | 735,000 |  | (3)  | $ | 735,000 |  |   | $ | 958,000 |  | (2)  | $ | 615,000 |  |   | $ | 615,000 |  |   |
| SMBC Credit Facility(1)                     |   | 300,000 |  |   | 200,000 |  |   | 200,000 |  |   | 300,000 |  |   | 110,000 |  |   | 110,000 |  |   |
| JPM Credit Facility(1)                      |   | 300,000 |  |   | 240,000 |  |   | 240,000 |  |   | 300,000 |  |   | 240,000 |  |   | 240,000 |  |   |
| Total credit facilities                     |   | 1,558,000 |  |   | 1,175,000 |  |   | 1,175,000 |  |   | 1,558,000 |  |   | 965,000 |  |   | 965,000 |  |   |
| 2014 Senior Secured Term Loan               |   | 383,000 |  |   | 383,000 |  |   | 381,563 |  | (4)  | 385,000 |  |   | 385,000 |  |   | 382,768 |  | (4)  |
| 2022 Notes                                  |   | 245,000 |  |   | 245,000 |  |   | 241,040 |  | (5)  | 245,000 |  |   | 245,000 |  |   | 240,612 |  | (5)  |
| Total borrowings                            |   | $ | 2,186,000 |  |   | $ | 1,803,000 |  |   | $ | 1,797,603 |  |   | $ | 2,188,000 |  |   | $ | 1,595,000 |  |   | $ | 1,588,380 |  |   |

|           |                                                      |
|-----------|------------------------------------------------------|
| (1)  | Subject to borrowing base and leverage restrictions. |

|           |                                                                                                                                                                                       |
|-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2)  | Includes an accordion feature that allows the Company under certain circumstances to increase the size of the Senior Secured Revolving Credit Facility to a maximum of $1.34 billion. |

|           |                                                                                                   |
|-----------|---------------------------------------------------------------------------------------------------|
| (3)  | There were no borrowings denominated in Euros or British Pound Sterling as of June 30, 2018. |

|           |                                                                                                                                                                                                                                                                           |
|-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4)  | Comprised of outstanding principal less the unaccreted original issue discount of $0.37 million and $0.58 million and deferring financing costs of $1.06 million and $1.65 million as of June 30, 2018 and December 31, 2017, respectively. |

|           |                                                                                                                                                                                    |
|-----------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5)  | Comprised of outstanding principal less deferred financing costs of $3.96 million and $4.39 million as of June 30, 2018 and December 31, 2017, respectively. |

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|                                                                |
|----------------------------------------------------------------|
|                                                                |  |  |  |  |  |  |  |  |
| (in thousands, except per share amounts)                       |   | Per Share |   | Amount |
| Quarter Ended:                                                 |   |   |   |   |
| June 30, 2018 (1)                                              |   | $ | 0.50 |  |   | $ | 62,964 |  |
| March 31, 2018                                            |   | 0.40 |  |   | 51,131 |  |
|                                                           |   | $ | 0.90 |  |   | $ | 114,095 |  |
| Quarter Ended:                                                 |   |   |   |   |
| June 30, 2017                                             |   | $ | 0.45 |  |   | $ | 62,068 |  |
| March 31, 2017                                            |   | $ | 0.45 |  |   | $ | 62,259 |  |
|                                                           |   | $ | 0.90 |  |   | $ | 124,327 |  |
| (1) Included a special distribution of $0.10125 per share |   |   |   |   |

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Table of Contents

|                                                      |
|------------------------------------------------------|
|                                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                 |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| (in thousands)                                       |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Total investment income                              |   | $ | 103,764 |  |   | $ | 100,474 |  |   | $ | 203,406 |  |   | $ | 193,322 |  |
| Total operating expense                              |   | 54,360 |  |   | 47,362 |  |   | 104,865 |  |   | 87,544 |  |
| Net investment income before taxes                   |   | 49,404 |  |   | 53,112 |  |   | 98,541 |  |   | 105,778 |  |
| Income tax expense (benefit), including excise tax   |   | (22 | ) |   | 198 |  |   | (375 | ) |   | 321 |  |
| Net investment income                                |   | 49,426 |  |   | 52,914 |  |   | 98,916 |  |   | 105,457 |  |
| Net realized losses                                  |   | (13,065 | ) |   | (79,394 | ) |   | (19,523 | ) |   | (61,406 | ) |
| Net change in unrealized appreciation (depreciation) |   | 1,713 |  |   | 63,442 |  |   | 31,584 |  |   | 77,631 |  |
| Net increase in net assets resulting from operations |   | $ | 38,074 |  |   | $ | 36,962 |  |   | $ | 110,977 |  |   | $ | 121,682 |  |

|                                 |
|---------------------------------|
|                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                            |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| (in thousands)                  |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Interest income                 |   | $ | 83,511 |  |   | $ | 79,016 |  |   | $ | 168,158 |  |   | $ | 162,751 |  |
| Payment-in-kind interest income |   | 5,081 |  |   | 4,049 |  |   | 9,885 |  |   | 7,539 |  |
| Subtotal                        |   | 88,592 |  |   | 83,065 |  |   | 178,043 |  |   | 170,290 |  |
| Fee income                      |   | 4,179 |  |   | 5,645 |  |   | 4,886 |  |   | 8,250 |  |
| Dividend and other income       |   | 10,993 |  |   | 11,764 |  |   | 20,477 |  |   | 14,782 |  |
| Total investment income         |   | $ | 103,764 |  |   | $ | 100,474 |  |   | $ | 203,406 |  |   | $ | 193,322 |  |

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|                                  |
|----------------------------------|
|                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                             |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| (in thousands)                   |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Investment advisory fees         |   | $ | 15,563 |  |   | $ | 20,914 |  |   | $ | 30,778 |  |   | $ | 41,685 |  |
| Interest expense                 |   | 22,272 |  |   | 15,207 |  |   | 42,086 |  |   | 29,355 |  |
| Performance-based incentive fees |   | 11,710 |  |   | 4,748 |  |   | 24,083 |  |   | 5,675 |  |
| Professional services            |   | 2,631 |  |   | 1,959 |  |   | 3,893 |  |   | 3,005 |  |
| Investment adviser expenses      |   | 267 |  |   | 1,713 |  |   | 460 |  |   | 2,609 |  |
| Administrative services          |   | 796 |  |   | 770 |  |   | 1,457 |  |   | 1,610 |  |
| Custodian and accounting fees    |   | 443 |  |   | 399 |  |   | 838 |  |   | 836 |  |
| Offering expense                 |   | — |  |   | 122 |  |   | — |  |   | 327 |  |
| Director fees and expenses       |   | 150 |  |   | 168 |  |   | 298 |  |   | 301 |  |
| Other                            |   | 528 |  |   | 1,362 |  |   | 972 |  |   | 2,141 |  |
| Total operating expenses         |   | $ | 54,360 |  |   | $ | 47,362 |  |   | $ | 104,865 |  |   | $ | 87,544 |  |

|                                        |
|----------------------------------------|
|                                        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                   |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| (in thousands)                         |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Subordinated Incentive fee on income   |   | $ | 11,710 |  |   | $ | 4,748 |  |   | $ | 24,083 |  |   | $ | 5,675 |  |
| Incentive fee on capital gains         |   | — |  |   | — |  |   | — |  |   | — |  |
| Total performance-based incentive fees |   | $ | 11,710 |  |   | $ | 4,748 |  |   | $ | 24,083 |  |   | $ | 5,675 |  |

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|                                          |
|------------------------------------------|
|                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                     |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| (in thousands)                           |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Stated interest expense                  |   | $ | 20,337 |  |   | $ | 13,264 |  |   | $ | 38,081 |  |   | $ | 25,747 |  |
| Unused commitment fees                   |   | 501 |  |   | 816 |  |   | 1,164 |  |   | 1,370 |  |
| Amortization of deferred financing costs |   | 1,329 |  |   | 1,026 |  |   | 2,634 |  |   | 2,038 |  |
| Accretion of discount on term loan       |   | 105 |  |   | 101 |  |   | 207 |  |   | 200 |  |
| Total interest expense                   |   | $ | 22,272 |  |   | $ | 15,207 |  |   | $ | 42,086 |  |   | $ | 29,355 |  |

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|                                                       |
|-------------------------------------------------------|
|                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                  |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| (in thousands)                                        |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Net realized gains (losses) on investments            |   | $ | (23,976 | ) |   | $ | (93,153 | ) |   | $ | (28,924 | ) |   | $ | (77,521 | ) |
| Net realized gains (losses) on derivative instruments |   | 7,440 |  |   | 11,362 |  |   | 6,888 |  |   | 14,233 |  |
| Net realized losses on foreign currency transactions  |   | 3,471 |  |   | 2,397 |  |   | 2,513 |  |   | 1,882 |  |
| Net realized gains (losses)                           |   | $ | (13,065 | ) |   | $ | (79,394 | ) |   | $ | (19,523 | ) |   | $ | (61,406 | ) |

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|                                    |
|------------------------------------|
|                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                               |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| (in thousands)                     |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Net realized gains (losses) on:    |   |   |   |   |   |   |   |   |
| Cross currency swaps               |   | $ | (873 | ) |   | $ | 11,763 |  |   | $ | 339 |  |   | $ | 12,046 |  |
| Foreign currency forward contracts |   | 6,653 |  |   | (633 | ) |   | 4,477 |  |   | (78 | ) |
| Interest rate swaps                |   | 1,660 |  |   | (262 | ) |   | 2,072 |  |   | (749 | ) |
| TRS                                |   | — |  |   | 494 |  |   | — |  |   | 3,014 |  |
|                               |   | $ | 7,440 |  |   | $ | 11,362 |  |   | $ | 6,888 |  |   | $ | 14,233 |  |

|                                                          |
|----------------------------------------------------------|
|                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                     |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| (in thousands)                                           |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Net change in unrealized appreciation (depreciation) on: |   |   |   |   |   |   |   |   |
| Investments                                              |   | $ | (15,657 | ) |   | $ | 102,339 |  |   | $ | 22,646 |  |   | $ | 121,538 |  |
| Derivative instruments                                   |   | 18,120 |  |   | (47,607 | ) |   | 10,417 |  |   | (51,871 | ) |
| Foreign currency translation                             |   | (519 | ) |   | (393 | ) |   | (215 | ) |   | (725 | ) |
| Provision for taxes                                      |   | (231 | ) |   | 9,103 |  |   | (1,264 | ) |   | 8,689 |  |
| Net change in unrealized appreciation                    |   | $ | 1,713 |  |   | $ | 63,442 |  |   | $ | 31,584 |  |   | $ | 77,631 |  |

|                                                                                                 |
|-------------------------------------------------------------------------------------------------|
|                                                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                            |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| (in thousands)                                                                                  |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Net change in unrealized appreciation (depreciation) on investments:                            |   |   |   |   |   |   |   |   |
| Unrealized appreciation                                                                         |   | $ | 66,094 |  |   | $ | 78,932 |  |   | $ | 108,163 |  |   | $ | 123,533 |  |
| Unrealized depreciation                                                                         |   | (109,614 | ) |   | (96,198 | ) |   | (118,300 | ) |   | (114,215 | ) |
| Net unrealized (appreciation) depreciation reversal related to net realized gains or losses (1) |   | 27,863 |  |   | 119,605 |  |   | 32,783 |  |   | 112,220 |  |
| Total net unrealized appreciation (depreciation)                                                |   | $ | (15,657 | ) |   | $ | 102,339 |  |   | $ | 22,646 |  |   | $ | 121,538 |  |

|           |                                                                                                                  |
|-----------|------------------------------------------------------------------------------------------------------------------|
| (1)  | Represents the unrealized appreciation or depreciation recorded on the related asset at the end of prior period. |

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|                                                                                  |
|----------------------------------------------------------------------------------|
|                                                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                             |   | Three Months Ended June 30, |   | Six Months Ended June 30, |
| (in thousands)                                                                   |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Net realized and unrealized gains (losses) on investments                        |   | $ | (39,633 | ) |   | $ | 9,186 |  |   | $ | (6,278 | ) |   | $ | 44,017 |  |
| Net realized and unrealized gains (losses) on foreign currency forward contracts |   | 8,918 |  |   | (9,978 | ) |   | 6,985 |  |   | (12,059 | ) |
| Net realized and unrealized losses on cross currency swaps                       |   | 16,161 |  |   | (19,008 | ) |   | 9,170 |  |   | (22,761 | ) |
|                                                                             |   | $ | (14,554 | ) |   | $ | (19,800 | ) |   | $ | 9,877 |  |   | $ | 9,197 |  |

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|                                                                                                                           |
|---------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                           |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                                                      |   | Three Months EndedJune 30, |   | Six Months EndedJune 30, |
| (in thousands)                                                                                                            |   | 2018 |   | 2017 |   | 2018 |   | 2017 |
| Net change in unrealized appreciation (depreciation) on TRS:                                                              |   |   |   |   |   |   |   |   |
| Unsettled amounts at end of period:                                                                                       |   |   |   |   |   |   |   |   |
| Spread interest income                                                                                                    |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Realized gain (loss) on TRS assets                                                                                        |   | — |  |   | — |  |   | — |  |   | — |  |
| Receipt of prior period unsettled amounts                                                                                 |   | — |  |   | (3,584 | ) |   | — |  |   | (3,787 | ) |
| Unrealized appreciation (depreciation) on TRS assets                                                                      |   | — |  |   | (1,169 | ) |   | — |  |   | 390 |  |
|                                                                                                                      |   | — |  |   | (4,753 | ) |   | — |  |   | (3,397 | ) |
| Net change in unrealized appreciation (depreciation) on foreign currency forward contracts:                               |   |   |   |   |   |   |   |   |
| Unrealized appreciation                                                                                                   |   | 3,135 |  |   | — |  |   | 2,937 |  |   | — |  |
| Unrealized depreciation                                                                                                   |   | (1,604 | ) |   | (10,069 | ) |   | (1,351 | ) |   | (10,280 | ) |
| Net unrealized (appreciation) depreciation reversal related to net realized gains or losses upon maturity/termination (1) |   | 734 |  |   | 724 |  |   | 922 |  |   | (1,701 | ) |
|                                                                                                                      |   | 2,265 |  |   | (9,345 | ) |   | 2,508 |  |   | (11,981 | ) |
| Net change in unrealized appreciation (depreciation) on cross currency swaps:                                             |   |   |   |   |   |   |   |   |
| Unrealized appreciation                                                                                                   |   | 15,048 |  |   | 746 |  |   | 6,845 |  |   | 251 |  |
| Unrealized depreciation                                                                                                   |   | — |  |   | (31,517 | ) |   | — |  |   | (35,058 | ) |
| Net unrealized (appreciation) depreciation reversal related to net realized gains or losses upon maturity/termination (1) |   | 1,986 |  |   | — |  |   | 1,986 |  |   | — |  |
|                                                                                                                      |   | 17,034 |  |   | (30,771 | ) |   | 8,831 |  |   | (34,807 | ) |
| Net change in unrealized appreciation (depreciation) on interest rate swaps:                                              |   |   |   |   |   |   |   |   |
| Unrealized appreciation                                                                                                   |   | 160 |  |   | — |  |   | 1,168 |  |   | — |  |
| Unrealized depreciation                                                                                                   |   | (1,339 | ) |   | (2,738 | ) |   | (2,090 | ) |   | (1,686 | ) |
|                                                                                                                      |   | (1,179 | ) |   | (2,738 | ) |   | (922 | ) |   | (1,686 | ) |
| Total net change in unrealized (depreciation) appreciation on derivative instruments                                      |   | $ | 18,120 |  |   | $ | (47,607 | ) |   | $ | 10,417 |  |   | $ | (51,871 | ) |

|           |                                                                                             |
|-----------|---------------------------------------------------------------------------------------------|
| (1)  | Represents the unrealized appreciation or depreciation recorded at the end of prior period. |

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|                                                 |
|-------------------------------------------------|
|                                                 |  |  |  |  |  |  |  |  |
| (in thousands)                                  |   | June 30, 2018 |   | December 31, 2017 |
| Fair value of investments classified as Level 3 |   | $ | 3,342,503 |  |   | $ | 3,215,250 |  |
| Total fair value of investments                 |   | $ | 4,082,314 |  |   | $ | 3,969,097 |  |
| % of fair value classified as Level 3           |   | 81.9 | % |   | 81.0 | % |
| Number of positions classified as Level 3       |   | 123 |  |   | 114 |  |
| Total number of positions                       |   | 197 |  |   | 171 |  |
| % of positions classified as Level 3            |   | 62.4 | % |   | 66.7 | % |

|     |                                                                                                                                                                                                                                                                                                                                                                                                             |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (i) | a subordinated incentive fee on pre-incentive fee net investment income, paid quarterly, if earned, computed as the sum of (a) 100% of quarterly pre-incentive fee net investment income in excess of 1.75% of average net assets but less than or equal to 2.1875% of average net assets, and (b) 20% of pre-incentive fee net investment income in excess of 2.1875% of average net assets, and |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (ii) | an incentive fee on capital gains paid annually, if earned, equal to (a) 20% of all realized gains on a cumulative basis from inception, net of (1) all realized losses on a cumulative basis, (2) unrealized depreciation at year-end and (3) disregarding any net realized gains associated with the TRS interest spread, which represents the difference between (i) the interest and fees received on total return swaps, and (ii) the financing fees paid to the total return swaps counterparty, less (b) the aggregate amount of any previously paid incentive fee on capital gains. |

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|                                                        |
|--------------------------------------------------------|
|                                                        |  |  |  |
| Category / Company (1)                                 |   |
| Unfunded revolvers/delayed draw loan commitments:      |   |
| A10 Capital, LLC                                       | $ | 14,123 |  |
| Access CIG, LLC                                        | 15 |  |
| ACG Materials, LLC                                     | 6,148 |  |
| Berner Food & Beverage, LLC                        | 37,597 |  |
| Eagle Family Foods, Inc.                               | 2,923 |  |
| Frontline Technologies Holdings, LLC                   | 12,140 |  |
| GC Agile Holdings Limited                              | 14,638 |  |
| National Debt Relief LLC                               | 7,163 |  |
| Nine West Holdings, Inc.                               | 1,281 |  |
| Patriot Well Solutions LLC                             | 2,167 |  |
| Revere Superior Holdings, Inc.                         | 11,147 |  |
| Smile Brands, Inc.                                     | 3,589 |  |
| Total unfunded revolvers/delayed draw loan commitments | $ | 112,931 |  |
| Unfunded term loans                                    |   |
| Savers, Inc. (2)                                       | $ | 68,617 |  |
| Wheels Up Partners LLC                                 | 14,923 |  |
| Total unfunded term loans                              | $ | 83,540 |  |
| Unfunded equity commitments:                           |   |
| KKR BPT Holdings Aggregator, LLC                       | $ | 5,000 |  |
| Star Mountain SMB Multi-Manager Credit Platform, LP    | 13,444 |  |
| Toorak Capital                                         | 34,396 |  |
| Total unfunded equity commitments                      | $ | 52,840 |  |

|           |                                                                               |
|-----------|-------------------------------------------------------------------------------|
| (1)  | May be commitments to one or more entities affiliated with the named company. |

|           |                                                                       |
|-----------|-----------------------------------------------------------------------|
| (2)  | As of the date of this filing, the unfunded commitments have expired. |

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|                                                |
|------------------------------------------------|
|                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in thousands)                                 |   | Total |   | < 1 year |   | 1-3 years |   | 3-5 years |   | After 5 years |
| Senior Secured Revolving Credit Facility       |   | $ | 735,000 |  |   | $ | — |  |   | $ | 735,000 |  |   | $ | — |  |   | $ | — |  |
| SMBC Credit Facility                           |   | 200,000 |  |   | — |  |   | — |  |   | 200,000 |  |   | — |  |
| JPM Credit Facility                            |   | 240,000 |  |   | — |  |   | 240,000 |  |   | — |  |   | — |  |
| 2014 Senior Secured Term Loan                  |   | 383,000 |  |   | 383,000 |  |   | — |  |   | — |  |   | — |  |
| 2022 Notes                                     |   | 245,000 |  |   | — |  |   | — |  |   | 245,000 |  |   | — |  |
| Interest and Credit Facilities Fees Payable(1) |   | 222,938 |  |   | 85,779 |  |   | 121,066 |  |   | 16,093 |  |   | — |  |
| Total                                          |   | $ | 2,025,938 |  |   | $ | 468,779 |  |   | $ | 1,096,066 |  |   | $ | 461,093 |  |   | $ | — |  |

|           |                                                                                                                      |
|-----------|----------------------------------------------------------------------------------------------------------------------|
| (1)  | Estimated interest payments have been calculated based on interest rates of our borrowings as of June 30, 2018. |

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|                      |
|----------------------|
|                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                 |   | As of June 30, 2018 (in millions) |
| Basis Point Change   |   | InterestIncome |   | InterestExpense |   | NetInvestmentIncome (1) |   | Interest RateSwap (2) |
| Down 50 basis points |   | $ | (0.729 | ) |   | $ | (7.790 | ) |   | $ | 7.061 |  |   | $ | (2.000 | ) |
| Up 50 basis points   |   | $ | 10.976 |  |   | $ | 7.790 |  |   | $ | 3.186 |  |   | $ | 2.000 |  |
| Up 100 basis points  |   | $ | 21.953 |  |   | $ | 15.580 |  |   | $ | 6.373 |  |   | $ | 4.000 |  |
| Up 150 basis points  |   | $ | 32.929 |  |   | $ | 23.370 |  |   | $ | 9.559 |  |   | $ | 6.000 |  |
| Up 200 basis points  |   | $ | 43.905 |  |   | $ | 31.160 |  |   | $ | 12.745 |  |   | $ | 8.000 |  |

|           |                                                                                                                                                                                                                                |
|-----------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1)  | Excludes the impact of performance-based incentive fees. See Note 6. “Related Party Transactions” in our condensed consolidated financial statements for more information on the performance-based incentive fees. |

|           |                                                                                                                                                                                                                                                                              |
|-----------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2)  | Excludes the impact of quarterly fixed rate payments on interest rate swaps. See Note 4. “Derivative Instruments” in our condensed consolidated financial statements for more information on our open interest rate swaps as of the end of the reporting period. |

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|-----------------------------|
|                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                        |   | Investments Denominated in Foreign Currencies |   | Hedges |
|                        |   | As of June 30, 2018 |   | Reduction in FairValue as ofJune 30,2018 if 10%Adverse Changein Exchange Rate(2) |   | As of June 30, 2018 |
| (in thousands)              |   | Par Value/Cost in LocalCurrency(1) |   | Par Value/Cost in US$(1) |   | Fair Value |   | Net ForeignCurrencyHedge Amountin LocalCurrency |   | Net ForeignCurrencyHedge Amountin U.S. Dollars |
| Euros                       | € | 342,298 |  |   | $ | 406,492 |  |   | $ | 301,600 |  |   | $ | 30,160 |  |   | € |   | 310,236 |  |   | $ | 342,541 |  |
| Canadian Dollar             | C$ | — |  |   | — |  |   | — |  |   | — |  |   | C$ |   | 12,813 |  |   | 11,802 |  |
| British Pound Sterling | £ | 6,231 |  |   | 9,238 |  |   | 9,497 |  |   | 950 |  |   | £ |   | 49,182 |  |   | 65,449 |  |
| Australian Dollar           | A$ | 10,399 |  |   | 7,945 |  |   | 1,903 |  |   | 190 |  |   | A$ |   | 2,572 |  |   | 1,973 |  |
| Swedish Kronor              | SEK | 97,249 |  |   | 15,145 |  |   | 5,001 |  |   | 500 |  |   | SEK |   | — |  |   | — |  |
| Total                       |   |   |   | $ | 438,820 |  |   | $ | 318,001 |  |   | $ | 31,800 |  |   |   |   |   |   | $ | 421,765 |  |

|           |                                                                                                                       |
|-----------|-----------------------------------------------------------------------------------------------------------------------|
| (1)  | Amount represents the par value of debt investments and cost of equity investments denominated in foreign currencies. |

|           |                                                          |
|-----------|----------------------------------------------------------|
| (2)  | Excludes effect, if any, of any foreign currency hedges. |

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|     |       |
|-----|-------|
| (a) | None. |

|     |       |
|-----|-------|
| (b) | None. |

|     |                                                                                                                                                                                                                                                                                               |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (c) | The information required by this Item 2(c) is set forth in Note 9 – “Share Transactions” to the unaudited condensed consolidated financial statements included in Item 1 of Part 1 of this Quarterly Report on Form 10-Q and is incorporated by reference herein. |

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|        |  |  |
| 31.1   |   | Certification of Principal Executive Officer of Corporate Capital Trust, Inc., Pursuant to Rule 13a-14(a), as Adopted Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 (filed herewith). |
|   |   |
| 31.2   |   | Certification of Principal Financial Officer of Corporate Capital Trust, Inc., Pursuant to Rule 13a-14(a), as Adopted Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 (filed herewith). |
|   |   |
| 32.1   |   | Certification of Principal Executive Officer and Principal Financial Officer of Corporate Capital Trust, Inc., Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (filed herewith). |

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|        |
|--------|
|        |  |  |
|   |   |   |
|   | CORPORATE CAPITAL TRUST, INC. |
|   |   |   |
|   | By: | /s/ Todd C. Builione |
|   |   | TODD C. BUILLIONE |
|   |   | President |
|   |   | (Principal Executive Officer) |
|   |   |   |
|   | By: | /s/ Thomas N. Murphy |
|   |   | THOMAS N. MURPHY |
|   |   | Chief Financial Officer |
|   |   | (Principal Financial and Accounting Officer) |