TABLE OF CONTENTS

| ​ | Delaware                                                                             | ​ | ​ | 27-6822130                          | ​ |
|---------|--------------------------------------------------------------------------------------|---------|---------|-------------------------------------|---------|
| ​ | (State or other jurisdiction ofincorporation or organization)                        | ​ | ​ | (I.R.S. EmployerIdentification No.) | ​ |
| ​ | 201 Rouse BoulevardPhiladelphia, Pennsylvania(Address of principal executive office) | ​ | ​ | 19112(Zip Code)                     | ​ |
| ​ | Large accelerated filer ☐ | ​ | ​ | Accelerated filer ☐ | ​ | ​ | Non-accelerated filer ☒ | ​ | ​ | Smaller reporting company ☐ | ​ | ​ | Emerging growth company ☐ | ​ |
|---------|---------------------------------|---------|---------|---------------------------|---------|---------|-------------------------------|---------|---------|-----------------------------------|---------|---------|---------------------------------|---------|

----

TABLE OF CONTENTS​

| ​                                                                                                            | ​ | ​ | Page    | ​ |
|--------------------------------------------------------------------------------------------------------------------|---------|---------|---------|---------|
| PART I—FINANCIAL INFORMATION                                                                                 | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| ITEM 1.FINANCIAL STATEMENTS​                                                                                 | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Consolidated Balance Sheets as of March 31, 2019 (Unaudited) and December 31, 2018                                 | ​ | ​ | ​ | ​ | 1 | ​ | ​ |
| Unaudited Consolidated Statements of Operations for the three months ended March 31, 2019 and 2018       | ​ | ​ | ​ | ​ | 2 | ​ | ​ |
| Unaudited Consolidated Statements of Changes in Net Assets for the three months ended March 31, 2019 and 2018 | ​ | ​ | ​ | ​ | 3 | ​ | ​ |
| Unaudited Consolidated Statements of Cash Flows for the three months ended March 31, 2019 and 2018       | ​ | ​ | ​ | ​ | 4 | ​ | ​ |
| Consolidated Schedules of Investments as of March 31, 2019 (Unaudited) and December 31, 2018                  | ​ | ​ | ​ | ​ | 5 | ​ | ​ |
| Notes to Unaudited Consolidated Financial Statements                                                               | ​ | ​ | ​ | ​ | 20 | ​ | ​ |
| ITEM 2.MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS ​         | ​ | ​ | ​ | ​ | 45 | ​ | ​ |
| ITEM 3.QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK ​                                          | ​ | ​ | ​ | ​ | 59 | ​ | ​ |
| ITEM 4.CONTROLS AND PROCEDURES ​                                                                             | ​ | ​ | ​ | ​ | 60 | ​ | ​ |
| PART II—OTHER INFORMATION                                                                                    | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| ITEM 1.LEGAL PROCEEDINGS ​                                                                                   | ​ | ​ | ​ | ​ | 61 | ​ | ​ |
| ITEM 1A.RISK FACTORS ​                                                                                       | ​ | ​ | ​ | ​ | 61 | ​ | ​ |
| ITEM 2.UNREGISTERED SALES OF EQUITY SECURITIES AND USE OF PROCEEDS ​                                         | ​ | ​ | ​ | ​ | 61 | ​ | ​ |
| ITEM 3.DEFAULTS UPON SENIOR SECURITIES ​                                                                     | ​ | ​ | ​ | ​ | 61 | ​ | ​ |
| ITEM 4.MINE SAFETY DISCLOSURES ​                                                                             | ​ | ​ | ​ | ​ | 61 | ​ | ​ |
| ITEM 5.OTHER INFORMATION ​                                                                                   | ​ | ​ | ​ | ​ | 61 | ​ | ​ |
| ITEM 6.EXHIBITS ​                                                                                            | ​ | ​ | ​ | ​ | 62 | ​ | ​ |
| SIGNATURES                                                                                                         | ​ | ​ | ​ | ​ | 68 | ​ | ​ |

----

TABLE OF CONTENTS​

| ​                                                                                                                                 | ​ | ​ | March 31, 2019 (Unaudited) | ​ | ​     | December 31, 2018 | ​ |
|-----------------------------------------------------------------------------------------------------------------------------------------|---------|---------|----------------------------|---------|-------------|-------------------|---------|
| Assets                                                                                                                                  | ​ | ​ | ​                    | ​ | ​     | ​           | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Investments, at fair value                                                                                                              | ​ | ​ | ​                    | ​ | ​     | ​           | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Non-controlled/unaffiliated investments (amortized cost—$3,382,329 and $3,339,313, respectively)                                  | ​ | ​ | ​                    | $       | 3,201,894   | ​           | ​ | ​ | ​ | $ | 3,099,252 | ​ | ​ |
| Non-controlled/affiliated investments (amortized cost—$755,783 and $881,726, respectively)                                        | ​ | ​ | ​                    | ​ | 512,055     | ​           | ​ | ​ | ​ | ​ | 622,700 | ​ | ​ |
| Controlled/affiliated investments (amortized cost—$27,464 and $27,464, respectively)                                              | ​ | ​ | ​                    | ​ | —     | ​           | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Total investments, at fair value (amortized cost—$4,165,576 and $4,248,503, respectively)                                         | ​ | ​ | ​                    | ​ | 3,713,949   | ​           | ​ | ​ | ​ | ​ | 3,721,952 | ​ | ​ |
| Cash                                                                                                                                    | ​ | ​ | ​                    | ​ | 100,235     | ​           | ​ | ​ | ​ | ​ | 97,839 | ​ | ​ |
| Restricted cash                                                                                                                         | ​ | ​ | ​                    | ​ | 667         | ​           | ​ | ​ | ​ | ​ | 667 | ​ | ​ |
| Receivable for investments sold and repaid                                                                                              | ​ | ​ | ​                    | ​ | 3,635       | ​           | ​ | ​ | ​ | ​ | 15,974 | ​ | ​ |
| Swap income receivable                                                                                                                  | ​ | ​ | ​                    | ​ | 472         | ​           | ​ | ​ | ​ | ​ | 854 | ​ | ​ |
| Unrealized appreciation on swap contracts                                                                                               | ​ | ​ | ​                    | ​ | 8,024       | ​           | ​ | ​ | ​ | ​ | 20,521 | ​ | ​ |
| Interest receivable                                                                                                                     | ​ | ​ | ​                    | ​ | 41,909      | ​           | ​ | ​ | ​ | ​ | 33,339 | ​ | ​ |
| Prepaid expenses and other assets                                                                                                       | ​ | ​ | ​                    | ​ | 1           | ​           | ​ | ​ | ​ | ​ | 2,370 | ​ | ​ |
| Total assets                                                                                                                            | ​ | ​ | ​                    | $       | 3,868,892   | ​           | ​ | ​ | ​ | $ | 3,893,516 | ​ | ​ |
| Liabilities                                                                                                                             | ​ | ​ | ​                    | ​ | ​     | ​           | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Payable for investments purchased                                                                                                       | ​ | ​ | ​                    | $       | 23,881      | ​           | ​ | ​ | ​ | $ | 91,894 | ​ | ​ |
| Credit facilities payable (net of deferred financing costs of  $6,266 and $6,465, respectively)(1)                                | ​ | ​ | ​                    | ​ | 625,401     | ​           | ​ | ​ | ​ | ​ | 625,202 | ​ | ​ |
| Secured note payable (net of deferred financing costs of  $8,870 and $9,146, respectively)(1)                                     | ​ | ​ | ​                    | ​ | 482,260     | ​           | ​ | ​ | ​ | ​ | 481,485 | ​ | ​ |
| Shareholder distributions payable                                                                                                       | ​ | ​ | ​                    | ​ | 9,306       | ​           | ​ | ​ | ​ | ​ | 9,036 | ​ | ​ |
| Management fees payable                                                                                                                 | ​ | ​ | ​                    | ​ | 18,487      | ​           | ​ | ​ | ​ | ​ | 16,406 | ​ | ​ |
| Administrative services expense payable                                                                                                 | ​ | ​ | ​                    | ​ | 413         | ​           | ​ | ​ | ​ | ​ | 498 | ​ | ​ |
| Interest payable                                                                                                                        | ​ | ​ | ​                    | ​ | 6,892       | ​           | ​ | ​ | ​ | ​ | 16,228 | ​ | ​ |
| Swap income payable                                                                                                                     | ​ | ​ | ​                    | ​ | 84          | ​           | ​ | ​ | ​ | ​ | 225 | ​ | ​ |
| Unrealized depreciation on swap contracts                                                                                               | ​ | ​ | ​                    | ​ | 676         | ​           | ​ | ​ | ​ | ​ | 867 | ​ | ​ |
| Trustees’ fees payable                                                                                                            | ​ | ​ | ​                    | ​ | 188         | ​           | ​ | ​ | ​ | ​ | 183 | ​ | ​ |
| Other accrued expenses and liabilities                                                                                                  | ​ | ​ | ​                    | ​ | 3,376       | ​           | ​ | ​ | ​ | ​ | 3,306 | ​ | ​ |
| Total liabilities                                                                                                                       | ​ | ​ | ​                    | ​ | 1,170,964   | ​           | ​ | ​ | ​ | ​ | 1,245,330 | ​ | ​ |
| Commitments and contingencies ($28,104 and $28,104, respectively)(2)                                                                    | ​ | ​ | ​                    | ​ | ​     | ​           | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Shareholders’ equity                                                                                                              | ​ | ​ | ​                    | ​ | ​     | ​           | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Preferred shares, $0.001 par value, 50,000,000 shares authorized, none issued and outstanding                                           | ​ | ​ | ​                    | ​ | —     | ​           | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Common shares, $0.001 par value, 700,000,000 shares authorized, 439,854,096 and 440,451,167 shares issued and outstanding, respectively | ​ | ​ | ​                    | ​ | 440         | ​           | ​ | ​ | ​ | ​ | 440 | ​ | ​ |
| Capital in excess of par value                                                                                                          | ​ | ​ | ​                    | ​ | 3,743,295   | ​           | ​ | ​ | ​ | ​ | 3,746,792 | ​ | ​ |
| Accumulated earnings (deficit)                                                                                                          | ​ | ​ | ​                    | ​ | (1,045,807) | ​           | ​ | ​ | ​ | ​ | (1,099,046) | ​ | ​ |
| Total shareholders’ equity                                                                                                        | ​ | ​ | ​                    | ​ | 2,697,928   | ​           | ​ | ​ | ​ | ​ | 2,648,186 | ​ | ​ |
| Total liabilities and shareholders’ equity                                                                                        | ​ | ​ | ​                    | $       | 3,868,892   | ​           | ​ | ​ | ​ | $ | 3,893,516 | ​ | ​ |
| Net asset value per common share at period end                                                                                          | ​ | ​ | ​                    | $       | 6.13        | ​           | ​ | ​ | ​ | $ | 6.01 | ​ | ​ |

----

TABLE OF CONTENTS​

| ​                                                                              | ​ | ​ | Three Months Ended March 31, | ​ |
|--------------------------------------------------------------------------------------|---------|---------|------------------------------|---------|
| ​                                                                              | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| Investment income                                                                    | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| From non-controlled/unaffiliated investments:                                        | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Interest income                                                                      | ​ | ​ | ​                      | $       | 77,859 | ​ | ​ | ​ | ​ | $ | 66,380 | ​ | ​ |
| Paid-in-kind interest income                                                         | ​ | ​ | ​                      | ​ | 1,891 | ​ | ​ | ​ | ​ | ​ | 2,390 | ​ | ​ |
| Fee income                                                                           | ​ | ​ | ​                      | ​ | 1,513 | ​ | ​ | ​ | ​ | ​ | 6,965 | ​ | ​ |
| From non-controlled/affiliated investments:                                          | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Interest income                                                                      | ​ | ​ | ​                      | ​ | 6,786 | ​ | ​ | ​ | ​ | ​ | 11,518 | ​ | ​ |
| Paid-in-kind interest income                                                         | ​ | ​ | ​                      | ​ | 364 | ​ | ​ | ​ | ​ | ​ | 629 | ​ | ​ |
| Fee income                                                                           | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | 2,091 | ​ | ​ |
| Total investment income                                                              | ​ | ​ | ​                      | ​ | 88,413 | ​ | ​ | ​ | ​ | ​ | 89,973 | ​ | ​ |
| Operating expenses                                                                   | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Management fees                                                                      | ​ | ​ | ​                      | ​ | 17,048 | ​ | ​ | ​ | ​ | ​ | 18,298 | ​ | ​ |
| Administrative services expenses                                                     | ​ | ​ | ​                      | ​ | 793 | ​ | ​ | ​ | ​ | ​ | 793 | ​ | ​ |
| Share transfer agent fees                                                            | ​ | ​ | ​                      | ​ | 693 | ​ | ​ | ​ | ​ | ​ | 643 | ​ | ​ |
| Accounting and administrative fees                                                   | ​ | ​ | ​                      | ​ | 272 | ​ | ​ | ​ | ​ | ​ | 361 | ​ | ​ |
| Interest expense(1)                                                                  | ​ | ​ | ​                      | ​ | 21,739 | ​ | ​ | ​ | ​ | ​ | 14,107 | ​ | ​ |
| Trustees’ fees                                                                 | ​ | ​ | ​                      | ​ | 188 | ​ | ​ | ​ | ​ | ​ | 450 | ​ | ​ |
| Other general and administrative expenses                                            | ​ | ​ | ​                      | ​ | 901 | ​ | ​ | ​ | ​ | ​ | 933 | ​ | ​ |
| Total operating expenses                                                             | ​ | ​ | ​                      | ​ | 41,634 | ​ | ​ | ​ | ​ | ​ | 35,585 | ​ | ​ |
| Less: Management fee waiver(2)                                                       | ​ | ​ | ​                      | ​ | (200) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Net expenses                                                                         | ​ | ​ | ​                      | ​ | 41,434 | ​ | ​ | ​ | ​ | ​ | 35,585 | ​ | ​ |
| Net investment income                                                                | ​ | ​ | ​                      | ​ | 46,979 | ​ | ​ | ​ | ​ | ​ | 54,388 | ​ | ​ |
| Realized and unrealized gain/loss                                                    | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Net realized gain (loss) on investments:                                             | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Non-controlled/unaffiliated                                                          | ​ | ​ | ​                      | ​ | (3,312) | ​ | ​ | ​ | ​ | ​ | (67,880) | ​ | ​ |
| Non-controlled/affiliated                                                            | ​ | ​ | ​                      | ​ | 38 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Net realized gain (loss) on swap contracts                                           | ​ | ​ | ​                      | ​ | 1,531 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Net change in unrealized appreciation (depreciation) on investments:                 | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Non-controlled/unaffiliated                                                          | ​ | ​ | ​                      | ​ | 59,626 | ​ | ​ | ​ | ​ | ​ | 41,067 | ​ | ​ |
| Non-controlled/affiliated                                                            | ​ | ​ | ​                      | ​ | 15,298 | ​ | ​ | ​ | ​ | ​ | (66,783) | ​ | ​ |
| Net change in unrealized appreciation (depreciation) on swap contracts               | ​ | ​ | ​                      | ​ | (12,306) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Net change in unrealized gain (loss) on foreign currency                             | ​ | ​ | ​                      | ​ | 1 | ​ | ​ | ​ | ​ | ​ | 1 | ​ | ​ |
| Total net realized and unrealized gain (loss)                                        | ​ | ​ | ​                      | ​ | 60,876 | ​ | ​ | ​ | ​ | ​ | (93,595) | ​ | ​ |
| Net increase (decrease) in net assets resulting from operations                      | ​ | ​ | ​                      | $       | 107,855 | ​ | ​ | ​ | ​ | $ | (39,207) | ​ | ​ |
| Per share information—basic and diluted                                        | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Net increase (decrease) in net assets resulting from operations (Earnings per Share) | ​ | ​ | ​                      | $       | 0.25 | ​ | ​ | ​ | ​ | $ | (0.09) | ​ | ​ |
| Weighted average shares outstanding                                                  | ​ | ​ | ​                      | ​ | 437,647,716 | ​ | ​ | ​ | ​ | ​ | 439,924,494 | ​ | ​ |

----

TABLE OF CONTENTS​

| ​                                                                         | ​ | ​ | Three Months Ended March 31, | ​ |
|---------------------------------------------------------------------------------|---------|---------|------------------------------|---------|
| ​                                                                         | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| Operations                                                                      | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Net investment income                                                           | ​ | ​ | ​                      | $       | 46,979 | ​ | ​ | ​ | ​ | $ | 54,388 | ​ | ​ |
| Net realized gain (loss) on investments, swap contracts and foreign currency    | ​ | ​ | ​                      | ​ | (1,743) | ​ | ​ | ​ | ​ | ​ | (67,880) | ​ | ​ |
| Net change in unrealized appreciation (depreciation) on investments             | ​ | ​ | ​                      | ​ | 74,924 | ​ | ​ | ​ | ​ | ​ | (25,716) | ​ | ​ |
| Net change in unrealized appreciation (depreciation) on swap contracts          | ​ | ​ | ​                      | ​ | (12,306) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Net change in unrealized gain (loss) on foreign currency                        | ​ | ​ | ​                      | ​ | 1 | ​ | ​ | ​ | ​ | ​ | 1 | ​ | ​ |
| Net increase (decrease) in net assets resulting from operations                 | ​ | ​ | ​                      | ​ | 107,855 | ​ | ​ | ​ | ​ | ​ | (39,207) | ​ | ​ |
| Shareholder distributions(1)                                                    | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Distributions to shareholders                                                   | ​ | ​ | ​                      | ​ | (54,616) | ​ | ​ | ​ | ​ | ​ | (54,823) | ​ | ​ |
| Net decrease in net assets resulting from shareholder distributions             | ​ | ​ | ​                      | ​ | (54,616) | ​ | ​ | ​ | ​ | ​ | (54,823) | ​ | ​ |
| Capital share transactions(2)                                                   | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Reinvestment of shareholder distributions                                       | ​ | ​ | ​                      | ​ | 26,953 | ​ | ​ | ​ | ​ | ​ | 31,380 | ​ | ​ |
| Repurchases of common shares                                                    | ​ | ​ | ​                      | ​ | (30,450) | ​ | ​ | ​ | ​ | ​ | (60,425) | ​ | ​ |
| Net increase (decrease) in net assets resulting from capital share transactions | ​ | ​ | ​                      | ​ | (3,497) | ​ | ​ | ​ | ​ | ​ | (29,045) | ​ | ​ |
| Total increase (decrease) in net assets                                         | ​ | ​ | ​                      | ​ | 49,742 | ​ | ​ | ​ | ​ | ​ | (123,075) | ​ | ​ |
| Net assets at beginning of period                                               | ​ | ​ | ​                      | ​ | 2,648,186 | ​ | ​ | ​ | ​ | ​ | 2,966,042 | ​ | ​ |
| Net assets at end of period                                                     | ​ | ​ | ​                      | $       | 2,697,928 | ​ | ​ | ​ | ​ | $ | 2,842,967 | ​ | ​ |

----

TABLE OF CONTENTS​

| ​                                                                                                                                                    | ​ | ​ | Three Months Ended March 31, | ​ |
|------------------------------------------------------------------------------------------------------------------------------------------------------------|---------|---------|------------------------------|---------|
| ​                                                                                                                                                    | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| Cash flows from operating activities                                                                                                                       | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Net increase (decrease) in net assets resulting from operations                                                                                            | ​ | ​ | ​                      | $       | 107,855 | ​ | ​ | ​ | ​ | $ | (39,207) | ​ | ​ |
| Adjustments to reconcile net increase (decrease) in net assets resulting from operations to net cash provided by (used in) operating activities: | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Purchases of investments                                                                                                                                   | ​ | ​ | ​                      | ​ | (264,593) | ​ | ​ | ​ | ​ | ​ | (260,693) | ​ | ​ |
| Paid-in-kind interest                                                                                                                                      | ​ | ​ | ​                      | ​ | (2,255) | ​ | ​ | ​ | ​ | ​ | (3,019) | ​ | ​ |
| Proceeds from sales and repayments of investments                                                                                                          | ​ | ​ | ​                      | ​ | 351,405 | ​ | ​ | ​ | ​ | ​ | 551,229 | ​ | ​ |
| Net realized (gain) loss on investments                                                                                                                    | ​ | ​ | ​                      | ​ | 3,274 | ​ | ​ | ​ | ​ | ​ | 67,880 | ​ | ​ |
| Net change in unrealized (appreciation) depreciation on investments                                                                                        | ​ | ​ | ​                      | ​ | (74,924) | ​ | ​ | ​ | ​ | ​ | 25,716 | ​ | ​ |
| Net change in unrealized (appreciation) depreciation on swap contracts                                                                                     | ​ | ​ | ​                      | ​ | 12,306 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Accretion of discount                                                                                                                                      | ​ | ​ | ​                      | ​ | (4,904) | ​ | ​ | ​ | ​ | ​ | (3,480) | ​ | ​ |
| Amortization of deferred financing costs and discount                                                                                                      | ​ | ​ | ​                      | ​ | 1,536 | ​ | ​ | ​ | ​ | ​ | 531 | ​ | ​ |
| (Increase) decrease in receivable for investments sold and repaid                                                                                          | ​ | ​ | ​                      | ​ | 12,339 | ​ | ​ | ​ | ​ | ​ | 65,106 | ​ | ​ |
| (Increase) decrease in interest receivable                                                                                                                 | ​ | ​ | ​                      | ​ | (8,570) | ​ | ​ | ​ | ​ | ​ | 1,121 | ​ | ​ |
| (Increase) decrease in expense reimbursement due from sponsor(1)                                                                                           | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | 5,945 | ​ | ​ |
| (Increase) decrease in swap income receivable                                                                                                              | ​ | ​ | ​                      | ​ | 382 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| (Increase) decrease in prepaid expenses and other assets                                                                                                   | ​ | ​ | ​                      | ​ | 2,369 | ​ | ​ | ​ | ​ | ​ | 47 | ​ | ​ |
| Increase (decrease) in payable for investments purchased                                                                                                   | ​ | ​ | ​                      | ​ | (68,013) | ​ | ​ | ​ | ​ | ​ | 18,540 | ​ | ​ |
| Increase (decrease) in management fees payable                                                                                                             | ​ | ​ | ​                      | ​ | 2,081 | ​ | ​ | ​ | ​ | ​ | (3,536) | ​ | ​ |
| Increase (decrease) in administrative services expense payable                                                                                             | ​ | ​ | ​                      | ​ | (85) | ​ | ​ | ​ | ​ | ​ | 219 | ​ | ​ |
| Increase (decrease) in swap income payable                                                                                                                 | ​ | ​ | ​                      | ​ | (141) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Increase (decrease) in interest payable(2)                                                                                                                 | ​ | ​ | ​                      | ​ | (9,336) | ​ | ​ | ​ | ​ | ​ | (601) | ​ | ​ |
| Increase (decrease) in trustees’ fees payable                                                                                                        | ​ | ​ | ​                      | ​ | 5 | ​ | ​ | ​ | ​ | ​ | 198 | ​ | ​ |
| Increase (decrease) in other accrued expenses and liabilities                                                                                              | ​ | ​ | ​                      | ​ | 70 | ​ | ​ | ​ | ​ | ​ | (984) | ​ | ​ |
| Net cash provided by (used in) operating activities                                                                                                        | ​ | ​ | ​                      | ​ | 60,801 | ​ | ​ | ​ | ​ | ​ | 425,012 | ​ | ​ |
| Cash flows from financing activities                                                                                                                       | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Repurchases of common shares                                                                                                                               | ​ | ​ | ​                      | ​ | (30,450) | ​ | ​ | ​ | ​ | ​ | (60,425) | ​ | ​ |
| Shareholder distributions paid                                                                                                                             | ​ | ​ | ​                      | ​ | (27,393) | ​ | ​ | ​ | ​ | ​ | (26,427) | ​ | ​ |
| Borrowings under credit facilities(2)                                                                                                                      | ​ | ​ | ​                      | ​ | 150,000 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Repayments of credit facilities(2)                                                                                                                         | ​ | ​ | ​                      | ​ | (150,000) | ​ | ​ | ​ | ​ | ​ | (150,000) | ​ | ​ |
| Deferred financing costs paid                                                                                                                              | ​ | ​ | ​                      | ​ | (562) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Net cash provided by (used in) financing activities                                                                                                        | ​ | ​ | ​                      | ​ | (58,405) | ​ | ​ | ​ | ​ | ​ | (236,852) | ​ | ​ |
| Total increase (decrease) in cash                                                                                                                          | ​ | ​ | ​                      | ​ | 2,396 | ​ | ​ | ​ | ​ | ​ | 188,160 | ​ | ​ |
| Cash at beginning of period                                                                                                                                | ​ | ​ | ​                      | ​ | 98,506 | ​ | ​ | ​ | ​ | ​ | 195,376 | ​ | ​ |
| Cash at end of period(3)                                                                                                                                   | ​ | ​ | ​                      | $       | 100,902 | ​ | ​ | ​ | ​ | $ | 383,536 | ​ | ​ |
| Supplemental disclosure                                                                                                                                    | ​ | ​ | ​                      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Reinvestment of shareholder distributions                                                                                                                  | ​ | ​ | ​                      | $       | 26,953 | ​ | ​ | ​ | ​ | $ | 31,380 | ​ | ​ |
| Non-cash purchase of investments                                                                                                                           | ​ | ​ | ​                      | $       | (37) | ​ | ​ | ​ | ​ | $ | (7,140) | ​ | ​ |
| Non-cash sales of investments                                                                                                                              | ​ | ​ | ​                      | $       | 37 | ​ | ​ | ​ | ​ | $ | 7,140 | ​ | ​ |

----

TABLE OF CONTENTS​

| Portfolio Company(a)                                       | ​ | ​ | Footnotes        | ​ | ​ | Industry                | ​ | ​ | Rate(b)                          | ​ | ​ | Floor   | ​ | ​ | Maturity | ​ | ​ | Principal Amount(c) | ​ | ​ | AmortizedCost | ​ | ​ | Fair Value(d) | ​ |
|------------------------------------------------------------|---------|---------|------------------|---------|---------|-------------------------|---------|---------|----------------------------------|---------|---------|---------|---------|---------|----------|---------|---------|---------------------|---------|---------|---------------|---------|---------|---------------|---------|
| Senior Secured Loans—First Lien—49.2%          | ​ | ​ | ​          | ​ | ​ | ​                 | ​ | ​ | ​                          | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​             | ​ | ​ | ​       | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Abaco Energy Technologies LLC                              | ​ | ​ | (h)              | ​ | ​ | Service & Equipment | ​ | ​ | L+950                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 11/20/20            | ​ | ​ | ​       | $       | 8,371   | ​       | ​ | ​ | ​ | $ | 8,148 | ​ | ​ | ​ | ​ | $ | 8,392 | ​ | ​ |
| Allied Wireline Services, LLC                              | ​ | ​ | (w)(x)           | ​ | ​ | Service & Equipment | ​ | ​ | L+950                            | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 6/30/20             | ​ | ​ | ​       | ​ | 104,170 | ​       | ​ | ​ | ​ | ​ | 104,028 | ​ | ​ | ​ | ​ | ​ | 102,087 | ​ | ​ |
| Altus Power America, Inc.                                  | ​ | ​ | (h)(w)           | ​ | ​ | Power                   | ​ | ​ | L+750                            | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 9/30/21             | ​ | ​ | ​       | ​ | 85,939  | ​       | ​ | ​ | ​ | ​ | 85,939 | ​ | ​ | ​ | ​ | ​ | 82,501 | ​ | ​ |
| Altus Power America, Inc.                                  | ​ | ​ | (e)(w)           | ​ | ​ | Power                   | ​ | ​ | L+750                            | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 9/30/21             | ​ | ​ | ​       | ​ | 3,787   | ​       | ​ | ​ | ​ | ​ | 3,787 | ​ | ​ | ​ | ​ | ​ | 3,635 | ​ | ​ |
| ARB Midstream Operating Company, LLC                       | ​ | ​ | (w)(x)           | ​ | ​ | Midstream               | ​ | ​ | L+725                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 11/6/21             | ​ | ​ | ​       | ​ | 3,466   | ​       | ​ | ​ | ​ | ​ | 3,451 | ​ | ​ | ​ | ​ | ​ | 3,402 | ​ | ​ |
| Bioenergy Infrastructure Holdings Limited                  | ​ | ​ | (k)(w)           | ​ | ​ | Power                   | ​ | ​ | L+725                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/22/22            | ​ | ​ | ​       | ​ | 945     | ​       | ​ | ​ | ​ | ​ | 939 | ​ | ​ | ​ | ​ | ​ | 955 | ​ | ​ |
| Bioenergy Infrastructure Holdings Limited                  | ​ | ​ | (e)(k)(w)        | ​ | ​ | Power                   | ​ | ​ | L+725                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/22/22            | ​ | ​ | ​       | ​ | 543     | ​       | ​ | ​ | ​ | ​ | 543 | ​ | ​ | ​ | ​ | ​ | 549 | ​ | ​ |
| Bioenergy Infrastructure Holdings Limited                  | ​ | ​ | (e)(k)(w)        | ​ | ​ | Power                   | ​ | ​ | L+725                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/22/22            | ​ | ​ | ​       | ​ | 544     | ​       | ​ | ​ | ​ | ​ | 544 | ​ | ​ | ​ | ​ | ​ | 549 | ​ | ​ |
| BL Sand Hills Unit, L.P.                                   | ​ | ​ | (w)(x)(aa)       | ​ | ​ | Upstream                | ​ | ​ | Prime+650                        | ​ | ​ | ​ | ​ | 3.5%    | ​  | ​ | ​ | 12/17/21            | ​ | ​ | ​       | ​ | 20,000  | ​       | ​ | ​ | ​ | ​ | 17,369 | ​ | ​ | ​ | ​ | ​ | 20,000 | ​ | ​ |
| Brazos Delaware II LLC                                     | ​ | ​ | ​          | ​ | ​ | Midstream               | ​ | ​ | L+400                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 5/21/25             | ​ | ​ | ​       | ​ | 34,825  | ​       | ​ | ​ | ​ | ​ | 34,078 | ​ | ​ | ​ | ​ | ​ | 33,153 | ​ | ​ |
| Cimarron Energy Inc.                                       | ​ | ​ | (w)(x)           | ​ | ​ | Service & Equipment | ​ | ​ | L+900 PIK (L+900 Max PIK)        | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 6/30/21             | ​ | ​ | ​       | ​ | 7,500   | ​       | ​ | ​ | ​ | ​ | 7,500 | ​ | ​ | ​ | ​ | ​ | 7,500 | ​ | ​ |
| Cox Oil Offshore, LLC, Volumetric Production Payments      | ​ | ​ | (w)(x)(y)        | ​ | ​ | Upstream                | ​ | ​ | 9.9%                             | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 12/31/23            | ​ | ​ | ​       | ​ | 100,000 | ​       | ​ | ​ | ​ | ​ | 85,409 | ​ | ​ | ​ | ​ | ​ | 84,375 | ​ | ​ |
| CPV Shore Holdings LLC                                     | ​ | ​ | ​          | ​ | ​ | Power                   | ​ | ​ | L+375                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 12/29/25            | ​ | ​ | ​       | ​ | 19,571  | ​       | ​ | ​ | ​ | ​ | 19,380 | ​ | ​ | ​ | ​ | ​ | 19,571 | ​ | ​ |
| Eagle Midstream Canada Finance Inc.                        | ​ | ​ | (k)(w)(x)        | ​ | ​ | Midstream               | ​ | ​ | 8.5%, 1.0% PIK (1.0% Max PIK)    | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 9/27/20             | ​ | ​ | ​       | ​ | 175,000 | ​       | ​ | ​ | ​ | ​ | 175,000 | ​ | ​ | ​ | ​ | ​ | 173,040 | ​ | ​ |
| Edgewater Generation LLC                                   | ​ | ​ | ​          | ​ | ​ | Power                   | ​ | ​ | L+375                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 12/13/25            | ​ | ​ | ​       | ​ | 19,950  | ​       | ​ | ​ | ​ | ​ | 19,902 | ​ | ​ | ​ | ​ | ​ | 19,938 | ​ | ​ |
| EIF Van Hook Holdings, LLC                                 | ​ | ​ | (h)              | ​ | ​ | Midstream               | ​ | ​ | L+525                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 9/5/24              | ​ | ​ | ​       | ​ | 35,423  | ​       | ​ | ​ | ​ | ​ | 34,529 | ​ | ​ | ​ | ​ | ​ | 33,918 | ​ | ​ |
| EPIC Crude Services LP                                     | ​ | ​ | ​          | ​ | ​ | Midstream               | ​ | ​ | L+500                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 3/2/26              | ​ | ​ | ​       | ​ | 60,000  | ​       | ​ | ​ | ​ | ​ | 58,809 | ​ | ​ | ​ | ​ | ​ | 59,550 | ​ | ​ |
| Felix Investments Holdings II, LLC                         | ​ | ​ | (w)              | ​ | ​ | Upstream                | ​ | ​ | L+650                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 8/9/22              | ​ | ​ | ​       | ​ | 5,900   | ​       | ​ | ​ | ​ | ​ | 5,873 | ​ | ​ | ​ | ​ | ​ | 5,991 | ​ | ​ |
| FR BR Holdings LLC                                         | ​ | ​ | (w)              | ​ | ​ | Midstream               | ​ | ​ | L+650                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 12/14/23            | ​ | ​ | ​       | ​ | 90,000  | ​       | ​ | ​ | ​ | ​ | 84,741 | ​ | ​ | ​ | ​ | ​ | 88,605 | ​ | ​ |
| Industrial Group Intermediate Holdings, LLC                | ​ | ​ | (h)(w)(x)        | ​ | ​ | Industrials             | ​ | ​ | L+800                            | ​ | ​ | ​ | ​ | 1.3%    | ​  | ​ | ​ | 5/31/20             | ​ | ​ | ​       | ​ | 20,972  | ​       | ​ | ​ | ​ | ​ | 20,972 | ​ | ​ | ​ | ​ | ​ | 21,129 | ​ | ​ |
| JSS Holdings, Inc.                                         | ​ | ​ | (h)(w)           | ​ | ​ | Industrials             | ​ | ​ | L+800, 0.0% PIK (2.5% Max PIK)   | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 3/31/23             | ​ | ​ | ​       | ​ | 14,957  | ​       | ​ | ​ | ​ | ​ | 14,852 | ​ | ​ | ​ | ​ | ​ | 15,406 | ​ | ​ |
| LMBE-MC Holdco II LLC                                      | ​ | ​ | ​          | ​ | ​ | Power                   | ​ | ​ | L+400                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/3/25             | ​ | ​ | ​       | ​ | 24,040  | ​       | ​ | ​ | ​ | ​ | 23,901 | ​ | ​ | ​ | ​ | ​ | 23,980 | ​ | ​ |
| Lusk Operating LLC                                         | ​ | ​ | (m)(o)(w)(bb)    | ​ | ​ | Upstream                | ​ | ​ | Prime+500 PIK (8.8% Max PIK)     | ​ | ​ | ​ | ​ | 3.3%    | ​  | ​ | ​ | 4/30/19             | ​ | ​ | ​       | ​ | 29,297  | ​       | ​ | ​ | ​ | ​ | 27,464 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| MB Precision Holdings LLC                                  | ​ | ​ | (m)(o)(w)(x)(aa) | ​ | ​ | Industrials             | ​ | ​ | L+725, 2.3% PIK (2.3% Max PIK)   | ​ | ​ | ​ | ​ | 1.3%    | ​  | ​ | ​ | 1/23/21             | ​ | ​ | ​       | ​ | 4,579   | ​       | ​ | ​ | ​ | ​ | 4,450 | ​ | ​ | ​ | ​ | ​ | 4,579 | ​ | ​ |
| MECO IV LLC                                                | ​ | ​ | (h)(w)           | ​ | ​ | Upstream                | ​ | ​ | L+725                            | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 9/14/21             | ​ | ​ | ​       | ​ | 29,750  | ​       | ​ | ​ | ​ | ​ | 29,543 | ​ | ​ | ​ | ​ | ​ | 29,319 | ​ | ​ |
| MECO IV LLC                                                | ​ | ​ | (e)(w)           | ​ | ​ | Upstream                | ​ | ​ | L+725                            | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 9/14/21             | ​ | ​ | ​       | ​ | 5,250   | ​       | ​ | ​ | ​ | ​ | 5,250 | ​ | ​ | ​ | ​ | ​ | 5,174 | ​ | ​ |
| Navitas Midstream Midland Basin LLC                        | ​ | ​ | ​          | ​ | ​ | Midstream               | ​ | ​ | L+450                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/13/24            | ​ | ​ | ​       | ​ | 39,579  | ​       | ​ | ​ | ​ | ​ | 39,623 | ​ | ​ | ​ | ​ | ​ | 37,921 | ​ | ​ |
| NNE Holding LLC                                            | ​ | ​ | (h)(w)           | ​ | ​ | Upstream                | ​ | ​ | L+800                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 3/2/22              | ​ | ​ | ​       | ​ | 35,000  | ​       | ​ | ​ | ​ | ​ | 34,979 | ​ | ​ | ​ | ​ | ​ | 34,706 | ​ | ​ |
| ORYX Southern Delaware Holdings                            | ​ | ​ | ​          | ​ | ​ | Midstream               | ​ | ​ | L+325                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 2/28/25             | ​ | ​ | ​       | ​ | 17,815  | ​       | ​ | ​ | ​ | ​ | 17,894 | ​ | ​ | ​ | ​ | ​ | 17,273 | ​ | ​ |
| Panda Hummel Station LLC                                   | ​ | ​ | ​          | ​ | ​ | Power                   | ​ | ​ | L+600                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 10/27/22            | ​ | ​ | ​       | ​ | 17,796  | ​       | ​ | ​ | ​ | ​ | 17,369 | ​ | ​ | ​ | ​ | ​ | 16,973 | ​ | ​ |
| Panda Hummel Station LLC                                   | ​ | ​ | ​          | ​ | ​ | Power                   | ​ | ​ | L+600                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 10/27/22            | ​ | ​ | ​       | ​ | 24,411  | ​       | ​ | ​ | ​ | ​ | 23,887 | ​ | ​ | ​ | ​ | ​ | 23,282 | ​ | ​ |
| Panda Stonewall LLC                                        | ​ | ​ | ​          | ​ | ​ | Power                   | ​ | ​ | L+550                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 11/13/21            | ​ | ​ | ​       | ​ | 29,811  | ​       | ​ | ​ | ​ | ​ | 29,992 | ​ | ​ | ​ | ​ | ​ | 29,625 | ​ | ​ |
| Permian Production Partners LLC                            | ​ | ​ | (h)(w)           | ​ | ​ | Upstream                | ​ | ​ | L+600                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 5/18/24             | ​ | ​ | ​       | ​ | 41,715  | ​       | ​ | ​ | ​ | ​ | 41,010 | ​ | ​ | ​ | ​ | ​ | 40,935 | ​ | ​ |
| Plainfield Renewable Energy Holdings LLC                   | ​ | ​ | (w)              | ​ | ​ | Power                   | ​ | ​ | 10.0%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 8/22/25             | ​ | ​ | ​       | ​ | 2,589   | ​       | ​ | ​ | ​ | ​ | 2,589 | ​ | ​ | ​ | ​ | ​ | 2,668 | ​ | ​ |
| Plainfield Renewable Energy Holdings LLC, Letter of Credit | ​ | ​ | (e)(w)           | ​ | ​ | Power                   | ​ | ​ | 10.0%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 8/22/23             | ​ | ​ | ​       | ​ | 2,709   | ​       | ​ | ​ | ​ | ​ | 2,709 | ​ | ​ | ​ | ​ | ​ | 2,791 | ​ | ​ |
| Plainfield Renewable Energy Holdings LLC                   | ​ | ​ | (w)              | ​ | ​ | Power                   | ​ | ​ | 15.5%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 8/22/25             | ​ | ​ | ​       | ​ | 9,589   | ​       | ​ | ​ | ​ | ​ | 9,589 | ​ | ​ | ​ | ​ | ​ | 9,954 | ​ | ​ |
| Power Distribution, Inc.                                   | ​ | ​ | (w)(x)           | ​ | ​ | Power                   | ​ | ​ | L+725                            | ​ | ​ | ​ | ​ | 1.3%    | ​  | ​ | ​ | 1/25/23             | ​ | ​ | ​       | ​ | 29,271  | ​       | ​ | ​ | ​ | ​ | 29,271 | ​ | ​ | ​ | ​ | ​ | 28,649 | ​ | ​ |
| Sandy Creek Energy Associates, L.P.                        | ​ | ​ | (f)              | ​ | ​ | Power                   | ​ | ​ | L+400                            | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 11/9/20             | ​ | ​ | ​       | ​ | 43,026  | ​       | ​ | ​ | ​ | ​ | 38,060 | ​ | ​ | ​ | ​ | ​ | 38,132 | ​ | ​ |
| Swift Worldwide Resources US Holdings Corp.                | ​ | ​ | (h)(w)(x)        | ​ | ​ | Service & Equipment | ​ | ​ | 9.5%, L+150 PIK (L+1.5% Max PIK) | ​ | ​ | ​ | ​ | 2.5%    | ​  | ​ | ​ | 7/20/21             | ​ | ​ | ​       | ​ | 58,477  | ​       | ​ | ​ | ​ | ​ | 58,477 | ​ | ​ | ​ | ​ | ​ | 58,477 | ​ | ​ |

----

TABLE OF CONTENTS

| Portfolio Company(a)                               | ​ | ​ | Footnotes        | ​ | ​ | Industry  | ​ | ​ | Rate(b)                         | ​ | ​ | Floor   | ​ | ​ | Maturity | ​ | ​ | PrincipalAmount(c) | ​ | ​ | AmortizedCost | ​ | ​ | FairValue(d) | ​ |
|----------------------------------------------------|---------|---------|------------------|---------|---------|-----------|---------|---------|---------------------------------|---------|---------|---------|---------|---------|----------|---------|---------|--------------------|---------|---------|---------------|---------|---------|--------------|---------|
| Talen Energy Supply LLC                            | ​ | ​ | (f)              | ​ | ​ | Power     | ​ | ​ | L+400                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 4/13/24            | ​ | ​ | ​       | $       | 11,419  | ​      | ​ | ​ | ​ | $ | 11,347 | ​ | ​ | ​ | ​ | $ | 11,337 | ​ | ​ |
| Traverse Midstream Partners LLC                    | ​ | ​ | (h)              | ​ | ​ | Midstream | ​ | ​ | L+400                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 9/27/24            | ​ | ​ | ​       | ​ | 73,751  | ​      | ​ | ​ | ​ | ​ | 73,856 | ​ | ​ | ​ | ​ | ​ | 73,820 | ​ | ​ |
| Ultra Resources, Inc.                              | ​ | ​ | (f)              | ​ | ​ | Upstream  | ​ | ​ | L+400                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 4/12/24            | ​ | ​ | ​       | ​ | 45,834  | ​      | ​ | ​ | ​ | ​ | 41,399 | ​ | ​ | ​ | ​ | ​ | 39,976 | ​ | ​ |
| Warren Resources, Inc.                             | ​ | ​ | (h)(w)(x)(aa)    | ​ | ​ | Upstream  | ​ | ​ | L+1000, 1.0% PIK (1.0% Max PIK) | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 5/22/20            | ​ | ​ | ​       | ​ | 27,368  | ​      | ​ | ​ | ​ | ​ | 27,368 | ​ | ​ | ​ | ​ | ​ | 27,368 | ​ | ​ |
| Total Senior Secured Loans—First Lien        | ​ | ​ | ​          | ​ | ​ | ​   | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | 1,375,820 | ​ | ​ | ​ | ​ | ​ | 1,341,185 | ​ | ​ |
| Unfunded Loan Commitments                          | ​ | ​ | ​          | ​ | ​ | ​   | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | (12,833) | ​ | ​ | ​ | ​ | ​ | (12,833) | ​ | ​ |
| Net Senior Secured Loans—First Lien          | ​ | ​ | ​          | ​ | ​ | ​   | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | 1,362,987 | ​ | ​ | ​ | ​ | ​ | 1,328,352 | ​ | ​ |
| Senior Secured Loans—Second Lien—22.0% | ​ | ​ | ​          | ​ | ​ | ​   | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Aethon III BR LLC                                  | ​ | ​ | (w)              | ​ | ​ | Upstream  | ​ | ​ | L+675                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 1/10/25            | ​ | ​ | ​       | ​ | 10,000  | ​      | ​ | ​ | ​ | ​ | 9,854 | ​ | ​ | ​ | ​ | ​ | 9,923 | ​ | ​ |
| Aethon United BR LP                                | ​ | ​ | (h)(w)           | ​ | ​ | Upstream  | ​ | ​ | L+675                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 9/8/23             | ​ | ​ | ​       | ​ | 103,919 | ​      | ​ | ​ | ​ | ​ | 102,723 | ​ | ​ | ​ | ​ | ​ | 103,784 | ​ | ​ |
| Aethon United BR LP                                | ​ | ​ | (e)(w)           | ​ | ​ | Upstream  | ​ | ​ | L+675                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 9/8/23             | ​ | ​ | ​       | ​ | 23,981  | ​      | ​ | ​ | ​ | ​ | 23,981 | ​ | ​ | ​ | ​ | ​ | 23,948 | ​ | ​ |
| Arena Energy, LP                                   | ​ | ​ | (h)(w)(x)        | ​ | ​ | Upstream  | ​ | ​ | L+900, 4.0% PIK (4.0% Max PIK)  | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 1/24/21            | ​ | ​ | ​       | ​ | 113,210 | ​      | ​ | ​ | ​ | ​ | 113,210 | ​ | ​ | ​ | ​ | ​ | 113,210 | ​ | ​ |
| Bellatrix Exploration Ltd.                         | ​ | ​ | (k)(w)           | ​ | ​ | Upstream  | ​ | ​ | 8.5%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/26/23            | ​ | ​ | ​       | ​ | 22,511  | ​      | ​ | ​ | ​ | ​ | 22,511 | ​ | ​ | ​ | ​ | ​ | 22,309 | ​ | ​ |
| Bellatrix Exploration Ltd.                         | ​ | ​ | (e)(k)(w)        | ​ | ​ | Upstream  | ​ | ​ | 8.5%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/26/23            | ​ | ​ | ​       | ​ | 7,504   | ​      | ​ | ​ | ​ | ​ | 7,504 | ​ | ​ | ​ | ​ | ​ | 7,436 | ​ | ​ |
| Bellatrix Exploration Ltd.                         | ​ | ​ | (k)(w)(x)        | ​ | ​ | Upstream  | ​ | ​ | 8.5%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/26/23            | ​ | ​ | ​       | ​ | 54,108  | ​      | ​ | ​ | ​ | ​ | 49,220 | ​ | ​ | ​ | ​ | ​ | 47,330 | ​ | ​ |
| Chisholm Oil and Gas Operating, LLC                | ​ | ​ | (h)(w)(x)        | ​ | ​ | Upstream  | ​ | ​ | L+800                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 3/21/24            | ​ | ​ | ​       | ​ | 196,000 | ​      | ​ | ​ | ​ | ​ | 196,000 | ​ | ​ | ​ | ​ | ​ | 192,383 | ​ | ​ |
| Encino Acquisition Partners Holdings LLC           | ​ | ​ | ​          | ​ | ​ | Upstream  | ​ | ​ | L+675                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 10/29/25           | ​ | ​ | ​       | ​ | 20,000  | ​      | ​ | ​ | ​ | ​ | 19,809 | ​ | ​ | ​ | ​ | ​ | 19,400 | ​ | ​ |
| Granite Acquisition, Inc.                          | ​ | ​ | (x)              | ​ | ​ | Power     | ​ | ​ | L+725                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/19/22           | ​ | ​ | ​       | ​ | 22,331  | ​      | ​ | ​ | ​ | ​ | 22,085 | ​ | ​ | ​ | ​ | ​ | 22,387 | ​ | ​ |
| Peak Exploration & Production, LLC             | ​ | ​ | (w)              | ​ | ​ | Upstream  | ​ | ​ | L+675                           | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 11/16/23           | ​ | ​ | ​       | ​ | 13,545  | ​      | ​ | ​ | ​ | ​ | 13,475 | ​ | ​ | ​ | ​ | ​ | 13,359 | ​ | ​ |
| Peak Exploration & Production, LLC             | ​ | ​ | (e)(w)           | ​ | ​ | Upstream  | ​ | ​ | L+675                           | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 11/16/23           | ​ | ​ | ​       | ​ | 1,505   | ​      | ​ | ​ | ​ | ​ | 1,505 | ​ | ​ | ​ | ​ | ​ | 1,484 | ​ | ​ |
| Penn Virginia Holdings Corp.                       | ​ | ​ | (h)(k)(w)        | ​ | ​ | Upstream  | ​ | ​ | L+700                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 9/29/22            | ​ | ​ | ​       | ​ | 20,000  | ​      | ​ | ​ | ​ | ​ | 20,000 | ​ | ​ | ​ | ​ | ​ | 19,900 | ​ | ​ |
| Rosehill Operating Company, LLC                    | ​ | ​ | (w)(x)           | ​ | ​ | Upstream  | ​ | ​ | 10.0%                           | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 1/31/23            | ​ | ​ | ​       | ​ | 1,667   | ​      | ​ | ​ | ​ | ​ | 1,653 | ​ | ​ | ​ | ​ | ​ | 1,643 | ​ | ​ |
| SilverBow Resources, Inc.                          | ​ | ​ | (h)(k)(w)        | ​ | ​ | Upstream  | ​ | ​ | L+750                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/15/24           | ​ | ​ | ​       | ​ | 19,000  | ​      | ​ | ​ | ​ | ​ | 18,837 | ​ | ​ | ​ | ​ | ​ | 18,818 | ​ | ​ |
| Titan Energy Operating, LLC                        | ​ | ​ | (m)(o)(w)(x)(aa) | ​ | ​ | Upstream  | ​ | ​ | L+1300 PIK (L+1300 Max PIK)     | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 2/23/20            | ​ | ​ | ​       | ​ | 137,233 | ​      | ​ | ​ | ​ | ​ | 100,902 | ​ | ​ | ​ | ​ | ​ | 10,064 | ​ | ​ |
| Total Senior Secured Loans—Second Lien       | ​ | ​ | ​          | ​ | ​ | ​   | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | 723,269 | ​ | ​ | ​ | ​ | ​ | 627,378 | ​ | ​ |
| Unfunded Loan Commitments                          | ​ | ​ | ​          | ​ | ​ | ​   | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | (32,990) | ​ | ​ | ​ | ​ | ​ | (32,990) | ​ | ​ |
| Net Senior Secured Loans—Second Lien         | ​ | ​ | ​          | ​ | ​ | ​   | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | 690,279 | ​ | ​ | ​ | ​ | ​ | 594,388 | ​ | ​ |
| Senior Secured Bonds—18.4%                   | ​ | ​ | ​          | ​ | ​ | ​   | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Black Swan Energy Ltd.                             | ​ | ​ | (h)(k)(w)(x)     | ​ | ​ | Upstream  | ​ | ​ | 9.0%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 1/20/24            | ​ | ​ | ​       | ​ | 90,000  | ​      | ​ | ​ | ​ | ​ | 90,000 | ​ | ​ | ​ | ​ | ​ | 89,100 | ​ | ​ |
| Denbury Resources Inc.                             | ​ | ​ | (k)              | ​ | ​ | Upstream  | ​ | ​ | 7.5%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 2/15/24            | ​ | ​ | ​       | ​ | 12,000  | ​      | ​ | ​ | ​ | ​ | 11,994 | ​ | ​ | ​ | ​ | ​ | 10,295 | ​ | ​ |
| Denbury Resources Inc.                             | ​ | ​ | (k)              | ​ | ​ | Upstream  | ​ | ​ | 9.3%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 3/31/22            | ​ | ​ | ​       | ​ | 27,341  | ​      | ​ | ​ | ​ | ​ | 28,928 | ​ | ​ | ​ | ​ | ​ | 26,509 | ​ | ​ |
| FourPoint Energy, LLC                              | ​ | ​ | (h)(w)(x)(aa)    | ​ | ​ | Upstream  | ​ | ​ | 9.0%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 12/31/21           | ​ | ​ | ​       | ​ | 235,125 | ​      | ​ | ​ | ​ | ​ | 229,670 | ​ | ​ | ​ | ​ | ​ | 230,423 | ​ | ​ |
| Sunnova Energy Corp.                               | ​ | ​ | (h)(w)(aa)       | ​ | ​ | Power     | ​ | ​ | 6.0%, 6.0% PIK (6.0% Max PIK)   | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/31/19            | ​ | ​ | ​       | ​ | 18,136  | ​      | ​ | ​ | ​ | ​ | 18,136 | ​ | ​ | ​ | ​ | ​ | 18,068 | ​ | ​ |
| Velvet Energy Ltd.                                 | ​ | ​ | (h)(k)(w)        | ​ | ​ | Upstream  | ​ | ​ | 9.0%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 10/5/23            | ​ | ​ | ​       | ​ | 120,000 | ​      | ​ | ​ | ​ | ​ | 120,000 | ​ | ​ | ​ | ​ | ​ | 122,700 | ​ | ​ |
| Total Senior Secured Bonds                         | ​ | ​ | ​          | ​ | ​ | ​   | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | 498,728 | ​ | ​ | ​ | ​ | ​ | 497,095 | ​ | ​ |
| Unsecured Debt—18.1%                         | ​ | ​ | ​          | ​ | ​ | ​   | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Archrock Partners, L.P.                            | ​ | ​ | (k)              | ​ | ​ | Midstream | ​ | ​ | 6.0%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 4/1/21             | ​ | ​ | ​       | ​ | 5,690   | ​      | ​ | ​ | ​ | ​ | 5,724 | ​ | ​ | ​ | ​ | ​ | 5,695 | ​ | ​ |
| Bruin E&P Partners, LLC                        | ​ | ​ | (x)              | ​ | ​ | Upstream  | ​ | ​ | 8.9%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 8/1/23             | ​ | ​ | ​       | ​ | 12,424  | ​      | ​ | ​ | ​ | ​ | 12,542 | ​ | ​ | ​ | ​ | ​ | 11,915 | ​ | ​ |
| Canbriam Energy Inc.                               | ​ | ​ | (h)(k)(x)        | ​ | ​ | Upstream  | ​ | ​ | 9.8%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 11/15/19           | ​ | ​ | ​       | ​ | 109,790 | ​      | ​ | ​ | ​ | ​ | 109,119 | ​ | ​ | ​ | ​ | ​ | 89,479 | ​ | ​ |

----

TABLE OF CONTENTS

| Portfolio Company(a)            | ​ | ​ | Footnotes       | ​ | ​ | Industry    | ​ | ​ | Rate(b)                   | ​ | ​ | Floor   | ​ | ​ | Maturity | ​ | ​ | Principal Amount(c) | ​ | ​ | AmortizedCost | ​ | ​ | Fair Value(d) | ​ |
|---------------------------------|---------|---------|-----------------|---------|---------|-------------|---------|---------|---------------------------|---------|---------|---------|---------|---------|----------|---------|---------|---------------------|---------|---------|---------------|---------|---------|---------------|---------|
| Compressco Partners, LP         | ​ | ​ | (x)             | ​ | ​ | Midstream   | ​ | ​ | 7.3%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 8/15/22             | ​ | ​ | ​       | $       | 11,900  | ​       | ​ | ​ | ​ | $ | 11,867 | ​ | ​ | ​ | ​ | $ | 10,492 | ​ | ​ |
| Covey Park Energy LLC           | ​ | ​ | (x)             | ​ | ​ | Upstream    | ​ | ​ | 7.5%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 5/15/25             | ​ | ​ | ​       | ​ | 62,289  | ​       | ​ | ​ | ​ | ​ | 62,712 | ​ | ​ | ​ | ​ | ​ | 57,773 | ​ | ​ |
| Ferrellgas, L.P.                | ​ | ​ | ​         | ​ | ​ | Midstream   | ​ | ​ | 6.5%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 5/1/21              | ​ | ​ | ​       | ​ | 7,000   | ​       | ​ | ​ | ​ | ​ | 5,972 | ​ | ​ | ​ | ​ | ​ | 6,158 | ​ | ​ |
| Ferrellgas, L.P.                | ​ | ​ | ​         | ​ | ​ | Midstream   | ​ | ​ | 6.8%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 1/15/22             | ​ | ​ | ​       | ​ | 9,270   | ​       | ​ | ​ | ​ | ​ | 8,142 | ​ | ​ | ​ | ​ | ​ | 8,121 | ​ | ​ |
| Global Jet Capital Holdings, LP | ​ | ​ | (w)(x)          | ​ | ​ | Industrials | ​ | ​ | 15.0% PIK (15.0% Max PIK) | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 1/30/25             | ​ | ​ | ​       | ​ | 1,023   | ​       | ​ | ​ | ​ | ​ | 994 | ​ | ​ | ​ | ​ | ​ | 1,006 | ​ | ​ |
| Global Jet Capital Holdings, LP | ​ | ​ | (w)(x)          | ​ | ​ | Industrials | ​ | ​ | 15.0% PIK (15.0% Max PIK) | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 4/30/25             | ​ | ​ | ​       | ​ | 6,502   | ​       | ​ | ​ | ​ | ​ | 6,315 | ​ | ​ | ​ | ​ | ​ | 6,396 | ​ | ​ |
| Global Jet Capital Holdings, LP | ​ | ​ | (w)(x)          | ​ | ​ | Industrials | ​ | ​ | 15.0% PIK (15.0% Max PIK) | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 9/3/25              | ​ | ​ | ​       | ​ | 1,344   | ​       | ​ | ​ | ​ | ​ | 1,305 | ​ | ​ | ​ | ​ | ​ | 1,322 | ​ | ​ |
| Global Jet Capital Holdings, LP | ​ | ​ | (w)(x)          | ​ | ​ | Industrials | ​ | ​ | 15.0% PIK (15.0% Max PIK) | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 9/29/25             | ​ | ​ | ​       | ​ | 1,265   | ​       | ​ | ​ | ​ | ​ | 1,229 | ​ | ​ | ​ | ​ | ​ | 1,244 | ​ | ​ |
| Global Jet Capital Holdings, LP | ​ | ​ | (w)(x)          | ​ | ​ | Industrials | ​ | ​ | 15.0% PIK (15.0% Max PIK) | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 12/2/26             | ​ | ​ | ​       | ​ | 1,112   | ​       | ​ | ​ | ​ | ​ | 1,080 | ​ | ​ | ​ | ​ | ​ | 1,094 | ​ | ​ |
| Great Western Petroleum, LLC    | ​ | ​ | (w)(x)          | ​ | ​ | Upstream    | ​ | ​ | 8.5%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 4/15/25             | ​ | ​ | ​       | ​ | 13,636  | ​       | ​ | ​ | ​ | ​ | 13,047 | ​ | ​ | ​ | ​ | ​ | 11,351 | ​ | ​ |
| Great Western Petroleum, LLC    | ​ | ​ | (x)             | ​ | ​ | Upstream    | ​ | ​ | 9.0%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 9/30/21             | ​ | ​ | ​       | ​ | 35,830  | ​       | ​ | ​ | ​ | ​ | 35,750 | ​ | ​ | ​ | ​ | ​ | 28,664 | ​ | ​ |
| Hammerhead Resources Inc.       | ​ | ​ | (h)(k)(w)(x)    | ​ | ​ | Upstream    | ​ | ​ | 9.0%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/10/22             | ​ | ​ | ​       | ​ | 100,000 | ​       | ​ | ​ | ​ | ​ | 97,856 | ​ | ​ | ​ | ​ | ​ | 97,880 | ​ | ​ |
| Hilcorp Energy I, L.P.          | ​ | ​ | ​         | ​ | ​ | Upstream    | ​ | ​ | 5.8%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 10/1/25             | ​ | ​ | ​       | ​ | 8,967   | ​       | ​ | ​ | ​ | ​ | 8,930 | ​ | ​ | ​ | ​ | ​ | 8,848 | ​ | ​ |
| Lonestar Resources America Inc. | ​ | ​ | (x)             | ​ | ​ | Upstream    | ​ | ​ | 11.3%                     | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 1/1/23              | ​ | ​ | ​       | ​ | 37,500  | ​       | ​ | ​ | ​ | ​ | 38,478 | ​ | ​ | ​ | ​ | ​ | 37,000 | ​ | ​ |
| Martin Midstream Partners L.P.  | ​ | ​ | (k)(x)          | ​ | ​ | Midstream   | ​ | ​ | 7.3%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 2/15/21             | ​ | ​ | ​       | ​ | 12,723  | ​       | ​ | ​ | ​ | ​ | 12,288 | ​ | ​ | ​ | ​ | ​ | 12,389 | ​ | ​ |
| Moss Creek Resources, LLC       | ​ | ​ | (x)             | ​ | ​ | Upstream    | ​ | ​ | 7.5%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 1/15/26             | ​ | ​ | ​       | ​ | 36,500  | ​       | ​ | ​ | ​ | ​ | 36,045 | ​ | ​ | ​ | ​ | ​ | 33,717 | ​ | ​ |
| Suburban Propane Partners LP    | ​ | ​ | (k)             | ​ | ​ | Midstream   | ​ | ​ | 5.8%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 3/1/25              | ​ | ​ | ​       | ​ | 8,433   | ​       | ​ | ​ | ​ | ​ | 8,225 | ​ | ​ | ​ | ​ | ​ | 8,194 | ​ | ​ |
| Suburban Propane Partners LP    | ​ | ​ | (k)             | ​ | ​ | Midstream   | ​ | ​ | 5.9%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 3/1/27              | ​ | ​ | ​       | ​ | 11,513  | ​       | ​ | ​ | ​ | ​ | 10,865 | ​ | ​ | ​ | ​ | ​ | 10,937 | ​ | ​ |
| Talen Energy Supply LLC         | ​ | ​ | ​         | ​ | ​ | Power       | ​ | ​ | 9.5%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/15/22             | ​ | ​ | ​       | ​ | 10,365  | ​       | ​ | ​ | ​ | ​ | 10,460 | ​ | ​ | ​ | ​ | ​ | 11,238 | ​ | ​ |
| Tenrgys, LLC                    | ​ | ​ | (i)(m)(o)(w)(x) | ​ | ​ | Upstream    | ​ | ​ | L+900                     | ​ | ​ | ​ | ​ | 2.5%    | ​  | ​ | ​ | 12/23/18            | ​ | ​ | ​       | ​ | 75,000  | ​       | ​ | ​ | ​ | ​ | 75,000 | ​ | ​ | ​ | ​ | ​ | 25,954 | ​ | ​ |
| Total Unsecured Debt            | ​ | ​ | ​         | ​ | ​ | ​     | ​ | ​ | ​                   | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​             | ​ | ​ | ​       | ​ | ​ | ​       | ​ | ​ | ​ | ​ | 573,945 | ​ | ​ | ​ | ​ | ​ | 486,867 | ​ | ​ |
| ​                         |
| ​                                                       | ​ | ​ | ​            | ​ | ​ | ​                 | ​ | ​ | ​                       | ​ | ​ | ​                             | ​ | ​ | ​  | ​ | ​ | Number of Shares | ​ | ​    | Amortized Cost | ​ | ​ | Fair Value(d) | ​ |
|---------------------------------------------------------------|---------|---------|--------------------|---------|---------|-------------------------|---------|---------|-------------------------------|---------|---------|-------------------------------------|---------|---------|----------|---------|---------|------------------|---------|------------|----------------|---------|---------|---------------|---------|
| Preferred Equity—19.8%(n)                               | ​ | ​ | ​            | ​ | ​ | ​                 | ​ | ​ | ​                       | ​ | ​ |     ​ | ​ | ​ | ​  | ​ | ​ | ​          | ​ | ​    | ​        | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Abaco Energy Technologies LLC, Preferred Equity               | ​ | ​ | (o)(w)(x)          | ​ | ​ | Service & Equipment | ​ | ​ | ​                       | ​ | ​ | ​                             | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 28,942,003 | ​        | ​ | ​ | ​       | ​ | 1,447 | ​ | ​ | ​ | ​ | ​ | 16,642 | ​ | ​ |
| Altus Power America Holdings, LLC, Preferred Equity           | ​ | ​ | (i)(p)(w)(x)       | ​ | ​ | Power                   | ​ | ​ | 9.0%, 5.0% PIK (5.0% Max PIK) | ​ | ​ |     ​ | ​ | ​ | 10/3/23  | ​ | ​ | ​          | ​ | 28,646,341 | ​        | ​ | ​ | ​       | ​ | 28,646 | ​ | ​ | ​ | ​ | ​ | 28,611 | ​ | ​ |
| Global Jet Capital Holdings, LP, Preferred Equity             | ​ | ​ | (o)(w)(x)          | ​ | ​ | Industrials             | ​ | ​ | ​                       | ​ | ​ | ​                             | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 2,785,562  | ​        | ​ | ​ | ​       | ​ | 2,786 | ​ | ​ | ​ | ​ | ​ | 209 | ​ | ​ |
| Great Western Petroleum, LLC, Preferred Equity                | ​ | ​ | (i)(n)(w)(x)       | ​ | ​ | Upstream                | ​ | ​ | 15.5%                         | ​ | ​ | ​                             | ​ | ​ | 12/31/27 | ​ | ​ | ​          | ​ | 36,363     | ​        | ​ | ​ | ​       | ​ | 39,562 | ​ | ​ | ​ | ​ | ​ | 33,783 | ​ | ​ |
| Limetree Bay Ventures, LLC, Preferred Equity                  | ​ | ​ | (w)(x)             | ​ | ​ | Midstream               | ​ | ​ | 13.9%                         | ​ | ​ | ​                             | ​ | ​ | 11/30/24 | ​ | ​ | ​          | ​ | 75,000,000 | ​        | ​ | ​ | ​       | ​ | 72,679 | ​ | ​ | ​ | ​ | ​ | 74,108 | ​ | ​ |
| MB Precision Investment Holdings LLC, Class A Preferred Units | ​ | ​ | (o)(w)(x)(aa)      | ​ | ​ | Industrials             | ​ | ​ | ​                       | ​ | ​ | ​                             | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 8,952,623  | ​        | ​ | ​ | ​       | ​ | 1,880 | ​ | ​ | ​ | ​ | ​ | 758 | ​ | ​ |
| NuStar, Preferred Equity                                      | ​ | ​ | (k)(w)(x)          | ​ | ​ | Midstream               | ​ | ​ | 12.8%                         | ​ | ​ | ​                             | ​ | ​ | 6/29/28  | ​ | ​ | ​          | ​ | 5,910,165  | ​        | ​ | ​ | ​       | ​ | 147,830 | ​ | ​ | ​ | ​ | ​ | 188,475 | ​ | ​ |
| Rosehill Resources, Inc. Preferred Equity                     | ​ | ​ | (o)(w)(x)          | ​ | ​ | Upstream                | ​ | ​ | ​                       | ​ | ​ | ​                             | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 2,536      | ​        | ​ | ​ | ​       | ​ | 2,511 | ​ | ​ | ​ | ​ | ​ | 2,601 | ​ | ​ |
| Segreto Power Holdings, LLC, Preferred Equity                 | ​ | ​ | (g)(w)(x)          | ​ | ​ | Power                   | ​ | ​ | 13.1%                         | ​ | ​ | ​                             | ​ | ​ | 5/8/25   | ​ | ​ | ​          | ​ | 70,297     | ​        | ​ | ​ | ​       | ​ | 69,271 | ​ | ​ | ​ | ​ | ​ | 75,295 | ​ | ​ |
| Sunnova Energy Corp., Preferred Equity                        | ​ | ​ | (o)(w)(x)(aa)      | ​ | ​ | Power                   | ​ | ​ | ​                       | ​ | ​ | ​                             | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 1,117,214  | ​        | ​ | ​ | ​       | ​ | 5,948 | ​ | ​ | ​ | ​ | ​ | 6,564 | ​ | ​ |
| Synergy Offshore LLC, Preferred Equity                        | ​ | ​ | (i)(m)(o)(v)(w)(x) | ​ | ​ | Upstream                | ​ | ​ | ​                       | ​ | ​ | ​                             | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 71,131     | ​        | ​ | ​ | ​       | ​ | 93,009 | ​ | ​ | ​ | ​ | ​ | 19,063 | ​ | ​ |
| TE Holdings, LLC, Preferred Equity                            | ​ | ​ | (o)(x)             | ​ | ​ | Upstream                | ​ | ​ | ​                       | ​ | ​ | ​                             | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 1,475,531  | ​        | ​ | ​ | ​       | ​ | 14,734 | ​ | ​ | ​ | ​ | ​ | 3,689 | ​ | ​ |
| USA Compression Partners, LP, Preferred Equity                | ​ | ​ | (k)(w)(x)          | ​ | ​ | Midstream               | ​ | ​ | 9.8%                          | ​ | ​ | ​                             | ​ | ​ | 4/3/28   | ​ | ​ | ​          | ​ | 79,336     | ​        | ​ | ​ | ​       | ​ | 77,366 | ​ | ​ | ​ | ​ | ​ | 83,684 | ​ | ​ |
| Total Preferred Equity                                        | ​ | ​ | ​            | ​ | ​ | ​                 | ​ | ​ | ​                       | ​ | ​ | ​                             | ​ | ​ | ​  | ​ | ​ | ​          | ​ | ​    | ​        | ​ | ​ | ​       | ​ |  557,669 | ​ | ​ | ​ | ​ | ​ |  533,482 | ​ | ​ |
| ​                                                       |

----

TABLE OF CONTENTS

| Portfolio Company(a)                                       | ​ | ​ | Footnotes              | ​ | ​ | Industry                | ​ | ​ | Number of Shares | ​ | ​     | Amortized Cost | ​ | ​ | Fair Value(d) | ​ |
|------------------------------------------------------------|---------|---------|------------------------|---------|---------|-------------------------|---------|---------|------------------|---------|-------------|----------------|---------|---------|---------------|---------|
| Equity/Other—10.1%(n)                                | ​ | ​ | ​                | ​ | ​ | ​                 | ​ | ​ | ​          | ​ | ​     | ​        | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Abaco Energy Technologies LLC, Common Equity               | ​ | ​ | (o)(w)(x)              | ​ | ​ | Service & Equipment | ​ | ​ | ​          | ​ | 6,944,444   | ​        | ​ | ​ | ​       | $       | 6,944 | ​ | ​ | ​ | ​ | $ | 3,212 | ​ | ​ |
| Allied Downhole Technologies, LLC, Common Equity           | ​ | ​ | (i)(n)(o)(w)(x)        | ​ | ​ | Service & Equipment | ​ | ​ | ​          | ​ | 7,431,113   | ​        | ​ | ​ | ​       | ​ | 7,223 | ​ | ​ | ​ | ​ | ​ | 5,202 | ​ | ​ |
| Allied Downhole Technologies, LLC, Warrants                | ​ | ​ | (i)(n)(o)(w)(x)        | ​ | ​ | Service & Equipment | ​ | ​ | ​          | ​ | 5,344,680   | ​        | ​ | ​ | ​       | ​ | 1,865 | ​ | ​ | ​ | ​ | ​ | 3,741 | ​ | ​ |
| Ascent Resources Utica Holdings, LLC, Common Equity        | ​ | ​ | (o)(q)(w)(x)           | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 148,692,909 | ​        | ​ | ​ | ​       | ​ | 44,700 | ​ | ​ | ​ | ​ | ​ | 47,879 | ​ | ​ |
| BL Sand Hills Unit, L.P., Net Profits Interest             | ​ | ​ | (o)(s)(w)(x)(aa)       | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | N/A         | ​        | ​ | ​ | ​       | ​ | 5,180 | ​ | ​ | ​ | ​ | ​ | 1,311 | ​ | ​ |
| BL Sand Hills Unit, L.P., Overriding Royalty Interest      | ​ | ​ | (s)(w)(x)(aa)          | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | N/A         | ​        | ​ | ​ | ​       | ​ | 740 | ​ | ​ | ​ | ​ | ​ | 676 | ​ | ​ |
| BL Sand Hills Unit, L.P., Series A Units                   | ​ | ​ | (g)(o)(w)(x)(aa)       | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 29,117      | ​        | ​ | ​ | ​       | ​ | 24,019 | ​ | ​ | ​ | ​ | ​ | 1,875 | ​ | ​ |
| Chisholm Oil and Gas, LLC, Series A Units                  | ​ | ​ | (g)(o)(w)(x)           | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 14,700,000  | ​        | ​ | ​ | ​       | ​ | 14,700 | ​ | ​ | ​ | ​ | ​ | 6,721 | ​ | ​ |
| Cimarron Energy Holdco Inc., Common Equity                 | ​ | ​ | (o)(w)(x)              | ​ | ​ | Service & Equipment | ​ | ​ | ​          | ​ | 4,302,293   | ​        | ​ | ​ | ​       | ​ | 3,950 | ​ | ​ | ​ | ​ | ​ | 217 | ​ | ​ |
| Cimarron Energy Holdco Inc., Participation Option          | ​ | ​ | (o)(w)(x)              | ​ | ​ | Service & Equipment | ​ | ​ | ​          | ​ | 25,000,000  | ​        | ​ | ​ | ​       | ​ | 1,289 | ​ | ​ | ​ | ​ | ​ | 1,263 | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class C-II-A Units   | ​ | ​ | (i)(n)(o)(w)(x)(aa)    | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 66,000      | ​        | ​ | ​ | ​       | ​ | 66,000 | ​ | ​ | ​ | ​ | ​ | 14,702 | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class D Units        | ​ | ​ | (i)(n)(o)(w)(x)(aa)    | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 12,374      | ​        | ​ | ​ | ​       | ​ | 8,176 | ​ | ​ | ​ | ​ | ​ | 2,786 | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class E-II Units     | ​ | ​ | (g)(o)(w)(x)(aa)       | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 150,937     | ​        | ​ | ​ | ​       | ​ | 37,734 | ​ | ​ | ​ | ​ | ​ | 33,621 | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class E-III Units    | ​ | ​ | (g)(i)(n)(o)(w)(x)(aa) | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 222,750     | ​        | ​ | ​ | ​       | ​ | 55,688 | ​ | ​ | ​ | ​ | ​ | 49,618 | ​ | ​ |
| Harvest Oil & Gas Corp., Common Equity                 | ​ | ​ | (o)(x)(aa)             | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 1,350,620   | ​        | ​ | ​ | ​       | ​ | 29,714 | ​ | ​ | ​ | ​ | ​ | 22,663 | ​ | ​ |
| Industrial Group Intermediate Holdings, LLC, Common Equity | ​ | ​ | (i)(n)(o)(w)(x)        | ​ | ​ | Industrials             | ​ | ​ | ​          | ​ | 472,755     | ​        | ​ | ​ | ​       | ​ | 473 | ​ | ​ | ​ | ​ | ​ | 603 | ​ | ​ |
| JSS Holdco, LLC, Net Profits Interest                      | ​ | ​ | (o)(w)(x)              | ​ | ​ | Industrials             | ​ | ​ | ​          | ​ | N/A         | ​        | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | 96 | ​ | ​ |
| Limetree Bay Ventures, LLC, Common Equity                  | ​ | ​ | (o)(w)(x)              | ​ | ​ | Midstream               | ​ | ​ | ​          | ​ | 13,486      | ​        | ​ | ​ | ​       | ​ | 3,406 | ​ | ​ | ​ | ​ | ​ | 3,700 | ​ | ​ |
| Lusk Operating LLC, Common Equity                          | ​ | ​ | (o)(r)(w)(x)(bb)       | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 2,000       | ​        | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| MB Precision Investment Holdings LLC, Class A-2 Units      | ​ | ​ | (i)(n)(o)(w)(aa)       | ​ | ​ | Industrials             | ​ | ​ | ​          | ​ | 1,426,110   | ​        | ​ | ​ | ​       | ​ | 490 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| PDI Parent LLC, Common Equity                              | ​ | ​ | (o)(w)(x)              | ​ | ​ | Power                   | ​ | ​ | ​          | ​ | 1,384,615   | ​        | ​ | ​ | ​       | ​ | 1,385 | ​ | ​ | ​ | ​ | ​ | 312 | ​ | ​ |
| Ridgeback Resources Inc., Common Equity                    | ​ | ​ | (j)(k)(o)(t)(w)(x)(aa) | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 9,599,928   | ​        | ​ | ​ | ​       | ​ | 58,985 | ​ | ​ | ​ | ​ | ​ | 45,630 | ​ | ​ |
| Sunnova Energy Corp., Common Equity                        | ​ | ​ | (o)(w)(x)(aa)          | ​ | ​ | Power                   | ​ | ​ | ​          | ​ | 6,667,368   | ​        | ​ | ​ | ​       | ​ | 25,026 | ​ | ​ | ​ | ​ | ​ | 8,268 | ​ | ​ |
| Swift Worldwide Resources Holdco Limited, Common Equity    | ​ | ​ | (k)(o)(u)(w)(x)        | ​ | ​ | Service & Equipment | ​ | ​ | ​          | ​ | 3,750,000   | ​        | ​ | ​ | ​       | ​ | 6,029 | ​ | ​ | ​ | ​ | ​ | 1,313 | ​ | ​ |
| TE Holdings, LLC, Common Equity                            | ​ | ​ | (g)(o)(x)              | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 2,225,950   | ​        | ​ | ​ | ​       | ​ | 18,921 | ​ | ​ | ​ | ​ | ​ | 1,253 | ​ | ​ |
| The Brock Group, Inc., Common Equity                       | ​ | ​ | (j)(o)(w)              | ​ | ​ | Service & Equipment | ​ | ​ | ​          | ​ | 786,094     | ​        | ​ | ​ | ​       | ​ | 15,617 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Titan Energy, LLC, Common Equity                           | ​ | ​ | (o)(x)(aa)             | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 555,496     | ​        | ​ | ​ | ​       | ​ | 17,554 | ​ | ​ | ​ | ​ | ​ | 55 | ​ | ​ |
| USA Compression Partners, LP, Warrants (Market)            | ​ | ​ | (k)(o)(w)(x)           | ​ | ​ | Midstream               | ​ | ​ | ​          | ​ | 793,359     | ​        | ​ | ​ | ​       | ​ | 555 | ​ | ​ | ​ | ​ | ​ | 1,261 | ​ | ​ |
| USA Compression Partners, LP, Warrants (Premium)           | ​ | ​ | (k)(o)(w)(x)           | ​ | ​ | Midstream               | ​ | ​ | ​          | ​ | 1,586,719   | ​        | ​ | ​ | ​       | ​ | 714 | ​ | ​ | ​ | ​ | ​ | 1,666 | ​ | ​ |
| Warren Resources, Inc., Common Equity                      | ​ | ​ | (j)(o)(w)(x)(aa)       | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 4,415,749   | ​        | ​ | ​ | ​       | ​ | 20,754 | ​ | ​ | ​ | ​ | ​ | 13,026 | ​ | ​ |
| White Star Petroleum Holdings, LLC, Common Equity          | ​ | ​ | (g)(o)(w)(x)           | ​ | ​ | Upstream                | ​ | ​ | ​          | ​ | 4,867,084   | ​        | ​ | ​ | ​       | ​ | 4,137 | ​ | ​ | ​ | ​ | ​ | 1,095 | ​ | ​ |
| Total Equity/Other                                         | ​ | ​ | ​                | ​ | ​ | ​                 | ​ | ​ | ​          | ​ | ​     | ​        | ​ | ​ | ​       | ​ | 481,968 | ​ | ​ | ​ | ​ | ​ | 273,765 | ​ | ​ |
| TOTAL INVESTMENTS—137.6%                             | ​ | ​ | ​                | ​ | ​ | ​                 | ​ | ​ | ​          | ​ | ​     | ​        | ​ | ​ | ​       | $       | 4,165,576 | ​ | ​ | ​ | ​ | ​ | 3,713,949 | ​ | ​ |
| LIABILITIES IN EXCESS OF OTHER ASSETS—(37.6%)        | ​ | ​ | (z)                    | ​ | ​ | ​                 | ​ | ​ | ​          | ​ | ​     | ​        | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | (1,016,021) | ​ | ​ |
| NET ASSETS—100.0%                                    | ​ | ​ | ​                | ​ | ​ | ​                 | ​ | ​ | ​          | ​ | ​     | ​        | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | $ | 2,697,928 | ​ | ​ |
| ​                                                    |

----

TABLE OF CONTENTS

| Derivative InstrumentsSwap Contracts—Crude Oil(y) | ​ | ​ | ​ | ​ | ​ | ​             | ​ | ​ |
|---------------------------------------------------------|---------|---------|---------|---------|---------|---------------------|---------|---------|
| Counterparty                                            | ​ | ​ | Type    | ​ | ​ | Location            | ​ | ​ | Period | ​ | ​ | Bbls | ​ | ​ | Weighted Average Price ($/Bbls) | ​ | ​ | Unrealized Appreciation | ​ | ​ | Unrealized Depreciation | ​ |
| BP Energy Company                                       | ​ | ​ | Fixed   | ​ | ​ | NYMEX WTI           | ​ | ​ | April 1, 2019–December 31, 2023 | ​ | ​ | ​ | ​ | 1,319,885 | ​ | ​ | ​ | $63.39 | ​ | ​ | ​ | $ | 7,476 | ​ | ​ | ​ | ​ | $ | — | ​ | ​ |
| BP Energy Company                                       | ​ | ​ | Basis   | ​ | ​ | NYMEX WTI/Argus LLS | ​ | ​ | April 1, 2019–December 31, 2023 | ​ | ​ | ​ | ​ | 1,171,234 | ​ | ​ | ​ | $3.32 | ​ | ​ | ​ | ​ | 414 | ​ | ​ | ​ | ​ | ​ | 322 | ​ | ​ |
| Macquarie Bank Limited                                  | ​ | ​ | Basis   | ​ | ​ | NYMEX WTI/Argus LLS | ​ | ​ | April 1, 2019–December 31, 2019 | ​ | ​ | ​ | ​ | 148,617 | ​ | ​ | ​ | $5.38 | ​ | ​ | ​ | ​ | 132 | ​ | ​ | ​ | ​ | ​ | 23 | ​ | ​ |
| Total Swap Contracts—Crude Oil                    | ​ | ​ | ​ | ​ | ​ | ​             | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | 8,022 | ​ | ​ | ​ | ​ | ​ | 345 | ​ | ​ |
| ​                                                 |
| Swap Contracts—Natural Gas(y)Counterparty | ​ | ​ | Type    | ​ | ​ | Location        | ​ | ​ | Period                                | ​ | ​ | MMBtu   | ​ | ​   | Weighted Average Price ($/MMBtu) | ​ | ​ | Unrealized Appreciation | ​ | ​ | UnrealizedDepreciation | ​ |
|-------------------------------------------------|---------|---------|---------|---------|---------|-----------------|---------|---------|---------------------------------------|---------|---------|---------|---------|-----------|----------------------------------|---------|---------|-------------------------|---------|---------|------------------------|---------|
| Macquarie Bank Limited                          | ​ | ​ | Fixed   | ​ | ​ | NYMEX Henry Hub | ​ | ​ | April 1, 2019–December 31, 2023 | ​ | ​ | ​ | ​ | 3,549,934 | ​                          | ​ | ​ | $2.64                   | ​ | ​ | ​                | $       | 2 | ​ | ​ | ​ | ​ | $ | 331 | ​ | ​ |
| Total Swap Contracts—Natural Gas          | ​ | ​ | ​ | ​ | ​ | ​         | ​ | ​ | ​                               | ​ | ​ | ​ | ​ | ​   | ​                          | ​ | ​ | ​                 | ​ | ​ | ​                | ​ | 2 | ​ | ​ | ​ | ​ | ​ | 331 | ​ | ​ |
| TOTAL SWAP CONTRACTS                            | ​ | ​ | ​ | ​ | ​ | ​         | ​ | ​ | ​                               | ​ | ​ | ​ | ​ | ​   | ​                          | ​ | ​ | ​                 | ​ | ​ | ​                | $       | 8,024 | ​ | ​ | ​ | ​ | $ | 676 | ​ | ​ |
| ​                                         |

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS

| Portfolio Company                                             | ​ | ​ | Fair Value at December 31, 2018 | ​ | ​ | Purchases, Paid-in-Kind Interest and Transfers In | ​ | ​ | Sales, Repayments and Transfers Out | ​ | ​ | Accretion of Discount | ​ | ​ | Net Realized Gain (Loss) | ​ | ​   | Net Change in Unrealized Appreciation (Depreciation) | ​ | ​ | Fair Value at March 31, 2019 | ​ | ​ | Interest Income(2) | ​ | ​ | PIK Income(2) | ​ |
|---------------------------------------------------------------|---------|---------|---------------------------------|---------|---------|---------------------------------------------------|---------|---------|-------------------------------------|---------|---------|-----------------------|---------|---------|--------------------------|---------|-----------|------------------------------------------------------|---------|---------|------------------------------|---------|---------|--------------------|---------|---------|---------------|---------|
| Senior Secured Loans—First Lien                         | ​ | ​ | ​                         | ​ | ​ | ​                                           | ​ | ​ | ​                             | ​ | ​ | ​               | ​ | ​ | ​                  | ​ | ​   | ​                                              | ​ | ​ | ​                      | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Altus Power America, Inc.(1)                                  | ​ | ​ | ​                         | $       | 83,247  | ​                                           | ​ | ​ | ​                             | $       | — | ​               | ​ | ​ | ​                  | $       | (85,939)  | ​                                              | ​ | ​ | ​                      | $       | — | ​            | ​ | ​ | ​       | $       | — | ​ | ​ | ​ | ​ | $ | 2,692 | ​ | ​ | ​ | ​ | $ | — | ​ | ​ | ​ | ​ | $ | — | ​ | ​ | ​ | ​ | $ | — | ​ | ​ |
| BL Sand Hills Unit, L.P.                                      | ​ | ​ | ​                         | ​ | 20,000  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 20,000 | ​ | ​ | ​ | ​ | ​ | 19 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| MB Precision Holdings LLC                                     | ​ | ​ | ​                         | ​ | 4,573   | ​                                           | ​ | ​ | ​                             | ​ | 25      | ​               | ​ | ​ | ​                  | ​ | (56)      | ​                                              | ​ | ​ | ​                      | ​ | 130     | ​            | ​ | ​ | ​       | ​ | 38 | ​ | ​ | ​ | ​ | ​ | (131) | ​ | ​ | ​ | ​ | ​ | 4,579 | ​ | ​ | ​ | ​ | ​ | 130 | ​ | ​ | ​ | ​ | ​ | 25 | ​ | ​ |
| Warren Resources, Inc.                                        | ​ | ​ | ​                         | ​ | 27,297  | ​                                           | ​ | ​ | ​                             | ​ | 71      | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 27,368 | ​ | ​ | ​ | ​ | ​ | 38 | ​ | ​ | ​ | ​ | ​ | 71 | ​ | ​ |
| Senior Secured Loans—Second Lien                        | ​ | ​ | ​                         | ​ | ​ | ​                                           | ​ | ​ | ​                             | ​ | ​ | ​               | ​ | ​ | ​                  | ​ | ​   | ​                                              | ​ | ​ | ​                      | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Titan Energy Operating, LLC                                   | ​ | ​ | ​                         | ​ | 12,411  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (2,347) | ​ | ​ | ​ | ​ | ​ | 10,064 | ​ | ​ | ​ | ​ | ​ | 109 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Senior Secured Bonds                                          | ​ | ​ | ​                         | ​ | ​ | ​                                           | ​ | ​ | ​                             | ​ | ​ | ​               | ​ | ​ | ​                  | ​ | ​   | ​                                              | ​ | ​ | ​                      | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| FourPoint Energy, LLC                                         | ​ | ​ | ​                         | ​ | 231,010 | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | 603     | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (1,190) | ​ | ​ | ​ | ​ | ​ | 230,423 | ​ | ​ | ​ | ​ | ​ | 5,952 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Sunnova Energy Corp.                                          | ​ | ​ | ​                         | ​ | 17,757  | ​                                           | ​ | ​ | ​                             | ​ | 268     | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | 43 | ​ | ​ | ​ | ​ | ​ | 18,068 | ​ | ​ | ​ | ​ | ​ | 538 | ​ | ​ | ​ | ​ | ​ | 268 | ​ | ​ |
| Preferred Equity                                              | ​ | ​ | ​                         | ​ | ​ | ​                                           | ​ | ​ | ​                             | ​ | ​ | ​               | ​ | ​ | ​                  | ​ | ​   | ​                                              | ​ | ​ | ​                      | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Altus Power America Holdings, LLC, Preferred Equity           | ​ | ​ | ​                         | ​ | 28,217  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | (28,646)  | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | 429 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| MB Precision Investment Holdings LLC, Class A Preferred Units | ​ | ​ | ​                         | ​ | 1,248   | ​                                           | ​ | ​ | ​                             | ​ | 37      | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (527) | ​ | ​ | ​ | ​ | ​ | 758 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Sunnova Energy Corp., Preferred Equity                        | ​ | ​ | ​                         | ​ | 6,134   | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | 430 | ​ | ​ | ​ | ​ | ​ | 6,564 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Equity/Other                                                  | ​ | ​ | ​                         | ​ | ​ | ​                                           | ​ | ​ | ​                             | ​ | ​ | ​               | ​ | ​ | ​                  | ​ | ​   | ​                                              | ​ | ​ | ​                      | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Altus Power America Holdings, LLC, Common Equity              | ​ | ​ | ​                         | ​ | 2,183   | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | (12,474)  | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | 10,291 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| BL Sand Hills Unit, L.P., Net Profits Interest                | ​ | ​ | ​                         | ​ | 1,150   | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | 161 | ​ | ​ | ​ | ​ | ​ | 1,311 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| BL Sand Hills Unit, L.P., Overriding Royalty Interest         | ​ | ​ | ​                         | ​ | 738     | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (62) | ​ | ​ | ​ | ​ | ​ | 676 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| BL Sand Hills Unit, L.P., Series A Units                      | ​ | ​ | ​                         | ​ | 3,239   | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (1,364) | ​ | ​ | ​ | ​ | ​ | 1,875 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class C-II-A Units      | ​ | ​ | ​                         | ​ | 14,768  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (66) | ​ | ​ | ​ | ​ | ​ | 14,702 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class D Units           | ​ | ​ | ​                         | ​ | 2,800   | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (14) | ​ | ​ | ​ | ​ | ​ | 2,786 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class E-II Units        | ​ | ​ | ​                         | ​ | 33,772  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (151) | ​ | ​ | ​ | ​ | ​ | 33,621 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class E-III Units       | ​ | ​ | ​                         | ​ | 49,840  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (222) | ​ | ​ | ​ | ​ | ​ | 49,618 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Harvest Oil & Gas Corp., Common Equity                    | ​ | ​ | ​                         | ​ | 24,284  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (1,621) | ​ | ​ | ​ | ​ | ​ | 22,663 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| MB Precision Investment Holdings LLC, Class A-2 Units         | ​ | ​ | ​                         | ​ | — | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Ridgeback Resources Inc., Common Equity                       | ​ | ​ | ​                         | ​ | 47,488  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (1,858) | ​ | ​ | ​ | ​ | ​ | 45,630 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Sunnova Energy Corp., Common Equity                           | ​ | ​ | ​                         | ​ | — | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | 8,268 | ​ | ​ | ​ | ​ | ​ | 8,268 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Titan Energy, LLC, Common Equity                              | ​ | ​ | ​                         | ​ | 167     | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | (112) | ​ | ​ | ​ | ​ | ​ | 55 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Warren Resources, Inc., Common Equity                         | ​ | ​ | ​                         | ​ | 10,377  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —   | ​                                              | ​ | ​ | ​                      | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | 2,649 | ​ | ​ | ​ | ​ | ​ | 13,026 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| ​                                                       | ​ | ​ | ​                         | $       | 622,700 | ​                                           | ​ | ​ | ​                             | $       | 401     | ​               | ​ | ​ | ​                  | $       | (127,115) | ​                                              | ​ | ​ | ​                      | $       | 733     | ​            | ​ | ​ | ​       | $       | 38 | ​ | ​ | ​ | ​ | $ | 15,298 | ​ | ​ | ​ | ​ | $ | 512,055 | ​ | ​ | ​ | ​ | $ | 6,786 | ​ | ​ | ​ | ​ | $ | 364 | ​ | ​ |
| ​                                                       |

----

TABLE OF CONTENTS​

| Portfolio Company(a)                                        | ​ | ​ | Footnotes        | ​ | ​ | Industry                | ​ | ​ | Rate(b)                        | ​ | ​ | Floor   | ​ | ​ | Maturity | ​ | ​ | Principal Amount(c) | ​ | ​ | Amortized Cost | ​ | ​ | Fair Value(d) | ​ |
|-------------------------------------------------------------|---------|---------|------------------|---------|---------|-------------------------|---------|---------|--------------------------------|---------|---------|---------|---------|---------|----------|---------|---------|---------------------|---------|---------|----------------|---------|---------|---------------|---------|
| Senior Secured Loans—First Lien—44.4%           | ​ | ​ | ​          | ​ | ​ | ​                 | ​ | ​ | ​                        | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​             | ​ | ​ | ​        | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Abaco Energy Technologies LLC                               | ​ | ​ | (h)              | ​ | ​ | Service & Equipment | ​ | ​ | L+950                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 11/20/20            | ​ | ​ | ​        | $       | 14,281  | ​       | ​ | ​ | ​ | $ | 13,814 | ​ | ​ | ​ | ​ | $ | 14,121 | ​ | ​ |
| Allied Wireline Services, LLC                               | ​ | ​ | (w)(x)           | ​ | ​ | Service & Equipment | ​ | ​ | L+950                          | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 6/30/20             | ​ | ​ | ​        | ​ | 105,600 | ​       | ​ | ​ | ​ | ​ | 105,505 | ​ | ​ | ​ | ​ | ​ | 104,148 | ​ | ​ |
| Altus Power America, Inc.                                   | ​ | ​ | (h)(w)(z)        | ​ | ​ | Power                   | ​ | ​ | L+750                          | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 9/30/21             | ​ | ​ | ​        | ​ | 85,939  | ​       | ​ | ​ | ​ | ​ | 85,939 | ​ | ​ | ​ | ​ | ​ | 83,361 | ​ | ​ |
| Altus Power America, Inc.                                   | ​ | ​ | (e)(w)(z)        | ​ | ​ | Power                   | ​ | ​ | L+750                          | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 9/30/21             | ​ | ​ | ​        | ​ | 3,787   | ​       | ​ | ​ | ​ | ​ | 3,787 | ​ | ​ | ​ | ​ | ​ | 3,673 | ​ | ​ |
| ARB Midstream Operating Company, LLC                        | ​ | ​ | (w)(x)           | ​ | ​ | Midstream               | ​ | ​ | L+725                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 11/6/21             | ​ | ​ | ​        | ​ | 3,557   | ​       | ​ | ​ | ​ | ​ | 3,540 | ​ | ​ | ​ | ​ | ​ | 3,502 | ​ | ​ |
| Bioenergy Infrastructure Holdings Limited                   | ​ | ​ | (k)(w)           | ​ | ​ | Power                   | ​ | ​ | L+725                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/22/22            | ​ | ​ | ​        | ​ | 957     | ​       | ​ | ​ | ​ | ​ | 951 | ​ | ​ | ​ | ​ | ​ | 947 | ​ | ​ |
| Bioenergy Infrastructure Holdings Limited                   | ​ | ​ | (e)(k)(w)        | ​ | ​ | Power                   | ​ | ​ | L+725                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/22/22            | ​ | ​ | ​        | ​ | 543     | ​       | ​ | ​ | ​ | ​ | 543 | ​ | ​ | ​ | ​ | ​ | 537 | ​ | ​ |
| Bioenergy Infrastructure Holdings Limited                   | ​ | ​ | (e)(k)(w)        | ​ | ​ | Power                   | ​ | ​ | L+725                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/22/22            | ​ | ​ | ​        | ​ | 544     | ​       | ​ | ​ | ​ | ​ | 544 | ​ | ​ | ​ | ​ | ​ | 537 | ​ | ​ |
| BL Sand Hills Unit, L.P.                                    | ​ | ​ | (w)(x)(z)        | ​ | ​ | Upstream                | ​ | ​ | Prime+650                      | ​ | ​ | ​ | ​ | 3.5%    | ​  | ​ | ​ | 12/17/21            | ​ | ​ | ​        | ​ | 20,000  | ​       | ​ | ​ | ​ | ​ | 17,369 | ​ | ​ | ​ | ​ | ​ | 20,000 | ​ | ​ |
| Brazos Delaware II LLC                                      | ​ | ​ | ​          | ​ | ​ | Midstream               | ​ | ​ | L+400                          | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 5/29/25             | ​ | ​ | ​        | ​ | 34,912  | ​       | ​ | ​ | ​ | ​ | 34,142 | ​ | ​ | ​ | ​ | ​ | 32,148 | ​ | ​ |
| Cimarron Energy Inc.                                        | ​ | ​ | (o)(w)(x)        | ​ | ​ | Service & Equipment | ​ | ​ | L+900 PIK (L+900 Max PIK)      | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 6/30/21             | ​ | ​ | ​        | ​ | 7,500   | ​       | ​ | ​ | ​ | ​ | 7,500 | ​ | ​ | ​ | ​ | ​ | 7,500 | ​ | ​ |
| Cox Oil Offshore, LLC, Volumetric Production Payments  | ​ | ​ | (w)(x)(y)        | ​ | ​ | Upstream                | ​ | ​ | 9.9%                           | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 12/31/23            | ​ | ​ | ​        | ​ | 100,000 | ​       | ​ | ​ | ​ | ​ | 93,401 | ​ | ​ | ​ | ​ | ​ | 81,750 | ​ | ​ |
| CPV Shore Holdings LLC                                      | ​ | ​ | (f)              | ​ | ​ | Power                   | ​ | ​ | L+375                          | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 12/14/25            | ​ | ​ | ​        | ​ | 20,000  | ​       | ​ | ​ | ​ | ​ | 19,800 | ​ | ​ | ​ | ​ | ​ | 19,775 | ​ | ​ |
| Eagle Midstream Canada Finance Inc.                         | ​ | ​ | (k)(w)(x)        | ​ | ​ | Midstream               | ​ | ​ | 8.5%, 1.0% PIK (1.0% Max PIK)  | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 9/27/20             | ​ | ​ | ​        | ​ | 175,000 | ​       | ​ | ​ | ​ | ​ | 175,000 | ​ | ​ | ​ | ​ | ​ | 171,281 | ​ | ​ |
| Edgewater Generation LLC                                    | ​ | ​ | ​          | ​ | ​ | Power                   | ​ | ​ | L+375                          | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 11/16/25            | ​ | ​ | ​        | ​ | 20,000  | ​       | ​ | ​ | ​ | ​ | 19,951 | ​ | ​ | ​ | ​ | ​ | 19,625 | ​ | ​ |
| EIF Van Hook Holdings, LLC                                  | ​ | ​ | ​          | ​ | ​ | Midstream               | ​ | ​ | L+525                          | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 9/5/24              | ​ | ​ | ​        | ​ | 24,844  | ​       | ​ | ​ | ​ | ​ | 24,360 | ​ | ​ | ​ | ​ | ​ | 24,192 | ​ | ​ |
| Felix Investments Holdings II, LLC                          | ​ | ​ | (w)              | ​ | ​ | Upstream                | ​ | ​ | L+650                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 8/9/22              | ​ | ​ | ​        | ​ | 3,933   | ​       | ​ | ​ | ​ | ​ | 3,925 | ​ | ​ | ​ | ​ | ​ | 3,960 | ​ | ​ |
| Fortis Minerals Intermediate Holdings, LLC                  | ​ | ​ | (w)              | ​ | ​ | Upstream                | ​ | ​ | L+625                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 2/16/25             | ​ | ​ | ​        | ​ | 18,760  | ​       | ​ | ​ | ​ | ​ | 18,656 | ​ | ​ | ​ | ​ | ​ | 18,919 | ​ | ​ |
| Fortis Minerals Intermediate Holdings, LLC                  | ​ | ​ | (e)(w)           | ​ | ​ | Upstream                | ​ | ​ | L+625                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 2/16/25             | ​ | ​ | ​        | ​ | 28,140  | ​       | ​ | ​ | ​ | ​ | 28,140 | ​ | ​ | ​ | ​ | ​ | 28,379 | ​ | ​ |
| Industrial Group Intermediate Holdings, LLC                 | ​ | ​ | (h)(w)(x)        | ​ | ​ | Industrials             | ​ | ​ | L+800                          | ​ | ​ | ​ | ​ | 1.3%    | ​  | ​ | ​ | 5/31/20             | ​ | ​ | ​        | ​ | 20,972  | ​       | ​ | ​ | ​ | ​ | 20,972 | ​ | ​ | ​ | ​ | ​ | 20,841 | ​ | ​ |
| JSS Holdings, Inc.                                          | ​ | ​ | (h)(w)           | ​ | ​ | Industrials             | ​ | ​ | L+800, 0.0% PIK (2.5% Max PIK) | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 3/31/23             | ​ | ​ | ​        | ​ | 14,938  | ​       | ​ | ​ | ​ | ​ | 14,827 | ​ | ​ | ​ | ​ | ​ | 15,386 | ​ | ​ |
| LMBE-MC Holdco II LLC                                       | ​ | ​ | (f)              | ​ | ​ | Power                   | ​ | ​ | L+400                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 11/15/25            | ​ | ​ | ​        | ​ | 24,100  | ​       | ​ | ​ | ​ | ​ | 23,957 | ​ | ​ | ​ | ​ | ​ | 23,980 | ​ | ​ |
| Lusk Operating LLC                                          | ​ | ​ | (m)(o)(w)(x)(aa) | ​ | ​ | Upstream                | ​ | ​ | Prime+500 PIK (8.8% Max PIK)   | ​ | ​ | ​ | ​ | 3.3%    | ​  | ​ | ​ | 1/31/19             | ​ | ​ | ​        | ​ | 29,297  | ​       | ​ | ​ | ​ | ​ | 27,464 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| MB Precision Holdings LLC                                   | ​ | ​ | (m)(o)(w)(x)(z)  | ​ | ​ | Industrials             | ​ | ​ | L+725, 2.3% PIK (2.3% Max PIK) | ​ | ​ | ​ | ​ | 1.3%    | ​  | ​ | ​ | 1/23/21             | ​ | ​ | ​        | ​ | 4,573   | ​       | ​ | ​ | ​ | ​ | 4,313 | ​ | ​ | ​ | ​ | ​ | 4,573 | ​ | ​ |
| MECO IV LLC                                                 | ​ | ​ | (h)(w)           | ​ | ​ | Upstream                | ​ | ​ | L+725                          | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 9/14/21             | ​ | ​ | ​        | ​ | 22,750  | ​       | ​ | ​ | ​ | ​ | 22,526 | ​ | ​ | ​ | ​ | ​ | 22,336 | ​ | ​ |
| MECO IV LLC                                                 | ​ | ​ | (e)(w)           | ​ | ​ | Upstream                | ​ | ​ | L+725                          | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 9/14/21             | ​ | ​ | ​        | ​ | 12,250  | ​       | ​ | ​ | ​ | ​ | 12,250 | ​ | ​ | ​ | ​ | ​ | 12,027 | ​ | ​ |
| Navitas Midstream Midland Basin LLC                         | ​ | ​ | (f)              | ​ | ​ | Midstream               | ​ | ​ | L+450                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/13/24            | ​ | ​ | ​        | ​ | 39,679  | ​       | ​ | ​ | ​ | ​ | 39,724 | ​ | ​ | ​ | ​ | ​ | 38,092 | ​ | ​ |
| NNE Holding LLC                                             | ​ | ​ | (h)(w)           | ​ | ​ | Upstream                | ​ | ​ | L+800                          | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 3/2/22              | ​ | ​ | ​        | ​ | 35,000  | ​       | ​ | ​ | ​ | ​ | 34,978 | ​ | ​ | ​ | ​ | ​ | 34,129 | ​ | ​ |
| ORYX Southern Delaware Holdings                             | ​ | ​ | ​          | ​ | ​ | Midstream               | ​ | ​ | L+325                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 2/28/25             | ​ | ​ | ​        | ​ | 17,860  | ​       | ​ | ​ | ​ | ​ | 17,942 | ​ | ​ | ​ | ​ | ​ | 16,610 | ​ | ​ |
| Panda Hummel Station LLC                                    | ​ | ​ | (f)              | ​ | ​ | Power                   | ​ | ​ | L+600                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 10/27/22            | ​ | ​ | ​        | ​ | 23,915  | ​       | ​ | ​ | ​ | ​ | 23,349 | ​ | ​ | ​ | ​ | ​ | 22,958 | ​ | ​ |
| Panda Hummel Station LLC                                    | ​ | ​ | (f)              | ​ | ​ | Power                   | ​ | ​ | L+600                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 10/27/22            | ​ | ​ | ​        | ​ | 9,860   | ​       | ​ | ​ | ​ | ​ | 9,700 | ​ | ​ | ​ | ​ | ​ | 9,466 | ​ | ​ |
| Panda Stonewall LLC                                         | ​ | ​ | (f)              | ​ | ​ | Power                   | ​ | ​ | L+550                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 11/13/21            | ​ | ​ | ​        | ​ | 29,924  | ​       | ​ | ​ | ​ | ​ | 30,119 | ​ | ​ | ​ | ​ | ​ | 29,775 | ​ | ​ |
| Permian Production Partners LLC                             | ​ | ​ | (h)(w)           | ​ | ​ | Upstream                | ​ | ​ | L+600                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 5/18/24             | ​ | ​ | ​        | ​ | 42,257  | ​       | ​ | ​ | ​ | ​ | 41,516 | ​ | ​ | ​ | ​ | ​ | 41,411 | ​ | ​ |
| Plainfield Renewable Energy Holdings LLC                    | ​ | ​ | (w)              | ​ | ​ | Power                   | ​ | ​ | 10.0%                          | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 8/22/25             | ​ | ​ | ​        | ​ | 2,589   | ​       | ​ | ​ | ​ | ​ | 2,589 | ​ | ​ | ​ | ​ | ​ | 2,568 | ​ | ​ |
| Plainfield Renewable Energy Holdings LLC, Letter of Credit  | ​ | ​ | (e)(w)           | ​ | ​ | Power                   | ​ | ​ | 10.0%                          | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 8/22/23             | ​ | ​ | ​        | ​ | 2,709   | ​       | ​ | ​ | ​ | ​ | 2,709 | ​ | ​ | ​ | ​ | ​ | 2,687 | ​ | ​ |
| Plainfield Renewable Energy Holdings LLC                    | ​ | ​ | (w)              | ​ | ​ | Power                   | ​ | ​ | 15.5%                          | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 8/22/25             | ​ | ​ | ​        | ​ | 9,589   | ​       | ​ | ​ | ​ | ​ | 9,589 | ​ | ​ | ​ | ​ | ​ | 9,527 | ​ | ​ |
| Power Distribution, Inc.                                    | ​ | ​ | (w)(x)           | ​ | ​ | Power                   | ​ | ​ | L+725                          | ​ | ​ | ​ | ​ | 1.3%    | ​  | ​ | ​ | 1/25/23             | ​ | ​ | ​        | ​ | 29,347  | ​       | ​ | ​ | ​ | ​ | 29,347 | ​ | ​ | ​ | ​ | ​ | 29,347 | ​ | ​ |
| Sandy Creek Energy Associates, L.P.                         | ​ | ​ | (f)              | ​ | ​ | Power                   | ​ | ​ | L+400                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 11/9/20             | ​ | ​ | ​        | ​ | 16,290  | ​       | ​ | ​ | ​ | ​ | 14,464 | ​ | ​ | ​ | ​ | ​ | 14,152 | ​ | ​ |
| Strike, LLC                                                 | ​ | ​ | (h)              | ​ | ​ | Midstream               | ​ | ​ | L+800                          | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 11/30/22            | ​ | ​ | ​        | ​ | 22,500  | ​       | ​ | ​ | ​ | ​ | 22,015 | ​ | ​ | ​ | ​ | ​ | 22,527 | ​ | ​ |

----

TABLE OF CONTENTS

| Portfolio Company(a)                               | ​ | ​ | Footnotes       | ​ | ​ | Industry                | ​ | ​ | Rate(b)                         | ​ | ​ | Floor   | ​ | ​ | Maturity | ​ | ​ | PrincipalAmount(c) | ​ | ​ | AmortizedCost | ​ | ​ | FairValue(d) | ​ |
|----------------------------------------------------|---------|---------|-----------------|---------|---------|-------------------------|---------|---------|---------------------------------|---------|---------|---------|---------|---------|----------|---------|---------|--------------------|---------|---------|---------------|---------|---------|--------------|---------|
| Swift Worldwide Resources US Holdings Corp.        | ​ | ​ | (h)(w)(x)       | ​ | ​ | Service & Equipment | ​ | ​ | L+1000, 1.0% PIK (1.0% Max PIK) | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 7/20/21            | ​ | ​ | ​       | $       | 58,475  | ​      | ​ | ​ | ​ | $ | 58,475 | ​ | ​ | ​ | ​ | $ | 58,475 | ​ | ​ |
| Traverse Midstream Partners LLC                    | ​ | ​ | (f)(h)          | ​ | ​ | Midstream               | ​ | ​ | L+400                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 9/27/24            | ​ | ​ | ​       | ​ | 94,172  | ​      | ​ | ​ | ​ | ​ | 94,346 | ​ | ​ | ​ | ​ | ​ | 90,640 | ​ | ​ |
| Ultra Resources, Inc.                              | ​ | ​ | (f)             | ​ | ​ | Upstream                | ​ | ​ | L+400                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 4/12/24            | ​ | ​ | ​       | ​ | 42,000  | ​      | ​ | ​ | ​ | ​ | 37,917 | ​ | ​ | ​ | ​ | ​ | 37,695 | ​ | ​ |
| Warren Resources, Inc.                             | ​ | ​ | (h)(w)(x)(z)    | ​ | ​ | Upstream                | ​ | ​ | L+1000, 1.0% PIK (1.0% Max PIK) | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 5/22/20            | ​ | ​ | ​       | ​ | 27,297  | ​      | ​ | ​ | ​ | ​ | 27,297 | ​ | ​ | ​ | ​ | ​ | 27,297 | ​ | ​ |
| Total Senior Secured Loans—First Lien        | ​ | ​ | ​         | ​ | ​ | ​                 | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | 1,279,252 | ​ | ​ | ​ | ​ | ​ | 1,224,854 | ​ | ​ |
| Unfunded Loan Commitments                          | ​ | ​ | ​         | ​ | ​ | ​                 | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | (47,973) | ​ | ​ | ​ | ​ | ​ | (47,973) | ​ | ​ |
| Net Senior Secured Loans—First Lien          | ​ | ​ | ​         | ​ | ​ | ​                 | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | 1,231,279 | ​ | ​ | ​ | ​ | ​ | 1,176,881 | ​ | ​ |
| Senior Secured Loans—Second Lien—21.9% | ​ | ​ | ​         | ​ | ​ | ​                 | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Aethon United BR LP                                | ​ | ​ | (h)(w)          | ​ | ​ | Upstream                | ​ | ​ | L+675                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 9/8/23             | ​ | ​ | ​       | ​ | 103,919 | ​      | ​ | ​ | ​ | ​ | 102,671 | ​ | ​ | ​ | ​ | ​ | 103,503 | ​ | ​ |
| Aethon United BR LP                                | ​ | ​ | (e)(w)          | ​ | ​ | Upstream                | ​ | ​ | L+675                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 9/8/23             | ​ | ​ | ​       | ​ | 23,981  | ​      | ​ | ​ | ​ | ​ | 23,981 | ​ | ​ | ​ | ​ | ​ | 23,885 | ​ | ​ |
| Arena Energy, LP                                   | ​ | ​ | (h)(w)(x)       | ​ | ​ | Upstream                | ​ | ​ | L+900, 4.0% PIK (4.0% Max PIK)  | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 1/24/21            | ​ | ​ | ​       | ​ | 112,114 | ​      | ​ | ​ | ​ | ​ | 112,114 | ​ | ​ | ​ | ​ | ​ | 112,114 | ​ | ​ |
| Bellatrix Exploration Ltd.                         | ​ | ​ | (k)(w)(x)       | ​ | ​ | Upstream                | ​ | ​ | 8.5%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/26/23            | ​ | ​ | ​       | ​ | 22,511  | ​      | ​ | ​ | ​ | ​ | 22,511 | ​ | ​ | ​ | ​ | ​ | 22,442 | ​ | ​ |
| Bellatrix Exploration Ltd.                         | ​ | ​ | (e)(k)(w)(x)    | ​ | ​ | Upstream                | ​ | ​ | 8.5%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/26/23            | ​ | ​ | ​       | ​ | 7,504   | ​      | ​ | ​ | ​ | ​ | 7,504 | ​ | ​ | ​ | ​ | ​ | 7,481 | ​ | ​ |
| Bellatrix Exploration Ltd.                         | ​ | ​ | (k)(w)          | ​ | ​ | Upstream                | ​ | ​ | 8.5%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/26/23            | ​ | ​ | ​       | ​ | 54,108  | ​      | ​ | ​ | ​ | ​ | 49,005 | ​ | ​ | ​ | ​ | ​ | 47,841 | ​ | ​ |
| Chisholm Oil and Gas Operating, LLC                | ​ | ​ | (h)(w)(x)       | ​ | ​ | Upstream                | ​ | ​ | L+800                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 3/21/24            | ​ | ​ | ​       | ​ | 196,000 | ​      | ​ | ​ | ​ | ​ | 196,000 | ​ | ​ | ​ | ​ | ​ | 193,683 | ​ | ​ |
| Encino Acquisition Partners Holdings LLC           | ​ | ​ | ​         | ​ | ​ | Upstream                | ​ | ​ | L+675                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 9/26/25            | ​ | ​ | ​       | ​ | 20,000  | ​      | ​ | ​ | ​ | ​ | 19,804 | ​ | ​ | ​ | ​ | ​ | 19,100 | ​ | ​ |
| Granite Acquisition, Inc.                          | ​ | ​ | (x)             | ​ | ​ | Power                   | ​ | ​ | L+725                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/19/22           | ​ | ​ | ​       | ​ | 22,331  | ​      | ​ | ​ | ​ | ​ | 22,072 | ​ | ​ | ​ | ​ | ​ | 21,872 | ​ | ​ |
| Peak Exploration & Production, LLC             | ​ | ​ | (w)             | ​ | ​ | Upstream                | ​ | ​ | L+675                           | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 11/16/23           | ​ | ​ | ​       | ​ | 7,525   | ​      | ​ | ​ | ​ | ​ | 7,451 | ​ | ​ | ​ | ​ | ​ | 7,404 | ​ | ​ |
| Peak Exploration & Production, LLC             | ​ | ​ | (e)(w)          | ​ | ​ | Upstream                | ​ | ​ | L+675                           | ​ | ​ | ​ | ​ | 1.5%    | ​  | ​ | ​ | 11/16/23           | ​ | ​ | ​       | ​ | 7,525   | ​      | ​ | ​ | ​ | ​ | 7,525 | ​ | ​ | ​ | ​ | ​ | 7,404 | ​ | ​ |
| Penn Virginia Holdings Corp.                       | ​ | ​ | (h)(k)(w)       | ​ | ​ | Upstream                | ​ | ​ | L+700                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 9/29/22            | ​ | ​ | ​       | ​ | 20,000  | ​      | ​ | ​ | ​ | ​ | 20,000 | ​ | ​ | ​ | ​ | ​ | 19,650 | ​ | ​ |
| Rosehill Operating Company, LLC                    | ​ | ​ | (w)(x)          | ​ | ​ | Upstream                | ​ | ​ | 10.0%                           | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 1/31/23            | ​ | ​ | ​       | ​ | 1,667   | ​      | ​ | ​ | ​ | ​ | 1,652 | ​ | ​ | ​ | ​ | ​ | 1,649 | ​ | ​ |
| SilverBow Resources, Inc.                          | ​ | ​ | (h)(k)(w)       | ​ | ​ | Upstream                | ​ | ​ | L+750                           | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 12/15/24           | ​ | ​ | ​       | ​ | 19,000  | ​      | ​ | ​ | ​ | ​ | 18,832 | ​ | ​ | ​ | ​ | ​ | 18,715 | ​ | ​ |
| Titan Energy Operating, LLC                        | ​ | ​ | (m)(o)(w)(x)(z) | ​ | ​ | Upstream                | ​ | ​ | L+1300 PIK (L+1300 Max PIK)     | ​ | ​ | ​ | ​ | 1.0%    | ​  | ​ | ​ | 2/23/20            | ​ | ​ | ​       | ​ | 133,445 | ​      | ​ | ​ | ​ | ​ | 100,902 | ​ | ​ | ​ | ​ | ​ | 12,411 | ​ | ​ |
| Total Senior Secured Loans—Second Lien       | ​ | ​ | ​         | ​ | ​ | ​                 | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | 712,024 | ​ | ​ | ​ | ​ | ​ | 619,154 | ​ | ​ |
| Unfunded Loan Commitments                          | ​ | ​ | ​         | ​ | ​ | ​                 | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | (39,010) | ​ | ​ | ​ | ​ | ​ | (39,010) | ​ | ​ |
| Net Senior Secured Loans—Second Lien         | ​ | ​ | ​         | ​ | ​ | ​                 | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | 673,014 | ​ | ​ | ​ | ​ | ​ | 580,144 | ​ | ​ |
| Senior Secured Bonds—18.6%                   | ​ | ​ | ​         | ​ | ​ | ​                 | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Black Swan Energy Ltd.                             | ​ | ​ | (h)(k)(w)(x)    | ​ | ​ | Upstream                | ​ | ​ | 9.0%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 1/20/24            | ​ | ​ | ​       | ​ | 90,000  | ​      | ​ | ​ | ​ | ​ | 90,000 | ​ | ​ | ​ | ​ | ​ | 86,850 | ​ | ​ |
| Denbury Resources Inc.                             | ​ | ​ | (k)             | ​ | ​ | Upstream                | ​ | ​ | 7.5%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 2/15/24            | ​ | ​ | ​       | ​ | 12,000  | ​      | ​ | ​ | ​ | ​ | 11,994 | ​ | ​ | ​ | ​ | ​ | 9,675 | ​ | ​ |
| Denbury Resources Inc.                             | ​ | ​ | (k)             | ​ | ​ | Upstream                | ​ | ​ | 9.3%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 3/31/22            | ​ | ​ | ​       | ​ | 27,341  | ​      | ​ | ​ | ​ | ​ | 29,041 | ​ | ​ | ​ | ​ | ​ | 25,666 | ​ | ​ |
| FourPoint Energy, LLC                              | ​ | ​ | (h)(i)(w)(x)(z) | ​ | ​ | Upstream                | ​ | ​ | 9.0%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 12/31/21           | ​ | ​ | ​       | ​ | 235,125 | ​      | ​ | ​ | ​ | ​ | 229,067 | ​ | ​ | ​ | ​ | ​ | 231,010 | ​ | ​ |
| Sunnova Energy Corp.                               | ​ | ​ | (h)(w)(z)       | ​ | ​ | Power                   | ​ | ​ | 6.0%, 6.0% PIK (6.0% Max PIK)   | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/31/19            | ​ | ​ | ​       | ​ | 17,868  | ​      | ​ | ​ | ​ | ​ | 17,868 | ​ | ​ | ​ | ​ | ​ | 17,757 | ​ | ​ |
| Velvet Energy Ltd.                                 | ​ | ​ | (h)(k)(w)       | ​ | ​ | Upstream                | ​ | ​ | 9.0%                            | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 10/5/23            | ​ | ​ | ​       | ​ | 120,000 | ​      | ​ | ​ | ​ | ​ | 120,000 | ​ | ​ | ​ | ​ | ​ | 120,958 | ​ | ​ |
| Total Senior Secured Bonds                         | ​ | ​ | ​         | ​ | ​ | ​                 | ​ | ​ | ​                         | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | 497,970 | ​ | ​ | ​ | ​ | ​ | 491,916 | ​ | ​ |
| ​                                            |

----

TABLE OF CONTENTS

| Portfolio Company(a)                   | ​ | ​ | Footnotes       | ​ | ​ | Industry    | ​ | ​ | Rate(b)                   | ​ | ​ | Floor   | ​ | ​ | Maturity | ​ | ​ | PrincipalAmount(c) | ​ | ​ | AmortizedCost | ​ | ​ | FairValue(d) | ​ |
|----------------------------------------|---------|---------|-----------------|---------|---------|-------------|---------|---------|---------------------------|---------|---------|---------|---------|---------|----------|---------|---------|--------------------|---------|---------|---------------|---------|---------|--------------|---------|
| Unsecured Debt—26.7%             | ​ | ​ | ​         | ​ | ​ | ​     | ​ | ​ | ​                   | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Amerigas—Amerigas Partners, L.P. | ​ | ​ | (k)(x)          | ​ | ​ | Midstream   | ​ | ​ | 5.8%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 5/20/27            | ​ | ​ | ​       | $       | 13,267  | ​      | ​ | ​ | ​ | $ | 13,038 | ​ | ​ | ​ | ​ | $ | 11,874 | ​ | ​ |
| Amerigas—Amerigas Partners, L.P. | ​ | ​ | (k)(x)          | ​ | ​ | Midstream   | ​ | ​ | 5.9%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 8/20/26            | ​ | ​ | ​       | ​ | 4,508   | ​      | ​ | ​ | ​ | ​ | 4,462 | ​ | ​ | ​ | ​ | ​ | 4,080 | ​ | ​ |
| Archrock Partners, L.P.                | ​ | ​ | (k)             | ​ | ​ | Midstream   | ​ | ​ | 6.0%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 10/1/22            | ​ | ​ | ​       | ​ | 26,333  | ​      | ​ | ​ | ​ | ​ | 26,536 | ​ | ​ | ​ | ​ | ​ | 25,436 | ​ | ​ |
| Archrock Partners, L.P.                | ​ | ​ | (k)             | ​ | ​ | Midstream   | ​ | ​ | 6.0%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 4/1/21             | ​ | ​ | ​       | ​ | 5,690   | ​      | ​ | ​ | ​ | ​ | 5,728 | ​ | ​ | ​ | ​ | ​ | 5,534 | ​ | ​ |
| Ascent Resources Utica Holdings, LLC   | ​ | ​ | (x)             | ​ | ​ | Upstream    | ​ | ​ | 10.0%                     | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 4/1/22             | ​ | ​ | ​       | ​ | 97,701  | ​      | ​ | ​ | ​ | ​ | 97,701 | ​ | ​ | ​ | ​ | ​ | 99,988 | ​ | ​ |
| Bruin E&P Partners, LLC            | ​ | ​ | (x)             | ​ | ​ | Upstream    | ​ | ​ | 8.9%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 8/1/23             | ​ | ​ | ​       | ​ | 36,250  | ​      | ​ | ​ | ​ | ​ | 35,782 | ​ | ​ | ​ | ​ | ​ | 32,444 | ​ | ​ |
| Canbriam Energy Inc.                   | ​ | ​ | (h)(k)(x)       | ​ | ​ | Upstream    | ​ | ​ | 9.8%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 11/15/19           | ​ | ​ | ​       | ​ | 109,790 | ​      | ​ | ​ | ​ | ​ | 108,872 | ​ | ​ | ​ | ​ | ​ | 96,341 | ​ | ​ |
| Compressco Partners, LP                | ​ | ​ | (x)             | ​ | ​ | Midstream   | ​ | ​ | 7.3%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 8/15/22            | ​ | ​ | ​       | ​ | 13,050  | ​      | ​ | ​ | ​ | ​ | 13,006 | ​ | ​ | ​ | ​ | ​ | 11,615 | ​ | ​ |
| Covey Park Energy LLC                  | ​ | ​ | (x)             | ​ | ​ | Upstream    | ​ | ​ | 7.5%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 5/15/25            | ​ | ​ | ​       | ​ | 62,289  | ​      | ​ | ​ | ​ | ​ | 62,725 | ​ | ​ | ​ | ​ | ​ | 54,269 | ​ | ​ |
| Ferrellgas, L.P.                       | ​ | ​ | ​         | ​ | ​ | Midstream   | ​ | ​ | 6.5%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 5/1/21             | ​ | ​ | ​       | ​ | 3,000   | ​      | ​ | ​ | ​ | ​ | 2,501 | ​ | ​ | ​ | ​ | ​ | 2,499 | ​ | ​ |
| Global Jet Capital Holdings, LP        | ​ | ​ | (w)(x)          | ​ | ​ | Industrials | ​ | ​ | 15.0% PIK (15.0% Max PIK) | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 1/30/25            | ​ | ​ | ​       | ​ | 986     | ​      | ​ | ​ | ​ | ​ | 971 | ​ | ​ | ​ | ​ | ​ | 986 | ​ | ​ |
| Global Jet Capital Holdings, LP        | ​ | ​ | (w)(x)          | ​ | ​ | Industrials | ​ | ​ | 15.0% PIK (15.0% Max PIK) | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 4/30/25            | ​ | ​ | ​       | ​ | 6,267   | ​      | ​ | ​ | ​ | ​ | 6,174 | ​ | ​ | ​ | ​ | ​ | 6,267 | ​ | ​ |
| Global Jet Capital Holdings, LP        | ​ | ​ | (w)(x)          | ​ | ​ | Industrials | ​ | ​ | 15.0% PIK (15.0% Max PIK) | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 9/3/25             | ​ | ​ | ​       | ​ | 1,295   | ​      | ​ | ​ | ​ | ​ | 1,276 | ​ | ​ | ​ | ​ | ​ | 1,295 | ​ | ​ |
| Global Jet Capital Holdings, LP        | ​ | ​ | (w)(x)          | ​ | ​ | Industrials | ​ | ​ | 15.0% PIK (15.0% Max PIK) | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 9/29/25            | ​ | ​ | ​       | ​ | 1,219   | ​      | ​ | ​ | ​ | ​ | 1,201 | ​ | ​ | ​ | ​ | ​ | 1,219 | ​ | ​ |
| Global Jet Capital Holdings, LP        | ​ | ​ | (w)(x)          | ​ | ​ | Industrials | ​ | ​ | 15.0% PIK (15.0% Max PIK) | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 12/2/26            | ​ | ​ | ​       | ​ | 1,072   | ​      | ​ | ​ | ​ | ​ | 1,056 | ​ | ​ | ​ | ​ | ​ | 1,072 | ​ | ​ |
| Great Western Petroleum, LLC           | ​ | ​ | (w)(x)          | ​ | ​ | Upstream    | ​ | ​ | 8.5%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 4/15/25            | ​ | ​ | ​       | ​ | 13,636  | ​      | ​ | ​ | ​ | ​ | 13,026 | ​ | ​ | ​ | ​ | ​ | 11,967 | ​ | ​ |
| Great Western Petroleum, LLC           | ​ | ​ | (w)(x)          | ​ | ​ | Upstream    | ​ | ​ | 9.0%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 9/30/21            | ​ | ​ | ​       | ​ | 35,830  | ​      | ​ | ​ | ​ | ​ | 35,735 | ​ | ​ | ​ | ​ | ​ | 31,665 | ​ | ​ |
| Hammerhead Resources Inc.              | ​ | ​ | (h)(k)(x)       | ​ | ​ | Upstream    | ​ | ​ | 9.0%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/10/22            | ​ | ​ | ​       | ​ | 100,000 | ​      | ​ | ​ | ​ | ​ | 97,739 | ​ | ​ | ​ | ​ | ​ | 95,000 | ​ | ​ |
| Hilcorp Energy I, L.P.                 | ​ | ​ | ​         | ​ | ​ | Upstream    | ​ | ​ | 5.0%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 12/1/24            | ​ | ​ | ​       | ​ | 23,418  | ​      | ​ | ​ | ​ | ​ | 22,514 | ​ | ​ | ​ | ​ | ​ | 20,892 | ​ | ​ |
| Hilcorp Energy I, L.P.                 | ​ | ​ | ​         | ​ | ​ | Upstream    | ​ | ​ | 5.8%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 10/1/25            | ​ | ​ | ​       | ​ | 12,067  | ​      | ​ | ​ | ​ | ​ | 12,038 | ​ | ​ | ​ | ​ | ​ | 10,772 | ​ | ​ |
| Lonestar Resources America Inc.        | ​ | ​ | (x)             | ​ | ​ | Upstream    | ​ | ​ | 11.3%                     | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 1/1/23             | ​ | ​ | ​       | ​ | 37,500  | ​      | ​ | ​ | ​ | ​ | 38,537 | ​ | ​ | ​ | ​ | ​ | 35,437 | ​ | ​ |
| Martin Midstream Partners L.P.         | ​ | ​ | (k)(x)          | ​ | ​ | Midstream   | ​ | ​ | 7.3%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 2/15/21            | ​ | ​ | ​       | ​ | 12,723  | ​      | ​ | ​ | ​ | ​ | 12,235 | ​ | ​ | ​ | ​ | ​ | 12,300 | ​ | ​ |
| Moss Creek Resources, LLC              | ​ | ​ | (x)             | ​ | ​ | Upstream    | ​ | ​ | 7.5%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 1/15/26            | ​ | ​ | ​       | ​ | 55,500  | ​      | ​ | ​ | ​ | ​ | 55,035 | ​ | ​ | ​ | ​ | ​ | 48,400 | ​ | ​ |
| Suburban Propane Partners LP           | ​ | ​ | (k)             | ​ | ​ | Midstream   | ​ | ​ | 5.8%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 3/1/25             | ​ | ​ | ​       | ​ | 8,433   | ​      | ​ | ​ | ​ | ​ | 8,217 | ​ | ​ | ​ | ​ | ​ | 7,811 | ​ | ​ |
| Suburban Propane Partners LP           | ​ | ​ | (k)             | ​ | ​ | Midstream   | ​ | ​ | 5.9%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 3/1/27             | ​ | ​ | ​       | ​ | 37,758  | ​      | ​ | ​ | ​ | ​ | 35,572 | ​ | ​ | ​ | ​ | ​ | 33,368 | ​ | ​ |
| Talen Energy Supply LLC                | ​ | ​ | ​         | ​ | ​ | Power       | ​ | ​ | 9.5%                      | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | 7/15/22            | ​ | ​ | ​       | ​ | 10,365  | ​      | ​ | ​ | ​ | ​ | 10,469 | ​ | ​ | ​ | ​ | ​ | 10,459 | ​ | ​ |
| Tenrgys, LLC                           | ​ | ​ | (i)(m)(o)(w)(x) | ​ | ​ | Upstream    | ​ | ​ | L+900                     | ​ | ​ | ​ | ​ | 2.5%    | ​  | ​ | ​ | 12/23/18           | ​ | ​ | ​       | ​ | 75,000  | ​      | ​ | ​ | ​ | ​ | 75,000 | ​ | ​ | ​ | ​ | ​ | 33,100 | ​ | ​ |
| Total Unsecured Debt                   | ​ | ​ | ​         | ​ | ​ | ​     | ​ | ​ | ​                   | ​ | ​ | ​ | ​ | ​ | ​  | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​      | ​ | ​ | ​ | ​ | 797,146 | ​ | ​ | ​ | ​ | ​ | 706,090 | ​ | ​ |
| ​                                |

----

TABLE OF CONTENTS

| Portfolio Company(a)                                          | ​ | ​ | Footnotes          | ​ | ​ | Industry                | ​ | ​ | Rate(b)                       | ​ | ​ | Maturity | ​ | ​ | Number of Shares | ​ | ​           | Amortized Cost | ​ | ​ | Fair Value(d) | ​ |
|---------------------------------------------------------------|---------|---------|--------------------|---------|---------|-------------------------|---------|---------|-------------------------------|---------|---------|----------|---------|---------|------------------|---------|-------------------|----------------|---------|---------|---------------|---------|
| Preferred Equity—18.9%(l)                               | ​ | ​ | ​            | ​ | ​ | ​                 | ​ | ​ |
| Abaco Energy Technologies LLC, Preferred Equity               | ​ | ​ | (o)(w)(x)          | ​ | ​ | Service & Equipment | ​ | ​ | ​                       | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 28,942,003        | ​        | ​ | ​ | ​       | $       | 1,447 | ​ | ​ | ​ | ​ | $ | 15,195 | ​ | ​ |
| Altus Power America Holdings, LLC, Preferred Equity           | ​ | ​ | (i)(p)(w)(x)(z)    | ​ | ​ | Power                   | ​ | ​ | 9.0%, 5.0% PIK (5.0% Max PIK) | ​ | ​ | 10/3/23  | ​ | ​ | ​          | ​ | 28,646,341        | ​        | ​ | ​ | ​       | ​ | 28,646 | ​ | ​ | ​ | ​ | ​ | 28,217 | ​ | ​ |
| Global Jet Capital Holdings, LP, Preferred Equity             | ​ | ​ | (o)(w)(x)          | ​ | ​ | Industrials             | ​ | ​ | ​                       | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 2,785,562         | ​        | ​ | ​ | ​       | ​ | 2,786 | ​ | ​ | ​ | ​ | ​ | 390 | ​ | ​ |
| Great Western Petroleum, LLC, Preferred Equity                | ​ | ​ | (i)(n)(w)(x)       | ​ | ​ | Upstream                | ​ | ​ | 15.5%                         | ​ | ​ | 12/31/27 | ​ | ​ | ​          | ​ | 36,363            | ​        | ​ | ​ | ​       | ​ | 38,480 | ​ | ​ | ​ | ​ | ​ | 36,424 | ​ | ​ |
| Limetree Bay Ventures, LLC, Preferred Equity                  | ​ | ​ | (w)(x)             | ​ | ​ | Midstream               | ​ | ​ | 13.9%                         | ​ | ​ | 11/30/24 | ​ | ​ | ​          | ​ |  75,000,000 | ​        | ​ | ​ | ​       | ​ | 71,878 | ​ | ​ | ​ | ​ | ​ | 71,594 | ​ | ​ |
| MB Precision Investment Holdings LLC, Class A Preferred Units | ​ | ​ | (o)(w)(x)(z)       | ​ | ​ | Industrials             | ​ | ​ | ​                       | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 8,952,623         | ​        | ​ | ​ | ​       | ​ | 1,843 | ​ | ​ | ​ | ​ | ​ | 1,248 | ​ | ​ |
| NuStar, Preferred Equity                                      | ​ | ​ | (k)(w)(x)          | ​ | ​ | Midstream               | ​ | ​ | 12.8%                         | ​ | ​ | 6/29/28  | ​ | ​ | ​          | ​ | 5,910,165         | ​        | ​ | ​ | ​       | ​ | 146,794 | ​ | ​ | ​ | ​ | ​ | 160,981 | ​ | ​ |
| Rosehill Resources, Inc. Preferred Equity                     | ​ | ​ | (o)(w)(x)          | ​ | ​ | Upstream                | ​ | ​ | ​                       | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 2,536             | ​        | ​ | ​ | ​       | ​ | 2,511 | ​ | ​ | ​ | ​ | ​ | 2,555 | ​ | ​ |
| Segreto Power Holdings, LLC, Preferred Equity                 | ​ | ​ | (g)(w)(x)          | ​ | ​ | Power                   | ​ | ​ | 13.1%                         | ​ | ​ | 5/8/25   | ​ | ​ | ​          | ​ | 70,297            | ​        | ​ | ​ | ​       | ​ | 69,242 | ​ | ​ | ​ | ​ | ​ | 74,131 | ​ | ​ |
| Sunnova Energy Corp., Preferred Equity                        | ​ | ​ | (o)(w)(x)(z)       | ​ | ​ | Power                   | ​ | ​ | ​                       | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 1,117,214         | ​        | ​ | ​ | ​       | ​ | 5,948 | ​ | ​ | ​ | ​ | ​ | 6,134 | ​ | ​ |
| Synergy Offshore LLC, Preferred Equity                        | ​ | ​ | (i)(m)(o)(v)(w)(x) | ​ | ​ | Upstream                | ​ | ​ | ​                       | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 71,131            | ​        | ​ | ​ | ​       | ​ | 93,009 | ​ | ​ | ​ | ​ | ​ | 20,486 | ​ | ​ |
| TE Holdings, LLC, Preferred Equity                            | ​ | ​ | (o)(x)             | ​ | ​ | Upstream                | ​ | ​ | ​                       | ​ | ​ | ​  | ​ | ​ | ​          | ​ | 1,475,531         | ​        | ​ | ​ | ​       | ​ | 14,734 | ​ | ​ | ​ | ​ | ​ | 4,427 | ​ | ​ |
| USA Compression Partners, LP, Preferred Equity                | ​ | ​ | (k)(w)(x)          | ​ | ​ | Midstream               | ​ | ​ | 9.8%                          | ​ | ​ | 4/3/28   | ​ | ​ | ​          | ​ | 79,336            | ​        | ​ | ​ | ​       | ​ | 77,334 | ​ | ​ | ​ | ​ | ​ | 80,812 | ​ | ​ |
| Total Preferred Equity                                        | ​ | ​ | ​            | ​ | ​ | ​                 | ​ | ​ | ​                       | ​ | ​ | ​  | ​ | ​ | ​          | ​ | ​           | ​        | ​ | ​ | ​       | ​ |   554,652 | ​ | ​ | ​ | ​ | ​ |    502,594 | ​ | ​ |
| ​                                                       |

----

TABLE OF CONTENTS

| Portfolio Company(a)                                       | ​ | ​ | Footnotes             | ​ | ​ | Industry                | ​ | ​ | Number ofShares | ​ | ​     | AmortizedCost | ​ | ​ | Fair Value(d) | ​ |
|------------------------------------------------------------|---------|---------|-----------------------|---------|---------|-------------------------|---------|---------|-----------------|---------|-------------|---------------|---------|---------|---------------|---------|
| Equity/Other—10.0%(l)                                | ​ | ​ | ​               | ​ | ​ | ​                 | ​ | ​ | ​         | ​ | ​     | ​       | ​ | ​ | ​       |
| Abaco Energy Technologies LLC, Common Equity               | ​ | ​ | (o)(w)(x)             | ​ | ​ | Service & Equipment | ​ | ​ | ​         | ​ | 6,944,444   | ​       | ​ | ​ | ​       | $       | 6,944 | ​ | ​ | ​ | ​ | $ | 2,951 | ​ | ​ |
| Allied Downhole Technologies, LLC, Common Equity           | ​ | ​ | (i)(n)(o)(w)(x)       | ​ | ​ | Service & Equipment | ​ | ​ | ​         | ​ | 7,431,113   | ​       | ​ | ​ | ​       | ​ | 7,223 | ​ | ​ | ​ | ​ | ​ | 6,316 | ​ | ​ |
| Allied Downhole Technologies, LLC, Warrants, 2/28/29       | ​ | ​ | (i)(n)(o)(w)(x)       | ​ | ​ | Service & Equipment | ​ | ​ | ​         | ​ | 5,344,680   | ​       | ​ | ​ | ​       | ​ | 1,865 | ​ | ​ | ​ | ​ | ​ | 4,543 | ​ | ​ |
| Altus Power America Holdings, LLC, Common Equity           | ​ | ​ | (i)(o)(w)(x)(z)       | ​ | ​ | Power                   | ​ | ​ | ​         | ​ | 12,474,205  | ​       | ​ | ​ | ​       | ​ | 12,474 | ​ | ​ | ​ | ​ | ​ | 2,183 | ​ | ​ |
| Ascent Resources Utica Holdings, LLC, Common Equity        | ​ | ​ | (o)(q)(w)(x)          | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 148,692,909 | ​       | ​ | ​ | ​       | ​ | 44,700 | ​ | ​ | ​ | ​ | ​ | 41,337 | ​ | ​ |
| BL Sand Hills Unit, L.P., Net Profits Interest             | ​ | ​ | (o)(s)(w)(x)(z)       | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | N/A         | ​       | ​ | ​ | ​       | ​ | 5,180 | ​ | ​ | ​ | ​ | ​ | 1,150 | ​ | ​ |
| BL Sand Hills Unit, L.P., Overriding Royalty Interest      | ​ | ​ | (s)(w)(x)(z)          | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | N/A         | ​       | ​ | ​ | ​       | ​ | 740 | ​ | ​ | ​ | ​ | ​ | 738 | ​ | ​ |
| BL Sand Hills Unit, L.P., Series A Units                   | ​ | ​ | (g)(o)(w)(x)(z)       | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 29,117      | ​       | ​ | ​ | ​       | ​ | 24,019 | ​ | ​ | ​ | ​ | ​ | 3,239 | ​ | ​ |
| Chisholm Oil and Gas, LLC, Series A Units                  | ​ | ​ | (g)(o)(w)(x)          | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 14,700,000  | ​       | ​ | ​ | ​       | ​ | 14,700 | ​ | ​ | ​ | ​ | ​ | 6,273 | ​ | ​ |
| Cimarron Energy Holdco Inc., Common Equity                 | ​ | ​ | (o)(w)(x)             | ​ | ​ | Service & Equipment | ​ | ​ | ​         | ​ | 4,302,293   | ​       | ​ | ​ | ​       | ​ | 3,950 | ​ | ​ | ​ | ​ | ​ | 194 | ​ | ​ |
| Cimarron Energy Holdco Inc., Participation Option          | ​ | ​ | (o)(w)(x)             | ​ | ​ | Service & Equipment | ​ | ​ | ​         | ​ | 25,000,000  | ​       | ​ | ​ | ​       | ​ | 1,289 | ​ | ​ | ​ | ​ | ​ | 1,125 | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class C-II-A Units   | ​ | ​ | (i)(n)(o)(w)(x)(z)    | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 66,000      | ​       | ​ | ​ | ​       | ​ | 66,000 | ​ | ​ | ​ | ​ | ​ | 14,768 | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class D Units        | ​ | ​ | (i)(n)(o)(w)(x)(z)    | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 12,374      | ​       | ​ | ​ | ​       | ​ | 8,176 | ​ | ​ | ​ | ​ | ​ | 2,800 | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class E-II Units     | ​ | ​ | (g)(o)(w)(x)(z)       | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 150,937     | ​       | ​ | ​ | ​       | ​ | 37,734 | ​ | ​ | ​ | ​ | ​ | 33,772 | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class E-III Units    | ​ | ​ | (g)(i)(n)(o)(w)(x)(z) | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 222,750     | ​       | ​ | ​ | ​       | ​ | 55,688 | ​ | ​ | ​ | ​ | ​ | 49,840 | ​ | ​ |
| Harvest Oil & Gas Corp., Common Equity                 | ​ | ​ | (o)(x)(z)             | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 1,350,620   | ​       | ​ | ​ | ​       | ​ | 29,714 | ​ | ​ | ​ | ​ | ​ | 24,284 | ​ | ​ |
| Industrial Group Intermediate Holdings, LLC, Common Equity | ​ | ​ | (i)(n)(o)(w)(x)       | ​ | ​ | Industrials             | ​ | ​ | ​         | ​ | 472,755     | ​       | ​ | ​ | ​       | ​ | 473 | ​ | ​ | ​ | ​ | ​ | 284 | ​ | ​ |
| JSS Holdco, LLC, Net Profits Interest                      | ​ | ​ | (o)(w)(x)             | ​ | ​ | Industrials             | ​ | ​ | ​         | ​ | N/A         | ​       | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | 97 | ​ | ​ |
| Limetree Bay Ventures, LLC, Common Equity                  | ​ | ​ | (o)(w)(x)             | ​ | ​ | Midstream               | ​ | ​ | ​         | ​ | 13,486      | ​       | ​ | ​ | ​       | ​ | 3,406 | ​ | ​ | ​ | ​ | ​ | 3,406 | ​ | ​ |
| Lusk Operating LLC, Common Equity                          | ​ | ​ | (o)(r)(w)(x)(aa)      | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 2,000       | ​       | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| MB Precision Investment Holdings LLC, Class A-2 Units      | ​ | ​ | (i)(n)(o)(w)(x)(z)    | ​ | ​ | Industrials             | ​ | ​ | ​         | ​ | 1,426,110   | ​       | ​ | ​ | ​       | ​ | 490 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| PDI Parent LLC, Common Equity                              | ​ | ​ | (o)(w)(x)             | ​ | ​ | Power                   | ​ | ​ | ​         | ​ | 1,384,615   | ​       | ​ | ​ | ​       | ​ | 1,385 | ​ | ​ | ​ | ​ | ​ | 727 | ​ | ​ |
| Ridgeback Resources Inc., Common Equity                    | ​ | ​ | (j)(k)(o)(t)(w)(x)(z) | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 9,599,928   | ​       | ​ | ​ | ​       | ​ | 58,985 | ​ | ​ | ​ | ​ | ​ | 47,488 | ​ | ​ |
| Sunnova Energy Corp., Common Equity                        | ​ | ​ | (o)(w)(x)(z)          | ​ | ​ | Power                   | ​ | ​ | ​         | ​ | 6,667,368   | ​       | ​ | ​ | ​       | ​ | 25,026 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Swift Worldwide Resources Holdco Limited, Common Equity    | ​ | ​ | (k)(o)(u)(w)(x)       | ​ | ​ | Service & Equipment | ​ | ​ | ​         | ​ | 3,750,000   | ​       | ​ | ​ | ​       | ​ | 6,029 | ​ | ​ | ​ | ​ | ​ | 1,875 | ​ | ​ |
| TE Holdings, LLC, Common Equity                            | ​ | ​ | (g)(o)(x)             | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 2,225,950   | ​       | ​ | ​ | ​       | ​ | 18,921 | ​ | ​ | ​ | ​ | ​ | 1,391 | ​ | ​ |
| The Brock Group, Inc., Common Equity                       | ​ | ​ | (j)(o)(w)(x)          | ​ | ​ | Service & Equipment | ​ | ​ | ​         | ​ | 786,094     | ​       | ​ | ​ | ​       | ​ | 15,617 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Titan Energy, LLC, Common Equity                           | ​ | ​ | (o)(x)(z)             | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 555,496     | ​       | ​ | ​ | ​       | ​ | 17,554 | ​ | ​ | ​ | ​ | ​ | 167 | ​ | ​ |
| USA Compression Partners, LP, Warrants (Market), 4/3/28    | ​ | ​ | (k)(o)(w)(x)          | ​ | ​ | Midstream               | ​ | ​ | ​         | ​ | 793,359     | ​       | ​ | ​ | ​       | ​ | 555 | ​ | ​ | ​ | ​ | ​ | 627 | ​ | ​ |
| USA Compression Partners, LP, Warrants (Premium), 4/3/28   | ​ | ​ | (k)(o)(w)(x)          | ​ | ​ | Midstream               | ​ | ​ | ​         | ​ | 1,586,719   | ​       | ​ | ​ | ​       | ​ | 714 | ​ | ​ | ​ | ​ | ​ | 793 | ​ | ​ |
| Warren Resources, Inc., Common Equity                      | ​ | ​ | (j)(o)(w)(x)(z)       | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 4,415,749   | ​       | ​ | ​ | ​       | ​ | 20,754 | ​ | ​ | ​ | ​ | ​ | 10,377 | ​ | ​ |
| White Star Petroleum Holdings, LLC, Common Equity          | ​ | ​ | (g)(o)(w)(x)          | ​ | ​ | Upstream                | ​ | ​ | ​         | ​ | 4,867,084   | ​       | ​ | ​ | ​       | ​ | 4,137 | ​ | ​ | ​ | ​ | ​ | 1,582 | ​ | ​ |
| Total Equity/Other                                         | ​ | ​ | ​               | ​ | ​ | ​                 | ​ | ​ | ​         | ​ | ​     | ​       | ​ | ​ | ​       | ​ | 494,442 | ​ | ​ | ​ | ​ | ​ | 264,327 | ​ | ​ |
| TOTAL INVESTMENTS—140.5%                             | ​ | ​ | ​               | ​ | ​ | ​                 | ​ | ​ | ​         | ​ | ​     | ​       | ​ | ​ | ​       | $       | 4,248,503 | ​ | ​ | ​ | ​ | ​ | 3,721,952 | ​ | ​ |
| LIABILITIES IN EXCESS OF OTHER ASSETS—(40.5%)        | ​ | ​ | (bb)                  | ​ | ​ | ​                 | ​ | ​ | ​         | ​ | ​     | ​       | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | (1,073,766) | ​ | ​ |
| NET ASSETS—100.0%                                    | ​ | ​ | ​               | ​ | ​ | ​                 | ​ | ​ | ​         | ​ | ​     | ​       | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | $ | 2,648,186 | ​ | ​ |
| ​                                                    |

----

TABLE OF CONTENTS

| Derivative InstrumentsSwap Contracts—Crude Oil(y) | ​ | ​ | ​ | ​ | ​ | ​             | ​ | ​ |
|---------------------------------------------------------|---------|---------|---------|---------|---------|---------------------|---------|---------|
| Counterparty                                            | ​ | ​ | Type    | ​ | ​ | Location            | ​ | ​ | Period | ​ | ​ | Bbls | ​ | ​ | Weighted Average Price ($/Bbls) | ​ | ​ | Unrealized Appreciation | ​ | ​ | Unrealized Depreciation | ​ |
| BP Energy Company                                       | ​ | ​ | Fixed   | ​ | ​ | NYMEX WTI           | ​ | ​ | January 1, 2019–December 31, 2023 | ​ | ​ | ​ | ​ | 1,441,514 | ​ | ​ | ​ | $63.88 | ​ | ​ | ​ | $ | 20,162 | ​ | ​ | ​ | ​ | $ | — | ​ | ​ |
| BP Energy Company                                       | ​ | ​ | Basis   | ​ | ​ | NYMEX WTI/Argus LLS | ​ | ​ | January 1, 2019–December 31, 2023 | ​ | ​ | ​ | ​ | 1,233,639 | ​ | ​ | ​ | $3.42 | ​ | ​ | ​ | ​ | 149 | ​ | ​ | ​ | ​ | ​ | 672 | ​ | ​ |
| Macquarie Bank Limited                                  | ​ | ​ | Basis   | ​ | ​ | NYMEX WTI/Argus LLS | ​ | ​ |       January 1, 2019–December 31, 2019       | ​ | ​ | ​ | ​ | 207,837 | ​ | ​ | ​ | $5.38 | ​ | ​ | ​ | ​ | 130 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Total Swap Contracts—Crude Oil                    | ​ | ​ | ​ | ​ | ​ | ​             | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | 20,441 | ​ | ​ | ​ | ​ | ​ | 672 | ​ | ​ |
| ​                                                 |
| Swap Contracts—Natural Gas(y)Counterparty | ​ | ​ | Type    | ​ | ​ | Location        | ​ | ​ | Period                                                                                                          | ​ | ​ | MMBtu   | ​ | ​   | Weighted Average Price ($/MMBtu) | ​ | ​ | Unrealized Appreciation | ​ | ​ | Unrealized Depreciation | ​ |
|-------------------------------------------------|---------|---------|---------|---------|---------|-----------------|---------|---------|-----------------------------------------------------------------------------------------------------------------|---------|---------|---------|---------|-----------|----------------------------------|---------|---------|-------------------------|---------|---------|-------------------------|---------|
| Macquarie Bank Limited                          | ​ | ​ | Fixed   | ​ | ​ | NYMEX Henry Hub | ​ | ​ |       January 1, 2019–December 31, 2023       | ​ | ​ | ​ | ​ | 4,099,135 | ​                          | ​ | ​ | $2.71                   | ​ | ​ | ​                 | $       | 80 | ​ | ​ | ​ | ​ | $ | 195 | ​ | ​ |
| Total Swap Contracts—Natural Gas          | ​ | ​ | ​ | ​ | ​ | ​         | ​ | ​ | ​                                                                                                         | ​ | ​ | ​ | ​ | ​   | ​                          | ​ | ​ | ​                 | ​ | ​ | ​                 | ​ | 80 | ​ | ​ | ​ | ​ | ​ | 195 | ​ | ​ |
| TOTAL SWAP CONTRACTS                            | ​ | ​ | ​ | ​ | ​ | ​         | ​ | ​ | ​                                                                                                         | ​ | ​ | ​ | ​ | ​   | ​                          | ​ | ​ | ​                 | ​ | ​ | ​                 | $       | 20,521 | ​ | ​ | ​ | ​ | $ | 867 | ​ | ​ |
| ​                                         |

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS

| Portfolio Company                                             | ​ | ​ | Fair Value at December 31, 2017 | ​ | ​ | Purchases, Paid-in-Kind Interest and Transfers In | ​ | ​ | Sales, Repayments and Transfers Out | ​ | ​ | Accretion of Discount | ​ | ​ | Net Realized Gain (Loss) | ​ | ​  | Net Change in Unrealized Appreciation (Depreciation) | ​ | ​ | Fair Value at December 31, 2018 | ​ | ​ | Interest Income(2) | ​ | ​ | PIK Income(2) | ​ | ​ | Fee Income(2) | ​ |
|---------------------------------------------------------------|---------|---------|---------------------------------|---------|---------|---------------------------------------------------|---------|---------|-------------------------------------|---------|---------|-----------------------|---------|---------|--------------------------|---------|----------|------------------------------------------------------|---------|---------|---------------------------------|---------|---------|--------------------|---------|---------|---------------|---------|---------|---------------|---------|
| Senior Secured Loans—First Lien                         | ​ | ​ | ​                         | ​ | ​ | ​                                           | ​ | ​ | ​                             | ​ | ​ | ​               | ​ | ​ | ​                  | ​ | ​  | ​                                              | ​ | ​ | ​                         | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Altus Power America, Inc.(1)                                  | ​ | ​ | ​                         | $       | 75,353  | ​                                           | ​ | ​ | ​                             | $       | 8,561   | ​               | ​ | ​ | ​                  | $       | —  | ​                                              | ​ | ​ | ​                         | $       | — | ​            | ​ | ​ | ​       | $       | — | ​       | ​ | ​ | ​ | $ | (667) | ​ | ​ | ​ | ​ | $ | 83,247 | ​ | ​ | ​ | ​ | $ | 7,975 | ​ | ​ | ​ | ​ | $ | — | ​ | ​ | ​ | ​ | $ | — | ​ | ​ |
| BL Sand Hills Unit, L.P.                                      | ​ | ​ | ​                         | ​ | 20,000  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 20,000 | ​ | ​ | ​ | ​ | ​ | 2,281 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| MB Precision Holdings LLC                                     | ​ | ​ | ​                         | ​ | — | ​                                           | ​ | ​ | ​                             | ​ | 13,945  | ​               | ​ | ​ | ​                  | ​ | (2,747)  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | (6,885) | ​       | ​ | ​ | ​ | ​ | 260 | ​ | ​ | ​ | ​ | ​ | 4,573 | ​ | ​ | ​ | ​ | ​ | 749 | ​ | ​ | ​ | ​ | ​ | 152 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Warren Resources, Inc.                                        | ​ | ​ | ​                         | ​ | 81,214  | ​                                           | ​ | ​ | ​                             | ​ | 329     | ​               | ​ | ​ | ​                  | ​ | (52,265) | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (1,981) | ​ | ​ | ​ | ​ | ​ | 27,297 | ​ | ​ | ​ | ​ | ​ | 3,612 | ​ | ​ | ​ | ​ | ​ | 329 | ​ | ​ | ​ | ​ | ​ | 2,091 | ​ | ​ |
| Senior Secured Loans—Second Lien                        | ​ | ​ | ​                         | ​ | ​ | ​                                           | ​ | ​ | ​                             | ​ | ​ | ​               | ​ | ​ | ​                  | ​ | ​  | ​                                              | ​ | ​ | ​                         | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Titan Energy Operating, LLC                                   | ​ | ​ | ​                         | ​ | 62,026  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (49,615) | ​ | ​ | ​ | ​ | ​ | 12,411 | ​ | ​ | ​ | ​ | ​ | 895 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Senior Secured Bonds                                          | ​ | ​ | ​                         | ​ | ​ | ​                                           | ​ | ​ | ​                             | ​ | ​ | ​               | ​ | ​ | ​                  | ​ | ​  | ​                                              | ​ | ​ | ​                         | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| FourPoint Energy, LLC                                         | ​ | ​ | ​                         | ​ | 238,946 | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | (1,485)  | ​                                              | ​ | ​ | ​                         | ​ | 2,737   | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (9,188) | ​ | ​ | ​ | ​ | ​ | 231,010 | ​ | ​ | ​ | ​ | ​ | 24,133 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Ridgeback Resources Inc.                                      | ​ | ​ | ​                         | ​ | 3,887   | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | (3,887)  | ​                                              | ​ | ​ | ​                         | ​ | 6       | ​            | ​ | ​ | ​       | ​ | 56      | ​       | ​ | ​ | ​ | ​ | (62) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 297 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Sunnova Energy Corp.                                          | ​ | ​ | ​                         | ​ | — | ​                                           | ​ | ​ | ​                             | ​ | 35,474  | ​               | ​ | ​ | ​                  | ​ | (17,606) | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (111) | ​ | ​ | ​ | ​ | ​ | 17,757 | ​ | ​ | ​ | ​ | ​ | 3,341 | ​ | ​ | ​ | ​ | ​ | 1,804 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Preferred Equity                                              | ​ | ​ | ​                         | ​ | ​ | ​                                           | ​ | ​ | ​                             | ​ | ​ | ​               | ​ | ​ | ​                  | ​ | ​  | ​                                              | ​ | ​ | ​                         | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Altus Power America Holdings, LLC, Preferred Equity           | ​ | ​ | ​                         | ​ | 25,793  | ​                                           | ​ | ​ | ​                             | ​ | 6,694   | ​               | ​ | ​ | ​                  | ​ | (3,841)  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (429) | ​ | ​ | ​ | ​ | ​ | 28,217 | ​ | ​ | ​ | ​ | ​ | 3,746 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| MB Precision Investment Holdings LLC, Class A Preferred Units | ​ | ​ | ​                         | ​ | — | ​                                           | ​ | ​ | ​                             | ​ | 1,843   | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (595) | ​ | ​ | ​ | ​ | ​ | 1,248 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Sunnova Energy Corp., Preferred Equity                        | ​ | ​ | ​                         | ​ | — | ​                                           | ​ | ​ | ​                             | ​ | 5,948   | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | 186 | ​ | ​ | ​ | ​ | ​ | 6,134 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Equity/Other                                                  | ​ | ​ | ​                         | ​ | ​ | ​                                           | ​ | ​ | ​                             | ​ | ​ | ​               | ​ | ​ | ​                  | ​ | ​  | ​                                              | ​ | ​ | ​                         | ​ | ​ | ​            | ​ | ​ | ​       | ​ | ​ | ​       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Altus Power America Holdings, LLC, Common Equity              | ​ | ​ | ​                         | ​ | 1,871   | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | 312 | ​ | ​ | ​ | ​ | ​ | 2,183 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| BL Sand Hills Unit, L.P., Net Profits Interest                | ​ | ​ | ​                         | ​ | 966     | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | 184 | ​ | ​ | ​ | ​ | ​ | 1,150 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| BL Sand Hills Unit, L.P., Overriding Royalty Interest         | ​ | ​ | ​                         | ​ | 726     | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | 12 | ​ | ​ | ​ | ​ | ​ | 738 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| BL Sand Hills Unit, L.P., Series A Units                      | ​ | ​ | ​                         | ​ | 7,000   | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (3,761) | ​ | ​ | ​ | ​ | ​ | 3,239 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class C-II-A Units      | ​ | ​ | ​                         | ​ | 19,140  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (4,372) | ​ | ​ | ​ | ​ | ​ | 14,768 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class D Units           | ​ | ​ | ​                         | ​ | 3,619   | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (819) | ​ | ​ | ​ | ​ | ​ | 2,800 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class E-II Units        | ​ | ​ | ​                         | ​ | 43,395  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (9,623) | ​ | ​ | ​ | ​ | ​ | 33,772 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| FourPoint Energy, LLC, Common Equity, Class E-III Units       | ​ | ​ | ​                         | ​ | 64,598  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (14,758) | ​ | ​ | ​ | ​ | ​ | 49,840 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Harvest Oil & Gas Corp., Common Equity                    | ​ | ​ | ​                         | ​ | — | ​                                           | ​ | ​ | ​                             | ​ | 29,714  | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (5,430) | ​ | ​ | ​ | ​ | ​ | 24,284 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| MB Precision Investment Holdings LLC, Class A-2 Units         | ​ | ​ | ​                         | ​ | — | ​                                           | ​ | ​ | ​                             | ​ | 490     | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (490) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Ridgeback Resources Inc., Common Equity                       | ​ | ​ | ​                         | ​ | 58,284  | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (10,796) | ​ | ​ | ​ | ​ | ​ | 47,488 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Sunnova Energy Corp., Common Equity                           | ​ | ​ | ​                         | ​ | — | ​                                           | ​ | ​ | ​                             | ​ | 25,026  | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (25,026) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Titan Energy, LLC, Common Equity                              | ​ | ​ | ​                         | ​ | 844     | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | (677) | ​ | ​ | ​ | ​ | ​ | 167 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Warren Resources, Inc., Common Equity                         | ​ | ​ | ​                         | ​ | 7,507   | ​                                           | ​ | ​ | ​                             | ​ | — | ​               | ​ | ​ | ​                  | ​ | —  | ​                                              | ​ | ​ | ​                         | ​ | — | ​            | ​ | ​ | ​       | ​ | — | ​       | ​ | ​ | ​ | ​ | 2,870 | ​ | ​ | ​ | ​ | ​ | 10,377 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| ​                                                       | ​ | ​ | ​                         | $       | 715,169 | ​                                           | ​ | ​ | ​                             | $       | 128,024 | ​               | ​ | ​ | ​                  | $       | (81,831) | ​                                              | ​ | ​ | ​                         | $       | 2,743   | ​            | ​ | ​ | ​       | $       | (6,829) | ​       | ​ | ​ | ​ | $ | (134,576) | ​ | ​ | ​ | ​ | $ | 622,700 | ​ | ​ | ​ | ​ | $ | 47,029 | ​ | ​ | ​ | ​ | $ | 2,285 | ​ | ​ | ​ | ​ | $ | 2,091 | ​ | ​ |
| ​                                                       |

----

TABLE OF CONTENTS​

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS

| ​                              | ​ | ​ | Three Months Ended March 31, | ​ |
|--------------------------------------|---------|---------|------------------------------|---------|
| ​                              | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| ​                              | ​ | ​ | Shares                       | ​ | ​ | Amount | ​ | ​ | Shares | ​ | ​ | Amount | ​ |
| Reinvestment of Distributions        | ​ | ​ | ​                      | ​ | 4,394,767 | ​ | ​ | ​ | ​ | $ | 26,953 | ​ | ​ | ​ | ​ | ​ | 4,714,195 | ​ | ​ | ​ | ​ | $ | 31,380 | ​ | ​ |
| Share Repurchase Program             | ​ | ​ | ​                      | ​ | (4,991,838) | ​ | ​ | ​ | ​ | ​ | (30,450) | ​ | ​ | ​ | ​ | ​ | (9,018,665) | ​ | ​ | ​ | ​ | ​ | (60,425) | ​ | ​ |
| Net Proceeds from Share Transactions | ​ | ​ | ​                      | ​ | (597,071) | ​ | ​ | ​ | ​ | $ | (3,497) | ​ | ​ | ​ | ​ | ​ | (4,304,470) | ​ | ​ | ​ | ​ | $ | (29,045) | ​ | ​ |
| ​                              |

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS

| For the Three Months Ended | ​ | ​ | Repurchase Date  | ​ | ​ | SharesRepurchased | ​ | ​   | Percentage of Shares Tendered That Were Repurchased | ​ | ​ | Percentage of Outstanding Shares Repurchased as of the Repurchase Date | ​ | ​ | RepurchasePrice Per Share | ​ | ​ | AggregateConsideration for Repurchased Shares | ​ |
|----------------------------|---------|---------|------------------|---------|---------|-------------------|---------|-----------|-----------------------------------------------------|---------|---------|------------------------------------------------------------------------|---------|---------|---------------------------|---------|---------|-----------------------------------------------|---------|
| Fiscal 2018                | ​ | ​ | ​          | ​ | ​ | ​           | ​ | ​   | ​                                             | ​ | ​ | ​                                                                | ​ | ​ | ​                   | ​ | ​ | ​                                       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| December 31, 2017          | ​ | ​ | January 12, 2018 | ​ | ​ | ​           | ​ | 9,018,665 | ​                                             | ​ | ​ | ​                                                                | ​ | 64%     | ​                   | ​ | ​ | ​                                       | ​ | 2.02% | ​ | ​ | ​ | ​ | $ | 6.70 | ​ | ​ | ​ | ​ | $ | 60,425 | ​ | ​ |
| Fiscal 2019                | ​ | ​ | ​          | ​ | ​ | ​           | ​ | ​   | ​                                             | ​ | ​ | ​                                                                | ​ | ​ | ​                   | ​ | ​ | ​                                       | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| December 31, 2018          | ​ | ​ | January 2, 2019  | ​ | ​ | ​           | ​ | 4,568,195 | ​                                             | ​ | ​ | ​                                                                | ​ | 16%     | ​                   | ​ | ​ | ​                                       | ​ | 1.04% | ​ | ​ | ​ | ​ | $ | 6.10 | ​ | ​ | ​ | ​ | $ | 27,866 | ​ | ​ |

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS

| ​                       | ​ | ​ | ​                                                                           | ​ | ​ | ​                             | ​ | ​ | Three Months Ended March 31, | ​ |
|-------------------------------|---------|---------|-----------------------------------------------------------------------------------|---------|---------|-------------------------------------|---------|---------|------------------------------|---------|
| Related Party                 | ​ | ​ | Source Agreement                                                                  | ​ | ​ | Description                         | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| FS Advisor and FS/EIG Advisor | ​ | ​ | FS Advisor investment advisory agreement and FS/EIG investment advisory agreement | ​ | ​ | Base Management Fee(1)              | ​ | ​ | ​                      | $       | 16,848 | ​ | ​ | ​ | ​ | $ | 18,298 | ​ | ​ |
| FS Advisor and FS/EIG Advisor | ​ | ​ | FS Advisor investment advisory agreement and FS/EIG investment advisory agreement | ​ | ​ | Administrative Services Expenses(2) | ​ | ​ | ​                      | $       | 793 | ​ | ​ | ​ | ​ | $ | 793 | ​ | ​ |

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS

| For the Three Months Ended | ​ | ​ | Amount of Expense Reimbursement Payment | ​ | ​   | Annualized “Other Operating Expenses” Ratio as of the Date of Expense Reimbursement | ​ | ​ | Annualized Rate of Distributions Per Share(1) | ​ | ​ | Reimbursement Eligibility Expiration | ​ |
|----------------------------|---------|---------|-----------------------------------------|---------|-----------|-------------------------------------------------------------------------------------------------|---------|---------|-----------------------------------------------|---------|---------|--------------------------------------|---------|
| March 31, 2017             | ​ | ​ | ​                                 | $       | 15,362(2) | ​                                                                                         | ​ | ​ | ​                                       | ​ | 0.40%   | ​                              | ​ | ​ | ​ | ​ | 9.14% | ​ | ​ | ​ | March 31, 2020 | ​ |
| September 30, 2017         | ​ | ​ | ​                                 | ​ | 7,095     | ​                                                                                         | ​ | ​ | ​                                       | ​ | 0.36%   | ​                              | ​ | ​ | ​ | ​ | 9.91% | ​ | ​ | ​ | September 30, 2020 | ​ |
| December 31, 2017          | ​ | ​ | ​                                 | ​ | 5,647     | ​                                                                                         | ​ | ​ | ​                                       | ​ | 0.36%   | ​                              | ​ | ​ | ​ | ​ | 10.57% | ​ | ​ | ​ | December 31, 2020 | ​ |
| Total                      | ​ | ​ | ​                                 | $       | 28,104    | ​                                                                                         | ​ | ​ | ​                                       | ​ | ​ | ​                              | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| ​                    |

----

TABLE OF CONTENTS

| ​                    | ​ | ​ | Distribution | ​ |
|----------------------------|---------|---------|--------------|---------|
| For the Three Months Ended | ​ | ​ | Per Share    | ​ | ​ | Amount | ​ |
| Fiscal 2018                | ​ | ​ | ​      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| March 31, 2018             | ​ | ​ | ​      | $       | 0.12500 | ​ | ​ | ​ | ​ | $ | 54,823 | ​ | ​ |
| Fiscal 2019                | ​ | ​ | ​      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| March 31, 2019             | ​ | ​ | ​      | $       | 0.12500 | ​ | ​ | ​ | ​ | $ | 54,616 | ​ | ​ |

----

TABLE OF CONTENTS

| ​                                                        | ​ | ​ | Three Months Ended March 31, | ​ |
|----------------------------------------------------------------|---------|---------|------------------------------|---------|
| ​                                                        | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| Source of Distribution                                         | ​ | ​ | Distribution Amount          | ​ | ​ | Percentage | ​ | ​ | Distribution Amount | ​ | ​ | Percentage | ​ |
| Offering proceeds                                              | ​ | ​ | ​                      | $       | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | $ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Borrowings                                                     | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Net investment income(1)                                       | ​ | ​ | ​                      | ​ | 54,616 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ | ​ | ​ | ​ | 54,823 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ |
| Short-term capital gains proceeds from the sale of assets      | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Long-term capital gains proceeds from the sale of assets       | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Non-capital gains proceeds from the sale of assets             | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Distributions on account of investments in portfolio companies | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Expense reimbursement from sponsor                             | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Total                                                          | ​ | ​ | ​                      | $       | 54,616 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ | ​ | ​ | $ | 54,823 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ |
| ​                                                        |

----

TABLE OF CONTENTS

| ​                                                                                     | ​ | ​ | Three Months Ended March 31, | ​ |
|---------------------------------------------------------------------------------------------|---------|---------|------------------------------|---------|
| ​                                                                                     | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| GAAP-basis net investment income                                                            | ​ | ​ | ​                      | $       | 46,979 | ​ | ​ | ​ | ​ | $ | 54,388 | ​ | ​ |
| Reclassification of unamortized original issue discount, amendment fees and prepayment fees | ​ | ​ | ​                      | ​ | (884) | ​ | ​ | ​ | ​ | ​ | (9,459) | ​ | ​ |
| GAAP versus tax-basis impact of consolidation of certain subsidiaries                       | ​ | ​ | ​                      | ​ | 6,255 | ​ | ​ | ​ | ​ | ​ | 6,549 | ​ | ​ |
| Income subject to tax not recorded for GAAP (Income recorded for GAAP not subject to tax)   | ​ | ​ | ​                      | ​ | (1,167) | ​ | ​ | ​ | ​ | ​ | 8,742 | ​ | ​ |
| Other miscellaneous differences                                                             | ​ | ​ | ​                      | ​ | 1,525 | ​ | ​ | ​ | ​ | ​ | (6) | ​ | ​ |
| Tax-basis net investment income                                                             | ​ | ​ | ​                      | $       | 52,708 | ​ | ​ | ​ | ​ | $ | 60,214 | ​ | ​ |
| ​                                                                                     |
| ​                                                                                                                   | ​ | ​ | March 31, 2019 (Unaudited) | ​ | ​     | December 31,2018 | ​ |
|---------------------------------------------------------------------------------------------------------------------------|---------|---------|----------------------------|---------|-------------|------------------|---------|
| Distributable ordinary income                                                                                             | ​ | ​ | ​                    | $       | 4,602       | ​          | ​ | ​ | ​ | $ | 6,510 | ​ | ​ |
| Accumulated capital losses(1)                                                                                             | ​ | ​ | ​                    | ​ | (549,405)   | ​          | ​ | ​ | ​ | ​ | (550,356) | ​ | ​ |
| Other temporary differences                                                                                               | ​ | ​ | ​                    | ​ | (171)       | ​          | ​ | ​ | ​ | ​ | (178) | ​ | ​ |
| Net unrealized appreciation (depreciation) on investments, swap contracts and unrealized gain/loss on foreign currency(2) | ​ | ​ | ​                    | ​ | (494,579)   | ​          | ​ | ​ | ​ | ​ | (555,022) | ​ | ​ |
| Total                                                                                                                     | ​ | ​ | ​                    | $       | (1,039,553) | ​          | ​ | ​ | ​ | $ | (1,099,046) | ​ | ​ |
| ​                                                                                                                   |

----

TABLE OF CONTENTS

| Year | ​ | ​ | Location  | ​ | ​ | Bbls    | ​ | ​ | Weighted Average Price ($/Bbls) | ​ |
|------|---------|---------|-----------|---------|---------|---------|---------|---------|---------------------------------|---------|
| 2019 | ​ | ​ | NYMEX WTI | ​ | ​ | ​ | ​ | 326,158 | ​                         | ​ | ​ | ​ | $ | 68.57 | ​ | ​ |
| 2020 | ​ | ​ | NYMEX WTI | ​ | ​ | ​ | ​ | 511,363 | ​                         | ​ | ​ | ​ | $ | 65.12 | ​ | ​ |
| 2021 | ​ | ​ | NYMEX WTI | ​ | ​ | ​ | ​ | 132,918 | ​                         | ​ | ​ | ​ | $ | 61.24 | ​ | ​ |
| 2022 | ​ | ​ | NYMEX WTI | ​ | ​ | ​ | ​ | 180,928 | ​                         | ​ | ​ | ​ | $ | 57.96 | ​ | ​ |
| 2023 | ​ | ​ | NYMEX WTI | ​ | ​ | ​ | ​ | 168,518 | ​                         | ​ | ​ | ​ | $ | 55.63 | ​ | ​ |
| Year | ​ | ​ | Location        | ​ | ​ | MMBtu   | ​ | ​   | Weighted Average Price ($/MMBtu) | ​ |
|------|---------|---------|-----------------|---------|---------|---------|---------|-----------|----------------------------------|---------|
| 2019 | ​ | ​ | NYMEX Henry Hub | ​ | ​ | ​ | ​ | 945,552   | ​                          | ​ | ​ | ​ | $ | 2.75 | ​ | ​ |
| 2020 | ​ | ​ | NYMEX Henry Hub | ​ | ​ | ​ | ​ | 1,537,598 | ​                          | ​ | ​ | ​ | $ | 2.64 | ​ | ​ |
| 2021 | ​ | ​ | NYMEX Henry Hub | ​ | ​ | ​ | ​ | 337,174   | ​                          | ​ | ​ | ​ | $ | 2.55 | ​ | ​ |
| 2022 | ​ | ​ | NYMEX Henry Hub | ​ | ​ | ​ | ​ | 385,908   | ​                          | ​ | ​ | ​ | $ | 2.55 | ​ | ​ |
| 2023 | ​ | ​ | NYMEX Henry Hub | ​ | ​ | ​ | ​ | 343,702   | ​                          | ​ | ​ | ​ | $ | 2.58 | ​ | ​ |

----

TABLE OF CONTENTS

| Year | ​ | ​ | Location            | ​ | ​ | Bbls    | ​ | ​ | Weighted Average Price($/Bbls) | ​ |
|------|---------|---------|---------------------|---------|---------|---------|---------|---------|--------------------------------|---------|
| 2019 | ​ | ​ | Argus LLS/NYMEX WTI | ​ | ​ | ​ | ​ | 326,149 | ​                        | ​ | ​ | ​ | $ | 5.34 | ​ | ​ |
| 2020 | ​ | ​ | Argus LLS/NYMEX WTI | ​ | ​ | ​ | ​ | 511,357 | ​                        | ​ | ​ | ​ | $ | 3.71 | ​ | ​ |
| 2021 | ​ | ​ | Argus LLS/NYMEX WTI | ​ | ​ | ​ | ​ | 132,912 | ​                        | ​ | ​ | ​ | $ | 2.85 | ​ | ​ |
| 2022 | ​ | ​ | Argus LLS/NYMEX WTI | ​ | ​ | ​ | ​ | 180,921 | ​                        | ​ | ​ | ​ | $ | 2.07 | ​ | ​ |
| 2023 | ​ | ​ | Argus LLS/NYMEX WTI | ​ | ​ | ​ | ​ | 168,512 | ​                        | ​ | ​ | ​ | $ | 1.78 | ​ | ​ |
| ​                          | ​ | ​ | March 31, 2019 (Unaudited) | ​ | ​ | December 31, 2018 | ​ |
|----------------------------------|---------|---------|----------------------------|---------|---------|-------------------|---------|
| Instrument                       | ​ | ​ | Asset(1)                   | ​ | ​ | Liability(2)      | ​ | ​ | Asset(1) | ​ | ​ | Liability(2) | ​ |
| Swap Contracts—Crude Oil   | ​ | ​ | ​                    | $       | 8,022   | ​           | ​ | ​ | ​ | $ | 345 | ​ | ​ | ​ | ​ | $ | 20,441 | ​ | ​ | ​ | ​ | $ | 672 | ​ | ​ |
| Swap Contracts—Natural Gas | ​ | ​ | ​                    | ​ | 2       | ​           | ​ | ​ | ​ | ​ | 331 | ​ | ​ | ​ | ​ | ​ | 80 | ​ | ​ | ​ | ​ | ​ | 195 | ​ | ​ |
| Total                            | ​ | ​ | ​                    | $       | 8,024   | ​           | ​ | ​ | ​ | $ | 676 | ​ | ​ | ​ | ​ | $ | 20,521 | ​ | ​ | ​ | ​ | $ | 867 | ​ | ​ |
| ​                          |
| Instrument                       | ​ | ​ | Realized Gain (Loss) on Derivatives Recognized in Income(1) | ​ | ​ | Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income(2) | ​ |
|----------------------------------|---------|---------|-------------------------------------------------------------|---------|---------|---------------------------------------------------------------------------------------------|---------|
| Swap Contracts—Crude Oil   | ​ | ​ | ​                                                     | $       | 1,502   | ​                                                                                     | ​ | ​ | ​ | $ | (12,091) | ​ | ​ |
| Swap Contracts—Natural Gas | ​ | ​ | ​                                                     | ​ | 29      | ​                                                                                     | ​ | ​ | ​ | ​ | (215) | ​ | ​ |
| Total                            | ​ | ​ | ​                                                     | $       | 1,531   | ​                                                                                     | ​ | ​ | ​ | $ | (12,306) | ​ | ​ |
| ​                          |

----

TABLE OF CONTENTS

| ​                | ​ | ​ | March 31, 2019 (Unaudited)                            | ​ | ​ | December 31, 2018                | ​ |
|------------------------|---------|---------|-------------------------------------------------------|---------|---------|----------------------------------|---------|
| Counterparty           | ​ | ​ | Derivative Assets Subject to Master Netting Agreement | ​ | ​ | Derivatives Available for Offset | ​ | ​ | Net Amount of Derivative Assets(1) | ​ | ​ | Derivative Assets Subjectto Master Netting Agreement | ​ | ​ | Derivatives Available for Offset | ​ | ​ | Net Amount of Derivative Assets(1) | ​ |
| BP Energy Company      | ​ | ​ | ​                                               | $       | 8,333   | ​                          | ​ | ​ | ​ | $ | 366 | ​ | ​ | ​ | ​ | $ | 7,967 | ​ | ​ | ​ | ​ | $ | 21,163 | ​ | ​ | ​ | ​ | $ | 672 | ​ | ​ | ​ | ​ | $ | 20,491 | ​ | ​ |
| Macquarie Bank Limited | ​ | ​ | ​                                               | ​ | 163     | ​                          | ​ | ​ | ​ | ​ | 163 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 212 | ​ | ​ | ​ | ​ | ​ | 212 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Total                  | ​ | ​ | ​                                               | $       | 8,496   | ​                          | ​ | ​ | ​ | $ | 529 | ​ | ​ | ​ | ​ | $ | 7,967 | ​ | ​ | ​ | ​ | $ | 21,375 | ​ | ​ | ​ | ​ | $ | 884 | ​ | ​ | ​ | ​ | $ | 20,491 | ​ | ​ |
| ​                |
| ​                | ​ | ​ | March 31, 2019 (Unaudited)                                | ​ | ​ | December 31, 2018                | ​ |
|------------------------|---------|---------|-----------------------------------------------------------|---------|---------|----------------------------------|---------|
| Counterparty           | ​ | ​ | Derivative Liabilities Subjectto Master Netting Agreement | ​ | ​ | Derivatives Available for Offset | ​ | ​ | Net Amount of Derivative Liabilities(2) | ​ | ​ | Derivative Liabilities Subjectto Master Netting Agreement | ​ | ​ | Derivatives Available for Offset | ​ | ​ | Net Amount of Derivative Liabilities(2) | ​ |
| BP Energy Company      | ​ | ​ | ​                                                   | $       | 366     | ​                          | ​ | ​ | ​ | $ | 366 | ​ | ​ | ​ | ​ | $ | — | ​ | ​ | ​ | ​ | $ | 672 | ​ | ​ | ​ | ​ | $ | 672 | ​ | ​ | ​ | ​ | $ | — | ​ | ​ |
| Macquarie Bank Limited | ​ | ​ | ​                                                   | ​ | 394     | ​                          | ​ | ​ | ​ | ​ | 163 | ​ | ​ | ​ | ​ | ​ | 231 | ​ | ​ | ​ | ​ | ​ | 420 | ​ | ​ | ​ | ​ | ​ | 212 | ​ | ​ | ​ | ​ | ​ | 208 | ​ | ​ |
| Total                  | ​ | ​ | ​                                                   | $       | 760     | ​                          | ​ | ​ | ​ | $ | 529 | ​ | ​ | ​ | ​ | $ | 231 | ​ | ​ | ​ | ​ | $ | 1,092 | ​ | ​ | ​ | ​ | $ | 884 | ​ | ​ | ​ | ​ | $ | 208 | ​ | ​ |
| ​                |
| ​                                | ​ | ​ | March 31, 2019 (Unaudited) | ​ | ​   | December 31, 2018 | ​ |
|----------------------------------------|---------|---------|----------------------------|---------|-----------|-------------------|---------|
| ​                                | ​ | ​ | Amortized Cost(1)          | ​ | ​   | Fair Value        | ​ | ​ | Percentageof Portfolio | ​ | ​ | Amortized Cost(1) | ​ | ​ | Fair Value | ​ | ​ | Percentageof Portfolio | ​ |
| Senior Secured Loans—First Lien  | ​ | ​ | ​                    | $       | 1,362,987 | ​           | ​ | ​ | ​ | $ | 1,328,352 | ​ | ​ | ​ | ​ | ​ | 36% | ​ | ​ | ​ | ​ | $ | 1,231,279 | ​ | ​ | ​ | ​ | $ | 1,176,881 | ​ | ​ | ​ | ​ | ​ | 32% | ​ | ​ |
| Senior Secured Loans—Second Lien | ​ | ​ | ​                    | ​ | 690,279   | ​           | ​ | ​ | ​ | ​ | 594,388 | ​ | ​ | ​ | ​ | ​ | 16% | ​ | ​ | ​ | ​ | ​ | 673,014 | ​ | ​ | ​ | ​ | ​ | 580,144 | ​ | ​ | ​ | ​ | ​ | 16% | ​ | ​ |
| Senior Secured Bonds                   | ​ | ​ | ​                    | ​ | 498,728   | ​           | ​ | ​ | ​ | ​ | 497,095 | ​ | ​ | ​ | ​ | ​ | 14% | ​ | ​ | ​ | ​ | ​ | 497,970 | ​ | ​ | ​ | ​ | ​ | 491,916 | ​ | ​ | ​ | ​ | ​ | 13% | ​ | ​ |
| Unsecured Debt                         | ​ | ​ | ​                    | ​ | 573,945   | ​           | ​ | ​ | ​ | ​ | 486,867 | ​ | ​ | ​ | ​ | ​ | 13% | ​ | ​ | ​ | ​ | ​ | 797,146 | ​ | ​ | ​ | ​ | ​ | 706,090 | ​ | ​ | ​ | ​ | ​ | 19% | ​ | ​ |
| Preferred Equity                       | ​ | ​ | ​                    | ​ | 557,669   | ​           | ​ | ​ | ​ | ​ | 533,482 | ​ | ​ | ​ | ​ | ​ | 14% | ​ | ​ | ​ | ​ | ​ | 554,652 | ​ | ​ | ​ | ​ | ​ | 502,594 | ​ | ​ | ​ | ​ | ​ | 13% | ​ | ​ |
| Equity/Other                           | ​ | ​ | ​                    | ​ | 481,968   | ​           | ​ | ​ | ​ | ​ | 273,765 | ​ | ​ | ​ | ​ | ​ | 7% | ​ | ​ | ​ | ​ | ​ | 494,442 | ​ | ​ | ​ | ​ | ​ | 264,327 | ​ | ​ | ​ | ​ | ​ | 7% | ​ | ​ |
| Total                                  | ​ | ​ | ​                    | $       | 4,165,576 | ​           | ​ | ​ | ​ | $ | 3,713,949 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ | ​ | ​ | $ | 4,248,503 | ​ | ​ | ​ | ​ | $ | 3,721,952 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ |

----

TABLE OF CONTENTS

| ​                 | ​ | ​ | March 31, 2019 (Unaudited) | ​ | ​   | December 31, 2018      | ​ |
|-------------------------|---------|---------|----------------------------|---------|-----------|------------------------|---------|
| Industry Classification | ​ | ​ | Fair Value                 | ​ | ​   | Percentageof Portfolio | ​ | ​ | Fair Value | ​ | ​ | Percentageof Portfolio | ​ |
| Upstream                | ​ | ​ | ​                    | $       | 2,038,250 | ​                | ​ | ​ | ​ | ​ | 55% | ​ | ​ | ​ | ​ | $ | 2,193,317 | ​ | ​ | ​ | ​ | ​ | 59% | ​ | ​ |
| Midstream               | ​ | ​ | ​                    | ​ | 935,562   | ​                | ​ | ​ | ​ | ​ | 25% | ​ | ​ | ​ | ​ | ​ | 831,722 | ​ | ​ | ​ | ​ | ​ | 22% | ​ | ​ |
| Power                   | ​ | ​ | ​                    | ​ | 478,249   | ​                | ​ | ​ | ​ | ​ | 13% | ​ | ​ | ​ | ​ | ​ | 426,812 | ​ | ​ | ​ | ​ | ​ | 12% | ​ | ​ |
| Service & Equipment | ​ | ​ | ​                    | ​ | 208,046   | ​                | ​ | ​ | ​ | ​ | 6% | ​ | ​ | ​ | ​ | ​ | 216,443 | ​ | ​ | ​ | ​ | ​ | 6% | ​ | ​ |
| Industrials             | ​ | ​ | ​                    | ​ | 53,842    | ​                | ​ | ​ | ​ | ​ | 1% | ​ | ​ | ​ | ​ | ​ | 53,658 | ​ | ​ | ​ | ​ | ​ | 1% | ​ | ​ |
| Total                   | ​ | ​ | ​                    | $       | 3,713,949 | ​                | ​ | ​ | ​ | ​ | 100% | ​ | ​ | ​ | ​ | $ | 3,721,952 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ |
| ​                 |

----

TABLE OF CONTENTS

| Valuation Inputs                                  | ​ | ​ | March 31, 2019 (Unaudited) | ​ | ​   | December 31, 2018 | ​ |
|---------------------------------------------------|---------|---------|----------------------------|---------|-----------|-------------------|---------|
| Level 1—Price quotations in active markets  | ​ | ​ | ​                    | $       | 22,718    | ​           | ​ | ​ | ​ | $ | 24,451 | ​ | ​ |
| Level 2—Significant other observable inputs | ​ | ​ | ​                    | ​ | 910,994   | ​           | ​ | ​ | ​ | ​ | 1,148,071 | ​ | ​ |
| Level 3—Significant unobservable inputs     | ​ | ​ | ​                    | ​ | 2,780,237 | ​           | ​ | ​ | ​ | ​ | 2,549,430 | ​ | ​ |
| Total                                             | ​ | ​ | ​                    | $       | 3,713,949 | ​           | ​ | ​ | ​ | $ | 3,721,952 | ​ | ​ |
| ​                                           |
| ​                                           | ​ | ​ | March 31, 2019 (Unaudited) | ​ | ​ | December 31, 2018 | ​ |
|---------------------------------------------------|---------|---------|----------------------------|---------|---------|-------------------|---------|
| Valuation Inputs                                  | ​ | ​ | Assets                     | ​ | ​ | Liabilities       | ​ | ​ | Assets | ​ | ​ | Liabilities | ​ |
| Level 1—Price quotations in active markets  | ​ | ​ | ​                    | $       | — | ​           | ​ | ​ | ​ | $ | — | ​ | ​ | ​ | ​ | $ | — | ​ | ​ | ​ | ​ | $ | — | ​ | ​ |
| Level 2—Significant other observable inputs | ​ | ​ | ​                    | ​ | 8,024   | ​           | ​ | ​ | ​ | ​ | 676 | ​ | ​ | ​ | ​ | ​ | 20,521 | ​ | ​ | ​ | ​ | ​ | 867 | ​ | ​ |
| Level 3—Significant unobservable inputs     | ​ | ​ | ​                    | ​ | — | ​           | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Total                                             | ​ | ​ | ​                    | $       | 8,024   | ​           | ​ | ​ | ​ | $ | 676 | ​ | ​ | ​ | ​ | $ | 20,521 | ​ | ​ | ​ | ​ | $ | 867 | ​ | ​ |
| ​                                           |

----

TABLE OF CONTENTS

| ​                                                                                                                                                                                                | ​ | ​ | For the Three Months Ended March 31, 2019 | ​ |
|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------|---------|-------------------------------------------|---------|
| ​                                                                                                                                                                                                | ​ | ​ | Senior SecuredLoans— First Lien     | ​ | ​ | Senior SecuredLoans— Second Lien | ​ | ​ | SeniorSecured Bonds | ​ | ​ | Unsecured Debt | ​ | ​ | Preferred Equity | ​ | ​ | Equity/​Other | ​ | ​ | Total | ​ |
| Fair value at beginning of period                                                                                                                                                                      | ​ | ​ | ​                                   | $       | 761,125 | ​ | ​ | ​ | ​ | $ | 539,172 | ​ | ​ | ​ | ​ | $ | 456,575 | ​ | ​ | ​ | ​ | $ | 55,906 | ​ | ​ | ​ | ​ | $ | 498,167 | ​ | ​ | ​ | ​ | $ | 238,485 | ​ | ​ | ​ | ​ | $ | 2,549,430 | ​ | ​ |
| Accretion of discount (amortization of premium)                                                                                                                                                        | ​ | ​ | ​                                   | ​ | 276 | ​ | ​ | ​ | ​ | ​ | 279 | ​ | ​ | ​ | ​ | ​ | 604 | ​ | ​ | ​ | ​ | ​ | 137 | ​ | ​ | ​ | ​ | ​ | 2,638 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 3,934 | ​ | ​ |
| Net realized gain (loss)                                                                                                                                                                               | ​ | ​ | ​                                   | ​ | 154 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | (7,859) | ​ | ​ | ​ | ​ | ​ | (7,705) | ​ | ​ |
| Net change in unrealized appreciation (depreciation)                                                                                                                                                   | ​ | ​ | ​                                   | ​ | 15,249 | ​ | ​ | ​ | ​ | ​ | (3,814) | ​ | ​ | ​ | ​ | ​ | 2,844 | ​ | ​ | ​ | ​ | ​ | (5,040) | ​ | ​ | ​ | ​ | ​ | 28,607 | ​ | ​ | ​ | ​ | ​ | 23,783 | ​ | ​ | ​ | ​ | ​ | 61,629 | ​ | ​ |
| Purchases                                                                                                                                                                                              | ​ | ​ | ​                                   | ​ | 121,687 | ​ | ​ | ​ | ​ | ​ | 15,869 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 37 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 137,593 | ​ | ​ |
| Paid-in-kind interest                                                                                                                                                                                  | ​ | ​ | ​                                   | ​ | 304 | ​ | ​ | ​ | ​ | ​ | 1,095 | ​ | ​ | ​ | ​ | ​ | 268 | ​ | ​ | ​ | ​ | ​ | 244 | ​ | ​ | ​ | ​ | ​ | 344 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 2,255 | ​ | ​ |
| Sales and repayments                                                                                                                                                                                   | ​ | ​ | ​                                   | ​ | (57,284) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | (4,615) | ​ | ​ | ​ | ​ | ​ | (61,899) | ​ | ​ |
| Net transfers in or out of Level 3(1)                                                                                                                                                                  | ​ | ​ | ​                                   | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 95,000 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 95,000 | ​ | ​ |
| Fair value at end of period                                                                                                                                                                            | ​ | ​ | ​                                   | $       | 841,511 | ​ | ​ | ​ | ​ | $ | 552,601 | ​ | ​ | ​ | ​ | $ | 460,291 | ​ | ​ | ​ | ​ | $ | 146,247 | ​ | ​ | ​ | ​ | $ | 529,793 | ​ | ​ | ​ | ​ | $ | 249,794 | ​ | ​ | ​ | ​ | $ | 2,780,237 | ​ | ​ |
| The amount of total gains or losses for the period included in changes in net assets attributable to the change in unrealized gains or losses relating to investments still held at the reporting date | ​ | ​ | ​                                   | $       | 15,680 | ​ | ​ | ​ | ​ | $ | (3,814) | ​ | ​ | ​ | ​ | $ | 2,844 | ​ | ​ | ​ | ​ | $ | (5,040) | ​ | ​ | ​ | ​ | $ | 28,607 | ​ | ​ | ​ | ​ | $ | 13,198 | ​ | ​ | ​ | ​ | $ | 51,475 | ​ | ​ |
| ​                                                                                                                                                                                                |

----

TABLE OF CONTENTS

| ​                                                                                                                                                                                                | ​ | ​ | For the Three Months Ended March 31, 2018 | ​ |
|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------|---------|-------------------------------------------|---------|
| ​                                                                                                                                                                                                | ​ | ​ | Senior SecuredLoans— First Lien     | ​ | ​ | Senior SecuredLoans— Second Lien | ​ | ​ | SeniorSecured Bonds | ​ | ​ | Unsecured Debt | ​ | ​ | Preferred Equity | ​ | ​ | Equity/​Other | ​ | ​ | Total | ​ |
| Fair value at beginning of period(2)                                                                                                                                                                   | ​ | ​ | ​                                   | $       | 924,926 | ​ | ​ | ​ | ​ | $ | 796,524 | ​ | ​ | ​ | ​ | $ | 660,151 | ​ | ​ | ​ | ​ | $ | 1,203,524 | ​ | ​ | ​ | ​ | $ | 78,161 | ​ | ​ | ​ | ​ | $ | 294,974 | ​ | ​ | ​ | ​ | $ | 3,958,260 | ​ | ​ |
| Accretion of discount (amortization of premium)                                                                                                                                                        | ​ | ​ | ​                                   | ​ | 1,070 | ​ | ​ | ​ | ​ | ​ | 519 | ​ | ​ | ​ | ​ | ​ | 1,042 | ​ | ​ | ​ | ​ | ​ | 849 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 3,480 | ​ | ​ |
| Net realized gain (loss)                                                                                                                                                                               | ​ | ​ | ​                                   | ​ | (1,926) | ​ | ​ | ​ | ​ | ​ | (29,312) | ​ | ​ | ​ | ​ | ​ | (4,226) | ​ | ​ | ​ | ​ | ​ | (28,785) | ​ | ​ | ​ | ​ | ​ | (84) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | (64,333) | ​ | ​ |
| Net change in unrealized appreciation (depreciation)                                                                                                                                                   | ​ | ​ | ​                                   | ​ | (3,421) | ​ | ​ | ​ | ​ | ​ | (13,015) | ​ | ​ | ​ | ​ | ​ | (7,585) | ​ | ​ | ​ | ​ | ​ | (2,863) | ​ | ​ | ​ | ​ | ​ | 3,586 | ​ | ​ | ​ | ​ | ​ | (198) | ​ | ​ | ​ | ​ | ​ | (23,496) | ​ | ​ |
| Purchases                                                                                                                                                                                              | ​ | ​ | ​                                   | ​ | 146,200 | ​ | ​ | ​ | ​ | ​ | 14,403 | ​ | ​ | ​ | ​ | ​ | 24,371 | ​ | ​ | ​ | ​ | ​ | 76,596 | ​ | ​ | ​ | ​ | ​ | 2,486 | ​ | ​ | ​ | ​ | ​ | 3,777 | ​ | ​ | ​ | ​ | ​ | 267,833 | ​ | ​ |
| Paid-in-kind interest                                                                                                                                                                                  | ​ | ​ | ​                                   | ​ | 1,328 | ​ | ​ | ​ | ​ | ​ | 1,298 | ​ | ​ | ​ | ​ | ​ | 68 | ​ | ​ | ​ | ​ | ​ | 325 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 3,019 | ​ | ​ |
| Sales and repayments                                                                                                                                                                                   | ​ | ​ | ​                                   | ​ | (174,934) | ​ | ​ | ​ | ​ | ​ | (16,522) | ​ | ​ | ​ | ​ | ​ | (69,136) | ​ | ​ | ​ | ​ | ​ | (277,971) | ​ | ​ | ​ | ​ | ​ | (811) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | (539,374) | ​ | ​ |
| Net transfers in or out of Level 3                                                                                                                                                                     | ​ | ​ | ​                                   | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Fair value at end of period                                                                                                                                                                            | ​ | ​ | ​                                   | $       | 893,243 | ​ | ​ | ​ | ​ | $ | 753,895 | ​ | ​ | ​ | ​ | $ | 604,685 | ​ | ​ | ​ | ​ | $ | 971,675 | ​ | ​ | ​ | ​ | $ | 83,338 | ​ | ​ | ​ | ​ | $ | 298,553 | ​ | ​ | ​ | ​ | $ | 3,605,389 | ​ | ​ |
| The amount of total gains or losses for the period included in changes in net assets attributable to the change in unrealized gains or losses relating to investments still held at the reporting date | ​ | ​ | ​                                   | $       | (2,481) | ​ | ​ | ​ | ​ | $ | (34,532) | ​ | ​ | ​ | ​ | $ | (9,272) | ​ | ​ | ​ | ​ | $ | (18,319) | ​ | ​ | ​ | ​ | $ | 3,587 | ​ | ​ | ​ | ​ | $ | (2,018) | ​ | ​ | ​ | ​ | $ | (63,035) | ​ | ​ |
| ​                                                                                                                                                                                                |

----

TABLE OF CONTENTS

| Type of Investment                     | ​ | ​ | Fair Value at March 31, 2019 (Unaudited) | ​ | ​   | Valuation Technique(1) | ​ | ​ | Unobservable Input     | ​ | ​ | Range                                | ​ | ​ | WeightedAverage             | ​ |
|----------------------------------------|---------|---------|------------------------------------------|---------|-----------|------------------------|---------|---------|------------------------|---------|---------|--------------------------------------|---------|---------|-----------------------------|---------|
| Senior Secured Loans—First Lien  | ​ | ​ | ​                                  | $       | 806,643   | ​                | ​ | ​ | Market Comparables     | ​ | ​ | Market Yield (%)                     | ​ | ​ | 8.5%–23.5%            | ​ | ​ | 12.2% | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | EBITDA Multiples (x)                 | ​ | ​ | 7.3x–7.8x             | ​ | ​ | 7.5x | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Proved Reserves Multiples (Mmboe)    | ​ | ​ | $5.3 – $6.1           | ​ | ​ | $5.7 | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | PV-10 Multiples (x)                  | ​ | ​ | 0.5x–0.5x             | ​ | ​ | 0.5x | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | 34,868    | ​                | ​ | ​ | Other(2)               | ​ | ​ | Other(2)                             | ​ | ​ | N/A                         | ​ | ​ | N/A | ​ |
| Senior Secured Loans—Second Lien | ​ | ​ | ​                                  | ​ | 529,199   | ​                | ​ | ​ | Market Comparables     | ​ | ​ | Market Yield (%)                     | ​ | ​ | 9.0%–13.8%            | ​ | ​ | 11.4% | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | 13,338    | ​                | ​ | ​ | Discounted Cash Flow   | ​ | ​ | Discount Rate (%)                    | ​ | ​ | 9.5%–10.5%            | ​ | ​ | 10.0% | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | 10,064    | ​                | ​ | ​ | Other(2)               | ​ | ​ | Other(2)                             | ​ | ​ | N/A                         | ​ | ​ | N/A | ​ |
| Senior Secured Bonds                   | ​ | ​ | ​                                  | ​ | 460,291   | ​                | ​ | ​ | Market Comparables     | ​ | ​ | Market Yield (%)                     | ​ | ​ | 8.1%–13.5%            | ​ | ​ | 9.5% | ​ |
| Unsecured Debt                         | ​ | ​ | ​                                  | ​ | 146,247   | ​                | ​ | ​ | Market Comparables     | ​ | ​ | Market Yield (%)                     | ​ | ​ | 9.5% – 10.0%          | ​ | ​ | 9.8% | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | PV-10 Multiples (x)                  | ​ | ​ | 0.9x – 1.0x           | ​ | ​ | 0.9x | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Net Aircraft Book Value Multiple (x) | ​ | ​ | 1.0x – 1.0x           | ​ | ​ | 1.0x | ​ |
| Preferred Equity                       | ​ | ​ | ​                                  | ​ | 226,654   | ​                | ​ | ​ | Market Comparables     | ​ | ​ | Market Yield (%)                     | ​ | ​ | 9.5%–19.8%            | ​ | ​ | 10.0% | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | EBITDA Multiples (x)                 | ​ | ​ | 7.3x–12.3x            | ​ | ​ | 10.9x | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | PV-10 Multiples (x)                  | ​ | ​ | 15.3x–22.6x           | ​ | ​ | 19.0x | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Proved Reserves Multiples (Mmboe)    | ​ | ​ | $6.1–$6.1             | ​ | ​ | $6.1 | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | 296,366   | ​                | ​ | ​ | Discounted Cash Flow   | ​ | ​ | Discount Rate (%)                    | ​ | ​ | 9.5%–18.0%            | ​ | ​ | 14.3% | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | 6,773     | ​                | ​ | ​ | Other(2)               | ​ | ​ | Other(2)                             | ​ | ​ | N/A                         | ​ | ​ | N/A | ​ |
| Equity/Other                           | ​ | ​ | ​                                  | ​ | 218,310   | ​                | ​ | ​ | Market Comparables     | ​ | ​ | EBITDA Multiples (x)                 | ​ | ​ | 0.2x–9.3x             | ​ | ​ | 4.6x | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Production Multiples (Mboe/d)        | ​ | ​ | $26,250.0 – $37,500.0 | ​ | ​ | $32,382.6 | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Proved Reserves Multiples (Mmboe)    | ​ | ​ | $4.0–$13.5            | ​ | ​ | $6.9 | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Production Multiples (MMcfe/d)       | ​ | ​ | $3,450.0–$3,950.0     | ​ | ​ | $3,700.0 | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Proved Reserves Multiples (Bcfe)     | ​ | ​ | 0.9x–1.0x             | ​ | ​ | 1.0x | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | PV-10 Multiples (x)                  | ​ | ​ | 0.4x–1.4x             | ​ | ​ | 0.8x | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | 5,687     | ​                | ​ | ​ | Discounted Cash Flow   | ​ | ​ | Discount Rate (%)                    | ​ | ​ | 9.6%–30.5%            | ​ | ​ | 10.8% | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | 3,023     | ​                | ​ | ​ | Option Valuation Model | ​ | ​ | Volatility (%)                       | ​ | ​ | 27.0%–33.0%           | ​ | ​ | 30.0% | ​ |
| ​                                | ​ | ​ | ​                                  | ​ | 22,774    | ​                | ​ | ​ | Other(2)               | ​ | ​ | Other(2)                             | ​ | ​ | N/A                         | ​ | ​ | N/A | ​ |
| Total                                  | ​ | ​ | ​                                  | $       | 2,780,237 | ​                | ​ | ​ | ​                | ​ | ​ | ​                              | ​ | ​ | ​                     | ​ | ​ | ​ | ​ |
| ​                                |

----

TABLE OF CONTENTS

| Type of Investment                     | ​ | ​ | Fair Value at December 31, 2018 | ​ | ​   | Valuation Technique(1) | ​ | ​ | Unobservable Input     | ​ | ​ | Range                             | ​ | ​ | WeightedAverage           | ​ |
|----------------------------------------|---------|---------|---------------------------------|---------|-----------|------------------------|---------|---------|------------------------|---------|---------|-----------------------------------|---------|---------|---------------------------|---------|
| Senior Secured Loans—First Lien  | ​ | ​ | ​                         | $       | 726,328   | ​                | ​ | ​ | Market Comparables     | ​ | ​ | Market Yield (%)                  | ​ | ​ | 9.3%–17.5%          | ​ | ​ | 11.6% | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | EBITDA Multiples (x)              | ​ | ​ | 5.5x–8.0x           | ​ | ​ | 6.1x | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Proved Reserves Multiples (Mmboe) | ​ | ​ | $5.7–$7.3           | ​ | ​ | $6.5 | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | PV-10 Multiples (x)               | ​ | ​ | 0.5x–0.5x           | ​ | ​ | 0.5x | ​ |
| ​                                | ​ | ​ | ​                         | ​ | 34,797    | ​                | ​ | ​ | Other(2)               | ​ | ​ | Other(2)                          | ​ | ​ | N/A                       | ​ | ​ | N/A | ​ |
| Senior Secured Loans—Second Lien | ​ | ​ | ​                         | ​ | 519,478   | ​                | ​ | ​ | Market Comparables     | ​ | ​ | Market Yield (%)                  | ​ | ​ | 8.9%–13.8%          | ​ | ​ | 10.9% | ​ |
| ​                                | ​ | ​ | ​                         | ​ | 7,283     | ​                | ​ | ​ | Discounted Cash Flow   | ​ | ​ | Discount Rate (%)                 | ​ | ​ | 10.0%–11.0%         | ​ | ​ | 10.5% | ​ |
| ​                                | ​ | ​ | ​                         | ​ | 12,411    | ​                | ​ | ​ | Other(2)               | ​ | ​ | Other(2)                          | ​ | ​ | N/A                       | ​ | ​ | N/A | ​ |
| Senior Secured Bonds                   | ​ | ​ | ​                         | ​ | 456,575   | ​                | ​ | ​ | Market Comparables     | ​ | ​ | Market Yield (%)                  | ​ | ​ | 9.4%–13.6%          | ​ | ​ | 10.0% | ​ |
| Unsecured Debt                         | ​ | ​ | ​                         | ​ | 55,906    | ​                | ​ | ​ | Market Comparables     | ​ | ​ | Market Yield (%)                  | ​ | ​ | 11.0%–15.3%         | ​ | ​ | 13.2% | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | PV-10 Multiples (x)               | ​ | ​ | 0.9x–1.1x           | ​ | ​ | 1.0x | ​ |
| Preferred Equity                       | ​ | ​ | ​                         | ​ | 383,625   | ​                | ​ | ​ | Market Comparables     | ​ | ​ | Market Yield (%)                  | ​ | ​ | 10.0%–18.8%         | ​ | ​ | 10.5% | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | EBITDA Multiples (x)              | ​ | ​ | 7.5x–12.0x          | ​ | ​ | 10.8x | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Proved Reserves Multiples (Mmboe) | ​ | ​ | $6.7–$6.7           | ​ | ​ | $6.7 | ​ |
| ​                                | ​ | ​ | ​                         | ​ | 108,018   | ​                | ​ | ​ | Discounted Cash Flow   | ​ | ​ | Discount Rate (%)                 | ​ | ​ | 14.0%–18.0%         | ​ | ​ | 15.8% | ​ |
| ​                                | ​ | ​ | ​                         | ​ | 6,524     | ​                | ​ | ​ | Other(2)               | ​ | ​ | Other(2)                          | ​ | ​ | N/A                       | ​ | ​ | N/A | ​ |
| Equity/Other                           | ​ | ​ | ​                         | ​ | 220,605   | ​                | ​ | ​ | Market Comparables     | ​ | ​ | EBITDA Multiples (x)              | ​ | ​ | 0.2x–9.0x           | ​ | ​ | 6.5x | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Production Multiples (Mboe/d)     | ​ | ​ | $25,000.0–$38,750.0 | ​ | ​ | $29,476.4 | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Proved Reserves Multiples (Mmboe) | ​ | ​ | $3.5–$13.8          | ​ | ​ | $6.7 | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Production Multiples (MMcfe/d)    | ​ | ​ | $4,100.0–$4,600.0   | ​ | ​ | $4,350.0 | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Proved Reserves Multiples (Bcfe)  | ​ | ​ | 1.2x–1.3x           | ​ | ​ | 1.2x | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | PV-10 Multiples (x)               | ​ | ​ | 0.5x–2.3x           | ​ | ​ | 1.2x | ​ |
| ​                                | ​ | ​ | ​                         | ​ | ​   | ​                | ​ | ​ | ​                | ​ | ​ | Capacity Multiple ($/kW)          | ​ | ​ | $1,875.0–$2,125.0   | ​ | ​ | $2,000.0 | ​ |
| ​                                | ​ | ​ | ​                         | ​ | 5,294     | ​                | ​ | ​ | Discounted Cash Flow   | ​ | ​ | Discount Rate (%)                 | ​ | ​ | 11.8%–31.0%         | ​ | ​ | 13.5% | ​ |
| ​                                | ​ | ​ | ​                         | ​ | 890       | ​                | ​ | ​ | Option Valuation Model | ​ | ​ | Volatility (%)                    | ​ | ​ | 26.0%–34.0%         | ​ | ​ | 30.0% | ​ |
| ​                                | ​ | ​ | ​                         | ​ | 11,696    | ​                | ​ | ​ | Other(2)               | ​ | ​ | Other(2)                          | ​ | ​ | N/A                       | ​ | ​ | N/A | ​ |
| Total                                  | ​ | ​ | ​                         | $       | 2,549,430 | ​                | ​ | ​ | ​                | ​ | ​ | ​                           | ​ | ​ | ​                   | ​ | ​ | ​ | ​ |
| ​                                |

----

TABLE OF CONTENTS

| ​                 | ​ | ​ | As of March 31, 2019 (Unaudited) | ​ |
|-------------------------|---------|---------|----------------------------------|---------|
| Arrangement(1)          | ​ | ​ | Type of Arrangement              | ​ | ​ | Rate | ​ | ​ | AmountOutstanding | ​ | ​ | AmountAvailable | ​ | ​ | Maturity Date | ​ |
| Goldman Facility        | ​ | ​ | Term                             | ​ | ​ | L+3.72% | ​ | ​ | ​ | $ | 425,000 | ​ | ​ | ​ | ​ | $ | — | ​ | ​ | ​ | September 15, 2019 | ​ |
| JPMorgan Facility       | ​ | ​ | Revolving/Term                   | ​ | ​ | L+2.75% | ​ | ​ | ​ | ​ | 206,667 | ​ | ​ | ​ | ​ | ​ | 413,333 | ​ | ​ | ​ | February 16, 2023 | ​ |
| Senior Secured Notes(2) | ​ | ​ | Bond                             | ​ | ​ | 7.50% | ​ | ​ | ​ | ​ | 500,000 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | August 15, 2023 | ​ |
| Total                   | ​ | ​ | ​                          | ​ | ​ | ​ | ​ | ​ | ​ | $ | 1,131,667 | ​ | ​ | ​ | ​ | $ | 413,333 | ​ | ​ | ​ | ​ | ​ |
| ​                 |
| ​                 | ​ | ​ | As of December 31, 2018 | ​ |
|-------------------------|---------|---------|-------------------------|---------|
| Arrangement(1)          | ​ | ​ | Type of Arrangement     | ​ | ​ | Rate | ​ | ​ | AmountOutstanding | ​ | ​ | AmountAvailable | ​ | ​ | Maturity Date | ​ |
| Goldman Facility        | ​ | ​ | Term                    | ​ | ​ | L+3.72% | ​ | ​ | ​ | $ | 425,000 | ​ | ​ | ​ | ​ | $ | — | ​ | ​ | ​ | September 15, 2019 | ​ |
| JPMorgan Facility       | ​ | ​ | Revolving/Term          | ​ | ​ | L+2.75% | ​ | ​ | ​ | ​ | 206,667 | ​ | ​ | ​ | ​ | ​ | 413,333 | ​ | ​ | ​ | February 16, 2023 | ​ |
| Senior Secured Notes(2) | ​ | ​ | Bond                    | ​ | ​ | 7.50% | ​ | ​ | ​ | ​ | 500,000 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | August 15, 2023 | ​ |
| Total                   | ​ | ​ | ​                 | ​ | ​ | ​ | ​ | ​ | ​ | $ | 1,131,667 | ​ | ​ | ​ | ​ | $ | 413,333 | ​ | ​ | ​ | ​ | ​ |
| ​                 |
| ​                       | ​ | ​ | Three Months Ended March 31, | ​ |
|-------------------------------|---------|---------|------------------------------|---------|
| ​                       | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| Arrangement(1)                | ​ | ​ | Direct Interest Expense(2)   | ​ | ​ | Amortization of Deferred Financing Costs and Discount | ​ | ​ | Total Interest Expense | ​ | ​ | Direct Interest Expense(2) | ​ | ​ | Amortization of Deferred Financing Costs and Discount | ​ | ​ | Total Interest Expense | ​ |
| Goldman Facility              | ​ | ​ | ​                      | $       | 6,886 | ​ | ​ | ​ | ​ | $ | 159 | ​ | ​ | ​ | ​ | $ | 7,045 | ​ | ​ | ​ | ​ | $ | 5,632 | ​ | ​ | ​ | ​ | $ | 144 | ​ | ​ | ​ | ​ | $ | 5,776 | ​ | ​ |
| JPMorgan Facility             | ​ | ​ | ​                      | ​ | 3,942 | ​ | ​ | ​ | ​ | ​ | 379 | ​ | ​ | ​ | ​ | ​ | 4,321 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Senior Secured Notes          | ​ | ​ | ​                      | ​ | 9,375 | ​ | ​ | ​ | ​ | ​ | 998 | ​ | ​ | ​ | ​ | ​ | 10,373 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Barclays Credit Facility      | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 94 | ​ | ​ | ​ | ​ | ​ | 19 | ​ | ​ | ​ | ​ | ​ | 113 | ​ | ​ |
| BNP Facility                  | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 2,121 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 2,121 | ​ | ​ |
| Deutsche Bank Credit Facility | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 3,243 | ​ | ​ | ​ | ​ | ​ | 291 | ​ | ​ | ​ | ​ | ​ | 3,534 | ​ | ​ |
| Fortress Facility             | ​ | ​ | ​                      | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 2,486 | ​ | ​ | ​ | ​ | ​ | 77 | ​ | ​ | ​ | ​ | ​ | 2,563 | ​ | ​ |
| Total                         | ​ | ​ | ​                      | $       | 20,203 | ​ | ​ | ​ | ​ | $ | 1,536 | ​ | ​ | ​ | ​ | $ | 21,739 | ​ | ​ | ​ | ​ | $ | 13,576 | ​ | ​ | ​ | ​ | $ | 531 | ​ | ​ | ​ | ​ | $ | 14,107 | ​ | ​ |
| ​                       |

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS

| ​                                                                         | ​ | ​ | Three Months Ended March 31, 2019(Unaudited) | ​ | ​     | Year EndedDecember 31, 2018 | ​ |
|---------------------------------------------------------------------------------|---------|---------|----------------------------------------------|---------|-------------|-----------------------------|---------|
| Per Share Data:(1)                                                              | ​ | ​ | ​                                      | ​ | ​     | ​                     | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Net asset value, beginning of period                                            | ​ | ​ | ​                                      | $       | 6.01        | ​                     | ​ | ​ | ​ | $ | 6.65 | ​ | ​ |
| Results of operations(2)                                                        | ​ | ​ | ​                                      | ​ | ​     | ​                     | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Net investment income                                                           | ​ | ​ | ​                                      | ​ | 0.11        | ​                     | ​ | ​ | ​ | ​ | 0.42 | ​ | ​ |
| Net realized gain (loss) and unrealized appreciation (depreciation)             | ​ | ​ | ​                                      | ​ | 0.14        | ​                     | ​ | ​ | ​ | ​ | (0.56) | ​ | ​ |
| Net increase (decrease) in net assets resulting from operations                 | ​ | ​ | ​                                      | ​ | 0.25        | ​                     | ​ | ​ | ​ | ​ | (0.14) | ​ | ​ |
| Shareholder distributions(3)                                                    | ​ | ​ | ​                                      | ​ | ​     | ​                     | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Distributions from net investment income                                        | ​ | ​ | ​                                      | ​ | (0.13)      | ​                     | ​ | ​ | ​ | ​ | (0.50) | ​ | ​ |
| Net decrease in net assets resulting from shareholder distributions             | ​ | ​ | ​                                      | ​ | (0.13)      | ​                     | ​ | ​ | ​ | ​ | (0.50) | ​ | ​ |
| Capital share transactions                                                      | ​ | ​ | ​                                      | ​ | ​     | ​                     | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Issuance of common shares(4)                                                    | ​ | ​ | ​                                      | ​ | —     | ​                     | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Repurchases of common shares(5)                                                 | ​ | ​ | ​                                      | ​ | —     | ​                     | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Net increase (decrease) in net assets resulting from capital share transactions | ​ | ​ | ​                                      | ​ | —     | ​                     | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Net asset value, end of period                                                  | ​ | ​ | ​                                      | $       | 6.13        | ​                     | ​ | ​ | ​ | $ | 6.01 | ​ | ​ |
| Shares outstanding, end of period                                               | ​ | ​ | ​                                      | ​ | 439,854,096 | ​                     | ​ | ​ | ​ | ​ | 440,451,167 | ​ | ​ |
| Total return(6)                                                                 | ​ | ​ | ​                                      | ​ | 4.09%       | ​                     | ​ | ​ | ​ | ​ | (2.49)% | ​ | ​ |
| Total return (without assuming reinvestment of distributions)(6)                | ​ | ​ | ​                                      | ​ | 4.16%       | ​                     | ​ | ​ | ​ | ​ | (2.11)% | ​ | ​ |
| Ratio/Supplemental Data:                                                        | ​ | ​ | ​                                      | ​ | ​     | ​                     | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| Net assets, end of period                                                       | ​ | ​ | ​                                      | $       | 2,697,928   | ​                     | ​ | ​ | ​ | $ | 2,648,186 | ​ | ​ |
| Ratio of net investment income to average net assets(7)                         | ​ | ​ | ​                                      | ​ | 7.09%       | ​                     | ​ | ​ | ​ | ​ | 6.40% | ​ | ​ |
| Ratio of total operating expenses to average net assets(7)                      | ​ | ​ | ​                                      | ​ | 6.30%       | ​                     | ​ | ​ | ​ | ​ | 5.19% | ​ | ​ |
| Portfolio turnover(8)                                                           | ​ | ​ | ​                                      | ​ | 7.00%       | ​                     | ​ | ​ | ​ | ​ | 51.25% | ​ | ​ |
| Total amount of senior securities outstanding, exclusive of treasury securities | ​ | ​ | ​                                      | $       | 1,131,667   | ​                     | ​ | ​ | ​ | $ | 1,131,667 | ​ | ​ |
| Asset coverage per unit(9)                                                      | ​ | ​ | ​                                      | ​ | 3.38        | ​                     | ​ | ​ | ​ | ​ | 3.34 | ​ | ​ |

----

TABLE OF CONTENTS

| ​                                         | ​ | ​ | Three Months Ended March 31, 2019(Unaudited) | ​ | ​ | Year EndedDecember 31, 2018 | ​ |
|-------------------------------------------------|---------|---------|----------------------------------------------|---------|---------|-----------------------------|---------|
| Ratio of interest expense to average net assets | ​ | ​ | ​                                      | ​ | 3.29%   | ​                     | ​ | ​ | ​ | ​ | 2.30% | ​ | ​ |

----

TABLE OF CONTENTS​

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS

| Net Investment Activity | ​ | ​ | For the Three Months Ended March 31, 2019 | ​ | ​   | For the Year Ended December 31, 2018 | ​ |
|-------------------------|---------|---------|-------------------------------------------|---------|-----------|--------------------------------------|---------|
| Purchases               | ​ | ​ | ​                                   | $       | 264,630   | ​                              | ​ | ​ | ​ | $ | 1,915,034 | ​ | ​ |
| Sales and Repayments    | ​ | ​ | ​                                   | ​ | (351,442) | ​                              | ​ | ​ | ​ | ​ | (1,948,414) | ​ | ​ |
| Net Portfolio Activity  | ​ | ​ | ​                                   | $       | (86,812)  | ​                              | ​ | ​ | ​ | $ | (33,380) | ​ | ​ |
| ​                 |

----

TABLE OF CONTENTS

| ​                                | ​ | ​ | For the Three Months Ended March 31, 2019 | ​ | ​ | For the Year Ended December 31, 2018 | ​ |
|----------------------------------------|---------|---------|-------------------------------------------|---------|---------|--------------------------------------|---------|
| New Investment Activity by Asset Class | ​ | ​ | Purchases                                 | ​ | ​ | Percentage                           | ​ | ​ | Purchases | ​ | ​ | Percentage | ​ |
| Senior Secured Loans—First Lien  | ​ | ​ | ​                                   | $       | 237,254 | ​                              | ​ | ​ | ​ | ​ | 90% | ​ | ​ | ​ | ​ | $ | 743,640 | ​ | ​ | ​ | ​ | ​ | 39% | ​ | ​ |
| Senior Secured Loans—Second Lien | ​ | ​ | ​                                   | ​ | 15,869  | ​                              | ​ | ​ | ​ | ​ | 6% | ​ | ​ | ​ | ​ | ​ | 128,292 | ​ | ​ | ​ | ​ | ​ | 7% | ​ | ​ |
| Senior Secured Bonds                   | ​ | ​ | ​                                   | ​ | — | ​                              | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 118,587 | ​ | ​ | ​ | ​ | ​ | 6% | ​ | ​ |
| Unsecured Debt                         | ​ | ​ | ​                                   | ​ | 11,470  | ​                              | ​ | ​ | ​ | ​ | 4% | ​ | ​ | ​ | ​ | ​ | 368,741 | ​ | ​ | ​ | ​ | ​ | 19% | ​ | ​ |
| Preferred Equity                       | ​ | ​ | ​                                   | ​ | 37      | ​                              | ​ | ​ | ​ | ​ | 0% | ​ | ​ | ​ | ​ | ​ | 415,370 | ​ | ​ | ​ | ​ | ​ | 22% | ​ | ​ |
| Equity/Other                           | ​ | ​ | ​                                   | ​ | — | ​                              | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 140,404 | ​ | ​ | ​ | ​ | ​ | 7% | ​ | ​ |
| Total                                  | ​ | ​ | ​                                   | $       | 264,630 | ​                              | ​ | ​ | ​ | ​ | 100% | ​ | ​ | ​ | ​ | $ | 1,915,034 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ |
| ​                                |
| ​                                | ​ | ​ | March 31, 2019 (Unaudited) | ​ | ​   | December 31, 2018 | ​ |
|----------------------------------------|---------|---------|----------------------------|---------|-----------|-------------------|---------|
| ​                                | ​ | ​ | Amortized Cost(1)          | ​ | ​   | Fair Value        | ​ | ​ | Percentageof Portfolio | ​ | ​ | Amortized Cost(1) | ​ | ​ | Fair Value | ​ | ​ | Percentageof Portfolio | ​ |
| Senior Secured Loans—First Lien  | ​ | ​ | ​                    | $       | 1,362,987 | ​           | ​ | ​ | ​ | $ | 1,328,352 | ​ | ​ | ​ | ​ | ​ | 36% | ​ | ​ | ​ | ​ | $ | 1,231,279 | ​ | ​ | ​ | ​ | $ | 1,176,881 | ​ | ​ | ​ | ​ | ​ | 32% | ​ | ​ |
| Senior Secured Loans—Second Lien | ​ | ​ | ​                    | ​ | 690,279   | ​           | ​ | ​ | ​ | ​ | 594,388 | ​ | ​ | ​ | ​ | ​ | 16% | ​ | ​ | ​ | ​ | ​ | 673,014 | ​ | ​ | ​ | ​ | ​ | 580,144 | ​ | ​ | ​ | ​ | ​ | 16% | ​ | ​ |
| Senior Secured Bonds                   | ​ | ​ | ​                    | ​ | 498,728   | ​           | ​ | ​ | ​ | ​ | 497,095 | ​ | ​ | ​ | ​ | ​ | 14% | ​ | ​ | ​ | ​ | ​ | 497,970 | ​ | ​ | ​ | ​ | ​ | 491,916 | ​ | ​ | ​ | ​ | ​ | 13% | ​ | ​ |
| Unsecured Debt                         | ​ | ​ | ​                    | ​ | 573,945   | ​           | ​ | ​ | ​ | ​ | 486,867 | ​ | ​ | ​ | ​ | ​ | 13% | ​ | ​ | ​ | ​ | ​ | 797,146 | ​ | ​ | ​ | ​ | ​ | 706,090 | ​ | ​ | ​ | ​ | ​ | 19% | ​ | ​ |
| Preferred Equity                       | ​ | ​ | ​                    | ​ | 557,669   | ​           | ​ | ​ | ​ | ​ | 533,482 | ​ | ​ | ​ | ​ | ​ | 14% | ​ | ​ | ​ | ​ | ​ | 554,652 | ​ | ​ | ​ | ​ | ​ | 502,594 | ​ | ​ | ​ | ​ | ​ | 13% | ​ | ​ |
| Equity/Other                           | ​ | ​ | ​                    | ​ | 481,968   | ​           | ​ | ​ | ​ | ​ | 273,765 | ​ | ​ | ​ | ​ | ​ | 7% | ​ | ​ | ​ | ​ | ​ | 494,442 | ​ | ​ | ​ | ​ | ​ | 264,327 | ​ | ​ | ​ | ​ | ​ | 7% | ​ | ​ |
| Total                                  | ​ | ​ | ​                    | $       | 4,165,576 | ​           | ​ | ​ | ​ | $ | 3,713,949 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ | ​ | ​ | $ | 4,248,503 | ​ | ​ | ​ | ​ | $ | 3,721,952 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ |
| ​                                |
| ​                                                                                                       | ​ | ​ | March 31, 2019 | ​ | ​ | December 31, 2018 | ​ |
|---------------------------------------------------------------------------------------------------------------|---------|---------|----------------|---------|---------|-------------------|---------|
| Number of Portfolio Companies                                                                                 | ​ | ​ | ​        | ​ | 79      | ​           | ​ | ​ | ​ | ​ | 79 | ​ | ​ |
| % Variable Rate (based on fair value)                                                                         | ​ | ​ | ​        | ​ | 43.3%   | ​           | ​ | ​ | ​ | ​ | 39.0% | ​ | ​ |
| % Fixed Rate (based on fair value)                                                                            | ​ | ​ | ​        | ​ | 35.0%   | ​           | ​ | ​ | ​ | ​ | 40.4% | ​ | ​ |
| % Income Producing Preferred Equity and Equity/Other Investments (based on fair value)                        | ​ | ​ | ​        | ​ | 13.0%   | ​           | ​ | ​ | ​ | ​ | 12.2% | ​ | ​ |
| % Non-Income Producing Preferred Equity and Equity/Other Investments (based on fair value)                    | ​ | ​ | ​        | ​ | 8.7%    | ​           | ​ | ​ | ​ | ​ | 8.4% | ​ | ​ |
| Weighted Average Annual EBITDA of Portfolio Companies                                                         | ​ | ​ | ​        | $       | 204,502 | ​           | ​ | ​ | ​ | $ | 202,135 | ​ | ​ |
| Weighted Average Purchase Price of Debt Investments (as a % of par value)                                     | ​ | ​ | ​        | ​ | 97.1%   | ​           | ​ | ​ | ​ | ​ | 97.7% | ​ | ​ |
| % of Investments on Non-Accrual (based on fair value)                                                         | ​ | ​ | ​        | ​ | 1.6%    | ​           | ​ | ​ | ​ | ​ | 1.9% | ​ | ​ |
| Gross Portfolio Yield Prior to Leverage (based on amortized cost)                                             | ​ | ​ | ​        | ​ | 8.3%    | ​           | ​ | ​ | ​ | ​ | 8.1% | ​ | ​ |
| Gross Portfolio Yield Prior to Leverage (based on amortized cost)—Excluding Non-Income Producing Assets | ​ | ​ | ​        | ​ | 10.3%   | ​           | ​ | ​ | ​ | ​ | 10.1% | ​ | ​ |

----

TABLE OF CONTENTS

| New Direct Originations                            | ​ | ​ | For the Three Months Ended March 31, 2019 | ​ | ​  | For the Year Ended December 31, 2018 | ​ |
|----------------------------------------------------|---------|---------|-------------------------------------------|---------|----------|--------------------------------------|---------|
| Total Commitments (including unfunded commitments) | ​ | ​ | ​                                   | $       | 100,000  | ​                              | ​ | ​ | ​ | $ | 828,509 | ​ | ​ |
| Exited Investments (including partial paydowns)    | ​ | ​ | ​                                   | ​ | (25,730) | ​                              | ​ | ​ | ​ | ​ | (340,064) | ​ | ​ |
| Net Direct Originations                            | ​ | ​ | ​                                   | $       | 74,270   | ​                              | ​ | ​ | ​ | $ | 488,445 | ​ | ​ |
| ​                                            |
| ​                                                                 | ​ | ​ | For the Three Months Ended March 31, 2019 | ​ | ​ | For the Year EndedDecember 31, 2018 | ​ |
|-------------------------------------------------------------------------|---------|---------|-------------------------------------------|---------|---------|-------------------------------------|---------|
| New Direct Originations by Asset Class (including Unfunded Commitments) | ​ | ​ | Commitment Amount                         | ​ | ​ | Percentage                          | ​ | ​ | Commitment Amount | ​ | ​ | Percentage | ​ |
| Senior Secured Loans—First Lien                                   | ​ | ​ | ​                                   | $       | 90,000  | ​                             | ​ | ​ | ​ | ​ | 90% | ​ | ​ | ​ | ​ | $ | 287,473 | ​ | ​ | ​ | ​ | ​ | 35% | ​ | ​ |
| Senior Secured Loans—Second Lien                                  | ​ | ​ | ​                                   | ​ | 10,000  | ​                             | ​ | ​ | ​ | ​ | 10% | ​ | ​ | ​ | ​ | ​ | 109,031 | ​ | ​ | ​ | ​ | ​ | 13% | ​ | ​ |
| Senior Secured Bonds                                                    | ​ | ​ | ​                                   | ​ | — | ​                             | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Unsecured Debt                                                          | ​ | ​ | ​                                   | ​ | — | ​                             | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 13,636 | ​ | ​ | ​ | ​ | ​ | 2% | ​ | ​ |
| Preferred Equity                                                        | ​ | ​ | ​                                   | ​ | — | ​                             | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 403,151 | ​ | ​ | ​ | ​ | ​ | 48% | ​ | ​ |
| Equity/Other                                                            | ​ | ​ | ​                                   | ​ | — | ​                             | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | 15,218 | ​ | ​ | ​ | ​ | ​ | 2% | ​ | ​ |
| Total                                                                   | ​ | ​ | ​                                   | $       | 100,000 | ​                             | ​ | ​ | ​ | ​ | 100% | ​ | ​ | ​ | ​ | $ | 828,509 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ |
| ​                                                                 |
| ​                                                                                                                                                   | ​ | ​ | For the Three Months Ended March 31, 2019 | ​ | ​ | For the Year EndedDecember 31, 2018 | ​ |
|-----------------------------------------------------------------------------------------------------------------------------------------------------------|---------|---------|-------------------------------------------|---------|---------|-------------------------------------|---------|
| Average New Direct Origination Commitment Amount                                                                                                          | ​ | ​ | ​                                   | $       | 50,000  | ​                             | ​ | ​ | ​ | $ | 29,590 | ​ | ​ |
| Weighted Average Maturity for New Direct Originations                                                                                                     | ​ | ​ | ​                                   | ​ | 1/22/24 | ​                             | ​ | ​ | ​ | ​ | 2/11/24 | ​ | ​ |
| Gross Portfolio Yield Prior to Leverage (based on amortized cost) of Direct Originations Funded during Period                                             | ​ | ​ | ​                                   | ​ | 10.7%   | ​                             | ​ | ​ | ​ | ​ | 11.1% | ​ | ​ |
| Gross Portfolio Yield Prior to Leverage (based on amortized cost) of Direct Originations Funded during Period—Excluding Non-Income Producing Assets | ​ | ​ | ​                                   | ​ | 10.7%   | ​                             | ​ | ​ | ​ | ​ | 11.2% | ​ | ​ |
| Gross Portfolio Yield Prior to Leverage (based on amortized cost) of Direct Originations Exited during Period                                             | ​ | ​ | ​                                   | ​ | 5.8%    | ​                             | ​ | ​ | ​ | ​ | 10.6% | ​ | ​ |
| Characteristics of All Direct Originations held in Portfolio                                                                                      | ​ | ​ | March 31, 2019 | ​ | ​ | December 31, 2018 | ​ |
|---------------------------------------------------------------------------------------------------------------------------------------------------|---------|---------|----------------|---------|---------|-------------------|---------|
| Number of Portfolio Companies                                                                                                                     | ​ | ​ | ​        | ​ | 49      | ​           | ​ | ​ | ​ | ​ | 47 | ​ | ​ |
| Weighted Average Annual EBITDA of Portfolio Companies                                                                                             | ​ | ​ | ​        | $       | 207,592 | ​           | ​ | ​ | ​ | $ | 190,915 | ​ | ​ |
| Weighted Average Leverage Through Tranche of Portfolio Companies—Excluding Equity/Other Securities                                          | ​ | ​ | ​        | ​ | 4.7x    | ​           | ​ | ​ | ​ | ​ | 4.4x | ​ | ​ |
| % of Investments on Non-Accrual (based on fair value)                                                                                             | ​ | ​ | ​        | ​ | 2.1%    | ​           | ​ | ​ | ​ | ​ | 2.7% | ​ | ​ |
| Gross Portfolio Yield Prior to Leverage (based on amortized cost) of Funded Direct Originations                                                   | ​ | ​ | ​        | ​ | 8.4%    | ​           | ​ | ​ | ​ | ​ | 8.2% | ​ | ​ |
| Gross Portfolio Yield Prior to Leverage (based on amortized cost) of Funded Direct Originations—Excluding Non-Income Producing Assets  | ​ | ​ | ​        | ​ | 10.9%   | ​           | ​ | ​ | ​ | ​ | 10.9% | ​ | ​ |

----

TABLE OF CONTENTS

| ​                           | ​ | ​ | March 31, 2019 | ​ | ​   | December 31, 2018       | ​ |
|-----------------------------------|---------|---------|----------------|---------|-----------|-------------------------|---------|
| Portfolio Composition by Strategy | ​ | ​ | Fair Value     | ​ | ​   | Percentage of Portfolio | ​ | ​ | Fair Value | ​ | ​ | Percentage of Portfolio | ​ |
| Direct Originations               | ​ | ​ | ​        | $       | 2,780,210 | ​                 | ​ | ​ | ​ | ​ | 75% | ​ | ​ | ​ | ​ | $ | 2,644,594 | ​ | ​ | ​ | ​ | ​ | 71% | ​ | ​ |
| Broadly Syndicated/Other          | ​ | ​ | ​        | ​ | 933,739   | ​                 | ​ | ​ | ​ | ​ | 25% | ​ | ​ | ​ | ​ | ​ | 1,077,358 | ​ | ​ | ​ | ​ | ​ | 29% | ​ | ​ |
| Total                             | ​ | ​ | ​        | $       | 3,713,949 | ​                 | ​ | ​ | ​ | ​ | 100% | ​ | ​ | ​ | ​ | $ | 3,721,952 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ |
| ​                           |
| ​ | InvestmentRating | ​ | ​ | Summary Description                                                                                                                                            | ​ |
|---------|------------------|---------|---------|----------------------------------------------------------------------------------------------------------------------------------------------------------------|---------|
| ​ | 1                | ​ | ​ | Investment exceeding expectations and/or capital gain expected.                                                                                                | ​ |
| ​ | 2                | ​ | ​ | Performing investment generally executing in accordance with the portfolio company’s business plan—full return of principal and interest expected. | ​ |
| ​ | 3                | ​ | ​ | Performing investment requiring closer monitoring.                                                                                                             | ​ |
| ​ | 4                | ​ | ​ | Underperforming investment—some loss of interest or dividend possible, but still expecting a positive return on investment.                              | ​ |
| ​ | 5                | ​ | ​ | Underperforming investment with expected loss of interest and some principal.                                                                                  | ​ |
| ​           | ​ | ​ | March 31, 2019 | ​ | ​   | December 31, 2018      | ​ |
|-------------------|---------|---------|----------------|---------|-----------|------------------------|---------|
| Investment Rating | ​ | ​ | Fair Value     | ​ | ​   | Percentageof Portfolio | ​ | ​ | Fair Value | ​ | ​ | Percentageof Portfolio | ​ |
| 1                 | ​ | ​ | ​        | $       | —   | ​                | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | $ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| 2                 | ​ | ​ | ​        | ​ | 3,147,174 | ​                | ​ | ​ | ​ | ​ | 85% | ​ | ​ | ​ | ​ | ​ | 3,143,439 | ​ | ​ | ​ | ​ | ​ | 84% | ​ | ​ |
| 3                 | ​ | ​ | ​        | ​ | 306,563   | ​                | ​ | ​ | ​ | ​ | 8% | ​ | ​ | ​ | ​ | ​ | 446,877 | ​ | ​ | ​ | ​ | ​ | 12% | ​ | ​ |
| 4                 | ​ | ​ | ​        | ​ | —   | ​                | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| 5                 | ​ | ​ | ​        | ​ | 260,212   | ​                | ​ | ​ | ​ | ​ | 7% | ​ | ​ | ​ | ​ | ​ | 131,636 | ​ | ​ | ​ | ​ | ​ | 4% | ​ | ​ |
| Total             | ​ | ​ | ​        | $       | 3,713,949 | ​                | ​ | ​ | ​ | ​ | 100% | ​ | ​ | ​ | ​ | $ | 3,721,952 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ |
| ​           |

----

TABLE OF CONTENTS

| ​                      | ​ | ​ | Three Months Ended March 31, | ​ |
|------------------------------|---------|---------|------------------------------|---------|
| ​                      | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| ​                      | ​ | ​ | Amount                       | ​ | ​ | Percentage of Total Income | ​ | ​ | Amount | ​ | ​ | Percentage of Total Income | ​ |
| Interest income              | ​ | ​ | ​                      | $       | 84,645 | ​ | ​ | ​ | ​ | ​ | 96% | ​ | ​ | ​ | ​ | $ | 77,898 | ​ | ​ | ​ | ​ | ​ | 87% | ​ | ​ |
| Paid-in-kind interest income | ​ | ​ | ​                      | ​ | 2,255 | ​ | ​ | ​ | ​ | ​ | 2% | ​ | ​ | ​ | ​ | ​ | 3,019 | ​ | ​ | ​ | ​ | ​ | 3% | ​ | ​ |
| Fee income                   | ​ | ​ | ​                      | ​ | 1,513 | ​ | ​ | ​ | ​ | ​ | 2% | ​ | ​ | ​ | ​ | ​ | 9,056 | ​ | ​ | ​ | ​ | ​ | 10% | ​ | ​ |
| Total investment income(1)   | ​ | ​ | ​                      | $       | 88,413 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ | ​ | ​ | $ | 89,973 | ​ | ​ | ​ | ​ | ​ | 100% | ​ | ​ |
| ​                      |
| ​                                                         | ​ | ​ | Three Months Ended March 31, | ​ |
|-----------------------------------------------------------------|---------|---------|------------------------------|---------|
| ​                                                         | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| Management fees                                                 | ​ | ​ | ​                      | $       | 17,048 | ​ | ​ | ​ | ​ | $ | 18,298 | ​ | ​ |
| Administrative services expenses                                | ​ | ​ | ​                      | ​ | 793 | ​ | ​ | ​ | ​ | ​ | 793 | ​ | ​ |
| Share transfer agent fees                                       | ​ | ​ | ​                      | ​ | 693 | ​ | ​ | ​ | ​ | ​ | 643 | ​ | ​ |
| Accounting and administrative fees                              | ​ | ​ | ​                      | ​ | 272 | ​ | ​ | ​ | ​ | ​ | 361 | ​ | ​ |
| Interest expense                                                | ​ | ​ | ​                      | ​ | 21,739 | ​ | ​ | ​ | ​ | ​ | 14,107 | ​ | ​ |
| Trustees’ fees                                            | ​ | ​ | ​                      | ​ | 188 | ​ | ​ | ​ | ​ | ​ | 450 | ​ | ​ |
| Expenses associated with our independent audit and related fees | ​ | ​ | ​                      | ​ | 104 | ​ | ​ | ​ | ​ | ​ | 79 | ​ | ​ |
| Legal fees                                                      | ​ | ​ | ​                      | ​ | 139 | ​ | ​ | ​ | ​ | ​ | 99 | ​ | ​ |
| Printing fees                                                   | ​ | ​ | ​                      | ​ | 294 | ​ | ​ | ​ | ​ | ​ | 244 | ​ | ​ |
| Other                                                           | ​ | ​ | ​                      | ​ | 364 | ​ | ​ | ​ | ​ | ​ | 511 | ​ | ​ |
| Total operating expenses                                        | ​ | ​ | ​                      | ​ | 41,634 | ​ | ​ | ​ | ​ | ​ | 35,585 | ​ | ​ |
| Less: Management fees waiver                                    | ​ | ​ | ​                      | ​ | (200) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Net operating expenses                                          | ​ | ​ | ​                      | $       | 41,434 | ​ | ​ | ​ | ​ | $ | 35,585 | ​ | ​ |
| ​                                                         |

----

TABLE OF CONTENTS

| ​                                                                           | ​ | ​ | Three Months Ended March 31, | ​ |
|-----------------------------------------------------------------------------------|---------|---------|------------------------------|---------|
| ​                                                                           | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| Ratio of operating expenses to average net assets                                 | ​ | ​ | ​                      | ​ | 1.58% | ​ | ​ | ​ | ​ | ​ | 1.21% | ​ | ​ |
| Ratio of management fee waiver to average net assets                              | ​ | ​ | ​                      | ​ | (0.01)% | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Ratio of net operating expenses to average net assets                             | ​ | ​ | ​                      | ​ | 1.57% | ​ | ​ | ​ | ​ | ​ | 1.21% | ​ | ​ |
| Ratio of interest expense to average net assets                                   | ​ | ​ | ​                      | ​ | (0.82)% | ​ | ​ | ​ | ​ | ​ | (0.48)% | ​ | ​ |
| Ratio of net operating expenses to average net assets, excluding certain expenses | ​ | ​ | ​                      | ​ | 0.75% | ​ | ​ | ​ | ​ | ​ | 0.73% | ​ | ​ |
| ​                                                                           |
| ​                                    | ​ | ​ | Three Months Ended March 31, | ​ |
|--------------------------------------------|---------|---------|------------------------------|---------|
| ​                                    | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| Net realized gain (loss) on investments(1) | ​ | ​ | ​                      | $       | (3,274) | ​ | ​ | ​ | ​ | $ | (67,880) | ​ | ​ |
| Net realized gain (loss) on swap contracts | ​ | ​ | ​                      | ​ | 1,531 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Total net realized gain (loss)             | ​ | ​ | ​                      | $       | (1,743) | ​ | ​ | ​ | ​ | $ | (67,880) | ​ | ​ |
| ​                                    |
| ​                                                                  | ​ | ​ | Three Months Ended March 31, | ​ |
|--------------------------------------------------------------------------|---------|---------|------------------------------|---------|
| ​                                                                  | ​ | ​ | 2019                         | ​ | ​ | 2018 | ​ |
| Net change in unrealized appreciation (depreciation) on investments      | ​ | ​ | ​                      | $       | 74,924 | ​ | ​ | ​ | ​ | $ | (25,716) | ​ | ​ |
| Net change in unrealized appreciation (depreciation) on swap contracts   | ​ | ​ | ​                      | ​ | (12,306) | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Net change in unrealized appreciation (depreciation) on foreign currency | ​ | ​ | ​                      | ​ | 1 | ​ | ​ | ​ | ​ | ​ | 1 | ​ | ​ |
| Total net change in unrealized appreciation (depreciation)               | ​ | ​ | ​                      | $       | 62,619 | ​ | ​ | ​ | ​ | $ | (25,715) | ​ | ​ |
| ​                                                                  |

----

TABLE OF CONTENTS

| Arrangement(1)          | ​ | ​ | Type of Arrangement | ​ | ​ | Rate    | ​ | ​ | AmountOutstanding | ​ | ​   | AmountAvailable | ​ | ​ | Maturity Date | ​ |
|-------------------------|---------|---------|---------------------|---------|---------|---------|---------|---------|-------------------|---------|-----------|-----------------|---------|---------|---------------|---------|
| Goldman Facility        | ​ | ​ | Term                | ​ | ​ | L+3.72% | ​ | ​ | ​           | $       | 425,000   | ​         | ​ | ​ | ​       | $       | — | ​ | ​ | ​ | September 15, 2019 | ​ |
| JPMorgan Facility       | ​ | ​ | Revolving/Term      | ​ | ​ | L+2.75% | ​ | ​ | ​           | ​ | 206,667   | ​         | ​ | ​ | ​       | ​ | 413,333 | ​ | ​ | ​ | February 16, 2023 | ​ |
| Senior Secured Notes(2) | ​ | ​ | Bond                | ​ | ​ | 7.50%   | ​ | ​ | ​           | ​ | 500,000   | ​         | ​ | ​ | ​       | ​ | — | ​ | ​ | ​ | August 15, 2023 | ​ |
| Total                   | ​ | ​ | ​             | ​ | ​ | ​ | ​ | ​ | ​           | $       | 1,131,667 | ​         | ​ | ​ | ​       | $       | 413,333 | ​ | ​ | ​ | ​ | ​ |

----

TABLE OF CONTENTS

| ​                    | ​ | ​ | Distribution | ​ |
|----------------------------|---------|---------|--------------|---------|
| For the Three Months Ended | ​ | ​ | Per Share    | ​ | ​ | Amount | ​ |
| Fiscal 2018                | ​ | ​ | ​      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| March 31, 2018             | ​ | ​ | ​      | $       | 0.12500 | ​ | ​ | ​ | ​ | $ | 54,823 | ​ | ​ |
| Fiscal 2019                | ​ | ​ | ​      | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
| March 31, 2019             | ​ | ​ | ​      | $       | 0.12500 | ​ | ​ | ​ | ​ | $ | 54,616 | ​ | ​ |

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS

----

TABLE OF CONTENTS​

| ​                 | ​ | ​ | ​            | ​ | ​ | Payments Due By Period | ​ |
|-------------------------|---------|---------|--------------------|---------|---------|------------------------|---------|
| ​                 | ​ | ​ | Maturity Date(1)   | ​ | ​ | Total                  | ​ | ​ | Less than1 year | ​ | ​ | 1–3 years | ​ | ​ | 3–5 years | ​ | ​ | More than5 years | ​ |
| Goldman Facility(2)     | ​ | ​ | September 15, 2019 | ​ | ​ | ​                | $       | 425,000 | ​ | ​ | ​ | ​ | $ | 425,000 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| JPMorgan Facility(3)    | ​ | ​ | February 16, 2023  | ​ | ​ | ​                | $       | 206,667 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | $ | 206,667 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Senior Secured Notes(2) | ​ | ​ | August 15, 2023    | ​ | ​ | ​                | $       | 500,000 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | $ | 500,000 | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |

----

TABLE OF CONTENTS​

| Basis Point Change in Interest Rates | ​ | ​ | Increase (Decrease) in Interest Income | ​ | ​  | Increase(Decrease) in Interest Expense | ​ | ​ | Increase(Decrease) in Net Interest Income | ​ | ​ | PercentageChange in Net Interest Income | ​ |
|--------------------------------------|---------|---------|----------------------------------------|---------|----------|----------------------------------------|---------|---------|-------------------------------------------|---------|---------|-----------------------------------------|---------|
| Down 100 basis points                | ​ | ​ | ​                                | $       | (15,814) | ​                                | ​ | ​ | ​                                   | $       | (6,153) | ​                                 | ​ | ​ | ​ | $ | (9,661) | ​ | ​ | ​ | ​ | ​ | (3.6)% | ​ | ​ |
| No change                            | ​ | ​ | ​                                | ​ | —  | ​                                | ​ | ​ | ​                                   | ​ | — | ​                                 | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Up 100 basis points                  | ​ | ​ | ​                                | $       | 15,814   | ​                                | ​ | ​ | ​                                   | $       | 6,153   | ​                                 | ​ | ​ | ​ | $ | 9,661 | ​ | ​ | ​ | ​ | ​ | 3.6% | ​ | ​ |
| Up 300 basis points                  | ​ | ​ | ​                                | $       | 47,442   | ​                                | ​ | ​ | ​                                   | $       | 18,460  | ​                                 | ​ | ​ | ​ | $ | 28,982 | ​ | ​ | ​ | ​ | ​ | 10.8% | ​ | ​ |
| Up 500 basis points                  | ​ | ​ | ​                                | $       | 79,070   | ​                                | ​ | ​ | ​                                   | $       | 30,767  | ​                                 | ​ | ​ | ​ | $ | 48,303 | ​ | ​ | ​ | ​ | ​ | 18.0% | ​ | ​ |

----

TABLE OF CONTENTS​​​​​​

| Period                          | ​ | ​ | TotalNumber of Shares Purchased | ​ | ​   | AveragePrice Paid per Share | ​ | ​ | Total Number ofShares Purchased as Part of Publicly Announced Plans or Programs | ​ | ​ | Maximum Number ofShares that May Yet Be Purchased Under the Plans or Programs | ​ |
|---------------------------------|---------|---------|---------------------------------|---------|-----------|-----------------------------|---------|---------|---------------------------------------------------------------------------------|---------|---------|-------------------------------------------------------------------------------|---------|
| January 1 to January 31, 2019   | ​ | ​ | ​                         | ​ | 4,991,838 | ​                     | ​ | ​ | ​                                                                         | $       | 6.10    | ​                                                                       | ​ | ​ | ​ | ​ | 4,991,838 | ​ | ​ | ​ | ​ | ​ | (1) | ​ | ​ |
| February 1 to February 28, 2019 | ​ | ​ | ​                         | ​ | —   | ​                     | ​ | ​ | ​                                                                         | ​ | — | ​                                                                       | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| March 1 to March 31, 2019       | ​ | ​ | ​                         | ​ | —   | ​                     | ​ | ​ | ​                                                                         | ​ | — | ​                                                                       | ​ | ​ | ​ | ​ | — | ​ | ​ | ​ | ​ | ​ | — | ​ | ​ |
| Total                           | ​ | ​ | ​                         | ​ | 4,991,838 | ​                     | ​ | ​ | ​                                                                         | $       | 6.10    | ​                                                                       | ​ | ​ | ​ | ​ | 4,991,838 | ​ | ​ | ​ | ​ | ​ | (1) | ​ | ​ |
| ​                         |

----

TABLE OF CONTENTS​

| ​ | 3.1  | ​ | ​ | Third Amended and Restated Declaration of Trust of FS Energy and Power Fund. (Incorporated by reference to Exhibit 3.1 to FS Energy and Power Fund’s Quarterly Report on Form 10-Q filed on August 10, 2017.)                                                                                                                                                                           | ​ |
|---------|------|---------|---------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------|
| ​ | 3.2  | ​ | ​ | Amendment No. 1 to the Third Amended and Restated Declaration of Trust of FS Energy and Power Fund. (Incorporated by reference to Exhibit 3.2 to FS Energy and Power Fund’s Quarterly Report on Form 10-Q filed on August 10, 2017.)                                                                                                                                                    | ​ |
| ​ | 3.3  | ​ | ​ | Second Amended and Restated Bylaws of FS Energy and Power Fund. (Incorporated by reference to Exhibit 3.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on June 1, 2017.)                                                                                                                                                                                              | ​ |
| ​ | 4.1  | ​ | ​ | Second Amended and Restated Distribution Reinvestment Plan of FS Energy and Power Fund. (Incorporated by reference to Exhibit 4.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on October 17, 2016.)                                                                                                                                                             | ​ |
| ​ | 10.1 | ​ | ​ | Investment Advisory and Administrative Services Agreement, dated as of April 9, 2018, by and between FS Energy and Power Fund and FS/EIG Advisor, LLC. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on April 9, 2018.)                                                                                                | ​ |
| ​ | 10.2 | ​ | ​ | Investment Advisory and Administrative Services Agreement, dated as of April 28, 2011, by and between FS Energy and Power Fund and FS Investment Advisor, LLC. (Incorporated by reference to Exhibit (g)(1) filed with Amendment No. 3 to FS Energy and Power Fund’s registration statement on Form N-2 (File No. 333-169679) filed on May 6, 2011.)                                    | ​ |
| ​ | 10.3 | ​ | ​ | Amendment No. 1 dated as of August 10, 2012, to Investment Advisory and Administrative Services Agreement, dated as of April 28, 2011, by and between FS Energy and Power Fund and FS Investment Advisor, LLC. (Incorporated by reference to Exhibit 10.2 to FS Energy and Power Fund’s Quarterly Report on Form 10-Q filed on August 14, 2012.)                              | ​ |
| ​ | 10.4 | ​ | ​ | Investment Sub-advisory Agreement, dated as of April 28, 2011, by and between FS Investment Advisor, LLC and GSO Capital Partners LP. (Incorporated by reference to Exhibit (g)(2) filed with Amendment No. 3 to FS Energy and Power Fund’s registration statement on Form N-2 (File No. 333-169679) filed on May 6, 2011.)                                                   | ​ |
| ​ | 10.5 | ​ | ​ | Custodian Agreement, dated as of November 14, 2011, by and between State Street Bank and Trust Company and FS Energy and Power Fund. (Incorporated by reference to Exhibit 10.6 to FS Energy and Power Fund’s Quarterly Report on Form 10-Q filed on November 14, 2011.)                                                                                                      | ​ |
| ​ | 10.6 | ​ | ​ | Escrow Agreement, dated as of March 29, 2011, by and between FS Energy and Power Fund and UMB Bank, N.A. (Incorporated by reference to Exhibit (k) filed with Amendment No. 3 to FS Energy and Power Fund’s registration statement on Form N-2 (File No. 333-169679) filed on May 6, 2011.)                                                                              | ​ |
| ​ | 10.7 | ​ | ​ | Amended and Restated Credit Agreement, dated as of June 11, 2014, by and among FSEP Term Funding, LLC and Deutsche Bank AG, New York Branch. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on June 17, 2014.)                                                                                                          | ​ |
| ​ | 10.8 | ​ | ​ | First Amendment to Amended and Restated Credit Agreement, dated as of June 11, 2015, by and among FSEP Term Funding, LLC and Deutsche Bank AG, New York Branch. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on June 15, 2015.)                                                                                       | ​ |
| ​ | 10.9 | ​ | ​ | Second Amendment to Amended and Restated Credit Agreement, dated as of June 10, 2016, by and among FSEP Term Funding, LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent and a lender, and the other lenders party thereto. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on June 16, 2016.) | ​ |

----

TABLE OF CONTENTS

| ​ | 10.10 | ​ | ​ | Third Amendment to Amended and Restated Credit Agreement, dated as of June 9, 2017, by and among FSEP Term Funding, LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent and a lender, and the other lenders party thereto. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on June 14, 2017.)   | ​ |
|---------|-------|---------|---------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------|
| ​ | 10.11 | ​ | ​ | Fourth Amendment to Amended and Restated Credit Agreement, dated as of June 11, 2018, by and among FSEP Term Funding, LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent and a lender, and the other lenders party thereto. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on June 15, 2018.) | ​ |
| ​ | 10.12 | ​ | ​ | Asset Contribution Agreement, dated as of June 24, 2011, by and between FS Energy and Power Fund and FSEP Term Funding, LLC. (Incorporated by reference to Exhibit 10.8 to FS Energy and Power Fund’s Quarterly Report on Form 10-Q filed on June 27, 2011.)                                                                                                                       | ​ |
| ​ | 10.13 | ​ | ​ | Investment Management Agreement, dated as of June 24, 2011, by and between FS Energy and Power Fund and FSEP Term Funding, LLC. (Incorporated by reference to Exhibit 10.9 to FS Energy and Power Fund’s Quarterly Report on Form 10-Q filed on June 27, 2011.)                                                                                                               | ​ |
| ​ | 10.14 | ​ | ​ | Security Agreement, dated as of June 24, 2011, by and between FSEP Term Funding, LLC and Deutsche Bank AG, New York Branch. (Incorporated by reference to Exhibit 10.10 to FS Energy and Power Fund’s Quarterly Report on Form 10-Q filed on June 27, 2011.)                                                                                                                       | ​ |
| ​ | 10.15 | ​ | ​ | Termination and Release Acknowledgment, dated as of May 11, 2012, by Citibank N.A. in favor of FS Energy and Power Fund. (Incorporated by reference to Exhibit 10.15 to FS Energy and Power Fund’s Quarterly Report on Form 10-Q filed on May 15, 2012.)                                                                                                                           | ​ |
| ​ | 10.16 | ​ | ​ | Termination Acknowledgment (TRS), dated as of May 24, 2013, by and between EP Investments LLC and Citibank, N.A. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 31, 2013.)                                                                                                                                       | ​ |
| ​ | 10.17 | ​ | ​ | Loan Agreement, dated as of May 24, 2013, by and among EP Funding LLC, the financial institutions and other lenders from time to time party thereto and Citibank, N.A., as administrative agent. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 29, 2013.)                                                       | ​ |
| ​ | 10.18 | ​ | ​ | Account Control Agreement, dated as of May 24, 2013, by and among EP Funding LLC, Citibank, N.A. and Virtus Group, LP. (Incorporated by reference to Exhibit 10.2 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 29, 2013.)                                                                                                                                 | ​ |
| ​ | 10.19 | ​ | ​ | Security Agreement, dated as of May 24, 2013, by and between EP Funding LLC and Citibank, N.A. (Incorporated by reference to Exhibit 10.3 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 29, 2013.)                                                                                                                                                         | ​ |
| ​ | 10.20 | ​ | ​ | Investment Management Agreement, dated as of May 24, 2013, by and between FS Energy and Power Fund and EP Funding LLC. (Incorporated by reference to Exhibit 10.4 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 29, 2013.)                                                                                                                                 | ​ |
| ​ | 10.21 | ​ | ​ | Credit Agreement, dated as of July 11, 2013, by and among Energy Funding LLC, Natixis, New York Branch, Wells Fargo Bank, National Association and the other lenders from time to time party thereto. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on July 16, 2013.)                                            | ​ |
| ​ | 10.22 | ​ | ​ | Securities Account Control Agreement, dated as of July 11, 2013, by and among Energy Funding LLC and Wells Fargo Bank, National Association. (Incorporated by reference to Exhibit 10.2 to FS Energy and Power Fund’s Current Report on Form 8-K filed on July 16, 2013.)                                                                                                     | ​ |
| ​ | 10.23 | ​ | ​ | Collateral Management Agreement, dated as of July 11, 2013, by and between FS Energy and Power Fund and Energy Funding LLC. (Incorporated by reference to Exhibit 10.3 to FS Energy and Power Fund’s Current Report on Form 8-K filed on July 16, 2013.)                                                                                                                           | ​ |

----

TABLE OF CONTENTS

| ​ | 10.24 | ​ | ​ | Amended and Restated Expense Support and Conditional Reimbursement Agreement, dated May 16, 2013, by and between FS Energy and Power Fund and Franklin Square Holdings, L.P. (Incorporated by reference to Exhibit 99.1 to FS Energy and Power Fund’s Current report on Form 8-K filed on May 17, 2013.)                                                                                                                                                                           | ​ |
|---------|-------|---------|---------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------|
| ​ | 10.25 | ​ | ​ | Expense Support and Conditional Reimbursement Agreement, dated as of April 9, 2018, by and between FS Energy and Power Fund and FS/EIG Advisor, LLC. (Incorporated by reference to Exhibit 10.24 to FS Energy and Power Fund’s Form 10-Q filed on May 14, 2018.)                                                                                                                                                                                                                        | ​ |
| ​ | 10.26 | ​ | ​ | Committed Facility Agreement, dated as of December 11, 2013, by and between Berwyn Funding LLC and BNP Paribas Prime Brokerage, Inc. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on December 17, 2013.)                                                                                                                                                                                                              | ​ |
| ​ | 10.27 | ​ | ​ | First Amendment Agreement, dated as of August 18, 2014, between BNP Paribas Prime Brokerage, Inc., on behalf of itself and as agent for the BNPP Entities, and Berwyn Funding LLC. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on August 21, 2014.)                                                                                                                                                                  | ​ |
| ​ | 10.28 | ​ | ​ | Fifth Amendment to the Committed Facility Agreement, dated as of May 4, 2016 by and between Berwyn Funding LLC and BNP Paribas Prime Brokerage, Inc. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 10, 2016.)                                                                                                                                                                                                        | ​ |
| ​ | 10.29 | ​ | ​ | U.S. PB Agreement, dated as of December 11, 2013, by and between Berwyn Funding LLC and BNP Paribas Prime Brokerage, Inc. (Incorporated by reference to Exhibit 10.2 to FS Energy and Power Fund’s Current Report on Form 8-K filed on December 17, 2013.)                                                                                                                                                                                                                              | ​ |
| ​ | 10.30 | ​ | ​ | First Amendment to the U.S. PB Agreement, dated as of May 4, 2016, by and between Berwyn Funding LLC and BNP Paribas Prime Brokerage, Inc. (Incorporated by reference to Exhibit 10.2 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 10, 2016.)                                                                                                                                                                                                                  | ​ |
| ​ | 10.31 | ​ | ​ | Special Custody and Pledge Agreement, dated as of December 11, 2013, by and among State Street Bank and Trust Company, Berwyn Funding LLC and BNP Paribas Prime Brokerage, Inc. (Incorporated by reference to Exhibit 10.3 to FS Energy and Power Fund’s Current Report on Form 8-K filed on December 17, 2013.)                                                                                                                                                                   | ​ |
| ​ | 10.32 | ​ | ​ | Investment Management Agreement, dated as of December 11, 2013, by and between FS Energy and Power Fund and Berwyn Funding LLC. (Incorporated by reference to Exhibit 10.4 to FS Energy and Power Fund’s Current Report on Form 8-K filed on December 17, 2013.)                                                                                                                                                                                                                        | ​ |
| ​ | 10.33 | ​ | ​ | Loan and Servicing Agreement, dated as of September 9, 2014, among Wayne Funding LLC, as borrower, Wells Fargo Securities, LLC, as administrative agent, Wells Fargo Bank, National Association, as collateral agent, account bank and collateral custodian, and the other lenders and lender agents from time to time party thereto. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on September 15, 2014.)                 | ​ |
| ​ | 10.34 | ​ | ​ | First Amendment to the Loan and Servicing Agreement, dated as of October 13, 2016, among Wayne Funding LLC, as Borrower, Wells Fargo Securities, LLC, as Administrative Agent, Wells Fargo Bank, National Association, as institutional lender, and Wells Fargo Bank, National Association, as collateral agent, account bank and collateral custodian. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on October 14, 2016.) | ​ |
| ​ | 10.35 | ​ | ​ | Purchase and Sale Agreement, dated as of September 9, 2014, by and between Wayne Funding LLC, as purchaser, and FS Energy and Power Fund, as seller. (Incorporated by reference to Exhibit 10.2 to FS Energy and Power Fund’s Current Report on Form 8-K filed on September 15, 2014.)                                                                                                                                                                                                  | ​ |
| ​ | 10.36 | ​ | ​ | Collateral Management Agreement, dated as of September 9, 2014, by and between Wayne Funding LLC and FS Energy and Power Fund, as collateral manager. (Incorporated by reference to Exhibit 10.3 to FS Energy and Power Fund’s Current Report on Form 8-K filed on September 15, 2014.)                                                                                                                                                                                                 | ​ |

----

TABLE OF CONTENTS

| ​ | 10.37 | ​ | ​ | Securities Account Control Agreement, dated as of September 9, 2014, by and among Wayne Funding LLC, as pledgor, Wells Fargo Bank, National Association, as collateral agent, and Wells Fargo Bank, National Association, as securities intermediary. (Incorporated by reference to Exhibit 10.4 to FS Energy and Power Fund’s Current Report on Form 8-K filed on September 15, 2014.)       | ​ |
|---------|-------|---------|---------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------|
| ​ | 10.38 | ​ | ​ | Amended and Restated Sale and Contribution Agreement, dated as of September 11, 2014, by and between FS Energy and Power Fund and Gladwyne Funding LLC. (Incorporated by reference to Exhibit 10.5 to FS Energy and Power Fund’s Current Report on Form 8-K filed on September 15, 2014.)                                                                                                     | ​ |
| ​ | 10.39 | ​ | ​ | Indenture, dated as of September 11, 2014, by and between Gladwyne Funding LLC and Citibank, N.A., as trustee. (Incorporated by reference to Exhibit 10.6 to FS Energy and Power Fund’s Current Report on Form 8-K filed on September 15, 2014.)                                                                                                                                              | ​ |
| ​ | 10.40 | ​ | ​ | First Supplemental Indenture, dated as of December 15, 2014, by and between Gladwyne Funding LLC and Citibank, N.A., as trustee. (Incorporated by reference to Exhibit 10.1 of FS Energy and Power Fund’s Current Report on Form 8-K filed on December 19, 2014.)                                                                                                                             | ​ |
| ​ | 10.41 | ​ | ​ | Second Supplemental Indenture, dated as of September 21, 2016, by and between Gladwyne Funding LLC and Citibank, N.A., as trustee. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on September 22, 2016.)                                                                                                                     | ​ |
| ​ | 10.42 | ​ | ​ | Gladwyne Funding LLC Floating Rate Notes due 2024. (Incorporated by reference to Exhibit 10.7 to FS Energy and Power Fund’s Current Report on Form 8-K filed on September 15, 2014.)                                                                                                                                                                                                               | ​ |
| ​ | 10.43 | ​ | ​ | Amended and Restated September 1996 Version Master Repurchase Agreement between Goldman Sachs Bank USA and Strafford Funding LLC, dated as of September 21, 2016. (Incorporated by reference to Exhibit 10.2 to the Registrant’s Current Report on Form 8-K filed on September 22, 2016.)                                                                                                | ​ |
| ​ | 10.44 | ​ | ​ | Second Amended and Restated Master Confirmation, dated as of September 21, 2016, by and between Goldman Sachs Bank USA and Strafford Funding LLC. (Incorporated by reference to Exhibit 10.56 of FS Energy and Power Fund’s Quarterly Report on Form 10-Q filed on November 9, 2016.)                                                                                                         | ​ |
| ​ | 10.45 | ​ | ​ | Amended and Restated Revolving Credit Agreement, dated as of December 15, 2014, by and between FS Energy and Power Fund and Strafford Funding LLC. (Incorporated by reference to Exhibit 10.3 of FS Energy and Power Fund’s Current Report on Form 8-K filed on December 19, 2014.)                                                                                                           | ​ |
| ​ | 10.46 | ​ | ​ | Amended and Restated Investment Management Agreement, dated as of September 11, 2014, by and between Gladwyne Funding LLC and FS Energy and Power Fund. (Incorporated by reference to Exhibit 10.10 to FS Energy and Power Fund’s Current Report on Form 8-K filed on September 15, 2014.)                                                                                                    | ​ |
| ​ | 10.47 | ​ | ​ | Collateral Administration Agreement, dated as of September 11, 2014, by and among Gladwyne Funding LLC, FS Energy and Power Fund and Virtus Group, LP. (Incorporated by reference to Exhibit 10.11 to FS Energy and Power Fund’s Current Report on Form 8-K filed on September 15, 2014.)                                                                                                     | ​ |
| ​ | 10.48 | ​ | ​ | Term Loan and Security Agreement, dated as of November 6, 2015, by and among Foxfields Funding LLC, Fortress Credit Co LLC, as administrative agent, the lenders from time to time party thereto and the other loan parties from time to time party thereto. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on November 12, 2015.) | ​ |
| ​ | 10.49 | ​ | ​ | Contribution Agreement, dated as of November 6, 2015, by and between FS Energy and Power Fund and Foxfields Funding LLC. (Incorporated by reference to Exhibit 10.2 to FS Energy and Power Fund’s Current Report on Form 8-K filed on November 12, 2015.)                                                                                                                                     | ​ |

----

TABLE OF CONTENTS

| ​ | 10.50 | ​ | ​ | Investment Management Agreement, dated as of November 6, 2015, by and between FS Energy and Power Fund and Foxfields Funding LLC. (Incorporated by reference to Exhibit 10.3 to FS Energy and Power Fund’s Current Report on Form 8-K filed on November 12, 2015.)                                                                                                                          | ​ |
|---------|-------|---------|---------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------|
| ​ | 10.51 | ​ | ​ | Securities Account Control Agreement, dated as of November 6, 2015, by and among Foxfields Funding LLC, Fortress Credit Co LLC, as administrative agent and State Street Bank and Trust Company. (Incorporated by reference to Exhibit 10.4 to FS Energy and Power Fund’s Current Report on Form 8-K filed on November 12, 2015.)                                                                | ​ |
| ​ | 10.52 | ​ | ​ | Guaranty, dated as of November 6, 2015, by and between FS Energy and Power Fund and Fortress Credit Co LLC. (Incorporated by reference to Exhibit 10.5 to FS Energy and Power Fund’s Current Report on Form 8-K filed on November 12, 2015.)                                                                                                                                                     | ​ |
| ​ | 10.53 | ​ | ​ | Pledge Agreement, dated as of November 6, 2015, by and between FS Energy and Power Fund and Fortress Credit Co LLC. (Incorporated by reference to Exhibit 10.6 to FS Energy and Power Fund’s Current Report on Form 8-K filed on November 12, 2015.)                                                                                                                                             | ​ |
| ​ | 10.54 | ​ | ​ | First Amendment to Term Loan and Security Agreement, dated as of November 25, 2015, by and among Foxfields Funding LLC, Fortress Credit Co LLC, as administrative agent, the lenders signatory thereto. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on December 1, 2015.)                                                          | ​ |
| ​ | 10.55 | ​ | ​ | Consent and Third Amendment to Term Loan and Security Agreement, dated as of March 16, 2018, among Foxfields Funding LLC, as borrower, Fortress Credit Co LLC, as administrative agent, and the lenders party thereto. (Incorporated by reference to Exhibit 10.2 to FS Energy and Power Fund’s Current Report on Form 8-K filed on March 19, 2018.)                                             | ​ |
| ​ | 10.56 | ​ | ​ | Senior Secured Revolving Credit Agreement, dated as of May 18, 2016, by and among Bryn Mawr Funding LLC, Barclays Bank PLC, as administrative agent, and the lenders from time to time party thereto. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 24, 2016.)                                                                | ​ |
| ​ | 10.57 | ​ | ​ | Contribution Agreement, dated as of May 18, 2016, by and between FS Energy and Power Fund and Bryn Mawr Funding LLC. (Incorporated by reference to Exhibit 10.2 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 24, 2016.)                                                                                                                                                 | ​ |
| ​ | 10.58 | ​ | ​ | Investment Management Agreement, dated as of May 18, 2016, by and between FS Energy and Power Fund and Bryn Mawr Funding LLC. (Incorporated by reference to Exhibit 10.3 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 24, 2016.)                                                                                                                                   | ​ |
| ​ | 10.59 | ​ | ​ | Control Agreement, dated as of May 18, 2016, by and among Bryn Mawr Funding LLC, Barclays Bank PLC, as collateral agent, and State Street Bank and Trust Company, as custodian. (Incorporated by reference to Exhibit 10.4 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 24, 2016.)                                                                                 | ​ |
| ​ | 10.60 | ​ | ​ | Guaranty, dated as of May 18, 2016, by and between FS Energy and Power Fund and Barclays Bank PLC, as collateral agent. (Incorporated by reference to Exhibit 10.5 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 24, 2016.)                                                                                                                                              | ​ |
| ​ | 10.61 | ​ | ​ | Pledge Agreement, dated as of May 18, 2016, by and between FS Energy and Power Fund and Barclays Bank PLC, as collateral agent. (Incorporated by reference to Exhibit 10.6 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 24, 2016.)                                                                                                                                      | ​ |
| ​ | 10.62 | ​ | ​ | Guarantee, Pledge and Security Agreement, dated as of May 18, 2016, by and among Bryn Mawr Funding LLC, any subsidiary guarantors from time to time party thereto, Barclays Bank PLC, as revolving administrative agent, and Barclays Bank PLC, as collateral agent. (Incorporated by reference to Exhibit 10.7 to FS Energy and Power Fund’s Current Report on Form 8-K filed on May 24, 2016.) | ​ |

----

TABLE OF CONTENTS

| ​ | 10.63 | ​ | ​ | First Amendment to Senior Secured Revolving Credit Agreement, dated as of March 14, 2018, among Bryn Mawr Funding, LLC, the lenders party thereto, Barclays Bank PLC, as administrative agent, and FS Energy and Power Fund. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on March 19, 2018.)                                                                                                                                                               | ​ |
|---------|-------|---------|---------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------|
| ​ | 10.64 | ​ | ​ | Credit Agreement, dated as of April 19, 2017, among Gladwyne Funding LLC, Goldman Sachs Bank USA, as lender, sole lead arranger and administrative agent, Citibank, N.A., as collateral agent, and Virtus Group, LP, as collateral administrator. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on April 25, 2017.)                                                                                                                                          | ​ |
| ​ | 10.65 | ​ | ​ | Indenture, dated August 16, 2018, by and between FS Energy and Power Fund, U.S. Bank National Association, as trustee, and the guarantors named therein. (Incorporated by reference to Exhibit 4.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on August 22, 2018.)                                                                                                                                                                                                                         | ​ |
| ​ | 10.66 | ​ | ​ | Senior Secured Credit Agreement, dated August 16, 2018, by and among FS Energy and Power Fund, the Lenders party thereto, JPMorgan Chase Bank, N.A., as administrative agent and collateral agent and the other parties signatory thereto. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on August 22, 2018.)                                                                                                                                                | ​ |
| ​ | 10.67 | ​ | ​ | Guarantee and Security Agreement, dated August 16, 2018, made by FS Energy and Power Fund and certain of FS Energy and Power Fund’s subsidiaries in favor of JPMorgan Chase Bank, N.A. as collateral agent. (Incorporated by reference to Exhibit 10.2 to FS Energy and Power Fund’s Current Report on Form 8-K filed on August 22, 2018.)                                                                                                                                                                    | ​ |
| ​ | 10.68 | ​ | ​ | Collateral Agency and Intercreditor Agreement, dated August 16, 2018, by and among FS Energy and Power Fund, FS Energy and Power Fund’s subsidiaries parties thereto, JPMorgan Chase Bank, N.A., as the initial credit facility representative, U.S. Bank National Association as the initial secured notes representative and JPMorgan Chase Bank, N.A., as collateral agent. (Incorporated by reference to Exhibit 10.3 to FS Energy and Power Fund’s Current Report on Form 8-K filed on August 22, 2018.) | ​ |
| ​ | 31.1* | ​ | ​ | Certification of Chief Executive Officer pursuant to Rule 13a-14 under the Securities Exchange Act of 1934, as amended.                                                                                                                                                                                                                                                                                                                                                                                                                  | ​ |
| ​ | 31.2* | ​ | ​ | Certification of Chief Financial Officer pursuant to Rule 13a-14 under the Securities Exchange Act of 1934, as amended.                                                                                                                                                                                                                                                                                                                                                                                                                  | ​ |
| ​ | 32.1* | ​ | ​ | Certification of Chief Executive Officer and Chief Financial Officer pursuant to Section 1350, Chapter 63 of Title 18, United States Code, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.                                                                                                                                                                                                                                                                                                                              | ​ |

----

TABLE OF CONTENTS​

----