TABLE OF CONTENTS
 Washington, D.C. 20549
 
  
 ☑
    ☐
     
   
 ​
            Maryland
            ​
            ​
            80-0741103
            ​​
            (State or other jurisdiction of incorporation or organization)
            ​
            ​
            (I.R.S. Employer Identification No.)
            ​​
            201 Rouse Boulevard Philadelphia, Pennsylvania
            ​
            ​
            19112
            ​​
            (Address of principal executive offices)
            ​
            ​
            (Zip Code)
            ​     ​
            Large accelerated filer
            ​
            ​
            ☐
            ​
            ​
            Accelerated filer
            ​
            ​
            ☐
            ​​
            Non-accelerated filer
            ​
            ​
            ☑   (Do not check if a smaller reporting company)
            ​
            ​
            Smaller reporting company
            ​
            ​
            ☐
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            Emerging growth company
            ​
            ​
            ☐
            ​


TABLE OF CONTENTS ​
 ​
            ​
            ​
            Page
            ​PART I—FINANCIAL INFORMATION
            ​
            ​ITEM 1.
              FINANCIAL STATEMENTS
              ​
            ​
            ​Consolidated Balance Sheets as of June 30, 2017 (Unaudited) and December 31, 2016
            ​
            ​
            ​
            ​
            1
            ​
            ​Unaudited Consolidated Statements of Operations for the three and six months ended June 30, 2017 and 2016
            ​
            ​
            ​
            ​
            2
            ​
            ​Unaudited Consolidated Statements of Changes in Net Assets for the six months ended June 30, 2017 and 2016
            ​
            ​
            ​
            ​
            3
            ​
            ​Unaudited Consolidated Statements of Cash Flows for the six months ended June 30, 2017 and 2016
            ​
            ​
            ​
            ​
            4
            ​
            ​Consolidated Schedules of Investments as of June 30, 2017 (Unaudited) and December 31, 2016
            ​
            ​
            ​
            ​
            5
            ​
            ​Notes to Unaudited Consolidated Financial Statements
            ​
            ​
            ​
            ​
            28
            ​
            ​ITEM 2.
              MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS
              ​
            ​
            ​
            ​
            ​
            63
            ​
            ​ITEM 3.
              QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK
              ​
            ​
            ​
            ​
            ​
            87
            ​
            ​ITEM 4.
              CONTROLS AND PROCEDURES
              ​
            ​
            ​
            ​
            ​
            88
            ​
            ​PART II—OTHER INFORMATION
            ​
            ​ITEM 1.
              LEGAL PROCEEDINGS
              ​
            ​
            ​
            ​
            ​
            89
            ​
            ​ITEM 1A.
              RISK FACTORS
              ​
            ​
            ​
            ​
            ​
            89
            ​
            ​ITEM 2.
              UNREGISTERED SALES OF EQUITY SECURITIES AND USE OF PROCEEDS
              ​
            ​
            ​
            ​
            ​
            89
            ​
            ​ITEM 3.
              DEFAULTS UPON SENIOR SECURITIES
              ​
            ​
            ​
            ​
            ​
            89
            ​
            ​ITEM 4.
              MINE SAFETY DISCLOSURES
              ​
            ​
            ​
            ​
            ​
            89
            ​
            ​ITEM 5.
              OTHER INFORMATION
              ​
            ​
            ​
            ​
            ​
            89
            ​
            ​ITEM 6.
              EXHIBITS
              ​
            ​
            ​
            ​
            ​
            90
            ​
            ​SIGNATURES
            ​
            ​
            ​
            ​
            95
            ​
            ​


TABLE OF CONTENTS ​
 ​
            ​
            ​
            June 30, 2017 (Unaudited)
            ​
            ​
            December 31, 2016
            ​Assets
            ​
            ​
            ​Investments, at fair value
            ​
            ​
            ​Non-controlled/unaffiliated investments (amortized cost—$4,390,237 and $4,270,442, respectively)
            ​
            ​
            ​
            $
            4,401,584
            ​
            ​
            ​
            ​
            $
            4,212,299
            ​
            ​Non-controlled/affiliated investments (amortized cost—$293,941 and $266,825, respectively)
            ​
            ​
            ​
            ​
            305,880
            ​
            ​
            ​
            ​
            ​
            285,096
            ​
            ​Controlled/affiliated investments (amortized cost— $37,576 and $0, respectively)
            ​
            ​
            ​
            ​
            26,147
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Total investments, at fair value (amortized cost—$4,721,754 and $4,537,267, respectively)
            ​
            ​
            ​
            ​
            4,733,611
            ​
            ​
            ​
            ​
            ​
            4,497,395
            ​
            ​Cash
            ​
            ​
            ​
            ​
            267,415
            ​
            ​
            ​
            ​
            ​
            347,076
            ​
            ​Foreign currency, at fair value (cost—$13,628 and $0, respectively)
            ​
            ​
            ​
            ​
            14,227
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Receivable for investments sold and repaid
            ​
            ​
            ​
            ​
            27,401
            ​
            ​
            ​
            ​
            ​
            73,994
            ​
            ​Interest receivable
            ​
            ​
            ​
            ​
            38,393
            ​
            ​
            ​
            ​
            ​
            43,078
            ​
            ​Deferred financing costs
            ​
            ​
            ​
            ​
            6,954
            ​
            ​
            ​
            ​
            ​
            6,315
            ​
            ​Prepaid expenses and other assets
            ​
            ​
            ​
            ​
            255
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Total assets
            ​
            ​
            ​
            $
            5,088,256
            ​
            ​
            ​
            ​
            $
            4,967,858
            ​
            ​Liabilities
            ​
            ​
            ​Payable for investments purchased
            ​
            ​
            ​
            $
            5,314
            ​
            ​
            ​
            ​
            $
            14,089
            ​
            ​Repurchase agreements payable (net of deferred financing costs of  $0 and $1,065, respectively)(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            398,935
            ​
            ​Credit facilities payable (net of deferred financing costs of  $6,134 and $5,534, respectively)
            ​
            ​
            ​
            ​
            2,069,996
            ​
            ​
            ​
            ​
            ​
            1,569,845
            ​
            ​Secured borrowing, at fair value (amortized proceeds of  $8,147 and $8,139, respectively)(2)
            ​
            ​
            ​
            ​
            8,317
            ​
            ​
            ​
            ​
            ​
            8,273
            ​
            ​Stockholder distributions payable
            ​
            ​
            ​
            ​
            10,608
            ​
            ​
            ​
            ​
            ​
            10,181
            ​
            ​Management fees payable
            ​
            ​
            ​
            ​
            22,547
            ​
            ​
            ​
            ​
            ​
            21,610
            ​
            ​Subordinated income incentive fees payable(3)
            ​
            ​
            ​
            ​
            14,716
            ​
            ​
            ​
            ​
            ​
            16,493
            ​
            ​Administrative services expense payable
            ​
            ​
            ​
            ​
            1,129
            ​
            ​
            ​
            ​
            ​
            792
            ​
            ​Interest payable
            ​
            ​
            ​
            ​
            14,856
            ​
            ​
            ​
            ​
            ​
            13,669
            ​
            ​Directors’ fees payable
            ​
            ​
            ​
            ​
            295
            ​
            ​
            ​
            ​
            ​
            282
            ​
            ​Other accrued expenses and liabilities
            ​
            ​
            ​
            ​
            1,628
            ​
            ​
            ​
            ​
            ​
            3,829
            ​
            ​Total liabilities
            ​
            ​
            ​
            ​
            2,149,406
            ​
            ​
            ​
            ​
            ​
            2,057,998
            ​
            ​Commitments and contingencies(4)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Stockholders’ equity
            ​
            ​
            ​Preferred stock, $0.001 par value, 50,000,000 shares authorized, none issued and outstanding
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Common stock, $0.001 par value, 450,000,000 shares authorized, 328,095,346 and 326,909,727 shares issued and outstanding, respectively
            ​
            ​
            ​
            ​
            328
            ​
            ​
            ​
            ​
            ​
            327
            ​
            ​Capital in excess of par value
            ​
            ​
            ​
            ​
            3,026,825
            ​
            ​
            ​
            ​
            ​
            3,015,993
            ​
            ​Accumulated undistributed net realized gains (losses) on investments and gain/loss on foreign currency(5)
            ​
            ​
            ​
            ​
            (163,469)
            ​
            ​
            ​
            ​
            ​
            (120,529)
            ​
            ​Accumulated undistributed net investment income(5)
            ​
            ​
            ​
            ​
            63,663
            ​
            ​
            ​
            ​
            ​
            54,075
            ​
            ​Net unrealized appreciation (depreciation) on investments and secured borrowing
            ​
            ​
            ​
            ​
            11,503
            ​
            ​
            ​
            ​
            ​
            (40,006)
            ​
            ​Total stockholders’ equity
            ​
            ​
            ​
            ​
            2,938,850
            ​
            ​
            ​
            ​
            ​
            2,909,860
            ​
            ​Total liabilities and stockholders’ equity
            ​
            ​
            ​
            $
            5,088,256
            ​
            ​
            ​
            ​
            $
            4,967,858
            ​
            ​Net asset value per share of common stock at period end
            ​
            ​
            ​
            $
            8.96
            ​
            ​
            ​
            ​
            $
            8.90
            ​
            ​


TABLE OF CONTENTS ​
 ​
            ​
            ​
            Three Months Ended June 30,
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​Investment income
            ​
            ​
            ​
            ​
            ​From non-controlled/unaffiliated investments:
            ​
            ​
            ​
            ​
            ​Interest income
            ​
            ​
            ​
            $
            97,900
            ​
            ​
            ​
            ​
            $
            109,906
            ​
            ​
            ​
            ​
            $
            201,655
            ​
            ​
            ​
            ​
            $
            224,495
            ​
            ​Fee income
            ​
            ​
            ​
            ​
            17,621
            ​
            ​
            ​
            ​
            ​
            7,972
            ​
            ​
            ​
            ​
            ​
            39,100
            ​
            ​
            ​
            ​
            ​
            10,863
            ​
            ​Dividend income
            ​
            ​
            ​
            ​
            11
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            11
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​From non-controlled/affiliated investments:
            ​
            ​
            ​
            ​
            ​Interest income
            ​
            ​
            ​
            ​
            8,329
            ​
            ​
            ​
            ​
            ​
            2,632
            ​
            ​
            ​
            ​
            ​
            13,821
            ​
            ​
            ​
            ​
            ​
            5,143
            ​
            ​Fee income
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            700
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            700
            ​
            ​From controlled/affiliated investments:
            ​
            ​
            ​
            ​
            ​Interest income
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            1,217
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Total investment income
            ​
            ​
            ​
            ​
            123,861
            ​
            ​
            ​
            ​
            ​
            121,210
            ​
            ​
            ​
            ​
            ​
            255,804
            ​
            ​
            ​
            ​
            ​
            241,201
            ​
            ​Operating expenses
            ​
            ​
            ​
            ​
            ​Management fees(1)
            ​
            ​
            ​
            ​
            25,768
            ​
            ​
            ​
            ​
            ​
            24,346
            ​
            ​
            ​
            ​
            ​
            51,236
            ​
            ​
            ​
            ​
            ​
            48,354
            ​
            ​Subordinated income incentive fees(2)
            ​
            ​
            ​
            ​
            14,716
            ​
            ​
            ​
            ​
            ​
            15,744
            ​
            ​
            ​
            ​
            ​
            32,215
            ​
            ​
            ​
            ​
            ​
            31,584
            ​
            ​Administrative services expenses
            ​
            ​
            ​
            ​
            864
            ​
            ​
            ​
            ​
            ​
            1,029
            ​
            ​
            ​
            ​
            ​
            1,731
            ​
            ​
            ​
            ​
            ​
            2,057
            ​
            ​Stock transfer agent fees
            ​
            ​
            ​
            ​
            501
            ​
            ​
            ​
            ​
            ​
            506
            ​
            ​
            ​
            ​
            ​
            996
            ​
            ​
            ​
            ​
            ​
            1,043
            ​
            ​Accounting and administrative fees
            ​
            ​
            ​
            ​
            438
            ​
            ​
            ​
            ​
            ​
            351
            ​
            ​
            ​
            ​
            ​
            869
            ​
            ​
            ​
            ​
            ​
            701
            ​
            ​Interest expense
            ​
            ​
            ​
            ​
            20,574
            ​
            ​
            ​
            ​
            ​
            17,625
            ​
            ​
            ​
            ​
            ​
            40,185
            ​
            ​
            ​
            ​
            ​
            34,159
            ​
            ​Directors’ fees
            ​
            ​
            ​
            ​
            295
            ​
            ​
            ​
            ​
            ​
            273
            ​
            ​
            ​
            ​
            ​
            571
            ​
            ​
            ​
            ​
            ​
            545
            ​
            ​Other general and administrative expenses
            ​
            ​
            ​
            ​
            1,394
            ​
            ​
            ​
            ​
            ​
            1,403
            ​
            ​
            ​
            ​
            ​
            1,876
            ​
            ​
            ​
            ​
            ​
            2,468
            ​
            ​Operating expenses
            ​
            ​
            ​
            ​
            64,550
            ​
            ​
            ​
            ​
            ​
            61,277
            ​
            ​
            ​
            ​
            ​
            129,679
            ​
            ​
            ​
            ​
            ​
            120,911
            ​
            ​Management fee waiver(1)
            ​
            ​
            ​
            ​
            (3,221)
            ​
            ​
            ​
            ​
            ​
            (3,043)
            ​
            ​
            ​
            ​
            ​
            (6,404)
            ​
            ​
            ​
            ​
            ​
            (6,044)
            ​
            ​Net expenses
            ​
            ​
            ​
            ​
            61,329
            ​
            ​
            ​
            ​
            ​
            58,234
            ​
            ​
            ​
            ​
            ​
            123,275
            ​
            ​
            ​
            ​
            ​
            114,867
            ​
            ​Net investment income
            ​
            ​
            ​
            ​
            62,532
            ​
            ​
            ​
            ​
            ​
            62,976
            ​
            ​
            ​
            ​
            ​
            132,529
            ​
            ​
            ​
            ​
            ​
            126,334
            ​
            ​Realized and unrealized gain/loss
            ​
            ​
            ​
            ​
            ​Net realized gain (loss) on investments:
            ​
            ​
            ​
            ​
            ​Non-controlled/unaffiliated investments
            ​
            ​
            ​
            ​
            (23,756)
            ​
            ​
            ​
            ​
            ​
            (32,219)
            ​
            ​
            ​
            ​
            ​
            (43,257)
            ​
            ​
            ​
            ​
            ​
            (46,821)
            ​
            ​Net realized gain (loss) on foreign currency
            ​
            ​
            ​
            ​
            317
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            317
            ​
            ​
            ​
            ​
            ​
            3
            ​
            ​Net change in unrealized appreciation (depreciation) on investments:
            ​
            ​
            ​
            ​
            ​Non-controlled/unaffiliated investments
            ​
            ​
            ​
            ​
            (4,222)
            ​
            ​
            ​
            ​
            ​
            144,584
            ​
            ​
            ​
            ​
            ​
            69,490
            ​
            ​
            ​
            ​
            ​
            81,775
            ​
            ​Non-controlled/affiliated investments
            ​
            ​
            ​
            ​
            9,227
            ​
            ​
            ​
            ​
            ​
            1,809
            ​
            ​
            ​
            ​
            ​
            (6,332)
            ​
            ​
            ​
            ​
            ​
            4,434
            ​
            ​Controlled/affiliated investments
            ​
            ​
            ​
            ​
            (11,429)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            (11,429)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Net change in unrealized appreciation (depreciation) on secured borrowing
            ​
            ​
            ​
            ​
            (2)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            (36)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Net change in unrealized gain (loss) on foreign currency
            ​
            ​
            ​
            ​
            (184)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            (184)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Total net realized and unrealized gain (loss)
            ​
            ​
            ​
            ​
            (30,049)
            ​
            ​
            ​
            ​
            ​
            114,174
            ​
            ​
            ​
            ​
            ​
            8,569
            ​
            ​
            ​
            ​
            ​
            39,391
            ​
            ​Net increase (decrease) in net assets resulting from operations
            ​
            ​
            ​
            $
            32,483
            ​
            ​
            ​
            ​
            $
            177,150
            ​
            ​
            ​
            ​
            $
            141,098
            ​
            ​
            ​
            ​
            $
            165,725
            ​
            ​Per share information—basic and diluted
            ​
            ​
            ​
            ​
            ​Net increase (decrease) in net assets resulting from operations (Earnings per Share)
            ​
            ​
            ​
            $
            0.10
            ​
            ​
            ​
            ​
            $
            0.55
            ​
            ​
            ​
            ​
            $
            0.43
            ​
            ​
            ​
            ​
            $
            0.51
            ​
            ​Weighted average shares outstanding
            ​
            ​
            ​
            ​
            326,055,490
            ​
            ​
            ​
            ​
            ​
            323,535,582
            ​
            ​
            ​
            ​
            ​
            325,928,908
            ​
            ​
            ​
            ​
            ​
            322,955,111
            ​
            ​​


TABLE OF CONTENTS ​
 ​
            ​
            ​
            Six Months Ended June 30, 2017
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Operations
            ​
            ​
            ​Net investment income
            ​
            ​
            ​
            $
            132,529
            ​
            ​
            ​
            ​
            $
            126,334
            ​
            ​Net realized gain (loss) on investments and foreign currency
            ​
            ​
            ​
            ​
            (42,940)
            ​
            ​
            ​
            ​
            ​
            (46,818)
            ​
            ​Net change in unrealized appreciation (depreciation) on investments
            ​
            ​
            ​
            ​
            51,729
            ​
            ​
            ​
            ​
            ​
            86,209
            ​
            ​Net change in unrealized appreciation (depreciation) on secured borrowing
            ​
            ​
            ​
            ​
            (36)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Net change in unrealized gain (loss) on foreign currency
            ​
            ​
            ​
            ​
            (184)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Net increase (decrease) in net assets resulting from operations
            ​
            ​
            ​
            ​
            141,098
            ​
            ​
            ​
            ​
            ​
            165,725
            ​
            ​Stockholder distributions(1)
            ​
            ​
            ​Distributions from net investment income
            ​
            ​
            ​
            ​
            (122,941)
            ​
            ​
            ​
            ​
            ​
            (121,720)
            ​
            ​Net decrease in net assets resulting from stockholder distributions
            ​
            ​
            ​
            ​
            (122,941)
            ​
            ​
            ​
            ​
            ​
            (121,720)
            ​
            ​Capital share transactions(2)
            ​
            ​
            ​Reinvestment of stockholder distributions
            ​
            ​
            ​
            ​
            62,334
            ​
            ​
            ​
            ​
            ​
            74,576
            ​
            ​Repurchases of common stock
            ​
            ​
            ​
            ​
            (51,501)
            ​
            ​
            ​
            ​
            ​
            (37,751)
            ​
            ​Net increase in net assets resulting from capital share transactions
            ​
            ​
            ​
            ​
            10,833
            ​
            ​
            ​
            ​
            ​
            36,825
            ​
            ​Total increase (decrease) in net assets
            ​
            ​
            ​
            ​
            28,990
            ​
            ​
            ​
            ​
            ​
            80,830
            ​
            ​Net assets at beginning of period
            ​
            ​
            ​
            ​
            2,909,860
            ​
            ​
            ​
            ​
            ​
            2,690,412
            ​
            ​Net assets at end of period
            ​
            ​
            ​
            $
            2,938,850
            ​
            ​
            ​
            ​
            $
            2,771,242
            ​
            ​Accumulated undistributed net investment income(1)
            ​
            ​
            ​
            $
            63,663
            ​
            ​
            ​
            ​
            $
            39,638
            ​
            ​​


TABLE OF CONTENTS ​
 ​
            ​
            ​
            Six Months Ended June 30, 2017
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Cash flows from operating activities
            ​
            ​
            ​Net increase (decrease) in net assets resulting from operations
            ​
            ​
            ​
            $
            141,098
            ​
            ​
            ​
            ​
            $
            165,725
            ​
            ​Adjustments to reconcile net increase (decrease) in net assets resulting from operations to net cash provided by (used in) operating activities:
            ​
            ​
            ​Purchases of investments
            ​
            ​
            ​
            ​
            (1,223,354)
            ​
            ​
            ​
            ​
            ​
            (377,800)
            ​
            ​Paid-in-kind interest
            ​
            ​
            ​
            ​
            (10,932)
            ​
            ​
            ​
            ​
            ​
            (9,900)
            ​
            ​Proceeds from sales and repayments of investments
            ​
            ​
            ​
            ​
            1,017,563
            ​
            ​
            ​
            ​
            ​
            510,081
            ​
            ​Net realized (gain) loss on investments
            ​
            ​
            ​
            ​
            43,257
            ​
            ​
            ​
            ​
            ​
            46,821
            ​
            ​Net change in unrealized (appreciation) depreciation on investments
            ​
            ​
            ​
            ​
            (51,729)
            ​
            ​
            ​
            ​
            ​
            (86,209)
            ​
            ​Net change in unrealized (appreciation) depreciation on secured borrowing
            ​
            ​
            ​
            ​
            36
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Accretion of discount
            ​
            ​
            ​
            ​
            (11,021)
            ​
            ​
            ​
            ​
            ​
            (7,732)
            ​
            ​Amortization of deferred financing costs and discount
            ​
            ​
            ​
            ​
            2,648
            ​
            ​
            ​
            ​
            ​
            1,687
            ​
            ​(Increase) decrease in receivable for investments sold and repaid
            ​
            ​
            ​
            ​
            46,593
            ​
            ​
            ​
            ​
            ​
            (46,252)
            ​
            ​(Increase) decrease in interest receivable
            ​
            ​
            ​
            ​
            4,685
            ​
            ​
            ​
            ​
            ​
            (20,569)
            ​
            ​(Increase) decrease in prepaid expenses and other assets
            ​
            ​
            ​
            ​
            (255)
            ​
            ​
            ​
            ​
            ​
            114
            ​
            ​Increase (decrease) in payable for investments purchased
            ​
            ​
            ​
            ​
            (8,775)
            ​
            ​
            ​
            ​
            ​
            5,173
            ​
            ​Increase (decrease) in management fees payable
            ​
            ​
            ​
            ​
            937
            ​
            ​
            ​
            ​
            ​
            (226)
            ​
            ​Increase (decrease) in subordinated income incentive fees payable
            ​
            ​
            ​
            ​
            (1,777)
            ​
            ​
            ​
            ​
            ​
            (510)
            ​
            ​Increase (decrease) in administrative services expense payable
            ​
            ​
            ​
            ​
            337
            ​
            ​
            ​
            ​
            ​
            (201)
            ​
            ​Increase (decrease) in interest payable
            ​
            ​
            ​
            ​
            1,187
            ​
            ​
            ​
            ​
            ​
            949
            ​
            ​Increase (decrease) in directors’ fees payable
            ​
            ​
            ​
            ​
            13
            ​
            ​
            ​
            ​
            ​
            (4)
            ​
            ​Increase (decrease) in other accrued expenses and liabilities
            ​
            ​
            ​
            ​
            (2,201)
            ​
            ​
            ​
            ​
            ​
            (2,676)
            ​
            ​Net cash provided by (used in) operating activities
            ​
            ​
            ​
            ​
            (51,690)
            ​
            ​
            ​
            ​
            ​
            178,471
            ​
            ​Cash flows from financing activities
            ​
            ​
            ​Reinvestment of stockholder distributions
            ​
            ​
            ​
            ​
            62,334
            ​
            ​
            ​
            ​
            ​
            74,576
            ​
            ​Repurchases of common stock
            ​
            ​
            ​
            ​
            (51,501)
            ​
            ​
            ​
            ​
            ​
            (37,751)
            ​
            ​Stockholder distributions
            ​
            ​
            ​
            ​
            (122,514)
            ​
            ​
            ​
            ​
            ​
            (132,092)
            ​
            ​Borrowings under credit facilities(1)
            ​
            ​
            ​
            ​
            620,751
            ​
            ​
            ​
            ​
            ​
            80,000
            ​
            ​Borrowings under repurchase agreements(2)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Proceeds from secured borrowing(3)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Repayments of credit facilities(1)
            ​
            ​
            ​
            ​
            (120,000)
            ​
            ​
            ​
            ​
            ​
            (15,961)
            ​
            ​Repayments of repurchase agreement
            ​
            ​
            ​
            ​
            (400,000)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Deferred financing costs paid
            ​
            ​
            ​
            ​
            (2,814)
            ​
            ​
            ​
            ​
            ​
            (628)
            ​
            ​Net cash provided by financing activities
            ​
            ​
            ​
            ​
            (13,744)
            ​
            ​
            ​
            ​
            ​
            (31,856)
            ​
            ​Total increase (decrease) in cash
            ​
            ​
            ​
            ​
            (65,434)
            ​
            ​
            ​
            ​
            ​
            146,615
            ​
            ​Cash at beginning of period
            ​
            ​
            ​
            ​
            347,076
            ​
            ​
            ​
            ​
            ​
            228,781
            ​
            ​Cash at end of period
            ​
            ​
            ​
            $
            281,642
            ​
            ​
            ​
            ​
            $
            375,396
            ​
            ​Supplemental disclosure
            ​
            ​
            ​Local and excise taxes paid
            ​
            ​
            ​
            $
            1,995
            ​
            ​
            ​
            ​
            $
            2,069
            ​
            ​​


TABLE OF CONTENTS ​
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            Principal Amount(c)
            ​
            ​
            Amortized Cost
            ​
            ​
            Fair Value(d)
            ​Senior Secured Loans—First Lien—111.1%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​5 Arch Income Fund 2, LLC
            ​
            ​
            (o)(s)
            ​
            ​
            Diversified Financials
            ​
            ​
            10.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            11/18/21
            ​
            ​
            ​
            ​
            $
            9,212
            ​
            ​
            ​
            ​
            $
            9,236
            ​
            ​
            ​
            ​
            $
            9,212
            ​
            ​5 Arch Income Fund 2, LLC
            ​
            ​
            (o)(p)(s)
            ​
            ​
            Diversified Financials
            ​
            ​
            10.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            11/18/21
            ​
            ​
            ​
            ​
            ​
            9,788
            ​
            ​
            ​
            ​
            ​
            9,788
            ​
            ​
            ​
            ​
            ​
            9,788
            ​
            ​A.T. Cross Co.
            ​
            ​
            (f)(m)(n)(y)
            ​
            ​
            Retailing
            ​
            ​
            L+500, 5.0% PIK (5.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/6/19
            ​
            ​
            ​
            ​
            ​
            49,803
            ​
            ​
            ​
            ​
            ​
            37,576
            ​
            ​
            ​
            ​
            ​
            26,147
            ​
            ​Abaco Energy Technologies LLC
            ​
            ​
            (f)(j)
            ​
            ​
            Energy
            ​
            ​
            L+700, 2.5% PIK (2.5% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/20/20
            ​
            ​
            ​
            ​
            ​
            25,893
            ​
            ​
            ​
            ​
            ​
            24,992
            ​
            ​
            ​
            ​
            ​
            24,534
            ​
            ​Actian Corp.
            ​
            ​
            (f)(g)(j)
            ​
            ​
            Software & Services
            ​
            ​
            L+786
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/30/22
            ​
            ​
            ​
            ​
            ​
            45,714
            ​
            ​
            ​
            ​
            ​
            45,714
            ​
            ​
            ​
            ​
            ​
            45,714
            ​
            ​AG Group Merger Sub, Inc.
            ​
            ​
            (f)(h)(j)(k)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/29/23
            ​
            ​
            ​
            ​
            ​
            62,733
            ​
            ​
            ​
            ​
            ​
            62,733
            ​
            ​
            ​
            ​
            ​
            63,674
            ​
            ​All Systems Holding LLC
            ​
            ​
            (h)(j)(k)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+770
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/31/23
            ​
            ​
            ​
            ​
            ​
            93,000
            ​
            ​
            ​
            ​
            ​
            93,000
            ​
            ​
            ​
            ​
            ​
            94,395
            ​
            ​Altus Power America, Inc.
            ​
            ​
            (k)
            ​
            ​
            Energy
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            9/30/21
            ​
            ​
            ​
            ​
            ​
            2,866
            ​
            ​
            ​
            ​
            ​
            2,866
            ​
            ​
            ​
            ​
            ​
            2,909
            ​
            ​Altus Power America, Inc.
            ​
            ​
            (p)
            ​
            ​
            Energy
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            9/30/21
            ​
            ​
            ​
            ​
            ​
            884
            ​
            ​
            ​
            ​
            ​
            884
            ​
            ​
            ​
            ​
            ​
            897
            ​
            ​Ascension Insurance, Inc.
            ​
            ​
            (f)(g)(h)(j)
            ​
            ​
            Insurance
            ​
            ​
            L+825
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            3/5/19
            ​
            ​
            ​
            ​
            ​
            78,695
            ​
            ​
            ​
            ​
            ​
            78,249
            ​
            ​
            ​
            ​
            ​
            79,777
            ​
            ​Ascension Insurance, Inc.
            ​
            ​
            (p)
            ​
            ​
            Insurance
            ​
            ​
            L+825
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            3/5/19
            ​
            ​
            ​
            ​
            ​
            27,800
            ​
            ​
            ​
            ​
            ​
            27,800
            ​
            ​
            ​
            ​
            ​
            28,182
            ​
            ​ASG Technologies Group, Inc.
            ​
            ​
            (g)(h)(j)(x)
            ​
            ​
            Software & Services
            ​
            ​
            L+785, 1.2% PIK (1.2% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/30/20
            ​
            ​
            ​
            ​
            ​
            91,791
            ​
            ​
            ​
            ​
            ​
            91,641
            ​
            ​
            ​
            ​
            ​
            92,595
            ​
            ​Aspect Software, Inc.
            ​
            ​
            ​
            ​
            ​
            Software & Services
            ​
            ​
            L+1000
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/25/18
            ​
            ​
            ​
            ​
            ​
            1,434
            ​
            ​
            ​
            ​
            ​
            1,434
            ​
            ​
            ​
            ​
            ​
            1,431
            ​
            ​Aspect Software, Inc.
            ​
            ​
            (p)
            ​
            ​
            Software & Services
            ​
            ​
            L+1000
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/25/18
            ​
            ​
            ​
            ​
            ​
            416
            ​
            ​
            ​
            ​
            ​
            416
            ​
            ​
            ​
            ​
            ​
            415
            ​
            ​Aspect Software, Inc.
            ​
            ​
            (j)
            ​
            ​
            Software & Services
            ​
            ​
            L+1000
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/25/20
            ​
            ​
            ​
            ​
            ​
            3,667
            ​
            ​
            ​
            ​
            ​
            3,667
            ​
            ​
            ​
            ​
            ​
            3,677
            ​
            ​Aspect Software, Inc.
            ​
            ​
            (p)
            ​
            ​
            Software & Services
            ​
            ​
            L+1200
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/25/18
            ​
            ​
            ​
            ​
            ​
            657
            ​
            ​
            ​
            ​
            ​
            657
            ​
            ​
            ​
            ​
            ​
            657
            ​
            ​Atlas Aerospace LLC
            ​
            ​
            (f)(k)
            ​
            ​
            Capital Goods
            ​
            ​
            L+802
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/8/19
            ​
            ​
            ​
            ​
            ​
            57,000
            ​
            ​
            ​
            ​
            ​
            57,000
            ​
            ​
            ​
            ​
            ​
            57,855
            ​
            ​ATX Networks Corp.
            ​
            ​
            (f)(g)(o)
            ​
            ​
            Technology Hardware & Equipment
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/11/21
            ​
            ​
            ​
            ​
            ​
            1,935
            ​
            ​
            ​
            ​
            ​
            1,916
            ​
            ​
            ​
            ​
            ​
            1,916
            ​
            ​ATX Networks Corp.
            ​
            ​
            (f)(k)(o)
            ​
            ​
            Technology Hardware & Equipment
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/11/21
            ​
            ​
            ​
            ​
            ​
            25,896
            ​
            ​
            ​
            ​
            ​
            25,206
            ​
            ​
            ​
            ​
            ​
            25,637
            ​
            ​AVF Parent, LLC
            ​
            ​
            (f)(j)
            ​
            ​
            Retailing
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            3/1/24
            ​
            ​
            ​
            ​
            ​
            42,731
            ​
            ​
            ​
            ​
            ​
            42,731
            ​
            ​
            ​
            ​
            ​
            43,770
            ​
            ​AVF Parent, LLC
            ​
            ​
            (p)
            ​
            ​
            Retailing
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            3/1/24
            ​
            ​
            ​
            ​
            ​
            12,900
            ​
            ​
            ​
            ​
            ​
            12,900
            ​
            ​
            ​
            ​
            ​
            13,213
            ​
            ​BenefitMall Holdings, Inc.
            ​
            ​
            (g)(h)(j)(k)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/24/20
            ​
            ​
            ​
            ​
            ​
            108,390
            ​
            ​
            ​
            ​
            ​
            108,390
            ​
            ​
            ​
            ​
            ​
            108,932
            ​
            ​Cactus Wellhead, LLC
            ​
            ​
            (f)(g)
            ​
            ​
            Energy
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/31/20
            ​
            ​
            ​
            ​
            ​
            16,295
            ​
            ​
            ​
            ​
            ​
            15,586
            ​
            ​
            ​
            ​
            ​
            15,969
            ​
            ​Cadence Aerospace Finance, Inc.
            ​
            ​
            (f)
            ​
            ​
            Capital Goods
            ​
            ​
            L+575
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            5/9/18
            ​
            ​
            ​
            ​
            ​
            2,702
            ​
            ​
            ​
            ​
            ​
            2,707
            ​
            ​
            ​
            ​
            ​
            2,632
            ​
            ​Caesars Entertainment Resort Properties, LLC
            ​
            ​
            (j)
            ​
            ​
            Consumer Services
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/11/20
            ​
            ​
            ​
            ​
            ​
            9,596
            ​
            ​
            ​
            ​
            ​
            9,276
            ​
            ​
            ​
            ​
            ​
            9,660
            ​
            ​CEVA Group Plc
            ​
            ​
            (o)(p)
            ​
            ​
            Transportation
            ​
            ​
            L+500
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/19/19
            ​
            ​
            ​
            ​
            ​
            20,000
            ​
            ​
            ​
            ​
            ​
            20,000
            ​
            ​
            ​
            ​
            ​
            18,350
            ​
            ​Cimarron Energy Inc.
            ​
            ​
            (k)
            ​
            ​
            Energy
            ​
            ​
            L+1150 PIK (11.5% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/15/19
            ​
            ​
            ​
            ​
            ​
            23,289
            ​
            ​
            ​
            ​
            ​
            23,289
            ​
            ​
            ​
            ​
            ​
            22,940
            ​
            ​Crestwood Holdings LLC
            ​
            ​
            (f)
            ​
            ​
            Energy
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/19/19
            ​
            ​
            ​
            ​
            ​
            4,982
            ​
            ​
            ​
            ​
            ​
            4,974
            ​
            ​
            ​
            ​
            ​
            4,882
            ​
            ​CSafe Acquisition Co., Inc.
            ​
            ​
            ​
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/1/21
            ​
            ​
            ​
            ​
            ​
            2,296
            ​
            ​
            ​
            ​
            ​
            2,296
            ​
            ​
            ​
            ​
            ​
            2,296
            ​
            ​CSafe Acquisition Co., Inc.
            ​
            ​
            (p)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/1/21
            ​
            ​
            ​
            ​
            ​
            3,965
            ​
            ​
            ​
            ​
            ​
            3,965
            ​
            ​
            ​
            ​
            ​
            3,965
            ​
            ​CSafe Acquisition Co., Inc.
            ​
            ​
            (f)(g)(h)(j)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/31/23
            ​
            ​
            ​
            ​
            ​
            47,760
            ​
            ​
            ​
            ​
            ​
            47,760
            ​
            ​
            ​
            ​
            ​
            48,059
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​CSafe Acquisition Co., Inc.
            ​
            ​
            (p)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/31/23
            ​
            ​
            ​
            ​
            $
            29,217
            ​
            ​
            ​
            ​
            $
            29,217
            ​
            ​
            ​
            ​
            $
            29,400
            ​
            ​Dade Paper & Bag, LLC
            ​
            ​
            (f)(g)(h)(j)
            ​
            ​
            Capital Goods
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/10/24
            ​
            ​
            ​
            ​
            ​
            137,801
            ​
            ​
            ​
            ​
            ​
            137,801
            ​
            ​
            ​
            ​
            ​
            138,145
            ​
            ​Dayton Superior Corp.
            ​
            ​
            (k)
            ​
            ​
            Materials
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/15/21
            ​
            ​
            ​
            ​
            ​
            11,608
            ​
            ​
            ​
            ​
            ​
            11,291
            ​
            ​
            ​
            ​
            ​
            11,666
            ​
            ​Diamond Resorts International, Inc.
            ​
            ​
            (g)
            ​
            ​
            Consumer Services
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/2/23
            ​
            ​
            ​
            ​
            ​
            14,888
            ​
            ​
            ​
            ​
            ​
            14,557
            ​
            ​
            ​
            ​
            ​
            15,033
            ​
            ​Eastman Kodak Co.
            ​
            ​
            (f)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+625
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/3/19
            ​
            ​
            ​
            ​
            ​
            6,958
            ​
            ​
            ​
            ​
            ​
            6,907
            ​
            ​
            ​
            ​
            ​
            6,950
            ​
            ​Empire Today, LLC
            ​
            ​
            (f)(g)(h)(j)(k)
            ​
            ​
            Retailing
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/17/22
            ​
            ​
            ​
            ​
            ​
            89,550
            ​
            ​
            ​
            ​
            ​
            89,550
            ​
            ​
            ​
            ​
            ​
            90,446
            ​
            ​Fairway Group Acquisition Co.
            ​
            ​
            (j)
            ​
            ​
            Food & Staples Retailing
            ​
            ​
            12.0% PIK (12.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/3/20
            ​
            ​
            ​
            ​
            ​
            2,567
            ​
            ​
            ​
            ​
            ​
            2,567
            ​
            ​
            ​
            ​
            ​
            2,555
            ​
            ​Fairway Group Acquisition Co.
            ​
            ​
            ​
            ​
            ​
            Food & Staples Retailing
            ​
            ​
            10.0% PIK (10.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/3/20
            ​
            ​
            ​
            ​
            ​
            1,690
            ​
            ​
            ​
            ​
            ​
            1,690
            ​
            ​
            ​
            ​
            ​
            718
            ​
            ​Fox Head, Inc.
            ​
            ​
            (g)(j)(k)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/19/20
            ​
            ​
            ​
            ​
            ​
            13,086
            ​
            ​
            ​
            ​
            ​
            13,086
            ​
            ​
            ​
            ​
            ​
            13,161
            ​
            ​FR Dixie Acquisition Corp.
            ​
            ​
            (f)
            ​
            ​
            Energy
            ​
            ​
            L+475
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/18/20
            ​
            ​
            ​
            ​
            ​
            4,063
            ​
            ​
            ​
            ​
            ​
            4,052
            ​
            ​
            ​
            ​
            ​
            2,824
            ​
            ​FullBeauty Brands Holdings Corp.
            ​
            ​
            (k)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+475
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/14/22
            ​
            ​
            ​
            ​
            ​
            4,975
            ​
            ​
            ​
            ​
            ​
            4,553
            ​
            ​
            ​
            ​
            ​
            3,109
            ​
            ​Greystone Equity Member Corp.
            ​
            ​
            (e)(o)
            ​
            ​
            Diversified Financials
            ​
            ​
            L+1050
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/31/21
            ​
            ​
            ​
            ​
            ​
            22,647
            ​
            ​
            ​
            ​
            ​
            22,761
            ​
            ​
            ​
            ​
            ​
            22,704
            ​
            ​Greystone Equity Member Corp.
            ​
            ​
            (o)
            ​
            ​
            Diversified Financials
            ​
            ​
            L+1100
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/31/21
            ​
            ​
            ​
            ​
            ​
            1,036
            ​
            ​
            ​
            ​
            ​
            1,036
            ​
            ​
            ​
            ​
            ​
            1,045
            ​
            ​Greystone Equity Member Corp.
            ​
            ​
            (o)(p)
            ​
            ​
            Diversified Financials
            ​
            ​
            L+1100
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/31/21
            ​
            ​
            ​
            ​
            ​
            16,317
            ​
            ​
            ​
            ​
            ​
            16,317
            ​
            ​
            ​
            ​
            ​
            16,357
            ​
            ​Gulf Finance, LLC
            ​
            ​
            (g)
            ​
            ​
            Energy
            ​
            ​
            L+525
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/25/23
            ​
            ​
            ​
            ​
            ​
            4,889
            ​
            ​
            ​
            ​
            ​
            4,758
            ​
            ​
            ​
            ​
            ​
            4,583
            ​
            ​H.M. Dunn Co., Inc.
            ​
            ​
            (j)(k)
            ​
            ​
            Capital Goods
            ​
            ​
            L+948
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/26/21
            ​
            ​
            ​
            ​
            ​
            64,286
            ​
            ​
            ​
            ​
            ​
            64,286
            ​
            ​
            ​
            ​
            ​
            63,964
            ​
            ​Hybrid Promotions, LLC
            ​
            ​
            (g)(j)(k)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/19/20
            ​
            ​
            ​
            ​
            ​
            47,984
            ​
            ​
            ​
            ​
            ​
            47,984
            ​
            ​
            ​
            ​
            ​
            48,257
            ​
            ​Industrial Group Intermediate Holdings, LLC
            ​
            ​
            (f)(g)(h)(j)(k)
            ​
            ​
            Materials
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            5/31/20
            ​
            ​
            ​
            ​
            ​
            130,628
            ​
            ​
            ​
            ​
            ​
            130,628
            ​
            ​
            ​
            ​
            ​
            131,281
            ​
            ​Industry City TI Lessor, L.P.
            ​
            ​
            (j)
            ​
            ​
            Consumer Services
            ​
            ​
            10.8%, 1.0% PIK (1.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            6/30/26
            ​
            ​
            ​
            ​
            ​
            12,694
            ​
            ​
            ​
            ​
            ​
            12,694
            ​
            ​
            ​
            ​
            ​
            12,884
            ​
            ​JMC Acquisition Merger Corp.
            ​
            ​
            (f)(g)(h)
            ​
            ​
            Capital Goods
            ​
            ​
            L+857
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/6/21
            ​
            ​
            ​
            ​
            ​
            20,495
            ​
            ​
            ​
            ​
            ​
            20,495
            ​
            ​
            ​
            ​
            ​
            20,751
            ​
            ​JSS Holdings, Inc.
            ​
            ​
            (f)(g)(j)(k)
            ​
            ​
            Capital Goods
            ​
            ​
            L+800, 0.0% PIK (2.5% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/31/23
            ​
            ​
            ​
            ​
            ​
            73,000
            ​
            ​
            ​
            ​
            ​
            72,292
            ​
            ​
            ​
            ​
            ​
            73,157
            ​
            ​JSS Holdings, Inc.
            ​
            ​
            (p)
            ​
            ​
            Capital Goods
            ​
            ​
            L+800, 0.0% PIK (2.5% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/31/23
            ​
            ​
            ​
            ​
            ​
            13,273
            ​
            ​
            ​
            ​
            ​
            13,273
            ​
            ​
            ​
            ​
            ​
            13,301
            ​
            ​Latham Pool Products, Inc.
            ​
            ​
            (f)(g)(j)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+775
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/29/21
            ​
            ​
            ​
            ​
            ​
            33,342
            ​
            ​
            ​
            ​
            ​
            33,342
            ​
            ​
            ​
            ​
            ​
            33,675
            ​
            ​LD Intermediate Holdings, Inc.
            ​
            ​
            (k)
            ​
            ​
            Software & Services
            ​
            ​
            L+588
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/9/22
            ​
            ​
            ​
            ​
            ​
            16,788
            ​
            ​
            ​
            ​
            ​
            15,228
            ​
            ​
            ​
            ​
            ​
            15,969
            ​
            ​MB Precision Holdings LLC
            ​
            ​
            (g)(h)(j)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725, 1.5% PIK (1.5% Max PIK)
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            1/23/20
            ​
            ​
            ​
            ​
            ​
            60,279
            ​
            ​
            ​
            ​
            ​
            60,279
            ​
            ​
            ​
            ​
            ​
            49,881
            ​
            ​MMM Holdings, Inc.
            ​
            ​
            (f)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+875
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            6/30/19
            ​
            ​
            ​
            ​
            ​
            1,974
            ​
            ​
            ​
            ​
            ​
            1,976
            ​
            ​
            ​
            ​
            ​
            1,960
            ​
            ​MORSCO, Inc.
            ​
            ​
            (e)(f)
            ​
            ​
            Capital Goods
            ​
            ​
            L+700
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/31/23
            ​
            ​
            ​
            ​
            ​
            19,750
            ​
            ​
            ​
            ​
            ​
            19,031
            ​
            ​
            ​
            ​
            ​
            19,985
            ​
            ​Moxie Liberty LLC
            ​
            ​
            (f)(h)
            ​
            ​
            Energy
            ​
            ​
            L+650
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/21/20
            ​
            ​
            ​
            ​
            ​
            11,693
            ​
            ​
            ​
            ​
            ​
            11,714
            ​
            ​
            ​
            ​
            ​
            10,838
            ​
            ​Moxie Patriot LLC
            ​
            ​
            (h)
            ​
            ​
            Energy
            ​
            ​
            L+575
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/19/20
            ​
            ​
            ​
            ​
            ​
            5,411
            ​
            ​
            ​
            ​
            ​
            5,383
            ​
            ​
            ​
            ​
            ​
            4,998
            ​
            ​MSO of Puerto Rico, Inc.
            ​
            ​
            (f)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+875
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            6/30/19
            ​
            ​
            ​
            ​
            ​
            1,435
            ​
            ​
            ​
            ​
            ​
            1,437
            ​
            ​
            ​
            ​
            ​
            1,425
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​Nobel Learning Communities, Inc.
            ​
            ​
            ​
            ​
            ​
            Consumer Services
            ​
            ​
            L+450
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/5/21
            ​
            ​
            ​
            ​
            $
            1,677
            ​
            ​
            ​
            ​
            $
            1,677
            ​
            ​
            ​
            ​
            $
            1,677
            ​
            ​Nobel Learning Communities, Inc.
            ​
            ​
            (p)
            ​
            ​
            Consumer Services
            ​
            ​
            L+450
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/5/21
            ​
            ​
            ​
            ​
            ​
            9,503
            ​
            ​
            ​
            ​
            ​
            9,503
            ​
            ​
            ​
            ​
            ​
            9,503
            ​
            ​Nobel Learning Communities, Inc.
            ​
            ​
            (f)(j)(k)
            ​
            ​
            Consumer Services
            ​
            ​
            L+438
            ​
            ​
            ​
            ​
            4.5%
            ​
            ​
            ​
            ​
            ​
            5/5/23
            ​
            ​
            ​
            ​
            ​
            84,472
            ​
            ​
            ​
            ​
            ​
            84,472
            ​
            ​
            ​
            ​
            ​
            84,894
            ​
            ​Nobel Learning Communities, Inc.
            ​
            ​
            (p)
            ​
            ​
            Consumer Services
            ​
            ​
            L+375
            ​
            ​
            ​
            ​
            4.5%
            ​
            ​
            ​
            ​
            ​
            5/5/23
            ​
            ​
            ​
            ​
            ​
            49,689
            ​
            ​
            ​
            ​
            ​
            49,690
            ​
            ​
            ​
            ​
            ​
            49,938
            ​
            ​North Haven Cadence Buyer, Inc.
            ​
            ​
            (p)
            ​
            ​
            Consumer Services
            ​
            ​
            L+500
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/2/21
            ​
            ​
            ​
            ​
            ​
            2,625
            ​
            ​
            ​
            ​
            ​
            2,625
            ​
            ​
            ​
            ​
            ​
            2,625
            ​
            ​North Haven Cadence Buyer, Inc.
            ​
            ​
            (f)(h)(j)(k)
            ​
            ​
            Consumer Services
            ​
            ​
            L+811
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/2/22
            ​
            ​
            ​
            ​
            ​
            76,094
            ​
            ​
            ​
            ​
            ​
            76,094
            ​
            ​
            ​
            ​
            ​
            77,046
            ​
            ​North Haven Cadence Buyer, Inc.
            ​
            ​
            (p)
            ​
            ​
            Consumer Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/2/22
            ​
            ​
            ​
            ​
            ​
            11,375
            ​
            ​
            ​
            ​
            ​
            11,375
            ​
            ​
            ​
            ​
            ​
            11,517
            ​
            ​Nova Wildcat Amerock, LLC
            ​
            ​
            (f)(g)(j)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+804
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            9/10/19
            ​
            ​
            ​
            ​
            ​
            64,921
            ​
            ​
            ​
            ​
            ​
            64,921
            ​
            ​
            ​
            ​
            ​
            63,947
            ​
            ​PHRC License, LLC
            ​
            ​
            (e)(g)(h)
            ​
            ​
            Consumer Services
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            4/28/22
            ​
            ​
            ​
            ​
            ​
            67,500
            ​
            ​
            ​
            ​
            ​
            67,500
            ​
            ​
            ​
            ​
            ​
            67,500
            ​
            ​Polymer Additives, Inc.
            ​
            ​
            (g)(h)(k)
            ​
            ​
            Materials
            ​
            ​
            L+888
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/19/22
            ​
            ​
            ​
            ​
            ​
            63,068
            ​
            ​
            ​
            ​
            ​
            63,068
            ​
            ​
            ​
            ​
            ​
            64,645
            ​
            ​Polymer Additives, Inc.
            ​
            ​
            (h)(k)
            ​
            ​
            Materials
            ​
            ​
            L+978
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/19/22
            ​
            ​
            ​
            ​
            ​
            29,005
            ​
            ​
            ​
            ​
            ​
            29,005
            ​
            ​
            ​
            ​
            ​
            29,150
            ​
            ​Power Distribution, Inc.
            ​
            ​
            (f)(g)(k)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            1/25/23
            ​
            ​
            ​
            ​
            ​
            45,119
            ​
            ​
            ​
            ​
            ​
            45,119
            ​
            ​
            ​
            ​
            ​
            45,458
            ​
            ​Production Resource Group, LLC
            ​
            ​
            (g)(j)(k)
            ​
            ​
            Media
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            1/14/19
            ​
            ​
            ​
            ​
            ​
            137,162
            ​
            ​
            ​
            ​
            ​
            137,162
            ​
            ​
            ​
            ​
            ​
            147,792
            ​
            ​Production Resource Group, LLC
            ​
            ​
            (p)
            ​
            ​
            Media
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            1/14/19
            ​
            ​
            ​
            ​
            ​
            5,171
            ​
            ​
            ​
            ​
            ​
            5,171
            ​
            ​
            ​
            ​
            ​
            5,572
            ​
            ​Propulsion Acquisition, LLC
            ​
            ​
            (f)(g)(j)(k)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/13/21
            ​
            ​
            ​
            ​
            ​
            57,165
            ​
            ​
            ​
            ​
            ​
            54,828
            ​
            ​
            ​
            ​
            ​
            56,665
            ​
            ​PSKW, LLC
            ​
            ​
            (f)(g)(j)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+829
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/25/21
            ​
            ​
            ​
            ​
            ​
            26,000
            ​
            ​
            ​
            ​
            ​
            26,000
            ​
            ​
            ​
            ​
            ​
            26,135
            ​
            ​Roadrunner Intermediate Acquisition Co., LLC
            ​
            ​
            (f)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/15/23
            ​
            ​
            ​
            ​
            ​
            7,650
            ​
            ​
            ​
            ​
            ​
            7,650
            ​
            ​
            ​
            ​
            ​
            7,765
            ​
            ​Rogue Wave Software, Inc.
            ​
            ​
            (j)
            ​
            ​
            Software & Services
            ​
            ​
            L+860
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/25/21
            ​
            ​
            ​
            ​
            ​
            19,913
            ​
            ​
            ​
            ​
            ​
            19,913
            ​
            ​
            ​
            ​
            ​
            20,112
            ​
            ​Safariland, LLC
            ​
            ​
            (h)(j)
            ​
            ​
            Capital Goods
            ​
            ​
            L+769
            ​
            ​
            ​
            ​
            1.1%
            ​
            ​
            ​
            ​
            ​
            11/18/23
            ​
            ​
            ​
            ​
            ​
            70,234
            ​
            ​
            ​
            ​
            ​
            70,234
            ​
            ​
            ​
            ​
            ​
            71,112
            ​
            ​Safariland, LLC
            ​
            ​
            (p)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.1%
            ​
            ​
            ​
            ​
            ​
            11/18/23
            ​
            ​
            ​
            ​
            ​
            13,867
            ​
            ​
            ​
            ​
            ​
            13,867
            ​
            ​
            ​
            ​
            ​
            14,040
            ​
            ​Sequential Brands Group, Inc.
            ​
            ​
            (h)(j)(k)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+900
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            7/1/22
            ​
            ​
            ​
            ​
            ​
            157,695
            ​
            ​
            ​
            ​
            ​
            157,695
            ​
            ​
            ​
            ​
            ​
            159,272
            ​
            ​Sorenson Communications, Inc.
            ​
            ​
            (f)(g)(h)(j)
            ​
            ​
            Telecommunication Services
            ​
            ​
            L+575
            ​
            ​
            ​
            ​
            2.3%
            ​
            ​
            ​
            ​
            ​
            4/30/20
            ​
            ​
            ​
            ​
            ​
            98,950
            ​
            ​
            ​
            ​
            ​
            98,688
            ​
            ​
            ​
            ​
            ​
            99,630
            ​
            ​Sports Authority, Inc.
            ​
            ​
            (f)(m)(n)
            ​
            ​
            Retailing
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            11/16/17
            ​
            ​
            ​
            ​
            ​
            7,818
            ​
            ​
            ​
            ​
            ​
            5,562
            ​
            ​
            ​
            ​
            ​
            376
            ​
            ​SSC (Lux) Limited S.à r.l.
            ​
            ​
            (g)(h)(j)(o)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/10/24
            ​
            ​
            ​
            ​
            ​
            104,545
            ​
            ​
            ​
            ​
            ​
            104,545
            ​
            ​
            ​
            ​
            ​
            106,244
            ​
            ​Strike, LLC
            ​
            ​
            ​
            ​
            ​
            Energy
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/30/19
            ​
            ​
            ​
            ​
            ​
            1,000
            ​
            ​
            ​
            ​
            ​
            932
            ​
            ​
            ​
            ​
            ​
            1,023
            ​
            ​Strike, LLC
            ​
            ​
            (p)
            ​
            ​
            Energy
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/30/19
            ​
            ​
            ​
            ​
            ​
            4,000
            ​
            ​
            ​
            ​
            ​
            4,000
            ​
            ​
            ​
            ​
            ​
            4,090
            ​
            ​Strike, LLC
            ​
            ​
            (k)
            ​
            ​
            Energy
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/30/22
            ​
            ​
            ​
            ​
            ​
            7,313
            ​
            ​
            ​
            ​
            ​
            7,109
            ​
            ​
            ​
            ​
            ​
            7,495
            ​
            ​SunGard Availability Services Capital, Inc.
            ​
            ​
            (f)(i)
            ​
            ​
            Software & Services
            ​
            ​
            L+500
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/29/19
            ​
            ​
            ​
            ​
            ​
            10,749
            ​
            ​
            ​
            ​
            ​
            10,298
            ​
            ​
            ​
            ​
            ​
            10,705
            ​
            ​Swift Worldwide Resources US Holdings Corp.
            ​
            ​
            (f)(h)
            ​
            ​
            Energy
            ​
            ​
            L+1000, 1.0% PIK (1.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/20/21
            ​
            ​
            ​
            ​
            ​
            19,488
            ​
            ​
            ​
            ​
            ​
            19,489
            ​
            ​
            ​
            ​
            ​
            19,537
            ​
            ​ThermaSys Corp.
            ​
            ​
            (f)
            ​
            ​
            Capital Goods
            ​
            ​
            L+400
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            5/3/19
            ​
            ​
            ​
            ​
            ​
            4,586
            ​
            ​
            ​
            ​
            ​
            4,587
            ​
            ​
            ​
            ​
            ​
            4,110
            ​
            ​Trace3, LLC
            ​
            ​
            (g)(j)
            ​
            ​
            Software & Services
            ​
            ​
            L+775
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/6/23
            ​
            ​
            ​
            ​
            ​
            53,750
            ​
            ​
            ​
            ​
            ​
            53,750
            ​
            ​
            ​
            ​
            ​
            53,817
            ​
            ​Transplace Texas, LP
            ​
            ​
            (j)
            ​
            ​
            Transportation
            ​
            ​
            L+743
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/16/21
            ​
            ​
            ​
            ​
            ​
            22,038
            ​
            ​
            ​
            ​
            ​
            22,038
            ​
            ​
            ​
            ​
            ​
            22,203
            ​
            ​U.S. Xpress Enterprises, Inc.
            ​
            ​
            (g)(h)(j)
            ​
            ​
            Transportation
            ​
            ​
            L+1050, 0.0% PIK (1.8% Max PIK)
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            5/30/19
            ​
            ​
            ​
            ​
            ​
            66,971
            ​
            ​
            ​
            ​
            ​
            66,971
            ​
            ​
            ​
            ​
            ​
            67,223
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​USI Senior Holdings, Inc.
            ​
            ​
            (h)(j)
            ​
            ​
            Capital Goods
            ​
            ​
            L+781
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            1/5/22
            ​
            ​
            ​
            ​
            $
            40,000
            ​
            ​
            ​
            ​
            $
            40,000
            ​
            ​
            ​
            ​
            $
            40,624
            ​
            ​USI Senior Holdings, Inc.
            ​
            ​
            (p)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            1/5/22
            ​
            ​
            ​
            ​
            ​
            9,524
            ​
            ​
            ​
            ​
            ​
            9,524
            ​
            ​
            ​
            ​
            ​
            9,672
            ​
            ​UTEX Industries, Inc.
            ​
            ​
            (k)
            ​
            ​
            Energy
            ​
            ​
            L+400
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/21/21
            ​
            ​
            ​
            ​
            ​
            1,119
            ​
            ​
            ​
            ​
            ​
            1,116
            ​
            ​
            ​
            ​
            ​
            1,005
            ​
            ​Vertellus Performance Chemicals LLC
            ​
            ​
            (j)(k)
            ​
            ​
            Materials
            ​
            ​
            L+950
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            1/30/20
            ​
            ​
            ​
            ​
            ​
            65,000
            ​
            ​
            ​
            ​
            ​
            65,000
            ​
            ​
            ​
            ​
            ​
            60,749
            ​
            ​Warren Resources, Inc.
            ​
            ​
            (e)(j)(x)
            ​
            ​
            Energy
            ​
            ​
            L+900, 1.0% PIK (1.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/22/20
            ​
            ​
            ​
            ​
            ​
            42,335
            ​
            ​
            ​
            ​
            ​
            42,335
            ​
            ​
            ​
            ​
            ​
            41,330
            ​
            ​Warren Resources, Inc.
            ​
            ​
            (p)(x)
            ​
            ​
            Energy
            ​
            ​
            L+900, 1.0% PIK (1.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/22/20
            ​
            ​
            ​
            ​
            ​
            3,002
            ​
            ​
            ​
            ​
            ​
            3,002
            ​
            ​
            ​
            ​
            ​
            2,931
            ​
            ​Waste Pro USA, Inc.
            ​
            ​
            (g)(h)(j)(k)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/15/20
            ​
            ​
            ​
            ​
            ​
            121,739
            ​
            ​
            ​
            ​
            ​
            121,739
            ​
            ​
            ​
            ​
            ​
            123,412
            ​
            ​Weight Watchers International, Inc.
            ​
            ​
            (f)(i)(k)(l)(o)
            ​
            ​
            Consumer Services
            ​
            ​
            L+325
            ​
            ​
            ​
            ​
            0.8%
            ​
            ​
            ​
            ​
            ​
            4/2/20
            ​
            ​
            ​
            ​
            ​
            40,716
            ​
            ​
            ​
            ​
            ​
            38,218
            ​
            ​
            ​
            ​
            ​
            39,301
            ​
            ​Westbridge Technologies, Inc.
            ​
            ​
            (i)
            ​
            ​
            Software & Services
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/28/23
            ​
            ​
            ​
            ​
            ​
            15,000
            ​
            ​
            ​
            ​
            ​
            14,706
            ​
            ​
            ​
            ​
            ​
            14,850
            ​
            ​York Risk Services Holding Corp.
            ​
            ​
            ​
            ​
            ​
            Insurance
            ​
            ​
            L+375
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/1/21
            ​
            ​
            ​
            ​
            ​
            995
            ​
            ​
            ​
            ​
            ​
            988
            ​
            ​
            ​
            ​
            ​
            975
            ​
            ​Zeta Interactive Holdings Corp.
            ​
            ​
            (f)(g)(j)
            ​
            ​
            Software & Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/29/22
            ​
            ​
            ​
            ​
            ​
            28,076
            ​
            ​
            ​
            ​
            ​
            28,143
            ​
            ​
            ​
            ​
            ​
            28,538
            ​
            ​Zeta Interactive Holdings Corp.
            ​
            ​
            (f)(g)(v)
            ​
            ​
            Software & Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/29/22
            ​
            ​
            ​
            ​
            ​
            8,214
            ​
            ​
            ​
            ​
            ​
            8,147
            ​
            ​
            ​
            ​
            ​
            8,297
            ​
            ​Zeta Interactive Holdings Corp.
            ​
            ​
            (p)
            ​
            ​
            Software & Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/29/22
            ​
            ​
            ​
            ​
            ​
            5,109
            ​
            ​
            ​
            ​
            ​
            5,109
            ​
            ​
            ​
            ​
            ​
            5,186
            ​
            ​Zeta Interactive Holdings Corp.
            ​
            ​
            (p)(v)
            ​
            ​
            Software & Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/29/22
            ​
            ​
            ​
            ​
            ​
            1,314
            ​
            ​
            ​
            ​
            ​
            1,314
            ​
            ​
            ​
            ​
            ​
            1,334
            ​
            ​Total Senior Secured Loans—First Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3,513,713
            ​
            ​
            ​
            ​
            ​
            3,516,124
            ​
            ​Unfunded Loan Commitments
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            (250,397)
            ​
            ​
            ​
            ​
            ​
            (250,397)
            ​
            ​Net Senior Secured Loans—First Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3,263,316
            ​
            ​
            ​
            ​
            ​
            3,265,727
            ​
            ​Senior Secured Loans—Second Lien—14.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​American Bath Group, LLC
            ​
            ​
            (k)
            ​
            ​
            Capital Goods
            ​
            ​
            L+975
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/30/24
            ​
            ​
            ​
            ​
            ​
            7,000
            ​
            ​
            ​
            ​
            ​
            6,470
            ​
            ​
            ​
            ​
            ​
            6,948
            ​
            ​Arena Energy, LP
            ​
            ​
            (f)(j)
            ​
            ​
            Energy
            ​
            ​
            L+900, 4.0% PIK (4.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            1/24/21
            ​
            ​
            ​
            ​
            ​
            24,349
            ​
            ​
            ​
            ​
            ​
            24,349
            ​
            ​
            ​
            ​
            ​
            24,288
            ​
            ​Ascent Resources—Marcellus, LLC
            ​
            ​
            (f)(m)(n)
            ​
            ​
            Energy
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/4/21
            ​
            ​
            ​
            ​
            ​
            3,333
            ​
            ​
            ​
            ​
            ​
            3,291
            ​
            ​
            ​
            ​
            ​
            350
            ​
            ​ASG Technologies Group, Inc.
            ​
            ​
            (j)(x)
            ​
            ​
            Software & Services
            ​
            ​
            L+1100, 0.0% PIK (6.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/27/22
            ​
            ​
            ​
            ​
            ​
            26,989
            ​
            ​
            ​
            ​
            ​
            20,540
            ​
            ​
            ​
            ​
            ​
            27,259
            ​
            ​BPA Laboratories Inc.
            ​
            ​
            (j)
            ​
            ​
            Pharmaceuticals, Biotechnology & Life Sciences
            ​
            ​
            L+250
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            4/29/20
            ​
            ​
            ​
            ​
            ​
            3,272
            ​
            ​
            ​
            ​
            ​
            3,107
            ​
            ​
            ​
            ​
            ​
            2,699
            ​
            ​Byrider Finance, LLC
            ​
            ​
            (e)
            ​
            ​
            Automobiles & Components
            ​
            ​
            L+1000, 0.5% PIK (0.5% Max PIK)
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            8/22/20
            ​
            ​
            ​
            ​
            ​
            16,999
            ​
            ​
            ​
            ​
            ​
            16,999
            ​
            ​
            ​
            ​
            ​
            16,999
            ​
            ​Checkout Holding Corp.
            ​
            ​
            (k)
            ​
            ​
            Media
            ​
            ​
            L+675
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/11/22
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            9,949
            ​
            ​
            ​
            ​
            ​
            6,488
            ​
            ​Chief Exploration & Development LLC
            ​
            ​
            (f)
            ​
            ​
            Energy
            ​
            ​
            L+650
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/16/21
            ​
            ​
            ​
            ​
            ​
            1,174
            ​
            ​
            ​
            ​
            ​
            1,167
            ​
            ​
            ​
            ​
            ​
            1,136
            ​
            ​Chisholm Oil and Gas Operating, LLC
            ​
            ​
            ​
            ​
            ​
            Energy
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/21/24
            ​
            ​
            ​
            ​
            ​
            850
            ​
            ​
            ​
            ​
            ​
            850
            ​
            ​
            ​
            ​
            ​
            864
            ​
            ​Chisholm Oil and Gas Operating, LLC
            ​
            ​
            (p)
            ​
            ​
            Energy
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/21/24
            ​
            ​
            ​
            ​
            ​
            150
            ​
            ​
            ​
            ​
            ​
            150
            ​
            ​
            ​
            ​
            ​
            152
            ​
            ​Compuware Corp.
            ​
            ​
            (j)
            ​
            ​
            Software & Services
            ​
            ​
            L+825
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/15/22
            ​
            ​
            ​
            ​
            ​
            8,032
            ​
            ​
            ​
            ​
            ​
            7,213
            ​
            ​
            ​
            ​
            ​
            8,112
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​Crossmark Holdings, Inc.
            ​
            ​
            (k)
            ​
            ​
            Media
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            12/21/20
            ​
            ​
            ​
            ​
            $
            7,778
            ​
            ​
            ​
            ​
            $
            7,789
            ​
            ​
            ​
            ​
            $
            3,571
            ​
            ​Fairway Group Acquisition Co.
            ​
            ​
            ​
            ​
            ​
            Food & Staples Retailing
            ​
            ​
            11.0% PIK (11.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/3/21
            ​
            ​
            ​
            ​
            ​
            1,479
            ​
            ​
            ​
            ​
            ​
            1,479
            ​
            ​
            ​
            ​
            ​
            629
            ​
            ​Fieldwood Energy LLC
            ​
            ​
            (e)(k)
            ​
            ​
            Energy
            ​
            ​
            L+713
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            9/30/20
            ​
            ​
            ​
            ​
            ​
            2,290
            ​
            ​
            ​
            ​
            ​
            1,805
            ​
            ​
            ​
            ​
            ​
            1,288
            ​
            ​Gruden Acquisition, Inc.
            ​
            ​
            (j)
            ​
            ​
            Transportation
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/18/23
            ​
            ​
            ​
            ​
            ​
            15,000
            ​
            ​
            ​
            ​
            ​
            14,400
            ​
            ​
            ​
            ​
            ​
            13,763
            ​
            ​Inmar, Inc.
            ​
            ​
            (k)
            ​
            ​
            Software & Services
            ​
            ​
            L+825
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/28/25
            ​
            ​
            ​
            ​
            ​
            2,615
            ​
            ​
            ​
            ​
            ​
            2,577
            ​
            ​
            ​
            ​
            ​
            2,597
            ​
            ​Jazz Acquisition, Inc.
            ​
            ​
            (f)
            ​
            ​
            Capital Goods
            ​
            ​
            L+675
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/19/22
            ​
            ​
            ​
            ​
            ​
            3,700
            ​
            ​
            ​
            ​
            ​
            3,739
            ​
            ​
            ​
            ​
            ​
            3,547
            ​
            ​Jonah Energy LLC
            ​
            ​
            (e)
            ​
            ​
            Energy
            ​
            ​
            L+650
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/12/21
            ​
            ​
            ​
            ​
            ​
            1,250
            ​
            ​
            ​
            ​
            ​
            1,109
            ​
            ​
            ​
            ​
            ​
            1,200
            ​
            ​JW Aluminum Co.
            ​
            ​
            (e)(j)(k)(x)
            ​
            ​
            Materials
            ​
            ​
            L+850 PIK (L+850 Max PIK)
            ​
            ​
            ​
            ​
            0.8%
            ​
            ​
            ​
            ​
            ​
            11/17/20
            ​
            ​
            ​
            ​
            ​
            33,950
            ​
            ​
            ​
            ​
            ​
            33,942
            ​
            ​
            ​
            ​
            ​
            34,120
            ​
            ​Logan’s Roadhouse, Inc.
            ​
            ​
            (x)
            ​
            ​
            Consumer Services
            ​
            ​
            L+850 PIK (L+850 Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/23/20
            ​
            ​
            ​
            ​
            ​
            14,008
            ​
            ​
            ​
            ​
            ​
            13,907
            ​
            ​
            ​
            ​
            ​
            12,755
            ​
            ​LTI Holdings, Inc.
            ​
            ​
            (j)
            ​
            ​
            Materials
            ​
            ​
            L+875
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/16/25
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            9,802
            ​
            ​
            ​
            ​
            ​
            9,825
            ​
            ​National Surgical Hospitals, Inc.
            ​
            ​
            (j)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+900
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/1/23
            ​
            ​
            ​
            ​
            ​
            17,500
            ​
            ​
            ​
            ​
            ​
            17,500
            ​
            ​
            ​
            ​
            ​
            17,607
            ​
            ​Neff Rental LLC
            ​
            ​
            (k)
            ​
            ​
            Capital Goods
            ​
            ​
            L+625
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/9/21
            ​
            ​
            ​
            ​
            ​
            7,072
            ​
            ​
            ​
            ​
            ​
            7,050
            ​
            ​
            ​
            ​
            ​
            7,094
            ​
            ​P2 Upstream Acquisition Co.
            ​
            ​
            (k)
            ​
            ​
            Energy
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/30/21
            ​
            ​
            ​
            ​
            ​
            14,500
            ​
            ​
            ​
            ​
            ​
            14,671
            ​
            ​
            ​
            ​
            ​
            13,950
            ​
            ​Paw Luxco II Sarl
            ​
            ​
            (m)(n)(o)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            EURIBOR+950
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/29/19
            ​
            ​
            ​
            ​
            €
            5,727
            ​
            ​
            ​
            ​
            ​
            7,269
            ​
            ​
            ​
            ​
            ​
            370
            ​
            ​Peak 10, Inc.
            ​
            ​
            (g)
            ​
            ​
            Software & Services
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/17/22
            ​
            ​
            ​
            ​
            $
            5,500
            ​
            ​
            ​
            ​
            ​
            5,464
            ​
            ​
            ​
            ​
            ​
            5,514
            ​
            ​Production Resource Group, LLC
            ​
            ​
            (f)(g)(h)(j)
            ​
            ​
            Media
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/23/19
            ​
            ​
            ​
            ​
            ​
            95,599
            ​
            ​
            ​
            ​
            ​
            95,599
            ​
            ​
            ​
            ​
            ​
            89,624
            ​
            ​Spencer Gifts LLC
            ​
            ​
            (k)
            ​
            ​
            Retailing
            ​
            ​
            L+825
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/29/22
            ​
            ​
            ​
            ​
            ​
            20,000
            ​
            ​
            ​
            ​
            ​
            20,084
            ​
            ​
            ​
            ​
            ​
            13,900
            ​
            ​Talos Production LLC
            ​
            ​
            ​
            ​
            ​
            Energy
            ​
            ​
            11.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            4/3/22
            ​
            ​
            ​
            ​
            ​
            4,500
            ​
            ​
            ​
            ​
            ​
            4,186
            ​
            ​
            ​
            ​
            ​
            3,926
            ​
            ​Titan Energy Operating, LLC
            ​
            ​
            (g)(j)
            ​
            ​
            Energy
            ​
            ​
            2.0%, L+1100 PIK (L+1100 Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            2/23/20
            ​
            ​
            ​
            ​
            ​
            73,682
            ​
            ​
            ​
            ​
            ​
            63,603
            ​
            ​
            ​
            ​
            ​
            54,849
            ​
            ​TNS, Inc.
            ​
            ​
            (g)(i)(k)
            ​
            ​
            Software & Services
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/14/20
            ​
            ​
            ​
            ​
            ​
            43,475
            ​
            ​
            ​
            ​
            ​
            43,250
            ​
            ​
            ​
            ​
            ​
            43,692
            ​
            ​WP CPP Holdings, LLC
            ​
            ​
            (j)
            ​
            ​
            Capital Goods
            ​
            ​
            L+775
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/30/21
            ​
            ​
            ​
            ​
            ​
            6,932
            ​
            ​
            ​
            ​
            ​
            6,911
            ​
            ​
            ​
            ​
            ​
            6,568
            ​
            ​Total Senior Secured Loans—Second Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            470,221
            ​
            ​
            ​
            ​
            ​
            435,684
            ​
            ​Unfunded Loan Commitments
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            (150)
            ​
            ​
            ​
            ​
            ​
            (150)
            ​
            ​Net Senior Secured Loans—Second Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            470,071
            ​
            ​
            ​
            ​
            ​
            435,534
            ​
            ​Senior Secured Bonds—5.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​Advanced Lighting Technologies, Inc.
            ​
            ​
            (e)(j)
            ​
            ​
            Materials
            ​
            ​
            5.3%, 7.3% PIK (7.3% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            6/1/19
            ​
            ​
            ​
            ​
            ​
            38,718
            ​
            ​
            ​
            ​
            ​
            14,572
            ​
            ​
            ​
            ​
            ​
            15,294
            ​
            ​Black Swan Energy Ltd.
            ​
            ​
            (o)
            ​
            ​
            Energy
            ​
            ​
            9.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/20/24
            ​
            ​
            ​
            ​
            ​
            1,333
            ​
            ​
            ​
            ​
            ​
            1,333
            ​
            ​
            ​
            ​
            ​
            1,303
            ​
            ​Caesars Entertainment Resort Properties, LLC
            ​
            ​
            (i)(j)
            ​
            ​
            Consumer Services
            ​
            ​
            11.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/1/21
            ​
            ​
            ​
            ​
            ​
            37,350
            ​
            ​
            ​
            ​
            ​
            37,856
            ​
            ​
            ​
            ​
            ​
            40,151
            ​
            ​CEVA Group Plc
            ​
            ​
            (i)(o)
            ​
            ​
            Transportation
            ​
            ​
            9.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            9/1/21
            ​
            ​
            ​
            ​
            ​
            2,000
            ​
            ​
            ​
            ​
            ​
            2,000
            ​
            ​
            ​
            ​
            ​
            1,697
            ​
            ​CEVA Group Plc
            ​
            ​
            (i)(o)
            ​
            ​
            Transportation
            ​
            ​
            7.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/1/21
            ​
            ​
            ​
            ​
            ​
            5,000
            ​
            ​
            ​
            ​
            ​
            4,452
            ​
            ​
            ​
            ​
            ​
            4,681
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​CH2M Hill Companies, Ltd.
            ​
            ​
            ​
            ​
            ​
            Capital Goods
            ​
            ​
            10.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            4/28/20
            ​
            ​
            ​
            ​
            $
            7,500
            ​
            ​
            ​
            ​
            $
            7,500
            ​
            ​
            ​
            ​
            $
            7,500
            ​
            ​Diamond Resorts International, Inc.
            ​
            ​
            (k)
            ​
            ​
            Consumer Services
            ​
            ​
            7.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            9/1/23
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            10,624
            ​
            ​FourPoint Energy, LLC
            ​
            ​
            (e)(j)(k)
            ​
            ​
            Energy
            ​
            ​
            9.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/31/21
            ​
            ​
            ​
            ​
            ​
            46,313
            ​
            ​
            ​
            ​
            ​
            45,038
            ​
            ​
            ​
            ​
            ​
            45,444
            ​
            ​Global A&T Electronics Ltd.
            ​
            ​
            (e)(k)(o)
            ​
            ​
            Semiconductors & Semiconductor Equipment
            ​
            ​
            10.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            2/1/19
            ​
            ​
            ​
            ​
            ​
            19,490
            ​
            ​
            ​
            ​
            ​
            19,092
            ​
            ​
            ​
            ​
            ​
            14,508
            ​
            ​Ridgeback Resources Inc.
            ​
            ​
            (e)(o)(w)
            ​
            ​
            Energy
            ​
            ​
            12.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/29/20
            ​
            ​
            ​
            ​
            ​
            331
            ​
            ​
            ​
            ​
            ​
            325
            ​
            ​
            ​
            ​
            ​
            331
            ​
            ​Sorenson Communications, Inc.
            ​
            ​
            (j)
            ​
            ​
            Telecommunication Services
            ​
            ​
            9.0%, 0.0% PIK (9.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/31/20
            ​
            ​
            ​
            ​
            ​
            7,058
            ​
            ​
            ​
            ​
            ​
            6,882
            ​
            ​
            ​
            ​
            ​
            7,058
            ​
            ​Sunnova Energy Corp.
            ​
            ​
            ​
            ​
            ​
            Energy
            ​
            ​
            6.0%, 6.0% PIK (6.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/24/18
            ​
            ​
            ​
            ​
            ​
            2,086
            ​
            ​
            ​
            ​
            ​
            2,086
            ​
            ​
            ​
            ​
            ​
            2,086
            ​
            ​Velvet Energy Ltd.
            ​
            ​
            (o)
            ​
            ​
            Energy
            ​
            ​
            9.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/5/23
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            9,742
            ​
            ​Total Senior Secured Bonds
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            161,136
            ​
            ​
            ​
            ​
            ​
            160,419
            ​
            ​Subordinated Debt—17.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​Ascent Resources Utica Holdings, LLC
            ​
            ​
            (i)
            ​
            ​
            Energy
            ​
            ​
            10.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            4/1/22
            ​
            ​
            ​
            ​
            ​
            40,000
            ​
            ​
            ​
            ​
            ​
            40,000
            ​
            ​
            ​
            ​
            ​
            40,075
            ​
            ​Aurora Diagnostics, LLC
            ​
            ​
            (j)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            10.8%, 1.5% PIK (1.5% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/15/20
            ​
            ​
            ​
            ​
            ​
            6,130
            ​
            ​
            ​
            ​
            ​
            5,512
            ​
            ​
            ​
            ​
            ​
            5,512
            ​
            ​Bellatrix Exploration Ltd.
            ​
            ​
            (o)
            ​
            ​
            Energy
            ​
            ​
            8.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            5/15/20
            ​
            ​
            ​
            ​
            ​
            5,000
            ​
            ​
            ​
            ​
            ​
            4,937
            ​
            ​
            ​
            ​
            ​
            4,507
            ​
            ​Brooklyn Basketball Holdings, LLC
            ​
            ​
            (h)(j)
            ​
            ​
            Consumer Services
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/25/19
            ​
            ​
            ​
            ​
            ​
            39,746
            ​
            ​
            ​
            ​
            ​
            39,746
            ​
            ​
            ​
            ​
            ​
            40,342
            ​
            ​CEC Entertainment, Inc.
            ​
            ​
            (i)
            ​
            ​
            Consumer Services
            ​
            ​
            8.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            2/15/22
            ​
            ​
            ​
            ​
            ​
            18,715
            ​
            ​
            ​
            ​
            ​
            18,558
            ​
            ​
            ​
            ​
            ​
            19,557
            ​
            ​Ceridian HCM Holding, Inc.
            ​
            ​
            (i)(k)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            11.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/15/21
            ​
            ​
            ​
            ​
            ​
            46,250
            ​
            ​
            ​
            ​
            ​
            45,876
            ​
            ​
            ​
            ​
            ​
            48,972
            ​
            ​Coveris Holdings S.A.
            ​
            ​
            (i)(k)(l)(o)
            ​
            ​
            Materials
            ​
            ​
            7.9%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            11/1/19
            ​
            ​
            ​
            ​
            ​
            24,634
            ​
            ​
            ​
            ​
            ​
            24,345
            ​
            ​
            ​
            ​
            ​
            24,372
            ​
            ​Eclipse Resources Corp.
            ​
            ​
            (i)(o)
            ​
            ​
            Energy
            ​
            ​
            8.9%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            7/15/23
            ​
            ​
            ​
            ​
            ​
            9,175
            ​
            ​
            ​
            ​
            ​
            9,018
            ​
            ​
            ​
            ​
            ​
            9,141
            ​
            ​EV Energy Partners, L.P.
            ​
            ​
            (e)
            ​
            ​
            Energy
            ​
            ​
            8.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            4/15/19
            ​
            ​
            ​
            ​
            ​
            259
            ​
            ​
            ​
            ​
            ​
            243
            ​
            ​
            ​
            ​
            ​
            140
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/30/25
            ​
            ​
            ​
            ​
            ​
            788
            ​
            ​
            ​
            ​
            ​
            788
            ​
            ​
            ​
            ​
            ​
            789
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            4/30/25
            ​
            ​
            ​
            ​
            ​
            5,007
            ​
            ​
            ​
            ​
            ​
            5,007
            ​
            ​
            ​
            ​
            ​
            5,007
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            9/3/25
            ​
            ​
            ​
            ​
            ​
            1,035
            ​
            ​
            ​
            ​
            ​
            1,035
            ​
            ​
            ​
            ​
            ​
            1,035
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            9/29/25
            ​
            ​
            ​
            ​
            ​
            974
            ​
            ​
            ​
            ​
            ​
            974
            ​
            ​
            ​
            ​
            ​
            974
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            (e)(o)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/4/25
            ​
            ​
            ​
            ​
            ​
            7,189
            ​
            ​
            ​
            ​
            ​
            7,189
            ​
            ​
            ​
            ​
            ​
            7,189
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            (e)(o)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/9/25
            ​
            ​
            ​
            ​
            ​
            1,176
            ​
            ​
            ​
            ​
            ​
            1,176
            ​
            ​
            ​
            ​
            ​
            1,176
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​Global Jet Capital Inc.
            ​
            ​
            (e)(o)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/29/26
            ​
            ​
            ​
            ​
            $
            616
            ​
            ​
            ​
            ​
            $
            616
            ​
            ​
            ​
            ​
            $
            616
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/2/26
            ​
            ​
            ​
            ​
            ​
            1,863
            ​
            ​
            ​
            ​
            ​
            1,863
            ​
            ​
            ​
            ​
            ​
            1,863
            ​
            ​Great Lakes Dredge & Dock Corp.
            ​
            ​
            (i)(o)
            ​
            ​
            Capital Goods
            ​
            ​
            8.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            5/15/22
            ​
            ​
            ​
            ​
            ​
            9,000
            ​
            ​
            ​
            ​
            ​
            9,000
            ​
            ​
            ​
            ​
            ​
            9,191
            ​
            ​Jupiter Resources Inc.
            ​
            ​
            (h)(k)(o)
            ​
            ​
            Energy
            ​
            ​
            8.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/1/22
            ​
            ​
            ​
            ​
            ​
            28,800
            ​
            ​
            ​
            ​
            ​
            26,899
            ​
            ​
            ​
            ​
            ​
            21,618
            ​
            ​Mood Media Corp.
            ​
            ​
            (o)(x)
            ​
            ​
            Media
            ​
            ​
            10.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            8/6/23
            ​
            ​
            ​
            ​
            ​
            6,930
            ​
            ​
            ​
            ​
            ​
            6,143
            ​
            ​
            ​
            ​
            ​
            6,410
            ​
            ​Mood Media Corp.
            ​
            ​
            (e)(j)(o)(x)
            ​
            ​
            Media
            ​
            ​
            L+600, 8.0% PIK (8.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/28/24
            ​
            ​
            ​
            ​
            ​
            23,104
            ​
            ​
            ​
            ​
            ​
            23,104
            ​
            ​
            ​
            ​
            ​
            23,104
            ​
            ​NewStar Financial, Inc.
            ​
            ​
            (h)(j)(k)(o)
            ​
            ​
            Diversified Financials
            ​
            ​
            8.3%, 0.0% PIK (8.8% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/4/24
            ​
            ​
            ​
            ​
            ​
            150,000
            ​
            ​
            ​
            ​
            ​
            124,186
            ​
            ​
            ​
            ​
            ​
            141,750
            ​
            ​P.F. Chang’s China Bistro, Inc.
            ​
            ​
            (i)(j)
            ​
            ​
            Consumer Services
            ​
            ​
            10.3%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            6/30/20
            ​
            ​
            ​
            ​
            ​
            31,353
            ​
            ​
            ​
            ​
            ​
            31,268
            ​
            ​
            ​
            ​
            ​
            32,049
            ​
            ​S1 Blocker Buyer Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            10.0% PIK (10.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/31/22
            ​
            ​
            ​
            ​
            ​
            268
            ​
            ​
            ​
            ​
            ​
            268
            ​
            ​
            ​
            ​
            ​
            286
            ​
            ​Sorenson Communications, Inc.
            ​
            ​
            (e)(j)
            ​
            ​
            Telecommunication Services
            ​
            ​
            13.9%, 0.0% PIK (13.9% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/31/21
            ​
            ​
            ​
            ​
            ​
            5,364
            ​
            ​
            ​
            ​
            ​
            5,096
            ​
            ​
            ​
            ​
            ​
            5,149
            ​
            ​SunGard Availability Services Capital, Inc.
            ​
            ​
            (i)
            ​
            ​
            Software & Services
            ​
            ​
            8.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            4/1/22
            ​
            ​
            ​
            ​
            ​
            5,900
            ​
            ​
            ​
            ​
            ​
            4,530
            ​
            ​
            ​
            ​
            ​
            4,690
            ​
            ​TI Group Automotive Systems, LLC
            ​
            ​
            (i)(o)
            ​
            ​
            Automobiles & Components
            ​
            ​
            8.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            7/15/23
            ​
            ​
            ​
            ​
            ​
            7,302
            ​
            ​
            ​
            ​
            ​
            7,302
            ​
            ​
            ​
            ​
            ​
            7,740
            ​
            ​York Risk Services Holding Corp.
            ​
            ​
            (i)(j)(k)
            ​
            ​
            Insurance
            ​
            ​
            8.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/1/22
            ​
            ​
            ​
            ​
            ​
            38,070
            ​
            ​
            ​
            ​
            ​
            34,992
            ​
            ​
            ​
            ​
            ​
            36,769
            ​
            ​Total Subordinated Debt
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            479,671
            ​
            ​
            ​
            ​
            ​
            500,023
            ​
            ​Collateralized Securities—0.7%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​CGMS CLO 2013-3A Class Subord.
            ​
            ​
            (o)
            ​
            ​
            Diversified Financials
            ​
            ​
            12.2%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            7/15/25
            ​
            ​
            ​
            ​
            ​
            17,000
            ​
            ​
            ​
            ​
            ​
            7,536
            ​
            ​
            ​
            ​
            ​
            9,115
            ​
            ​NewStar Clarendon 2014-1A Class D
            ​
            ​
            (o)
            ​
            ​
            Diversified Financials
            ​
            ​
            L+435
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/25/27
            ​
            ​
            ​
            ​
            ​
            1,060
            ​
            ​
            ​
            ​
            ​
            1,006
            ​
            ​
            ​
            ​
            ​
            1,056
            ​
            ​NewStar Clarendon 2014-1A Class Subord. B
            ​
            ​
            (o)
            ​
            ​
            Diversified Financials
            ​
            ​
            15.9%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/25/27
            ​
            ​
            ​
            ​
            ​
            12,140
            ​
            ​
            ​
            ​
            ​
            9,332
            ​
            ​
            ​
            ​
            ​
            9,939
            ​
            ​Total Collateralized Securities
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            17,874
            ​
            ​
            ​
            ​
            ​
            20,110
            ​
            ​​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Number of Shares
            ​
            ​
            Cost
            ​
            ​
            Fair Value(d)
            ​Equity/Other—12.0%
            ​
            ​
            ​
            ​
            ​
            ​5 Arches, LLC, Common Equity
            ​
            ​
            (n)(o)(r)
            ​
            ​
            Diversified Financials
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            $
            250
            ​
            ​
            ​
            ​
            $
            250
            ​
            ​A.T. Cross Co., Common Equity, Class A Units
            ​
            ​
            (e)(n)(y)
            ​
            ​
            Retailing
            ​
            ​
            ​
            ​
            1,000,000
            ​
            ​
            ​
            ​
            ​
            1,000
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​A.T. Cross Co., Preferred Equity, Class A-1 Units
            ​
            ​
            (e)(n)(y)
            ​
            ​
            Retailing
            ​
            ​
            ​
            ​
            243,478
            ​
            ​
            ​
            ​
            ​
            243
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​A.T. Cross Co., GSO Special Unit
            ​
            ​
            (n)(y)
            ​
            ​
            Retailing
            ​
            ​
            ​
            ​
            1
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Abaco Energy Technologies LLC, Common Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            3,055,556
            ​
            ​
            ​
            ​
            ​
            3,056
            ​
            ​
            ​
            ​
            ​
            153
            ​
            ​Abaco Energy Technologies LLC, Preferred Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            12,734,481
            ​
            ​
            ​
            ​
            ​
            637
            ​
            ​
            ​
            ​
            ​
            637
            ​
            ​ACP FH Holdings GP, LLC, Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            ​
            ​
            88,571
            ​
            ​
            ​
            ​
            ​
            89
            ​
            ​
            ​
            ​
            ​
            71
            ​
            ​ACP FH Holdings, LP, Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            ​
            ​
            8,768,572
            ​
            ​
            ​
            ​
            ​
            8,769
            ​
            ​
            ​
            ​
            ​
            7,064
            ​
            ​Advanced Lighting Technologies, Inc., Preferred Equity
            ​
            ​
            (n)
            ​
            ​
            Materials
            ​
            ​
            ​
            ​
            1,652
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Altus Power America Holdings, LLC, Common Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            462,008
            ​
            ​
            ​
            ​
            ​
            462
            ​
            ​
            ​
            ​
            ​
            462
            ​
            ​Altus Power America Holdings, LLC, Preferred Equity
            ​
            ​
            (t)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            955,284
            ​
            ​
            ​
            ​
            ​
            955
            ​
            ​
            ​
            ​
            ​
            955
            ​
            ​Amaya Inc., Warrants, 5/15/2024
            ​
            ​
            (n)(o)
            ​
            ​
            Consumer Services
            ​
            ​
            ​
            ​
            2,000,000
            ​
            ​
            ​
            ​
            ​
            16,832
            ​
            ​
            ​
            ​
            ​
            17,220
            ​
            ​AP Exhaust Holdings, LLC, Class A1 Common Units
            ​
            ​
            (n)(r)
            ​
            ​
            Automobiles & Components
            ​
            ​
            ​
            ​
            84
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​AP Exhaust Holdings, LLC, Class A1 Preferred Units
            ​
            ​
            (n)(r)
            ​
            ​
            Automobiles & Components
            ​
            ​
            ​
            ​
            8,295
            ​
            ​
            ​
            ​
            ​
            9,248
            ​
            ​
            ​
            ​
            ​
            9,248
            ​
            ​Ascent Resources Utica Holdings, LLC, Common Equity
            ​
            ​
            (n)(q)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            128,734,129
            ​
            ​
            ​
            ​
            ​
            38,700
            ​
            ​
            ​
            ​
            ​
            32,184
            ​
            ​ASG Technologies Group, Inc., Common Equity
            ​
            ​
            (n)(x)
            ​
            ​
            Software & Services
            ​
            ​
            ​
            ​
            625,178
            ​
            ​
            ​
            ​
            ​
            13,475
            ​
            ​
            ​
            ​
            ​
            23,288
            ​
            ​ASG Technologies Group, Inc., Warrants, 6/27/2022
            ​
            ​
            (n)(x)
            ​
            ​
            Software & Services
            ​
            ​
            ​
            ​
            253,704
            ​
            ​
            ​
            ​
            ​
            7,231
            ​
            ​
            ​
            ​
            ​
            3,932
            ​
            ​Aspect Software Parent, Inc., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Software & Services
            ​
            ​
            ​
            ​
            403,955
            ​
            ​
            ​
            ​
            ​
            19,021
            ​
            ​
            ​
            ​
            ​
            15,290
            ​
            ​ATX Holdings, LLC, Common Equity
            ​
            ​
            (n)(o)
            ​
            ​
            Technology Hardware & Equipment
            ​
            ​
            ​
            ​
            72,635
            ​
            ​
            ​
            ​
            ​
            116
            ​
            ​
            ​
            ​
            ​
            109
            ​
            ​Aurora Diagnostics Holdings, LLC, Warrants, 5/25/2027
            ​
            ​
            (j)(n)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            ​
            ​
            94,193
            ​
            ​
            ​
            ​
            ​
            686
            ​
            ​
            ​
            ​
            ​
            693
            ​
            ​BPA Laboratories, Inc., Series A Warrants, 4/29/2024
            ​
            ​
            (j)(n)
            ​
            ​
            Pharmaceuticals, Biotechnology & Life Sciences
            ​
            ​
            ​
            ​
            10,924
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​BPA Laboratories, Inc., Series B Warrants, 4/29/2024
            ​
            ​
            (j)(n)
            ​
            ​
            Pharmaceuticals, Biotechnology & Life Sciences
            ​
            ​
            ​
            ​
            17,515
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Burleigh Point, Ltd., Warrants, 7/16/2020
            ​
            ​
            (n)(o)
            ​
            ​
            Retailing
            ​
            ​
            ​
            ​
            3,451,216
            ​
            ​
            ​
            ​
            ​
            1,898
            ​
            ​
            ​
            ​
            ​
            35
            ​
            ​Chisholm Oil and Gas Operating, LLC, Series A Units
            ​
            ​
            (n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            58,533
            ​
            ​
            ​
            ​
            ​
            59
            ​
            ​
            ​
            ​
            ​
            59
            ​
            ​Cimarron Energy Holdco Inc., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            3,675,487
            ​
            ​
            ​
            ​
            ​
            3,322
            ​
            ​
            ​
            ​
            ​
            1,470
            ​
            ​CSF Group Holdings, Inc., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            417,400
            ​
            ​
            ​
            ​
            ​
            417
            ​
            ​
            ​
            ​
            ​
            376
            ​
            ​DHS Technologies LLC, Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            60,872
            ​
            ​
            ​
            ​
            ​
            5,000
            ​
            ​
            ​
            ​
            ​
            621
            ​
            ​Eastman Kodak Co., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            ​
            ​
            1,846
            ​
            ​
            ​
            ​
            ​
            36
            ​
            ​
            ​
            ​
            ​
            17
            ​
            ​Escape Velocity Holdings, Inc., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Software & Services
            ​
            ​
            ​
            ​
            33,216
            ​
            ​
            ​
            ​
            ​
            332
            ​
            ​
            ​
            ​
            ​
            332
            ​
            ​Fairway Group Holdings Corp., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Food & Staples Retailing
            ​
            ​
            ​
            ​
            31,626
            ​
            ​
            ​
            ​
            ​
            1,016
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​FourPoint Energy, LLC, Common Equity, Class D Units
            ​
            ​
            (n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            2,437
            ​
            ​
            ​
            ​
            ​
            1,610
            ​
            ​
            ​
            ​
            ​
            957
            ​
            ​FourPoint Energy, LLC, Common Equity, Class C-II-A Units
            ​
            ​
            (n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            13,000
            ​
            ​
            ​
            ​
            ​
            13,000
            ​
            ​
            ​
            ​
            ​
            5,070
            ​
            ​FourPoint Energy, LLC, Common Equity, Class E-II Units
            ​
            ​
            (n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            54,104
            ​
            ​
            ​
            ​
            ​
            13,526
            ​
            ​
            ​
            ​
            ​
            20,289
            ​
            ​FourPoint Energy, LLC, Common Equity, Class E-III Units
            ​
            ​
            (n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            43,875
            ​
            ​
            ​
            ​
            ​
            10,969
            ​
            ​
            ​
            ​
            ​
            17,111
            ​
            ​Global Jet Capital Holdings, LP, Preferred Equity
            ​
            ​
            (e)(n)(o)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            ​
            ​
            6,228,856
            ​
            ​
            ​
            ​
            ​
            6,229
            ​
            ​
            ​
            ​
            ​
            7,163
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Number ofShares
            ​
            ​
            Cost
            ​
            ​
            FairValue(d)
            ​H.I.G. Empire Holdco, Inc., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Retailing
            ​
            ​
            ​
            ​
            411
            ​
            ​
            ​
            ​
            $
            1,227
            ​
            ​
            ​
            ​
            $
            1,467
            ​
            ​Harvey Holdings, LLC, Common Equity
            ​
            ​
            (n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            666,667
            ​
            ​
            ​
            ​
            ​
            667
            ​
            ​
            ​
            ​
            ​
            1,700
            ​
            ​Industrial Group Intermediate Holdings, LLC, Common Equity
            ​
            ​
            (n)(r)
            ​
            ​
            Materials
            ​
            ​
            ​
            ​
            2,678,947
            ​
            ​
            ​
            ​
            ​
            2,679
            ​
            ​
            ​
            ​
            ​
            4,688
            ​
            ​JMC Acquisition Holdings, LLC, Common Equity
            ​
            ​
            (n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            1,449
            ​
            ​
            ​
            ​
            ​
            1,449
            ​
            ​
            ​
            ​
            ​
            1,747
            ​
            ​JSS Holdco, LLC, Net Profits Interest
            ​
            ​
            (n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            337
            ​
            ​JW Aluminum Co., Common Equity
            ​
            ​
            (e)(k)(n)(x)
            ​
            ​
            Materials
            ​
            ​
            ​
            ​
            256
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​JW Aluminum Co., Preferred Equity
            ​
            ​
            (e)(k)(x)
            ​
            ​
            Materials
            ​
            ​
            ​
            ​
            1,425
            ​
            ​
            ​
            ​
            ​
            11,934
            ​
            ​
            ​
            ​
            ​
            12,536
            ​
            ​MB Precision Investment Holdings LLC, Class A-2 Units
            ​
            ​
            (n)(r)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            2,287,659
            ​
            ​
            ​
            ​
            ​
            2,288
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Mood Media Corp., Common Equity
            ​
            ​
            (n)(o)(x)
            ​
            ​
            Media
            ​
            ​
            ​
            ​
            17,400,835
            ​
            ​
            ​
            ​
            ​
            12,644
            ​
            ​
            ​
            ​
            ​
            15,356
            ​
            ​NewStar Financial, Inc., Warrants, 11/4/2024
            ​
            ​
            (e)(n)(o)
            ​
            ​
            Diversified Financials
            ​
            ​
            ​
            ​
            6,000,000
            ​
            ​
            ​
            ​
            ​
            30,115
            ​
            ​
            ​
            ​
            ​
            11,940
            ​
            ​North Haven Cadence TopCo, LLC, Common Equity
            ​
            ​
            (n)
            ​
            ​
            Consumer Services
            ​
            ​
            ​
            ​
            2,916,667
            ​
            ​
            ​
            ​
            ​
            2,917
            ​
            ​
            ​
            ​
            ​
            3,500
            ​
            ​PDI Parent LLC, Common Equity
            ​
            ​
            (n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            2,076,923
            ​
            ​
            ​
            ​
            ​
            2,077
            ​
            ​
            ​
            ​
            ​
            2,181
            ​
            ​Professional Plumbing Group, Inc., Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            3,000,000
            ​
            ​
            ​
            ​
            ​
            3,000
            ​
            ​
            ​
            ​
            ​
            6,900
            ​
            ​PSAV Holdings LLC, Common Equity
            ​
            ​
            ​
            ​
            ​
            Technology Hardware & Equipment
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            36,000
            ​
            ​Ridgeback Resources Inc., Common Equity
            ​
            ​
            (e)(n)(o)(w)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            817,308
            ​
            ​
            ​
            ​
            ​
            5,022
            ​
            ​
            ​
            ​
            ​
            4,312
            ​
            ​Roadhouse Holding Inc., Common Equity
            ​
            ​
            (n)(x)
            ​
            ​
            Consumer Services
            ​
            ​
            ​
            ​
            4,481,763
            ​
            ​
            ​
            ​
            ​
            4,657
            ​
            ​
            ​
            ​
            ​
            4,729
            ​
            ​S1 Blocker Buyer Inc., Common Equity
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            ​
            ​
            124
            ​
            ​
            ​
            ​
            ​
            1,240
            ​
            ​
            ​
            ​
            ​
            1,045
            ​
            ​SandRidge Energy, Inc., Common Equity
            ​
            ​
            (n)(o)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            253,009
            ​
            ​
            ​
            ​
            ​
            5,647
            ​
            ​
            ​
            ​
            ​
            4,354
            ​
            ​Sequential Brands Group, Inc., Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            ​
            ​
            408,685
            ​
            ​
            ​
            ​
            ​
            5,517
            ​
            ​
            ​
            ​
            ​
            1,631
            ​
            ​Sorenson Communications, Inc., Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Telecommunication Services
            ​
            ​
            ​
            ​
            43,796
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            33,521
            ​
            ​SSC Holdco Limited, Common Equity
            ​
            ​
            (n)(o)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            ​
            ​
            261,364
            ​
            ​
            ​
            ​
            ​
            5,227
            ​
            ​
            ​
            ​
            ​
            5,515
            ​
            ​Sunnova Energy Corp., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            384,746
            ​
            ​
            ​
            ​
            ​
            1,444
            ​
            ​
            ​
            ​
            ​
            2,047
            ​
            ​Sunnova Energy Corp., Preferred Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            36,363
            ​
            ​
            ​
            ​
            ​
            194
            ​
            ​
            ​
            ​
            ​
            193
            ​
            ​Swift Worldwide Resources Holdco Limited, Common Equity
            ​
            ​
            (n)(o)(u)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            1,250,000
            ​
            ​
            ​
            ​
            ​
            2,009
            ​
            ​
            ​
            ​
            ​
            625
            ​
            ​TE Holdings, LLC, Common Equity
            ​
            ​
            (e)(n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            717,718
            ​
            ​
            ​
            ​
            ​
            6,101
            ​
            ​
            ​
            ​
            ​
            3,427
            ​
            ​TE Holdings, LLC, Preferred Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            475,758
            ​
            ​
            ​
            ​
            ​
            4,751
            ​
            ​
            ​
            ​
            ​
            4,639
            ​
            ​Titan Energy, LLC, Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            200,040
            ​
            ​
            ​
            ​
            ​
            6,321
            ​
            ​
            ​
            ​
            ​
            1,550
            ​
            ​Warren Resources, Inc., Common Equity
            ​
            ​
            (n)(x)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            2,371,337
            ​
            ​
            ​
            ​
            ​
            11,145
            ​
            ​
            ​
            ​
            ​
            8,537
            ​
            ​White Star Petroleum Holdings, LLC, Common Equity
            ​
            ​
            (n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            1,613,753
            ​
            ​
            ​
            ​
            ​
            1,372
            ​
            ​
            ​
            ​
            ​
            1,170
            ​
            ​Zeta Interactive Holdings Corp., Preferred Equity, Series E-1
            ​
            ​
            (n)
            ​
            ​
            Software & Services
            ​
            ​
            ​
            ​
            620,025
            ​
            ​
            ​
            ​
            ​
            4,929
            ​
            ​
            ​
            ​
            ​
            5,777
            ​
            ​Zeta Interactive Holdings Corp., Preferred Equity, Series F
            ​
            ​
            (n)
            ​
            ​
            Software & Services
            ​
            ​
            ​
            ​
            563,932
            ​
            ​
            ​
            ​
            ​
            4,929
            ​
            ​
            ​
            ​
            ​
            5,002
            ​
            ​Zeta Interactive Holdings Corp., Warrants, 4/20/2027
            ​
            ​
            (n)
            ​
            ​
            Software & Services
            ​
            ​
            ​
            ​
            84,590
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            316
            ​
            ​Total Equity/Other
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            329,686
            ​
            ​
            ​
            ​
            ​
            351,798
            ​
            ​TOTAL INVESTMENTS—161.1%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            $
            4,721,754
            ​
            ​
            ​
            ​
            ​
            4,733,611
            ​
            ​LIABILITIES IN EXCESS OF OTHER ASSETS—(61.1%)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            (1,794,761)
            ​
            ​NET ASSETS—100.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            $
            2,938,850
            ​
            ​​


TABLE OF CONTENTS
 Transfers and Servicing


TABLE OF CONTENTS
 Portfolio Company
            ​
            ​
            Fair Value at December 31, 2016
            ​
            ​
            Transfers In or Out
            ​
            ​
            Purchases and Paid-in-Kind Interest
            ​
            ​
            Sales and Repayments
            ​
            ​
            Accretion of Discount
            ​
            ​
            Net Realized Gain (Loss)
            ​
            ​
            Net Change in Unrealized Appreciation (Depreciation)
            ​
            ​
            Fair Value at June 30, 2017
            ​
            ​
            Interest Income(3)
            ​
            ​
            Fee Income(3)
            ​
            ​
            Dividend Income(3)
            ​Senior Secured Loans—First Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​A.T. Cross Co.(1)
            ​
            ​
            ​
            $
            28,081
            ​
            ​
            ​
            ​
            $
            (31,709)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            3,628
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​ASG Technologies Group, Inc.
            ​
            ​
            ​
            $
            80,505
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            12,477
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            21
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (408)
            ​
            ​
            ​
            ​
            $
            92,595
            ​
            ​
            ​
            ​
            $
            4,230
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Warren Resources, Inc.(2)
            ​
            ​
            ​
            $
            42,122
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            213
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (1,076)
            ​
            ​
            ​
            ​
            $
            41,259
            ​
            ​
            ​
            ​
            $
            2,352
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Senior Secured Loans—Second Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​ASG Technologies Group, Inc.
            ​
            ​
            ​
            $
            26,179
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            351
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            729
            ​
            ​
            ​
            ​
            $
            27,259
            ​
            ​
            ​
            ​
            $
            1,630
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​JW Aluminum Co.
            ​
            ​
            ​
            $
            34,410
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            133
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            1
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (424)
            ​
            ​
            ​
            ​
            $
            34,120
            ​
            ​
            ​
            ​
            $
            1,631
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Logan’s Roadhouse, Inc.
            ​
            ​
            ​
            $
            10,355
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            3,074
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            9
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (683)
            ​
            ​
            ​
            ​
            $
            12,755
            ​
            ​
            ​
            ​
            $
            638
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Subordinated Debt
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​Mood Media Corp.
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            6,143
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            267
            ​
            ​
            ​
            ​
            $
            6,410
            ​
            ​
            ​
            ​
            $
            376
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Mood Media Corp.
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            23,104
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            23,104
            ​
            ​
            ​
            ​
            $
            2,101
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Equity/Other
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​A.T. Cross Co., Common Equity, Class A Units(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​A.T. Cross Co., Preferred Equity, Class A-1 Units(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​A.T. Cross Co., GSO Special Unit(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​ASG Technologies Group, Inc. Common Equity
            ​
            ​
            ​
            $
            29,477
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (6,189)
            ​
            ​
            ​
            ​
            $
            23,288
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​ASG Technologies Group, Inc., Warrants, 6/27/2022
            ​
            ​
            ​
            $
            6,444
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (2,512)
            ​
            ​
            ​
            ​
            $
            3,932
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​JW Aluminum Co., Common Equity
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​JW Aluminum Co., Preferred Equity
            ​
            ​
            ​
            $
            11,854
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            655
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            27
            ​
            ​
            ​
            ​
            $
            12,536
            ​
            ​
            ​
            ​
            $
            863
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Mood Media Corp.
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            12,644
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            2,712
            ​
            ​
            ​
            ​
            $
            15,356
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Roadhouse Holding Inc., Common Equity
            ​
            ​
            ​
            $
            5,472
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (743)
            ​
            ​
            ​
            ​
            $
            4,729
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Warren Resources, Inc., Common Equity
            ​
            ​
            ​
            $
            10,197
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (1,660)
            ​
            ​
            ​
            ​
            $
            8,537
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company
            ​
            ​
            Fair Value at December 31, 2016
            ​
            ​
            Transfers In or Out
            ​
            ​
            Purchases and Paid-in-Kind Interest
            ​
            ​
            Sales and Repayments
            ​
            ​
            Accretion of Discount
            ​
            ​
            Net Realized Gain (Loss)
            ​
            ​
            Net Change in Unrealized Appreciation (Depreciation)
            ​
            ​
            Fair Value at June 30, 2017
            ​
            ​
            Interest Income(2)
            ​
            ​
            Fee Income(2)
            ​
            ​
            Dividend Income(2)
            ​Senior Secured Loans—First Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​A.T. Cross Co.(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            31,709
            ​
            ​
            ​
            ​
            $
            5,053
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            814
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (11,429)
            ​
            ​
            ​
            ​
            $
            26,147
            ​
            ​
            ​
            ​
            $
            1,217
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Equity/Other
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​A.T. Cross Co., Common Equity, Class A Units(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​A.T. Cross Co., Preferred Equity, Class A-1 Units(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​A.T. Cross Co., GSO Special Unit(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            Principal Amount(c)
            ​
            ​
            Amortized Cost
            ​
            ​
            Fair Value(d)
            ​Senior Secured Loans—First Lien—98.4%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​5 Arch Income Fund 2, LLC
            ​
            ​
            (o)(s)
            ​
            ​
            Diversified Financials
            ​
            ​
            10.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            11/18/21
            ​
            ​
            ​
            ​
            $
            9,781
            ​
            ​
            ​
            ​
            $
            9,806
            ​
            ​
            ​
            ​
            $
            9,781
            ​
            ​5 Arch Income Fund 2, LLC
            ​
            ​
            (o)(p)(s)
            ​
            ​
            Diversified Financials
            ​
            ​
            10.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            11/18/21
            ​
            ​
            ​
            ​
            ​
            9,219
            ​
            ​
            ​
            ​
            ​
            9,219
            ​
            ​
            ​
            ​
            ​
            9,219
            ​
            ​A.T. Cross Co.
            ​
            ​
            (f)(x)
            ​
            ​
            Retailing
            ​
            ​
            L+500, 5.0% PIK (5.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/6/19
            ​
            ​
            ​
            ​
            ​
            44,750
            ​
            ​
            ​
            ​
            ​
            31,709
            ​
            ​
            ​
            ​
            ​
            28,081
            ​
            ​Abaco Energy Technologies LLC
            ​
            ​
            (f)(j)
            ​
            ​
            Energy
            ​
            ​
            L+700, 2.5% PIK (2.5% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/20/20
            ​
            ​
            ​
            ​
            ​
            26,600
            ​
            ​
            ​
            ​
            ​
            25,531
            ​
            ​
            ​
            ​
            ​
            20,150
            ​
            ​Aeneas Buyer Corp.
            ​
            ​
            (f)(g)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+500
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/18/21
            ​
            ​
            ​
            ​
            ​
            16,481
            ​
            ​
            ​
            ​
            ​
            16,481
            ​
            ​
            ​
            ​
            ​
            16,481
            ​
            ​Aeneas Buyer Corp.
            ​
            ​
            ​
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+815
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/18/21
            ​
            ​
            ​
            ​
            ​
            585
            ​
            ​
            ​
            ​
            ​
            585
            ​
            ​
            ​
            ​
            ​
            594
            ​
            ​AG Group Merger Sub, Inc.
            ​
            ​
            (f)(h)(j)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/29/23
            ​
            ​
            ​
            ​
            ​
            43,750
            ​
            ​
            ​
            ​
            ​
            43,750
            ​
            ​
            ​
            ​
            ​
            43,750
            ​
            ​AG Group Merger Sub, Inc.
            ​
            ​
            (p)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/29/23
            ​
            ​
            ​
            ​
            ​
            19,250
            ​
            ​
            ​
            ​
            ​
            19,250
            ​
            ​
            ​
            ​
            ​
            19,250
            ​
            ​All Systems Holding LLC
            ​
            ​
            (e)(h)(j)(k)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+770
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/31/23
            ​
            ​
            ​
            ​
            ​
            93,000
            ​
            ​
            ​
            ​
            ​
            93,000
            ​
            ​
            ​
            ​
            ​
            93,781
            ​
            ​Altus Power America, Inc.
            ​
            ​
            (k)
            ​
            ​
            Energy
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            9/30/21
            ​
            ​
            ​
            ​
            ​
            2,665
            ​
            ​
            ​
            ​
            ​
            2,665
            ​
            ​
            ​
            ​
            ​
            2,715
            ​
            ​Altus Power America, Inc.
            ​
            ​
            (p)
            ​
            ​
            Energy
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            9/30/21
            ​
            ​
            ​
            ​
            ​
            1,085
            ​
            ​
            ​
            ​
            ​
            1,085
            ​
            ​
            ​
            ​
            ​
            1,106
            ​
            ​American Bath Group, LLC
            ​
            ​
            (f)(g)
            ​
            ​
            Capital Goods
            ​
            ​
            L+575
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/30/23
            ​
            ​
            ​
            ​
            ​
            24,938
            ​
            ​
            ​
            ​
            ​
            23,963
            ​
            ​
            ​
            ​
            ​
            25,031
            ​
            ​AP Exhaust Acquisition, LLC
            ​
            ​
            (g)(h)(j)
            ​
            ​
            Automobiles & Components
            ​
            ​
            L+775
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            1/16/21
            ​
            ​
            ​
            ​
            ​
            163,378
            ​
            ​
            ​
            ​
            ​
            163,378
            ​
            ​
            ​
            ​
            ​
            147,857
            ​
            ​Ascension Insurance, Inc.
            ​
            ​
            (f)(g)(h)(j)
            ​
            ​
            Insurance
            ​
            ​
            L+825
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            3/5/19
            ​
            ​
            ​
            ​
            ​
            76,837
            ​
            ​
            ​
            ​
            ​
            76,270
            ​
            ​
            ​
            ​
            ​
            77,702
            ​
            ​ASG Technologies Group, Inc.
            ​
            ​
            (f)(g)(h)(j)(x)
            ​
            ​
            Software & Services
            ​
            ​
            L+786, 1.2% PIK (1.2% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/30/20
            ​
            ​
            ​
            ​
            ​
            79,315
            ​
            ​
            ​
            ​
            ​
            79,143
            ​
            ​
            ​
            ​
            ​
            80,505
            ​
            ​Aspect Software, Inc.
            ​
            ​
            ​
            ​
            ​
            Software & Services
            ​
            ​
            L+1000
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/25/18
            ​
            ​
            ​
            ​
            ​
            1,154
            ​
            ​
            ​
            ​
            ​
            1,154
            ​
            ​
            ​
            ​
            ​
            1,154
            ​
            ​Aspect Software, Inc.
            ​
            ​
            (p)
            ​
            ​
            Software & Services
            ​
            ​
            L+1000
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/25/18
            ​
            ​
            ​
            ​
            ​
            40
            ​
            ​
            ​
            ​
            ​
            40
            ​
            ​
            ​
            ​
            ​
            40
            ​
            ​Aspect Software, Inc.
            ​
            ​
            (j)
            ​
            ​
            Software & Services
            ​
            ​
            L+1000
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/25/20
            ​
            ​
            ​
            ​
            ​
            3,714
            ​
            ​
            ​
            ​
            ​
            3,714
            ​
            ​
            ​
            ​
            ​
            3,756
            ​
            ​Atlas Aerospace LLC
            ​
            ​
            (f)(k)
            ​
            ​
            Capital Goods
            ​
            ​
            L+804
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/8/19
            ​
            ​
            ​
            ​
            ​
            57,000
            ​
            ​
            ​
            ​
            ​
            57,000
            ​
            ​
            ​
            ​
            ​
            57,855
            ​
            ​ATX Networks Corp.
            ​
            ​
            (f)(g)(o)
            ​
            ​
            Technology Hardware & Equipment
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/11/21
            ​
            ​
            ​
            ​
            ​
            1,950
            ​
            ​
            ​
            ​
            ​
            1,928
            ​
            ​
            ​
            ​
            ​
            1,916
            ​
            ​ATX Networks Corp.
            ​
            ​
            (f)(k)(o)
            ​
            ​
            Technology Hardware & Equipment
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/11/21
            ​
            ​
            ​
            ​
            ​
            26,092
            ​
            ​
            ​
            ​
            ​
            25,311
            ​
            ​
            ​
            ​
            ​
            25,309
            ​
            ​BenefitMall Holdings, Inc.
            ​
            ​
            (g)(h)(j)(k)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/24/20
            ​
            ​
            ​
            ​
            ​
            112,700
            ​
            ​
            ​
            ​
            ​
            112,700
            ​
            ​
            ​
            ​
            ​
            113,827
            ​
            ​Cactus Wellhead, LLC
            ​
            ​
            (f)(g)
            ​
            ​
            Energy
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/31/20
            ​
            ​
            ​
            ​
            ​
            16,379
            ​
            ​
            ​
            ​
            ​
            15,579
            ​
            ​
            ​
            ​
            ​
            14,946
            ​
            ​Cadence Aerospace Finance, Inc.
            ​
            ​
            (f)
            ​
            ​
            Capital Goods
            ​
            ​
            L+575
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            5/9/18
            ​
            ​
            ​
            ​
            ​
            2,709
            ​
            ​
            ​
            ​
            ​
            2,717
            ​
            ​
            ​
            ​
            ​
            2,628
            ​
            ​Caesars Entertainment Operating Co., Inc.
            ​
            ​
            (j)(n)(o)
            ​
            ​
            Consumer Services
            ​
            ​
            L+575
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/1/17
            ​
            ​
            ​
            ​
            ​
            11,502
            ​
            ​
            ​
            ​
            ​
            11,425
            ​
            ​
            ​
            ​
            ​
            11,818
            ​
            ​Caesars Entertainment Operating Co., Inc.
            ​
            ​
            (j)(n)(o)
            ​
            ​
            Consumer Services
            ​
            ​
            L+675
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/1/17
            ​
            ​
            ​
            ​
            ​
            3,856
            ​
            ​
            ​
            ​
            ​
            3,833
            ​
            ​
            ​
            ​
            ​
            3,943
            ​
            ​Caesars Entertainment Operating Co., Inc.
            ​
            ​
            (f)(i)(j)(n)(o)
            ​
            ​
            Consumer Services
            ​
            ​
            L+875
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/1/17
            ​
            ​
            ​
            ​
            ​
            9,086
            ​
            ​
            ​
            ​
            ​
            9,078
            ​
            ​
            ​
            ​
            ​
            9,458
            ​
            ​Caesars Entertainment Resort Properties, LLC
            ​
            ​
            (j)
            ​
            ​
            Consumer Services
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/11/20
            ​
            ​
            ​
            ​
            ​
            30,562
            ​
            ​
            ​
            ​
            ​
            29,416
            ​
            ​
            ​
            ​
            ​
            30,896
            ​
            ​CEVA Group Plc
            ​
            ​
            (o)(p)
            ​
            ​
            Transportation
            ​
            ​
            L+500
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/19/19
            ​
            ​
            ​
            ​
            ​
            20,000
            ​
            ​
            ​
            ​
            ​
            20,000
            ​
            ​
            ​
            ​
            ​
            16,000
            ​
            ​Cimarron Energy Inc.
            ​
            ​
            (k)
            ​
            ​
            Energy
            ​
            ​
            L+775, 3.8% PIK (3.8% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/15/19
            ​
            ​
            ​
            ​
            ​
            23,664
            ​
            ​
            ​
            ​
            ​
            23,664
            ​
            ​
            ​
            ​
            ​
            24,019
            ​
            ​Corner Investment PropCo, LLC
            ​
            ​
            (f)(j)
            ​
            ​
            Consumer Services
            ​
            ​
            L+975
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            11/2/19
            ​
            ​
            ​
            ​
            ​
            38,758
            ​
            ​
            ​
            ​
            ​
            39,092
            ​
            ​
            ​
            ​
            ​
            39,145
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​Crestwood Holdings LLC
            ​
            ​
            (f)
            ​
            ​
            Energy
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/19/19
            ​
            ​
            ​
            ​
            $
            5,021
            ​
            ​
            ​
            ​
            $
            5,010
            ​
            ​
            ​
            ​
            $
            4,927
            ​
            ​CSafe Acquisition Co., Inc.
            ​
            ​
            ​
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            11/1/21
            ​
            ​
            ​
            ​
            ​
            835
            ​
            ​
            ​
            ​
            ​
            835
            ​
            ​
            ​
            ​
            ​
            835
            ​
            ​CSafe Acquisition Co., Inc.
            ​
            ​
            (p)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            11/1/21
            ​
            ​
            ​
            ​
            ​
            5,426
            ​
            ​
            ​
            ​
            ​
            5,426
            ​
            ​
            ​
            ​
            ​
            5,426
            ​
            ​CSafe Acquisition Co., Inc.
            ​
            ​
            (f)(g)(h)(j)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/31/23
            ​
            ​
            ​
            ​
            ​
            48,000
            ​
            ​
            ​
            ​
            ​
            48,000
            ​
            ​
            ​
            ​
            ​
            48,000
            ​
            ​CSafe Acquisition Co., Inc.
            ​
            ​
            (p)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/31/23
            ​
            ​
            ​
            ​
            ​
            29,217
            ​
            ​
            ​
            ​
            ​
            29,217
            ​
            ​
            ​
            ​
            ​
            29,217
            ​
            ​Dayton Superior Corp.
            ​
            ​
            (k)
            ​
            ​
            Materials
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/15/21
            ​
            ​
            ​
            ​
            ​
            11,667
            ​
            ​
            ​
            ​
            ​
            11,321
            ​
            ​
            ​
            ​
            ​
            11,754
            ​
            ​Diamond Resorts International, Inc.
            ​
            ​
            (g)
            ​
            ​
            Consumer Services
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/2/23
            ​
            ​
            ​
            ​
            ​
            14,963
            ​
            ​
            ​
            ​
            ​
            14,604
            ​
            ​
            ​
            ​
            ​
            15,031
            ​
            ​Eastman Kodak Co.
            ​
            ​
            (f)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+625
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/3/19
            ​
            ​
            ​
            ​
            ​
            6,958
            ​
            ​
            ​
            ​
            ​
            6,895
            ​
            ​
            ​
            ​
            ​
            7,002
            ​
            ​Emerging Markets Communications, LLC
            ​
            ​
            (f)(g)
            ​
            ​
            Telecommunication Services
            ​
            ​
            L+575
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/1/21
            ​
            ​
            ​
            ​
            ​
            12,805
            ​
            ​
            ​
            ​
            ​
            11,985
            ​
            ​
            ​
            ​
            ​
            12,613
            ​
            ​Empire Today, LLC
            ​
            ​
            (f)(g)(h)(j)(k)
            ​
            ​
            Retailing
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/17/22
            ​
            ​
            ​
            ​
            ​
            90,000
            ​
            ​
            ​
            ​
            ​
            90,000
            ​
            ​
            ​
            ​
            ​
            90,797
            ​
            ​Fairway Group Acquisition Co.
            ​
            ​
            (j)
            ​
            ​
            Food & Staples Retailing
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            1/3/20
            ​
            ​
            ​
            ​
            ​
            2,492
            ​
            ​
            ​
            ​
            ​
            2,492
            ​
            ​
            ​
            ​
            ​
            2,517
            ​
            ​Fairway Group Acquisition Co.
            ​
            ​
            ​
            ​
            ​
            Food & Staples Retailing
            ​
            ​
            10.0% PIK (10.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/3/20
            ​
            ​
            ​
            ​
            ​
            1,608
            ​
            ​
            ​
            ​
            ​
            1,608
            ​
            ​
            ​
            ​
            ​
            1,463
            ​
            ​Fox Head, Inc.
            ​
            ​
            (g)(j)(k)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/19/20
            ​
            ​
            ​
            ​
            ​
            13,153
            ​
            ​
            ​
            ​
            ​
            13,153
            ​
            ​
            ​
            ​
            ​
            12,963
            ​
            ​FR Dixie Acquisition Corp.
            ​
            ​
            (f)
            ​
            ​
            Energy
            ​
            ​
            L+475
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/18/20
            ​
            ​
            ​
            ​
            ​
            4,084
            ​
            ​
            ​
            ​
            ​
            4,072
            ​
            ​
            ​
            ​
            ​
            2,144
            ​
            ​Greystone Equity Member Corp.
            ​
            ​
            (e)(o)
            ​
            ​
            Diversified Financials
            ​
            ​
            L+1050
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/31/21
            ​
            ​
            ​
            ​
            ​
            33,076
            ​
            ​
            ​
            ​
            ​
            33,209
            ​
            ​
            ​
            ​
            ​
            33,366
            ​
            ​Greystone Equity Member Corp.
            ​
            ​
            (e)(o)(p)
            ​
            ​
            Diversified Financials
            ​
            ​
            L+1100
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/31/21
            ​
            ​
            ​
            ​
            ​
            6,924
            ​
            ​
            ​
            ​
            ​
            6,924
            ​
            ​
            ​
            ​
            ​
            6,984
            ​
            ​Gulf Finance, LLC
            ​
            ​
            (g)
            ​
            ​
            Energy
            ​
            ​
            L+525
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/25/23
            ​
            ​
            ​
            ​
            ​
            4,988
            ​
            ​
            ​
            ​
            ​
            4,844
            ​
            ​
            ​
            ​
            ​
            5,025
            ​
            ​H.M. Dunn Co., Inc.
            ​
            ​
            (j)(k)
            ​
            ​
            Capital Goods
            ​
            ​
            L+955
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/26/21
            ​
            ​
            ​
            ​
            ​
            64,286
            ​
            ​
            ​
            ​
            ​
            64,286
            ​
            ​
            ​
            ​
            ​
            65,009
            ​
            ​H.M. Dunn Co., Inc.
            ​
            ​
            (p)
            ​
            ​
            Capital Goods
            ​
            ​
            L+775
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/26/21
            ​
            ​
            ​
            ​
            ​
            21,429
            ​
            ​
            ​
            ​
            ​
            21,429
            ​
            ​
            ​
            ​
            ​
            21,670
            ​
            ​Hybrid Promotions, LLC
            ​
            ​
            (g)(j)(k)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/19/20
            ​
            ​
            ​
            ​
            ​
            48,227
            ​
            ​
            ​
            ​
            ​
            48,227
            ​
            ​
            ​
            ​
            ​
            47,530
            ​
            ​Industrial Group Intermediate Holdings, LLC
            ​
            ​
            (f)(g)(h)(j)(k)
            ​
            ​
            Materials
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            5/31/20
            ​
            ​
            ​
            ​
            ​
            126,026
            ​
            ​
            ​
            ​
            ​
            126,026
            ​
            ​
            ​
            ​
            ​
            127,916
            ​
            ​Industry City TI Lessor, L.P.
            ​
            ​
            (j)
            ​
            ​
            Consumer Services
            ​
            ​
            10.8%, 1.0% PIK (1.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            6/30/26
            ​
            ​
            ​
            ​
            ​
            13,045
            ​
            ​
            ​
            ​
            ​
            13,045
            ​
            ​
            ​
            ​
            ​
            13,241
            ​
            ​Intralinks, Inc.
            ​
            ​
            (f)(g)(j)(o)
            ​
            ​
            Software & Services
            ​
            ​
            L+525
            ​
            ​
            ​
            ​
            2.0%
            ​
            ​
            ​
            ​
            ​
            2/24/19
            ​
            ​
            ​
            ​
            ​
            24,313
            ​
            ​
            ​
            ​
            ​
            24,197
            ​
            ​
            ​
            ​
            ​
            24,099
            ​
            ​JMC Acquisition Merger Corp.
            ​
            ​
            (f)(g)(h)
            ​
            ​
            Capital Goods
            ​
            ​
            L+857
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/6/21
            ​
            ​
            ​
            ​
            ​
            18,995
            ​
            ​
            ​
            ​
            ​
            18,995
            ​
            ​
            ​
            ​
            ​
            18,995
            ​
            ​JSS Holdings, Inc.
            ​
            ​
            (f)
            ​
            ​
            Capital Goods
            ​
            ​
            L+650
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/31/21
            ​
            ​
            ​
            ​
            ​
            7,500
            ​
            ​
            ​
            ​
            ​
            7,085
            ​
            ​
            ​
            ​
            ​
            7,462
            ​
            ​Latham Pool Products, Inc.
            ​
            ​
            (f)(g)(j)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+775
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/29/21
            ​
            ​
            ​
            ​
            ​
            35,000
            ​
            ​
            ​
            ​
            ​
            35,000
            ​
            ​
            ​
            ​
            ​
            35,350
            ​
            ​LD Intermediate Holdings, Inc.
            ​
            ​
            (k)
            ​
            ​
            Software & Services
            ​
            ​
            L+588
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/9/22
            ​
            ​
            ​
            ​
            ​
            17,000
            ​
            ​
            ​
            ​
            ​
            15,305
            ​
            ​
            ​
            ​
            ​
            15,810
            ​
            ​MB Precision Holdings LLC
            ​
            ​
            (g)(h)(j)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725, 1.5% PIK (1.5% Max PIK)
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            1/23/20
            ​
            ​
            ​
            ​
            ​
            59,981
            ​
            ​
            ​
            ​
            ​
            59,981
            ​
            ​
            ​
            ​
            ​
            57,657
            ​
            ​MMM Holdings, Inc.
            ​
            ​
            (f)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+825
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            6/30/19
            ​
            ​
            ​
            ​
            ​
            2,009
            ​
            ​
            ​
            ​
            ​
            2,013
            ​
            ​
            ​
            ​
            ​
            1,964
            ​
            ​MORSCO, Inc.
            ​
            ​
            (e)(f)
            ​
            ​
            Capital Goods
            ​
            ​
            L+700
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/31/23
            ​
            ​
            ​
            ​
            ​
            20,000
            ​
            ​
            ​
            ​
            ​
            19,217
            ​
            ​
            ​
            ​
            ​
            20,200
            ​
            ​Moxie Liberty LLC
            ​
            ​
            (f)(h)
            ​
            ​
            Energy
            ​
            ​
            L+650
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/21/20
            ​
            ​
            ​
            ​
            ​
            11,752
            ​
            ​
            ​
            ​
            ​
            11,777
            ​
            ​
            ​
            ​
            ​
            11,619
            ​
            ​Moxie Patriot LLC
            ​
            ​
            (h)
            ​
            ​
            Energy
            ​
            ​
            L+575
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/19/20
            ​
            ​
            ​
            ​
            ​
            5,438
            ​
            ​
            ​
            ​
            ​
            5,406
            ​
            ​
            ​
            ​
            ​
            5,411
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​MSO of Puerto Rico, Inc.
            ​
            ​
            (f)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+825
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            6/30/19
            ​
            ​
            ​
            ​
            $
            1,461
            ​
            ​
            ​
            ​
            $
            1,463
            ​
            ​
            ​
            ​
            $
            1,428
            ​
            ​Nobel Learning Communities, Inc.
            ​
            ​
            ​
            ​
            ​
            Consumer Services
            ​
            ​
            L+450
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/27/20
            ​
            ​
            ​
            ​
            ​
            4,193
            ​
            ​
            ​
            ​
            ​
            4,193
            ​
            ​
            ​
            ​
            ​
            4,193
            ​
            ​Nobel Learning Communities, Inc.
            ​
            ​
            (p)
            ​
            ​
            Consumer Services
            ​
            ​
            L+450
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/27/20
            ​
            ​
            ​
            ​
            ​
            6,988
            ​
            ​
            ​
            ​
            ​
            6,988
            ​
            ​
            ​
            ​
            ​
            6,988
            ​
            ​Nobel Learning Communities, Inc.
            ​
            ​
            (f)(j)(k)
            ​
            ​
            Consumer Services
            ​
            ​
            L+841
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/27/21
            ​
            ​
            ​
            ​
            ​
            84,472
            ​
            ​
            ​
            ​
            ​
            84,472
            ​
            ​
            ​
            ​
            ​
            85,739
            ​
            ​North Haven Cadence Buyer, Inc.
            ​
            ​
            (p)
            ​
            ​
            Consumer Services
            ​
            ​
            L+500
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/2/21
            ​
            ​
            ​
            ​
            ​
            2,625
            ​
            ​
            ​
            ​
            ​
            2,625
            ​
            ​
            ​
            ​
            ​
            2,625
            ​
            ​North Haven Cadence Buyer, Inc.
            ​
            ​
            (f)(h)(j)(k)
            ​
            ​
            Consumer Services
            ​
            ​
            L+813
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/2/22
            ​
            ​
            ​
            ​
            ​
            74,958
            ​
            ​
            ​
            ​
            ​
            74,958
            ​
            ​
            ​
            ​
            ​
            74,958
            ​
            ​North Haven Cadence Buyer, Inc.
            ​
            ​
            (p)
            ​
            ​
            Consumer Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/2/22
            ​
            ​
            ​
            ​
            ​
            12,542
            ​
            ​
            ​
            ​
            ​
            12,542
            ​
            ​
            ​
            ​
            ​
            12,542
            ​
            ​Nova Wildcat Amerock, LLC
            ​
            ​
            (f)(g)(j)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+859
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            9/10/19
            ​
            ​
            ​
            ​
            ​
            64,759
            ​
            ​
            ​
            ​
            ​
            64,759
            ​
            ​
            ​
            ​
            ​
            62,816
            ​
            ​PHRC License, LLC
            ​
            ​
            (e)(g)(h)
            ​
            ​
            Consumer Services
            ​
            ​
            L+900
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            8/14/20
            ​
            ​
            ​
            ​
            ​
            58,506
            ​
            ​
            ​
            ​
            ​
            58,506
            ​
            ​
            ​
            ​
            ​
            59,091
            ​
            ​Polymer Additives, Inc.
            ​
            ​
            (g)(h)(k)
            ​
            ​
            Materials
            ​
            ​
            L+888
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/20/21
            ​
            ​
            ​
            ​
            ​
            63,068
            ​
            ​
            ​
            ​
            ​
            63,068
            ​
            ​
            ​
            ​
            ​
            63,384
            ​
            ​Polymer Additives, Inc.
            ​
            ​
            (k)
            ​
            ​
            Materials
            ​
            ​
            L+978
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/20/21
            ​
            ​
            ​
            ​
            ​
            1,941
            ​
            ​
            ​
            ​
            ​
            1,941
            ​
            ​
            ​
            ​
            ​
            2,019
            ​
            ​Production Resource Group, LLC
            ​
            ​
            (f)(g)(h)(k)
            ​
            ​
            Media
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/23/19
            ​
            ​
            ​
            ​
            ​
            47,500
            ​
            ​
            ​
            ​
            ​
            47,500
            ​
            ​
            ​
            ​
            ​
            47,025
            ​
            ​Production Resource Group, LLC
            ​
            ​
            (f)(j)(k)
            ​
            ​
            Media
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/23/19
            ​
            ​
            ​
            ​
            ​
            48,099
            ​
            ​
            ​
            ​
            ​
            48,099
            ​
            ​
            ​
            ​
            ​
            47,617
            ​
            ​Propulsion Acquisition, LLC
            ​
            ​
            (f)(g)(j)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/13/21
            ​
            ​
            ​
            ​
            ​
            37,405
            ​
            ​
            ​
            ​
            ​
            34,996
            ​
            ​
            ​
            ​
            ​
            36,657
            ​
            ​PSKW, LLC
            ​
            ​
            (f)(g)(j)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+839
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/25/21
            ​
            ​
            ​
            ​
            ​
            26,000
            ​
            ​
            ​
            ​
            ​
            26,000
            ​
            ​
            ​
            ​
            ​
            25,297
            ​
            ​Roadrunner Intermediate Acquisition Co., LLC
            ​
            ​
            (f)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/22/21
            ​
            ​
            ​
            ​
            ​
            7,750
            ​
            ​
            ​
            ​
            ​
            7,750
            ​
            ​
            ​
            ​
            ​
            7,866
            ​
            ​Rogue Wave Software, Inc.
            ​
            ​
            (j)
            ​
            ​
            Software & Services
            ​
            ​
            L+802
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/25/21
            ​
            ​
            ​
            ​
            ​
            19,913
            ​
            ​
            ​
            ​
            ​
            19,913
            ​
            ​
            ​
            ​
            ​
            19,913
            ​
            ​Safariland, LLC
            ​
            ​
            (h)(j)
            ​
            ​
            Capital Goods
            ​
            ​
            L+769
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/18/23
            ​
            ​
            ​
            ​
            ​
            70,234
            ​
            ​
            ​
            ​
            ​
            70,234
            ​
            ​
            ​
            ​
            ​
            70,059
            ​
            ​Safariland, LLC
            ​
            ​
            (p)
            ​
            ​
            Capital Goods
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/18/23
            ​
            ​
            ​
            ​
            ​
            13,867
            ​
            ​
            ​
            ​
            ​
            13,867
            ​
            ​
            ​
            ​
            ​
            13,832
            ​
            ​Sequential Brands Group, Inc.
            ​
            ​
            (h)(j)(k)(o)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+900
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            7/1/22
            ​
            ​
            ​
            ​
            ​
            159,288
            ​
            ​
            ​
            ​
            ​
            159,288
            ​
            ​
            ​
            ​
            ​
            160,881
            ​
            ​Sorenson Communications, Inc.
            ​
            ​
            (f)(g)(h)(j)
            ​
            ​
            Telecommunication Services
            ​
            ​
            L+575
            ​
            ​
            ​
            ​
            2.3%
            ​
            ​
            ​
            ​
            ​
            4/30/20
            ​
            ​
            ​
            ​
            ​
            99,460
            ​
            ​
            ​
            ​
            ​
            99,158
            ​
            ​
            ​
            ​
            ​
            98,714
            ​
            ​Sports Authority, Inc.
            ​
            ​
            (f)(m)(n)
            ​
            ​
            Retailing
            ​
            ​
            L+600
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            11/16/17
            ​
            ​
            ​
            ​
            ​
            7,818
            ​
            ​
            ​
            ​
            ​
            6,676
            ​
            ​
            ​
            ​
            ​
            1,593
            ​
            ​Strike, LLC
            ​
            ​
            (p)
            ​
            ​
            Energy
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/30/19
            ​
            ​
            ​
            ​
            ​
            5,000
            ​
            ​
            ​
            ​
            ​
            4,926
            ​
            ​
            ​
            ​
            ​
            4,925
            ​
            ​Strike, LLC
            ​
            ​
            (k)(l)
            ​
            ​
            Energy
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/30/22
            ​
            ​
            ​
            ​
            ​
            7,500
            ​
            ​
            ​
            ​
            ​
            7,275
            ​
            ​
            ​
            ​
            ​
            7,425
            ​
            ​SunGard Availability Services Capital, Inc.
            ​
            ​
            (f)(i)
            ​
            ​
            Software & Services
            ​
            ​
            L+500
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/29/19
            ​
            ​
            ​
            ​
            ​
            10,749
            ​
            ​
            ​
            ​
            ​
            10,184
            ​
            ​
            ​
            ​
            ​
            10,436
            ​
            ​Sunnova Asset Portfolio 5 Holdings, LLC
            ​
            ​
            ​
            ​
            ​
            Energy
            ​
            ​
            12.0%, 0.0% PIK (12.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            11/14/21
            ​
            ​
            ​
            ​
            ​
            9,406
            ​
            ​
            ​
            ​
            ​
            9,267
            ​
            ​
            ​
            ​
            ​
            9,500
            ​
            ​Swift Worldwide Resources US Holdings Corp.
            ​
            ​
            (f)(h)
            ​
            ​
            Energy
            ​
            ​
            L+1100
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/20/21
            ​
            ​
            ​
            ​
            ​
            19,538
            ​
            ​
            ​
            ​
            ​
            19,538
            ​
            ​
            ​
            ​
            ​
            19,538
            ​
            ​ThermaSys Corp.
            ​
            ​
            (f)
            ​
            ​
            Capital Goods
            ​
            ​
            L+400
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            5/3/19
            ​
            ​
            ​
            ​
            ​
            4,650
            ​
            ​
            ​
            ​
            ​
            4,651
            ​
            ​
            ​
            ​
            ​
            4,010
            ​
            ​TierPoint, LLC
            ​
            ​
            (f)
            ​
            ​
            Software & Services
            ​
            ​
            L+450
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/2/21
            ​
            ​
            ​
            ​
            ​
            4,526
            ​
            ​
            ​
            ​
            ​
            4,445
            ​
            ​
            ​
            ​
            ​
            4,562
            ​
            ​Transplace Texas, LP
            ​
            ​
            (j)
            ​
            ​
            Transportation
            ​
            ​
            L+744
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/16/21
            ​
            ​
            ​
            ​
            ​
            22,038
            ​
            ​
            ​
            ​
            ​
            22,038
            ​
            ​
            ​
            ​
            ​
            22,038
            ​
            ​Transplace Texas, LP
            ​
            ​
            (p)
            ​
            ​
            Transportation
            ​
            ​
            L+700
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/16/21
            ​
            ​
            ​
            ​
            ​
            486
            ​
            ​
            ​
            ​
            ​
            486
            ​
            ​
            ​
            ​
            ​
            486
            ​
            ​U.S. Xpress Enterprises, Inc.
            ​
            ​
            (g)(h)(j)
            ​
            ​
            Transportation
            ​
            ​
            L+1000, 0.0% PIK (1.8% Max PIK)
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            5/30/19
            ​
            ​
            ​
            ​
            ​
            67,684
            ​
            ​
            ​
            ​
            ​
            67,684
            ​
            ​
            ​
            ​
            ​
            67,684
            ​
            ​UTEX Industries, Inc.
            ​
            ​
            (k)
            ​
            ​
            Energy
            ​
            ​
            L+400
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/21/21
            ​
            ​
            ​
            ​
            ​
            1,125
            ​
            ​
            ​
            ​
            ​
            1,121
            ​
            ​
            ​
            ​
            ​
            1,053
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​Vertellus Performance Chemicals LLC
            ​
            ​
            (j)(k)
            ​
            ​
            Materials
            ​
            ​
            L+950
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            1/30/20
            ​
            ​
            ​
            ​
            $
            65,000
            ​
            ​
            ​
            ​
            $
            65,000
            ​
            ​
            ​
            ​
            $
            61,054
            ​
            ​Warren Resources, Inc.
            ​
            ​
            (e)(j)(x)
            ​
            ​
            Energy
            ​
            ​
            L+900, 1.0% PIK (1.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/22/20
            ​
            ​
            ​
            ​
            ​
            42,122
            ​
            ​
            ​
            ​
            ​
            42,122
            ​
            ​
            ​
            ​
            ​
            42,122
            ​
            ​Warren Resources, Inc.
            ​
            ​
            (p)(x)
            ​
            ​
            Energy
            ​
            ​
            L+900, 1.0% PIK (1.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/22/20
            ​
            ​
            ​
            ​
            ​
            3,002
            ​
            ​
            ​
            ​
            ​
            3,002
            ​
            ​
            ​
            ​
            ​
            3,002
            ​
            ​Waste Pro USA, Inc.
            ​
            ​
            (g)(h)(j)(k)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            10/15/20
            ​
            ​
            ​
            ​
            ​
            122,363
            ​
            ​
            ​
            ​
            ​
            122,363
            ​
            ​
            ​
            ​
            ​
            124,657
            ​
            ​Zeta Interactive Holdings Corp.
            ​
            ​
            (f)(g)(j)
            ​
            ​
            Software & Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/29/22
            ​
            ​
            ​
            ​
            ​
            28,076
            ​
            ​
            ​
            ​
            ​
            28,152
            ​
            ​
            ​
            ​
            ​
            28,356
            ​
            ​Zeta Interactive Holdings Corp.
            ​
            ​
            (f)(g)(v)
            ​
            ​
            Software & Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/29/22
            ​
            ​
            ​
            ​
            ​
            8,214
            ​
            ​
            ​
            ​
            ​
            8,139
            ​
            ​
            ​
            ​
            ​
            8,268
            ​
            ​Zeta Interactive Holdings Corp.
            ​
            ​
            (p)
            ​
            ​
            Software & Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/29/22
            ​
            ​
            ​
            ​
            ​
            5,109
            ​
            ​
            ​
            ​
            ​
            5,109
            ​
            ​
            ​
            ​
            ​
            5,156
            ​
            ​Zeta Interactive Holdings Corp.
            ​
            ​
            (p)(v)
            ​
            ​
            Software & Services
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            7/29/22
            ​
            ​
            ​
            ​
            ​
            1,314
            ​
            ​
            ​
            ​
            ​
            1,314
            ​
            ​
            ​
            ​
            ​
            1,319
            ​
            ​Total Senior Secured Loans—First Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3,049,882
            ​
            ​
            ​
            ​
            ​
            3,027,538
            ​
            ​Unfunded Loan Commitments
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            (163,449)
            ​
            ​
            ​
            ​
            ​
            (163,449)
            ​
            ​Net Senior Secured Loans—First Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            2,886,433
            ​
            ​
            ​
            ​
            ​
            2,864,089
            ​
            ​Senior Secured Loans—Second Lien—24.7%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​Alison US LLC
            ​
            ​
            (i)(o)
            ​
            ​
            Capital Goods
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/29/22
            ​
            ​
            ​
            ​
            ​
            4,444
            ​
            ​
            ​
            ​
            ​
            4,303
            ​
            ​
            ​
            ​
            ​
            4,311
            ​
            ​American Bath Group, LLC
            ​
            ​
            (k)
            ​
            ​
            Capital Goods
            ​
            ​
            L+975
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            9/30/24
            ​
            ​
            ​
            ​
            ​
            7,000
            ​
            ​
            ​
            ​
            ​
            6,448
            ​
            ​
            ​
            ​
            ​
            6,755
            ​
            ​AP Exhaust Acquisition, LLC
            ​
            ​
            ​
            ​
            ​
            Automobiles & Components
            ​
            ​
            12.0% PIK (12.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            9/28/21
            ​
            ​
            ​
            ​
            ​
            38,889
            ​
            ​
            ​
            ​
            ​
            38,889
            ​
            ​
            ​
            ​
            ​
            33,882
            ​
            ​Arena Energy, LP
            ​
            ​
            (f)(j)
            ​
            ​
            Energy
            ​
            ​
            L+900, 4.0% PIK (4.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            1/24/21
            ​
            ​
            ​
            ​
            ​
            23,864
            ​
            ​
            ​
            ​
            ​
            23,864
            ​
            ​
            ​
            ​
            ​
            23,983
            ​
            ​Ascent Resources - Marcellus, LLC
            ​
            ​
            (f)
            ​
            ​
            Energy
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/4/21
            ​
            ​
            ​
            ​
            ​
            3,333
            ​
            ​
            ​
            ​
            ​
            3,291
            ​
            ​
            ​
            ​
            ​
            442
            ​
            ​Ascent Resources - Utica, LLC
            ​
            ​
            (e)(h)(j)(k)
            ​
            ​
            Energy
            ​
            ​
            L+950
            ​
            ​
            ​
            ​
            1.5%
            ​
            ​
            ​
            ​
            ​
            9/30/18
            ​
            ​
            ​
            ​
            ​
            248,050
            ​
            ​
            ​
            ​
            ​
            247,400
            ​
            ​
            ​
            ​
            ​
            250,220
            ​
            ​ASG Technologies Group, Inc.
            ​
            ​
            (j)(x)
            ​
            ​
            Software & Services
            ​
            ​
            L+1100, 0.0% PIK (6.0% Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/27/22
            ​
            ​
            ​
            ​
            ​
            26,989
            ​
            ​
            ​
            ​
            ​
            20,189
            ​
            ​
            ​
            ​
            ​
            26,179
            ​
            ​BPA Laboratories Inc.
            ​
            ​
            (j)
            ​
            ​
            Pharmaceuticals, Biotechnology & Life Sciences
            ​
            ​
            L+250
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            7/3/17
            ​
            ​
            ​
            ​
            ​
            3,272
            ​
            ​
            ​
            ​
            ​
            3,129
            ​
            ​
            ​
            ​
            ​
            2,263
            ​
            ​Byrider Finance, LLC
            ​
            ​
            (e)
            ​
            ​
            Automobiles & Components
            ​
            ​
            L+1000, 0.5% PIK (0.5% Max PIK)
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            8/22/20
            ​
            ​
            ​
            ​
            ​
            16,745
            ​
            ​
            ​
            ​
            ​
            16,745
            ​
            ​
            ​
            ​
            ​
            16,493
            ​
            ​Checkout Holding Corp.
            ​
            ​
            (k)
            ​
            ​
            Media
            ​
            ​
            L+675
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/11/22
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            9,945
            ​
            ​
            ​
            ​
            ​
            7,200
            ​
            ​Chief Exploration & Development LLC
            ​
            ​
            (f)
            ​
            ​
            Energy
            ​
            ​
            L+650
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            5/16/21
            ​
            ​
            ​
            ​
            ​
            1,174
            ​
            ​
            ​
            ​
            ​
            1,166
            ​
            ​
            ​
            ​
            ​
            1,154
            ​
            ​Compuware Corp.
            ​
            ​
            (j)
            ​
            ​
            Software & Services
            ​
            ​
            L+825
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            12/15/22
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            8,915
            ​
            ​
            ​
            ​
            ​
            10,050
            ​
            ​Crossmark Holdings, Inc.
            ​
            ​
            (k)
            ​
            ​
            Media
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            12/21/20
            ​
            ​
            ​
            ​
            ​
            7,778
            ​
            ​
            ​
            ​
            ​
            7,791
            ​
            ​
            ​
            ​
            ​
            3,694
            ​
            ​Fairway Group Acquisition Co.
            ​
            ​
            ​
            ​
            ​
            Food & Staples Retailing
            ​
            ​
            11.0% PIK (11.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/3/21
            ​
            ​
            ​
            ​
            ​
            1,400
            ​
            ​
            ​
            ​
            ​
            1,400
            ​
            ​
            ​
            ​
            ​
            1,148
            ​
            ​Fieldwood Energy LLC
            ​
            ​
            (e)
            ​
            ​
            Energy
            ​
            ​
            L+713
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            9/30/20
            ​
            ​
            ​
            ​
            ​
            2,667
            ​
            ​
            ​
            ​
            ​
            2,040
            ​
            ​
            ​
            ​
            ​
            1,900
            ​
            ​Gruden Acquisition, Inc.
            ​
            ​
            (j)
            ​
            ​
            Transportation
            ​
            ​
            L+850
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/18/23
            ​
            ​
            ​
            ​
            ​
            15,000
            ​
            ​
            ​
            ​
            ​
            14,366
            ​
            ​
            ​
            ​
            ​
            11,875
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​Inmar, Inc.
            ​
            ​
            (k)
            ​
            ​
            Software & Services
            ​
            ​
            L+700
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            1/27/22
            ​
            ​
            ​
            ​
            $
            2,830
            ​
            ​
            ​
            ​
            $
            2,810
            ​
            ​
            ​
            ​
            $
            2,713
            ​
            ​Jazz Acquisition, Inc.
            ​
            ​
            (f)
            ​
            ​
            Capital Goods
            ​
            ​
            L+675
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/19/22
            ​
            ​
            ​
            ​
            ​
            3,700
            ​
            ​
            ​
            ​
            ​
            3,742
            ​
            ​
            ​
            ​
            ​
            3,139
            ​
            ​Jonah Energy LLC
            ​
            ​
            (e)
            ​
            ​
            Energy
            ​
            ​
            L+650
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            5/12/21
            ​
            ​
            ​
            ​
            ​
            1,250
            ​
            ​
            ​
            ​
            ​
            1,095
            ​
            ​
            ​
            ​
            ​
            1,188
            ​
            ​JW Aluminum Co.
            ​
            ​
            (e)(j)(k)(x)
            ​
            ​
            Materials
            ​
            ​
            L+850 PIK (L+850 Max PIK)
            ​
            ​
            ​
            ​
            0.8%
            ​
            ​
            ​
            ​
            ​
            11/17/20
            ​
            ​
            ​
            ​
            ​
            33,818
            ​
            ​
            ​
            ​
            ​
            33,808
            ​
            ​
            ​
            ​
            ​
            34,410
            ​
            ​Logan’s Roadhouse, Inc.
            ​
            ​
            (x)
            ​
            ​
            Consumer Services
            ​
            ​
            L+850 PIK (L+850 Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            11/23/20
            ​
            ​
            ​
            ​
            ​
            10,824
            ​
            ​
            ​
            ​
            ​
            10,824
            ​
            ​
            ​
            ​
            ​
            10,355
            ​
            ​National Surgical Hospitals, Inc.
            ​
            ​
            (j)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            L+900
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/1/23
            ​
            ​
            ​
            ​
            ​
            17,500
            ​
            ​
            ​
            ​
            ​
            17,500
            ​
            ​
            ​
            ​
            ​
            17,508
            ​
            ​Neff Rental LLC
            ​
            ​
            (k)
            ​
            ​
            Capital Goods
            ​
            ​
            L+625
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/9/21
            ​
            ​
            ​
            ​
            ​
            7,253
            ​
            ​
            ​
            ​
            ​
            7,227
            ​
            ​
            ​
            ​
            ​
            7,224
            ​
            ​Nielsen & Bainbridge, LLC
            ​
            ​
            (f)(g)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            L+925
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/15/21
            ​
            ​
            ​
            ​
            ​
            16,675
            ​
            ​
            ​
            ​
            ​
            16,490
            ​
            ​
            ​
            ​
            ​
            16,341
            ​
            ​P2 Upstream Acquisition Co.
            ​
            ​
            (k)
            ​
            ​
            Energy
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.3%
            ​
            ​
            ​
            ​
            ​
            4/30/21
            ​
            ​
            ​
            ​
            ​
            14,500
            ​
            ​
            ​
            ​
            ​
            14,688
            ​
            ​
            ​
            ​
            ​
            13,286
            ​
            ​Paw Luxco II Sarl
            ​
            ​
            (o)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            EURIBOR+950
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/29/19
            ​
            ​
            ​
            ​
            €
            5,727
            ​
            ​
            ​
            ​
            ​
            7,241
            ​
            ​
            ​
            ​
            ​
            719
            ​
            ​Payless Inc.
            ​
            ​
            (k)
            ​
            ​
            Retailing
            ​
            ​
            L+750
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            3/11/22
            ​
            ​
            ​
            ​
            $
            10,841
            ​
            ​
            ​
            ​
            ​
            10,762
            ​
            ​
            ​
            ​
            ​
            1,771
            ​
            ​Peak 10, Inc.
            ​
            ​
            (g)
            ​
            ​
            Software & Services
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/17/22
            ​
            ​
            ​
            ​
            ​
            5,500
            ​
            ​
            ​
            ​
            ​
            5,460
            ​
            ​
            ​
            ​
            ​
            5,184
            ​
            ​PSAV Acquisition Corp.
            ​
            ​
            (j)
            ​
            ​
            Technology Hardware & Equipment
            ​
            ​
            L+825
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            1/24/22
            ​
            ​
            ​
            ​
            ​
            80,000
            ​
            ​
            ​
            ​
            ​
            79,153
            ​
            ​
            ​
            ​
            ​
            80,000
            ​
            ​Spencer Gifts LLC
            ​
            ​
            (k)
            ​
            ​
            Retailing
            ​
            ​
            L+825
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            6/29/22
            ​
            ​
            ​
            ​
            ​
            20,000
            ​
            ​
            ​
            ​
            ​
            20,091
            ​
            ​
            ​
            ​
            ​
            16,550
            ​
            ​Titan Energy Operating, LLC
            ​
            ​
            (g)(j)
            ​
            ​
            Energy
            ​
            ​
            2.0%, L+900 PIK (L+900 Max PIK)
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            2/23/20
            ​
            ​
            ​
            ​
            ​
            69,954
            ​
            ​
            ​
            ​
            ​
            58,348
            ​
            ​
            ​
            ​
            ​
            57,236
            ​
            ​TNS, Inc.
            ​
            ​
            (g)(i)(k)
            ​
            ​
            Software & Services
            ​
            ​
            L+800
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            8/14/20
            ​
            ​
            ​
            ​
            ​
            43,475
            ​
            ​
            ​
            ​
            ​
            43,220
            ​
            ​
            ​
            ​
            ​
            43,222
            ​
            ​WP CPP Holdings, LLC
            ​
            ​
            (j)
            ​
            ​
            Capital Goods
            ​
            ​
            L+775
            ​
            ​
            ​
            ​
            1.0%
            ​
            ​
            ​
            ​
            ​
            4/30/21
            ​
            ​
            ​
            ​
            ​
            6,932
            ​
            ​
            ​
            ​
            ​
            6,909
            ​
            ​
            ​
            ​
            ​
            6,576
            ​
            ​Total Senior Secured Loans—Second Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            749,249
            ​
            ​
            ​
            ​
            ​
            718,971
            ​
            ​Senior Secured Bonds—5.1%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​Advanced Lighting Technologies, Inc.
            ​
            ​
            (e)(j)
            ​
            ​
            Materials
            ​
            ​
            10.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            6/1/19
            ​
            ​
            ​
            ​
            ​
            35,500
            ​
            ​
            ​
            ​
            ​
            33,181
            ​
            ​
            ​
            ​
            ​
            12,709
            ​
            ​Caesars Entertainment Resort Properties, LLC
            ​
            ​
            (i)(j)
            ​
            ​
            Consumer Services
            ​
            ​
            11.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/1/21
            ​
            ​
            ​
            ​
            ​
            37,350
            ​
            ​
            ​
            ​
            ​
            37,903
            ​
            ​
            ​
            ​
            ​
            40,815
            ​
            ​CEVA Group Plc
            ​
            ​
            (i)(o)
            ​
            ​
            Transportation
            ​
            ​
            7.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/1/21
            ​
            ​
            ​
            ​
            ​
            5,000
            ​
            ​
            ​
            ​
            ​
            4,393
            ​
            ​
            ​
            ​
            ​
            4,082
            ​
            ​CEVA Group Plc
            ​
            ​
            (i)(o)
            ​
            ​
            Transportation
            ​
            ​
            9.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            9/1/21
            ​
            ​
            ​
            ​
            ​
            2,000
            ​
            ​
            ​
            ​
            ​
            2,000
            ​
            ​
            ​
            ​
            ​
            1,310
            ​
            ​Diamond Resorts International, Inc.
            ​
            ​
            (k)
            ​
            ​
            Consumer Services
            ​
            ​
            7.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            9/1/23
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            10,083
            ​
            ​FourPoint Energy, LLC
            ​
            ​
            (e)(j)
            ​
            ​
            Energy
            ​
            ​
            9.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/31/21
            ​
            ​
            ​
            ​
            ​
            46,313
            ​
            ​
            ​
            ​
            ​
            44,892
            ​
            ​
            ​
            ​
            ​
            47,413
            ​
            ​Global A&T Electronics Ltd.
            ​
            ​
            (e)(k)(o)
            ​
            ​
            Semiconductors & Semiconductor Equipment
            ​
            ​
            10.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            2/1/19
            ​
            ​
            ​
            ​
            ​
            19,490
            ​
            ​
            ​
            ​
            ​
            18,983
            ​
            ​
            ​
            ​
            ​
            14,837
            ​
            ​Ridgeback Resources Inc.
            ​
            ​
            (e)(o)(w)
            ​
            ​
            Energy
            ​
            ​
            12.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/29/20
            ​
            ​
            ​
            ​
            ​
            331
            ​
            ​
            ​
            ​
            ​
            324
            ​
            ​
            ​
            ​
            ​
            331
            ​
            ​Sorenson Communications, Inc.
            ​
            ​
            (j)
            ​
            ​
            Telecommunication Services
            ​
            ​
            9.0%, 0.0% PIK (9.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/31/20
            ​
            ​
            ​
            ​
            ​
            7,058
            ​
            ​
            ​
            ​
            ​
            6,861
            ​
            ​
            ​
            ​
            ​
            6,281
            ​
            ​Velvet Energy Ltd.
            ​
            ​
            (o)
            ​
            ​
            Energy
            ​
            ​
            9.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/5/23
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            10,224
            ​
            ​Total Senior Secured Bonds
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            168,537
            ​
            ​
            ​
            ​
            ​
            148,085
            ​
            ​​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​Subordinated Debt—13.9%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​Aurora Diagnostics, LLC
            ​
            ​
            (j)
            ​
            ​
            Health Care Equipment & Services
            ​
            ​
            10.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/15/18
            ​
            ​
            ​
            ​
            $
            6,130
            ​
            ​
            ​
            ​
            $
            6,140
            ​
            ​
            ​
            ​
            $
            5,287
            ​
            ​Bellatrix Exploration Ltd.
            ​
            ​
            (o)
            ​
            ​
            Energy
            ​
            ​
            8.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            5/15/20
            ​
            ​
            ​
            ​
            ​
            5,000
            ​
            ​
            ​
            ​
            ​
            4,928
            ​
            ​
            ​
            ​
            ​
            4,922
            ​
            ​BMC Software Finance, Inc.
            ​
            ​
            (k)
            ​
            ​
            Software & Services
            ​
            ​
            7.3%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            6/1/18
            ​
            ​
            ​
            ​
            ​
            3,820
            ​
            ​
            ​
            ​
            ​
            3,651
            ​
            ​
            ​
            ​
            ​
            3,837
            ​
            ​Brooklyn Basketball Holdings, LLC
            ​
            ​
            (h)(j)
            ​
            ​
            Consumer Services
            ​
            ​
            L+725
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/25/19
            ​
            ​
            ​
            ​
            ​
            39,746
            ​
            ​
            ​
            ​
            ​
            39,746
            ​
            ​
            ​
            ​
            ​
            39,944
            ​
            ​CEC Entertainment, Inc.
            ​
            ​
            (i)
            ​
            ​
            Consumer Services
            ​
            ​
            8.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            2/15/22
            ​
            ​
            ​
            ​
            ​
            18,715
            ​
            ​
            ​
            ​
            ​
            18,545
            ​
            ​
            ​
            ​
            ​
            19,152
            ​
            ​Ceridian HCM Holding, Inc.
            ​
            ​
            (i)(k)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            11.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            3/15/21
            ​
            ​
            ​
            ​
            ​
            46,250
            ​
            ​
            ​
            ​
            ​
            45,843
            ​
            ​
            ​
            ​
            ​
            47,753
            ​
            ​Eclipse Resources Corp.
            ​
            ​
            (i)(o)
            ​
            ​
            Energy
            ​
            ​
            8.9%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            7/15/23
            ​
            ​
            ​
            ​
            ​
            9,175
            ​
            ​
            ​
            ​
            ​
            9,008
            ​
            ​
            ​
            ​
            ​
            9,573
            ​
            ​EV Energy Partners, L.P.
            ​
            ​
            (e)
            ​
            ​
            Energy
            ​
            ​
            8.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            4/15/19
            ​
            ​
            ​
            ​
            ​
            259
            ​
            ​
            ​
            ​
            ​
            239
            ​
            ​
            ​
            ​
            ​
            184
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/30/25
            ​
            ​
            ​
            ​
            ​
            732
            ​
            ​
            ​
            ​
            ​
            732
            ​
            ​
            ​
            ​
            ​
            727
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            4/30/25
            ​
            ​
            ​
            ​
            ​
            4,649
            ​
            ​
            ​
            ​
            ​
            4,649
            ​
            ​
            ​
            ​
            ​
            4,620
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            9/3/25
            ​
            ​
            ​
            ​
            ​
            961
            ​
            ​
            ​
            ​
            ​
            961
            ​
            ​
            ​
            ​
            ​
            955
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            9/29/25
            ​
            ​
            ​
            ​
            ​
            904
            ​
            ​
            ​
            ​
            ​
            904
            ​
            ​
            ​
            ​
            ​
            899
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            (e)(o)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/4/25
            ​
            ​
            ​
            ​
            ​
            6,676
            ​
            ​
            ​
            ​
            ​
            6,676
            ​
            ​
            ​
            ​
            ​
            6,635
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            (e)(o)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/9/25
            ​
            ​
            ​
            ​
            ​
            1,092
            ​
            ​
            ​
            ​
            ​
            1,092
            ​
            ​
            ​
            ​
            ​
            1,085
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            (e)(o)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/29/26
            ​
            ​
            ​
            ​
            ​
            572
            ​
            ​
            ​
            ​
            ​
            572
            ​
            ​
            ​
            ​
            ​
            568
            ​
            ​Global Jet Capital Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            15.0% PIK (15.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/2/26
            ​
            ​
            ​
            ​
            ​
            1,730
            ​
            ​
            ​
            ​
            ​
            1,730
            ​
            ​
            ​
            ​
            ​
            1,730
            ​
            ​Jupiter Resources Inc.
            ​
            ​
            (h)(o)
            ​
            ​
            Energy
            ​
            ​
            8.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/1/22
            ​
            ​
            ​
            ​
            ​
            28,800
            ​
            ​
            ​
            ​
            ​
            26,772
            ​
            ​
            ​
            ​
            ​
            25,008
            ​
            ​Mood Media Corp.
            ​
            ​
            (l)(o)
            ​
            ​
            Media
            ​
            ​
            10.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            8/6/23
            ​
            ​
            ​
            ​
            ​
            6,930
            ​
            ​
            ​
            ​
            ​
            6,103
            ​
            ​
            ​
            ​
            ​
            6,410
            ​
            ​Mood Media Corp.
            ​
            ​
            (e)(j)(o)
            ​
            ​
            Media
            ​
            ​
            9.3%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/15/20
            ​
            ​
            ​
            ​
            ​
            46,207
            ​
            ​
            ​
            ​
            ​
            45,764
            ​
            ​
            ​
            ​
            ​
            28,648
            ​
            ​NewStar Financial, Inc.
            ​
            ​
            (h)(j)(k)(o)
            ​
            ​
            Diversified Financials
            ​
            ​
            8.3%, 0.0% PIK (8.8% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            12/4/24
            ​
            ​
            ​
            ​
            ​
            150,000
            ​
            ​
            ​
            ​
            ​
            123,230
            ​
            ​
            ​
            ​
            ​
            130,500
            ​
            ​P.F. Chang’s China Bistro, Inc.
            ​
            ​
            (i)(j)
            ​
            ​
            Consumer Services
            ​
            ​
            10.3%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            6/30/20
            ​
            ​
            ​
            ​
            ​
            31,353
            ​
            ​
            ​
            ​
            ​
            31,262
            ​
            ​
            ​
            ​
            ​
            30,778
            ​
            ​S1 Blocker Buyer Inc.
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            10.0% PIK (10.0% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/31/22
            ​
            ​
            ​
            ​
            ​
            268
            ​
            ​
            ​
            ​
            ​
            268
            ​
            ​
            ​
            ​
            ​
            272
            ​
            ​SandRidge Energy, Inc.
            ​
            ​
            (n)(o)
            ​
            ​
            Energy
            ​
            ​
            0.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/4/20
            ​
            ​
            ​
            ​
            ​
            2,643
            ​
            ​
            ​
            ​
            ​
            3,522
            ​
            ​
            ​
            ​
            ​
            3,318
            ​
            ​Scientific Games Corp.
            ​
            ​
            (i)(o)
            ​
            ​
            Consumer Services
            ​
            ​
            8.1%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            9/15/18
            ​
            ​
            ​
            ​
            ​
            3,340
            ​
            ​
            ​
            ​
            ​
            3,285
            ​
            ​
            ​
            ​
            ​
            3,383
            ​
            ​Sorenson Communications, Inc.
            ​
            ​
            (e)(j)
            ​
            ​
            Telecommunication Services
            ​
            ​
            13.9%, 0.0% PIK (13.9% Max PIK)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/31/21
            ​
            ​
            ​
            ​
            ​
            5,364
            ​
            ​
            ​
            ​
            ​
            5,075
            ​
            ​
            ​
            ​
            ​
            4,935
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Rate(b)
            ​
            ​
            Floor
            ​
            ​
            Maturity
            ​
            ​
            PrincipalAmount(c)
            ​
            ​
            AmortizedCost
            ​
            ​
            FairValue(d)
            ​SunGard Availability Services Capital, Inc.
            ​
            ​
            (i)
            ​
            ​
            Software & Services
            ​
            ​
            8.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            4/1/22
            ​
            ​
            ​
            ​
            $
            5,900
            ​
            ​
            ​
            ​
            $
            4,436
            ​
            ​
            ​
            ​
            $
            4,064
            ​
            ​Talos Production LLC
            ​
            ​
            (e)
            ​
            ​
            Energy
            ​
            ​
            9.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            2/15/18
            ​
            ​
            ​
            ​
            ​
            4,500
            ​
            ​
            ​
            ​
            ​
            4,291
            ​
            ​
            ​
            ​
            ​
            2,497
            ​
            ​TI Group Automotive Systems, LLC
            ​
            ​
            (i)(o)
            ​
            ​
            Automobiles & Components
            ​
            ​
            8.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            7/15/23
            ​
            ​
            ​
            ​
            ​
            7,302
            ​
            ​
            ​
            ​
            ​
            7,302
            ​
            ​
            ​
            ​
            ​
            7,699
            ​
            ​York Risk Services Holding Corp.
            ​
            ​
            (i)(j)
            ​
            ​
            Insurance
            ​
            ​
            8.5%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            10/1/22
            ​
            ​
            ​
            ​
            ​
            8,350
            ​
            ​
            ​
            ​
            ​
            7,594
            ​
            ​
            ​
            ​
            ​
            7,014
            ​
            ​Total Subordinated Debt
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            414,320
            ​
            ​
            ​
            ​
            ​
            402,397
            ​
            ​Collateralized Securities—0.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​CGMS CLO 2013-3A Class Subord.
            ​
            ​
            (o)
            ​
            ​
            Diversified Financials
            ​
            ​
            16.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            7/15/25
            ​
            ​
            ​
            ​
            ​
            17,000
            ​
            ​
            ​
            ​
            ​
            7,941
            ​
            ​
            ​
            ​
            ​
            10,674
            ​
            ​NewStar Clarendon 2014-1A Class D
            ​
            ​
            (o)
            ​
            ​
            Diversified Financials
            ​
            ​
            L+435
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/25/27
            ​
            ​
            ​
            ​
            ​
            1,060
            ​
            ​
            ​
            ​
            ​
            1,003
            ​
            ​
            ​
            ​
            ​
            1,000
            ​
            ​NewStar Clarendon 2014-1A Class Subord. B
            ​
            ​
            (o)
            ​
            ​
            Diversified Financials
            ​
            ​
            16.4%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/25/27
            ​
            ​
            ​
            ​
            ​
            12,140
            ​
            ​
            ​
            ​
            ​
            9,680
            ​
            ​
            ​
            ​
            ​
            9,698
            ​
            ​Octagon CLO 2012-1A Class Income
            ​
            ​
            (o)
            ​
            ​
            Diversified Financials
            ​
            ​
            5.8%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            1/15/24
            ​
            ​
            ​
            ​
            ​
            4,650
            ​
            ​
            ​
            ​
            ​
            1,644
            ​
            ​
            ​
            ​
            ​
            1,801
            ​
            ​Total Collateralized Securities
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            20,268
            ​
            ​
            ​
            ​
            ​
            23,173
            ​
            ​​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Number of Shares
            ​
            ​
            Cost
            ​
            ​
            Fair Value(d)
            ​Equity/Other—11.7%
            ​
            ​
            ​
            ​
            ​
            ​5 Arches, LLC, Common Equity
            ​
            ​
            (n)(o)(r)
            ​
            ​
            Diversified Financials
            ​
            ​
            ​
            ​
            4,738
            ​
            ​
            ​
            ​
            $
            125
            ​
            ​
            ​
            ​
            $
            125
            ​
            ​A.T. Cross Co., Common Equity, Class A Units
            ​
            ​
            (e)(n)(x)
            ​
            ​
            Retailing
            ​
            ​
            ​
            ​
            1,000,000
            ​
            ​
            ​
            ​
            ​
            1,000
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​A.T. Cross Co., Preferred Equity, Class A-1 Units
            ​
            ​
            (e)(n)(x)
            ​
            ​
            Retailing
            ​
            ​
            ​
            ​
            243,478
            ​
            ​
            ​
            ​
            ​
            243
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​A.T. Cross Co., GSO Special Unit
            ​
            ​
            (n)(x)
            ​
            ​
            Retailing
            ​
            ​
            ​
            ​
            1
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Abaco Energy Technologies LLC, Common Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            3,055,556
            ​
            ​
            ​
            ​
            ​
            3,056
            ​
            ​
            ​
            ​
            ​
            153
            ​
            ​Abaco Energy Technologies LLC, Preferred Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            12,734,481
            ​
            ​
            ​
            ​
            ​
            637
            ​
            ​
            ​
            ​
            ​
            637
            ​
            ​ACP FH Holdings GP, LLC, Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            ​
            ​
            88,571
            ​
            ​
            ​
            ​
            ​
            89
            ​
            ​
            ​
            ​
            ​
            71
            ​
            ​ACP FH Holdings, LP, Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            ​
            ​
            8,768,572
            ​
            ​
            ​
            ​
            ​
            8,769
            ​
            ​
            ​
            ​
            ​
            7,017
            ​
            ​Altus Power America Holdings, LLC, Common Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            462,008
            ​
            ​
            ​
            ​
            ​
            462
            ​
            ​
            ​
            ​
            ​
            462
            ​
            ​Altus Power America Holdings, LLC, Preferred Equity
            ​
            ​
            (t)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            833,333
            ​
            ​
            ​
            ​
            ​
            888
            ​
            ​
            ​
            ​
            ​
            888
            ​
            ​Amaya Inc., Warrants, 5/15/2024
            ​
            ​
            (n)(o)
            ​
            ​
            Consumer Services
            ​
            ​
            ​
            ​
            2,000,000
            ​
            ​
            ​
            ​
            ​
            16,832
            ​
            ​
            ​
            ​
            ​
            13,360
            ​
            ​AP Exhaust Holdings, LLC, Common Equity
            ​
            ​
            (n)(r)
            ​
            ​
            Automobiles & Components
            ​
            ​
            ​
            ​
            8,378
            ​
            ​
            ​
            ​
            ​
            8,378
            ​
            ​
            ​
            ​
            ​
            419
            ​
            ​Ascent Resources Utica Holdings, LLC, Common Equity
            ​
            ​
            (n)(q)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            128,734,129
            ​
            ​
            ​
            ​
            ​
            38,700
            ​
            ​
            ​
            ​
            ​
            28,836
            ​
            ​ASG Technologies Group, Inc., Common Equity
            ​
            ​
            (n)(x)
            ​
            ​
            Software & Services
            ​
            ​
            ​
            ​
            625,178
            ​
            ​
            ​
            ​
            ​
            13,475
            ​
            ​
            ​
            ​
            ​
            29,477
            ​
            ​ASG Technologies Group, Inc., Warrants, 6/27/2022
            ​
            ​
            (n)(x)
            ​
            ​
            Software & Services
            ​
            ​
            ​
            ​
            253,704
            ​
            ​
            ​
            ​
            ​
            7,231
            ​
            ​
            ​
            ​
            ​
            6,444
            ​
            ​Aspect Software, Inc., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Software & Services
            ​
            ​
            ​
            ​
            386,092
            ​
            ​
            ​
            ​
            ​
            18,639
            ​
            ​
            ​
            ​
            ​
            21,081
            ​
            ​ATX Holdings, LLC, Common Equity
            ​
            ​
            (n)(o)
            ​
            ​
            Technology Hardware & Equipment
            ​
            ​
            ​
            ​
            72,635
            ​
            ​
            ​
            ​
            ​
            116
            ​
            ​
            ​
            ​
            ​
            116
            ​
            ​BPA Laboratories, Inc., Series A Warrants, 4/29/2024
            ​
            ​
            (j)(n)
            ​
            ​
            Pharmaceuticals, Biotechnology & Life Sciences
            ​
            ​
            ​
            ​
            10,924
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​BPA Laboratories, Inc., Series B Warrants, 4/29/2024
            ​
            ​
            (j)(n)
            ​
            ​
            Pharmaceuticals, Biotechnology & Life Sciences
            ​
            ​
            ​
            ​
            17,515
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Burleigh Point, Ltd., Warrants, 7/16/2020
            ​
            ​
            (n)(o)
            ​
            ​
            Retailing
            ​
            ​
            ​
            ​
            3,451,216
            ​
            ​
            ​
            ​
            ​
            1,898
            ​
            ​
            ​
            ​
            ​
            276
            ​
            ​Cimarron Energy Holdco Inc., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            3,201,631
            ​
            ​
            ​
            ​
            ​
            2,991
            ​
            ​
            ​
            ​
            ​
            1,921
            ​
            ​CSF Group Holdings, Inc., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            417,400
            ​
            ​
            ​
            ​
            ​
            417
            ​
            ​
            ​
            ​
            ​
            417
            ​
            ​DHS Technologies LLC, Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            60,872
            ​
            ​
            ​
            ​
            ​
            5,000
            ​
            ​
            ​
            ​
            ​
            626
            ​
            ​Eastman Kodak Co., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            ​
            ​
            1,846
            ​
            ​
            ​
            ​
            ​
            36
            ​
            ​
            ​
            ​
            ​
            29
            ​
            ​H.I.G. Empire Holdco, Inc., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Retailing
            ​
            ​
            ​
            ​
            411
            ​
            ​
            ​
            ​
            ​
            1,227
            ​
            ​
            ​
            ​
            ​
            1,260
            ​
            ​Fairway Group Acquisition Co., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Food & Staples Retailing
            ​
            ​
            ​
            ​
            31,626
            ​
            ​
            ​
            ​
            ​
            1,016
            ​
            ​
            ​
            ​
            ​
            822
            ​
            ​FourPoint Energy, LLC, Common Equity, Class C-II-A Units
            ​
            ​
            (n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            13,000
            ​
            ​
            ​
            ​
            ​
            13,000
            ​
            ​
            ​
            ​
            ​
            6,273
            ​
            ​FourPoint Energy, LLC, Common Equity, Class D Units
            ​
            ​
            (n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            2,437
            ​
            ​
            ​
            ​
            ​
            1,610
            ​
            ​
            ​
            ​
            ​
            1,188
            ​
            ​FourPoint Energy, LLC, Common Equity, Class E-II Units
            ​
            ​
            (n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            54,104
            ​
            ​
            ​
            ​
            ​
            13,526
            ​
            ​
            ​
            ​
            ​
            24,753
            ​
            ​FourPoint Energy, LLC, Common Equity, Class E-III Units
            ​
            ​
            (e)(n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            43,875
            ​
            ​
            ​
            ​
            ​
            10,969
            ​
            ​
            ​
            ​
            ​
            21,170
            ​
            ​Global Jet Capital Holdings, LP, Preferred Equity
            ​
            ​
            (e)(n)(o)
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            ​
            ​
            6,228,866
            ​
            ​
            ​
            ​
            ​
            6,229
            ​
            ​
            ​
            ​
            ​
            6,229
            ​
            ​Harvey Holdings, LLC, Common Equity
            ​
            ​
            (n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            666,667
            ​
            ​
            ​
            ​
            ​
            667
            ​
            ​
            ​
            ​
            ​
            1,533
            ​
            ​Industrial Group Intermediate Holdings, LLC, Common Equity
            ​
            ​
            (n)(r)
            ​
            ​
            Materials
            ​
            ​
            ​
            ​
            2,678,947
            ​
            ​
            ​
            ​
            ​
            2,679
            ​
            ​
            ​
            ​
            ​
            4,688
            ​
            ​JMC Acquisition Holdings, LLC, Common Equity
            ​
            ​
            (n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            1,449
            ​
            ​
            ​
            ​
            ​
            1,449
            ​
            ​
            ​
            ​
            ​
            1,616
            ​
            ​JW Aluminum Co., Common Equity
            ​
            ​
            (e)(k)(n)(x)
            ​
            ​
            Materials
            ​
            ​
            ​
            ​
            256
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​JW Aluminum Co., Preferred Equity
            ​
            ​
            (e)(k)(x)
            ​
            ​
            Materials
            ​
            ​
            ​
            ​
            1,184
            ​
            ​
            ​
            ​
            ​
            11,279
            ​
            ​
            ​
            ​
            ​
            11,854
            ​
            ​


TABLE OF CONTENTS
 Portfolio Company(a)
            ​
            ​
            Footnotes
            ​
            ​
            Industry
            ​
            ​
            Number of Shares
            ​
            ​
            Cost
            ​
            ​
            FairValue(d)
            ​MB Precision Investment Holdings LLC, Class A-2 Units
            ​
            ​
            (n)(r)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            2,287,659
            ​
            ​
            ​
            ​
            $
            2,288
            ​
            ​
            ​
            ​
            $
            458
            ​
            ​NewStar Financial, Inc., Warrants, 11/4/2024
            ​
            ​
            (e)(n)(o)
            ​
            ​
            Diversified Financials
            ​
            ​
            ​
            ​
            6,000,000
            ​
            ​
            ​
            ​
            ​
            30,115
            ​
            ​
            ​
            ​
            ​
            16,620
            ​
            ​North Haven Cadence Buyer, Inc., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Consumer Services
            ​
            ​
            ​
            ​
            2,916,667
            ​
            ​
            ​
            ​
            ​
            2,917
            ​
            ​
            ​
            ​
            ​
            3,063
            ​
            ​Professional Plumbing Group, Inc., Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Capital Goods
            ​
            ​
            ​
            ​
            3,000,000
            ​
            ​
            ​
            ​
            ​
            3,000
            ​
            ​
            ​
            ​
            ​
            7,500
            ​
            ​PSAV Holdings LLC, Common Equity
            ​
            ​
            ​
            ​
            ​
            Technology Hardware & Equipment
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            10,000
            ​
            ​
            ​
            ​
            ​
            28,500
            ​
            ​Ridgeback Resources Inc., Common Equity
            ​
            ​
            (e)(n)(o)(w)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            817,308
            ​
            ​
            ​
            ​
            ​
            5,022
            ​
            ​
            ​
            ​
            ​
            5,022
            ​
            ​Roadhouse Holding Inc., Common Equity
            ​
            ​
            (n)(x)
            ​
            ​
            Consumer Services
            ​
            ​
            ​
            ​
            4,481,763
            ​
            ​
            ​
            ​
            ​
            4,657
            ​
            ​
            ​
            ​
            ​
            5,472
            ​
            ​S1 Blocker Buyer Inc., Common Equity
            ​
            ​
            ​
            ​
            ​
            Commercial & Professional Services
            ​
            ​
            ​
            ​
            124
            ​
            ​
            ​
            ​
            ​
            1,240
            ​
            ​
            ​
            ​
            ​
            1,208
            ​
            ​SandRidge Energy, Inc., Common Equity
            ​
            ​
            (n)(o)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            112,112
            ​
            ​
            ​
            ​
            ​
            2,803
            ​
            ​
            ​
            ​
            ​
            2,640
            ​
            ​Sequential Brands Group, Inc., Common Equity
            ​
            ​
            (e)(n)(o)
            ​
            ​
            Consumer Durables & Apparel
            ​
            ​
            ​
            ​
            408,685
            ​
            ​
            ​
            ​
            ​
            5,517
            ​
            ​
            ​
            ​
            ​
            1,913
            ​
            ​Sorenson Communications, Inc., Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Telecommunication Services
            ​
            ​
            ​
            ​
            43,796
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            36,990
            ​
            ​Sunnova Energy Corp., Common Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            384,746
            ​
            ​
            ​
            ​
            ​
            1,444
            ​
            ​
            ​
            ​
            ​
            2,089
            ​
            ​Sunnova Energy Corp., Preferred Equity
            ​
            ​
            (n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            36,363
            ​
            ​
            ​
            ​
            ​
            194
            ​
            ​
            ​
            ​
            ​
            197
            ​
            ​Swift Worldwide Resources Holdco Limited, Common Equity
            ​
            ​
            (n)(o)(u)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            1,250,000
            ​
            ​
            ​
            ​
            ​
            2,010
            ​
            ​
            ​
            ​
            ​
            625
            ​
            ​TE Holdings, LLC, Common Equity
            ​
            ​
            (e)(n)(r)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            717,718
            ​
            ​
            ​
            ​
            ​
            6,101
            ​
            ​
            ​
            ​
            ​
            5,383
            ​
            ​TE Holdings, LLC, Preferred Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            475,758
            ​
            ​
            ​
            ​
            ​
            4,751
            ​
            ​
            ​
            ​
            ​
            7,136
            ​
            ​Titan Energy LLC, Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            200,040
            ​
            ​
            ​
            ​
            ​
            6,322
            ​
            ​
            ​
            ​
            ​
            4,801
            ​
            ​Warren Resources, Inc., Common Equity
            ​
            ​
            (n)(x)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            2,371,337
            ​
            ​
            ​
            ​
            ​
            11,145
            ​
            ​
            ​
            ​
            ​
            10,197
            ​
            ​White Star Petroleum Holdings, LLC, Common Equity
            ​
            ​
            (e)(n)
            ​
            ​
            Energy
            ​
            ​
            ​
            ​
            1,613,753
            ​
            ​
            ​
            ​
            ​
            1,372
            ​
            ​
            ​
            ​
            ​
            1,573
            ​
            ​Zeta Interactive Holdings Corp., Preferred Equity
            ​
            ​
            (n)
            ​
            ​
            Software & Services
            ​
            ​
            ​
            ​
            620,025
            ​
            ​
            ​
            ​
            ​
            4,929
            ​
            ​
            ​
            ​
            ​
            5,552
            ​
            ​Total Equity/Other
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            298,460
            ​
            ​
            ​
            ​
            ​
            340,680
            ​
            ​TOTAL INVESTMENTS—154.6%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            $
            4,537,267
            ​
            ​
            ​
            ​
            ​
            4,497,395
            ​
            ​LIABILITIES IN EXCESS OF OTHER ASSETS—(54.6%)
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            (1,587,535)
            ​
            ​NET ASSETS—100.0%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            $
            2,909,860
            ​
            ​​


TABLE OF CONTENTS
 Transfers and Servicing,


TABLE OF CONTENTS
 Portfolio Company
            ​
            ​
            Fair Value at December 31, 2015
            ​
            ​
            Purchases and Paid-in-Kind Interest
            ​
            ​
            Sales and Repayments
            ​
            ​
            Accretion of Discount
            ​
            ​
            Net Realized Gain (Loss)
            ​
            ​
            Net Change in Unrealized Appreciation (Depreciation)
            ​
            ​
            Fair Value at December 31, 2016
            ​
            ​
            Interest Income
            ​
            ​
            Fee Income
            ​
            ​
            Dividend Income
            ​Senior Secured Loans—First Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​A.T. Cross Co.
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            31,027
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            682
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (3,628)
            ​
            ​
            ​
            ​
            $
            28,081
            ​
            ​
            ​
            ​
            $
            1,807
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​ASG Technologies Group, Inc.(1)
            ​
            ​
            ​
            $
            71,389
            ​
            ​
            ​
            ​
            $
            8,439
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            22
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            655
            ​
            ​
            ​
            ​
            $
            80,505
            ​
            ​
            ​
            ​
            $
            7,735
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Warren Resources, Inc.(2)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            42,122
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            42,122
            ​
            ​
            ​
            ​
            $
            1,095
            ​
            ​
            ​
            ​
            $
            180
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Senior Secured Loans—Second Lien
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​ASG Technologies Group, Inc.(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            19,758
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            431
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            5,990
            ​
            ​
            ​
            ​
            $
            26,179
            ​
            ​
            ​
            ​
            $
            1,926
            ​
            ​
            ​
            ​
            $
            810
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​JW Aluminum Co.
            ​
            ​
            ​
            $
            30,061
            ​
            ​
            ​
            ​
            $
            3,747
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            602
            ​
            ​
            ​
            ​
            $
            34,410
            ​
            ​
            ​
            ​
            $
            3,040
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Logan’s Roadhouse, Inc.
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            10,824
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (469)
            ​
            ​
            ​
            ​
            $
            10,355
            ​
            ​
            ​
            ​
            $
            111
            ​
            ​
            ​
            ​
            $
            9
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Senior Secured Bonds
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​JW Aluminum Co.
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            4,421
            ​
            ​
            ​
            ​
            $
            (4,466)
            ​
            ​
            ​
            ​
            $
            59
            ​
            ​
            ​
            ​
            $
            (14)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            115
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Equity/Other
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​A.T. Cross Co., Common Equity, Class A Units(3)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (1,000)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​A.T. Cross Co., Preferred Equity, Class A-1 Units(3)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (243)
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​A.T. Cross Co., GSO Special Unit
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​ASG Technologies Group, Inc. Common Equity(1)
            ​
            ​
            ​
            $
            28,821
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            656
            ​
            ​
            ​
            ​
            $
            29,477
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​ASG Technologies Group, Inc., Warrants, 6/27/2022(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            7,231
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (787)
            ​
            ​
            ​
            ​
            $
            6,444
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​JW Aluminum Co., Common Equity
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​JW Aluminum Co., Preferred Equity
            ​
            ​
            ​
            $
            11,247
            ​
            ​
            ​
            ​
            $
            223
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            384
            ​
            ​
            ​
            ​
            $
            11,854
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Roadhouse Holding Inc., Common Equity
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            4,657
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            815
            ​
            ​
            ​
            ​
            $
            5,472
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Warren Resources, Inc., Common Equity
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            11,145
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            (948)
            ​
            ​
            ​
            ​
            $
            10,197
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​


TABLE OF CONTENTS ​
 Basis of Presentation


TABLE OF CONTENTS
 Financial Services—Investment Companies
 Use of Estimates
 Capital Gains Incentive Fee
  Subordinated Income Incentive Fee


TABLE OF CONTENTS
 Partial Loan Sales: Transfers and Servicing
 Reclassifications:
 Revenue Recognition: Revenue from Contracts with Customers
   ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​​
            ​
            ​
            Shares
            ​
            ​
            Amount
            ​
            ​
            Shares
            ​
            ​
            Amount
            ​Reinvestment of Distributions
            ​
            ​
            ​
            ​
            6,883,757
            ​
            ​
            ​
            ​
            $
            62,334
            ​
            ​
            ​
            ​
            ​
            8,874,917
            ​
            ​
            ​
            ​
            $
            74,576
            ​
            ​Share Repurchase Program
            ​
            ​
            ​
            ​
            (5,698,138)
            ​
            ​
            ​
            ​
            ​
            (51,501)
            ​
            ​
            ​
            ​
            ​
            (4,494,682)
            ​
            ​
            ​
            ​
            ​
            (37,751)
            ​
            ​Net Proceeds from Share Transactions
            ​
            ​
            ​
            ​
            1,185,619
            ​
            ​
            ​
            ​
            $
            10,833
            ​
            ​
            ​
            ​
            ​
            4,380,235
            ​
            ​
            ​
            ​
            $
            36,825
            ​
            ​​


TABLE OF CONTENTS


TABLE OF CONTENTS
 For the Three Months Ended
            ​
            ​
            Repurchase Date
            ​
            ​
            Shares Repurchased
            ​
            ​
            Percentage of Shares Tendered That Were Repurchased
            ​
            ​
            Percentage of Outstanding Shares Repurchased as of the Repurchase Date
            ​
            ​
            Repurchase Price Per Share
            ​
            ​
            Aggregate Consideration for Repurchased Shares
            ​Fiscal 2016
            ​
            ​
            ​
            ​
            ​
            ​
            ​December 31, 2015
            ​
            ​
            January 4, 2016
            ​
            ​
            ​
            ​
            1,779,357
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            ​
            0.55%
            ​
            ​
            ​
            ​
            $
            8.550
            ​
            ​
            ​
            ​
            $
            15,214
            ​
            ​March 31, 2016
            ​
            ​
            April 1, 2016
            ​
            ​
            ​
            ​
            2,715,325
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            ​
            0.84%
            ​
            ​
            ​
            ​
            $
            8.300
            ​
            ​
            ​
            ​
            $
            22,537
            ​
            ​Fiscal 2017
            ​
            ​
            ​
            ​
            ​
            ​
            ​December 31, 2016
            ​
            ​
            January 3, 2017
            ​
            ​
            ​
            ​
            2,344,810
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            ​
            0.72%
            ​
            ​
            ​
            ​
            $
            8.950
            ​
            ​
            ​
            ​
            $
            20,986
            ​
            ​March 31, 2017
            ​
            ​
            April 3, 2017
            ​
            ​
            ​
            ​
            3,353,328
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            ​
            1.02%
            ​
            ​
            ​
            ​
            $
            9.100
            ​
            ​
            ​
            ​
            $
            30,515
            ​
            ​


TABLE OF CONTENTS


TABLE OF CONTENTS
 ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Three Months Ended June 30,
            ​
            ​
            Six Months Ended June 30,
            ​Related Party
            ​
            ​
            Source Agreement
            ​
            ​
            Description
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​FSIC II Advisor
            ​
            ​
            Investment Advisory and Administrative Services Agreement
            ​
            ​
            Base Management Fee(1)
            ​
            ​
            ​
            $
            22,547
            ​
            ​
            ​
            ​
            $
            21,303
            ​
            ​
            ​
            ​
            $
            44,832
            ​
            ​
            ​
            ​
            $
            42,310
            ​
            ​FSIC II Advisor
            ​
            ​
            Investment Advisory and Administrative Services Agreement
            ​
            ​
            Subordinated Incentive Fee on Income(2)
            ​
            ​
            ​
            $
            14,716
            ​
            ​
            ​
            ​
            $
            15,744
            ​
            ​
            ​
            ​
            $
            32,215
            ​
            ​
            ​
            ​
            $
            31,584
            ​
            ​FSIC II Advisor
            ​
            ​
            Investment Advisory and Administrative Services Agreement
            ​
            ​
            Administrative Services Expenses(3)
            ​
            ​
            ​
            $
            864
            ​
            ​
            ​
            ​
            $
            1,029
            ​
            ​
            ​
            ​
            $
            1,731
            ​
            ​
            ​
            ​
            $
            2,057
            ​
            ​


TABLE OF CONTENTS


TABLE OF CONTENTS
 ​
            ​
            ​
            Distribution
            ​For the Three Months Ended
            ​
            ​
            Per Share
            ​
            ​
            Amount
            ​Fiscal 2016
            ​
            ​
            ​March 31, 2016
            ​
            ​
            ​
            $
            0.1885
            ​
            ​
            ​
            ​
            $
            60,744
            ​
            ​June 30, 2016
            ​
            ​
            ​
            $
            0.1885
            ​
            ​
            ​
            ​
            $
            60,976
            ​
            ​Fiscal 2017
            ​
            ​
            ​March 31, 2017
            ​
            ​
            ​
            $
            0.1885
            ​
            ​
            ​
            ​
            $
            61,436
            ​
            ​June 30, 2017
            ​
            ​
            ​
            $
            0.1885
            ​
            ​
            ​
            ​
            $
            61,505
            ​
            ​


TABLE OF CONTENTS


TABLE OF CONTENTS
 ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Source of Distribution
            ​
            ​
            Distribution Amount
            ​
            ​
            Percentage
            ​
            ​
            Distribution Amount
            ​
            ​
            Percentage
            ​Offering proceeds
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Borrowings
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Net investment income(1)
            ​
            ​
            ​
            ​
            122,941
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            ​
            121,720
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​Short-term capital gains proceeds from the sale of assets
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Long-term capital gains proceeds from the sale of assets
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Non-capital gains proceeds from the sale of assets
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Distributions on account of preferred and common equity
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Expense reimbursement from sponsor
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Total
            ​
            ​
            ​
            $
            122,941
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            $
            121,720
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​ 
 
      ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​GAAP-basis net investment income
            ​
            ​
            ​
            $
            132,529
            ​
            ​
            ​
            ​
            $
            126,334
            ​
            ​GAAP versus tax-basis of consolidation of certain subsidiaries
            ​
            ​
            ​
            ​
            3,860
            ​
            ​
            ​
            ​
            ​
            2,253
            ​
            ​Reclassification or deferral of unamortized original issue discount and prepayment fees
            ​
            ​
            ​
            ​
            (4,354)
            ​
            ​
            ​
            ​
            ​
            (8,150)
            ​
            ​Other miscellaneous differences
            ​
            ​
            ​
            ​
            (2,081)
            ​
            ​
            ​
            ​
            ​
            1,553
            ​
            ​Tax-basis net investment income
            ​
            ​
            ​
            $
            129,954
            ​
            ​
            ​
            ​
            $
            121,990
            ​
            ​​


TABLE OF CONTENTS
 ​
            ​
            ​
            June 30, 2017 (Unaudited)
            ​
            ​
            December 31, 2016
            ​Distributable ordinary income
            ​
            ​
            ​
            $
            64,816
            ​
            ​
            ​
            ​
            $
            57,803
            ​
            ​Distributable realized gains
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Capital loss carryover(1)
            ​
            ​
            ​
            ​
            (128,765)
            ​
            ​
            ​
            ​
            ​
            (104,745)
            ​
            ​Unamortized organization costs
            ​
            ​
            ​
            ​
            (154)
            ​
            ​
            ​
            ​
            ​
            (161)
            ​
            ​Net unrealized appreciation (depreciation) on investments, secured borrowing and gain/loss on foreign currency(2)
            ​
            ​
            ​
            ​
            (21,233)
            ​
            ​
            ​
            ​
            ​
            (59,357)
            ​
            ​Total
            ​
            ​
            ​
            $
            (85,336)
            ​
            ​
            ​
            ​
            $
            (106,460)
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            June 30, 2017 (Unaudited)
            ​
            ​
            December 31, 2016
            ​​
            ​
            ​
            Amortized Cost(1)
            ​
            ​
            Fair Value
            ​
            ​
            Percentage of Portfolio
            ​
            ​
            Amortized Cost(1)
            ​
            ​
            Fair Value
            ​
            ​
            Percentage of Portfolio
            ​Senior Secured Loans—First Lien
            ​
            ​
            ​
            $
            3,263,316
            ​
            ​
            ​
            ​
            $
            3,265,727
            ​
            ​
            ​
            ​
            ​
            69%
            ​
            ​
            ​
            ​
            $
            2,886,433
            ​
            ​
            ​
            ​
            $
            2,864,089
            ​
            ​
            ​
            ​
            ​
            64%
            ​
            ​Senior Secured Loans—Second Lien
            ​
            ​
            ​
            ​
            470,071
            ​
            ​
            ​
            ​
            ​
            435,534
            ​
            ​
            ​
            ​
            ​
            9%
            ​
            ​
            ​
            ​
            ​
            749,249
            ​
            ​
            ​
            ​
            ​
            718,971
            ​
            ​
            ​
            ​
            ​
            16%
            ​
            ​Senior Secured Bonds
            ​
            ​
            ​
            ​
            161,136
            ​
            ​
            ​
            ​
            ​
            160,419
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​
            ​
            ​
            ​
            168,537
            ​
            ​
            ​
            ​
            ​
            148,085
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Subordinated Debt
            ​
            ​
            ​
            ​
            479,671
            ​
            ​
            ​
            ​
            ​
            500,023
            ​
            ​
            ​
            ​
            ​
            11%
            ​
            ​
            ​
            ​
            ​
            414,320
            ​
            ​
            ​
            ​
            ​
            402,397
            ​
            ​
            ​
            ​
            ​
            9%
            ​
            ​Collateralized Securities
            ​
            ​
            ​
            ​
            17,874
            ​
            ​
            ​
            ​
            ​
            20,110
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​
            ​
            ​
            ​
            20,268
            ​
            ​
            ​
            ​
            ​
            23,173
            ​
            ​
            ​
            ​
            ​
            1%
            ​
            ​Equity/Other
            ​
            ​
            ​
            ​
            329,686
            ​
            ​
            ​
            ​
            ​
            351,798
            ​
            ​
            ​
            ​
            ​
            8%
            ​
            ​
            ​
            ​
            ​
            298,460
            ​
            ​
            ​
            ​
            ​
            340,680
            ​
            ​
            ​
            ​
            ​
            7%
            ​
            ​Total
            ​
            ​
            ​
            $
            4,721,754
            ​
            ​
            ​
            ​
            $
            4,733,611
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            $
            4,537,267
            ​
            ​
            ​
            ​
            $
            4,497,395
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            June 30, 2017 (Unaudited)
            ​
            ​
            December 31, 2016
            ​Industry Classification
            ​
            ​
            Fair Value
            ​
            ​
            Percentage of Portfolio
            ​
            ​
            Fair Value
            ​
            ​
            Percentage of Portfolio
            ​Automobiles & Components
            ​
            ​
            ​
            $
            33,987
            ​
            ​
            ​
            ​
            ​
            1%
            ​
            ​
            ​
            ​
            $
            206,350
            ​
            ​
            ​
            ​
            ​
            5%
            ​
            ​Capital Goods
            ​
            ​
            ​
            ​
            693,271
            ​
            ​
            ​
            ​
            ​
            15%
            ​
            ​
            ​
            ​
            ​
            418,102
            ​
            ​
            ​
            ​
            ​
            9%
            ​
            ​Commercial & Professional Services
            ​
            ​
            ​
            ​
            556,868
            ​
            ​
            ​
            ​
            ​
            12%
            ​
            ​
            ​
            ​
            ​
            520,703
            ​
            ​
            ​
            ​
            ​
            12%
            ​
            ​Consumer Durables & Apparel
            ​
            ​
            ​
            ​
            303,849
            ​
            ​
            ​
            ​
            ​
            6%
            ​
            ​
            ​
            ​
            ​
            317,282
            ​
            ​
            ​
            ​
            ​
            7%
            ​
            ​Consumer Services
            ​
            ​
            ​
            ​
            489,312
            ​
            ​
            ​
            ​
            ​
            10%
            ​
            ​
            ​
            ​
            ​
            523,918
            ​
            ​
            ​
            ​
            ​
            12%
            ​
            ​Diversified Financials
            ​
            ​
            ​
            ​
            207,051
            ​
            ​
            ​
            ​
            ​
            5%
            ​
            ​
            ​
            ​
            ​
            213,625
            ​
            ​
            ​
            ​
            ​
            5%
            ​
            ​Energy
            ​
            ​
            ​
            ​
            511,340
            ​
            ​
            ​
            ​
            ​
            11%
            ​
            ​
            ​
            ​
            ​
            749,437
            ​
            ​
            ​
            ​
            ​
            17%
            ​
            ​Food & Staples Retailing
            ​
            ​
            ​
            ​
            3,902
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​
            ​
            ​
            ​
            5,950
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​Health Care Equipment & Services
            ​
            ​
            ​
            ​
            172,856
            ​
            ​
            ​
            ​
            ​
            4%
            ​
            ​
            ​
            ​
            ​
            76,425
            ​
            ​
            ​
            ​
            ​
            2%
            ​
            ​Insurance
            ​
            ​
            ​
            ​
            117,903
            ​
            ​
            ​
            ​
            ​
            2%
            ​
            ​
            ​
            ​
            ​
            84,716
            ​
            ​
            ​
            ​
            ​
            2%
            ​
            ​Materials
            ​
            ​
            ​
            ​
            398,326
            ​
            ​
            ​
            ​
            ​
            8%
            ​
            ​
            ​
            ​
            ​
            329,788
            ​
            ​
            ​
            ​
            ​
            7%
            ​
            ​Media
            ​
            ​
            ​
            ​
            292,746
            ​
            ​
            ​
            ​
            ​
            6%
            ​
            ​
            ​
            ​
            ​
            140,594
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Pharmaceuticals, Biotechnology & Life Sciences
            ​
            ​
            ​
            ​
            2,699
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​
            ​
            ​
            ​
            2,263
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​Retailing
            ​
            ​
            ​
            ​
            176,454
            ​
            ​
            ​
            ​
            ​
            4%
            ​
            ​
            ​
            ​
            ​
            140,328
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Semiconductors & Semiconductor Equipment
            ​
            ​
            ​
            ​
            14,508
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​
            ​
            ​
            ​
            14,837
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​Software & Services
            ​
            ​
            ​
            ​
            441,602
            ​
            ​
            ​
            ​
            ​
            9%
            ​
            ​
            ​
            ​
            ​
            354,714
            ​
            ​
            ​
            ​
            ​
            8%
            ​
            ​Technology Hardware & Equipment
            ​
            ​
            ​
            ​
            63,662
            ​
            ​
            ​
            ​
            ​
            1%
            ​
            ​
            ​
            ​
            ​
            135,841
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Telecommunication Services
            ​
            ​
            ​
            ​
            145,358
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​
            ​
            ​
            ​
            159,533
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Transportation
            ​
            ​
            ​
            ​
            107,917
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​
            ​
            ​
            ​
            102,989
            ​
            ​
            ​
            ​
            ​
            2%
            ​
            ​Total
            ​
            ​
            ​
            $
            4,733,611
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            $
            4,497,395
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​​   : Inputs that are quoted prices (unadjusted) in active markets for identical assets or liabilities.
 : Inputs that are quoted prices for similar assets or liabilities in active markets.
 : Inputs that are unobservable for an asset or liability.


TABLE OF CONTENTS
 Valuation Inputs
            ​
            ​
            June 30, 2017 (Unaudited)
            ​
            ​
            December 31, 2016
            ​Level 1—Price quotations in active markets
            ​
            ​
            ​
            $
            7,552
            ​
            ​
            ​
            ​
            $
            9,383
            ​
            ​Level 2—Significant other observable inputs
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Level 3—Significant unobservable inputs
            ​
            ​
            ​
            ​
            4,726,059
            ​
            ​
            ​
            ​
            ​
            4,488,012
            ​
            ​Total
            ​
            ​
            ​
            $
            4,733,611
            ​
            ​
            ​
            ​
            $
            4,497,395
            ​
            ​​ Financial Instruments
   Valuation Inputs
            ​
            ​
            June 30, 2017 (Unaudited)
            ​
            ​
            December 31, 2016
            ​Level 1—Price quotations in active markets
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​Level 2—Significant other observable inputs
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Level 3—Significant unobservable inputs
            ​
            ​
            ​
            ​
            8,317
            ​
            ​
            ​
            ​
            ​
            8,273
            ​
            ​Total
            ​
            ​
            ​
            $
            8,317
            ​
            ​
            ​
            ​
            $
            8,273
            ​
            ​​


TABLE OF CONTENTS


TABLE OF CONTENTS
 
 ​
            ​
            ​
            For the Six Months Ended June 30, 2017
            ​​
            ​
            ​
            Senior Secured Loans—First Lien
            ​
            ​
            Senior Secured Loans—Second Lien
            ​
            ​
            Senior Secured Bonds
            ​
            ​
            Subordinated Debt
            ​
            ​
            Collateralized Securities
            ​
            ​
            Equity/​Other
            ​
            ​
            Total
            ​Fair value at beginning of period
            ​
            ​
            ​
            $
            2,864,089
            ​
            ​
            ​
            ​
            $
            718,971
            ​
            ​
            ​
            ​
            $
            148,085
            ​
            ​
            ​
            ​
            $
            402,397
            ​
            ​
            ​
            ​
            $
            23,173
            ​
            ​
            ​
            ​
            $
            331,297
            ​
            ​
            ​
            ​
            $
            4,488,012
            ​
            ​Accretion of discount (amortization of premium)
            ​
            ​
            ​
            ​
            4,907
            ​
            ​
            ​
            ​
            ​
            4,164
            ​
            ​
            ​
            ​
            ​
            302
            ​
            ​
            ​
            ​
            ​
            1,645
            ​
            ​
            ​
            ​
            ​
            3
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            11,021
            ​
            ​Net realized gain (loss)
            ​
            ​
            ​
            ​
            524
            ​
            ​
            ​
            ​
            ​
            (9,639)
            ​
            ​
            ​
            ​
            ​
            (19,350)
            ​
            ​
            ​
            ​
            ​
            (16,032)
            ​
            ​
            ​
            ​
            ​
            (167)
            ​
            ​
            ​
            ​
            ​
            1,407
            ​
            ​
            ​
            ​
            ​
            (43,257)
            ​
            ​Net change in unrealized appreciation (depreciation)
            ​
            ​
            ​
            ​
            24,755
            ​
            ​
            ​
            ​
            ​
            (4,259)
            ​
            ​
            ​
            ​
            ​
            19,735
            ​
            ​
            ​
            ​
            ​
            32,275
            ​
            ​
            ​
            ​
            ​
            (669)
            ​
            ​
            ​
            ​
            ​
            (15,434)
            ​
            ​
            ​
            ​
            ​
            56,403
            ​
            ​Purchases
            ​
            ​
            ​
            ​
            913,141
            ​
            ​
            ​
            ​
            ​
            115,429
            ​
            ​
            ​
            ​
            ​
            25,469
            ​
            ​
            ​
            ​
            ​
            130,613
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            35,859
            ​
            ​
            ​
            ​
            ​
            1,220,511
            ​
            ​Paid-in-kind interest
            ​
            ​
            ​
            ​
            2,433
            ​
            ​
            ​
            ​
            ​
            6,490
            ​
            ​
            ​
            ​
            ​
            23
            ​
            ​
            ​
            ​
            ​
            1,330
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            656
            ​
            ​
            ​
            ​
            ​
            10,932
            ​
            ​Sales and redemptions
            ​
            ​
            ​
            ​
            (544,122)
            ​
            ​
            ​
            ​
            ​
            (395,622)
            ​
            ​
            ​
            ​
            ​
            (13,845)
            ​
            ​
            ​
            ​
            ​
            (52,205)
            ​
            ​
            ​
            ​
            ​
            (2,230)
            ​
            ​
            ​
            ​
            ​
            (9,539)
            ​
            ​
            ​
            ​
            ​
            (1,017,563)
            ​
            ​Net transfers in or out of Level 3
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Fair value at end of period
            ​
            ​
            ​
            $
            3,265,727
            ​
            ​
            ​
            ​
            $
            435,534
            ​
            ​
            ​
            ​
            $
            160,419
            ​
            ​
            ​
            ​
            $
            500,023
            ​
            ​
            ​
            ​
            $
            20,110
            ​
            ​
            ​
            ​
            $
            344,246
            ​
            ​
            ​
            ​
            $
            4,726,059
            ​
            ​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
            ​
            ​
            ​
            $
            14,952
            ​
            ​
            ​
            ​
            $
            (14,621)
            ​
            ​
            ​
            ​
            $
            (545)
            ​
            ​
            ​
            ​
            $
            12,402
            ​
            ​
            ​
            ​
            $
            (512)
            ​
            ​
            ​
            ​
            $
            (37,227)
            ​
            ​
            ​
            ​
            $
            (25,551)
            ​
            ​​ ​
            ​
            ​
            For the Six Months Ended June 30, 2016
            ​​
            ​
            ​
            Senior Secured Loans—First Lien
            ​
            ​
            Senior Secured Loans—Second Lien
            ​
            ​
            Senior Secured Bonds
            ​
            ​
            Subordinated Debt
            ​
            ​
            Collateralized Securities
            ​
            ​
            Equity/​Other
            ​
            ​
            Total
            ​Fair value at beginning of period
            ​
            ​
            ​
            $
            2,802,207
            ​
            ​
            ​
            ​
            $
            902,113
            ​
            ​
            ​
            ​
            $
            181,200
            ​
            ​
            ​
            ​
            $
            319,019
            ​
            ​
            ​
            ​
            $
            113,383
            ​
            ​
            ​
            ​
            $
            214,930
            ​
            ​
            ​
            ​
            $
            4,532,852
            ​
            ​Accretion of discount (amortization of premium)
            ​
            ​
            ​
            ​
            2,218
            ​
            ​
            ​
            ​
            ​
            2,229
            ​
            ​
            ​
            ​
            ​
            1,633
            ​
            ​
            ​
            ​
            ​
            1,555
            ​
            ​
            ​
            ​
            ​
            97
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            7,732
            ​
            ​Net realized gain (loss)
            ​
            ​
            ​
            ​
            2,225
            ​
            ​
            ​
            ​
            ​
            (1,691)
            ​
            ​
            ​
            ​
            ​
            (22,044)
            ​
            ​
            ​
            ​
            ​
            (25,344)
            ​
            ​
            ​
            ​
            ​
            (1,224)
            ​
            ​
            ​
            ​
            ​
            1,257
            ​
            ​
            ​
            ​
            ​
            (46,821)
            ​
            ​Net change in unrealized appreciation (depreciation)
            ​
            ​
            ​
            ​
            21,890
            ​
            ​
            ​
            ​
            ​
            22,244
            ​
            ​
            ​
            ​
            ​
            2,011
            ​
            ​
            ​
            ​
            ​
            40,175
            ​
            ​
            ​
            ​
            ​
            3,877
            ​
            ​
            ​
            ​
            ​
            (4,465)
            ​
            ​
            ​
            ​
            ​
            85,732
            ​
            ​Purchases
            ​
            ​
            ​
            ​
            186,277
            ​
            ​
            ​
            ​
            ​
            38,702
            ​
            ​
            ​
            ​
            ​
            14,914
            ​
            ​
            ​
            ​
            ​
            59,205
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            78,702
            ​
            ​
            ​
            ​
            ​
            377,800
            ​
            ​Paid-in-kind interest
            ​
            ​
            ​
            ​
            1,583
            ​
            ​
            ​
            ​
            ​
            7,083
            ​
            ​
            ​
            ​
            ​
            155
            ​
            ​
            ​
            ​
            ​
            1,079
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            9,900
            ​
            ​Sales and redemptions
            ​
            ​
            ​
            ​
            (327,774)
            ​
            ​
            ​
            ​
            ​
            (98,904)
            ​
            ​
            ​
            ​
            ​
            (25,300)
            ​
            ​
            ​
            ​
            ​
            (31,830)
            ​
            ​
            ​
            ​
            ​
            (19,767)
            ​
            ​
            ​
            ​
            ​
            (6,506)
            ​
            ​
            ​
            ​
            ​
            (510,081)
            ​
            ​Net transfers in or out of Level 3(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            (2,791)
            ​
            ​
            ​
            ​
            ​
            (2,791)
            ​
            ​Fair value at end of period
            ​
            ​
            ​
            $
            2,688,626
            ​
            ​
            ​
            ​
            $
            871,776
            ​
            ​
            ​
            ​
            $
            152,569
            ​
            ​
            ​
            ​
            $
            363,859
            ​
            ​
            ​
            ​
            $
            96,366
            ​
            ​
            ​
            ​
            $
            281,127
            ​
            ​
            ​
            ​
            $
            4,454,323
            ​
            ​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
            ​
            ​
            ​
            $
            16,611
            ​
            ​
            ​
            ​
            $
            19,581
            ​
            ​
            ​
            ​
            $
            (15,358)
            ​
            ​
            ​
            ​
            $
            15,098
            ​
            ​
            ​
            ​
            $
            2,419
            ​
            ​
            ​
            ​
            $
            (1,906)
            ​
            ​
            ​
            ​
            $
            36,445
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            For the Six Months Ended June 30, 2017
            ​Fair value at beginning of period
            ​
            ​
            ​
            $
            (8,273)
            ​
            ​Amortization of premium (accretion of discount)
            ​
            ​
            ​
            ​
            (8)
            ​
            ​Net realized gain (loss)
            ​
            ​
            ​
            ​
            —
            ​
            ​Net change in unrealized (appreciation) depreciation
            ​
            ​
            ​
            ​
            (36)
            ​
            ​Proceeds from secured borrowing
            ​
            ​
            ​
            ​
            —
            ​
            ​Paid-in-kind interest
            ​
            ​
            ​
            ​
            —
            ​
            ​Repayments on secured borrowing
            ​
            ​
            ​
            ​
            —
            ​
            ​Net transfers in or out of Level 3
            ​
            ​
            ​
            ​
            —
            ​
            ​Fair value at end of period
            ​
            ​
            ​
            $
            (8,317)
            ​
            ​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 a secured borrowing still held at the reporting date
            ​
            ​
            ​
            $
            (36)
            ​
            ​​


TABLE OF CONTENTS
 Type of Investment
            ​
            ​
            Fair Value at June 30, 2017 (Unaudited)
            ​
            ​
            Valuation Technique(1)
            ​
            ​
            Unobservable Input
            ​
            ​
            Range
            ​
            ​
            Weighted Average
            ​Senior Secured Loans—First Lien
            ​
            ​
            ​
            $
            2,786,087
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            Market Yield (%)
            ​
            ​
            4.8% - 16.8%
            ​
            ​
            9.1%
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            EBITDA Multiples (x)
            ​
            ​
            0.4x - 8.0x
            ​
            ​
            5.2x
            ​​
            ​
            ​
            ​
            ​
            11,507
            ​
            ​
            ​
            Other(2)
            ​
            ​
            Other
            ​
            ​
            N/A
            ​
            ​
            N/A
            ​​
            ​
            ​
            ​
            ​
            422,419
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            4.0% - 103.0%
            ​
            ​
            98.1%
            ​​
            ​
            ​
            ​
            ​
            45,714
            ​
            ​
            ​
            Cost
            ​
            ​
            Cost
            ​
            ​
            100.0% - 100.0%
            ​
            ​
            100.0%
            ​Senior Secured Loans—Second Lien
            ​
            ​
            ​
            ​
            264,685
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            Market Yield (%)
            ​
            ​
            8.3% - 32.5%
            ​
            ​
            16.3%
            ​​
            ​
            ​
            ​
            ​
            17,607
            ​
            ​
            ​
            Other(2)
            ​
            ​
            Other
            ​
            ​
            N/A
            ​
            ​
            N/A
            ​​
            ​
            ​
            ​
            ​
            153,242
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            3.3% - 101.6%
            ​
            ​
            91.7%
            ​Senior Secured Bonds
            ​
            ​
            ​
            ​
            81,700
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            Market Yield (%)
            ​
            ​
            9.3% - 12.3%
            ​
            ​
            9.7%
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            EBITDA Multiples (x)
            ​
            ​
            4.8x - 7.3x
            ​
            ​
            7.0x
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Production Multiples (Mboe/d)
            ​
            ​
            $36,000.0 - $38,500.0
            ​
            ​
            $37,250.0
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Proved Reserves Multiples (Mmboe)
            ​
            ​
            $10.0 - $11.0
            ​
            ​
            $10.5
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            PV-10 Multiples (x)
            ​
            ​
            0.7x - 0.8x
            ​
            ​
            0.7x
            ​​
            ​
            ​
            ​
            ​
            78,719
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            74.3% - 107.6%
            ​
            ​
            99.3%
            ​Subordinated Debt
            ​
            ​
            ​
            ​
            224,129
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            Market Yield (%)
            ​
            ​
            7.8% - 15.3%
            ​
            ​
            9.5%
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            EBITDA Multiples (x)
            ​
            ​
            6.0x - 11.3x
            ​
            ​
            6.6x
            ​​
            ​
            ​
            ​
            ​
            275,894
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            52.9% - 106.3%
            ​
            ​
            98.4%
            ​Collateralized Securities
            ​
            ​
            ​
            ​
            20,110
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            53.6% - 99.6%
            ​
            ​
            70.0%
            ​Equity/Other
            ​
            ​
            ​
            ​
            286,088
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            Market Yield (%)
            ​
            ​
            13.8% - 14.3%
            ​
            ​
            14.0%
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Capacity Multiple ($/kW)
            ​
            ​
            $2,750.0 - $3,250.0
            ​
            ​
            $3,000.0
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            EBITDA Multiples (x)
            ​
            ​
            1.9x - 15.3x
            ​
            ​
            7.8x
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Production Multiples (Mboe/d)
            ​
            ​
            $36,000.0 - $47,500.0
            ​
            ​
            $38,797.2
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Production Multiples (MMcfe/d)
            ​
            ​
            $6,500.0 - $7,500.0
            ​
            ​
            $7,000.0
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Proved Reserves Multiples (Bcfe)
            ​
            ​
            $1.6 - $1.8
            ​
            ​
            $1.7
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Proved Reserves Multiples (Mmboe)
            ​
            ​
            $9.3 - $11.0
            ​
            ​
            $10.3
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            PV-10 Multiples (x)
            ​
            ​
            0.7x - 3.1x
            ​
            ​
            2.4x
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Discounted Cash Flow
            ​
            ​
            Discount Rate (%)
            ​
            ​
            22.8% - 24.8%
            ​
            ​
            23.8%
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Option Valuation Model
            ​
            ​
            Volatility (%)
            ​
            ​
            30.0% - 41.0%
            ​
            ​
            37.6%
            ​​
            ​
            ​
            ​
            ​
            50,092
            ​
            ​
            ​
            Other(2)
            ​
            ​
            Other
            ​
            ​
            N/A
            ​
            ​
            N/A
            ​​
            ​
            ​
            ​
            ​
            8,066
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            0.0% - 9.8%
            ​
            ​
            7.6%
            ​Total
            ​
            ​
            ​
            $
            4,726,059
            ​
            ​
            ​
            ​
            ​
            ​Secured Borrowing
            ​
            ​
            ​
            $
            (8,317)
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            Market Yield (%)
            ​
            ​
            (5.9)% - (6.9)%
            ​
            ​
            (6.4)%
            ​


TABLE OF CONTENTS
 Type of Investment
            ​
            ​
            Fair Value at December 31, 2016
            ​
            ​
            Valuation Technique(1)
            ​
            ​
            Unobservable Input
            ​
            ​
            Range
            ​
            ​
            Weighted Average
            ​
            ​
            ​
            ​Senior Secured Loans—First Lien
            ​
            ​
            ​
            $
            2,266,541
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            Market Yield (%)
            ​
            ​
            5.5% - 17.3%
            ​
            ​
            9.8%
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            EBITDA Multiples (x)
            ​
            ​
            6.8x - 7.3x
            ​
            ​
            7.0x
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            10,615
            ​
            ​
            ​
            Other(2)
            ​
            ​
            Other
            ​
            ​
            N/A
            ​
            ​
            N/A
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            517,874
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            18.2% - 104.1%
            ​
            ​
            98.0%
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            69,059
            ​
            ​
            ​
            Cost
            ​
            ​
            Cost
            ​
            ​
            100.0% - 100.0%
            ​
            ​
            100.0%
            ​
            ​
            ​
            ​Senior Secured Loans—Second Lien
            ​
            ​
            ​
            ​
            550,266
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            Market Yield (%)
            ​
            ​
            8.8% - 22.9%
            ​
            ​
            11.9%
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            168,705
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            8.8% - 101.0%
            ​
            ​
            90.2%
            ​
            ​
            ​
            ​Senior Secured Bonds
            ​
            ​
            ​
            ​
            70,677
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            Market Yield (%)
            ​
            ​
            7.5% - 9.0%
            ​
            ​
            7.9%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            EBITDA Multiples (x)
            ​
            ​
            6.3x - 7.3x
            ​
            ​
            6.5x
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Production Multiples (Mboe/d)
            ​
            ​
            $45,000.0 - $50,000.0
            ​
            ​
            $47,500.0
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Proved Reserves Multiples (Mmboe)
            ​
            ​
            $14.5 - $15.0
            ​
            ​
            $14.8
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            PV-10 Multiples (x)
            ​
            ​
            0.8x - 0.9x
            ​
            ​
            0.9x
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            77,408
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            65.0% - 109.6%
            ​
            ​
            98.0%
            ​
            ​
            ​
            ​Subordinated Debt
            ​
            ​
            ​
            ​
            187,936
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            Market Yield (%)
            ​
            ​
            8.0% - 15.3%
            ​
            ​
            10.6%
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            EBITDA Multiples (x)
            ​
            ​
            9.3x - 10.3x
            ​
            ​
            9.8x
            ​
            ​
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            214,461
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            54.5% - 125.5%
            ​
            ​
            92.4%
            ​
            ​
            ​
            ​Collateralized Securities
            ​
            ​
            ​
            ​
            23,173
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            38.7% - 94.3%
            ​
            ​
            69.4%
            ​
            ​
            ​
            ​Equity/Other
            ​
            ​
            ​
            ​
            305,308
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            EBITDA Multiples (x)
            ​
            ​
            4.5x - 16.3x
            ​
            ​
            8.4x
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Production Multiples (Mboe/d)
            ​
            ​
            $2,225.0 - $55,000.0
            ​
            ​
            $37,276.1
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Proved Reserves Multiples (Mmboe)
            ​
            ​
            $0.7 - $15.0
            ​
            ​
            $8.1
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Undeveloped Acreage Multiples ($)
            ​
            ​
            $8,000.0 - $10,000.0
            ​
            ​
            $9,000.0
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Capacity Multiple ($/kW)
            ​
            ​
            $2,375.0 - $2,875.0
            ​
            ​
            $2,625.0
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            PV-10 Multiples (x)
            ​
            ​
            0.8x - 2.1x
            ​
            ​
            1.6x
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Discounted Cash Flow
            ​
            ​
            Discount Rate (%)
            ​
            ​
            11.0% - 24.8%
            ​
            ​
            18.7%
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Option Valuation Model
            ​
            ​
            Volatility (%)
            ​
            ​
            34.5% - 41.0%
            ​
            ​
            39.3%
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            12,532
            ​
            ​
            ​
            Other(2)
            ​
            ​
            Other
            ​
            ​
            N/A
            ​
            ​
            N/A
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            13,341
            ​
            ​
            ​
            Market Quotes
            ​
            ​
            Indicative Dealer Quotes
            ​
            ​
            0.0% - 32.0%
            ​
            ​
            12.7%
            ​
            ​
            ​
            ​​
            ​
            ​
            ​
            ​
            116
            ​
            ​
            ​
            Cost
            ​
            ​
            Cost
            ​
            ​
            100.0% - 100.0%
            ​
            ​
            100.0%
            ​
            ​
            ​
            ​Total
            ​
            ​
            ​
            $
            4,488,012
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​Secured Borrowing
            ​
            ​
            ​
            $
            (8,273)
            ​
            ​
            ​
            Market Comparables
            ​
            ​
            Market Yield (%)
            ​
            ​
            (6.0)% - (7.1)%
            ​
            ​
            (6.6)%
            ​
            ​
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            As of June 30, 2017 (Unaudited)
            ​Arrangement
            ​
            ​
            Type of Arrangement
            ​
            ​
            Rate
            ​
            ​
            Amount Outstanding
            ​
            ​
            Amount Available
            ​
            ​
            Maturity Date
            ​Green Creek Credit Facility
            ​
            ​
            Term Loan Credit Facility
            ​
            ​
            L+2.50%
            ​
            ​
            ​
            $
            400,000
            ​
            ​
            ​
            ​
            $
            100,000
            ​
            ​
            ​
            December 15, 2019
            ​Cooper River Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+2.25%
            ​
            ​
            ​
            $
            172,433
            ​
            ​
            ​
            ​
            $
            27,567
            ​
            ​
            ​
            May 29, 2020
            ​Wissahickon Creek Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+1.50% to L+2.50%
            ​
            ​
            ​
            $
            240,146
            ​
            ​
            ​
            ​
            $
            9,854
            ​
            ​
            ​
            February 18, 2022
            ​Darby Creek Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+2.50%
            ​
            ​
            ​
            $
            250,000
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            August 19, 2020
            ​Dunning Creek Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+1.80%
            ​
            ​
            ​
            $
            149,400
            ​
            ​
            ​
            ​
            $
            600
            ​
            ​
            ​
            May 14, 2018
            ​Juniata River Credit Facility
            ​
            ​
            Term Loan Credit Facility
            ​
            ​
            L+2.68%
            ​
            ​
            ​
            $
            850,000
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            October 11, 2020
            ​FSIC II Revolving Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            See Note (1)
            ​
            ​
            ​
            $
            14,151(2)
            ​
            ​
            ​
            ​
            $
            105,849
            ​
            ​
            ​
            February 23, 2021
            ​Partial Loan Sale
            ​
            ​
            Secured Borrowing
            ​
            ​
            L+4.50% (1.0% floor)
            ​
            ​
            ​
            $
            8,214
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            July 29, 2022
            ​ 
 
   
    ​
            ​
            ​
            As of December 31, 2016
            ​Arrangement
            ​
            ​
            Type of Arrangement
            ​
            ​
            Rate
            ​
            ​
            Amount Outstanding
            ​
            ​
            Amount Available
            ​
            ​
            Maturity Date
            ​Goldman Repurchase Facility
            ​
            ​
            Repurchase Agreement
            ​
            ​
            L+2.50%
            ​
            ​
            ​
            $
            400,000
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            December 15, 2018
            ​Cooper River Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+2.25%
            ​
            ​
            ​
            $
            166,033
            ​
            ​
            ​
            ​
            $
            33,967
            ​
            ​
            ​
            May 29, 2020
            ​Wissahickon Creek Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+1.50% to L+2.50%
            ​
            ​
            ​
            $
            240,146
            ​
            ​
            ​
            ​
            $
            9,854
            ​
            ​
            ​
            February 19, 2019(1)
            ​Darby Creek Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+2.50%
            ​
            ​
            ​
            $
            225,000
            ​
            ​
            ​
            ​
            $
            25,000
            ​
            ​
            ​
            August 19, 2020
            ​Dunning Creek Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+1.70%
            ​
            ​
            ​
            $
            94,200
            ​
            ​
            ​
            ​
            $
            55,800
            ​
            ​
            ​
            May 14, 2017
            ​Juniata River Credit Facility
            ​
            ​
            Term Loan Credit Facility
            ​
            ​
            L+2.68%
            ​
            ​
            ​
            $
            850,000
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            October 11, 2020
            ​FSIC II Revolving Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+1.75%
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            $
            120,000
            ​
            ​
            ​
            February 23, 2021
            ​Partial Loan Sale
            ​
            ​
            Secured Borrowing
            ​
            ​
            L+4.50% (1.0% floor)
            ​
            ​
            ​
            $
            8,214
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            July 29, 2022
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Three Months Ended June 30,
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​Direct interest expense
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            $
            4,518
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            $
            9,036
            ​
            ​Amortization of deferred financing costs
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            10
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            20
            ​
            ​Total interest expense
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            $
            4,528
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            $
            9,056
            ​
            ​​  ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Cash paid for interest expense
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            $
            9,036
            ​
            ​Average borrowings under the facility
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            $
            550,000
            ​
            ​Effective interest rate on borrowings
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            3.25%
            ​
            ​Weighted average interest rate(1)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            3.25%
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Three Months Ended June 30,
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​Direct interest expense
            ​
            ​
            ​
            $
            1,730
            ​
            ​
            ​
            ​
            $
            3,286
            ​
            ​
            ​
            ​
            $
            5,249
            ​
            ​
            ​
            ​
            $
            6,200
            ​
            ​Amortization of deferred financing costs
            ​
            ​
            ​
            ​
            111
            ​
            ​
            ​
            ​
            ​
            135
            ​
            ​
            ​
            ​
            ​
            245
            ​
            ​
            ​
            ​
            ​
            272
            ​
            ​Total interest expense
            ​
            ​
            ​
            $
            1,841
            ​
            ​
            ​
            ​
            $
            3,421
            ​
            ​
            ​
            ​
            $
            5,494
            ​
            ​
            ​
            ​
            $
            6,472
            ​
            ​​  ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​Cash paid for interest expense
            ​
            ​
            ​
            $
            6,982
            ​
            ​
            ​
            ​
            $
            6,043
            ​
            ​
            ​Average borrowings under the facility
            ​
            ​
            ​
            $
            400,000
            ​
            ​
            ​
            ​
            $
            400,000
            ​
            ​
            ​Effective interest rate on borrowings
            ​
            ​
            ​
            ​
            3.54%
            ​
            ​
            ​
            ​
            ​
            3.13%
            ​
            ​
            ​Weighted average interest rate(1)
            ​
            ​
            ​
            ​
            3.53%
            ​
            ​
            ​
            ​
            ​
            3.07%
            ​
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Three Months Ended June 30, 2017
            ​
            ​
            Six Months Ended June 30, 2017
            ​Direct interest expense
            ​
            ​
            ​
            $
            1,848
            ​
            ​
            ​
            ​
            $
            1,848
            ​
            ​Amortization of deferred financing costs
            ​
            ​
            ​
            ​
            37
            ​
            ​
            ​
            ​
            ​
            37
            ​
            ​Total interest expense
            ​
            ​
            ​
            $
            1,885
            ​
            ​
            ​
            ​
            $
            1,885
            ​
            ​​


TABLE OF CONTENTS
 ​
            ​
            ​
            Six Months Ended June 30, 2017
            ​Cash paid for interest expense(1)
            ​
            ​
            ​
            $
            —
            ​
            ​Average borrowings under the facility(2)
            ​
            ​
            ​
            $
            400,000
            ​
            ​Effective interest rate on borrowings
            ​
            ​
            ​
            ​
            3.54%
            ​
            ​Weighted average interest rate(1)
            ​
            ​
            ​
            ​
            3.54%
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Three Months Ended June 30,
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​Direct interest expense
            ​
            ​
            ​
            $
            1,476
            ​
            ​
            ​
            ​
            $
            1,384
            ​
            ​
            ​
            ​
            $
            2,843
            ​
            ​
            ​
            ​
            $
            2,815
            ​
            ​Non-usage fees
            ​
            ​
            ​
            ​
            51
            ​
            ​
            ​
            ​
            ​
            18
            ​
            ​
            ​
            ​
            ​
            115
            ​
            ​
            ​
            ​
            ​
            35
            ​
            ​Amortization of deferred financing costs
            ​
            ​
            ​
            ​
            115
            ​
            ​
            ​
            ​
            ​
            128
            ​
            ​
            ​
            ​
            ​
            230
            ​
            ​
            ​
            ​
            ​
            268
            ​
            ​Total interest expense
            ​
            ​
            ​
            $
            1,642
            ​
            ​
            ​
            ​
            $
            1,530
            ​
            ​
            ​
            ​
            $
            3,188
            ​
            ​
            ​
            ​
            $
            3,118
            ​
            ​​  ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Cash paid for interest expense
            ​
            ​
            ​
            $
            2,814
            ​
            ​
            ​
            ​
            $
            2,667
            ​
            ​Average borrowings under the facility
            ​
            ​
            ​
            $
            169,321
            ​
            ​
            ​
            ​
            $
            190,681
            ​
            ​Effective interest rate on borrowings (including the effect of non-usage fees)
            ​
            ​
            ​
            ​
            3.39%
            ​
            ​
            ​
            ​
            ​
            2.91%
            ​
            ​Weighted average interest rate (including the effect of non-usage fees)(1)
            ​
            ​
            ​
            ​
            3.47%
            ​
            ​
            ​
            ​
            ​
            2.96%
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Three Months Ended June 30,
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​Direct interest expense
            ​
            ​
            ​
            $
            2,167
            ​
            ​
            ​
            ​
            $
            1,750
            ​
            ​
            ​
            ​
            $
            4,205
            ​
            ​
            ​
            ​
            $
            3,583
            ​
            ​Non-usage fees
            ​
            ​
            ​
            ​
            13
            ​
            ​
            ​
            ​
            ​
            30
            ​
            ​
            ​
            ​
            ​
            25
            ​
            ​
            ​
            ​
            ​
            42
            ​
            ​Amortization of deferred financing costs
            ​
            ​
            ​
            ​
            265
            ​
            ​
            ​
            ​
            ​
            170
            ​
            ​
            ​
            ​
            ​
            478
            ​
            ​
            ​
            ​
            ​
            340
            ​
            ​Total interest expense
            ​
            ​
            ​
            $
            2,445
            ​
            ​
            ​
            ​
            $
            1,950
            ​
            ​
            ​
            ​
            $
            4,708
            ​
            ​
            ​
            ​
            $
            3,965
            ​
            ​​  ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Cash paid for interest expense
            ​
            ​
            ​
            $
            4,079
            ​
            ​
            ​
            ​
            $
            3,513
            ​
            ​Average borrowings under the facility
            ​
            ​
            ​
            $
            240,146
            ​
            ​
            ​
            ​
            $
            233,223
            ​
            ​Effective interest rate on borrowings (including the effect of non-usage fees)
            ​
            ​
            ​
            ​
            3.68%
            ​
            ​
            ​
            ​
            ​
            3.11%
            ​
            ​Weighted average interest rate (including the effect of non-usage fees)(1)
            ​
            ​
            ​
            ​
            3.50%
            ​
            ​
            ​
            ​
            ​
            3.07%
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Three Months Ended June 30,
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​Direct interest expense
            ​
            ​
            ​
            $
            2,455
            ​
            ​
            ​
            ​
            $
            2,291
            ​
            ​
            ​
            ​
            $
            4,725
            ​
            ​
            ​
            ​
            $
            4,249
            ​
            ​Non-usage fees
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            14
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Amortization of deferred financing costs
            ​
            ​
            ​
            ​
            341
            ​
            ​
            ​
            ​
            ​
            208
            ​
            ​
            ​
            ​
            ​
            678
            ​
            ​
            ​
            ​
            ​
            417
            ​
            ​Total interest expense
            ​
            ​
            ​
            $
            2,796
            ​
            ​
            ​
            ​
            $
            2,499
            ​
            ​
            ​
            ​
            $
            5,417
            ​
            ​
            ​
            ​
            $
            4,666
            ​
            ​​


TABLE OF CONTENTS
 ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Cash paid for interest expense
            ​
            ​
            ​
            $
            4,416
            ​
            ​
            ​
            ​
            $
            4,185
            ​
            ​Average borrowings under the facility
            ​
            ​
            ​
            $
            244,613
            ​
            ​
            ​
            ​
            $
            250,000
            ​
            ​Effective interest rate on borrowings (including the effect of non-usage fees)
            ​
            ​
            ​
            ​
            3.63%
            ​
            ​
            ​
            ​
            ​
            3.37%
            ​
            ​Weighted average interest rate (including the effect of non-usage fees)(1)
            ​
            ​
            ​
            ​
            3.85%
            ​
            ​
            ​
            ​
            ​
            3.36%
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Three Months Ended June 30,
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​Direct interest expense
            ​
            ​
            ​
            $
            1,017
            ​
            ​
            ​
            ​
            $
            637
            ​
            ​
            ​
            ​
            $
            1,693
            ​
            ​
            ​
            ​
            $
            1,226
            ​
            ​Non-usage fees
            ​
            ​
            ​
            ​
            22
            ​
            ​
            ​
            ​
            ​
            36
            ​
            ​
            ​
            ​
            ​
            117
            ​
            ​
            ​
            ​
            ​
            36
            ​
            ​Amortization of deferred financing costs
            ​
            ​
            ​
            ​
            101
            ​
            ​
            ​
            ​
            ​
            131
            ​
            ​
            ​
            ​
            ​
            204
            ​
            ​
            ​
            ​
            ​
            286
            ​
            ​Total interest expense
            ​
            ​
            ​
            $
            1,140
            ​
            ​
            ​
            ​
            $
            804
            ​
            ​
            ​
            ​
            $
            2,014
            ​
            ​
            ​
            ​
            $
            1,548
            ​
            ​​  ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Cash paid for interest expense
            ​
            ​
            ​
            $
            1,613
            ​
            ​
            ​
            ​
            $
            1,158
            ​
            ​Average borrowings under the facility
            ​
            ​
            ​
            $
            118,855
            ​
            ​
            ​
            ​
            $
            114,200
            ​
            ​Effective interest rate on borrowings (including the effect of non-usage fees)
            ​
            ​
            ​
            ​
            2.94%
            ​
            ​
            ​
            ​
            ​
            2.55%
            ​
            ​Weighted average interest rate (including the effect of non-usage fees)(1)
            ​
            ​
            ​
            ​
            3.03%
            ​
            ​
            ​
            ​
            ​
            2.18%
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Three Months Ended June 30,
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​Direct interest expense
            ​
            ​
            ​
            $
            7,961
            ​
            ​
            ​
            ​
            $
            2,372
            ​
            ​
            ​
            ​
            $
            15,794
            ​
            ​
            ​
            ​
            $
            4,704
            ​
            ​Amortization of deferred financing costs
            ​
            ​
            ​
            ​
            365
            ​
            ​
            ​
            ​
            ​
            17
            ​
            ​
            ​
            ​
            ​
            726
            ​
            ​
            ​
            ​
            ​
            34
            ​
            ​Total interest expense
            ​
            ​
            ​
            $
            8,326
            ​
            ​
            ​
            ​
            $
            2,389
            ​
            ​
            ​
            ​
            $
            16,520
            ​
            ​
            ​
            ​
            $
            4,738
            ​
            ​​  ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Cash paid for interest expense
            ​
            ​
            ​
            $
            15,532
            ​
            ​
            ​
            ​
            $
            4,530
            ​
            ​Average borrowings under the facility
            ​
            ​
            ​
            $
            850,000
            ​
            ​
            ​
            ​
            $
            300,000
            ​
            ​Effective interest rate on borrowings
            ​
            ​
            ​
            ​
            3.71%
            ​
            ​
            ​
            ​
            ​
            3.13%
            ​
            ​Weighted average interest rate(1)
            ​
            ​
            ​
            ​
            3.70%
            ​
            ​
            ​
            ​
            ​
            3.10%
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Three Months Ended June 30,
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​Direct interest expense
            ​
            ​
            ​
            $
            296
            ​
            ​
            ​
            ​
            $
            433
            ​
            ​
            ​
            ​
            $
            528
            ​
            ​
            ​
            ​
            $
            480
            ​
            ​Non-usage fees
            ​
            ​
            ​
            ​
            70
            ​
            ​
            ​
            ​
            ​
            35
            ​
            ​
            ​
            ​
            ​
            151
            ​
            ​
            ​
            ​
            ​
            66
            ​
            ​Amortization of deferred financing costs
            ​
            ​
            ​
            ​
            12
            ​
            ​
            ​
            ​
            ​
            36
            ​
            ​
            ​
            ​
            ​
            42
            ​
            ​
            ​
            ​
            ​
            50
            ​
            ​Total interest expense
            ​
            ​
            ​
            $
            378
            ​
            ​
            ​
            ​
            $
            504
            ​
            ​
            ​
            ​
            $
            721
            ​
            ​
            ​
            ​
            $
            596
            ​
            ​​  ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Cash paid for interest expense(1)
            ​
            ​
            ​
            $
            686
            ​
            ​
            ​
            ​
            $
            391
            ​
            ​Average borrowings under the facility(2)
            ​
            ​
            ​
            $
            33,564
            ​
            ​
            ​
            ​
            $
            58,566
            ​
            ​Effective interest rate on borrowings (including the effect of non-usage fees)
            ​
            ​
            ​
            ​
            3.55%
            ​
            ​
            ​
            ​
            ​
            2.44%
            ​
            ​Weighted average interest rate (including the effect of non-usage fees)(1)
            ​
            ​
            ​
            ​
            4.02%
            ​
            ​
            ​
            ​
            ​
            2.60%
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Three Months Ended June 30,
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​Direct interest expense
            ​
            ​
            ​
            $
            117
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            $
            230
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​Accretion of discount
            ​
            ​
            ​
            ​
            4
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            8
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Total interest expense
            ​
            ​
            ​
            $
            121
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            $
            238
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​​  ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Cash paid for interest expense(1)
            ​
            ​
            ​
            $
            228
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​Average secured borrowing
            ​
            ​
            ​
            $
            8,214
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Effective interest rate on secured borrowing
            ​
            ​
            ​
            ​
            5.67%
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Weighted average interest rate(1)
            ​
            ​
            ​
            ​
            5.57%
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Six Months Ended June 30, 2017 (Unaudited)
            ​
            ​
            Year Ended December 31, 2016
            ​Per Share Data:(1)
            ​
            ​
            ​Net asset value, beginning of period
            ​
            ​
            ​
            $
            8.90
            ​
            ​
            ​
            ​
            $
            8.37
            ​
            ​Results of operations(2)
            ​
            ​
            ​Net investment income
            ​
            ​
            ​
            ​
            0.41
            ​
            ​
            ​
            ​
            ​
            0.79
            ​
            ​Net realized and unrealized appreciation (depreciation) on investments, gain/loss on foreign currency and secured borrowing
            ​
            ​
            ​
            ​
            0.03
            ​
            ​
            ​
            ​
            ​
            0.49
            ​
            ​Net increase (decrease) in net assets resulting from operations
            ​
            ​
            ​
            ​
            0.44
            ​
            ​
            ​
            ​
            ​
            1.28
            ​
            ​Stockholder distributions(3)
            ​
            ​
            ​Distributions from net investment income
            ​
            ​
            ​
            ​
            (0.38)
            ​
            ​
            ​
            ​
            ​
            (0.73)
            ​
            ​Distributions from net realized gain on investments
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            (0.02)
            ​
            ​Net decrease in net assets resulting from stockholder distributions
            ​
            ​
            ​
            ​
            (0.38)
            ​
            ​
            ​
            ​
            ​
            (0.75)
            ​
            ​Capital share transactions
            ​
            ​
            ​Issuance of common stock(4)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Repurchases of common stock(5)
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Net increase (decrease) in net assets resulting from capital share transactions
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Net asset value, end of period
            ​
            ​
            ​
            $
            8.96
            ​
            ​
            ​
            ​
            $
            8.90
            ​
            ​Shares outstanding, end of period
            ​
            ​
            ​
            ​
            328,095,346
            ​
            ​
            ​
            ​
            ​
            326,909,727
            ​
            ​Total return(6)
            ​
            ​
            ​
            ​
            4.94%
            ​
            ​
            ​
            ​
            ​
            16.07%
            ​
            ​Total return (without assuming reinvestment of distributions)(7)
            ​
            ​
            ​
            ​
            4.94%
            ​
            ​
            ​
            ​
            ​
            15.29%
            ​
            ​Ratio/Supplemental Data:
            ​
            ​
            ​Net assets, end of period
            ​
            ​
            ​
            $
            2,938,850
            ​
            ​
            ​
            ​
            $
            2,909,860
            ​
            ​Ratio of net investment income to average net assets(8)
            ​
            ​
            ​
            ​
            9.05%
            ​
            ​
            ​
            ​
            ​
            9.28%
            ​
            ​Ratio of operating expenses and excise taxes to average net assets(8)
            ​
            ​
            ​
            ​
            8.85%
            ​
            ​
            ​
            ​
            ​
            8.96%
            ​
            ​Ratio of net operating expenses and excise taxes to average net assets(8)
            ​
            ​
            ​
            ​
            8.42%
            ​
            ​
            ​
            ​
            ​
            8.51%
            ​
            ​Portfolio turnover(9)
            ​
            ​
            ​
            ​
            22.17%
            ​
            ​
            ​
            ​
            ​
            31.77%
            ​
            ​Total amount of senior securities outstanding, exclusive of treasury securities
            ​
            ​
            ​
            $
            2,084,344
            ​
            ​
            ​
            ​
            $
            1,983,593
            ​
            ​Asset coverage per unit(10)
            ​
            ​
            ​
            ​
            2.41
            ​
            ​
            ​
            ​
            ​
            2.47
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Six Months Ended June 30, 2017 (Unaudited)
            ​
            ​
            Year Ended December 31, 2016
            ​Ratio of subordinated income incentive fees to average net assets
            ​
            ​
            ​
            ​
            2.20%
            ​
            ​
            ​
            ​
            ​
            2.27%
            ​
            ​Ratio of interest expense to average net assets
            ​
            ​
            ​
            ​
            2.74%
            ​
            ​
            ​
            ​
            ​
            2.57%
            ​
            ​Ratio of excise taxes to average net assets
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            0.07%
            ​
            ​


TABLE OF CONTENTS ​


TABLE OF CONTENTS
 Direct Originations
 Opportunistic


TABLE OF CONTENTS
 Broadly Syndicated/Other


TABLE OF CONTENTS


TABLE OF CONTENTS


TABLE OF CONTENTS


TABLE OF CONTENTS
 Net Investment Activity
            ​
            ​
            For the Three Months Ended June 30, 2017
            ​
            ​
            For the Six Months Ended June 30, 2017
            ​Purchases
            ​
            ​
            ​
            $
            725,107
            ​
            ​
            ​
            ​
            $
            1,223,354
            ​
            ​Sales and Redemptions
            ​
            ​
            ​
            ​
            (601,031)
            ​
            ​
            ​
            ​
            ​
            (1,017,563)
            ​
            ​Net Portfolio Activity
            ​
            ​
            ​
            $
            124,076
            ​
            ​
            ​
            ​
            $
            205,791
            ​
            ​​ ​
            ​
            ​
            For the Three Months Ended June 30, 2017
            ​
            ​
            For the Six Months Ended June 30, 2017
            ​New Investment Activity by Asset Class
            ​
            ​
            Purchases
            ​
            ​
            Percentage
            ​
            ​
            Purchases
            ​
            ​
            Percentage
            ​Senior Secured Loans—First Lien
            ​
            ​
            ​
            $
            519,103
            ​
            ​
            ​
            ​
            ​
            72%
            ​
            ​
            ​
            ​
            $
            913,141
            ​
            ​
            ​
            ​
            ​
            75%
            ​
            ​Senior Secured Loans—Second Lien
            ​
            ​
            ​
            ​
            112,248
            ​
            ​
            ​
            ​
            ​
            15%
            ​
            ​
            ​
            ​
            ​
            115,429
            ​
            ​
            ​
            ​
            ​
            9%
            ​
            ​Senior Secured Bonds
            ​
            ​
            ​
            ​
            9,563
            ​
            ​
            ​
            ​
            ​
            1%
            ​
            ​
            ​
            ​
            ​
            25,469
            ​
            ​
            ​
            ​
            ​
            2%
            ​
            ​Subordinated Debt
            ​
            ​
            ​
            ​
            55,832
            ​
            ​
            ​
            ​
            ​
            8%
            ​
            ​
            ​
            ​
            ​
            130,613
            ​
            ​
            ​
            ​
            ​
            11%
            ​
            ​Collateralized Securities
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Equity/Other
            ​
            ​
            ​
            ​
            28,361
            ​
            ​
            ​
            ​
            ​
            4%
            ​
            ​
            ​
            ​
            ​
            38,702
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Total
            ​
            ​
            ​
            $
            725,107
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            $
            1,223,354
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​​  ​
            ​
            ​
            June 30, 2017(Unaudited)
            ​
            ​
            December 31, 2016
            ​​
            ​
            ​
            AmortizedCost(1)
            ​
            ​
            Fair Value
            ​
            ​
            Percentageof Portfolio
            ​
            ​
            AmortizedCost(1)
            ​
            ​
            Fair Value
            ​
            ​
            Percentage of Portfolio
            ​Senior Secured Loans—First Lien
            ​
            ​
            ​
            $
            3,263,316
            ​
            ​
            ​
            ​
            $
            3,265,727
            ​
            ​
            ​
            ​
            ​
            69%
            ​
            ​
            ​
            ​
            $
            2,886,433
            ​
            ​
            ​
            ​
            $
            2,864,089
            ​
            ​
            ​
            ​
            ​
            64%
            ​
            ​Senior Secured Loans—Second Lien
            ​
            ​
            ​
            ​
            470,071
            ​
            ​
            ​
            ​
            ​
            435,534
            ​
            ​
            ​
            ​
            ​
            9%
            ​
            ​
            ​
            ​
            ​
            749,249
            ​
            ​
            ​
            ​
            ​
            718,971
            ​
            ​
            ​
            ​
            ​
            16%
            ​
            ​Senior Secured Bonds
            ​
            ​
            ​
            ​
            161,136
            ​
            ​
            ​
            ​
            ​
            160,419
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​
            ​
            ​
            ​
            168,537
            ​
            ​
            ​
            ​
            ​
            148,085
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Subordinated Debt
            ​
            ​
            ​
            ​
            479,671
            ​
            ​
            ​
            ​
            ​
            500,023
            ​
            ​
            ​
            ​
            ​
            11%
            ​
            ​
            ​
            ​
            ​
            414,320
            ​
            ​
            ​
            ​
            ​
            402,397
            ​
            ​
            ​
            ​
            ​
            9%
            ​
            ​Collateralized Securities
            ​
            ​
            ​
            ​
            17,874
            ​
            ​
            ​
            ​
            ​
            20,110
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​
            ​
            ​
            ​
            20,268
            ​
            ​
            ​
            ​
            ​
            23,173
            ​
            ​
            ​
            ​
            ​
            1%
            ​
            ​Equity/Other
            ​
            ​
            ​
            ​
            329,686
            ​
            ​
            ​
            ​
            ​
            351,798
            ​
            ​
            ​
            ​
            ​
            8%
            ​
            ​
            ​
            ​
            ​
            298,460
            ​
            ​
            ​
            ​
            ​
            340,680
            ​
            ​
            ​
            ​
            ​
            7%
            ​
            ​Total
            ​
            ​
            ​
            $
            4,721,754
            ​
            ​
            ​
            ​
            $
            4,733,611
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            $
            4,537,267
            ​
            ​
            ​
            ​
            $
            4,497,395
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​ 
 
    ​
            ​
            ​
            June 30, 2017
            ​
            ​
            December 31, 2016
            ​Number of Portfolio Companies
            ​
            ​
            142
            ​
            ​
            138
            ​% Variable Rate (based on fair value)
            ​
            ​
            78.3%
            ​
            ​
            79.0%
            ​% Fixed Rate (based on fair value)
            ​
            ​
            13.7%
            ​
            ​
            13.4%
            ​% Income Producing Equity or Other Investments (based on fair value)
            ​
            ​
            1.1%
            ​
            ​
            1.0%
            ​% Non-Income Producing Equity or Other Investments (based on fair value)
            ​
            ​
            6.9%
            ​
            ​
            6.6%
            ​Average Annual EBITDA of Portfolio Companies
            ​
            ​
            $107,600
            ​
            ​
            $125,000
            ​Weighted Average Purchase Price of Debt Investments (as a % of par)
            ​
            ​
            97.2%
            ​
            ​
            97.5%
            ​% of Investments on Non-Accrual (based on fair value)
            ​
            ​
            0.6%
            ​
            ​
            0.0%
            ​Gross Portfolio Yield Prior to Leverage (based on amortized cost)
            ​
            ​
            9.2%
            ​
            ​
            9.4%
            ​Gross Portfolio Yield Prior to Leverage (based on amortized cost) — Excluding Non-Income Producing Assets
            ​
            ​
            10.0%
            ​
            ​
            10.1%
            ​


TABLE OF CONTENTS
 New Direct Originations
            ​
            ​
            For the Three Months Ended June 30, 2017
            ​
            ​
            For the Six Months Ended June 30, 2017
            ​Total Commitments (including unfunded commitments)
            ​
            ​
            ​
            $
            514,681
            ​
            ​
            ​
            ​
            $
            908,560
            ​
            ​Exited Investments (including partial paydowns)
            ​
            ​
            ​
            ​
            (345,566)
            ​
            ​
            ​
            ​
            ​
            (664,009)
            ​
            ​Net Direct Originations
            ​
            ​
            ​
            $
            169,115
            ​
            ​
            ​
            ​
            $
            244,551
            ​
            ​​ ​
            ​
            ​
            For the Three Months Ended June 30, 2017
            ​
            ​
            For the Six Months Ended June 30, 2017
            ​New Direct Originations by Asset Class (including unfunded commitments)
            ​
            ​
            CommitmentAmount
            ​
            ​
            Percentage
            ​
            ​
            CommitmentAmount
            ​
            ​
            Percentage
            ​Senior Secured Loans—First Lien
            ​
            ​
            ​
            $
            497,651
            ​
            ​
            ​
            ​
            ​
            97%
            ​
            ​
            ​
            ​
            $
            879,300
            ​
            ​
            ​
            ​
            ​
            97%
            ​
            ​Senior Secured Loans—Second Lien
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            3,539
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​Senior Secured Bonds
            ​
            ​
            ​
            ​
            2,063
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​
            ​
            ​
            ​
            3,396
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​Subordinated Debt
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Collateralized Securities
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Equity/Other
            ​
            ​
            ​
            ​
            14,967
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​
            ​
            ​
            ​
            22,325
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Total
            ​
            ​
            ​
            $
            514,681
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            $
            908,560
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​​ ​
            ​
            ​
            For the Three Months Ended June 30, 2017
            ​
            ​
            For the Six Months Ended June 30, 2017
            ​Average New Direct Origination Commitment Amount
            ​
            ​
            $30,275
            ​
            ​
            $32,449
            ​Weighted Average Maturity for New DirectOriginations
            ​
            ​
            3/23/22
            ​
            ​
            11/18/22
            ​Gross Portfolio Yield Prior to Leverage (based on amortized cost) of New Direct Originations Funded during Period
            ​
            ​
            8.5%
            ​
            ​
            8.7%
            ​Gross Portfolio Yield Prior to Leverage (based on amortized cost) of New Direct Originations Funded during Period—Excluding Non-Income Producing Assets
            ​
            ​
            8.9%
            ​
            ​
            8.9%
            ​Gross Portfolio Yield Prior to Leverage (based on amortized cost) of Direct Originations Exited during Period
            ​
            ​
            9.5%
            ​
            ​
            9.8%
            ​  Characteristics of All Direct Originations Held in Portfolio
            ​
            ​
            June 30, 2017
            ​
            ​
            December 31, 2016
            ​Number of Portfolio Companies
            ​
            ​
            75
            ​
            ​
            68
            ​Average Annual EBITDA of Portfolio Companies
            ​
            ​
            $70,000
            ​
            ​
            $66,700
            ​Average Leverage Through Tranche of Portfolio Companies—Excluding Equity/Other and Collateralized Securities
            ​
            ​
            4.6x
            ​
            ​
            4.8x
            ​% of Investments on Non-Accrual (based on fair value)
            ​
            ​
            0.7%
            ​
            ​
            —
            ​Gross Portfolio Yield Prior to Leverage (based on amortized cost) of Funded Direct Originations
            ​
            ​
            9.2%
            ​
            ​
            9.5%
            ​Gross Portfolio Yield Prior to Leverage (based on amortized cost) of Funded Direct Originations—Excluding Non-Income Producing Assets
            ​
            ​
            10.0%
            ​
            ​
            10.2%
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            June 30, 2017
            ​
            ​
            December 31, 2016
            ​Portfolio Composition by Strategy
            ​
            ​
            FairValue
            ​
            ​
            Percentage ofPortfolio
            ​
            ​
            FairValue
            ​
            ​
            Percentage ofPortfolio
            ​Direct Originations
            ​
            ​
            ​
            $
            3,809,308
            ​
            ​
            ​
            ​
            ​
            80%
            ​
            ​
            ​
            ​
            $
            3,635,978
            ​
            ​
            ​
            ​
            ​
            81%
            ​
            ​Opportunistic
            ​
            ​
            ​
            ​
            684,926
            ​
            ​
            ​
            ​
            ​
            15%
            ​
            ​
            ​
            ​
            ​
            568,120
            ​
            ​
            ​
            ​
            ​
            13%
            ​
            ​Broadly Syndicated/Other
            ​
            ​
            ​
            ​
            239,377
            ​
            ​
            ​
            ​
            ​
            5%
            ​
            ​
            ​
            ​
            ​
            293,297
            ​
            ​
            ​
            ​
            ​
            6%
            ​
            ​Total
            ​
            ​
            ​
            $
            4,733,611
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            $
            4,497,395
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​​  ​
            ​
            ​
            June 30, 2017(Unaudited)
            ​
            ​
            December 31, 2016
            ​Industry Classification
            ​
            ​
            FairValue
            ​
            ​
            Percentage ofPortfolio
            ​
            ​
            FairValue
            ​
            ​
            Percentage ofPortfolio
            ​Automobiles & Components
            ​
            ​
            ​
            $
            33,987
            ​
            ​
            ​
            ​
            ​
            1%
            ​
            ​
            ​
            ​
            $
            206,350
            ​
            ​
            ​
            ​
            ​
            5%
            ​
            ​Capital Goods
            ​
            ​
            ​
            ​
            693,271
            ​
            ​
            ​
            ​
            ​
            15%
            ​
            ​
            ​
            ​
            ​
            418,102
            ​
            ​
            ​
            ​
            ​
            9%
            ​
            ​Commercial & Professional Services
            ​
            ​
            ​
            ​
            556,868
            ​
            ​
            ​
            ​
            ​
            12%
            ​
            ​
            ​
            ​
            ​
            520,703
            ​
            ​
            ​
            ​
            ​
            12%
            ​
            ​Consumer Durables & Apparel
            ​
            ​
            ​
            ​
            303,849
            ​
            ​
            ​
            ​
            ​
            6%
            ​
            ​
            ​
            ​
            ​
            317,282
            ​
            ​
            ​
            ​
            ​
            7%
            ​
            ​Consumer Services
            ​
            ​
            ​
            ​
            489,312
            ​
            ​
            ​
            ​
            ​
            10%
            ​
            ​
            ​
            ​
            ​
            523,918
            ​
            ​
            ​
            ​
            ​
            12%
            ​
            ​Diversified Financials
            ​
            ​
            ​
            ​
            207,051
            ​
            ​
            ​
            ​
            ​
            5%
            ​
            ​
            ​
            ​
            ​
            213,625
            ​
            ​
            ​
            ​
            ​
            5%
            ​
            ​Energy
            ​
            ​
            ​
            ​
            511,340
            ​
            ​
            ​
            ​
            ​
            11%
            ​
            ​
            ​
            ​
            ​
            749,437
            ​
            ​
            ​
            ​
            ​
            17%
            ​
            ​Food & Staples Retailing
            ​
            ​
            ​
            ​
            3,902
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​
            ​
            ​
            ​
            5,950
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​Health Care Equipment & Services
            ​
            ​
            ​
            ​
            172,856
            ​
            ​
            ​
            ​
            ​
            4%
            ​
            ​
            ​
            ​
            ​
            76,425
            ​
            ​
            ​
            ​
            ​
            2%
            ​
            ​Insurance
            ​
            ​
            ​
            ​
            117,903
            ​
            ​
            ​
            ​
            ​
            2%
            ​
            ​
            ​
            ​
            ​
            84,716
            ​
            ​
            ​
            ​
            ​
            2%
            ​
            ​Materials
            ​
            ​
            ​
            ​
            398,326
            ​
            ​
            ​
            ​
            ​
            8%
            ​
            ​
            ​
            ​
            ​
            329,788
            ​
            ​
            ​
            ​
            ​
            7%
            ​
            ​Media
            ​
            ​
            ​
            ​
            292,746
            ​
            ​
            ​
            ​
            ​
            6%
            ​
            ​
            ​
            ​
            ​
            140,594
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Pharmaceuticals, Biotechnology & Life Sciences
            ​
            ​
            ​
            ​
            2,699
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​
            ​
            ​
            ​
            2,263
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​Retailing
            ​
            ​
            ​
            ​
            176,454
            ​
            ​
            ​
            ​
            ​
            4%
            ​
            ​
            ​
            ​
            ​
            140,328
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Semiconductors & Semiconductor Equipment
            ​
            ​
            ​
            ​
            14,508
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​
            ​
            ​
            ​
            14,837
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​Software & Services
            ​
            ​
            ​
            ​
            441,602
            ​
            ​
            ​
            ​
            ​
            9%
            ​
            ​
            ​
            ​
            ​
            354,714
            ​
            ​
            ​
            ​
            ​
            8%
            ​
            ​Technology Hardware & Equipment
            ​
            ​
            ​
            ​
            63,662
            ​
            ​
            ​
            ​
            ​
            1%
            ​
            ​
            ​
            ​
            ​
            135,841
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Telecommunication Services
            ​
            ​
            ​
            ​
            145,358
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​
            ​
            ​
            ​
            159,533
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​Transportation
            ​
            ​
            ​
            ​
            107,917
            ​
            ​
            ​
            ​
            ​
            3%
            ​
            ​
            ​
            ​
            ​
            102,989
            ​
            ​
            ​
            ​
            ​
            2%
            ​
            ​Total
            ​
            ​
            ​
            $
            4,733,611
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            $
            4,497,395
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​​


TABLE OF CONTENTS
 InvestmentRating
            ​
            ​
            Summary Description
            ​1
            ​
            ​
            Investment exceeding expectations and/or capital gain expected.
            ​2
            ​
            ​
            Performing investment generally executing in accordance with the portfolio company’s business plan—full return of principal and interest expected.
            ​3
            ​
            ​
            Performing investment requiring closer monitoring.
            ​4
            ​
            ​
            Underperforming investment—some loss of interest or dividend possible, but still expecting a positive return on investment.
            ​5
            ​
            ​
            Underperforming investment with expected loss of interest and some principal.
            ​  ​
            ​
            ​
            June 30, 2017
            ​
            ​
            December 31, 2016
            ​Investment Rating
            ​
            ​
            FairValue
            ​
            ​
            Percentage ofPortfolio
            ​
            ​
            FairValue
            ​
            ​
            Percentage ofPortfolio
            ​1
            ​
            ​
            ​
            $
            245,396
            ​
            ​
            ​
            ​
            ​
            5%
            ​
            ​
            ​
            ​
            $
            301,900
            ​
            ​
            ​
            ​
            ​
            7%
            ​
            ​2
            ​
            ​
            ​
            ​
            4,142,978
            ​
            ​
            ​
            ​
            ​
            88%
            ​
            ​
            ​
            ​
            ​
            3,628,492
            ​
            ​
            ​
            ​
            ​
            81%
            ​
            ​3
            ​
            ​
            ​
            ​
            253,506
            ​
            ​
            ​
            ​
            ​
            5%
            ​
            ​
            ​
            ​
            ​
            449,511
            ​
            ​
            ​
            ​
            ​
            10%
            ​
            ​4
            ​
            ​
            ​
            ​
            54,849
            ​
            ​
            ​
            ​
            ​
            1%
            ​
            ​
            ​
            ​
            ​
            87,088
            ​
            ​
            ​
            ​
            ​
            2%
            ​
            ​5
            ​
            ​
            ​
            ​
            36,882
            ​
            ​
            ​
            ​
            ​
            1%
            ​
            ​
            ​
            ​
            ​
            30,404
            ​
            ​
            ​
            ​
            ​
            0%
            ​
            ​Total
            ​
            ​
            ​
            $
            4,733,611
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            $
            4,497,395
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​​


TABLE OF CONTENTS
 ​
            ​
            ​
            Three Months EndedJune 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Expenses associated with our independent audit and related fees
            ​
            ​
            ​
            $
            127
            ​
            ​
            ​
            ​
            $
            150
            ​
            ​Legal fees
            ​
            ​
            ​
            ​
            370
            ​
            ​
            ​
            ​
            ​
            137
            ​
            ​Printing fees
            ​
            ​
            ​
            ​
            382
            ​
            ​
            ​
            ​
            ​
            512
            ​
            ​Other
            ​
            ​
            ​
            ​
            515
            ​
            ​
            ​
            ​
            ​
            604
            ​
            ​Total
            ​
            ​
            ​
            $
            1,394
            ​
            ​
            ​
            ​
            $
            1,403
            ​
            ​​


TABLE OF CONTENTS


TABLE OF CONTENTS
 ​
            ​
            ​
            Six Months EndedJune 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Expenses associated with our independent audit and related fees
            ​
            ​
            ​
            $
            253
            ​
            ​
            ​
            ​
            $
            220
            ​
            ​Legal fees
            ​
            ​
            ​
            ​
            405
            ​
            ​
            ​
            ​
            ​
            275
            ​
            ​Printing fees
            ​
            ​
            ​
            ​
            660
            ​
            ​
            ​
            ​
            ​
            894
            ​
            ​Other
            ​
            ​
            ​
            ​
            558
            ​
            ​
            ​
            ​
            ​
            1,079
            ​
            ​Total
            ​
            ​
            ​
            $
            1,876
            ​
            ​
            ​
            ​
            $
            2,468
            ​
            ​​


TABLE OF CONTENTS


TABLE OF CONTENTS
 For the Three Months Ended
            ​
            ​
            RepurchaseDate
            ​
            ​
            SharesRepurchased
            ​
            ​
            Percentageof SharesTenderedThat WereRepurchased
            ​
            ​
            Percentage ofOutstandingSharesRepurchased asof theRepurchase Date
            ​
            ​
            RepurchasePrice PerShare
            ​
            ​
            AggregateConsiderationforRepurchasedShares
            ​Fiscal 2016
            ​
            ​
            ​
            ​
            ​
            ​
            ​December 31, 2015
            ​
            ​
            January 4, 2016
            ​
            ​
            ​
            ​
            1,779,357
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            ​
            0.55%
            ​
            ​
            ​
            ​
            $
            8.550
            ​
            ​
            ​
            ​
            $
            15,214
            ​
            ​March 31, 2016
            ​
            ​
            April 1, 2016
            ​
            ​
            ​
            ​
            2,715,325
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            ​
            0.84%
            ​
            ​
            ​
            ​
            $
            8.300
            ​
            ​
            ​
            ​
            $
            22,537
            ​
            ​Fiscal 2017
            ​
            ​
            ​
            ​
            ​
            ​
            ​December 31, 2016
            ​
            ​
            January 3, 2017
            ​
            ​
            ​
            ​
            2,344,810
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            ​
            0.72%
            ​
            ​
            ​
            ​
            $
            8.950
            ​
            ​
            ​
            ​
            $
            20,986
            ​
            ​March 31, 2017
            ​
            ​
            April 3, 2017
            ​
            ​
            ​
            ​
            3,353,328
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            ​
            1.02%
            ​
            ​
            ​
            ​
            $
            9.100
            ​
            ​
            ​
            ​
            $
            30,515
            ​
            ​     Arrangement
            ​
            ​
            Type of Arrangement
            ​
            ​
            Rate
            ​
            ​
            AmountOutstanding
            ​
            ​
            AmountAvailable
            ​
            ​
            MaturityDate
            ​Green Creek Credit Facility
            ​
            ​
            Term Loan Credit Facility
            ​
            ​
            L+2.50%
            ​
            ​
            ​
            $
            400,000
            ​
            ​
            ​
            ​
            $
            100,000
            ​
            ​
            ​
            December 15, 2019
            ​Cooper River Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+2.25%
            ​
            ​
            ​
            $
            172,433
            ​
            ​
            ​
            ​
            $
            27,567
            ​
            ​
            ​
            May 29, 2020
            ​Wissahickon Creek Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+1.50% to L+2.50%
            ​
            ​
            ​
            $
            240,146
            ​
            ​
            ​
            ​
            $
            9,854
            ​
            ​
            ​
            February 18, 2022
            ​Darby Creek Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+2.50%
            ​
            ​
            ​
            $
            250,000
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            August 19, 2020
            ​Dunning Creek Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            L+1.80%
            ​
            ​
            ​
            $
            149,400
            ​
            ​
            ​
            ​
            $
            600
            ​
            ​
            ​
            May 14, 2018
            ​Juniata River Credit Facility
            ​
            ​
            Term Loan Credit Facility
            ​
            ​
            L+2.68%
            ​
            ​
            ​
            $
            850,000
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            October 11, 2020
            ​FSIC II Revolving Credit Facility
            ​
            ​
            Revolving Credit Facility
            ​
            ​
            See Note (1)
            ​
            ​
            ​
            $
            14,151(2)
            ​
            ​
            ​
            ​
            $
            105,849
            ​
            ​
            ​
            February 23, 2021
            ​Partial Loan Sale
            ​
            ​
            Secured Borrowing
            ​
            ​
            L+4.50% (1.0% floor)
            ​
            ​
            ​
            $
            8,214
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            July 29, 2022
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            Distribution
            ​For the Three Months Ended
            ​
            ​
            Per Share
            ​
            ​
            Amount
            ​Fiscal 2016
            ​
            ​
            ​March 31, 2016
            ​
            ​
            ​
            $
            0.1885
            ​
            ​
            ​
            ​
            $
            60,744
            ​
            ​June 30, 2016
            ​
            ​
            ​
            $
            0.1885
            ​
            ​
            ​
            ​
            $
            60,976
            ​
            ​Fiscal 2017
            ​
            ​
            ​March 31, 2017
            ​
            ​
            ​
            $
            0.1885
            ​
            ​
            ​
            ​
            $
            61,436
            ​
            ​June 30, 2017
            ​
            ​
            ​
            $
            0.1885
            ​
            ​
            ​
            ​
            $
            61,505
            ​
            ​


TABLE OF CONTENTS


TABLE OF CONTENTS
 ​
            ​
            ​
            Six Months Ended June 30,
            ​​
            ​
            ​
            2017
            ​
            ​
            2016
            ​Source of Distribution
            ​
            ​
            DistributionAmount
            ​
            ​
            Percentage
            ​
            ​
            DistributionAmount
            ​
            ​
            Percentage
            ​Offering proceeds
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Borrowings
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Net investment income(1)
            ​
            ​
            ​
            ​
            122,941
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            ​
            121,720
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​Short-term capital gains proceeds from the sale of assets
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Long-term capital gains proceeds from the sale of assets
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Non-capital gains proceeds from the sale of assets
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Distributions on account of preferred and common equity
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Expense reimbursement from sponsor
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Total
            ​
            ​
            ​
            $
            122,941
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​
            ​
            ​
            $
            121,720
            ​
            ​
            ​
            ​
            ​
            100%
            ​
            ​


TABLE OF CONTENTS
 Fair Value Measurements and Disclosure


TABLE OF CONTENTS


TABLE OF CONTENTS


TABLE OF CONTENTS


TABLE OF CONTENTS
 ​
            ​
            ​
            Payments Due By Period
            ​​
            ​
            ​
            Total
            ​
            ​
            Less than 1 year
            ​
            ​
            1–3 years
            ​
            ​
            3–5 years
            ​
            ​
            More than 5 years
            ​Green Creek Credit Facility(1)
            ​
            ​
            ​
            $
            400,000
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            400,000
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Cooper River Credit Facility(2)
            ​
            ​
            ​
            $
            172,433
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            172,433
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Wissahickon Creek Credit Facility(3)
            ​
            ​
            ​
            $
            240,146
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            240,146
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Darby Creek Credit Facility(4)
            ​
            ​
            ​
            $
            250,000
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            250,000
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Dunning Creek Credit Facility(5)
            ​
            ​
            ​
            $
            149,400
            ​
            ​
            ​
            ​
            $
            149,400
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Juniata River Credit Facility(6)
            ​
            ​
            ​
            $
            850,000
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            850,000
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​FSIC II Revolving Credit Facility(7)
            ​
            ​
            ​
            $
            14,151
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            14,151
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Partial Loan Sale(8)
            ​
            ​
            ​
            $
            8,214
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            $
            8,214
            ​
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            ​
            Three Months EndedJune 30,
            ​
            ​
            Six Months EndedJune 30,
            ​Related Party
            ​
            ​
            Source Agreement
            ​
            ​
            Description
            ​
            ​
            2017
            ​
            ​
            2016
            ​
            ​
            2017
            ​
            ​
            2016
            ​FSIC II Advisor
            ​
            ​
            Investment Advisory andAdministrative ServicesAgreement
            ​
            ​
            Base Management Fee(1)
            ​
            ​
            ​
            $
            22,547
            ​
            ​
            ​
            ​
            $
            21,303
            ​
            ​
            ​
            ​
            $
            44,832
            ​
            ​
            ​
            ​
            $
            42,310
            ​
            ​FSIC II Advisor
            ​
            ​
            Investment Advisory andAdministrative ServicesAgreement
            ​
            ​
            Subordinated Incentive Fee on Income(2)
            ​
            ​
            ​
            $
            14,716
            ​
            ​
            ​
            ​
            $
            15,744
            ​
            ​
            ​
            ​
            $
            32,215
            ​
            ​
            ​
            ​
            $
            31,584
            ​
            ​FSIC II Advisor
            ​
            ​
            Investment Advisory andAdministrative ServicesAgreement
            ​
            ​
            Administrative Services Expenses(3)
            ​
            ​
            ​
            $
            864
            ​
            ​
            ​
            ​
            $
            1,029
            ​
            ​
            ​
            ​
            $
            1,731
            ​
            ​
            ​
            ​
            $
            2,057
            ​
            ​


TABLE OF CONTENTS ​
 Basis Point Change in Interest Rates
            ​
            ​
            Increase(Decrease)in Interest Income(1)
            ​
            ​
            Increase(Decrease)in Interest Expense
            ​
            ​
            Increase(Decrease) inNet InterestIncome
            ​
            ​
            PercentageChange in NetInterest Income
            ​Down 100 basis points
            ​
            ​
            ​
            $
            (10,981)
            ​
            ​
            ​
            ​
            $
            (18,704)
            ​
            ​
            ​
            ​
            $
            7,723
            ​
            ​
            ​
            ​
            ​
            2.1%
            ​
            ​No change
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Up 100 basis points
            ​
            ​
            ​
            ​
            36,285
            ​
            ​
            ​
            ​
            ​
            18,704
            ​
            ​
            ​
            ​
            ​
            17,581
            ​
            ​
            ​
            ​
            ​
            4.9%
            ​
            ​Up 300 basis points
            ​
            ​
            ​
            ​
            111,192
            ​
            ​
            ​
            ​
            ​
            56,112
            ​
            ​
            ​
            ​
            ​
            55,080
            ​
            ​
            ​
            ​
            ​
            15.3%
            ​
            ​Up 500 basis points
            ​
            ​
            ​
            ​
            186,099
            ​
            ​
            ​
            ​
            ​
            93,520
            ​
            ​
            ​
            ​
            ​
            92,579
            ​
            ​
            ​
            ​
            ​
            25.8%
            ​
            ​


TABLE OF CONTENTS ​


TABLE OF CONTENTS ​ ​ ​ ​ ​ ​
 Period
            ​
            ​
            Total Number of Shares Purchased
            ​
            ​
            Average Price Paid per Share
            ​
            ​
            Total Number of Shares Purchased as Part of Publicly Announced Plans or Programs
            ​
            ​
            Maximum Number of Shares that May Yet Be Purchased Under the Plans or Programs
            ​April 1 to April 30, 2017
            ​
            ​
            ​
            ​
            3,353,328
            ​
            ​
            ​
            ​
            $
            9.10
            ​
            ​
            ​
            ​
            ​
            3,353,328
            ​
            ​
            ​
            ​
            ​
            (1)
            ​
            ​May 1 to May 31, 2017
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​June 1 to June 30, 2017
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​
            ​
            ​
            ​
            —
            ​
            ​Total
            ​
            ​
            ​
            ​
            3,353,328
            ​
            ​
            ​
            ​
            $
            9.10
            ​
            ​
            ​
            ​
            ​
            3,353,328
            ​
            ​
            ​
            ​
            ​
            (1)
            ​
            ​


TABLE OF CONTENTS ​
 ​
            3.1
            ​
            ​
            Articles of Amendment and Restatement of the Company. (Incorporated by reference to Exhibit 3.1 to the Company’s Current Report on Form 8-K filed on June 14, 2012.)
            ​​
            3.2
            ​
            ​
            Articles Supplementary of the Company. (Incorporated by reference to Exhibit 3.1 to the Company’s Current Report on Form 8-K filed on June 1, 2017.)
            ​​
            3.3
            ​
            ​
            Second Amended and Restated Bylaws of the Company. (Incorporated by reference to Exhibit 3.2 to the Company’s Current Report on Form 8-K filed on June 1, 2017.)
            ​​
            4.1
            ​
            ​
            Amended and Restated Distribution Reinvestment Plan of the Company, effective as of March 26, 2014. (Incorporated by reference to Exhibit 4.1 to the Company’s Current Report on Form 8-K filed on February 24, 2014.)
            ​​
            10.1
            ​
            ​
            Investment Advisory and Administrative Services Agreement, dated as of February 8, 2012, by and between the Company and FSIC II Advisor, LLC. (Incorporated by reference to Exhibit (g)(1) filed with Pre-Effective Amendment No. 3 to the Company’s registration statement on Form N-2 (File No. 333-175654) filed on February 10, 2012.)
            ​​
            10.2
            ​
            ​
            Investment Sub-Advisory Agreement, dated as of February 8, 2012, by and between FSIC II Advisor, LLC and GSO / Blackstone Debt Funds Management LLC. (Incorporated by reference to Exhibit (g)(2) filed with Pre-Effective Amendment No. 3 to the Company’s registration statement on Form N-2 (File No. 333-175654) filed on February 10, 2012.)
            ​​
            10.3
            ​
            ​
            Custodian Agreement, dated as of February 8, 2012, by and between the Company and State Street Bank and Trust Company. (Incorporated by reference to Exhibit (j) filed with Pre-Effective Amendment No. 3 to the Company’s registration statement on Form N-2 (File No. 333-175654) filed on February 10, 2012.)
            ​​
            10.4
            ​
            ​
            Amended and Restated Indenture, dated as of February 6, 2013, by and between Lehigh River LLC and Citibank, N.A., as trustee. (Incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K filed on February 7, 2013.)
            ​​
            10.5
            ​
            ​
            Lehigh River LLC Class A Floating Rate Secured Note, due 2023. (Incorporated by reference to Exhibit 10.3 to the Company’s Current Report on Form 8-K filed on October 30, 2012.)
            ​​
            10.6
            ​
            ​
            Supplemental Indenture No. 1, dated as of April 23, 2013, by and between Lehigh River LLC and Citibank, N.A., as trustee. (Incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K filed on April 26, 2013.)
            ​​
            10.7
            ​
            ​
            Lehigh River LLC Class A Floating Rate Secured Note, due 2024. (Incorporated by reference to Exhibit 10.2 to the Company’s Current Report on Form 8-K filed on February 7, 2013.)
            ​​
            10.8
            ​
            ​
            Lehigh River LLC Class A Floating Rate Secured Note, due 2024. (Incorporated by reference to Exhibit 10.2 to the Company’s Current Report on Form 8-K filed on April 26, 2013.)
            ​​
            10.9
            ​
            ​
            TBMA/ISMA 2000 Amended and Restated Global Master Repurchase Agreement, by and between JPMorgan Chase Bank, N.A., London Branch, and Cobbs Creek LLC, together with the related Annex and Amended and Restated Confirmation thereto, each dated as of April 23, 2013. (Incorporated by reference to Exhibit 10.3 to the Company’s Current Report on Form 8-K filed on April 26, 2013.)
            ​​
            10.10
            ​
            ​
            Amended and Restated Credit Agreement, dated as of May 29, 2015, by and among Cooper River LLC, as borrower, Citibank, N.A., as administrative agent, Citibank, N.A. acting through its Agency and Trust division, as collateral custodian and collateral agent, each of the lenders from time to time party thereto and Virtus Group, LP, as collateral administrator. (Incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K filed on June 4, 2015.)
            ​​
            10.11
            ​
            ​
            Amended and Restated Account Control Agreement, dated as of May 29, 2015, by and among Cooper River LLC, as pledgor, Citibank, N.A., as secured party, and Citibank, N.A., as securities intermediary. (Incorporated by reference to Exhibit 10.4 to the Company’s Current Report on Form 8-K filed on June 4, 2015.)
            ​​
            10.12
            ​
            ​
            Security Agreement, dated as of March 27, 2013, by and between Cooper River LLC and Citibank, N.A. (Incorporated by reference to Exhibit 10.3 to the Company’s Current Report on Form 8-K filed on March 28, 2013.)
            ​


TABLE OF CONTENTS
 ​
            10.13
            ​
            ​
            Agreement and Plan of Merger, dated as of March 27, 2013, by and among Cooper River LLC, Cooper River CBNA Loan Funding LLC and Citibank, N.A. (Incorporated by reference to Exhibit 10.4 to the Company’s Current Report on Form 8-K filed on March 28, 2013.)
            ​​
            10.14
            ​
            ​
            Amended and Restated Investment Management Agreement, dated as of May 29, 2015, by and between the Company, as investment manager, and Cooper River LLC. (Incorporated by reference to Exhibit 10.3 to the Company’s Current Report on Form 8-K filed on June 4, 2015.)
            ​​
            10.15
            ​
            ​
            Loan and Servicing Agreement, dated as of February 19, 2014, by and among Wissahickon Creek LLC, as borrower, Wells Fargo Securities, LLC, as administrative agent, Wells Fargo Bank, National Association, as collateral agent, account bank and collateral custodian, and the other lenders and lender agents from time to time party thereto. (Incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K filed on February 25, 2014.)
            ​​
            10.16
            ​
            ​
            Purchase and Sale Agreement, dated as of February 19, 2014, by and between Wissahickon Creek LLC, as purchaser, and the Company, as seller. (Incorporated by reference to Exhibit 10.2 to the Company’s Current Report on Form 8-K filed on February 25, 2014.)
            ​​
            10.17
            ​
            ​
            Collateral Management Agreement, dated as of February 19, 2014, by and between Wissahickon Creek LLC and the Company, as collateral manager. (Incorporated by reference to Exhibit 10.3 to the Company’s Current Report on Form 8-K filed on February 25, 2014.)
            ​​
            10.18
            ​
            ​
            Securities Account Control Agreement, dated as of February 19, 2014, by and among Wissahickon Creek LLC, as pledgor, Wells Fargo Bank, National Association, as collateral agent, and Wells Fargo Bank, National Association, as securities intermediary. (Incorporated by reference to Exhibit 10.4 to the Company’s Current Report on Form 8-K filed on February 25, 2014.)
            ​​
            10.19
            ​
            ​
            Loan Financing and Servicing Agreement, dated as of February 20, 2014, by and among Darby Creek LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent, Wells Fargo Bank, National Association, as collateral agent and collateral custodian, and the other lenders and lender agents from time to time party thereto. (Incorporated by reference to Exhibit 10.5 to the Company’s Current Report on Form 8-K filed on February 25, 2014.)
            ​​
            10.20
            ​
            ​
            Amendment No. 1 to Loan Financing and Servicing Agreement, dated as of January 12, 2015, by and among Darby Creek LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent, Wells Fargo Bank, National Association, as collateral agent and collateral custodian, and the other lenders and lender agents from time to time party thereto. (Incorporated by reference to Exhibit 10.27 to the Company’s Annual Report on Form 10-K filed on March 25, 2016.)
            ​​
            10.21
            ​
            ​
            Amendment No. 2 to Loan Financing and Servicing Agreement, dated as of February 3, 2015, by and among Darby Creek LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent, Wells Fargo Bank, National Association, as collateral agent and collateral custodian, and the other lenders and lender agents from time to time party thereto. (Incorporated by reference to Exhibit 10.28 to the Company’s Annual Report on Form 10-K filed on March 25, 2016.)
            ​​
            10.22
            ​
            ​
            Amendment No. 3 to Loan Financing and Servicing Agreement, dated as of May 7, 2015, by and among Darby Creek LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent, Wells Fargo Bank, National Association, as collateral agent and collateral custodian, and the other lenders and lender agents from time to time party thereto. (Incorporated by reference to Exhibit 10.29 to the Company’s Annual Report on Form 10-K filed on March 25, 2016.)
            ​​
            10.23
            ​
            ​
            Amendment No. 4 to Loan Financing and Servicing Agreement, dated as of October 8, 2015, by and among Darby Creek LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent, Wells Fargo Bank, National Association, as collateral agent and collateral custodian, and the other lenders and lender agents from time to time party thereto. (Incorporated by reference to Exhibit 10.30 to the Company’s Annual Report on Form 10-K filed on March 25, 2016.)
            ​​
            10.24
            ​
            ​
            Amendment No. 6 to Loan Financing and Servicing Agreement, dated as of August 19, 2016, by and among Darby Creek LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent, Wells Fargo Bank, National Association, as collateral agent and collateral
            ​


TABLE OF CONTENTS
 ​
            ​
            ​
            ​
            custodian, and the other lenders and lender agents from time to time party thereto. (Incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K filed on August 22, 2016.)
            ​​
            10.25
            ​
            ​
            Sale and Contribution Agreement, dated as of February 20, 2014, by and between Darby Creek LLC, as purchaser, and the Company, as seller. (Incorporated by reference to Exhibit 10.6 to the Company’s Current Report on Form 8-K filed on February 25, 2014.)
            ​​
            10.26
            ​
            ​
            Investment Management Agreement, dated as of February 20, 2014, by and between Darby Creek LLC and the Company, as investment manager. (Incorporated by reference to Exhibit 10.7 to the Company’s Current Report on Form 8-K filed on February 25, 2014.)
            ​​
            10.27
            ​
            ​
            Securities Account Control Agreement, dated as of February 20, 2014, by and among Darby Creek LLC, as pledgor, Wells Fargo Bank, National Association, as secured party, and Wells Fargo Bank, National Association, as securities intermediary. (Incorporated by reference to Exhibit 10.8 to the Company’s Current Report on Form 8-K filed on February 25, 2014.)
            ​​
            10.28
            ​
            ​
            Credit Agreement, dated as of May 14, 2014, by and among Dunning Creek LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent and lender, and the other lenders from time to time party thereto. (Incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K filed on May 19, 2014.)
            ​​
            10.29
            ​
            ​
            First Amendment to Credit Agreement, dated as of June 4, 2014, by and between Dunning Creek LLC and Deutsche Bank AG, New York Branch, as administrative agent and lender. (Incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K filed on June 6, 2014.)
            ​​
            10.30
            ​
            ​
            Second Amendment to Credit Agreement, dated as of May 14, 2015, by and among Dunning Creek LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent and lender, and the other lenders from time to time party thereto. (Incorporated by reference to Exhibit 10.36 to the Company’s Annual Report on Form 10-K filed on March 25, 2016.)
            ​​
            10.31
            ​
            ​
            Third Amendment to Credit Agreement, dated as of May 13, 2016, by and among Dunning Creek LLC, as borrower, Deutsche Bank AG, New York Branch, as administrative agent and lender, and the other lenders from time to time party thereto. (Incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K filed on May 18, 2016.)
            ​​
            10.32
            ​
            ​
            Fourth Amendment to Credit Agreement, dated as of May 12, 2017, by and between Dunning Creek LLC and Deutsche Bank AG, New York Branch, as administrative agent and lender. (Incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K filed on May 16, 2017.)
            ​​
            10.33
            ​
            ​
            Amended and Restated Sale and Contribution Agreement, dated as of May 29, 2015, by and between the Company, as seller, and Cooper River LLC, as purchaser. (Incorporated by reference to Exhibit 10.2 to the Company’s Current Report on Form 8-K filed on June 4, 2015.)
            ​​
            10.34
            ​
            ​
            Custodial Agreement, dated as of May 14, 2014, by and among Dunning Creek LLC, as borrower, the Company, as manager, Deutsche Bank AG, New York Branch, as administrative agent, and Deutsche Bank Trust Company Americas, as custodian. (Incorporated by reference to Exhibit 10.2 to the Company’s Current Report on Form 8-K filed on May 19, 2014.)
            ​​
            10.35
            ​
            ​
            Security Agreement, dated as of May 14, 2014, by and between Dunning Creek LLC, as borrower, and Deutsche Bank AG, New York Branch, as administrative agent. (Incorporated by reference to Exhibit 10.3 to the Company’s Current Report on Form 8-K filed on May 19, 2014.)
            ​​
            10.36
            ​
            ​
            Sale and Contribution Agreement, dated as of May 14, 2014, by and between the Company, as seller, and Dunning Creek LLC, as purchaser. (Incorporated by reference to Exhibit 10.4 to the Company’s Current Report on Form 8-K filed on May 19, 2014.)
            ​​
            10.37
            ​
            ​
            Investment Management Agreement, dated as of May 14, 2014, by and between Dunning Creek LLC and the Company, as Investment Manager. (Incorporated by reference to Exhibit 10.5 to the Company’s Current Report on Form 8-K filed on May 19, 2014.)
            ​​
            10.38
            ​
            ​
            Loan Agreement, dated as of November 14, 2014, by and among Juniata River LLC, as borrower, JPMorgan Chase Bank, National Association, as administrative agent and lender, Citibank, N.A., as collateral agent and Virtus Group, LP as collateral administrator. (Incorporated by reference to Exhibit 10.51 to the Company’s Annual Report on Form 10-K filed on March 18, 2015.)
            ​


TABLE OF CONTENTS
 ​
            10.39
            ​
            ​
            Amendment No. 1 to Loan Agreement, dated as of October 11, 2016, by and among Juniata River LLC, as borrower, JPMorgan Chase Bank, National Association, as administrative agent and lender, Citibank, N.A., as collateral agent and Virtus Group, LP as collateral administrator. (Incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K filed on October 13, 2016.)
            ​​
            10.40
            ​
            ​
            Sale and Contribution Agreement, dated as of November 14, 2014, between Juniata River LLC, as purchaser, and the Company, as seller. (Incorporated by reference to Exhibit 10.52 to the Company’s Annual Report on Form 10-K filed on March 18, 2015.)
            ​​
            10.41
            ​
            ​
            Investment Management Agreement, dated as of November 14, 2014, between Juniata River LLC and FS Investment Corporation, as investment manager. (Incorporated by reference to Exhibit 10.53 to the Company’s Annual Report on Form 10-K filed on March 18, 2015.)
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            10.42
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            Collateral Administration Agreement, dated as of November 14, 2014, by and among Juniata River LLC, JPMorgan Chase Bank, National Association, as administrative agent, the Company, as investment manager and Virtus Group, LP, as collateral administrator. (Incorporated by reference to Exhibit 10.54 to the Company’s Annual Report on Form 10-K filed on March 18, 2015.)
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            10.43
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            Indenture, dated as of December 15, 2014, by and between Green Creek LLC and Citibank, N.A., as trustee. (Incorporated by reference to Exhibit 10.2 to the Company’s Current Report on Form 8-K filed on December 19, 2014.)
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            10.44
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            Green Creek LLC Floating Rate Notes due 2026. (Incorporated by reference to Exhibit 10.3 to the Company’s Current Report on Form 8-K filed on December 19, 2014.)
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            10.45
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            September 1996 Version Master Repurchase Agreement between Goldman Sachs Bank USA and Schuylkill River LLC, together with the related Annex and Master Confirmation thereto, each dated as of December 15, 2014. (Incorporated by reference to Exhibit 10.4 to the Company’s Current Report on Form 8-K filed on December 19, 2014.)
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            10.46
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            Senior Secured Revolving Credit Agreement, dated as of February 23, 2016, by and among the Company, ING Capital LLC, as administrative agent, and the lenders party thereto. (Incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K filed on February 26, 2016.)
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            10.47
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            Amendment No. 1 to Senior Secured Revolving Credit Agreement, dated April 25, 2016, by and among the Company, ING Capital LLC, as administrative agent, and the lenders party thereto. (Incorporated by reference to Exhibit 10.53 to the Company’s Quarterly Report on Form 10-Q for the quarterly period ended March 31, 2016 filed on May 13, 2016.)
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            10.48
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            Incremental Commitment and Assumption Agreement, dated April 26, 2016, by and among the Company, ING Capital LLC, as administrative agent, the lenders party thereto and the assuming lenders party thereto. (Incorporated by reference to Exhibit 10.54 to the Company’s Quarterly Report on Form 10-Q for the quarterly period ended March 31, 2016 filed on May 13, 2016.)
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            10.49
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            Guarantee, Pledge and Security Agreement, dated as of February 23, 2016, by and among the Company, ING Capital LLC, as revolving administrative agent and collateral agent, the subsidiary guarantors party thereto and each financing agent and designated indebtedness holder party thereto. (Incorporated by reference to Exhibit 10.2 to the Company’s Current Report on Form 8-K filed on February 26, 2016.)
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            10.50
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            Control Agreement, dated as of February 23, 2016, by and among the Company, ING Capital LLC, as collateral agent, and State Street Bank and Trust Company. (Incorporated by reference to Exhibit 10.3 to the Company’s Current Report on Form 8-K filed on February 26, 2016.)
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            10.51
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            Credit Agreement, dated as of May 15, 2017, among Green Creek LLC, Goldman Sachs Bank USA, as lender, sole lead arranger and administrative agent, Citibank, N.A., as collateral agent, and Virtus Group, LP, as collateral administrator. (Incorporated by reference to Exhibit 10.2 to the Company’s Current Report on Form 8-K filed on May 16, 2017.)
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            31.1*
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            Certification of Chief Executive Officer pursuant to Rule 13a-14 of the Securities Exchange Act of 1934, as amended.
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            31.2*
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            Certification of Chief Financial Officer pursuant to Rule 13a-14 of the Securities Exchange Act of 1934, as amended.
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            32.1*
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            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 INVESTMENT CORPORATION II
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            By:
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            /s/ Michael C. Forman
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              Michael C. Forman Chief Executive Officer (Principal Executive Officer)
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            By:
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            /s/ William Goebel
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              William Goebel Chief Financial Officer (Principal Financial and Accounting Officer)
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