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

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

|                                                                                      |  |                                                |  |  |  |  |  |  |
|--------------------------------------------------------------------------------------|--|------------------------------------------------|--|--|--|--|--|--|
| Delaware(State or other jurisdiction of incorporation or organization)               |  | 27-6822130(I.R.S. Employer Identification No.) |
|                                                                                      |  |                                                |
| 201 Rouse BoulevardPhiladelphia, Pennsylvania(Address of principal executive office) |  | 19112(Zip Code)                                |

|                                    |                                    |                              |                                                 |                               |  |  |  |  |  |  |  |  |  |  |
|------------------------------------|------------------------------------|------------------------------|-------------------------------------------------|-------------------------------|--|--|--|--|--|--|--|--|--|--|
| Large accelerated filer ̈ | Accelerated filer  ̈ | Non-accelerated filer x | Smaller reporting company  ̈ | Emerging growth company ̈ |

|                     |  |                   |  |                                           |  |  |  |  |  |  |  |  |  |  |
|---------------------|--|-------------------|--|-------------------------------------------|--|--|--|--|--|--|--|--|--|--|
| Title of each class |  | Trading symbol(s) |  | Name on each exchange on which registered |
| N/A             |  | N/A           |  | N/A                                   |

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|--|--|--|
|  |

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|                                    |                                                                                                                           | Page |
| PART I—FINANCIAL INFORMATION |                                                                                                                           |
| ITEM 1.                            | FINANCIAL STATEMENTS                                                                                                      |      |
|                                    | Consolidated Balance Sheets as of September 30, 2022 (Unaudited) and December 31, 2021                                    | 1    |
|                                    | Unaudited Consolidated Statements of Operations for the three and nine months ended September 30, 2022 and 2021           | 2    |
|                                    | Unaudited Consolidated Statements of Changes in Net Assets for the three andnine months ended September 30, 2022 and 2021 | 3    |
|                                    | Unaudited Consolidated Statements of Cash Flows for the nine months ended September 30, 2022 and 2021                     | 4    |
|                                    | Consolidated Schedules of Investments as of September 30, 2022 (Unaudited) and December 31, 2021                          | 5    |
|                                    | Notes to Unaudited Consolidated Financial Statements                                                                      | 19   |
| ITEM 2.                            | MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS                               | 37   |
| ITEM 3.                            | QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK                                                                | 50   |
| ITEM 4.                            | CONTROLS AND PROCEDURES                                                                                                   | 50   |
|                                    |                                                                                                                           |      |
| PART II—OTHER INFORMATION    |                                                                                                                           |
| ITEM 1.                            | LEGAL PROCEEDINGS                                                                                                         | 51   |
| ITEM 1A.                           | RISK FACTORS                                                                                                              | 51   |
| ITEM 2.                            | UNREGISTERED SALES OF EQUITY SECURITIES AND USE OF PROCEEDS                                                               | 51   |
| ITEM 3.                            | DEFAULTS UPON SENIOR SECURITIES                                                                                           | 51   |
| ITEM 4.                            | MINE SAFETY DISCLOSURES                                                                                                   | 51   |
| ITEM 5.                            | OTHER INFORMATION                                                                                                         | 51   |
| ITEM 6.                            | EXHIBITS                                                                                                                  | 52   |
|                                    | SIGNATURES                                                                                                                | 53   |

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|                                                                                                                                         |  |                                     |                 |                  |                 |   |                 |  |  |  |  |  |  |  |
|-----------------------------------------------------------------------------------------------------------------------------------------|--|-------------------------------------|-----------------|------------------|-----------------|---|-----------------|--|--|--|--|--|--|--|
|                                                                                                                                         |  | September 30, 2022 (Unaudited) |                 | December 31,2021 |
| Assets                                                                                                                                  |  |                                |                 |             |
| Investments, at fair value                                                                                                              |  |                                     |                 |                  |
| Non-controlled/unaffiliated investments (amortized cost—$1,862,402 and $1,961,617, respectively)                              |  | $                                   | 2,017,216  |                  |                 | $ | 2,037,956  |  |
| Non-controlled/affiliated investments (amortized cost—$101,089 and $200,189, respectively)                                    |  | 65,795                         |                 |                  | 175,908    |   |
| Controlled/affiliated investments (amortized cost—$172,474 and $191,251, respectively)                                        |  | 175,712                        |                 |                  | 181,359    |   |
| Total investments, at fair value (amortized cost—$2,135,965 and $2,353,057, respectively)                                         |  | 2,258,723                      |                 |                  | 2,395,223  |   |
| Cash                                                                                                                                    |  | 246,406                        |                 |                  | 33,879     |   |
| Receivable for investments sold and repaid                                                                                              |  | 17                             |                 |                  | 4,975      |   |
| Interest receivable                                                                                                                     |  | 18,098                         |                 |                  | 26,242     |   |
| Dividends receivable                                                                                                                    |  | 864                            |                 |                  | —    |   |
| Unrealized appreciation on swap contracts                                                                                               |  | 682                            |                 |                  | —    |   |
| Prepaid expenses and other assets                                                                                                       |  | 138                            |                 |                  | 156        |   |
| Total assets                                                                                                                            |  | $                                   | 2,524,928  |                  |                 | $ | 2,460,475  |  |
| Liabilities                                                                                                                             |  |                                     |                 |                  |
| Payable for investments purchased                                                                                                       |  | $                                   | —    |                  |                 | $ | 49,500     |  |
| Credit facilities payable (net of deferred financing costs of $206 and $2,036, respectively)(1)                                         |  | 305,470                        |                 |                  | 284,631    |   |
| Secured note payable (net of deferred financing costs of $1,752 and $3,350, respectively)(1)                                            |  | 453,705                        |                 |                  | 482,437    |   |
| Unrealized depreciation on swap contracts                                                                                               |  | 688                            |                 |                  | —    |   |
| Swap income payable                                                                                                                     |  | 47                             |                 |                  | —    |   |
| Shareholder distributions payable                                                                                                       |  | 13,504                         |                 |                  | 13,388     |   |
| Management fees payable                                                                                                                 |  | 11,142                         |                 |                  | 10,466     |   |
| Administrative services expense payable                                                                                                 |  | 1,980                          |                 |                  | 1,324      |   |
| Interest payable                                                                                                                        |  | 4,768                          |                 |                  | 14,170     |   |
| Trustees' fees payable                                                                                                                  |  | 161                            |                 |                  | 200        |   |
| Other accrued expenses and liabilities                                                                                                  |  | 1,622                          |                 |                  | 2,036      |   |
| Total liabilities                                                                                                                       |  | 793,087                        |                 |                  | 858,152    |   |
| Commitments and contingencies(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, 450,129,732 and 446,089,499 shares issued and outstanding, respectively |  | 450                            |                 |                  | 446        |   |
| Capital in excess of par value                                                                                                          |  | 3,144,899                      |                 |                  | 3,129,252  |   |
| Accumulated earnings (deficit)                                                                                                          |  | (1,413,508)                         |                 |                  | (1,527,375)     |   |
| Total shareholders' equity                                                                                                              |  | 1,731,841                      |                 |                  | 1,602,323  |   |
| Total liabilities and shareholders' equity                                                                                              |  | $                                   | 2,524,928  |                  |                 | $ | 2,460,475  |  |
| Net asset value per common share at period end                                                                                          |  | $                                   | 3.85       |                  |                 | $ | 3.59       |  |

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|--------------------------------------------------------------------------------------|--|---------------------------------|--------------|--------------------------------|-------------------|---------|---------------|-------------------|--|---------------|-------------------|--|--|---|---------------|--|--|--|--|--|--|--|--|--|--|--|
|                                                                                 |  | Three Months EndedSeptember 30, |              | Nine Months EndedSeptember 30, |
|                                                                                 |  | 2022                            |              | 2021                           |                   | 2022    |               | 2021              |
| Investment income                                                                    |  |                                 |              |                                |                   |         |               |                   |
| From non-controlled/unaffiliated investments:                                |  |                                 |              |                                |                   |         |               |                   |
| Interest income                                                                      |  | $                               | 31,049  |                                |                   | $       | 20,066   |                   |  | $             | 77,902       |  |  | $ | 69,393   |  |
| Paid-in-kind interest income                                                         |  | 5,549                      |              |                                | 7,926        |         |               | 17,070       |  |               | 20,163       |  |
| Fee income                                                                           |  | 1,061                      |              |                                | 117          |         |               | 4,252        |  |               | 1,312        |  |
| Dividend income                                                                      |  | 479                        |              |                                | —      |         |               | 479          |  |               | —      |  |
| From non-controlled/affiliated investments:                                  |  |                                 |              |                                |                   |         |               |                   |
| Interest income                                                                      |  | 129                        |              |                                | 1,961        |         |               | 3,069        |  |               | 5,072        |  |
| Paid-in-kind interest income                                                         |  | 24                         |              |                                | 43           |         |               | 81           |  |               | 175          |  |
| Fee income                                                                           |  | —                    |              |                                | —      |         |               | 7,268        |  |               | —      |  |
| Dividend income                                                                      |  | —                    |              |                                | —      |         |               | 5,417        |  |               | 1,574        |  |
| From controlled/affiliated investments:                                      |  |                                 |              |                                |                   |         |               |                   |
| Interest income                                                                      |  | 2,271                      |              |                                | 2,173        |         |               | 6,380        |  |               | 6,242        |  |
| Paid-in-kind interest income                                                         |  | 226                        |              |                                | 645          |         |               | 1,117        |  |               | 6,117        |  |
| Fee income                                                                           |  | 1,662                      |              |                                | —      |         |               | 1,662        |  |               | —      |  |
| Dividend income                                                                      |  | —                    |              |                                | 4,960        |         |               | 735          |  |               | 4,960        |  |
| Total investment income                                                              |  | 42,450                     |              |                                | 37,891       |         |               | 125,432      |  |               | 115,008      |  |
| Operating expenses                                                                   |  |                                 |              |                                |                   |         |               |                   |
| Management fees                                                                      |  | 11,350                     |              |                                | 10,077       |         |               | 33,361       |  |               | 31,005       |  |
| Administrative services expenses                                                     |  | 1,695                      |              |                                | 1,457        |         |               | 4,605        |  |               | 4,480        |  |
| Share transfer agent fees                                                            |  | 768                        |              |                                | 736          |         |               | 2,216        |  |               | 2,182        |  |
| Accounting and administrative fees                                                   |  | 369                        |              |                                | 169          |         |               | 735          |  |               | 516          |  |
| Interest expense(1)                                                                  |  | 14,104                     |              |                                | 12,783       |         |               | 40,994       |  |               | 41,017       |  |
| Trustees' fees                                                                       |  | 161                        |              |                                | 189          |         |               | 578          |  |               | 587          |  |
| Other general and administrative expenses                                            |  | 859                        |              |                                | 732          |         |               | 3,171        |  |               | 2,064        |  |
| Total operating expenses                                                             |  | 29,306                     |              |                                | 26,143       |         |               | 85,660       |  |               | 81,851       |  |
| Less: Management fee offset(2)                                                   |  | (208)                           |              | (1,026)                        |                   | (2,606) |               | (1,349)           |
| Net expenses                                                                         |  | 29,098                     |              |                                | 25,117       |         |               | 83,054       |  |               | 80,502       |  |
| Net investment income                                                                |  | 13,352                     |              |                                | 12,774       |         |               | 42,378       |  |               | 34,506       |  |
| Realized and unrealized gain/loss                                                |  |                                 |              |                                |                   |         |               |                   |
| Net realized gain (loss) on investments:                                         |  |                                 |              |                                |                   |         |               |                   |
| Non-controlled/unaffiliated                                                      |  | 2,930                      |              |                                | 1,509        |         |               | (17,672)          |  |               | 22,012       |  |
| Non-controlled/affiliated                                                        |  | 718                        |              |                                | 116          |         |               | 41,922       |  |               | (282,893)         |  |
| Controlled/affiliated                                                            |  | —                    |              |                                | —      |         |               | 10,858       |  |               | —      |  |
| Net realized gain (loss) on foreign currency                                         |  | (202)                           |              |                                | —      |         |               | (202)             |  |               | (6)               |  |
| Net realized gain (loss) on swap contracts                                           |  | (812)                           |              |                                | —      |         |               | (2,620)           |  |               | —      |  |
| Net realized gain (loss) on debt extinguishment                                      |  | —                    |              |                                | —      |         |               | (929)             |  |               | —      |  |
| Net change in unrealized appreciation (depreciation) on investments:             |  |                                 |              |                                |                   |         |               |                   |
| Non-controlled/unaffiliated                                                      |  | (57,812)                        |              |                                | 57,390       |         |               | 78,475       |  |               | 265,277      |  |
| Non-controlled/affiliated                                                        |  | (13,142)                        |              |                                | (11,500)          |         |               | (11,013)          |  |               | 145,423      |  |
| Controlled/affiliated                                                            |  | 344                        |              |                                | 3,104        |         |               | 13,130       |  |               | (1,727)           |  |
| Net change in unrealized appreciation (depreciation) on swap contracts               |  | 3,582                      |              |                                | —      |         |               | (6)               |  |               | —      |  |
| Net change in unrealized appreciation (depreciation) on foreign currency             |  | (59)                            |              |                                | (21)              |         |               | (59)              |  |               | (13)              |  |
| Total net realized and unrealized gain (loss)                                        |  | (64,453)                        |              |                                | 50,598            |         | 111,884  |                   |  | 148,073  |                   |
| Net increase (decrease) in net assets resulting from operations                      |  | $                               | (51,101)     |                                |                   | $       | 63,372   |                   |  | $             | 154,262      |  |  | $ | 182,579  |  |
| Per share information—basic and diluted                                        |  |                                 |              |                                |                   |         |               |                   |
| Net increase (decrease) in net assets resulting from operations (Earnings per Share) |  | $                               | (0.11)       |                                |                   | $       | 0.14     |                   |  | $             | 0.34         |  |  | $ | 0.41     |  |
| Weighted average shares outstanding                                                  |  | 450,023,829                |              |                                | 444,498,317  |         |               | 448,729,053  |  |               | 443,021,423  |  |

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|                                                                                                   |  |                                 |                 |                                |                 |        |                 |                 |  |   |                 |  |  |   |                 |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------------------------------------------|--|---------------------------------|-----------------|--------------------------------|-----------------|--------|-----------------|-----------------|--|---|-----------------|--|--|---|-----------------|--|--|--|--|--|--|--|--|--|--|--|
|                                                                                                   |  | Three Months EndedSeptember 30, |                 | Nine Months EndedSeptember 30, |
|                                                                                                   |  | 2022                            |                 | 2021                           |                 | 2022   |                 | 2021            |
| Operations                                                                                        |  |                                 |                 |                                |                 |   |                 |            |
| Net investment income                                                                             |  | $                               | 13,352     |                                |                 | $      | 12,774     |                 |  | $ | 42,378     |  |  | $ | 34,506     |  |
| Net realized gain (loss) on investments, foreign currency, swap contracts and debt extinguishment |  | 2,634                      |                 |                                | 1,625      |        |                 | 31,357     |  |   | (260,887)       |  |
| Net change in unrealized appreciation (depreciation) on investments                               |  | (70,610)                        |                 |                                | 48,994     |        |                 | 80,592     |  |   | 408,973    |  |
| Net change in unrealized appreciation (depreciation) on swap contracts                            |  | 3,582                      |                 |                                | —    |        |                 | (6)             |  |   | —    |  |
| Net change in unrealized appreciation (depreciation) on foreign currency                          |  | (59)                            |                 |                                | (21)            |        |                 | (59)            |  |   | (13)            |  |
| Net increase (decrease) in net assets resulting from operations                                   |  | (51,101)                        |                 |                                | 63,372     |        |                 | 154,262    |  |   | 182,579    |  |
| Shareholder distributions(1)                                                                      |  |                                 |                 |                                |                 |   |                 |            |
| Distributions to shareholders                                                                     |  | (13,504)                        |                 |                                | (13,339)        |        |                 | (40,395)        |  |   | (39,882)        |  |
| Net decrease in net assets resulting from shareholder distributions                               |  | (13,504)                        |                 |                                | (13,339)        |        |                 | (40,395)        |  |   | (39,882)        |  |
| Capital share transactions(2)                                                                     |  |                                 |                 |                                |                 |   |                 |            |
| Reinvestment of shareholder distributions                                                         |  | 5,191                      |                 |                                | 5,262      |        |                 | 15,651     |  |   | 15,880     |  |
|                                                                                                   |  |                                 |                 |                                |                 |        |                 |                 |
| Net increase in net assets resulting from capital share transactions                              |  | 5,191                      |                 |                                | 5,262      |        |                 | 15,651     |  |   | 15,880     |  |
| Total increase (decrease) in net assets                                                           |  | (59,414)                        |                 |                                | 55,295     |        |                 | 129,518    |  |   | 158,577    |  |
| Net assets at beginning of period                                                                 |  | 1,791,255                  |                 |                                | 1,531,859  |        |                 | 1,602,323  |  |   | 1,428,577  |  |
| Net assets at end of period                                                                       |  | $                               | 1,731,841  |                                |                 | $      | 1,587,154  |                 |  | $ | 1,731,841  |  |  | $ | 1,587,154  |  |

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|                                                                                                                                                      |  | Nine Months EndedSeptember 30, |
|                                                                                                                                                      |  | 2022                           |               | 2021   |
| Cash flows from operating activities                                                                                                                 |  |                           |               |   |
| Net increase (decrease) in net assets resulting from operations                                                                                      |  | $                              | 154,262  |        |               | $ | 182,579  |  |
| Adjustments to reconcile net increase (decrease) in net assets resulting from operations to net cash provided by (used in) operating activities: |  |                                |               |        |
| Purchases of investments                                                                                                                             |  | (373,525)                      |               |        | (668,351)     |   |
| Paid-in-kind interest                                                                                                                                |  | (18,268)                       |               |        | (26,455)      |   |
| Proceeds from sales and repayments of investments                                                                                                    |  | 649,418                   |               |        | 725,937  |   |
| Net realized (gain) loss on investments                                                                                                              |  | (35,108)                       |               |        | 260,881  |   |
| Net change in unrealized (appreciation) depreciation on investments                                                                                  |  | (80,592)                       |               |        | (408,973)     |   |
| Net change in unrealized (appreciation) depreciation on swap contracts                                                                               |  | 6                         |               |        | —  |   |
| Accretion of discount                                                                                                                                |  | (5,425)                        |               |        | (7,269)       |   |
| Amortization of deferred financing costs and discount                                                                                                |  | 5,155                     |               |        | 6,238    |   |
| (Increase) decrease in receivable for investments sold and repaid                                                                                    |  | 4,958                     |               |        | (5,485)       |   |
| (Increase) decrease in interest receivable                                                                                                           |  | 8,144                     |               |        | 8,803    |   |
| (Increase) decrease in dividends receivable                                                                                                          |  | (864)                          |               |        | —  |   |
|                                                                                                                                                      |  |                                |               |        |
| (Increase) decrease in prepaid expenses and other assets                                                                                             |  | 18                        |               |        | 34       |   |
| Increase (decrease) in payable for investments purchased                                                                                             |  | (49,500)                       |               |        | 80,184   |   |
| Increase (decrease) in swap income payable                                                                                                           |  | 47                        |               |        | —  |   |
| Increase (decrease) in management fees payable                                                                                                       |  | 676                       |               |        | (1,105)       |   |
| Increase (decrease) in administrative services expense payable                                                                                       |  | 656                       |               |        | 894      |   |
| Increase (decrease) in interest payable(1)                                                                                                           |  | (9,402)                        |               |        | (9,467)       |   |
| Increase (decrease) in trustees' fees payable                                                                                                        |  | (39)                           |               |        | (3)           |   |
| Increase (decrease) in other accrued expenses and liabilities                                                                                        |  | (414)                          |               |        | (426)         |   |
| Net cash provided by (used in) operating activities                                                                                                  |  | 250,203                   |               |        | 138,016  |   |
| Cash flows from financing activities                                                                                                                 |  |                                |               |        |
|                                                                                                                                                      |  |                                |               |        |
| Shareholder distributions paid                                                                                                                       |  | (24,628)                       |               |        | (23,851)      |   |
| Borrowings under credit facilities(1)                                                                                                                |  | 29,009                    |               |        | —  |   |
| Repayments of credit facilities(1)                                                                                                                   |  | (10,000)                       |               |        | (185,000)     |   |
| Repayments under senior secured notes(1)                                                                                                             |  | (31,925)                       |               |        | —  |   |
| Deferred financing costs paid                                                                                                                        |  | (132)                          |               |        | (128)         |   |
| Net cash provided by (used in) financing activities                                                                                                  |  | (37,676)                       |               |        | (208,979)     |   |
| Total increase (decrease) in cash                                                                                                                    |  | 212,527                   |               |        | (70,963)      |   |
| Cash at beginning of period                                                                                                                          |  | 33,879                    |               |        | 142,536  |   |
| Cash at end of period                                                                                                                                |  | $                              | 246,406  |        |               | $ | 71,573   |  |
| Supplemental disclosure                                                                                                                              |  |                                |               |        |
| Reinvestment of shareholder distributions                                                                                                            |  | $                              | 15,651   |        |               | $ | 15,880   |  |
| Non-cash purchases of investments                                                                                                                    |  | $                              | (1,587)       |        |               | $ | (81,215)      |  |
| Non-cash sales of investments                                                                                                                        |  | $                              | 1,587    |        |               | $ | 81,215   |  |
| Excise and state taxes paid                                                                                                                          |  | $                              | 1,024    |        |               | $ | 71       |  |

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|------------------------------------------------------------|--|--------------|--|-------------------------|--|--------------------------------|--|----------|--|------------------|--|---------------------------|--------------|----------------------|--------------|--------------------|--------------|---------------|--|---|--------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company(a)                                       |  | Footnotes    |  | Industry                |  | Rate(b)                        |  | Floor(b) |  | Maturity         |  |  Principal Amount(c) |              |  Amortized Cost |              |  FairValue(d) |
| Senior Secured Loans—First Lien—43.3%          |  |              |  |                         |  |                                |  |          |  |                  |  |                           |              |                      |              |                    |
| AIRRO (Mauritius) Holdings II                              |  | (k)(p)(s)    |  | Power                   |  | L+400, 3.0% PIK (3.0% Max PIK) |  | 1.5%     |  | 7/24/25  |  | $                         | 22,568  |                      |              | $                  | 19,916  |               |  | $ | 23,163  |  |
| AIRRO (Mauritius) Holdings II                              |  | (e)(k)(p)(s) |  | Power                   |  | L+400, 3.0% PIK (3.0% Max PIK) |  | 1.5%     |  | 7/24/25  |  | 14,634               |              |                      | 14,634  |                    |              | 15,020   |  |
| Allied Downhole Technologies, LLC                          |  | (f)(s)(y)    |  | Service & Equipment |  | 8.0% PIK (8.0% Max PIK)        |  |          |  | 9/30/23  |  | 8,267                |              |                      | 8,267   |                    |              | 8,267    |  |
| Allied Downhole Technologies, LLC                          |  | (e)(s)(y)    |  | Service & Equipment |  | 8.0% PIK (8.0% Max PIK)        |  |          |  | 9/30/23  |  | 2,500                |              |                      | 2,500   |                    |              | 2,500    |  |
| Allied Wireline Services, LLC                              |  | (f)(s)(y)    |  | Service & Equipment |  | 10.0% PIK (10.0% Max PIK)      |  |          |  | 6/15/25  |  | 63,888               |              |                      | 63,888  |                    |              | 60,412   |  |
| Brazos Delaware II LLC                                     |  |              |  | Midstream               |  | L+400                          |  |          |  | 5/21/25  |  | 39,366               |              |                      | 38,091  |                    |              | 38,067   |  |
| Cimarron Energy Inc.                                       |  | (f)(m)(o)(s) |  | Service & Equipment |  | L+900                          |  | 1.0%     |  | 12/31/24 |  | 7,500                |              |                      | 6,750   |                    |              | 3,488    |  |
| Compass Power Generation LLC                               |  |              |  | Power                   |  | S+425                          |  | 1.0%     |  | 4/14/29  |  | 32,393               |              |                      | 31,466  |                    |              | 31,193   |  |
| Cox Oil Offshore, LLC, Volumetric Production Payments      |  | (i)(s)(v)    |  | Upstream                |  | 12.9%                          |  |          |  | 12/31/23 |  | 100,000              |              |                      | 14,465  |                    |              | 27,066   |  |
| CPV Maryland, LLC                                          |  |              |  | Power                   |  | L+400                          |  | 1.0%     |  | 5/11/28  |  | 14,495               |              |                      | 14,348  |                    |              | 14,224   |  |
| CPV Shore Holdings LLC                                     |  |              |  | Power                   |  | L+375                          |  |          |  | 12/29/25 |  | 23,601               |              |                      | 22,701  |                    |              | 21,465   |  |
| EIF Van Hook Holdings, LLC                                 |  |              |  | Midstream               |  | S+525                          |  |          |  | 9/5/24   |  | 28,538               |              |                      | 28,218  |                    |              | 27,634   |  |
| FR BR Holdings LLC                                         |  | (f)(s)       |  | Midstream               |  | L+650                          |  |          |  | 12/14/23 |  | 81,865               |              |                      | 80,373  |                    |              | 81,496   |  |
| FR XIII PAA Holdings HoldCo, LLC                           |  | (s)          |  | Midstream               |  | L+725                          |  | 0.5%     |  | 10/15/26 |  | 17,422               |              |                      | 17,164  |                    |              | 17,271   |  |
| GasLog Ltd.                                                |  | (k)(s)       |  | Midstream               |  | L+775                          |  |          |  | 3/31/29  |  | 14,648               |              |                      | 14,553  |                    |              | 14,168   |  |
| Generation Bridge LLC                                      |  |              |  | Power                   |  | L+500                          |  | 0.8%     |  | 12/1/28  |  | 7,778                |              |                      | 7,637   |                    |              | 7,687    |  |
| Generation Bridge LLC                                      |  |              |  | Power                   |  | L+500                          |  | 0.8%     |  | 12/1/28  |  | 163                  |              |                      | 160     |                    |              | 161      |  |
| GIP II Blue Holding LP                                     |  |              |  | Midstream               |  | L+450                          |  | 1.0%     |  | 9/29/28  |  | 6,016                |              |                      | 5,937   |                    |              | 5,941    |  |
| Goodnight Water Solutions, LLC                             |  | (s)          |  | Midstream               |  | S+775                          |  | 0.5%     |  | 6/3/27   |  | 15,000               |              |                      | 14,783  |                    |              | 14,787   |  |
| Hamilton Intermediate Holdings, LLC                        |  | (s)          |  | Power                   |  | 16.5% PIK (16.5% Max PIK)      |  |          |  | 6/17/25  |  | 29,152               |              |                      | 29,891  |                    |              | 29,913   |  |
| Medallion Midland Acquisition LP                           |  |              |  | Midstream               |  | L+375                          |  | 0.8%     |  | 10/18/28 |  | 7,940                |              |                      | 7,905   |                    |              | 7,697    |  |
| NNE Holding LLC                                            |  | (s)          |  | Upstream                |  | L+475, 4.5% PIK (4.5% Max PIK) |  |          |  | 12/31/23 |  | 42,333               |              |                      | 42,313  |                    |              | 42,081   |  |
| OE2 North, LLC                                             |  | (s)          |  | Midstream               |  | L+525                          |  | 1.0%     |  | 5/21/26  |  | 18,285               |              |                      | 18,200  |                    |              | 18,496   |  |
| OE2 North, LLC                                             |  | (e)(s)       |  | Midstream               |  | L+525                          |  | 1.0%     |  | 5/21/26  |  | 11,715               |              |                      | 11,715  |                    |              | 11,850   |  |
| Oryx Midstream Services Permian Basin LLC                  |  | (f)          |  | Midstream               |  | L+325                          |  | 0.5%     |  | 10/5/28  |  | 32,752               |              |                      | 32,608  |                    |              | 31,841   |  |
| Parkway Generation LLC                                     |  |              |  | Power                   |  | L+475                          |  | 0.8%     |  | 2/18/29  |  | 6,140                |              |                      | 6,083   |                    |              | 6,021    |  |
| Parkway Generation LLC                                     |  |              |  | Power                   |  | L+475                          |  | 0.8%     |  | 2/18/29  |  | 43,640               |              |                      | 43,234  |                    |              | 42,768   |  |
| Permian Production Holdings, LLC                           |  | (f)(s)(x)    |  | Upstream                |  | 7.0%, 2.0% PIK (2.0% Max PIK)  |  |          |  | 11/23/25 |  | 4,743                |              |                      | 4,209   |                    |              | 4,743    |  |
| Pinnacle Midland Gas Holdco LLC                            |  | (s)          |  | Midstream               |  | L+675                          |  | 1.0%     |  | 12/9/26  |  | 8,078                |              |                      | 8,009   |                    |              | 8,069    |  |
| Pinnacle Midland Gas Holdco LLC                            |  | (e)(s)       |  | Midstream               |  | L+675                          |  | 1.0%     |  | 12/9/26  |  | 3,770                |              |                      | 3,770   |                    |              | 3,766    |  |
| Plainfield Renewable Energy Holdings LLC                   |  | (f)(s)       |  | Power                   |  | 6.0%, 9.5% PIK (9.5% Max PIK)  |  |          |  | 8/22/25  |  | 12,121               |              |                      | 12,121  |                    |              | 10,473   |  |
| Plainfield Renewable Energy Holdings LLC                   |  | (f)(s)       |  | Power                   |  | 10.0% PIK (10.0% Max PIK)      |  |          |  | 8/22/25  |  | 3,643                |              |                      | 3,643   |                    |              | —  |  |
| Plainfield Renewable Energy Holdings LLC, Letter of Credit |  | (e)(s)       |  | Power                   |  | 10.0%                          |  |          |  | 8/22/23  |  | 2,709                |              |                      | 2,709   |                    |              | —  |  |
| Potomac Energy Center, LLC                                 |  | (s)          |  | Power                   |  | L+600                          |  | 0.5%     |  | 11/12/26 |  | 58,459               |              |                      | 57,461  |                    |              | 58,267   |  |

----

Table of Contents

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|                                                   |  |           |  |           |  |                                |  |          |  |                  |  |                           |              |                      |              |                    |               |              |  |   |              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------|--|-----------|--|-----------|--|--------------------------------|--|----------|--|------------------|--|---------------------------|--------------|----------------------|--------------|--------------------|---------------|--------------|--|---|--------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company(a)                              |  | Footnotes |  | Industry  |  | Rate(b)                        |  | Floor(b) |  | Maturity         |  |  Principal Amount(c) |              |  Amortized Cost |              |  FairValue(d) |
| Traverse Midstream Partners LLC                   |  |           |  | Midstream |  | S+425                          |  | 1.0%     |  | 9/27/24  |  | $                         | 29,731  |                      |              | $                  | 29,789   |              |  | $ | 29,127  |  |
| Warren Resources, Inc.                            |  | (s)(y)    |  | Upstream  |  | L+900, 1.0% PIK (1.0% Max PIK) |  | 1.0%     |  | 5/22/24  |  | 23,524               |              |                      | 23,524  |                    |               | 23,524  |  |
| Wattbridge Inc.                                   |  | (s)       |  | Power     |  | S+785                          |  | 1.8%     |  | 6/30/27  |  | 42,500               |              |                      | 42,500  |                    |               | 42,526  |  |
|                                                   |  |           |  |           |  |                                |  |          |  |                  |  |                           |              |                      |              |                    |
| Total Senior Secured Loans—First Lien       |  |           |  |           |  |                                |  |          |  |                  |  |                           |              | 785,535         |              |                    | 785,172  |              |
| Unfunded Loan Commitments                         |  |           |  |           |  |                                |  |          |  |                  |  |                           |              | (35,328)             |              |                    | (35,328)      |              |
| Net Senior Secured Loans—First Lien         |  |           |  |           |  |                                |  |          |  |                  |  |                           |              | 750,207         |              |                    | 749,844  |              |
|                                                   |  |           |  |           |  |                                |  |          |  |                  |  |                           |              |                      |              |                    |
| Senior Secured Loans—Second Lien—8.4% |  |           |  |           |  |                                |  |          |  |                  |  |                           |              |                      |              |                    |
| Aethon III BR LLC                                 |  | (f)(s)    |  | Upstream  |  | L+750                          |  | 1.5%     |  | 1/10/25  |  | 20,000               |              |                      | 19,834  |                    |               | 20,200  |  |
| Citizen Energy Operating, LLC                     |  | (s)       |  | Upstream  |  | S+765                          |  | 1.0%     |  | 6/29/27  |  | 40,000               |              |                      | 39,413  |                    |               | 39,331  |  |
| ERA II Minerals, LLC                              |  | (f)(s)    |  | Upstream  |  | S+625                          |  | 0.8%     |  | 3/7/27   |  | 38,000               |              |                      | 37,571  |                    |               | 37,768  |  |
| Peak Exploration & Production, LLC            |  | (f)(s)    |  | Upstream  |  | L+675                          |  | 1.5%     |  | 11/16/23 |  | 13,545               |              |                      | 13,524  |                    |               | 13,418  |  |
| Peak Exploration & Production, LLC            |  | (e)(s)    |  | Upstream  |  | L+675                          |  | 1.5%     |  | 11/16/23 |  | 1,505                |              |                      | 1,505   |                    |               | 1,491   |  |
| SilverBow Resources, Inc.                         |  | (f)(k)(s) |  | Upstream  |  | L+750                          |  | 1.0%     |  | 12/15/26 |  | 14,250               |              |                      | 14,193  |                    |               | 14,392  |  |
| Tenrgys, LLC                                      |  | (s)       |  | Upstream  |  | S+950, 9.5% Max PIK            |  | 1.0%     |  | 3/17/27  |  | 20,537               |              |                      | 20,537  |                    |               | 20,537  |  |
|                                                   |  |           |  |           |  |                                |  |          |  |                  |  |                           |              |                      |              |                    |
|                                                   |  |           |  |           |  |                                |  |          |  |                  |  |                           |              |                      |              |                    |
| Total Senior Secured Loans—Second Lien      |  |           |  |           |  |                                |  |          |  |                  |  |                           |              | 146,577         |              |                    | 147,137  |              |
| Unfunded Loan Commitments                         |  |           |  |           |  |                                |  |          |  |                  |  |                           |              | (1,505)              |              |                    | (1,505)       |              |
| Net Senior Secured Loans—Second Lien        |  |           |  |           |  |                                |  |          |  |                  |  |                           |              | 145,072         |              |                    | 145,632  |              |
|                                                   |  |           |  |           |  |                                |  |          |  |                  |  |                           |              |                      |              |                    |
| Senior Secured Bonds—0.6%                   |  |           |  |           |  |                                |  |          |  |                  |  |                           |              |                      |              |                    |
| ST EIP Holdings Inc.                              |  | (s)       |  | Midstream |  | 6.1%                           |  |          |  | 1/10/30  |  | 10,526               |              |                      | 10,052  |                    |               | 10,195  |  |
| Total Senior Secured Bonds                        |  |           |  |           |  |                                |  |          |  |                  |  |                           |              | 10,052          |              |                    | 10,195   |              |
|                                                   |  |           |  |           |  |                                |  |          |  |                  |  |                           |              |                      |              |                    |
| Unsecured Debt—20.0%                        |  |           |  |           |  |                                |  |          |  |                  |  |                           |              |                      |              |                    |
| Aethon United BR LP                               |  | (f)       |  | Upstream  |  | 8.3%                           |  |          |  | 2/15/26  |  | 40,500               |              |                      | 40,500  |                    |               | 39,188  |  |
| Archrock Partners, L.P.                           |  | (f)(k)    |  | Midstream |  | 6.3%                           |  |          |  | 4/1/28   |  | 22,239               |              |                      | 23,050  |                    |               | 19,593  |  |
| Cheniere Energy Partners LP Holdings, LLC         |  | (f)(k)    |  | Midstream |  | 4.5%                           |  |          |  | 10/1/29  |  | 13,825               |              |                      | 14,603  |                    |               | 12,203  |  |
| Colgate Energy Partners III LLC                   |  | (f)       |  | Upstream  |  | 5.9%                           |  |          |  | 7/1/29   |  | 11,000               |              |                      | 11,114  |                    |               | 9,844   |  |
| Colgate Energy Partners III LLC                   |  |           |  | Upstream  |  | 7.8%                           |  |          |  | 2/15/26  |  | 26,365               |              |                      | 27,595  |                    |               | 25,938  |  |
| Earthstone Energy Holdings, LLC                   |  | (k)       |  | Upstream  |  | 8.0%                           |  |          |  | 4/15/27  |  | 11,400               |              |                      | 11,400  |                    |               | 10,767  |  |
| Endeavor Energy Resources, L.P.                   |  | (f)       |  | Upstream  |  | 5.8%                           |  |          |  | 1/30/28  |  | 31,299               |              |                      | 32,841  |                    |               | 29,839  |  |
| EnLink Midstream, LLC                             |  | (k)       |  | Midstream |  | 5.4%                           |  |          |  | 6/1/29   |  | 1,000                |              |                      | 1,041   |                    |               | 917     |  |
| Hammerhead Resources Inc.                         |  | (f)(k)(s) |  | Upstream  |  | 12.0% PIK (12.0% Max PIK)      |  |          |  | 7/15/24  |  | 35,118               |              |                      | 34,933  |                    |               | 35,118  |  |
| Moss Creek Resources, LLC                         |  | (f)       |  | Upstream  |  | 7.5%                           |  |          |  | 1/15/26  |  | 11,693               |              |                      | 10,268  |                    |               | 10,217  |  |
| NRG Energy, Inc.                                  |  | (k)       |  | Power     |  | 3.9%                           |  |          |  | 2/15/32  |  | 19,125               |              |                      | 18,658  |                    |               | 14,960  |  |

----

Table of Contents

|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
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|                                           |  |           |  |           |  |         |  |          |  |                 |  |                           |             |                      |              |                    |               |              |  |   |             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------|--|-----------|--|-----------|--|---------|--|----------|--|-----------------|--|---------------------------|-------------|----------------------|--------------|--------------------|---------------|--------------|--|---|-------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company(a)                      |  | Footnotes |  | Industry  |  | Rate(b) |  | Floor(b) |  | Maturity        |  |  Principal Amount(c) |             |  Amortized Cost |              |  FairValue(d) |
| Range Resources Corp.                     |  | (k)       |  | Upstream  |  | 8.3%    |  |          |  | 1/15/29 |  | $                         | 8,750  |                      |              | $                  | 9,683    |              |  | $ | 8,922  |  |
| Ranger Oil Corp.                          |  | (k)       |  | Upstream  |  | 9.3%    |  |          |  | 8/15/26 |  | 29,772               |             |                      | 29,625  |                    |               | 28,023  |  |
| Sitio Royalties Operating Partnership, LP |  | (f)(k)(s) |  | Upstream  |  | S+650   |  | 1.5%     |  | 9/20/26 |  | 20,000               |             |                      | 19,801  |                    |               | 19,800  |  |
| SM Energy Co.                             |  | (k)       |  | Upstream  |  | 5.6%    |  |          |  | 6/1/25  |  | 8,000                |             |                      | 8,033   |                    |               | 7,691   |  |
| Southwestern Energy Co.                   |  | (f)       |  | Upstream  |  | 5.4%    |  |          |  | 2/1/29  |  | 18,928               |             |                      | 19,658  |                    |               | 17,204  |  |
| Suburban Propane Partners LP              |  | (f)(k)    |  | Midstream |  | 5.0%    |  |          |  | 6/1/31  |  | 17,690               |             |                      | 18,315  |                    |               | 14,542  |  |
| Tallgrass Energy Partners, LP             |  | (f)       |  | Midstream |  | 6.0%    |  |          |  | 3/1/27  |  | 28,261               |             |                      | 28,513  |                    |               | 25,703  |  |
| Tallgrass Energy Partners, LP             |  | (f)       |  | Midstream |  | 7.5%    |  |          |  | 10/1/25 |  | 15,424               |             |                      | 16,386  |                    |               | 15,177  |  |
| Total Unsecured Debt                      |  |           |  |           |  |         |  |          |  |                 |  |                           |             | 376,017         |              |                    | 345,646  |              |
|                                                            |  |                 |  |                         |  |                         |  |          |  |                 |  |                           |              |                      |               |                    |               |               |   |             |              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|------------------------------------------------------------|--|-----------------|--|-------------------------|--|-------------------------|--|----------|--|-----------------|--|---------------------------|--------------|----------------------|---------------|--------------------|---------------|---------------|---|-------------|--------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company(a)                                       |  | Footnotes       |  | Industry                |  | Rate(b)                 |  | Floor(b) |  | Maturity        |  |  Number of Shares    |              |  Amortized Cost |               |  FairValue(d) |
| Preferred Equity—24.9%(l)                            |  |                 |  |                         |  |                         |  |          |  |                 |  |                           |              |                      |               |                    |
| Abaco Energy Technologies LLC, Preferred Equity            |  | (f)(o)(s)       |  | Service & Equipment |  |                    |  |          |  |                 |  | 28,942,003           |              |                      | $             | 1,447         |               |               | $ | 5,571  |              |
| Global Jet Capital Holdings, LP, Preferred Equity          |  | (f)(o)(s)       |  | Industrials             |  |                         |  |          |  |                 |  | 2,785,562            |              |                      | 2,786    |                    |               | —  |   |
| Global Jet Capital Holdings, LP, Preferred Equity          |  | (f)(m)(o)(s)    |  | Industrials             |  | 9.0% PIK (9.0% Max PIK) |  |          |  | 10/1/28 |  | 17,885               |              |                      | 12,493   |                    |               | 9,367    |   |
| NGL Energy Partners, LP, Preferred Equity                  |  | (f)(k)(m)(o)(s) |  | Midstream               |  | 14.2%                   |  |          |  | 7/2/27  |  | 156,250              |              |                      | 157,633  |                    |               | 125,000  |   |
| NuStar, Preferred Equity                                   |  | (f)(k)(s)       |  | Midstream               |  | 12.8%                   |  |          |  | 6/29/28 |  | 99,240               |              |                      | 107,499  |                    |               | 115,895  |   |
| Segreto Power Holdings, LLC, Preferred Equity              |  | (f)(g)(m)(o)(s) |  | Power                   |  | 13.1%                   |  |          |  | 6/30/25 |  | 70,297               |              |                      | 99,761   |                    |               | 89,875   |   |
| USA Compression Partners, LP, Preferred Equity             |  | (k)(s)          |  | Midstream               |  | 9.8%                    |  |          |  | 4/3/28  |  | 79,336               |              |                      | 77,896   |                    |               | 85,943   |   |
|                                                            |  |                 |  |                         |  |                         |  |          |  |                 |  |                           |              |                      |               |                    |
| Total Preferred Equity                                     |  |                 |  |                         |  |                         |  |          |  |                 |  |                           |              | 459,515         |               |                    | 431,651  |               |
|                                                            |  |                 |  |                         |  |                         |  |          |  |                 |  |                           |              |                      |               |                    |
|                                                            |  |                 |  |                         |  |                         |  |          |  |                 |  |  Principal Amount(c) |              | Cost                 |               |  FairValue(d) |
| Sustainable Infrastructure Investments, LLC—3.0%     |  |                 |  |                         |  |                         |  |          |  |                 |  |                           |              |                      |               |                    |
| Sustainable Infrastructure Investments, LLC                |  | (k)(s)(y)       |  | Power                   |  |                         |  |          |  |                 |  | $                         | 60,603  |                      |               | $                  | 54,514   |               |   | $           | 52,047  |  |
| Total Sustainable Infrastructure Investments, LLC          |  |                 |  |                         |  |                         |  |          |  |                 |  |                           |              | 54,514          |               |                    | 52,047   |               |
|                                                            |  |                 |  |                         |  |                         |  |          |  |                 |  |                           |              |                      |               |                    |
|                                                            |  |                 |  |                         |  |                         |  |          |  |                 |  |  Number of Shares    |              |  Amortized Cost |               |  FairValue(d) |
| Equity/Other—30.2%(l)                            |  |                 |  |                         |  |                         |  |          |  |                 |  |                           |              |                      |               |                    |
| Abaco Energy Technologies LLC, Common Equity               |  | (f)(o)(s)       |  | Service & Equipment |  |                         |  |          |  |                 |  | 6,944,444            |              |                      | $             | 6,944         |               |               | $ | 840    |              |
| AIRRO (Mauritius) Holdings II, Warrants, Strike: $1.00 |  | (f)(k)(o)(p)(s) |  | Power                   |  |                         |  |          |  | 7/24/25 |  | 35                   |              |                      | 2,652    |                    |               | 1,837    |   |
| Allied Wireline Services, LLC, Common Equity               |  | (f)(n)(o)(s)(y) |  | Service & Equipment |  |                         |  |          |  |                 |  | 48,400               |              |                      | 1,527    |                    |               | —  |   |
| Allied Wireline Services, LLC, Warrants                    |  | (f)(n)(o)(s)(y) |  | Service & Equipment |  |                         |  |          |  |                 |  | 22,000               |              |                      | —  |                    |               | —  |   |
| Arena Energy, LP, Contingent Value Rights                  |  | (f)(o)(s)       |  | Upstream                |  |                         |  |          |  | 2/1/25  |  | 126,632,117          |              |                      | 351      |                    |               | 900      |   |
| Ascent Resources Utica Holdings, LLC, Common Equity        |  | (f)(o)(q)(s)    |  | Upstream                |  |                         |  |          |  |                 |  | 133,051,371          |              |                      | 44,700   |                    |               | 40,297   |   |
| Cimarron Energy Holdco Inc., Common Equity                 |  | (f)(o)(s)       |  | Service & Equipment |  |                         |  |          |  |                 |  | 4,302,293            |              |                      | 3,950    |                    |               | —  |   |
| Cimarron Energy Holdco Inc., Participation Option          |  | (f)(o)(s)       |  | Service & Equipment |  |                         |  |          |  |                 |  | 25,000,000           |              |                      | 1,289    |                    |               | —  |   |

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|                                                                      |  |                 |  |                         |  |         |  |          |  |                  |  |                        |  |                      |                 |                    |                 |                 |   |             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------------------|--|-----------------|--|-------------------------|--|---------|--|----------|--|------------------|--|------------------------|--|----------------------|-----------------|--------------------|-----------------|-----------------|---|-------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company(a)                                                 |  | Footnotes       |  | Industry                |  | Rate(b) |  | Floor(b) |  | Maturity         |  |  Number of Shares |  |  Amortized Cost |                 |  FairValue(d) |
| GWP Midstream Holdco, LLC, Common Equity                             |  | (f)(o)(r)(s)(x) |  | Midstream               |  |         |  |          |  |                  |  | 105,785           |  |                      | $               | 6,681         |                 |                 | $ | 6,167  |  |
| Harvest Oil & Gas Corp., Common Equity                           |  | (f)(o)(s)(x)    |  | Upstream                |  |         |  |          |  |                  |  | 135,062           |  |                      | 15,059     |                    |                 | 552        |   |
| Limetree Bay Energy, LLC, Class A Units                              |  | (f)(o)(s)(x)    |  | Midstream               |  |         |  |          |  |                  |  | 76,938,973        |  |                      | 21,458     |                    |                 | 4,616      |   |
| Maverick Natural Resources, LLC, Common Equity                       |  | (f)(g)(n)(o)(s) |  | Upstream                |  |         |  |          |  |                  |  | 503,176           |  |                      | 138,208    |                    |                 | 374,001    |   |
| MB Precision Investment Holdings LLC, Class A-2 Units                |  | (f)(n)(o)(s)    |  | Industrials             |  |         |  |          |  |                  |  | 1,426,110         |  |                      | 490        |                    |                 | —    |   |
| NGL Energy Partners, LP, Warrants (Par), Strike: $14.54          |  | (f)(k)(o)(s)    |  | Midstream               |  |         |  |          |  | 12/31/25 |  | 2,187,500         |  |                      | 3,083      |                    |                 | 26         |   |
| NGL Energy Partners, LP, Warrants (Premium), Strike: $17.45      |  | (f)(k)(o)(s)    |  | Midstream               |  |         |  |          |  | 12/31/25 |  | 3,125,000         |  |                      | 2,623      |                    |                 | 22         |   |
| NGL Energy Partners, LP, Warrants (Premium), Strike: $16.27      |  | (f)(k)(o)(s)    |  | Midstream               |  |         |  |          |  | 12/31/25 |  | 781,250           |  |                      | 576        |                    |                 | 6          |   |
| NGL Energy Partners, LP, Warrants (Par), Strike: $13.56          |  | (f)(k)(o)(s)    |  | Midstream               |  |         |  |          |  | 12/31/25 |  | 546,880           |  |                      | 630        |                    |                 | 7          |   |
| Permian Production Holdings, LLC, Common Equity                      |  | (f)(n)(o)(s)(x) |  | Upstream                |  |         |  |          |  |                  |  | 1,968,861         |  |                      | 5          |                    |                 | 9,057      |   |
| Ridgeback Resources Inc., Common Equity                              |  | (f)(k)(s)(t)(x) |  | Upstream                |  |         |  |          |  |                  |  | 9,599,928         |  |                      | 53,677     |                    |                 | 40,660     |   |
| Swift Worldwide Resources Holdco Limited, Common Equity              |  | (f)(k)(o)(s)(u) |  | Service & Equipment |  |         |  |          |  |                  |  | 3,750,000         |  |                      | 6,029      |                    |                 | 2,504      |   |
| Telpico, LLC, Common Equity                                          |  | (f)(n)(o)(s)(x) |  | Upstream                |  |         |  |          |  |                  |  | 50                |  |                      | —    |                    |                 | —    |   |
| Tenrgys, LLC, Common Equity                                          |  | (f)(n)(o)(s)    |  | Upstream                |  |         |  |          |  |                  |  | 50                |  |                      | 7,571      |                    |                 | 5,917      |   |
| USA Compression Partners, LP, Common Equity                          |  | (f)(k)(o)       |  | Midstream               |  |         |  |          |  |                  |  | 84,779            |  |                      | 1,617      |                    |                 | 1,475      |   |
| USA Compression Partners, LP, Warrants (Premium), Strike: $19.59 |  | (f)(k)(o)(s)    |  | Midstream               |  |         |  |          |  | 4/2/28   |  | 1,586,719         |  |                      | 714        |                    |                 | 3,362      |   |
| Warren Resources, Inc., Common Equity                                |  | (f)(o)(s)(y)    |  | Upstream                |  |         |  |          |  |                  |  | 4,415,749         |  |                      | 20,754     |                    |                 | 31,462     |   |
| Total Equity/Other                                               |  |                 |  |                         |  |         |  |          |  |                  |  |                        |  | 340,588         |                 |                    | 523,708    |                 |
| TOTAL INVESTMENTS—130.4%                                       |  |                 |  |                         |  |         |  |          |  |                  |  |                        |  | $                    | 2,135,965  |                    |                 | 2,258,723  |   |
| LIABILITIES IN EXCESS OF OTHER ASSETS—(30.4)%                  |  | (j)             |  |                         |  |         |  |          |  |                  |  |                        |  |                      |                 | (526,882)          |                 |
| NET ASSETS—100.0%                                              |  |                 |  |                         |  |         |  |          |  |                  |  |                        |  |                      |                 | $                  | 1,731,841  |                 |

|                                      |  |       |  |                  |  |                                           |  |         |  |                                    |  |                            |           |                            |  |   |          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------|--|-------|--|------------------|--|-------------------------------------------|--|---------|--|------------------------------------|--|----------------------------|-----------|----------------------------|--|---|----------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Counterparty                         |  | Type  |  | Settlement Index |  | Period                                    |  | Bbls    |  | Weighted Average Price($/Bbls) |  | Unrealized Appreciation(w) |           | Unrealized Depreciation(w) |
| BP Energy Co.                        |  | Fixed |  | ICE Brent        |  | October 1, 2022 – December 31, 2023 |  | 211,557 |  | $81.47                             |  | $                          | 682  |                            |  | $ | 10  |  |
| Total Swap Contracts—Crude Oil |  |       |  |                  |  |                                           |  |         |  |                                    |  | $                          | 682  |                            |  | $ | 10  |  |

|                                        |  |       |  |                  |  |                                           |  |         |  |                                     |  |                            |               |                            |  |   |           |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------|--|-------|--|------------------|--|-------------------------------------------|--|---------|--|-------------------------------------|--|----------------------------|---------------|----------------------------|--|---|-----------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Counterparty                           |  | Type  |  | Settlement Index |  | Period                                    |  | MMBtu   |  | Weighted Average Price($/MMBtu) |  | Unrealized Appreciation(w) |               | Unrealized Depreciation(w) |
| BP Energy Co.                          |  | Fixed |  | NYMEX Henry Hub  |  | October 1, 2022 – December 31, 2023 |  | 399,946 |  | $3.91                               |  | $                          | —  |                            |  | $ | 678  |  |
| Total Swap Contracts—Natural Gas |  |       |  |                  |  |                                           |  |         |  |                                     |  | $                          | —  |                            |  | $ | 678  |  |
|                                        |  |       |  |                  |  |                                           |  |         |  |                                     |  |                            |               |                            |
| TOTAL SWAP CONTRACTS                   |  |       |  |                  |  |                                           |  |         |  |                                     |  | $                          | 682      |                            |  | $ | 688  |  |

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|                                                 |  |                                 |               |                                           |               |                                            |               |                          |  |                                                      |               |                                       |  |                    |              |               |               |               |              |                    |  |   |               |  |  |               |               |  |               |   |               |  |  |   |               |  |  |   |               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------------|--|---------------------------------|---------------|-------------------------------------------|---------------|--------------------------------------------|---------------|--------------------------|--|------------------------------------------------------|---------------|---------------------------------------|--|--------------------|--------------|---------------|---------------|---------------|--------------|--------------------|--|---|---------------|--|--|---------------|---------------|--|---------------|---|---------------|--|--|---|---------------|--|--|---|---------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company                               |  | Fair Value at December 31, 2021 |               | GrossAdditions(1)     |               | GrossReductions(2)     |               | Net Realized Gain (Loss) |  | Net Change in Unrealized Appreciation (Depreciation) |               | Fair Value at September 30, 2022 |  | Interest Income(3) |              | PIK Income(3) |               | Fee Income(3) |              | Dividend Income(3) |
| Senior Secured Loans—First Lien           |  |                                 |               |                                           |               |                                            |               |                          |  |                                                      |               |                                       |  |                    |              |               |               |               |              |                    |
| Limetree Bay Energy, LLC                        |  | $                               | 3,166    |                                           |               | $                                          | —  |                          |  | $                                                    | (1,587)       |                                       |  | $                  | (12,756)     |               |               | $             | 11,177  |                    |  | $ | —  |  |  | $             | —  |  |               | $ | —  |  |  | $ | —  |  |  | $ | —  |  |
| Permian Production Holdings, LLC                |  | 7,889                      |               |                                           | 640      |                                            |               | (3,674)                  |  |                                                      | 551      |                                       |  | (663)              |              |               | 4,743    |               |              | 420           |  |   | 81       |  |  | —  |               |  | —  |   |
| Senior Secured Bonds                            |  |                                 |               |                                           |               |                                            |               |                          |  |                                                      |               |                                       |  |                    |              |               |               |               |              |                    |
| Great Western Petroleum, LLC                    |  | 58,055                     |               |                                           | 96       |                                            |               | (55,096)                 |  |                                                      | 1,087    |                                       |  | (4,142)            |              |               | —  |               |              | 2,649         |  |   | —  |  |  | 7,268    |               |  | —  |   |
| Equity/Other                                |  |                                 |               |                                           |               |                                            |               |                          |  |                                                      |               |                                       |  |                    |              |               |               |               |              |                    |
| Great Western Petroleum, LLC, Common Equity     |  | 40,731                     |               |                                           | —  |                                            |               | (83,601)                 |  |                                                      | 52,811   |                                       |  | (9,941)            |              |               | —  |               |              | —       |  |   | —  |  |  | —  |               |  | —  |   |
| GWP Midstream Holdco, LLC, Common Equity        |  | —                    |               |                                           | 6,681    |                                            |               | —             |  |                                                      | —  |                                       |  | (514)              |              |               | 6,167    |               |              | —       |  |   | —  |  |  | —  |               |  | —  |   |
| Harvest Oil & Gas Corp., Common Equity      |  | 2,836                      |               |                                           | —  |                                            |               | (743)                    |  |                                                      | —  |                                       |  | (1,541)            |              |               | 552      |               |              | —       |  |   | —  |  |  | —  |               |  | —  |   |
| Limetree Bay Energy, LLC, Class A Units         |  | 6,046                      |               |                                           | 1,795    |                                            |               | —             |  |                                                      | —  |                                       |  | (3,225)            |              |               | 4,616    |               |              | —       |  |   | —  |  |  | —  |               |  | —  |   |
| Permian Production Holdings, LLC, Common Equity |  | 8,829                      |               |                                           | 4        |                                            |               | —             |  |                                                      | —  |                                       |  | 224           |              |               | 9,057    |               |              | —       |  |   | —  |  |  | —  |               |  | 1,726    |   |
| Ridgeback Resources Inc., Common Equity         |  | 48,356                     |               |                                           | —  |                                            |               | (5,537)                  |  |                                                      | 229      |                                       |  | (2,388)            |              |               | 40,660   |               |              | —       |  |   | —  |  |  | —  |               |  | 3,691    |   |
| Telpico, LLC, Common Equity                     |  | —                    |               |                                           | —  |                                            |               | —             |  |                                                      | —  |                                       |  | —       |              |               | —  |               |              | —       |  |   | —  |  |  | —  |               |  | —  |   |
|                                                 |  | $                               | 175,908  |                                           |               | $                                          | 9,216    |                          |  | $                                                    | (150,238)     |                                       |  | $                  | 41,922  |               |               | $             | (11,013)     |                    |  | $ | 65,795   |  |  | $             | 3,069    |  |               | $ | 81       |  |  | $ | 7,268    |  |  | $ | 5,417    |  |

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|                                              |  |                                 |               |                                           |               |                                            |             |                          |  |                                                      |               |                                       |  |                    |               |               |               |               |               |                    |  |   |               |  |  |               |               |  |               |   |             |  |  |   |               |  |  |   |               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------|--|---------------------------------|---------------|-------------------------------------------|---------------|--------------------------------------------|-------------|--------------------------|--|------------------------------------------------------|---------------|---------------------------------------|--|--------------------|---------------|---------------|---------------|---------------|---------------|--------------------|--|---|---------------|--|--|---------------|---------------|--|---------------|---|-------------|--|--|---|---------------|--|--|---|---------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company                            |  | Fair Value at December 31, 2021 |               | GrossAdditions(1)     |               | GrossReductions(2)     |             | Net Realized Gain (Loss) |  | Net Change in Unrealized Appreciation (Depreciation) |               | Fair Value at September 30, 2022 |  | Interest Income(3) |               | PIK Income(3) |               | Fee Income(3) |               | Dividend Income(3) |
| Senior Secured Loans—First Lien        |  |                                 |               |                                           |               |                                            |             |                          |  |                                                      |               |                                       |  |                    |               |               |               |               |               |                    |
| Allied Downhole Technologies, LLC(4)         |  | $                               | 7,782    |                                           |               | $                                          | 485    |                          |  | $                                                    | —  |                                       |  | $                  | —  |               |               | $             | —  |                    |  | $ | 8,267    |  |  | $             | —  |  |               | $ | 485    |  |  | $ | —  |  |  | $ | —  |  |
| Allied Wireline Services, LLC                |  | 46,339                     |               |                                           | 5,808    |                                            |             | —             |  |                                                      | —  |                                       |  | 8,265         |               |               | 60,412   |               |               | 4,527         |  |   | —  |  |  | —  |               |  | —  |   |
| MECO IV Holdco, LLC                          |  | 22,745                     |               |                                           | 455      |                                            |             | (23,200)                 |  |                                                      | —  |                                       |  | —       |               |               | —  |               |               | —       |  |   | 455      |  |  | 1,662    |               |  | —  |   |
| Warren Resources, Inc.                       |  | 23,688                     |               |                                           | 177      |                                            |             | (341)                    |  |                                                      | —  |                                       |  | —       |               |               | 23,524   |               |               | 1,853         |  |   | 177      |  |  | —  |               |  | —  |   |
| Sustainable Infrastructure Investments, LLC  |  |                                 |               |                                           |               |                                            |             |                          |  |                                                      |               |                                       |  |                    |               |               |               |               |               |                    |
| Sustainable Infrastructure Investments, LLC  |  | 50,770                     |               |                                           | —  |                                            |             | —             |  |                                                      | —  |                                       |  | 1,277         |               |               | 52,047   |               |               | —       |  |   | —  |  |  | —  |               |  | 735      |   |
| Equity/Other                             |  |                                 |               |                                           |               |                                            |             |                          |  |                                                      |               |                                       |  |                    |               |               |               |               |               |                    |
| Allied Wireline Services, LLC, Common Equity |  | —                    |               |                                           | —  |                                            |             | —             |  |                                                      | —  |                                       |  | —       |               |               | —  |               |               | —       |  |   | —  |  |  | —  |               |  | —  |   |
| Allied Wireline Services, LLC, Warrants      |  | —                    |               |                                           | —  |                                            |             | —             |  |                                                      | —  |                                       |  | —       |               |               | —  |               |               | —       |  |   | —  |  |  | —  |               |  | —  |   |
| MECO IV Holdco, LLC, Class A-1 Units         |  | 4,181                      |               |                                           | —  |                                            |             | (13,019)                 |  |                                                      | 10,858   |                                       |  | (2,020)            |               |               | —  |               |               | —       |  |   | —  |  |  | —  |               |  | —  |   |
| Warren Resources, Inc., Common Equity        |  | 25,854                     |               |                                           | —  |                                            |             | —             |  |                                                      | —  |                                       |  | 5,608         |               |               | 31,462   |               |               | —       |  |   | —  |  |  | —  |               |  | —  |   |
|                                              |  | $                               | 181,359  |                                           |               | $                                          | 6,925  |                          |  | $                                                    | (36,560)      |                                       |  | $                  | 10,858   |               |               | $             | 13,130   |                    |  | $ | 175,712  |  |  | $             | 6,380    |  |               | $ | 1,117  |  |  | $ | 1,662    |  |  | $ | 735      |  |

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|                                                       |  |              |  |                         |  |                                |  |       |  |                  |  |                           |              |                |              |                     |              |              |  |   |              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------------------|--|--------------|--|-------------------------|--|--------------------------------|--|-------|--|------------------|--|---------------------------|--------------|----------------|--------------|---------------------|--------------|--------------|--|---|--------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company(a)                                  |  | Footnotes    |  | Industry                |  | Rate(b)                        |  | Floor |  | Maturity         |  |  Principal Amount(c) |              | Amortized Cost |              |  Fair Value(d) |
| Senior Secured Loans—First Liens—50.7%    |  |              |  |                         |  |                                |  |       |  |                  |  |                           |              |                |              |                     |
| AIRRO (Mauritius) Holdings II                         |  | (k)(p)(s)    |  | Power                   |  | L+350, 3.5% PIK (3.5% Max PIK) |  | 1.5%  |  | 7/24/25  |  | $                         | 22,067  |                |              | $                   | 19,415  |              |  | $ | 19,229  |  |
| AIRRO (Mauritius) Holdings II                         |  | (e)(k)(p)(s) |  | Power                   |  | L+350, 3.5% PIK (3.5% Max PIK) |  | 1.5%  |  | 7/24/25  |  | 14,602               |              |                | 14,602  |                     |              | 12,724  |  |
| Allied Downhole Technologies, LLC                     |  | (f)(s)(x)    |  | Service & Equipment |  | 8.0% PIK (8.0% Max PIK)        |  |       |  | 9/30/22  |  | 7,782                |              |                | 7,782   |                     |              | 7,782   |  |
| Allied Downhole Technologies, LLC                     |  | (e)(s)(x)    |  | Service & Equipment |  | 8.0% PIK (8.0% Max PIK)        |  |       |  | 9/30/22  |  | 2,500                |              |                | 2,500   |                     |              | 2,500   |  |
| Allied Wireline Services, LLC                         |  | (f)(s)(x)    |  | Service & Equipment |  | 10.0% PIK (10.0% Max PIK)      |  |       |  | 6/15/25  |  | 58,080               |              |                | 58,080  |                     |              | 46,339  |  |
| ARB Midstream Operating Company, LLC                  |  | (s)          |  | Midstream               |  | L+825                          |  | 1.0%  |  | 5/6/22   |  | 625                  |              |                | 624     |                     |              | 625     |  |
| Bioenergy Infrastructure Holdings Limited             |  | (k)(s)       |  | Power                   |  | L+725                          |  | 1.0%  |  | 12/22/22 |  | 413                  |              |                | 413     |                     |              | 403     |  |
| Birch Permian LLC                                     |  | (s)          |  | Upstream                |  | L+800                          |  | 1.5%  |  | 4/12/23  |  | 42,781               |              |                | 42,642  |                     |              | 43,209  |  |
| Brazos Delaware II LLC                                |  |              |  | Midstream               |  | L+400                          |  |       |  | 5/21/25  |  | 39,685               |              |                | 38,112  |                     |              | 38,738  |  |
| Cimarron Energy Inc.                                  |  | (f)(m)(o)(s) |  | Service & Equipment |  | L+900                          |  | 1.0%  |  | 12/31/24 |  | 7,500                |              |                | 7,311   |                     |              | 3,600   |  |
| Cox Oil Offshore, LLC, Volumetric Production Payments |  | (i)(o)(s)(v) |  | Upstream                |  | 0.0%                           |  |       |  | 12/31/23 |  | 100,000              |              |                | 23,342  |                     |              | 28,987  |  |
| CPV Maryland, LLC                                     |  |              |  | Power                   |  | L+400                          |  | 1.0%  |  | 5/11/28  |  | 15,353               |              |                | 15,182  |                     |              | 15,276  |  |
| CPV Shore Holdings LLC                                |  |              |  | Power                   |  | L+375                          |  |       |  | 12/29/25 |  | 23,601               |              |                | 22,525  |                     |              | 22,682  |  |
| EIF Van Hook Holdings, LLC                            |  |              |  | Midstream               |  | L+525                          |  |       |  | 9/5/24   |  | 30,332               |              |                | 29,889  |                     |              | 29,081  |  |
| FR BR Holdings LLC                                    |  | (f)(s)       |  | Midstream               |  | L+650                          |  |       |  | 12/14/23 |  | 82,610               |              |                | 80,293  |                     |              | 83,436  |  |
| FR XIII PAA Holdings HoldCo, LLC                      |  | (s)          |  | Midstream               |  | L+725                          |  | 0.5%  |  | 10/15/26 |  | 29,141               |              |                | 28,650  |                     |              | 30,307  |  |
| GasLog Ltd.                                           |  | (e)(k)(o)(s) |  | Midstream               |  | L+775                          |  |       |  | 3/21/29  |  | 15,113               |              |                | 15,113  |                     |              | 15,000  |  |
| Generation Bridge LLC                                 |  |              |  | Power                   |  | L+500                          |  | 0.8%  |  | 12/1/28  |  | 7,837                |              |                | 7,681   |                     |              | 7,876   |  |
| Generation Bridge LLC                                 |  |              |  | Power                   |  | L+500                          |  | 0.8%  |  | 12/1/28  |  | 163                  |              |                | 160     |                     |              | 164     |  |
| GIP II Blue Holding LP                                |  |              |  | Midstream               |  | L+450                          |  | 1.0%  |  | 9/29/28  |  | 7,481                |              |                | 7,372   |                     |              | 7,477   |  |
| Limetree Bay Energy, LLC                              |  | (f)(o)(s)(w) |  | Midstream               |  | 0.0%                           |  |       |  | 10/31/21 |  | 26,444               |              |                | 14,343  |                     |              | 3,166   |  |
| Lucid Energy Group II Borrower LLC                    |  |              |  | Midstream               |  | L+425                          |  | 0.8%  |  | 11/22/28 |  | 25,000               |              |                | 24,752  |                     |              | 24,737  |  |
| MECO IV Holdco, LLC                                   |  | (s)(x)       |  | Upstream                |  | 8.0%                           |  |       |  | 9/14/25  |  | 22,745               |              |                | 22,745  |                     |              | 22,745  |  |
| Medallion Midland Acquisition LP                      |  |              |  | Midstream               |  | L+375                          |  | 0.8%  |  | 10/18/28 |  | 7,980                |              |                | 7,941   |                     |              | 7,954   |  |
| MRP CalPeak Holdings, LLC                             |  | (s)          |  | Power                   |  | L+500                          |  | 1.5%  |  | 1/27/25  |  | 12,842               |              |                | 12,842  |                     |              | 12,842  |  |
| MRP West Power Holdings II, LLC                       |  | (s)          |  | Power                   |  | L+500                          |  | 1.5%  |  | 1/27/25  |  | 13,887               |              |                | 13,887  |                     |              | 13,887  |  |
| Navitas Midstream Midland Basin LLC                   |  | (f)          |  | Midstream               |  | L+400                          |  | 1.0%  |  | 12/13/24 |  | 68,341               |              |                | 66,690  |                     |              | 68,359  |  |
| NNE Holding LLC                                       |  | (s)          |  | Upstream                |  | L+475, 4.5% PIK (4.5% Max PIK) |  |       |  | 12/31/23 |  | 42,333               |              |                | 42,302  |                     |              | 41,696  |  |
| OE2 North, LLC                                        |  | (s)          |  | Midstream               |  | L+525                          |  | 1.0%  |  | 5/21/26  |  | 11,627               |              |                | 11,527  |                     |              | 11,688  |  |
| OE2 North, LLC                                        |  | (e)(s)       |  | Midstream               |  | L+525                          |  | 1.0%  |  | 5/21/26  |  | 18,373               |              |                | 18,373  |                     |              | 18,468  |  |
| Oryx Midstream Services Permian Basin LLC             |  | (f)          |  | Midstream               |  | L+325                          |  | 0.5%  |  | 10/5/28  |  | 36,000               |              |                | 35,825  |                     |              | 35,817  |  |
| Parkway Generation LLC                                |  | (h)          |  | Power                   |  | L+475                          |  | 0.8%  |  | 2/18/29  |  | 6,140                |              |                | 6,079   |                     |              | 6,117   |  |
| Parkway Generation LLC                                |  | (h)          |  | Power                   |  | L+475                          |  | 0.8%  |  | 2/18/29  |  | 43,860               |              |                | 43,421  |                     |              | 43,654  |  |
| Permian Production Holdings, LLC                      |  | (f)(s)(w)    |  | Upstream                |  | 7.0%, 2.0% PIK (2.0% Max PIK)  |  |       |  | 11/23/25 |  | 7,889                |              |                | 6,692   |                     |              | 7,889   |  |
| Pinnacle Midland Gas Holdco LLC                       |  | (s)          |  | Midstream               |  | L+675                          |  | 1.0%  |  | 12/2/26  |  | 5,385                |              |                | 5,306   |                     |              | 5,305   |  |
| Pinnacle Midland Gas Holdco LLC                       |  | (e)(s)       |  | Midstream               |  | L+675                          |  | 1.0%  |  | 12/2/26  |  | 6,462                |              |                | 6,462   |                     |              | 6,365   |  |
| Plainfield Renewable Energy Holdings LLC              |  | (f)(s)       |  | Power                   |  | 6.7%, 8.8% PIK (9.5% Max PIK)  |  |       |  | 8/22/25  |  | 11,804               |              |                | 11,804  |                     |              | 11,954  |  |

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Table of Contents

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|                                                            |  |           |  |           |  |                                |  |       |  |                  |  |                           |             |                |              |                     |               |               |  |   |               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|------------------------------------------------------------|--|-----------|--|-----------|--|--------------------------------|--|-------|--|------------------|--|---------------------------|-------------|----------------|--------------|---------------------|---------------|---------------|--|---|---------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company(a)                                       |  | Footnotes |  | Industry  |  | Rate(b)                        |  | Floor |  | Maturity         |  |  Principal Amount(c) |             | Amortized Cost |              |  Fair Value(d) |
| Plainfield Renewable Energy Holdings LLC                   |  | (f)(s)    |  | Power     |  | 10.0% PIK (10.0% Max PIK)      |  |       |  | 8/22/25  |  | $                         | 3,304  |                |              | $                   | 3,304    |               |  | $ | —  |  |
| Plainfield Renewable Energy Holdings LLC, Letter of Credit |  | (e)(o)(s) |  | Power     |  | 10.0%                          |  |       |  | 8/22/25  |  | 2,709                |             |                | 2,709   |                     |               | —  |  |
| Potomac Energy Center, LLC                                 |  |           |  | Power     |  | L+600                          |  | 0.5%  |  | 11/10/26 |  | 59,000               |             |                | 57,848  |                     |               | 58,705   |  |
| Traverse Midstream Partners LLC                            |  |           |  | Midstream |  | SF+425                         |  | 1.0%  |  | 9/27/24  |  | 31,702               |             |                | 31,788  |                     |               | 31,623   |  |
| Warren Resources, Inc.                                     |  | (s)(x)    |  | Upstream  |  | L+900, 1.0% PIK (1.0% Max PIK) |  | 1.0%  |  | 5/22/24  |  | 23,688               |             |                | 23,688  |                     |               | 23,688   |  |
| Total Senior Secured Loans—First Lien                |  |           |  |           |  |                                |  |       |  |                  |  |                           |             | 892,016   |              |                     | 872,094  |               |
| Unfunded Loan Commitments                                  |  |           |  |           |  |                                |  |       |  |                  |  |                           |             | (59,759)       |              |                     | (59,759)      |               |
| Net Senior Secured Loans—First Lien                  |  |           |  |           |  |                                |  |       |  |                  |  |                           |             | 832,257   |              |                     | 812,335  |               |
|                                                            |  |           |  |           |  |                                |  |       |  |                  |  |                           |             |                |              |                     |
| Senior Secured Loans—Second Lien—5.2%          |  |           |  |           |  |                                |  |       |  |                  |  |                           |             |                |              |                     |
| Aethon III BR LLC                                          |  | (f)(s)    |  | Upstream  |  | L+750                          |  | 1.5%  |  | 1/10/25  |  | 20,000               |             |                | 19,792  |                     |               | 20,200   |  |
| Chisholm Energy Holdings, LLC                              |  | (f)(s)    |  | Upstream  |  | L+625                          |  | 1.5%  |  | 5/15/26  |  | 17,143               |             |                | 17,091  |                     |               | 17,314   |  |
| Olympus Energy, LLC                                        |  | (f)(s)    |  | Upstream  |  | L+750                          |  | 1.0%  |  | 7/23/26  |  | 18,750               |             |                | 18,750  |                     |               | 18,750   |  |
| Olympus Energy, LLC                                        |  | (e)(s)    |  | Upstream  |  | L+750                          |  | 1.0%  |  | 7/23/26  |  | 11,250               |             |                | 11,250  |                     |               | 11,250   |  |
| Peak Exploration & Production, LLC                     |  | (f)(s)    |  | Upstream  |  | L+675                          |  | 1.5%  |  | 11/16/23 |  | 13,545               |             |                | 13,512  |                     |               | 13,438   |  |
| Peak Exploration & Production, LLC                     |  | (e)(s)    |  | Upstream  |  | L+675                          |  | 1.5%  |  | 11/16/23 |  | 1,505                |             |                | 1,505   |                     |               | 1,493    |  |
| SilverBow Resources, Inc.                                  |  | (f)(k)(s) |  | Upstream  |  | L+750                          |  | 1.0%  |  | 12/15/26 |  | 14,250               |             |                | 14,177  |                     |               | 14,393   |  |
| Total Senior Secured Loans—Second Lien               |  |           |  |           |  |                                |  |       |  |                  |  |                           |             | 96,077    |              |                     | 96,838   |               |
| Unfunded Loan Commitments                                  |  |           |  |           |  |                                |  |       |  |                  |  |                           |             | (12,755)       |              |                     | (12,755)      |               |
| Net Senior Secured Loans—Second Lien                 |  |           |  |           |  |                                |  |       |  |                  |  |                           |             | 83,322    |              |                     | 84,083   |               |
|                                                            |  |           |  |           |  |                                |  |       |  |                  |  |                           |             |                |              |                     |
| Senior Secured Bonds—5.1%                            |  |           |  |           |  |                                |  |       |  |                  |  |                           |             |                |              |                     |
| Great Western Petroleum, LLC                               |  | (f)(w)    |  | Upstream  |  | 12.0%                          |  |       |  | 9/1/25   |  | 55,096               |             |                | 53,913  |                     |               | 58,055   |  |
| SM Energy Co.                                              |  | (k)       |  | Upstream  |  | 10.0%                          |  |       |  | 1/15/25  |  | 12,000               |             |                | 13,337  |                     |               | 13,220   |  |
| ST EIP Holdings Inc.                                       |  | (s)       |  | Midstream |  | 6.1%                           |  |       |  | 1/10/30  |  | 10,526               |             |                | 10,016  |                     |               | 10,371   |  |
| Total Senior Secured Bonds                                 |  |           |  |           |  |                                |  |       |  |                  |  |                           |             | 77,266    |              |                     | 81,646   |               |
|                                                            |  |           |  |           |  |                                |  |       |  |                  |  |                           |             |                |              |                     |
| Unsecured Debt—24.8%                                 |  |           |  |           |  |                                |  |       |  |                  |  |                           |             |                |              |                     |
| Aethon United BR LP                                        |  | (f)       |  | Upstream  |  | 8.3%                           |  |       |  | 2/15/26  |  | 40,500               |             |                | 40,500  |                     |               | 43,552   |  |
| Archrock Partners, L.P.                                    |  | (f)(k)    |  | Midstream |  | 6.3%                           |  |       |  | 4/1/28   |  | 22,239               |             |                | 23,141  |                     |               | 23,221   |  |
| Cheniere Energy Partners LP Holdings, LLC                  |  | (f)(k)    |  | Midstream |  | 4.5%                           |  |       |  | 10/1/29  |  | 13,500               |             |                | 14,531  |                     |               | 14,333   |  |
| Colgate Energy Partners III LLC                            |  | (f)       |  | Upstream  |  | 5.9%                           |  |       |  | 7/1/29   |  | 8,000                |             |                | 8,110   |                     |               | 8,251    |  |
| Colgate Energy Partners III LLC                            |  |           |  | Upstream  |  | 7.8%                           |  |       |  | 2/15/26  |  | 23,365               |             |                | 24,737  |                     |               | 25,312   |  |
| Endeavor Energy Resources, L.P.                            |  |           |  | Upstream  |  | 5.8%                           |  |       |  | 1/30/28  |  | 31,299               |             |                | 33,030  |                     |               | 33,412   |  |
| EnLink Midstream, LLC                                      |  | (k)       |  | Midstream |  | 5.4%                           |  |       |  | 6/1/29   |  | 6,000                |             |                | 6,271   |                     |               | 6,145    |  |
| EnLink Midstream, LLC                                      |  | (f)(k)    |  | Midstream |  | 5.6%                           |  |       |  | 1/15/28  |  | 5,881                |             |                | 6,334   |                     |               | 6,125    |  |

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|                               |  |                 |  |           |  |                           |  |       |  |                  |  |                           |              |                |              |                     |               |              |  |   |              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------|--|-----------------|--|-----------|--|---------------------------|--|-------|--|------------------|--|---------------------------|--------------|----------------|--------------|---------------------|---------------|--------------|--|---|--------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company(a)          |  | Footnotes       |  | Industry  |  | Rate(b)                   |  | Floor |  | Maturity         |  |  Principal Amount(c) |              | Amortized Cost |              |  Fair Value(d) |
| Hammerhead Resources Inc.     |  | (f)(k)(s)       |  | Upstream  |  | 12.0% PIK (12.0% Max PIK) |  |       |  | 7/15/24  |  | $                         | 64,046  |                |              | $                   | 63,569   |              |  | $ | 64,046  |  |
| Moss Creek Resources, LLC     |  | (f)             |  | Upstream  |  | 7.5%                      |  |       |  | 1/15/26  |  | 11,693               |              |                | 10,027  |                     |               | 10,945  |  |
| NRG Energy, Inc.              |  | (k)             |  | Power     |  | 3.9%                      |  |       |  | 2/15/32  |  | 11,625               |              |                | 11,619  |                     |               | 11,411  |  |
| Ranger Oil Corp.              |  | (k)             |  | Upstream  |  | 9.3%                      |  |       |  | 8/15/26  |  | 29,772               |              |                | 29,603  |                     |               | 30,926  |  |
| Range Resources Corp.         |  | (k)             |  | Upstream  |  | 8.3%                      |  |       |  | 1/15/29  |  | 5,000                |              |                | 5,643   |                     |               | 5,584   |  |
| Range Resources Corp.         |  | (k)             |  | Upstream  |  | 9.3%                      |  |       |  | 2/1/26   |  | 3,000                |              |                | 3,256   |                     |               | 3,237   |  |
| SM Energy Co.                 |  | (k)             |  | Upstream  |  | 5.6%                      |  |       |  | 6/1/25   |  | 8,000                |              |                | 8,041   |                     |               | 8,079   |  |
| Southwestern Energy Co.       |  |                 |  | Upstream  |  | 5.4%                      |  |       |  | 2/1/29   |  | 18,928               |              |                | 19,731  |                     |               | 20,043  |  |
| Suburban Propane Partners LP  |  | (f)(k)          |  | Midstream |  | 5.0%                      |  |       |  | 6/1/31   |  | 17,690               |              |                | 18,359  |                     |               | 17,919  |  |
| Tallgrass Energy Partners, LP |  | (f)             |  | Midstream |  | 7.5%                      |  |       |  | 10/1/25  |  | 13,424               |              |                | 14,499  |                     |               | 14,545  |  |
| Tallgrass Energy Partners, LP |  | (f)             |  | Midstream |  | 6.0%                      |  |       |  | 3/1/27   |  | 9,000                |              |                | 9,414   |                     |               | 9,369   |  |
| Tenrgys, LLC                  |  | (f)(m)(n)(o)(s) |  | Upstream  |  | L+900                     |  | 2.5%  |  | 12/23/18 |  | 75,000               |              |                | 75,300  |                     |               | 40,613  |  |
| Total Unsecured Debt          |  |                 |  |           |  |                           |  |       |  |                  |  |                           |              | 425,715   |              |                     | 397,068  |              |

|                                                        |  |                 |  |                         |  |                         |  |       |  |                 |  |                     |              |               |               |                     |               |               |   |             |              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------------------|--|-----------------|--|-------------------------|--|-------------------------|--|-------|--|-----------------|--|---------------------|--------------|---------------|---------------|---------------------|---------------|---------------|---|-------------|--------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company(a)                                   |  | Footnotes       |  | Industry                |  | Rate(b)                 |  | Floor |  | Maturity        |  | Number ofShares     |              | AmortizedCost |               |  Fair Value(d) |
| Preferred Equity—31.0%(l)                        |  |                 |  |                         |  |                         |  |       |  |                 |  |                     |              |               |               |                     |
| Abaco Energy Technologies LLC, Preferred Equity        |  | (f)(o)(s)       |  | Service & Equipment |  |                         |  |       |  |                 |  | 28,942,003     |              |               | $             | 1,447          |               |               | $ | 3,965  |              |
| Altus Midstream LP, Series A Preferred Units           |  | (j)(s)          |  | Midstream               |  | 11.0%                   |  |       |  | 6/28/26 |  | 52,856         |              |               | 58,725   |                     |               | 61,379   |   |
| Global Jet Capital Holdings, LP, Preferred Equity      |  | (f)(s)          |  | Industrials             |  | 9.0% PIK (9.0% Max PIK) |  |       |  | 10/1/28 |  | 167,176        |              |               | 12,305   |                     |               | 12,204   |   |
| Global Jet Capital Holdings, LP, Preferred Equity      |  | (f)(o)(s)       |  | Industrials             |  |                         |  |       |  |                 |  | 27,856         |              |               | 2,786    |                     |               | —  |   |
| NGL Energy Partners, LP, Preferred Equity              |  | (f)(k)(m)(o)(s) |  | Midstream               |  | 14.2%                   |  |       |  | 7/2/27  |  | 156,250        |              |               | 157,633  |                     |               | 125,000  |   |
| NuStar, Preferred Equity                               |  | (f)(k)(s)       |  | Midstream               |  | 12.8%                   |  |       |  | 6/29/28 |  | 3,910,165      |              |               | 105,291  |                     |               | 124,050  |   |
| Segreto Power Holdings, LLC, Preferred Equity          |  | (f)(g)(m)(o)(s) |  | Power                   |  | 13.1%                   |  |       |  | 6/30/25 |  | 70,297         |              |               | 99,761   |                     |               | 80,772   |   |
| USA Compression Partners, LP, Preferred Equity         |  | (k)(s)          |  | Midstream               |  | 9.8%                    |  |       |  | 4/3/28  |  | 79,336         |              |               | 77,763   |                     |               | 89,918   |   |
| Total Preferred Equity                                 |  |                 |  |                         |  |                         |  |       |  |                 |  |                     |              | 515,711  |               |                     | 497,288  |               |
|                                                        |  |                 |  |                         |  |                         |  |       |  |                 |  |                     |              |               |               |                     |
|                                                        |  |                 |  |                         |  |                         |  |       |  |                 |  | Principal Amount(c) |              | Cost          |               |  Fair Value(d) |
| Sustainable Infrastructure Investments, LLC—3.2% |  |                 |  |                         |  |                         |  |       |  |                 |  |                     |              |               |               |                     |
| Sustainable Infrastructure Investments, LLC            |  | (k)(s)(x)       |  | Power                   |  |                         |  |       |  |                 |  | $                   | 60,603  |               |               | $                   | 54,514   |               |   | $           | 50,770  |  |
| Total Sustainable Infrastructure Investments, LLC      |  |                 |  |                         |  |                         |  |       |  |                 |  |                     |              | 54,514   |               |                     | 50,770   |               |
|                                                        |  |                 |  |                         |  |                         |  |       |  |                 |  |                     |              |               |               |                     |

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| Portfolio Company(a)                                    |  | Footnotes          |  | Industry                |  | Rate(b) |  | Floor |  | Maturity |  | Number ofShares   |  | AmortizedCost |                 |  Fair Value(d) |
| Equity/Other—29.5%(l)                         |  |                    |  |                         |  |         |  |       |  |          |  |                   |  |               |                 |                     |
| Abaco Energy Technologies LLC, Common Equity            |  | (f)(o)(s)          |  | Service & Equipment |  |         |  |       |  |          |  | 6,944,444    |  |               | $               | 6,944          |                 |                 | $ | 642  |  |
| AIRRO (Mauritius) Holdings II, Warrants                 |  | (f)(k)(o)(p)(s)    |  | Power                   |  |         |  |       |  |          |  | 35           |  |               | 2,652      |                     |                 | 2,125      |   |
| Allied Wireline Services, LLC, Common Equity            |  | (f)(n)(o)(s)(x)    |  | Service & Equipment |  |         |  |       |  |          |  | 48,400       |  |               | 1,527      |                     |                 | —    |   |
| Allied Wireline Services, LLC, Warrants                 |  | (f)(n)(o)(s)(x)    |  | Service & Equipment |  |         |  |       |  |          |  | 22,000       |  |               | —    |                     |                 | —    |   |
| Arena Energy, LP, Contingent Value Rights               |  | (f)(o)(s)          |  | Upstream                |  |         |  |       |  |          |  | 126,632,117  |  |               | 351        |                     |                 | 1,070      |   |
| Ascent Resources Utica Holdings, LLC, Common Equity     |  | (f)(o)(q)(s)       |  | Upstream                |  |         |  |       |  |          |  | 148,692,909  |  |               | 44,700     |                     |                 | 34,051     |   |
| Cimarron Energy Holdco Inc., Common Equity              |  | (f)(o)(s)          |  | Service & Equipment |  |         |  |       |  |          |  | 4,302,293    |  |               | 3,950      |                     |                 | —    |   |
| Cimarron Energy Holdco Inc., Participation Option       |  | (f)(o)(s)          |  | Service & Equipment |  |         |  |       |  |          |  | 25,000,000   |  |               | 1,289      |                     |                 | —    |   |
| Great Western Petroleum, LLC, Common Equity             |  | (f)(o)(r)(s)(w)    |  | Upstream                |  |         |  |       |  |          |  | 105,785      |  |               | 30,790     |                     |                 | 40,731     |   |
| Harvest Oil & Gas Corp., Common Equity              |  | (f)(o)(w)          |  | Upstream                |  |         |  |       |  |          |  | 135,062      |  |               | 15,802     |                     |                 | 2,836      |   |
| Limetree Bay Energy, LLC, Class A Units                 |  | (f)(o)(s)(w)       |  | Midstream               |  |         |  |       |  |          |  | 50,494,585   |  |               | 19,663     |                     |                 | 6,046      |   |
| Maverick Natural Resources, LLC, Common Equity          |  | (f)(g)(n)(o)(s)    |  | Upstream                |  |         |  |       |  |          |  | 503,176      |  |               | 138,208    |                     |                 | 278,760    |   |
| MB Precision Investment Holdings LLC, Class A-2 Units   |  | (f)(n)(o)(s)       |  | Industrials             |  |         |  |       |  |          |  | 1,426,110    |  |               | 490        |                     |                 | —    |   |
| MECO IV Holdco, LLC, Class A-1 Units                    |  | (f)(n)(o)(s)(x)    |  | Upstream                |  |         |  |       |  |          |  | 1,225,000    |  |               | 2,161      |                     |                 | 4,181      |   |
| NGL Energy Partners, LP, Warrants (Par)                 |  | (f)(k)(o)(s)       |  | Midstream               |  |         |  |       |  |          |  | 2,187,500    |  |               | 3,083      |                     |                 | 265        |   |
| NGL Energy Partners, LP, Warrants (Premium)             |  | (f)(k)(o)(s)       |  | Midstream               |  |         |  |       |  |          |  | 3,125,000    |  |               | 2,623      |                     |                 | 280        |   |
| NGL Energy Partners, LP, Warrants (Premium)             |  | (f)(k)(o)(s)       |  | Midstream               |  |         |  |       |  |          |  | 781,250      |  |               | 576        |                     |                 | 69         |   |
| NGL Energy Partners, LP, Warrants (Par)                 |  | (f)(k)(o)(s)       |  | Midstream               |  |         |  |       |  |          |  | 546,880      |  |               | 630        |                     |                 | 63         |   |
| Permian Production Holdings, LLC, Common Equity         |  | (f)(n)(o)(s)(w)    |  | Upstream                |  |         |  |       |  |          |  | 1,961,896    |  |               | 1          |                     |                 | 8,829      |   |
| Ranger Oil Corp., Common Equity                         |  | (f)(o)             |  | Upstream                |  |         |  |       |  |          |  | 332,863      |  |               | 1,795      |                     |                 | 8,961      |   |
| Ridgeback Resources Inc., Common Equity                 |  | (f)(k)(o)(s)(t)(w) |  | Upstream                |  |         |  |       |  |          |  | 9,599,928    |  |               | 58,985     |                     |                 | 48,356     |   |
| Swift Worldwide Resources Holdco Limited, Common Equity |  | (f)(k)(o)(s)(u)    |  | Service & Equipment |  |         |  |       |  |          |  | 3,750,000    |  |               | 6,029      |                     |                 | 3,206      |   |
| USA Compression Partners, LP, Warrants (Market)         |  | (f)(k)(o)(s)       |  | Midstream               |  |         |  |       |  |          |  | 793,359      |  |               | 555        |                     |                 | 2,209      |   |
| USA Compression Partners, LP, Warrants (Premium)        |  | (f)(k)(o)(s)       |  | Midstream               |  |         |  |       |  |          |  | 1,586,719    |  |               | 714        |                     |                 | 3,499      |   |
| Warren Resources, Inc., Common Equity                   |  | (f)(o)(s)(x)       |  | Upstream                |  |         |  |       |  |          |  | 4,415,749    |  |               | 20,754     |                     |                 | 25,854     |   |
| Total Equity/Other                                  |  |                    |  |                         |  |         |  |       |  |          |  |                   |  | 364,272  |                 |                     | 472,033    |                 |
| TOTAL INVESTMENTS—149.5%                          |  |                    |  |                         |  |         |  |       |  |          |  |                   |  | $             | 2,353,057  |                     |                 | 2,395,223  |   |
| LIABILITIES IN EXCESS OF OTHER ASSETS—(49.5%)     |  |                    |  |                         |  |         |  |       |  |          |  |                   |  |               |                 | (792,900)           |                 |
| NET ASSETS—100.0%                                 |  |                    |  |                         |  |         |  |       |  |          |  |                   |  |               |                 | $                   | 1,602,323  |                 |

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|                                                 |  |                                 |               |                    |               |                     |               |                          |  |                                                      |               |                                 |  |                    |               |               |               |                    |               |               |  |   |               |  |  |               |               |  |  |   |               |  |  |   |               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------------|--|---------------------------------|---------------|--------------------|---------------|---------------------|---------------|--------------------------|--|------------------------------------------------------|---------------|---------------------------------|--|--------------------|---------------|---------------|---------------|--------------------|---------------|---------------|--|---|---------------|--|--|---------------|---------------|--|--|---|---------------|--|--|---|---------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company                               |  | Fair Value at December 31, 2020 |               | Gross Additions(1) |               | Gross Reductions(2) |               | Net Realized Gain (Loss) |  | Net Change in Unrealized Appreciation (Depreciation) |               | Fair Value at December 31, 2021 |  | Interest Income(3) |               | PIK Income(3) |               | Dividend Income(3) |
| Senior Secured Loans—First Lien           |  |                                 |               |                    |               |                     |               |                          |  |                                                      |               |                                 |  |                    |               |               |               |                    |
| Limetree Bay Energy, LLC                        |  | $                               | —  |                    |               | $                   | 14,343   |                          |  | $                                                    | —  |                                 |  | $                  | —  |               |               | $                  | (11,177)      |               |  | $ | 3,166    |  |  | $             | —  |  |  | $ | —  |  |  | $ | —  |  |
| Permian Production Holdings, LLC                |  | 11,446                     |               |                    | 489      |                     |               | (6,401)                  |  |                                                      | 1,106    |                                 |  | 1,249         |               |               | 7,889    |                    |               | 1,009    |  |   | 215      |  |  | —  |               |
| Warren Resources, Inc.(4)                       |  | 27,788                     |               |                    | 69       |                     |               | (27,857)                 |  |                                                      | —  |                                 |  | —       |               |               | —  |                    |               | —  |  |   | —  |  |  | —  |               |
| Senior Secured Bonds                            |  |                                 |               |                    |               |                     |               |                          |  |                                                      |               |                                 |  |                    |               |               |               |                    |
| Great Western Petroleum, LLC                    |  | —                    |               |                    | 53,913   |                     |               | —             |  |                                                      | —  |                                 |  | 4,142         |               |               | 58,055   |                    |               | 5,861    |  |   | —  |  |  | —  |               |
| Limetree Bay Ventures, LLC                      |  | 25,538                     |               |                    | —  |                     |               | (3,810)                  |  |                                                      | (21,752)      |                                 |  | 24            |               |               | —  |                    |               | —  |  |   | —  |  |  | —  |               |
| Limetree Bay Ventures, LLC                      |  | 36,308                     |               |                    | 19       |                     |               | (5,137)                  |  |                                                      | (29,021)      |                                 |  | (2,169)            |               |               | —  |                    |               | 19       |  |   | —  |  |  | —  |               |
| Limetree Bay Ventures, LLC                      |  | 89,968                     |               |                    | 43,291   |                     |               | (9,889)                  |  |                                                      | (49,783)      |                                 |  | (73,587)           |               |               | —  |                    |               | —  |  |   | —  |  |  | —  |               |
| Unsecured Debt                                  |  |                                 |               |                    |               |                     |               |                          |  |                                                      |               |                                 |  |                    |               |               |               |                    |
| Limetree Bay Ventures, LLC                      |  | —                    |               |                    | —  |                     |               | (6,298)                  |  |                                                      | (31,516)      |                                 |  | 37,814        |               |               | —  |                    |               | —  |  |   | —  |  |  | —  |               |
| Limetree Bay Ventures, LLC                      |  | —                    |               |                    | —  |                     |               | (1,648)                  |  |                                                      | (8,244)       |                                 |  | 9,892         |               |               | —  |                    |               | —  |  |   | —  |  |  | —  |               |
| Preferred Equity                                |  |                                 |               |                    |               |                     |               |                          |  |                                                      |               |                                 |  |                    |               |               |               |                    |
| Limetree Bay Ventures, LLC, Preferred Equity    |  | —                    |               |                    | —  |                     |               | —             |  |                                                      | (53,548)      |                                 |  | 53,548        |               |               | —  |                    |               | —  |  |   | —  |  |  | —  |               |
| Limetree Bay Ventures, LLC, Preferred Equity    |  | —                    |               |                    | —  |                     |               | —             |  |                                                      | (86,729)      |                                 |  | 86,729        |               |               | —  |                    |               | —  |  |   | —  |  |  | —  |               |
| Equity/Other                                |  |                                 |               |                    |               |                     |               |                          |  |                                                      |               |                                 |  |                    |               |               |               |                    |
| Great Western Petroleum, LLC, Common Equity     |  | —                    |               |                    | 30,790   |                     |               | —             |  |                                                      | —  |                                 |  | 9,941         |               |               | 40,731   |                    |               | —  |  |   | —  |  |  | —  |               |
| Harvest Oil & Gas Corp., Common Equity      |  | 2,794                      |               |                    | —  |                     |               | (1,756)                  |  |                                                      | —  |                                 |  | 1,798         |               |               | 2,836    |                    |               | —  |  |   | —  |  |  | —  |               |
| Limetree Bay Energy, LLC, Class A Units         |  | —                    |               |                    | 19,663   |                     |               | —             |  |                                                      | —  |                                 |  | (13,617)           |               |               | 6,046    |                    |               | —  |  |   | —  |  |  | —  |               |
| Limetree Bay Ventures, LLC, Common Equity       |  | —                    |               |                    | —  |                     |               | —             |  |                                                      | (3,406)       |                                 |  | 3,406         |               |               | —  |                    |               | —  |  |   | —  |  |  | —  |               |
| Lonestar Resources US Inc., Common Equity       |  | 2,592                      |               |                    | —  |                     |               | (2,376)                  |  |                                                      | —  |                                 |  | (216)              |               |               | —  |                    |               | —  |  |   | —  |  |  | —  |               |
| Permian Production Holdings, LLC, Common Equity |  | —                    |               |                    | 1        |                     |               | —             |  |                                                      | —  |                                 |  | 8,828         |               |               | 8,829    |                    |               | —  |  |   | —  |  |  | 1,574    |               |
| Ridgeback Resources Inc., Common Equity         |  | 38,385                     |               |                    | —  |                     |               | —             |  |                                                      | —  |                                 |  | 9,971         |               |               | 48,356   |                    |               | —  |  |   | —  |  |  | —  |               |
| Warren Resources, Inc., Common Equity(4)        |  | 4,460                      |               |                    | —  |                     |               | (20,754)                 |  |                                                      | —  |                                 |  | 16,294        |               |               | —  |                    |               | —  |  |   | —  |  |  | —  |               |
|                                                 |  | $                               | 239,279  |                    |               | $                   | 162,578  |                          |  | $                                                    | (85,926)      |                                 |  | $                  | (282,893)     |               |               | $                  | 142,870  |               |  | $ | 175,908  |  |  | $             | 6,889    |  |  | $ | 215      |  |  | $ | 1,574    |  |

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| Portfolio Company                            |  | Fair Value at December 31, 2020 |               | Gross Additions(1) |               | Gross Reductions(2) |              | Net Realized Gain (Loss) |  | Net Change in Unrealized Appreciation (Depreciation) |               | Fair Value at December 31, 2021 |  | Interest Income(3) |               | PIK Income(3) |               | Fee Income(3) |               | Dividend Income(3) |
| Senior Secured Loans—First Lien        |  |                                 |               |                    |               |                     |              |                          |  |                                                      |               |                                 |  |                    |               |               |               |               |               |                    |
| Allied Downhole Technologies, LLC            |  | $                               | —  |                    |               | $                   | 10,282  |                          |  | $                                                    | (2,500)       |                                 |  | $                  | —  |               |               | $             | —  |                    |  | $ | 7,782    |  |  | $             | 2      |  |               | $ | 282    |  |  | $ | —  |  |  | $ | —  |  |
| Allied Wireline Services, LLC                |  | 53,007                     |               |                    | 5,280    |                     |              | (207)                    |  |                                                      | —  |                                 |  | (11,741)           |               |               | 46,339   |               |               | 276           |  |   | 5,280    |  |  | —  |             |  | —  |   |
| MECO IV Holdco, LLC                          |  | —                    |               |                    | 22,745   |                     |              | —             |  |                                                      | —  |                                 |  | —       |               |               | 22,745   |               |               | 91            |  |   | 951      |  |  | 9        |             |  | —  |   |
| Warren Resources, Inc.(4)                    |  | —                    |               |                    | 27,134   |                     |              | (3,446)                  |  |                                                      | —  |                                 |  | —       |               |               | 23,688   |               |               | 2,601         |  |   | 261      |  |  | —  |             |  | —  |   |
| Sustainable Infrastructure Investments, LLC  |  |                                 |               |                    |               |                     |              |                          |  |                                                      |               |                                 |  |                    |               |               |               |               |               |                    |
| Sustainable Infrastructure Investments, LLC  |  | 61,816                     |               |                    | —  |                     |              | (6,089)                  |  |                                                      | —  |                                 |  | (4,957)            |               |               | 50,770   |               |               | —       |  |   | —  |  |  | —  |             |  | 5,729    |   |
| Equity/Other                             |  |                                 |               |                    |               |                     |              |                          |  |                                                      |               |                                 |  |                    |               |               |               |               |               |                    |
| Allied Wireline Services, LLC, Common Equity |  | 1,904                      |               |                    | —  |                     |              | —             |  |                                                      | —  |                                 |  | (1,904)            |               |               | —  |               |               | —       |  |   | —  |  |  | —  |             |  | —  |   |
| Allied Wireline Services, LLC, Warrants      |  | —                    |               |                    | —  |                     |              | —             |  |                                                      | —  |                                 |  | —       |               |               | —  |               |               | —       |  |   | —  |  |  | —  |             |  | —  |   |
| MECO IV Holdco, LLC, Class A-1 Units         |  | —                    |               |                    | 2,161    |                     |              | —             |  |                                                      | —  |                                 |  | 2,020         |               |               | 4,181    |               |               | —       |  |   | —  |  |  | —  |             |  | —  |   |
| Warren Resources, Inc., Common Equity(4)     |  | —                    |               |                    | 20,754   |                     |              | —             |  |                                                      | —  |                                 |  | 5,100         |               |               | 25,854   |               |               | —       |  |   | —  |  |  | —  |             |  | —  |   |
|                                              |  | $                               | 116,727  |                    |               | $                   | 88,356  |                          |  | $                                                    | (12,242)      |                                 |  | $                  | —  |               |               | $             | (11,482)      |                    |  | $ | 181,359  |  |  | $             | 2,970  |  |               | $ | 6,774  |  |  | $ | 9        |  |  | $ | 5,729    |  |

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|                                  |  |                                 |  |        |   |              |  |        |                 |  |  |   |              |  |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------|--|---------------------------------|--|--------|---|--------------|--|--------|-----------------|--|--|---|--------------|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                  |  | Nine Months Ended September 30, |
|                                  |  | 2022                            |  | 2021   |
|                                  |  | Shares                          |  | Amount |   | Shares       |  | Amount |
| Reinvestment of Distributions    |  | 4,040,233                  |  |        | $ | 15,651  |  |        | 4,608,920  |  |  | $ | 15,880  |  |
|                                  |  |                                 |  |        |   |              |  |        |
| Proceeds from Share Transactions |  | 4,040,233                  |  |        | $ | 15,651  |  |        | 4,608,920  |  |  | $ | 15,880  |  |

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|                    |  |                                          |  |                                     |  |                                 |              |                                |  |      |             |      |  |   |              |  |  |   |              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------|--|------------------------------------------|--|-------------------------------------|--|---------------------------------|--------------|--------------------------------|--|------|-------------|------|--|---|--------------|--|--|---|--------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                    |  |                                          |  |                                     |  | Three Months EndedSeptember 30, |              | Nine Months EndedSeptember 30, |
| Related Party      |  | Source Agreement                         |  | Description                         |  | 2022                            |              | 2021                           |  | 2022 |             | 2021 |
| FS/EIG Advisor |  | FS/EIG investment advisory agreement |  | Base Management Fee(1)              |  | $                               | 11,142  |                                |  | $    | 9,051  |      |  | $ | 30,755  |  |  | $ | 29,656  |  |
| FS/EIG Advisor |  | FS/EIG investment advisory agreement |  | Administrative Services Expenses(2) |  | $                               | 1,695   |                                |  | $    | 1,457  |      |  | $ | 4,605   |  |  | $ | 4,480   |  |

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|----------------------------|--|--------------|------------|--------|--------------|---|--------------|--|--|--|--|--|--|--|
|                            |  | Distribution |
| For the Three Months Ended |  | Per Share    |            | Amount |
| Fiscal 2021                |  |              |            |        |
| March 31, 2021             |  | $            | 0.03  |        |              | $ | 13,249  |  |
| June 30, 2021              |  | 0.03    |            |        | 13,294  |   |
| September 30, 2021         |  | 0.03    |            |        | 13,339  |   |
| Total                      |  | $            | 0.09  |        |              | $ | 39,882  |  |
| Fiscal 2022                |  |              |            |        |
| March 31, 2022             |  | $            | 0.03  |        |              | $ | 13,426  |  |
| June 30, 2022              |  | 0.03    |            |        | 13,465  |   |
| September 30, 2022         |  | 0.03    |            |        | 13,504  |   |
| Total                      |  | $            | 0.09  |        |              | $ | 40,395  |  |

----

Table of Contents

|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|  |  |  |  |  |

|                                                           |  |                                 |              |            |               |                     |   |               |   |              |               |  |           |   |  |  |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------------------------------|--|---------------------------------|--------------|------------|---------------|---------------------|---|---------------|---|--------------|---------------|--|-----------|---|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                           |  | Nine Months Ended September 30, |
|                                                           |  | 2022                            |              | 2021       |
| Source of Distribution                                    |  | Distribution Amount             |              | Percentage |               | Distribution Amount |   | Percentage    |
| Net investment income(1)                                  |  | $                               | 40,395  |            |               | 100            | % |               | $ | 39,882  |               |  | 100  | % |
| Short-term capital gains proceeds from the sale of assets |  | —                    |              |            | —  |                     |   | —  |   |              | —  |  |
| Long-term capital gains proceeds from the sale of assets  |  | —                    |              |            | —  |                     |   | —  |   |              | —  |  |
| Total                                                     |  | $                               | 40,395  |            |               | 100            | % |               | $ | 39,882  |               |  | 100  | % |

----

Table of Contents

|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|  |  |  |  |  |

|      |  |                  |  |         |  |                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|------|--|------------------|--|---------|--|-------------------------------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Year |  | Settlement Index |  | Bbls    |  | Weighted Average Price ($/Bbls) |
| 2022 |  | ICE Brent        |  | 43,046  |  | $87.22                              |
| 2023 |  | ICE Brent        |  | 168,511 |  | $80.00                              |

|      |  |                  |  |         |  |                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|------|--|------------------|--|---------|--|--------------------------------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Year |  | Settlement Index |  | MMBtu   |  | Weighted Average Price ($/MMBtu) |
| 2022 |  | NYMEX Henry Hub  |  | 56,244  |  | $4.58                                |
| 2023 |  | NYMEX Henry Hub  |  | 343,702 |  | $3.80                                |

|                                  |  |               |           |              |       |   |       |  |  |  |  |  |  |  |
|----------------------------------|--|---------------|-----------|--------------|-------|---|-------|--|--|--|--|--|--|--|
| Instrument                       |  | Asset(1)      |           | Liability(2) |
| Swap Contracts—Crude Oil   |  | $             | 682  |              |       | $ | (10)  |  |
| Swap Contracts—Natural Gas |  | —  |           |              | (678) |   |
| Total                            |  | $             | 682  |              |       | $ | (688) |  |

|                                  |  |                                                                  |         |                                                                                             |       |   |           |  |  |  |  |  |  |  |
|----------------------------------|--|------------------------------------------------------------------|---------|---------------------------------------------------------------------------------------------|-------|---|-----------|--|--|--|--|--|--|--|
| 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   |  | $                                                                | (1,968) |                                                                                             |       | $ | 672  |  |
| Swap Contracts—Natural Gas |  | (652)                                                            |         |                                                                                             | (678) |   |
| Total                            |  | $                                                                | (2,620) |                                                                                             |       | $ | (6)       |  |

|               |  |                   |           |                        |  |                          |       |                                           |  |                                       |     |                                                  |  |               |  |  |               |  |  |   |     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------|--|-------------------|-----------|------------------------|--|--------------------------|-------|-------------------------------------------|--|---------------------------------------|-----|--------------------------------------------------|--|---------------|--|--|---------------|--|--|---|-----|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Counterparty  |  | Derivative Assets |           | Derivative Liabilities |  | Net Value of Derivatives |       | Non-Cash Collateral (Received) Pledged(1) |  | Cash Collateral (Received) Pledged(1) |     | Net Amount of Derivative Assets (Liabilities)(2) |
| BP Energy Co. |  | $                 | 682  |                        |  | $                        | (688) |                                           |  | $                                     | (6) |                                                  |  | —  |  |  | —  |  |  | $ | (6) |  |

----

Table of Contents

|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|  |  |  |  |  |

|                                             |  |                                     |                 |                   |               |                         |                 |                  |   |            |               |                         |   |                 |  |  |          |                 |  |  |           |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------|--|-------------------------------------|-----------------|-------------------|---------------|-------------------------|-----------------|------------------|---|------------|---------------|-------------------------|---|-----------------|--|--|----------|-----------------|--|--|-----------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                             |  | September 30, 2022 (Unaudited) |                 | December 31, 2021 |
|                                             |  | AmortizedCost(1)                    |                 | Fair Value        |               | Percentage of Portfolio |                 | AmortizedCost(1) |   | Fair Value |               | Percentage of Portfolio |
| Senior Secured Loans—First Lien       |  | $                                   | 750,207    |                   |               | $                       | 749,844    |                  |   | 33    | %             |                         | $ | 832,257    |  |  | $        | 812,335    |  |  | 34   | % |
| Senior Secured Loans—Second Lien      |  | 145,072                        |                 |                   | 145,632  |                         |                 | 7           | % |            | 83,322   |                         |   | 84,083     |  |  | 3   | %               |
| Senior Secured Bonds                        |  | 10,052                         |                 |                   | 10,195   |                         |                 | 1           | % |            | 77,266   |                         |   | 81,646     |  |  | 3   | %               |
| Unsecured Debt                              |  | 376,017                        |                 |                   | 345,646  |                         |                 | 15          | % |            | 425,715  |                         |   | 397,068    |  |  | 17  | %               |
| Preferred Equity                            |  | 459,515                        |                 |                   | 431,651  |                         |                 | 19          | % |            | 515,711  |                         |   | 497,288    |  |  | 21  | %               |
| Sustainable Infrastructure Investments, LLC |  | 54,514                         |                 |                   | 52,047   |                         |                 | 2           | % |            | 54,514   |                         |   | 50,770     |  |  | 2   | %               |
| Equity/Other                            |  | 340,588                        |                 |                   | 523,708  |                         |                 | 23          | % |            | 364,272  |                         |   | 472,033    |  |  | 20  | %               |
| Total                                       |  | $                                   | 2,135,965  |                   |               | $                       | 2,258,723  |                  |   | 100   | %             |                         | $ | 2,353,057  |  |  | $        | 2,395,223  |  |  | 100  | % |

|                                                |  |                                |                 |                         |          |            |   |                         |   |                 |          |   |           |   |  |  |  |  |  |  |  |  |  |  |  |  |
|------------------------------------------------|--|--------------------------------|-----------------|-------------------------|----------|------------|---|-------------------------|---|-----------------|----------|---|-----------|---|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                |  | September 30, 2022 (Unaudited) |                 | December 31, 2021       |
| Industry Classification                        |  | Fair Value                     |                 | Percentage of Portfolio |          | Fair Value |   | Percentage of Portfolio |
| Upstream                                       |  | $                              | 988,443    |                         |          | 44    | % |                         | $ | 1,071,201  |          |   | 44   | % |
| Midstream                                      |  | 735,574                   |                 |                         | 33  | %          |   | 893,004            |   |                 | 37  | % |
| Power                                          |  | 392,210                   |                 |                         | 17  | %          |   | 302,510            |   |                 | 13  | % |
| Service & Equipment                        |  | 81,082                    |                 |                         | 4   | %          |   | 65,534             |   |                 | 3   | % |
| Industrials                                    |  | 9,367                     |                 |                         | 0   | %          |   | 12,204             |   |                 | 1   | % |
| Sustainable Infrastructure Investments, LLC(1) |  | 52,047                    |                 |                         | 2   | %          |   | 50,770             |   |                 | 2   | % |
| Total                                          |  | $                              | 2,258,723  |                         |          | 100   | % |                         | $ | 2,395,223  |          |   | 100  | % |

----

Table of Contents

|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|  |  |  |  |  |

|                                                               |  |                                     |               |                   |            |   |               |  |  |  |  |  |  |  |
|---------------------------------------------------------------|--|-------------------------------------|---------------|-------------------|------------|---|---------------|--|--|--|--|--|--|--|
|                                                               |  | September 30, 2022 (Unaudited) |               | December 31, 2021 |
| Total investments(1)                                          |  | $                                   | 292,551  |                   |            | $ | 316,422  |  |
| Weighted average current interest rate on debt investments(2) |  | 5.96                           | %             |                   | 2.34  | % |
| Number of portfolio assets in SIIJV                           |  | 10                             |               |                   | 11    |   |
| Largest investment in a single portfolio company(1)           |  | $                                   | 76,689   |                   |            | $ | 79,521   |  |

----

Table of Contents

|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|  |  |  |  |  |

|                                                    |  |           |  |            |  |             |  |                  |  |                           |              |                |               |                    |               |              |               |   |              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------|--|-----------|--|------------|--|-------------|--|------------------|--|---------------------------|--------------|----------------|---------------|--------------------|---------------|--------------|---------------|---|--------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company(a)(f)                            |  | Footnotes |  | Industry   |  | Rate(b)     |  | Maturity         |  |  Principal Amount(c) |              | Amortized Cost |               |  FairValue(d) |
| Senior Secured Loans—First Lien—100.0% |  |           |  |            |  |             |  |                  |  |                           |              |                |               |                    |
| AES DE Holdings V, LLC                             |  |           |  | Renewables |  | L+175       |  | 6/13/26  |  | $                         | 12,701  |                |               | $                  | 12,701   |              |               | $ | 12,587  |  |
| Alianca Transportadora de Gas Participacoes S.A.   |  |           |  | Midstream  |  |  L+260 |  | 5/23/27  |  | 76,689               |              |                | 76,689   |                    |               | 77,705  |               |
| Blue Heron Intermediate Holdco I, LLC              |  |           |  | Midstream  |  |  L+188 |  | 4/22/24  |  | 32,101               |              |                | 32,101   |                    |               | 32,057  |               |
| Cedar Creek II LLC                                 |  |           |  | Renewables |  |  L+188 |  | 11/18/23 |  | 9,083                |              |                | 9,083    |                    |               | 9,199   |               |
| Copper Mountain Solar 3, LLC                       |  |           |  | Renewables |  | L+175       |  | 5/29/25  |  | 18,499               |              |                | 18,499   |                    |               | 18,816  |               |
| FLNG Liquefaction 2, LLC                           |  |           |  | Midstream  |  |  L+150 |  | 12/31/26 |  | 28,559               |              |                | 28,559   |                    |               | 28,270  |               |
| Meikle Wind Energy, LP                             |  | (e)       |  | Renewables |  | C+150       |  | 5/12/24  |  | C$                        | 16,248  |                |               | 12,500        |               |              | 11,863   |   |
| NES Hercules Class B Member, LLC                   |  |           |  | Renewables |  |  L+150 |  | 1/31/28  |  | $                         | 24,487  |                |               | 24,487        |               |              | 24,781   |   |
| ST EIP Holdco LLC                                  |  |           |  | Midstream  |  |  L+250 |  | 11/5/24  |  | 59,035               |              |                | 59,035   |                    |               | 58,275  |               |
| Top of the World Wind Energy LLC                   |  |           |  | Renewables |  | L+188       |  | 12/2/28  |  | 18,897               |              |                | 18,897   |                    |               | 19,430  |               |
| Total Senior Secured Loans—First Lien        |  |           |  |            |  |             |  |                  |  |                           |              | 292,551   |               |                    | 292,983  |              |
|                                                    |  |           |  |            |  |             |  |                  |  |                           |              |                |               |                    |
|                                                    |  |           |  |            |  |             |  |                  |  |                           |              |                |               |                    |
|                                                    |  |           |  |            |  |             |  |                  |  |                           |              |                |               |                    |
|                                                    |  |           |  |            |  |             |  |                  |  |                           |              |                |               |                    |
| TOTAL INVESTMENTS—100.0%                     |  |           |  |            |  |             |  |                  |  |                           |              | $              | 292,551  |                    |               | $            | 292,983  |   |

|                                                   |  |           |  |            |  |             |  |                  |  |                           |              |                |               |                    |               |              |               |   |              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------|--|-----------|--|------------|--|-------------|--|------------------|--|---------------------------|--------------|----------------|---------------|--------------------|---------------|--------------|---------------|---|--------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Portfolio Company(a)(f)                           |  | Footnotes |  | Industry   |  | Rate(b)     |  | Maturity         |  |  Principal Amount(c) |              | Amortized Cost |               |  FairValue(d) |
| Senior Secured Loans—First Lien—95.7% |  |           |  |            |  |             |  |                  |  |                           |              |                |               |                    |
| AES DE Holdings V, LLC                            |  |           |  | Renewables |  | L+175       |  | 6/13/26  |  | $                         | 12,720  |                |               | $                  | 12,720   |              |               | $ | 12,166  |  |
| Alianca Transportadora de Gas Participacoes S.A.  |  |           |  | Midstream  |  |  L+260 |  | 5/23/27  |  | 79,521               |              |                | 79,521   |                    |               | 80,498  |               |
| Blue Heron Intermediate Holdco I, LLC             |  |           |  | Midstream  |  |  L+175 |  | 4/22/24  |  | 32,894               |              |                | 32,894   |                    |               | 33,034  |               |
| Cedar Creek II LLC                                |  |           |  | Renewables |  |  L+188 |  | 11/18/23 |  | 9,574                |              |                | 9,574    |                    |               | 9,633   |               |
| Copper Mountain Solar 3, LLC                      |  |           |  | Renewables |  |  L+175 |  | 5/29/25  |  | 19,189               |              |                | 19,189   |                    |               | 19,315  |               |
| FLNG Liquefaction 2, LLC                          |  |           |  | Midstream  |  | L+150       |  | 12/31/26 |  | 29,753               |              |                | 29,753   |                    |               | 29,893  |               |
| Meikle Wind Energy, LP                            |  | (e)       |  | Renewables |  |  C+150 |  | 5/12/24  |  | C$                        | 16,777  |                |               | 12,907        |               |              | 13,567   |   |
| NES Hercules Class B Member, LLC                  |  |           |  | Renewables |  | L+150       |  | 1/31/28  |  | $                         | 24,777  |                |               | 24,777        |               |              | 25,573   |   |
| ST EIP Holdco LLC                                 |  |           |  | Midstream  |  |  L+250 |  | 11/5/24  |  | 60,000               |              |                | 60,000   |                    |               | 60,018  |               |
| Top of the World Wind Energy LLC                  |  |           |  | Renewables |  |  L+188 |  | 12/2/28  |  | 21,470               |              |                | 21,470   |                    |               | 21,604  |               |
| Total Senior Secured Loans—First Lien       |  |           |  |            |  |             |  |                  |  |                           |              | 302,805   |               |                    | 305,301  |              |
| Unsecured Debt—4.3%                         |  |           |  |            |  |             |  |                  |  |                           |              |                |               |                    |
| Sociedad Minera Cerro Verde S.A.A.                |  |           |  | Power      |  | L+190       |  | 6/19/22  |  | 13,617               |              |                | 13,617   |                    |               | 13,665  |               |
| Total Unsecured Debt                              |  |           |  |            |  |             |  |                  |  |                           |              | 13,617    |               |                    | 13,665   |              |
| TOTAL INVESTMENTS—100.0%                    |  |           |  |            |  |             |  |                  |  |                           |              | $              | 316,422  |                    |               | $            | 318,966  |   |

----

Table of Contents

|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|  |  |  |  |  |

|                                    |  |                                     |               |                   |               |   |               |  |  |  |  |  |  |  |
|------------------------------------|--|-------------------------------------|---------------|-------------------|---------------|---|---------------|--|--|--|--|--|--|--|
|                                    |  | September 30, 2022 (Unaudited) |               | December 31, 2021 |
| Selected Balance Sheet Information |  |                                     |               |                   |
| Total investments, at fair value   |  | $                                   | 292,983  |                   |               | $ | 318,966  |  |
| Cash and other assets              |  | 5,453                          |               |                   | 67,611   |   |
| Total assets                       |  | $                                   | 298,436  |                   |               | $ | 386,577  |  |
| Debt                               |  | $                                   | 229,417  |                   |               | $ | 318,894  |  |
| Other liabilities                  |  | 1,157                          |               |                   | 1,464    |   |
| Total liabilities                  |  | 230,574                        |               |                   | 320,358  |   |
| Member's equity                    |  | $                                   | 67,862   |                   |               | $ | 66,219   |  |

|                                                                 |  |                                 |             |                                |             |      |             |             |  |   |             |  |  |   |             |  |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------------------------------------|--|---------------------------------|-------------|--------------------------------|-------------|------|-------------|-------------|--|---|-------------|--|--|---|-------------|--|--|--|--|--|--|--|--|--|--|--|
|                                                                 |  | Three Months EndedSeptember 30, |             | Nine Months EndedSeptember 30, |
|                                                                 |  | 2022                            |             | 2021                           |             | 2022 |             | 2021        |
| Selected Statement of Operations Information                    |  |                                 |             |                                |             |      |             |             |
| Total investment income                                         |  | $                               | 3,313  |                                |             | $    | 2,124  |             |  | $ | 7,386  |  |  | $ | 6,940  |  |
| Expenses                                                        |  |                                 |             |                                |             |      |             |             |
| Interest expense                                                |  | 1,201                      |             |                                | 1,157  |      |             | 3,352  |  |   | 3,814  |  |
| Administrative services                                         |  | 42                         |             |                                | 43     |      |             | 123    |  |   | 133    |  |
| Custodian and accounting fees                                   |  | 23                         |             |                                | 34     |      |             | 127    |  |   | 122    |  |
| Professional services                                           |  | 25                         |             |                                | 46     |      |             | 76     |  |   | 116    |  |
| Other                                                           |  | 44                         |             |                                | 3      |      |             | 44     |  |   | 23     |  |
| Total expenses                                                  |  | 1,335                      |             |                                | 1,283  |      |             | 3,722  |  |   | 4,208  |  |
| Net investment income                                           |  | 1,978                      |             |                                | 841    |      |             | 3,664  |  |   | 2,732  |  |
| Net realized and unrealized gain (loss)                         |  | 836                        |             |                                | 1,217  |      |             | (1,180)     |  |   | 4,829  |  |
| Net increase (decrease) in net assets resulting from operations |  | $                               | 2,814  |                                |             | $    | 2,058  |             |  | $ | 2,484  |  |  | $ | 7,561  |  |

----

Table of Contents

|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|  |  |  |  |  |

|                                                   |  |                                     |                 |                   |                 |   |                 |  |  |  |  |  |  |  |
|---------------------------------------------------|--|-------------------------------------|-----------------|-------------------|-----------------|---|-----------------|--|--|--|--|--|--|--|
| Valuation Inputs                                  |  | September 30, 2022 (Unaudited) |                 | December 31, 2021 |
| Level 1—Price quotations in active markets  |  | $                                   | 1,475      |                   |                 | $ | 11,797     |  |
| Level 2—Significant other observable inputs |  | 554,554                        |                 |                   | 761,944    |   |
| Level 3—Significant unobservable inputs     |  | 1,702,694                      |                 |                   | 1,621,482  |   |
| Total                                             |  | $                                   | 2,258,723  |                   |                 | $ | 2,395,223  |  |

|                                                   |  |               |               |             |               |   |               |  |  |  |  |  |  |  |
|---------------------------------------------------|--|---------------|---------------|-------------|---------------|---|---------------|--|--|--|--|--|--|--|
| Valuation Inputs                                  |  | Assets        |               | Liabilities |
| Level 1—Price quotations in active markets  |  | $             | —  |             |               | $ | —  |  |
| Level 2—Significant other observable inputs |  | 682      |               |             | 688      |   |
| Level 3—Significant unobservable inputs     |  | —  |               |             | —  |   |
| Total                                             |  | $             | 682      |             |               | $ | 688      |  |

----

Table of Contents

|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|  |  |  |  |  |

|                                                                                                                                                                                                        |  |                                              |               |                                        |               |                      |               |                |  |                  |               |                                            |  |                  |               |       |               |   |               |               |  |   |               |  |  |   |               |  |  |   |                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--|----------------------------------------------|---------------|----------------------------------------|---------------|----------------------|---------------|----------------|--|------------------|---------------|--------------------------------------------|--|------------------|---------------|-------|---------------|---|---------------|---------------|--|---|---------------|--|--|---|---------------|--|--|---|-----------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                                                                                                                                                                        |  | For the Nine Months Ended September 30, 2022 |
|                                                                                                                                                                                                        |  | Senior Secured Loans—First Lien        |               | Senior Secured Loans—Second Lien |               | Senior Secured Bonds |               | Unsecured Debt |  | Preferred Equity |               | Sustainable InfrastructureInvestments, LLC |  | Equity/Other |               | Total |
| Fair value at beginning of period                                                                                                                                                                      |  | $                                            | 414,075  |                                        |               | $                    | 84,083   |                |  | $                | 10,371   |                                            |  | $                | 104,659  |       |               | $ | 497,288  |               |  | $ | 50,770   |  |  | $ | 460,236  |  |  | $ | 1,621,482  |  |
| Accretion of discount (amortization of premium)                                                                                                                                                        |  | 1,426                                   |               |                                        | 194      |                      |               | 36        |  |                  | 105      |                                            |  | 3,473       |               |       | —  |   |               | —  |  |   | 5,234    |  |
| Net realized gain (loss)                                                                                                                                                                               |  | (12,186)                                     |               |                                        | 446      |                      |               | —   |  |                  | (27,541)      |                                            |  | 1,329       |               |       | —  |   |               | 64,960   |  |   | 27,008   |  |
| Net change in unrealized appreciation (depreciation)                                                                                                                                                   |  | 26,048                                  |               |                                        | (201)         |                      |               | (212)          |  |                  | 34,394   |                                            |  | (9,441)          |               |       | 1,277    |   |               | 82,667   |  |   | 134,532  |  |
| Purchases                                                                                                                                                                                              |  | 110,486                                 |               |                                        | 110,150  |                      |               | —   |  |                  | 19,800   |                                            |  | —     |               |       | —  |   |               | 16,052   |  |   | 256,488  |  |
| Paid-in-kind interest                                                                                                                                                                                  |  | 9,627                                   |               |                                        | 537      |                      |               | —   |  |                  | 7,916    |                                            |  | 188         |               |       | —  |   |               | —  |  |   | 18,268   |  |
| Sales and repayments                                                                                                                                                                                   |  | (122,163)                                    |               |                                        | (49,577)      |                      |               | —   |  |                  | (84,415)      |                                            |  | (61,186)         |               |       | —  |   |               | (104,518)     |  |   | (421,859)     |  |
| Transfers into Level 3(1)                                                                                                                                                                              |  | 58,705                                  |               |                                        | —  |                      |               | —   |  |                  | —  |                                            |  | —     |               |       | —  |   |               | 2,836    |  |   | 61,541   |  |
| Transfers out of Level 3                                                                                                                                                                               |  | —                                 |               |                                        | —  |                      |               | —   |  |                  | —  |                                            |  | —     |               |       | —  |   |               | —  |  |   | —  |  |
| Fair value at end of period                                                                                                                                                                            |  | $                                            | 486,018  |                                        |               | $                    | 145,632  |                |  | $                | 10,195   |                                            |  | $                | 54,918   |       |               | $ | 431,651  |               |  | $ | 52,047   |  |  | $ | 522,233  |  |  | $ | 1,702,694  |  |
| 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 |  | $                                            | 16,286   |                                        |               | $                    | 22       |                |  | $                | (212)         |                                            |  | $                | (293)         |       |               | $ | (6,787)       |               |  | $ | 1,277    |  |  | $ | 83,316   |  |  | $ | 93,609     |  |

|                                                                                                                                                                                                        |  |                                              |               |                                        |               |                      |               |                |  |                  |               |                                            |  |                  |               |       |               |   |               |               |  |   |               |  |  |   |               |  |  |   |                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--|----------------------------------------------|---------------|----------------------------------------|---------------|----------------------|---------------|----------------|--|------------------|---------------|--------------------------------------------|--|------------------|---------------|-------|---------------|---|---------------|---------------|--|---|---------------|--|--|---|---------------|--|--|---|-----------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                                                                                                                                                                        |  | For the Nine Months Ended September 30, 2021 |
|                                                                                                                                                                                                        |  | Senior Secured Loans—First Lien        |               | Senior Secured Loans—Second Lien |               | Senior Secured Bonds |               | Unsecured Debt |  | Preferred Equity |               | Sustainable InfrastructureInvestments, LLC |  | Equity/Other |               | Total |
| Fair value at beginning of period                                                                                                                                                                      |  | $                                            | 482,368  |                                        |               | $                    | 237,751  |                |  | $                | 340,042  |                                            |  | $                | 108,317  |       |               | $ | 471,077  |               |  | $ | 61,816   |  |  | $ | 252,434  |  |  | $ | 1,953,805  |  |
| Accretion of discount (amortization of premium)                                                                                                                                                        |  | 2,219                                   |               |                                        | 1,338    |                      |               | 23        |  |                  | 76       |                                            |  | 1,962       |               |       | —  |   |               | 455      |  |   | 6,073    |  |
| Net realized gain (loss)                                                                                                                                                                               |  | (8,197)                                      |               |                                        | 448      |                      |               | (100,555)      |  |                  | (39,319)      |                                            |  | (156,872)        |               |       | —  |   |               | 162      |  |   | (304,333)     |  |
| Net change in unrealized appreciation (depreciation)                                                                                                                                                   |  | 9,552                                   |               |                                        | 4,282    |                      |               | (53,965)       |  |                  | 57,706   |                                            |  | 204,258     |               |       | (1,297)       |   |               | 155,052  |  |   | 375,588  |  |
| Purchases                                                                                                                                                                                              |  | 54,953                                  |               |                                        | 15,000   |                      |               | 53,291    |  |                  | 832      |                                            |  | 13          |               |       | —  |   |               | 52,021   |  |   | 176,110  |  |
| Paid-in-kind interest                                                                                                                                                                                  |  | 11,174                                  |               |                                        | —  |                      |               | —   |  |                  | 8,373    |                                            |  | 6,907       |               |       | —  |   |               | —  |  |   | 26,454   |  |
| Sales and repayments                                                                                                                                                                                   |  | (132,333)                                    |               |                                        | (158,734)     |                      |               | (228,836)      |  |                  | (21,582)      |                                            |  | (41,207)         |               |       | (6,089)       |   |               | (14,398)      |  |   | (603,179)     |  |
| Net transfers in or out of Level 3                                                                                                                                                                     |  | —                                 |               |                                        | —  |                      |               | —   |  |                  | —  |                                            |  | —     |               |       | —  |   |               | —  |  |   | —  |  |
| Fair value at end of period                                                                                                                                                                            |  | $                                            | 419,736  |                                        |               | $                    | 100,085  |                |  | $                | 10,000   |                                            |  | $                | 114,403  |       |               | $ | 486,138  |               |  | $ | 54,430   |  |  | $ | 445,726  |  |  | $ | 1,630,518  |  |
| 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 |  | $                                            | (433)         |                                        |               | $                    | 4,697    |                |  | $                | (5)           |                                            |  | $                | 9,771    |       |               | $ | 34,791   |               |  | $ | (1,297)       |  |  | $ | 150,206  |  |  | $ | 197,730    |  |

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|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|  |  |  |  |  |

|                                             |  |                                                 |                 |                        |                        |                                      |                      |                     |             |                  |       |       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------|--|-------------------------------------------------|-----------------|------------------------|------------------------|--------------------------------------|----------------------|---------------------|-------------|------------------|-------|-------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Type of Investment                          |  | Fair Value atSeptember 30, 2022(Unaudited) |                 | Valuation Technique(1) |                        | Unobservable Input                   |                      | Range               |             | Weighted Average |
| Senior Secured Loans—First Lien       |  | $                                               | 450,887    |                        |                        | Market Comparables                   |                      | Market Yield (%)    |             | 8.5%-20.0%       |       | 12.1% |
|                                             |  |                                                 |                 |                        |                        | EBITDA Multiples (x)                 |                      | 3.9x-6.3x           |             | 4.6x             |
|                                             |  | 35,131                                     |                 |                        | Discounted Cash Flow   |                                      | Discount Rate (%)    |                     | 11.5%-20.0% |                  | 16.2% |
| Senior Secured Loans—Second Lien      |  | 145,632                                    |                 |                        | Market Comparables     |                                      | Market Yield (%)     |                     | 9.3%-13.5%  |                  | 11.3% |
| Senior Secured Bonds                        |  | 10,195                                     |                 |                        | Market Comparables     |                                      | Market Yield (%)     |                     | 7.1%-8.1%   |                  | 7.6%  |
| Unsecured Debt                              |  | 35,118                                     |                 |                        | Market Comparables     |                                      | Market Yield (%)     |                     | 9.9%-10.9%  |                  | 10.4% |
|                                             |  | 19,800                                     |                 |                        | Cost                   |                                      |                      |                     |             |                  |       |
| Preferred Equity                            |  | 341,776                                    |                 |                        | Market Comparables     |                                      | Market Yield (%)     |                     | 11.0%-27.8% |                  | 17.7% |
|                                             |  |                                                 |                 |                        |                        | EBITDA Multiples (x)                 |                      | 7.5x-8.5x           |             | 8.0x             |
|                                             |  |                                                 |                 |                        |                        | Net Aircraft Book Value Multiple (x) |                      | 1.0x-1.0x           |             | 1.0x             |
|                                             |  | 89,875                                     |                 |                        | Discounted Cash Flow   |                                      | Discount Rate (%)    |                     | 11.3%-11.8% |                  | 11.5% |
| Sustainable Infrastructure Investments, LLC |  | 52,047                                     |                 |                        | Discounted Cash Flow   |                                      | Discount Rate (%)    |                     | 13.5%-14.0% |                  | 13.8% |
| Equity/Other                            |  | 510,905                                    |                 |                        | Market Comparables     |                                      | EBITDA Multiples (x) |                     | 1.7x-8.5x   |                  | 4.6x  |
|                                             |  |                                                 |                 |                        |                        | Production Multiples (Mboe/d)    |                      | $31,000.0-$36,000.0 |             | $33,564.9        |
|                                             |  |                                                 |                 |                        |                        | Proved Reserves Multiples (Mmboe)    |                      | $7.4-$9.8           |             | $7.9             |
|                                             |  |                                                 |                 |                        |                        | Production Multiples (MMcfe/d)   |                      | $3,350.0-$3,650.0   |             | $3,500.0         |
|                                             |  |                                                 |                 |                        |                        | Proved Reserves Multiples (Bcfe)     |                      | 0.7x-0.8x           |             | 0.8x             |
|                                             |  |                                                 |                 |                        |                        | PV-10 Multiples (x)                  |                      | 0.5x-0.9x           |             | 0.8x             |
|                                             |  | 2,737                                      |                 |                        | Discounted Cash Flow   |                                      | Discount Rate (%)    |                     | 8.0%-33.0%  |                  | 24.1% |
|                                             |  | 3,423                                      |                 |                        | Option Valuation Model |                                      | Volatility (%)       |                     | 33.5%-58.0% |                  | 38.6% |
|                                             |  | 5,168                                      |                 |                        | Other(2)               |                                      |                      |                     |             |                  |       |
| Total                                       |  | $                                               | 1,702,694  |                        |                        |                                      |                      |                     |             |                  |       |       |

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|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|  |  |  |  |  |

|                                             |  |                                      |                 |                        |                        |                                      |                      |                     |             |                  |       |      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------|--|--------------------------------------|-----------------|------------------------|------------------------|--------------------------------------|----------------------|---------------------|-------------|------------------|-------|------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Type of Investment                          |  | Fair Value at December 31, 2021 |                 | Valuation Technique(1) |                        | Unobservable Input                   |                      | Range               |             | Weighted Average |       |
| Senior Secured Loans—First Lien       |  | $                                    | 376,827    |                        |                        | Market Comparables                   |                      | Market Yield (%)    |             | 6.3%-15.8%       |       | 9.1% |  |
|                                             |  |                                      |                 |                        |                        | EBITDA Multiples (x)                 |                      | 3.5x-6.7x           |             | 4.6x             |       |
|                                             |  | 34,195                          |                 |                        | Discounted Cash Flow   |                                      | Discount Rate (%)    |                     | 8.5%-13.5%  |                  | 10.8% |      |
|                                             |  | 3,053                           |                 |                        | Other(2)               |                                      |                      |                     |             |                  |       |      |
| Senior Secured Loans—Second Lien      |  | 84,083                          |                 |                        | Market Comparables     |                                      | Market Yield (%)     |                     | 7.0%-10.5%  |                  | 8.8%  |      |
| Senior Secured Bonds                        |  | 10,371                          |                 |                        | Market Comparables     |                                      | Market Yield (%)     |                     | 6.5%-7.0%   |                  | 6.8%  |      |
| Unsecured Debt                              |  | 64,046                          |                 |                        | Market Comparables     |                                      | Market Yield (%)     |                     | 8.9%-9.9%   |                  | 9.4%  |      |
|                                             |  | 40,613                          |                 |                        | Other(2)               |                                      |                      |                     |             |                  |       |      |
| Preferred Equity                            |  | 416,516                         |                 |                        | Market Comparables     |                                      | Market Yield (%)     |                     | 7.5%-24.5%  |                  | 14.9% |      |
|                                             |  |                            |                 |                        |                        | EBITDA Multiples (x)                 |                      | 9.0x-10.0x          |             | 9.5x             |       |
|                                             |  |                                      |                 |                        |                        | Net Aircraft Book Value Multiple (x) |                      | 1.0x-1.0x           |             | 1.0x             |       |
|                                             |  | 80,772                          |                 |                        | Discounted Cash Flow   |                                      | Discount Rate (%)    |                     | 9.5%-10.0%  |                  | 9.8%  |      |
| Sustainable Infrastructure Investments, LLC |  | 50,770                          |                 |                        | Discounted Cash Flow   |                                      | Discount Rate (%)    |                     | 11.8%-12.3% |                  | 12.0% |      |
| Equity/Other                            |  | 444,610                         |                 |                        | Market Comparables     |                                      | EBITDA Multiples (x) |                     | 2.8x-10.5x  |                  | 4.7x  |      |
|                                             |  |                                      |                 |                        |                        | Production Multiples (Mboe/d)    |                      | $30,000.0-$35,000.0 |             | $32,500.0        |       |
|                                             |  |                                      |                 |                        |                        | Proved Reserves Multiples (Mmboe)    |                      | 10.0x-11.5x         |             | 10.8x            |       |
|                                             |  |                                      |                 |                        |                        | Production Multiples (MMcfe/d)   |                      | $2,900.0-$3,200.0   |             | $3,050.0         |       |
|                                             |  |                                      |                 |                        |                        | Proved Reserves Multiples (Bcfe)     |                      | 0.7x-0.7x           |             | 0.7x             |       |
|                                             |  |                                      |                 |                        |                        | PV-10 Multiples (x)                  |                      | 1.2x-4.8x           |             | 2.8x             |       |
|                                             |  | 3,195                           |                 |                        | Discounted Cash Flow   |                                      | Discount Rate (%)    |                     | 8.0%-32.0%  |                  | 23.3% |      |
|                                             |  | 6,385                           |                 |                        | Option Valuation Model |                                      | Volatility (%)       |                     | 52.0%-65.0% |                  | 63.6% |      |
|                                             |  | 6,046                           |                 |                        | Other(2)               |                                      |                      |                     |             |                  |       |      |
| Total                                       |  | $                                    | 1,621,482  |                        |                        |                                      |                      |                     |             |                  |       |      |  |

|                         |  |                                      |  |         |  |                    |               |                  |               |               |               |                 |  |                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------|--|--------------------------------------|--|---------|--|--------------------|---------------|------------------|---------------|---------------|---------------|-----------------|--|-------------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                         |  | As of September 30, 2022 (Unaudited) |
| Arrangement(1)          |  | Type of Arrangement                  |  | Rate(2) |  | Amount Outstanding |               | Amount Available |               | Maturity Date |
| JPMorgan Facility       |  | Revolving/Term                   |  | L+3.00% |  | $                  | 305,676  |                  |               | $             | —  |                 |  | February 16, 2023 |
| Senior Secured Notes(3) |  | Bond                                 |  | 7.50%   |  | 457,075       |               |                  | —  |               |               | August 15, 2023 |
| Total                   |  |                                      |  |         |  | $                  | 762,751  |                  |               | $             | —  |                 |  |                   |

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|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|  |  |  |  |  |

|                         |  |                              |  |         |  |                    |               |                  |               |               |              |                 |  |                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------|--|------------------------------|--|---------|--|--------------------|---------------|------------------|---------------|---------------|--------------|-----------------|--|-------------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                         |  | As of December 31, 2021 |
| Arrangement(1)          |  | Type of Arrangement          |  | Rate(2) |  | Amount Outstanding |               | Amount Available |               | Maturity Date |
| JPMorgan Facility       |  | Revolving/Term           |  | L+3.00% |  | $                  | 286,667  |                  |               | $             | 85,000  |                 |  | February 16, 2023 |
| Senior Secured Notes(3) |  | Bond                         |  | 7.50%   |  | 489,000       |               |                  | —  |               |              | August 15, 2023 |
| Total                   |  |                              |  |         |  | $                  | 775,667  |                  |               | $             | 85,000  |                 |  |                   |

|                      |  |                                 |              |                                                       |             |                        |             |                            |  |                                                       |              |                        |  |             |              |  |              |   |             |  |  |   |              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------|--|---------------------------------|--------------|-------------------------------------------------------|-------------|------------------------|-------------|----------------------------|--|-------------------------------------------------------|--------------|------------------------|--|-------------|--------------|--|--------------|---|-------------|--|--|---|--------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                      |  | Nine Months Ended September 30, |
|                      |  | 2022                            |              | 2021                                                  |
| 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 |
| JPMorgan Facility    |  | $                               | 9,458   |                                                       |             | $                      | 1,830  |                            |  | $                                                     | 11,288  |                        |  | $           | 7,273   |  |              | $ | 3,214  |  |  | $ | 10,487  |  |
| Senior Secured Notes |  | 26,381                     |              |                                                       | 3,325  |                        |             | 29,706                |  |                                                       | 27,506  |                        |  | 3,024  |              |  | 30,530  |   |
| Total                |  | $                               | 35,839  |                                                       |             | $                      | 5,155  |                            |  | $                                                     | 40,994  |                        |  | $           | 34,779  |  |              | $ | 6,238  |  |  | $ | 41,017  |  |

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|  |  |  |  |  |

|                                                                                 |  |                                                |                 |                              |                   |   |                 |  |  |  |  |  |  |  |
|---------------------------------------------------------------------------------|--|------------------------------------------------|-----------------|------------------------------|-------------------|---|-----------------|--|--|--|--|--|--|--|
|                                                                                 |  | Nine Months EndedSeptember 30, 2022(Unaudited) |                 | Year Ended December 31, 2021 |
| Per Share Data:(1)                                                          |  |                                                |                 |                              |
| Net asset value, beginning of period                                            |  | $                                              | 3.59       |                              |                   | $ | 3.25       |  |
| Results of operations(2)                                                        |  |                                                |                 |                              |
| Net investment income                                                           |  | 0.09                                      |                 |                              | 0.09         |   |
| Net realized gain (loss) and unrealized appreciation (depreciation)             |  | 0.26                                      |                 |                              | 0.37         |   |
| Net increase (decrease) in net assets resulting from operations                 |  | 0.35                                      |                 |                              | 0.46         |   |
| Shareholder distributions(3)                                                    |  |                                                |                 |                              |
| Distributions from net investment income                                        |  | (0.09)                                         |                 |                              | (0.12)            |   |
|                                                                                 |  |                                                |                 |                              |
| Net decrease in net assets resulting from shareholder distributions             |  | (0.09)                                         |                 |                              | (0.12)            |   |
| Capital share transactions                                                      |  |                                                |                 |                              |
| Issuance of common shares(4)                                                    |  | —                                   |                 |                              | —      |   |
|                                                                                 |  |                                                |                 |                              |
| Net increase (decrease) in net assets resulting from capital share transactions |  | —                                   |                 |                              | —      |   |
| Net asset value, end of period                                                  |  | $                                              | 3.85       |                              |                   | $ | 3.59       |  |
| Shares outstanding, end of period                                               |  | 450,129,732                               |                 |                              | 446,089,499  |   |
| Total return(5)                                                                 |  | 9.69                                      | %               |                              | 14.22        | % |
| Total return (without assuming reinvestment of distributions)(5)                |  | 9.75                                      | %               |                              | 14.15        | % |
| Ratio/Supplemental Data:                                                |  |                                                |                 |                              |
| Net assets, end of period                                                       |  | $                                              | 1,731,841  |                              |                   | $ | 1,602,323  |  |
| Ratio of net investment income to average net assets(6)(7)                      |  | 3.22                                      | %               |                              | 2.77         | % |
| Ratio of total operating expenses to average net assets(6)                      |  | 6.62                                      | %               |                              | 6.96         | % |
| Ratio of management fee offset to average net assets(6)                         |  | (0.15)                                         | %               |                              | (0.09)            | % |
| Ratio of net operating expenses to average net assets(6)                        |  | 6.47                                      | %               |                              | 6.87         | % |
| Ratio of interest expense to average net assets(6)                              |  | 3.17                                      | %               |                              | 3.46         | % |
| Portfolio turnover(8)                                                           |  | 15.75                                     | %               |                              | 44.25        | % |
| Total amount of senior securities outstanding, exclusive of treasury securities |  | $                                              | 762,751    |                              |                   | $ | 775,667    |  |
| Asset coverage per unit(9)                                                      |  | 3.27                                      |                 |                              | 3.07         |   |

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|                                        |  |                                              |              |                                             |               |           |               |               |   |               |          |   |           |   |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------|--|----------------------------------------------|--------------|---------------------------------------------|---------------|-----------|---------------|---------------|---|---------------|----------|---|-----------|---|--|--|--|--|--|--|--|--|--|--|--|--|
| Net Investment Activity                |  | For the Three Months EndedSeptember 30, 2022 |              | For the Nine Months EndedSeptember 30, 2022 |
| Purchases                              |  | $                                            | 30,614  |                                             |               | $         | 375,112  |               |
| Sales and Repayments                   |  | (143,603)                                    |              |                                             | (651,005)     |           |
| Net Portfolio Activity                 |  | $                                            | (112,989)    |                                             |               | $         | (275,893)     |               |
|                                        |  |                                              |              |                                             |               |           |               |               |
|                                        |  | For the Three Months EndedSeptember 30, 2022 |              | For the Nine Months EndedSeptember 30, 2022 |
| New Investment Activity by Asset Class |  | Purchases                                    |              | Percentage                                  |               | Purchases |               | Percentage    |
| Senior Secured Loans—First Lien  |  | $                                            | 10,809  |                                             |               | 35   | %             |               | $ | 144,437  |          |   | 39   | % |
| Senior Secured Loans—Second Lien |  | —                                 |              |                                             | —  |           |               | 110,150  |   |               | 29  | % |
|                                        |  |                                              |              |                                             |               |           |               |               |
| Unsecured Debt                         |  | 19,800                                  |              |                                             | 65       | %         |               | 73,069   |   |               | 19  | % |
|                                        |  |                                              |              |                                             |               |           |               |               |
|                                        |  |                                              |              |                                             |               |           |               |               |
| Equity/Other                       |  | 5                                       |              |                                             | 0        | %         |               | 47,456   |   |               | 13  | % |
| Total                                  |  | $                                            | 30,614  |                                             |               | 100  | %             |               | $ | 375,112  |          |   | 100  | % |

|                                             |  |                                |                 |                   |               |                         |                 |                   |   |            |               |                         |   |                 |  |  |          |                 |  |  |           |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------|--|--------------------------------|-----------------|-------------------|---------------|-------------------------|-----------------|-------------------|---|------------|---------------|-------------------------|---|-----------------|--|--|----------|-----------------|--|--|-----------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                             |  | September 30, 2022 (Unaudited) |                 | December 31, 2021 |
|                                             |  | Amortized Cost(1)              |                 | Fair Value        |               | Percentage of Portfolio |                 | Amortized Cost(1) |   | Fair Value |               | Percentage of Portfolio |
| Senior Secured Loans—First Lien       |  | $                              | 750,207    |                   |               | $                       | 749,844    |                   |   | 33    | %             |                         | $ | 832,257    |  |  | $        | 812,335    |  |  | 34   | % |
| Senior Secured Loans—Second Lien      |  | 145,072                   |                 |                   | 145,632  |                         |                 | 7            | % |            | 83,322   |                         |   | 84,083     |  |  | 3   | %               |
| Senior Secured Bonds                        |  | 10,052                    |                 |                   | 10,195   |                         |                 | 1            | % |            | 77,266   |                         |   | 81,646     |  |  | 3   | %               |
| Unsecured Debt                              |  | 376,017                   |                 |                   | 345,646  |                         |                 | 15           | % |            | 425,715  |                         |   | 397,068    |  |  | 17  | %               |
| Preferred Equity                            |  | 459,515                   |                 |                   | 431,651  |                         |                 | 19           | % |            | 515,711  |                         |   | 497,288    |  |  | 21  | %               |
| Sustainable Infrastructure Investments, LLC |  | 54,514                    |                 |                   | 52,047   |                         |                 | 2            | % |            | 54,514   |                         |   | 50,770     |  |  | 2   | %               |
| Equity/Other                            |  | 340,588                   |                 |                   | 523,708  |                         |                 | 23           | % |            | 364,272  |                         |   | 472,033    |  |  | 20  | %               |
| Total                                       |  | $                              | 2,135,965  |                   |               | $                       | 2,258,723  |                   |   | 100   | %             |                         | $ | 2,353,057  |  |  | $        | 2,395,223  |  |  | 100  | % |

|                                                                                                               |  |                    |  |                   |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------------------------------------------------------|--|--------------------|--|-------------------|--|--|--|--|--|--|--|--|--|--|
|                                                                                                               |  | September 30, 2022 |  | December 31, 2021 |
| Number of Portfolio Companies                                                                                 |  | 69                 |  | 71                |
| % Variable Rate (based on fair value)                                                                         |  | 34.4%              |  | 35.1%             |
| % Fixed Rate (based on fair value)                                                                            |  | 21.0%              |  | 22.3%             |
| % Income Producing Preferred Equity and Equity/Other Investments (based on fair value)                    |  | 13.0%              |  | 14.1%             |
| % Non-Income Producing Preferred Equity and Equity/Other Investments (based on fair value)                |  | 31.6%              |  | 28.5%             |
| Weighted Average Purchase Price of Debt Investments (as a % of par value)                                     |  | 99.9%              |  | 98.5%             |
| % of Investments on Non-Accrual (based on fair value)                                                         |  | 10.1%              |  | 10.4%             |
| Gross Portfolio Yield Prior to Leverage (based on amortized cost)                                             |  | 6.9%               |  | 5.5%              |
| Gross Portfolio Yield Prior to Leverage (based on amortized cost)—Excluding Non-Income Producing Assets |  | 9.4%               |  | 7.8%              |

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|                                                                                                                                             |  |                    |  |                   |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------------------------------------------------------------------------------------|--|--------------------|--|-------------------|--|--|--|--|--|--|--|--|--|--|
| Characteristics of All Direct Originations held in Portfolio                                                                                |  | September 30, 2022 |  | December 31, 2021 |
| Number of Portfolio Companies                                                                                                               |  | 41                 |  | 43                |
| % of Investments on Non-Accrual (based on fair value)                                                                                       |  | 13.8%              |  | 15.4%             |
| Total Cost of Direct Originations                                                                                                           |  | $1,473,985         |  | $1,586,099        |
| Total Fair Value of Direct Originations                                                                                                     |  | $1,645,350         |  | $1,621,482        |
| % of Total Investments, at Fair Value                                                                                                       |  | 72.8%              |  | 67.7%             |
| Gross Portfolio Yield Prior to Leverage (based on amortized cost) of Funded Direct Originations                                             |  | 6.9%               |  | 5.1%              |
| Gross Portfolio Yield Prior to Leverage (based on amortized cost) of Funded Direct Originations—Excluding Non-Income Producing Assets |  | 11.0%              |  | 8.4%              |

|                                   |  |                    |                 |                         |          |            |   |                         |   |                 |          |   |           |   |  |  |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------|--|--------------------|-----------------|-------------------------|----------|------------|---|-------------------------|---|-----------------|----------|---|-----------|---|--|--|--|--|--|--|--|--|--|--|--|--|
|                                   |  | September 30, 2022 |                 | December 31, 2021       |
| Portfolio Composition by Strategy |  | Fair Value         |                 | Percentage of Portfolio |          | Fair Value |   | Percentage of Portfolio |
| Direct Originations               |  | $                  | 1,645,350  |                         |          | 73    | % |                         | $ | 1,621,482  |          |   | 68   | % |
| Broadly Syndicated/Other      |  | 613,373       |                 |                         | 27  | %          |   | 773,741            |   |                 | 32  | % |
| Total                             |  | $                  | 2,258,723  |                         |          | 100   | % |                         | $ | 2,395,223  |          |   | 100  | % |

|                   |  |                                                                                                                                                                |  |  |  |  |  |  |
|-------------------|--|----------------------------------------------------------------------------------------------------------------------------------------------------------------|--|--|--|--|--|--|
| Investment Rating |  | 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.                                                                                  |

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|                   |  |                    |                 |                         |          |               |   |                         |   |                 |          |   |               |   |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------|--|--------------------|-----------------|-------------------------|----------|---------------|---|-------------------------|---|-----------------|----------|---|---------------|---|--|--|--|--|--|--|--|--|--|--|--|--|
|                   |  | September 30, 2022 |                 | December 31, 2021       |
| Investment Rating |  | Fair Value         |                 | Percentage of Portfolio |          | Fair Value    |   | Percentage of Portfolio |
| 1                 |  | $                  | —    |                         |          | —  |   |                         | $ | —    |          |   | —  |   |
| 2                 |  | 1,692,276     |                 |                         | 75  | %             |   | 1,771,346               |   | 74         | %        |
| 3                 |  | 244,156       |                 |                         | 11  | %             |   | 232,319                 |   | 10         | %        |
| 4                 |  | 262,012       |                 |                         | 11  | %             |   | 284,055            |   |                 | 12  | % |
| 5                 |  | 60,279        |                 |                         | 3   | %             |   | 107,503            |   |                 | 4   | % |
| Total             |  | $                  | 2,258,723  |                         |          | 100      | % |                         | $ | 2,395,223  |          |   | 100      | % |

|                              |  |                                  |              |                                 |          |           |   |                            |   |              |          |                            |           |              |  |                            |               |   |  |              |   |  |          |               |  |  |           |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|------------------------------|--|----------------------------------|--------------|---------------------------------|----------|-----------|---|----------------------------|---|--------------|----------|----------------------------|-----------|--------------|--|----------------------------|---------------|---|--|--------------|---|--|----------|---------------|--|--|-----------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                              |  | Three Months Ended September 30, |              | Nine Months Ended September 30, |
|                              |  | 2022                             |              | 2021                            |          | 2022      |   | 2021                       |
|                              |  | Amount                           |              | Percentage of Total Income      |          | Amount    |   | Percentage of Total Income |   | Amount       |          | Percentage of Total Income |           | Amount       |  | Percentage of Total Income |
| Interest income              |  | $                                | 33,449  |                                 |          | 79   | % |                            | $ | 24,200  |          |                            | 64   | %            |  | $                          | 87,351   |   |  | 70      | % |  | $        | 80,707   |  |  | 70   | % |
| Paid-in-kind interest income |  | 5,799                       |              |                                 | 14  | %         |   | 8,614                 |   |              | 23  | %                          |           | 18,268  |  |                            | 15       | % |  | 26,455  |   |  | 23  | %             |
| Fee income                   |  | 2,723                       |              |                                 | 6   | %         |   | 117                   |   |              | 0   | %                          |           | 13,182  |  |                            | 10       | % |  | 1,312   |   |  | 1   | %             |
| Dividend income              |  | 479                         |              |                                 | 1   | %         |   | 4,960                 |   |              | 13  | %                          |           | 6,631   |  |                            | 5        | % |  | 6,534   |   |  | 6   | %             |
| Total investment income(1)   |  | $                                | 42,450  |                                 |          | 100  | % |                            | $ | 37,891  |          |                            | 100  | %            |  | $                          | 125,432  |   |  | 100     | % |  | $        | 115,008  |  |  | 100  | % |

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|                                                                 |  |                                 |              |                                |              |      |              |              |  |   |              |  |  |   |              |  |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------------------------------------|--|---------------------------------|--------------|--------------------------------|--------------|------|--------------|--------------|--|---|--------------|--|--|---|--------------|--|--|--|--|--|--|--|--|--|--|--|
|                                                                 |  | Three Months EndedSeptember 30, |              | Nine Months EndedSeptember 30, |
|                                                                 |  | 2022                            |              | 2021                           |              | 2022 |              | 2021         |
| Management fees                                                 |  | $                               | 11,350  |                                |              | $    | 10,077  |              |  | $ | 33,361  |  |  | $ | 31,005  |  |
| Administrative services expenses                                |  | 1,695                      |              |                                | 1,457   |      |              | 4,605   |  |   | 4,480   |  |
| Share transfer agent fees                                       |  | 768                        |              |                                | 736     |      |              | 2,216   |  |   | 2,182   |  |
| Accounting and administrative fees                              |  | 369                        |              |                                | 169     |      |              | 735     |  |   | 516     |  |
| Interest expense                                                |  | 14,104                     |              |                                | 12,783  |      |              | 40,994  |  |   | 41,017  |  |
| Trustees' fees                                                  |  | 161                        |              |                                | 189     |      |              | 578     |  |   | 587     |  |
| Expenses associated with our independent audit and related fees |  | 213                        |              |                                | 113     |      |              | 436     |  |   | 336     |  |
| Legal fees                                                      |  | 101                        |              |                                | 15      |      |              | 251     |  |   | 18      |  |
| Printing fees                                                   |  | 73                         |              |                                | 89      |      |              | 482     |  |   | 399     |  |
| Other                                                           |  | 472                        |              |                                | 515     |      |              | 2,002   |  |   | 1,311   |  |
| Total operating expenses                                        |  | 29,306                     |              |                                | 26,143  |      |              | 85,660  |  |   | 81,851  |  |
| Less: Management fee offset                                 |  | (208)                           |              |                                | (1,026)      |      |              | (2,606)      |  |   | (1,349)      |  |
| Net operating expenses                                          |  | $                               | 29,098  |                                |              | $    | 25,117  |              |  | $ | 83,054  |  |  | $ | 80,502  |  |

|                                                                                    |  |                                 |   |                                |            |      |  |            |   |  |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|------------------------------------------------------------------------------------|--|---------------------------------|---|--------------------------------|------------|------|--|------------|---|--|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                                                    |  | Three Months EndedSeptember 30, |   | Nine Months EndedSeptember 30, |
|                                                                                    |  | 2022                            |   | 2021                           |            | 2022 |  | 2021       |
| Ratio of operating expenses to average net assets                                  |  | 1.62                       | % |                                | 1.72  | %    |  | 4.96  | % |  | 5.28  | % |
| Ratio of management fee offset to average net assets                               |  | (0.01)                          | % |                                | (0.07)     | %    |  | (0.15)     | % |  | (0.09)     | % |
| Ratio of net operating expenses to average net assets                              |  | 1.61                       | % |                                | 1.65  | %    |  | 4.81  | % |  | 5.19  | % |
| Ratio of interest expense to average net assets                                    |  | (0.78)                          | % |                                | (0.84)     | %    |  | (2.38)     | % |  | (2.64)     | % |
| Ratio of net operating expenses, excluding interest expense, to average net assets |  | 0.83                       | % |                                | 0.81  | %    |  | 2.43  | % |  | 2.55  | % |

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|                                                 |  |                                 |             |                                |               |      |             |         |  |   |               |  |  |   |           |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------------|--|---------------------------------|-------------|--------------------------------|---------------|------|-------------|---------|--|---|---------------|--|--|---|-----------|--|--|--|--|--|--|--|--|--|--|--|
|                                                 |  | Three Months EndedSeptember 30, |             | Nine Months EndedSeptember 30, |
|                                                 |  | 2022                            |             | 2021                           |               | 2022 |             | 2021    |
| Net realized gain (loss) on investments(1)      |  | $                               | 3,648  |                                |               | $    | 1,625  |         |  | $ | 35,108   |  |  | $ | (260,881) |  |
| Net realized gain (loss) on foreign currency    |  | (202)                           |             |                                | —  |      |             | (202)   |  |   | (6)           |  |
| Net realized gain (loss) on swap contracts      |  | (812)                           |             |                                | —  |      |             | (2,620) |  |   | —  |  |
| Net realized gain (loss) on debt extinguishment |  | —                    |             |                                | —  |      |             | (929)   |  |   | —  |  |
| Total net realized gain (loss)                  |  | $                               | 2,634  |                                |               | $    | 1,625  |         |  | $ | 31,357   |  |  | $ | (260,887) |  |

|                                                                                       |  |                                 |          |                                |               |      |              |      |  |   |               |  |  |   |               |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------------------------------|--|---------------------------------|----------|--------------------------------|---------------|------|--------------|------|--|---|---------------|--|--|---|---------------|--|--|--|--|--|--|--|--|--|--|--|
|                                                                                       |  | Three Months EndedSeptember 30, |          | Nine Months EndedSeptember 30, |
|                                                                                       |  | 2022                            |          | 2021                           |               | 2022 |              | 2021 |
| Net change in unrealized appreciation (depreciation) on investments                   |  | $                               | (70,610) |                                |               | $    | 48,994  |      |  | $ | 80,592   |  |  | $ | 408,973  |  |
| Net change in unrealized appreciation (depreciation) on swap contracts                |  | 3,582                      |          |                                | —  |      |              | (6)  |  |   | —  |  |
| Net change in unrealized appreciation (depreciation) on foreign currency              |  | (59)                            |          |                                | (21)          |      |              | (59) |  |   | (13)          |  |
| Total net change in unrealized appreciation (depreciation) and unrealized gain (loss) |  | $                               | (67,087) |                                |               | $    | 48,973  |      |  | $ | 80,527   |  |  | $ | 408,960  |  |

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|                         |  |                     |  |         |  |                    |               |                  |               |               |               |                 |  |                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------|--|---------------------|--|---------|--|--------------------|---------------|------------------|---------------|---------------|---------------|-----------------|--|-------------------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Arrangement(1)          |  | Type of Arrangement |  | Rate(2) |  | Amount Outstanding |               | Amount Available |               | Maturity Date |
| JPMorgan Facility       |  | Revolving/Term  |  | L+3.00% |  | $                  | 305,676  |                  |               | $             | —  |                 |  | February 16, 2023 |
| Senior Secured Notes(3) |  | Bond                |  | 7.50%   |  | 457,075       |               |                  | —  |               |               | August 15, 2023 |
| Total                   |  |                     |  |         |  | $                  | 762,751  |                  |               | $             | —  |                 |  |                   |

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|                            |  |              |            |        |              |   |              |  |  |  |  |  |  |  |
|----------------------------|--|--------------|------------|--------|--------------|---|--------------|--|--|--|--|--|--|--|
|                            |  | Distribution |
| For the Three Months Ended |  | Per Share    |            | Amount |
| Fiscal 2021                |  |              |            |        |
| March 31, 2021             |  | $            | 0.03  |        |              | $ | 13,249  |  |
| June 30, 2021              |  | 0.03    |            |        | 13,294  |   |
| September 30, 2021         |  | 0.03    |            |        | 13,339  |   |
| Total                      |  | $            | 0.09  |        |              | $ | 39,882  |  |
| Fiscal 2022                |  |              |            |        |
| March 31, 2022             |  | $            | 0.03  |        |              | $ | 13,426  |  |
| June 30, 2022              |  | 0.03    |            |        | 13,465  |   |
| September 30, 2022         |  | 0.03    |            |        | 13,504  |   |
| Total                      |  | $            | 0.09  |        |              | $ | 40,395  |  |

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|                                      |  |                                     |              |                                         |               |                                            |              |                                          |  |   |               |  |  |            |   |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------|--|-------------------------------------|--------------|-----------------------------------------|---------------|--------------------------------------------|--------------|------------------------------------------|--|---|---------------|--|--|------------|---|--|--|--|--|--|--|--|--|--|--|--|
| Basis Point Change in Interest Rates |  | Increase(Decrease)in InterestIncome |              | Increase (Decrease) in Interest Expense |               | Increase (Decrease) in Net Interest Income |              | Percentage Change in Net Interest Income |
| Down 100 basis points                |  | $                                   | (10,652)     |                                         |               | $                                          | (3,057)      |                                          |  | $ | (7,595)       |  |  | (7.9)      | % |
| No change                            |  | —                        |              |                                         | —  |                                            |              | —                             |  |   | —  |  |
| Up 100 basis points                  |  | $                                   | 4,923   |                                         |               | $                                          | 3,057   |                                          |  | $ | 1,866    |  |  | 1.9   | % |
| Up 300 basis points                  |  | $                                   | 21,226  |                                         |               | $                                          | 9,170   |                                          |  | $ | 12,056   |  |  | 12.5  | % |
| Up 500 basis points                  |  | $                                   | 37,530  |                                         |               | $                                          | 15,284  |                                          |  | $ | 22,246   |  |  | 23.1  | % |

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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.)

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.)

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.)

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.)

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.)

Form of 7.500% Senior Secured Notes due 2023 (included as Exhibit A to Exhibit 4.1 hereto) (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.)

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.)

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.)

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.)

Amendment No. 1 and Waiver, dated as of April 9, 2020, among FS Energy and Power Fund, each of the subsidiary guarantors party thereto, each of the lenders and conduit support providers party thereto, and JPMorgan Chase Bank, N.A. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on April 9, 2020.)

Amendment No. 2, dated as of July 6, 2020, among FS Energy and Power Fund, each of the subsidiary guarantors party thereto, each of the lenders and conduit support providers party thereto, and JPMorgan Chase Bank, N.A. (Incorporated by reference to Exhibit 10.1 to FS Energy and Power Fund’s Current Report on Form 8-K filed on July 21, 2020.)

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.)

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.)

Certification of Chief Executive Officer pursuant to Rule 13a-14 under the Securities Exchange Act of 1934, as amended.

Certification of Chief Financial Officer pursuant to Rule 13a-14 under the Securities Exchange Act of 1934, as amended.

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.

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|  |                          |                                                                                              |  |  |  |  |  |  |
|--|--------------------------|----------------------------------------------------------------------------------------------|--|--|--|--|--|--|
|  | FS Energy and Power Fund |
|  | By:                  | /s/ MICHAEL C. FORMAN                                                                |
|  |                          | Michael C. Forman Chief Executive Officer (Principal Executive Officer)                      |
|  |                          |                                                                                              |
|  | By:                  | /s/ EDWARD T. GALLIVAN, JR.                                                          |
|  |                          | Edward T. Gallivan, Jr. Chief Financial Officer (Principal Financial and Accounting Officer) |